Backtest Result of Soybean Oil (BO)


Entry Date: 2023-05-15
Exit Date: 2023-05-23
Long Contract: 12
Short Contract: 7



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-16 0.21 2005-05-23 0.23

0.02

2006 2006-05-15 0.96 2006-05-23 1.03

0.07

2007 2007-05-15 1.23 2007-05-23 1.3

0.07

2008 2008-05-15 1.56 2008-05-23 1.5

-0.06

2009 2009-05-15 0.68 2009-05-22 0.75

0.07

2010 2010-05-17 0.92 2010-05-21 0.96

0.04

2011 2011-05-16 1.0 2011-05-23 1.08

0.08

2012 2012-05-15 0.95 2012-05-23 1.02

0.07

2013 2013-05-15 -1.09 2013-05-23 -0.88

0.21

2014 2014-05-15 -0.21 2014-05-23 0.12

0.33

2015 2015-05-15 0.25 2015-05-22 0.25

0.0

2016 2016-05-16 0.56 2016-05-23 0.62

0.06

2017 2017-05-15 0.38 2017-05-23 0.52

0.14

2018 2018-05-15 0.72 2018-05-23 0.79

0.07

2019 2019-05-15 0.71 2019-05-23 0.72

0.01

2020 2020-05-15 0.79 2020-05-22 0.86

0.07