Backtest Result of Soybean Oil (BO)


Entry Date: 2023-05-15
Exit Date: 2023-05-28
Long Contract: 12
Short Contract: 9



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-16 0.07 2005-05-27 0.09

0.02

2006 2006-05-15 0.6 2006-05-26 0.72

0.12

2007 2007-05-15 0.73 2007-05-25 0.88

0.15

2008 2008-05-15 0.91 2008-05-28 0.9

-0.01

2009 2009-05-15 0.36 2009-05-28 0.5

0.14

2010 2010-05-17 0.52 2010-05-28 0.61

0.09

2011 2011-05-16 0.5 2011-05-27 0.63

0.13

2012 2012-05-15 0.54 2012-05-25 0.59

0.05

2013 2013-05-15 -0.64 2013-05-28 -0.4

0.24

2014 2014-05-15 -0.09 2014-05-28 0.05

0.14

2015 2015-05-15 0.16 2015-05-28 0.11

-0.05

2016 2016-05-16 0.33 2016-05-27 0.43

0.1

2017 2017-05-15 0.2 2017-05-26 0.27

0.07

2018 2018-05-15 0.48 2018-05-25 0.52

0.04

2019 2019-05-15 0.45 2019-05-28 0.45

0.0

2020 2020-05-15 0.44 2020-05-28 0.5

0.06