Backtest Result of Soybean Oil (BO)


Entry Date: 2023-05-15
Exit Date: 2023-05-28
Long Contract: 12
Short Contract: 7



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-16 0.21 2005-05-27 0.2

-0.01

2006 2006-05-15 0.96 2006-05-26 1.1

0.14

2007 2007-05-15 1.23 2007-05-25 1.32

0.09

2008 2008-05-15 1.56 2008-05-28 1.56

-0.0

2009 2009-05-15 0.68 2009-05-28 0.85

0.17

2010 2010-05-17 0.92 2010-05-28 1.07

0.15

2011 2011-05-16 1.0 2011-05-27 1.19

0.19

2012 2012-05-15 0.95 2012-05-25 1.03

0.08

2013 2013-05-15 -1.09 2013-05-28 -0.68

0.41

2014 2014-05-15 -0.21 2014-05-28 0.17

0.38

2015 2015-05-15 0.25 2015-05-28 0.2

-0.05

2016 2016-05-16 0.56 2016-05-27 0.69

0.13

2017 2017-05-15 0.38 2017-05-26 0.51

0.13

2018 2018-05-15 0.72 2018-05-25 0.79

0.07

2019 2019-05-15 0.71 2019-05-28 0.7

-0.01

2020 2020-05-15 0.79 2020-05-28 0.85

0.06