Backtest Result of Soybean Oil (BO)


Entry Date: 2023-05-10
Exit Date: 2023-05-28
Long Contract: 12
Short Contract: 7



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-10 0.03 2005-05-27 0.2

0.17

2006 2006-05-10 1.0 2006-05-26 1.1

0.1

2007 2007-05-10 1.21 2007-05-25 1.32

0.11

2008 2008-05-12 1.39 2008-05-28 1.56

0.17

2009 2009-05-11 0.76 2009-05-28 0.85

0.09

2010 2010-05-10 0.87 2010-05-28 1.07

0.2

2011 2011-05-10 0.98 2011-05-27 1.19

0.21

2012 2012-05-10 0.92 2012-05-25 1.03

0.11

2013 2013-05-10 -1.18 2013-05-28 -0.68

0.5

2014 2014-05-12 -0.48 2014-05-28 0.17

0.65

2015 2015-05-11 0.17 2015-05-28 0.2

0.03

2016 2016-05-10 0.55 2016-05-27 0.69

0.14

2017 2017-05-10 0.47 2017-05-26 0.51

0.04

2018 2018-05-10 0.74 2018-05-25 0.79

0.05

2019 2019-05-10 0.75 2019-05-28 0.7

-0.05

2020 2020-05-11 0.82 2020-05-28 0.85

0.03