本页面展示苹果期货主连与次主连合约跨期套利历史数据回测分析情况,以下是简要说明:
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注意:历史数据仅供参考,并不能确保100%盈利,投资有风险,决策需谨慎。
关于苹果期货跨期套利的详细数据分析,请查看文章:。
| 年份 | 开盘价差均值 | 开盘价差最小值 | 开盘价差最大值 | 收盘价差均值 | 收盘价差最小值 | 收盘价差最大值 | 最高价差均值 | 最高价差最小值 | 最高价差最大值 | 最低价差均值 | 最低价差最小值 | 最低价差最大值 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 暂无数据 | |||||||||||||
| 月份 | 开盘价差均值 | 开盘价差最小值 | 开盘价差最大值 | 收盘价差均值 | 收盘价差最小值 | 收盘价差最大值 | 最高价差均值 | 最高价差最小值 | 最高价差最大值 | 最低价差均值 | 最低价差最小值 | 最低价差最大值 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 暂无数据 | |||||||||||||
| 日期 | 主连开盘价 | 主连收盘价 | 主连最高价 | 主连最低价 | 次主连开盘价 | 次主连收盘价 | 次主连最高价 | 次主连最低价 | 开盘价差值 | 收盘价差值 | 最高价差值 | 最低价差值 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019-05-07 | 8204.00 | 8229.00 | 8267.00 | 8165.00 | 8002.00 | 8038.00 | 8058.00 | 7970.00 | 202.00 | 191.00 | 209.00 | 195.00 |
| 2019-05-06 | 8164.00 | 8177.00 | 8281.00 | 8109.00 | 7950.00 | 7984.00 | 8053.00 | 7906.00 | 214.00 | 193.00 | 228.00 | 203.00 |
| 2019-04-30 | 8175.00 | 8126.00 | 8192.00 | 8076.00 | 7969.00 | 7930.00 | 7990.00 | 7868.00 | 206.00 | 196.00 | 202.00 | 208.00 |
| 2019-04-29 | 8183.00 | 8160.00 | 8225.00 | 8128.00 | 7985.00 | 7961.00 | 8030.00 | 7918.00 | 198.00 | 199.00 | 195.00 | 210.00 |
| 2019-04-26 | 8228.00 | 8117.00 | 8293.00 | 8040.00 | 8033.00 | 7920.00 | 8089.00 | 7848.00 | 195.00 | 197.00 | 204.00 | 192.00 |
| 2019-04-25 | 8221.00 | 8216.00 | 8278.00 | 8170.00 | 8023.00 | 8035.00 | 8099.00 | 7992.00 | 198.00 | 181.00 | 179.00 | 178.00 |
| 2019-04-24 | 8222.00 | 8220.00 | 8344.00 | 8202.00 | 8067.00 | 7999.00 | 8164.00 | 7983.00 | 155.00 | 221.00 | 180.00 | 219.00 |
| 2019-04-23 | 8268.00 | 8211.00 | 8299.00 | 8180.00 | 12460.00 | 12381.00 | 12504.00 | 12351.00 | -4192.00 | -4170.00 | -4205.00 | -4171.00 |
| 2019-04-22 | 8316.00 | 8269.00 | 8366.00 | 8178.00 | 12330.00 | 12499.00 | 12500.00 | 12246.00 | -4014.00 | -4230.00 | -4134.00 | -4068.00 |
| 2019-04-19 | 8032.00 | 8286.00 | 8330.00 | 8032.00 | 11961.00 | 12273.00 | 12293.00 | 11940.00 | -3929.00 | -3987.00 | -3963.00 | -3908.00 |
| 2019-04-18 | 8081.00 | 8013.00 | 8098.00 | 7968.00 | 11921.00 | 11951.00 | 11980.00 | 11900.00 | -3840.00 | -3938.00 | -3882.00 | -3932.00 |
| 2019-04-17 | 7994.00 | 8101.00 | 8126.00 | 7988.00 | 11979.00 | 11935.00 | 12000.00 | 11921.00 | -3985.00 | -3834.00 | -3874.00 | -3933.00 |
| 2019-04-16 | 7690.00 | 8010.00 | 8048.00 | 7675.00 | 11855.00 | 11983.00 | 11985.00 | 11855.00 | -4165.00 | -3973.00 | -3937.00 | -4180.00 |
| 2019-04-15 | 7660.00 | 7691.00 | 7707.00 | 7585.00 | 11891.00 | 11879.00 | 12006.00 | 11840.00 | -4231.00 | -4188.00 | -4299.00 | -4255.00 |
| 2019-04-12 | 11906.00 | 11825.00 | 11906.00 | 11761.00 | 7880.00 | 7684.00 | 7880.00 | 7678.00 | 4026.00 | 4141.00 | 4026.00 | 4083.00 |
| 2019-04-11 | 11940.00 | 11908.00 | 11956.00 | 11840.00 | 7970.00 | 7904.00 | 7993.00 | 7899.00 | 3970.00 | 4004.00 | 3963.00 | 3941.00 |
| 2019-04-10 | 11882.00 | 11900.00 | 11928.00 | 11830.00 | 7996.00 | 7960.00 | 7996.00 | 7915.00 | 3886.00 | 3940.00 | 3932.00 | 3915.00 |
| 2019-04-09 | 11757.00 | 11876.00 | 11917.00 | 11757.00 | 7885.00 | 7956.00 | 7990.00 | 7885.00 | 3872.00 | 3920.00 | 3927.00 | 3872.00 |
| 2019-04-08 | 11656.00 | 11724.00 | 11738.00 | 11620.00 | 7867.00 | 7876.00 | 7897.00 | 7839.00 | 3789.00 | 3848.00 | 3841.00 | 3781.00 |
| 2019-04-04 | 11731.00 | 11622.00 | 11741.00 | 11580.00 | 7930.00 | 7867.00 | 7955.00 | 7818.00 | 3801.00 | 3755.00 | 3786.00 | 3762.00 |
| 2019-04-03 | 11605.00 | 11732.00 | 11750.00 | 11601.00 | 7966.00 | 7929.00 | 7998.00 | 7910.00 | 3639.00 | 3803.00 | 3752.00 | 3691.00 |
| 2019-04-02 | 11610.00 | 11587.00 | 11636.00 | 11530.00 | 7880.00 | 7955.00 | 8000.00 | 7874.00 | 3730.00 | 3632.00 | 3636.00 | 3656.00 |
| 2019-04-01 | 11634.00 | 11606.00 | 11648.00 | 11562.00 | 7906.00 | 7882.00 | 7938.00 | 7865.00 | 3728.00 | 3724.00 | 3710.00 | 3697.00 |
| 2019-03-29 | 11384.00 | 11618.00 | 11678.00 | 11355.00 | 7842.00 | 7883.00 | 7914.00 | 7829.00 | 3542.00 | 3735.00 | 3764.00 | 3526.00 |
| 2019-03-28 | 11403.00 | 11374.00 | 11419.00 | 11354.00 | 7834.00 | 7825.00 | 7850.00 | 7800.00 | 3569.00 | 3549.00 | 3569.00 | 3554.00 |
| 2019-03-27 | 11263.00 | 11390.00 | 11393.00 | 11248.00 | 7870.00 | 7834.00 | 7899.00 | 7810.00 | 3393.00 | 3556.00 | 3494.00 | 3438.00 |
| 2019-03-26 | 11276.00 | 11275.00 | 11295.00 | 11231.00 | 7964.00 | 7872.00 | 7978.00 | 7835.00 | 3312.00 | 3403.00 | 3317.00 | 3396.00 |
| 2019-03-25 | 11248.00 | 11271.00 | 11296.00 | 11212.00 | 8034.00 | 7952.00 | 8037.00 | 7951.00 | 3214.00 | 3319.00 | 3259.00 | 3261.00 |
| 2019-03-22 | 11358.00 | 11265.00 | 11395.00 | 11260.00 | 8040.00 | 8044.00 | 8080.00 | 8035.00 | 3318.00 | 3221.00 | 3315.00 | 3225.00 |
| 2019-03-21 | 11331.00 | 11355.00 | 11377.00 | 11300.00 | 8040.00 | 8035.00 | 8060.00 | 8013.00 | 3291.00 | 3320.00 | 3317.00 | 3287.00 |
| 2019-03-20 | 11383.00 | 11335.00 | 11405.00 | 11330.00 | 7988.00 | 8033.00 | 8111.00 | 7988.00 | 3395.00 | 3302.00 | 3294.00 | 3342.00 |
| 2019-03-19 | 11403.00 | 11421.00 | 11437.00 | 11341.00 | 7936.00 | 7981.00 | 7991.00 | 7936.00 | 3467.00 | 3440.00 | 3446.00 | 3405.00 |
| 2019-03-18 | 11246.00 | 11388.00 | 11397.00 | 11213.00 | 7925.00 | 7944.00 | 7998.00 | 7909.00 | 3321.00 | 3444.00 | 3399.00 | 3304.00 |
| 2019-03-15 | 11221.00 | 11245.00 | 11248.00 | 11131.00 | 8048.00 | 7916.00 | 8059.00 | 7902.00 | 3173.00 | 3329.00 | 3189.00 | 3229.00 |
| 2019-03-14 | 11229.00 | 11200.00 | 11380.00 | 11143.00 | 8080.00 | 8033.00 | 8120.00 | 8013.00 | 3149.00 | 3167.00 | 3260.00 | 3130.00 |
| 2019-03-13 | 11265.00 | 11225.00 | 11283.00 | 11180.00 | 8108.00 | 8067.00 | 8111.00 | 8062.00 | 3157.00 | 3158.00 | 3172.00 | 3118.00 |
| 2019-03-12 | 11220.00 | 11255.00 | 11288.00 | 11206.00 | 8050.00 | 8091.00 | 8124.00 | 8038.00 | 3170.00 | 3164.00 | 3164.00 | 3168.00 |
| 2019-03-11 | 11345.00 | 11216.00 | 11345.00 | 11150.00 | 8310.00 | 8086.00 | 8316.00 | 8064.00 | 3035.00 | 3130.00 | 3029.00 | 3086.00 |
| 2019-03-08 | 11322.00 | 11345.00 | 11414.00 | 11258.00 | 8340.00 | 8318.00 | 8358.00 | 8309.00 | 2982.00 | 3027.00 | 3056.00 | 2949.00 |
| 2019-03-07 | 11318.00 | 11348.00 | 11369.00 | 11288.00 | 8389.00 | 8354.00 | 8396.00 | 8354.00 | 2929.00 | 2994.00 | 2973.00 | 2934.00 |
| 2019-03-06 | 11125.00 | 11318.00 | 11339.00 | 11090.00 | 8326.00 | 8373.00 | 8394.00 | 8326.00 | 2799.00 | 2945.00 | 2945.00 | 2764.00 |
| 2019-03-05 | 11017.00 | 11143.00 | 11150.00 | 10966.00 | 8331.00 | 8343.00 | 8355.00 | 8290.00 | 2686.00 | 2800.00 | 2795.00 | 2676.00 |
| 2019-03-04 | 11100.00 | 11035.00 | 11120.00 | 10920.00 | 8389.00 | 8331.00 | 8399.00 | 8320.00 | 2711.00 | 2704.00 | 2721.00 | 2600.00 |
| 2019-03-01 | 11050.00 | 11077.00 | 11122.00 | 11020.00 | 8386.00 | 8389.00 | 8410.00 | 8361.00 | 2664.00 | 2688.00 | 2712.00 | 2659.00 |
| 2019-02-28 | 11030.00 | 11017.00 | 11073.00 | 10936.00 | 8321.00 | 8374.00 | 8388.00 | 8315.00 | 2709.00 | 2643.00 | 2685.00 | 2621.00 |
| 2019-02-27 | 11300.00 | 11018.00 | 11325.00 | 11007.00 | 8398.00 | 8335.00 | 8414.00 | 8324.00 | 2902.00 | 2683.00 | 2911.00 | 2683.00 |
| 2019-02-26 | 11372.00 | 11366.00 | 11419.00 | 11311.00 | 8435.00 | 8425.00 | 8466.00 | 8322.00 | 2937.00 | 2941.00 | 2953.00 | 2989.00 |
| 2019-02-25 | 11444.00 | 11410.00 | 11474.00 | 11351.00 | 8481.00 | 8450.00 | 8508.00 | 8420.00 | 2963.00 | 2960.00 | 2966.00 | 2931.00 |
| 2019-02-22 | 11309.00 | 11430.00 | 11459.00 | 11252.00 | 8372.00 | 8468.00 | 8481.00 | 8336.00 | 2937.00 | 2962.00 | 2978.00 | 2916.00 |
| 2019-02-21 | 11285.00 | 11299.00 | 11433.00 | 11284.00 | 8344.00 | 8380.00 | 8428.00 | 8344.00 | 2941.00 | 2919.00 | 3005.00 | 2940.00 |
| 2019-02-20 | 11294.00 | 11271.00 | 11325.00 | 11183.00 | 8292.00 | 8330.00 | 8342.00 | 8278.00 | 3002.00 | 2941.00 | 2983.00 | 2905.00 |
| 2019-02-19 | 11233.00 | 11289.00 | 11290.00 | 11167.00 | 8281.00 | 8316.00 | 8326.00 | 8263.00 | 2952.00 | 2973.00 | 2964.00 | 2904.00 |
| 2019-02-18 | 11286.00 | 11231.00 | 11400.00 | 11188.00 | 8302.00 | 8263.00 | 8450.00 | 8225.00 | 2984.00 | 2968.00 | 2950.00 | 2963.00 |
| 2019-02-15 | 11185.00 | 11274.00 | 11333.00 | 11160.00 | 7986.00 | 8279.00 | 8357.00 | 7975.00 | 3199.00 | 2995.00 | 2976.00 | 3185.00 |
| 2019-02-14 | 11186.00 | 11214.00 | 11260.00 | 11152.00 | 11206.00 | 11240.00 | 11267.00 | 11200.00 | -20.00 | -26.00 | -7.00 | -48.00 |
| 2019-02-13 | 11194.00 | 11188.00 | 11305.00 | 11105.00 | 11226.00 | 11217.00 | 11333.00 | 11170.00 | -32.00 | -29.00 | -28.00 | -65.00 |
| 2019-02-12 | 11200.00 | 11235.00 | 11247.00 | 11158.00 | 7895.00 | 7928.00 | 7929.00 | 7895.00 | 3305.00 | 3307.00 | 3318.00 | 3263.00 |
| 2019-02-11 | 10900.00 | 11199.00 | 11199.00 | 10841.00 | 7863.00 | 7901.00 | 7938.00 | 7843.00 | 3037.00 | 3298.00 | 3261.00 | 2998.00 |
| 2019-02-01 | 10906.00 | 10901.00 | 10918.00 | 10810.00 | 7856.00 | 7845.00 | 7858.00 | 7829.00 | 3050.00 | 3056.00 | 3060.00 | 2981.00 |
| 2019-01-31 | 10892.00 | 10906.00 | 10924.00 | 10791.00 | 10766.00 | 10759.00 | 10820.00 | 10681.00 | 126.00 | 147.00 | 104.00 | 110.00 |
| 2019-01-30 | 10891.00 | 10893.00 | 10982.00 | 10855.00 | 7844.00 | 7839.00 | 7850.00 | 7830.00 | 3047.00 | 3054.00 | 3132.00 | 3025.00 |
| 2019-01-29 | 11055.00 | 10905.00 | 11055.00 | 10850.00 | 7868.00 | 7833.00 | 7868.00 | 7823.00 | 3187.00 | 3072.00 | 3187.00 | 3027.00 |
| 2019-01-28 | 11092.00 | 11079.00 | 11128.00 | 11028.00 | 7921.00 | 7872.00 | 7928.00 | 7865.00 | 3171.00 | 3207.00 | 3200.00 | 3163.00 |
| 2019-01-25 | 10850.00 | 11080.00 | 11085.00 | 10820.00 | 7888.00 | 7907.00 | 7927.00 | 7858.00 | 2962.00 | 3173.00 | 3158.00 | 2962.00 |
| 2019-01-24 | 10735.00 | 10814.00 | 10818.00 | 10721.00 | 7843.00 | 7865.00 | 7873.00 | 7837.00 | 2892.00 | 2949.00 | 2945.00 | 2884.00 |
| 2019-01-23 | 10700.00 | 10719.00 | 10787.00 | 10656.00 | 7831.00 | 7846.00 | 7879.00 | 7828.00 | 2869.00 | 2873.00 | 2908.00 | 2828.00 |
| 2019-01-22 | 10789.00 | 10696.00 | 10845.00 | 10640.00 | 7854.00 | 7844.00 | 7895.00 | 7820.00 | 2935.00 | 2852.00 | 2950.00 | 2820.00 |
| 2019-01-21 | 10600.00 | 10749.00 | 10759.00 | 10486.00 | 7837.00 | 7849.00 | 7881.00 | 7794.00 | 2763.00 | 2900.00 | 2878.00 | 2692.00 |
| 2019-01-18 | 10701.00 | 10572.00 | 10750.00 | 10565.00 | 7849.00 | 7823.00 | 7872.00 | 7820.00 | 2852.00 | 2749.00 | 2878.00 | 2745.00 |
| 2019-01-17 | 10660.00 | 10658.00 | 10715.00 | 10591.00 | 7830.00 | 7833.00 | 7855.00 | 7817.00 | 2830.00 | 2825.00 | 2860.00 | 2774.00 |
| 2019-01-16 | 10764.00 | 10660.00 | 10818.00 | 10653.00 | 7902.00 | 7831.00 | 7909.00 | 7828.00 | 2862.00 | 2829.00 | 2909.00 | 2825.00 |
| 2019-01-15 | 10690.00 | 10712.00 | 10788.00 | 10650.00 | 7928.00 | 7890.00 | 7935.00 | 7880.00 | 2762.00 | 2822.00 | 2853.00 | 2770.00 |
| 2019-01-14 | 10590.00 | 10690.00 | 10740.00 | 10476.00 | 7890.00 | 7901.00 | 7966.00 | 7873.00 | 2700.00 | 2789.00 | 2774.00 | 2603.00 |
| 2019-01-11 | 10622.00 | 10616.00 | 10749.00 | 10558.00 | 7872.00 | 7891.00 | 7958.00 | 7858.00 | 2750.00 | 2725.00 | 2791.00 | 2700.00 |
| 2019-01-10 | 10650.00 | 10634.00 | 10694.00 | 10504.00 | 7833.00 | 7865.00 | 7868.00 | 7800.00 | 2817.00 | 2769.00 | 2826.00 | 2704.00 |
| 2019-01-09 | 10721.00 | 10652.00 | 10900.00 | 10644.00 | 7912.00 | 7816.00 | 7969.00 | 7813.00 | 2809.00 | 2836.00 | 2931.00 | 2831.00 |
| 2019-01-08 | 10624.00 | 10701.00 | 10767.00 | 10624.00 | 10714.00 | 10745.00 | 10815.00 | 10681.00 | -90.00 | -44.00 | -48.00 | -57.00 |
| 2019-01-07 | 10744.00 | 10615.00 | 10781.00 | 10534.00 | 10837.00 | 10678.00 | 10880.00 | 10628.00 | -93.00 | -63.00 | -99.00 | -94.00 |
| 2019-01-04 | 10601.00 | 10768.00 | 10833.00 | 10600.00 | 10761.00 | 10869.00 | 10900.00 | 10707.00 | -160.00 | -101.00 | -67.00 | -107.00 |
| 2019-01-03 | 10900.00 | 10671.00 | 10974.00 | 10647.00 | 10912.00 | 10770.00 | 11032.00 | 10740.00 | -12.00 | -99.00 | -58.00 | -93.00 |
| 2019-01-02 | 11310.00 | 10888.00 | 11335.00 | 10879.00 | 11496.00 | 10910.00 | 11496.00 | 10901.00 | -186.00 | -22.00 | -161.00 | -22.00 |
| 2018-12-28 | 11294.00 | 11352.00 | 11470.00 | 11261.00 | 11367.00 | 11472.00 | 11579.00 | 11329.00 | -73.00 | -120.00 | -109.00 | -68.00 |
| 2018-12-27 | 11450.00 | 11285.00 | 11488.00 | 11218.00 | 11627.00 | 11371.00 | 11710.00 | 11342.00 | -177.00 | -86.00 | -222.00 | -124.00 |
| 2018-12-26 | 11355.00 | 11318.00 | 11450.00 | 11255.00 | 11570.00 | 11529.00 | 11648.00 | 11493.00 | -215.00 | -211.00 | -198.00 | -238.00 |
| 2018-12-25 | 11150.00 | 11327.00 | 11355.00 | 10988.00 | 11423.00 | 11556.00 | 11562.00 | 11247.00 | -273.00 | -229.00 | -207.00 | -259.00 |
| 2018-12-24 | 11298.00 | 11280.00 | 11367.00 | 11222.00 | 11558.00 | 11568.00 | 11638.00 | 11497.00 | -260.00 | -288.00 | -271.00 | -275.00 |
| 2018-12-21 | 11211.00 | 11339.00 | 11380.00 | 11002.00 | 11504.00 | 11560.00 | 11588.00 | 11323.00 | -293.00 | -221.00 | -208.00 | -321.00 |
| 2018-12-20 | 11187.00 | 11237.00 | 11287.00 | 11147.00 | 11530.00 | 11505.00 | 11611.00 | 11451.00 | -343.00 | -268.00 | -324.00 | -304.00 |
| 2018-12-19 | 11636.00 | 11209.00 | 11660.00 | 11187.00 | 12021.00 | 11565.00 | 12021.00 | 11553.00 | -385.00 | -356.00 | -361.00 | -366.00 |
| 2018-12-18 | 11712.00 | 11671.00 | 11726.00 | 11621.00 | 12099.00 | 12033.00 | 12099.00 | 12000.00 | -387.00 | -362.00 | -373.00 | -379.00 |
| 2018-12-17 | 11571.00 | 11739.00 | 11796.00 | 11545.00 | 11578.00 | 11722.00 | 11778.00 | 11565.00 | -7.00 | 17.00 | 18.00 | -20.00 |
| 2018-12-14 | 11603.00 | 11571.00 | 11626.00 | 11511.00 | 11361.00 | 11344.00 | 11391.00 | 11311.00 | 242.00 | 227.00 | 235.00 | 200.00 |
| 2018-12-13 | 11750.00 | 11603.00 | 11789.00 | 11541.00 | 11500.00 | 11382.00 | 11500.00 | 11333.00 | 250.00 | 221.00 | 289.00 | 208.00 |
| 2018-12-12 | 11805.00 | 11792.00 | 11842.00 | 11720.00 | 11510.00 | 11504.00 | 11548.00 | 11455.00 | 295.00 | 288.00 | 294.00 | 265.00 |
| 2018-12-11 | 11800.00 | 11807.00 | 11920.00 | 11669.00 | 11469.00 | 11500.00 | 11591.00 | 11422.00 | 331.00 | 307.00 | 329.00 | 247.00 |
| 2018-12-10 | 11851.00 | 11849.00 | 11892.00 | 11742.00 | 11550.00 | 11562.00 | 11590.00 | 11486.00 | 301.00 | 287.00 | 302.00 | 256.00 |
| 2018-12-07 | 11670.00 | 11937.00 | 11966.00 | 11615.00 | 11410.00 | 11608.00 | 11650.00 | 11363.00 | 260.00 | 329.00 | 316.00 | 252.00 |
| 2018-12-06 | 11789.00 | 11700.00 | 11868.00 | 11652.00 | 11477.00 | 11430.00 | 11538.00 | 11363.00 | 312.00 | 270.00 | 330.00 | 289.00 |
| 2018-12-05 | 11650.00 | 11818.00 | 11825.00 | 11558.00 | 11334.00 | 11488.00 | 11500.00 | 11305.00 | 316.00 | 330.00 | 325.00 | 253.00 |
| 2018-12-04 | 11513.00 | 11697.00 | 11741.00 | 11345.00 | 11210.00 | 11393.00 | 11430.00 | 11084.00 | 303.00 | 304.00 | 311.00 | 261.00 |