Backtest Result of Soybean Oil (BO)


Entry Date: 2023-09-02
Exit Date: 2023-09-10
Long Contract: 5
Short Contract: 12



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-02 0.58 2005-09-09 0.53

-0.05

2006 2006-09-05 1.09 2006-09-08 1.09

0.0

2007 2007-09-04 0.82 2007-09-10 0.83

0.01

2008 2008-09-02 1.52 2008-09-10 1.49

-0.03

2009 2009-09-02 0.79 2009-09-10 0.8

0.01

2010 2010-09-02 0.78 2010-09-10 0.79

0.01

2011 2011-09-02 0.22 2011-09-09 0.45

0.23

2012 2012-09-04 0.24 2012-09-10 0.46

0.22

2013 2013-09-03 0.54 2013-09-10 0.8

0.26

2014 2014-09-02 0.77 2014-09-10 0.83

0.06

2015 2015-09-02 0.69 2015-09-10 0.8

0.11

2016 2016-09-02 0.53 2016-09-09 0.64

0.11

2017 2017-09-05 0.52 2017-09-08 0.56

0.04

2018 2018-09-04 0.8 2018-09-10 0.89

0.09

2019 2019-09-03 0.78 2019-09-10 0.84

0.06

2020 2020-09-02 0.33 2020-09-10 0.46

0.13