Backtest Result of Soybean Oil (BO)


Entry Date: 2023-09-02
Exit Date: 2023-09-10
Long Contract: 5
Short Contract: 1



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-02 0.4 2005-09-09 0.35

-0.05

2006 2006-09-05 0.76 2006-09-08 0.75

-0.01

2007 2007-09-04 0.51 2007-09-10 0.49

-0.02

2008 2008-09-02 1.0 2008-09-10 0.99

-0.01

2009 2009-09-02 0.38 2009-09-10 0.41

0.03

2010 2010-09-02 0.49 2010-09-10 0.48

-0.01

2011 2011-09-02 0.01 2011-09-09 0.27

0.26

2012 2012-09-04 0.0 2012-09-10 0.22

0.22

2013 2013-09-03 0.4 2013-09-10 0.6

0.2

2014 2014-09-02 0.53 2014-09-10 0.56

0.03

2015 2015-09-02 0.41 2015-09-10 0.49

0.08

2016 2016-09-02 0.31 2016-09-09 0.41

0.1

2017 2017-09-05 0.37 2017-09-08 0.39

0.02

2018 2018-09-04 0.57 2018-09-10 0.65

0.08

2019 2019-09-03 0.58 2019-09-10 0.62

0.04

2020 2020-09-02 0.19 2020-09-10 0.31

0.12