Backtest Result of Soybean Oil (BO)


Entry Date: 2023-05-15
Exit Date: 2023-05-28
Long Contract: 3
Short Contract: 8



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-16 0.11 2005-05-27 0.03

-0.08

2006 2006-05-15 1.13 2006-05-26 1.35

0.22

2007 2007-05-15 1.53 2007-05-25 1.59

0.06

2008 2008-05-15 1.83 2008-05-28 1.93

0.1

2009 2009-05-15 0.98 2009-05-28 1.13

0.15

2010 2010-05-17 1.32 2010-05-28 1.46

0.14

2011 2011-05-16 1.08 2011-05-27 1.14

0.06

2012 2012-05-15 1.11 2012-05-25 1.23

0.12

2013 2013-05-15 -1.02 2013-05-28 -0.64

0.38

2014 2014-05-15 0.13 2014-05-28 0.42

0.29

2015 2015-05-15 0.44 2015-05-28 0.35

-0.09

2016 2016-05-16 0.46 2016-05-27 0.72

0.26

2017 2017-05-15 0.54 2017-05-26 0.68

0.14

2018 2018-05-15 1.16 2018-05-25 1.25

0.09

2019 2019-05-15 1.09 2019-05-28 1.04

-0.05

2020 2020-05-15 0.91 2020-05-28 0.97

0.06