Backtest Result of Soybean Oil (BO)


Entry Date: 2023-05-15
Exit Date: 2023-05-23
Long Contract: 3
Short Contract: 7



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-16 0.17 2005-05-23 0.17

0.0

2006 2006-05-15 1.32 2006-05-23 1.45

0.13

2007 2007-05-15 1.77 2007-05-23 1.87

0.1

2008 2008-05-15 2.16 2008-05-23 2.13

-0.03

2009 2009-05-15 1.15 2009-05-22 1.22

0.07

2010 2010-05-17 1.54 2010-05-21 1.55

0.01

2011 2011-05-16 1.32 2011-05-23 1.32

0.0

2012 2012-05-15 1.32 2012-05-23 1.45

0.13

2013 2013-05-15 -1.24 2013-05-23 -0.97

0.27

2014 2014-05-15 0.08 2014-05-23 0.42

0.34

2015 2015-05-15 0.49 2015-05-22 0.48

-0.01

2016 2016-05-16 0.57 2016-05-23 0.74

0.17

2017 2017-05-15 0.63 2017-05-23 0.74

0.11

2018 2018-05-15 1.27 2018-05-23 1.34

0.07

2019 2019-05-15 1.22 2019-05-23 1.24

0.02

2020 2020-05-15 1.09 2020-05-22 1.2

0.11