Backtest Result of Soybean Oil (BO)


Entry Date: 2023-09-17
Exit Date: 2023-10-15
Long Contract: 1
Short Contract: 12



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-19 0.18 2005-10-14 0.24

0.06

2006 2006-09-18 0.32 2006-10-13 0.34

0.02

2007 2007-09-17 0.39 2007-10-15 0.55

0.16

2008 2008-09-17 0.46 2008-10-15 0.51

0.05

2009 2009-09-17 0.39 2009-10-15 0.44

0.05

2010 2010-09-17 0.31 2010-10-15 0.35

0.04

2011 2011-09-19 0.19 2011-10-14 0.27

0.08

2012 2012-09-17 0.24 2012-10-15 0.39

0.15

2013 2013-09-17 0.22 2013-10-15 0.3

0.08

2014 2014-09-17 0.25 2014-10-15 0.28

0.03

2015 2015-09-17 0.32 2015-10-15 0.29

-0.03

2016 2016-09-19 0.23 2016-10-14 0.28

0.05

2017 2017-09-18 0.16 2017-10-13 0.16

0.0

2018 2018-09-17 0.26 2018-10-15 0.24

-0.02

2019 2019-09-17 0.22 2019-10-15 0.24

0.02

2020 2020-09-17 0.07 2020-10-15 -0.03

-0.1