Backtest Result of Soybean Oil (BO)


Entry Date: 2023-05-10
Exit Date: 2023-05-23
Long Contract: 12
Short Contract: 8



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-10 0.0 2005-05-23 0.15

0.15

2006 2006-05-10 0.8 2006-05-23 0.83

0.03

2007 2007-05-10 0.99 2007-05-23 1.06

0.07

2008 2008-05-12 1.06 2008-05-23 1.21

0.15

2009 2009-05-11 0.59 2009-05-22 0.58

-0.01

2010 2010-05-10 0.67 2010-05-21 0.74

0.07

2011 2011-05-10 0.73 2011-05-23 0.83

0.1

2012 2012-05-10 0.72 2012-05-23 0.8

0.08

2013 2013-05-10 -0.95 2013-05-23 -0.75

0.2

2014 2014-05-12 -0.4 2014-05-23 0.09

0.49

2015 2015-05-11 0.14 2015-05-22 0.2

0.06

2016 2016-05-10 0.44 2016-05-23 0.51

0.07

2017 2017-05-10 0.37 2017-05-23 0.41

0.04

2018 2018-05-10 0.62 2018-05-23 0.67

0.05

2019 2019-05-10 0.61 2019-05-23 0.59

-0.02

2020 2020-05-11 0.63 2020-05-22 0.68

0.05