Backtest Result of Soybean Oil (BO)


Entry Date: 2023-05-15
Exit Date: 2023-05-23
Long Contract: 3
Short Contract: 8



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-16 0.11 2005-05-23 0.09

-0.02

2006 2006-05-15 1.13 2006-05-23 1.25

0.12

2007 2007-05-15 1.53 2007-05-23 1.63

0.1

2008 2008-05-15 1.83 2008-05-23 1.84

0.01

2009 2009-05-15 0.98 2009-05-22 1.05

0.07

2010 2010-05-17 1.32 2010-05-21 1.33

0.01

2011 2011-05-16 1.08 2011-05-23 1.07

-0.01

2012 2012-05-15 1.11 2012-05-23 1.23

0.12

2013 2013-05-15 -1.02 2013-05-23 -0.84

0.18

2014 2014-05-15 0.13 2014-05-23 0.39

0.26

2015 2015-05-15 0.44 2015-05-22 0.43

-0.01

2016 2016-05-16 0.46 2016-05-23 0.63

0.17

2017 2017-05-15 0.54 2017-05-23 0.63

0.09

2018 2018-05-15 1.16 2018-05-23 1.22

0.06

2019 2019-05-15 1.09 2019-05-23 1.11

0.02

2020 2020-05-15 0.91 2020-05-22 1.02

0.11