Backtest Result of Soybean Oil (BO)


Entry Date: 2023-09-02
Exit Date: 2023-09-10
Long Contract: 7
Short Contract: 12



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-02 0.76 2005-09-09 0.66

-0.1

2006 2006-09-05 1.48 2006-09-08 1.47

-0.01

2007 2007-09-04 0.98 2007-09-10 1.03

0.05

2008 2008-09-02 1.89 2008-09-10 1.81

-0.08

2009 2009-09-02 0.91 2009-09-10 0.96

0.05

2010 2010-09-02 1.05 2010-09-10 1.01

-0.04

2011 2011-09-02 0.3 2011-09-09 0.6

0.3

2012 2012-09-04 -0.07 2012-09-10 0.32

0.39

2013 2013-09-03 0.77 2013-09-10 1.09

0.32

2014 2014-09-02 1.01 2014-09-10 1.05

0.04

2015 2015-09-02 0.85 2015-09-10 1.02

0.17

2016 2016-09-02 0.67 2016-09-09 0.79

0.12

2017 2017-09-05 0.65 2017-09-08 0.72

0.07

2018 2018-09-04 1.08 2018-09-10 1.18

0.1

2019 2019-09-03 1.08 2019-09-10 1.17

0.09

2020 2020-09-02 0.39 2020-09-10 0.59

0.2