Backtest Result of Soybean Oil (BO)


Entry Date: 2023-09-02
Exit Date: 2023-09-10
Long Contract: 3
Short Contract: 12



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-02 0.33 2005-09-09 0.36

0.03

2006 2006-09-05 0.73 2006-09-08 0.72

-0.01

2007 2007-09-04 0.58 2007-09-10 0.63

0.05

2008 2008-09-02 1.12 2008-09-10 1.09

-0.03

2009 2009-09-02 0.64 2009-09-10 0.63

-0.01

2010 2010-09-02 0.55 2010-09-10 0.59

0.04

2011 2011-09-02 0.29 2011-09-09 0.4

0.11

2012 2012-09-04 0.45 2012-09-10 0.52

0.07

2013 2013-09-03 0.34 2013-09-10 0.53

0.19

2014 2014-09-02 0.51 2014-09-10 0.58

0.07

2015 2015-09-02 0.51 2015-09-10 0.56

0.05

2016 2016-09-02 0.38 2016-09-09 0.45

0.07

2017 2017-09-05 0.35 2017-09-08 0.39

0.04

2018 2018-09-04 0.54 2018-09-10 0.57

0.03

2019 2019-09-03 0.48 2019-09-10 0.51

0.03

2020 2020-09-02 0.23 2020-09-10 0.31

0.08