Backtest Result of Soybean Oil (BO)


Entry Date: 2023-05-05
Exit Date: 2023-05-23
Long Contract: 12
Short Contract: 9



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-05 -0.05 2005-05-23 0.08

0.13

2006 2006-05-05 0.61 2006-05-23 0.65

0.04

2007 2007-05-07 0.77 2007-05-23 0.81

0.04

2008 2008-05-05 0.59 2008-05-23 0.89

0.3

2009 2009-05-05 0.44 2009-05-22 0.43

-0.01

2010 2010-05-05 0.51 2010-05-21 0.54

0.03

2011 2011-05-05 0.38 2011-05-23 0.55

0.17

2012 2012-05-07 0.56 2012-05-23 0.58

0.02

2013 2013-05-06 -0.55 2013-05-23 -0.53

0.02

2014 2014-05-05 -0.26 2014-05-23 0.06

0.32

2015 2015-05-05 0.1 2015-05-22 0.16

0.06

2016 2016-05-05 0.38 2016-05-23 0.39

0.01

2017 2017-05-05 0.2 2017-05-23 0.29

0.09

2018 2018-05-07 0.49 2018-05-23 0.52

0.03

2019 2019-05-06 0.45 2019-05-23 0.45

0.0

2020 2020-05-05 0.49 2020-05-22 0.51

0.02