Backtest Result of Soybean Oil (BO)


Entry Date: 2023-05-10
Exit Date: 2023-05-28
Long Contract: 9
Short Contract: 7



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-10 0.04 2005-05-27 0.11

0.07

2006 2006-05-10 0.39 2006-05-26 0.38

-0.01

2007 2007-05-10 0.44 2007-05-25 0.44

0.0

2008 2008-05-12 0.63 2008-05-28 0.66

0.03

2009 2009-05-11 0.33 2009-05-28 0.35

0.02

2010 2010-05-10 0.37 2010-05-28 0.46

0.09

2011 2011-05-10 0.5 2011-05-27 0.56

0.06

2012 2012-05-10 0.4 2012-05-25 0.44

0.04

2013 2013-05-10 -0.49 2013-05-28 -0.28

0.21

2014 2014-05-12 -0.25 2014-05-28 0.12

0.37

2015 2015-05-11 0.05 2015-05-28 0.09

0.04

2016 2016-05-10 0.23 2016-05-27 0.26

0.03

2017 2017-05-10 0.21 2017-05-26 0.24

0.03

2018 2018-05-10 0.26 2018-05-25 0.27

0.01

2019 2019-05-10 0.28 2019-05-28 0.25

-0.03

2020 2020-05-11 0.35 2020-05-28 0.35

-0.0