Backtest Result of Soybean Oil (BO)


Entry Date: 2023-09-02
Exit Date: 2023-09-15
Long Contract: 3
Short Contract: 1



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-02 0.15 2005-09-15 0.14

-0.01

2006 2006-09-05 0.4 2006-09-15 0.42

0.02

2007 2007-09-04 0.27 2007-09-14 0.31

0.04

2008 2008-09-02 0.6 2008-09-15 0.58

-0.02

2009 2009-09-02 0.23 2009-09-15 0.27

0.04

2010 2010-09-02 0.26 2010-09-15 0.28

0.02

2011 2011-09-02 0.08 2011-09-15 0.25

0.17

2012 2012-09-04 0.21 2012-09-14 0.27

0.06

2013 2013-09-03 0.2 2013-09-13 0.32

0.12

2014 2014-09-02 0.27 2014-09-15 0.31

0.04

2015 2015-09-02 0.23 2015-09-15 0.24

0.01

2016 2016-09-02 0.16 2016-09-15 0.25

0.09

2017 2017-09-05 0.2 2017-09-15 0.23

0.03

2018 2018-09-04 0.31 2018-09-14 0.33

0.02

2019 2019-09-03 0.28 2019-09-13 0.28

0.0

2020 2020-09-02 0.09 2020-09-15 0.1

0.01