Backtest Result of Soybean Oil (BO)


Entry Date: 2023-05-10
Exit Date: 2023-05-23
Long Contract: 12
Short Contract: 7



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-10 0.03 2005-05-23 0.23

0.2

2006 2006-05-10 1.0 2006-05-23 1.03

0.03

2007 2007-05-10 1.21 2007-05-23 1.3

0.09

2008 2008-05-12 1.39 2008-05-23 1.5

0.11

2009 2009-05-11 0.76 2009-05-22 0.75

-0.01

2010 2010-05-10 0.87 2010-05-21 0.96

0.09

2011 2011-05-10 0.98 2011-05-23 1.08

0.1

2012 2012-05-10 0.92 2012-05-23 1.02

0.1

2013 2013-05-10 -1.18 2013-05-23 -0.88

0.3

2014 2014-05-12 -0.48 2014-05-23 0.12

0.6

2015 2015-05-11 0.17 2015-05-22 0.25

0.08

2016 2016-05-10 0.55 2016-05-23 0.62

0.07

2017 2017-05-10 0.47 2017-05-23 0.52

0.05

2018 2018-05-10 0.74 2018-05-23 0.79

0.05

2019 2019-05-10 0.75 2019-05-23 0.72

-0.03

2020 2020-05-11 0.82 2020-05-22 0.86

0.04