Backtest Result of Soybean Oil (BO)


Entry Date: 2023-05-10
Exit Date: 2023-05-28
Long Contract: 12
Short Contract: 8



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-10 0.0 2005-05-27 0.12

0.12

2006 2006-05-10 0.8 2006-05-26 0.9

0.1

2007 2007-05-10 0.99 2007-05-25 1.08

0.09

2008 2008-05-12 1.06 2008-05-28 1.23

0.17

2009 2009-05-11 0.59 2009-05-28 0.68

0.09

2010 2010-05-10 0.67 2010-05-28 0.84

0.17

2011 2011-05-10 0.73 2011-05-27 0.91

0.18

2012 2012-05-10 0.72 2012-05-25 0.81

0.09

2013 2013-05-10 -0.95 2013-05-28 -0.6

0.35

2014 2014-05-12 -0.4 2014-05-28 0.1

0.5

2015 2015-05-11 0.14 2015-05-28 0.14

0.0

2016 2016-05-10 0.44 2016-05-27 0.56

0.12

2017 2017-05-10 0.37 2017-05-26 0.4

0.03

2018 2018-05-10 0.62 2018-05-25 0.68

0.06

2019 2019-05-10 0.61 2019-05-28 0.58

-0.03

2020 2020-05-11 0.63 2020-05-28 0.67

0.04