Backtest Result of Soybean Oil (BO)


Entry Date: 2023-05-20
Exit Date: 2023-05-28
Long Contract: 12
Short Contract: 7



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-20 0.25 2005-05-27 0.2

-0.05

2006 2006-05-22 1.02 2006-05-26 1.1

0.08

2007 2007-05-21 1.29 2007-05-25 1.32

0.03

2008 2008-05-20 1.53 2008-05-28 1.56

0.03

2009 2009-05-20 0.68 2009-05-28 0.85

0.17

2010 2010-05-20 0.94 2010-05-28 1.07

0.13

2011 2011-05-20 1.0 2011-05-27 1.19

0.19

2012 2012-05-21 0.99 2012-05-25 1.03

0.04

2013 2013-05-20 -0.93 2013-05-28 -0.68

0.25

2014 2014-05-20 0.06 2014-05-28 0.17

0.11

2015 2015-05-20 0.23 2015-05-28 0.2

-0.03

2016 2016-05-20 0.63 2016-05-27 0.69

0.06

2017 2017-05-22 0.51 2017-05-26 0.51

-0.0

2018 2018-05-21 0.76 2018-05-25 0.79

0.03

2019 2019-05-20 0.73 2019-05-28 0.7

-0.03

2020 2020-05-20 0.79 2020-05-28 0.85

0.06