Backtest Result of Soybean Oil (BO)


Entry Date: 2023-09-02
Exit Date: 2023-09-10
Long Contract: 3
Short Contract: 1



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-02 0.15 2005-09-09 0.18

0.03

2006 2006-09-05 0.4 2006-09-08 0.38

-0.02

2007 2007-09-04 0.27 2007-09-10 0.29

0.02

2008 2008-09-02 0.6 2008-09-10 0.59

-0.01

2009 2009-09-02 0.23 2009-09-10 0.24

0.01

2010 2010-09-02 0.26 2010-09-10 0.28

0.02

2011 2011-09-02 0.08 2011-09-09 0.22

0.14

2012 2012-09-04 0.21 2012-09-10 0.28

0.07

2013 2013-09-03 0.2 2013-09-10 0.33

0.13

2014 2014-09-02 0.27 2014-09-10 0.31

0.04

2015 2015-09-02 0.23 2015-09-10 0.25

0.02

2016 2016-09-02 0.16 2016-09-09 0.22

0.06

2017 2017-09-05 0.2 2017-09-08 0.22

0.02

2018 2018-09-04 0.31 2018-09-10 0.33

0.02

2019 2019-09-03 0.28 2019-09-10 0.29

0.01

2020 2020-09-02 0.09 2020-09-10 0.16

0.07