本页面展示丁二烯胶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。
关于丁二烯胶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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 18.60 | -300.00 | 310.00 | 20.52 | -200.00 | 250.00 | 20.97 | -205.00 | 200.00 | 16.83 | -195.00 | 240.00 |
| 2024 | 20.27 | -310.00 | 495.00 | 23.37 | -200.00 | 360.00 | 26.55 | -195.00 | 415.00 | 15.04 | -175.00 | 310.00 |
| 2023 | 123.81 | -135.00 | 1330.00 | 93.76 | -90.00 | 520.00 | 98.62 | -55.00 | 595.00 | 108.52 | -80.00 | 1225.00 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025-12 | 20.00 | 20.00 | 20.00 | 0.00 | 0.00 | 0.00 | 5.00 | 5.00 | 5.00 | -10.00 | -10.00 | -10.00 |
| 2025-11 | -17.00 | -125.00 | 120.00 | 0.75 | -80.00 | 90.00 | -3.25 | -95.00 | 85.00 | -5.00 | -90.00 | 85.00 |
| 2025-10 | 25.88 | -95.00 | 110.00 | 27.35 | -95.00 | 100.00 | 24.71 | -105.00 | 75.00 | 13.24 | -115.00 | 95.00 |
| 2025-09 | 3.64 | -50.00 | 45.00 | 8.86 | -55.00 | 45.00 | 8.41 | -70.00 | 45.00 | 3.64 | -65.00 | 40.00 |
| 2025-08 | 16.19 | -65.00 | 60.00 | 8.57 | -20.00 | 40.00 | 12.38 | -15.00 | 40.00 | 6.90 | -15.00 | 30.00 |
| 2025-07 | 44.35 | -25.00 | 115.00 | 41.74 | -35.00 | 100.00 | 44.78 | -30.00 | 115.00 | 39.13 | -30.00 | 85.00 |
| 2025-06 | 130.50 | -145.00 | 225.00 | 128.25 | -120.00 | 190.00 | 123.00 | -115.00 | 200.00 | 135.75 | -155.00 | 200.00 |
| 2025-05 | -44.21 | -300.00 | 245.00 | -41.32 | -200.00 | 175.00 | -40.79 | -205.00 | 195.00 | -42.63 | -195.00 | 175.00 |
| 2025-04 | -16.19 | -215.00 | 310.00 | 6.43 | -160.00 | 160.00 | 3.81 | -160.00 | 100.00 | 0.00 | -150.00 | 200.00 |
| 2025-03 | 2.86 | -140.00 | 90.00 | 4.52 | -25.00 | 40.00 | 8.57 | -25.00 | 55.00 | -0.24 | -25.00 | 40.00 |
| 2025-02 | 28.33 | -50.00 | 140.00 | 35.83 | -40.00 | 250.00 | 36.67 | -50.00 | 170.00 | 33.33 | -60.00 | 240.00 |
| 2025-01 | 30.56 | -90.00 | 195.00 | 3.61 | -65.00 | 220.00 | 10.83 | -35.00 | 190.00 | -1.11 | -145.00 | 150.00 |
| 2024-12 | -12.27 | -180.00 | 90.00 | 2.05 | -30.00 | 50.00 | 1.59 | -30.00 | 45.00 | -2.27 | -45.00 | 80.00 |
| 2024-11 | 13.57 | -60.00 | 105.00 | -11.90 | -50.00 | 50.00 | -7.14 | -55.00 | 35.00 | -14.29 | -140.00 | 155.00 |
| 2024-10 | 19.44 | -150.00 | 220.00 | 40.83 | -125.00 | 180.00 | 38.89 | -120.00 | 235.00 | 44.44 | -145.00 | 145.00 |
| 2024-09 | 18.68 | -85.00 | 285.00 | 9.74 | -60.00 | 120.00 | 3.42 | -90.00 | 125.00 | 10.79 | -60.00 | 95.00 |
| 2024-08 | 17.95 | -80.00 | 180.00 | 22.27 | -55.00 | 90.00 | 18.64 | -55.00 | 70.00 | 14.32 | -60.00 | 80.00 |
| 2024-07 | 10.87 | -195.00 | 235.00 | 10.00 | -160.00 | 165.00 | 12.17 | -170.00 | 150.00 | -4.35 | -155.00 | 155.00 |
| 2024-06 | 101.84 | -50.00 | 495.00 | 107.37 | -20.00 | 360.00 | 124.47 | -25.00 | 415.00 | 68.42 | -75.00 | 185.00 |
| 2024-05 | 98.25 | -230.00 | 350.00 | 106.25 | -200.00 | 300.00 | 110.75 | -195.00 | 325.00 | 96.75 | -175.00 | 310.00 |
| 2024-04 | -16.00 | -185.00 | 100.00 | -4.75 | -175.00 | 45.00 | -0.50 | -150.00 | 50.00 | -15.00 | -170.00 | 50.00 |
| 2024-03 | -3.33 | -115.00 | 150.00 | 5.95 | -70.00 | 90.00 | 16.67 | -55.00 | 85.00 | -1.43 | -65.00 | 70.00 |
| 2024-02 | -10.00 | -100.00 | 110.00 | -20.00 | -55.00 | 60.00 | -2.33 | -55.00 | 85.00 | -29.67 | -80.00 | 60.00 |
| 2024-01 | 8.18 | -310.00 | 105.00 | 14.77 | -60.00 | 65.00 | 9.09 | -180.00 | 70.00 | 14.09 | -45.00 | 60.00 |
| 2023-12 | -13.33 | -105.00 | 100.00 | -26.90 | -90.00 | 45.00 | -16.43 | -50.00 | 80.00 | -20.48 | -65.00 | 45.00 |
| 2023-11 | 129.77 | -135.00 | 1195.00 | 65.00 | -70.00 | 175.00 | 74.09 | -55.00 | 190.00 | 101.14 | -80.00 | 710.00 |
| 2023-10 | 247.06 | 65.00 | 1330.00 | 166.18 | 90.00 | 265.00 | 172.94 | 95.00 | 260.00 | 222.35 | 80.00 | 1225.00 |
| 2023-09 | 211.00 | 90.00 | 470.00 | 225.75 | 80.00 | 520.00 | 225.25 | 80.00 | 595.00 | 217.50 | 70.00 | 390.00 |
| 2023-08 | 74.78 | 10.00 | 220.00 | 61.09 | 5.00 | 130.00 | 65.87 | 25.00 | 150.00 | 56.30 | 30.00 | 110.00 |
| 2023-07 | 142.50 | 90.00 | 195.00 | 117.50 | 105.00 | 130.00 | 55.00 | 15.00 | 95.00 | 87.50 | 60.00 | 115.00 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-11-08 | 12420.00 | 12695.00 | 12750.00 | 12420.00 | 12300.00 | 12550.00 | 12605.00 | 12275.00 | 120.00 | 145.00 | 145.00 | 145.00 |
| 2023-11-07 | 12900.00 | 12495.00 | 12930.00 | 12410.00 | 12735.00 | 12320.00 | 12785.00 | 12220.00 | 165.00 | 175.00 | 145.00 | 190.00 |
| 2023-11-06 | 13010.00 | 12900.00 | 13045.00 | 12720.00 | 12825.00 | 12775.00 | 12860.00 | 12580.00 | 185.00 | 125.00 | 185.00 | 140.00 |
| 2023-11-03 | 13000.00 | 12980.00 | 13160.00 | 12970.00 | 12830.00 | 12810.00 | 13000.00 | 12810.00 | 170.00 | 170.00 | 160.00 | 160.00 |
| 2023-11-02 | 13100.00 | 12990.00 | 13165.00 | 12930.00 | 12910.00 | 12835.00 | 12975.00 | 12770.00 | 190.00 | 155.00 | 190.00 | 160.00 |
| 2023-11-01 | 12955.00 | 13045.00 | 13090.00 | 12840.00 | 12785.00 | 12890.00 | 12910.00 | 12690.00 | 170.00 | 155.00 | 180.00 | 150.00 |
| 2023-10-31 | 12960.00 | 12920.00 | 13080.00 | 12660.00 | 12870.00 | 12770.00 | 12900.00 | 12505.00 | 90.00 | 150.00 | 180.00 | 155.00 |
| 2023-10-30 | 13060.00 | 13025.00 | 13130.00 | 12860.00 | 12855.00 | 12870.00 | 12990.00 | 12700.00 | 205.00 | 155.00 | 140.00 | 160.00 |
| 2023-10-27 | 12900.00 | 13095.00 | 13115.00 | 12855.00 | 12760.00 | 12930.00 | 12975.00 | 12695.00 | 140.00 | 165.00 | 140.00 | 160.00 |
| 2023-10-26 | 13000.00 | 12925.00 | 13230.00 | 12830.00 | 12800.00 | 12760.00 | 13015.00 | 12645.00 | 200.00 | 165.00 | 215.00 | 185.00 |
| 2023-10-25 | 12820.00 | 12980.00 | 12990.00 | 12770.00 | 12615.00 | 12800.00 | 12800.00 | 12575.00 | 205.00 | 180.00 | 190.00 | 195.00 |
| 2023-10-24 | 12995.00 | 12780.00 | 13040.00 | 12710.00 | 12800.00 | 12580.00 | 12880.00 | 12525.00 | 195.00 | 200.00 | 160.00 | 185.00 |
| 2023-10-23 | 12800.00 | 12975.00 | 13000.00 | 12660.00 | 12570.00 | 12785.00 | 12790.00 | 12450.00 | 230.00 | 190.00 | 210.00 | 210.00 |
| 2023-10-20 | 12720.00 | 12750.00 | 13045.00 | 12645.00 | 12445.00 | 12570.00 | 12785.00 | 12405.00 | 275.00 | 180.00 | 260.00 | 240.00 |
| 2023-10-19 | 12650.00 | 12665.00 | 12730.00 | 12555.00 | 12500.00 | 12400.00 | 12500.00 | 12335.00 | 150.00 | 265.00 | 230.00 | 220.00 |
| 2023-10-18 | 12890.00 | 12590.00 | 12950.00 | 12530.00 | 12795.00 | 12450.00 | 12795.00 | 12390.00 | 95.00 | 140.00 | 155.00 | 140.00 |
| 2023-10-17 | 13100.00 | 12890.00 | 13220.00 | 12820.00 | 12905.00 | 12715.00 | 13030.00 | 12665.00 | 195.00 | 175.00 | 190.00 | 155.00 |
| 2023-10-16 | 13380.00 | 13080.00 | 13380.00 | 12955.00 | 13050.00 | 12890.00 | 13155.00 | 12840.00 | 330.00 | 190.00 | 225.00 | 115.00 |
| 2023-10-13 | 12965.00 | 13130.00 | 13215.00 | 12890.00 | 12900.00 | 12965.00 | 13120.00 | 12800.00 | 65.00 | 165.00 | 95.00 | 90.00 |
| 2023-10-12 | 12700.00 | 12910.00 | 12960.00 | 12650.00 | 12580.00 | 12820.00 | 12845.00 | 12570.00 | 120.00 | 90.00 | 115.00 | 80.00 |
| 2023-10-11 | 12515.00 | 12705.00 | 12760.00 | 12435.00 | 12285.00 | 12590.00 | 12650.00 | 12285.00 | 230.00 | 115.00 | 110.00 | 150.00 |
| 2023-10-10 | 12600.00 | 12425.00 | 12895.00 | 12390.00 | 12455.00 | 12320.00 | 12760.00 | 12275.00 | 145.00 | 105.00 | 135.00 | 115.00 |
| 2023-10-09 | 12550.00 | 12650.00 | 12745.00 | 12445.00 | 11220.00 | 12455.00 | 12555.00 | 11220.00 | 1330.00 | 195.00 | 190.00 | 1225.00 |
| 2023-09-28 | 12820.00 | 12765.00 | 13085.00 | 12755.00 | 12645.00 | 12580.00 | 12925.00 | 12575.00 | 175.00 | 185.00 | 160.00 | 180.00 |
| 2023-09-27 | 12840.00 | 12775.00 | 12890.00 | 12645.00 | 12640.00 | 12645.00 | 12730.00 | 12525.00 | 200.00 | 130.00 | 160.00 | 120.00 |
| 2023-09-26 | 13245.00 | 12860.00 | 13245.00 | 12785.00 | 13075.00 | 12710.00 | 13075.00 | 12635.00 | 170.00 | 150.00 | 170.00 | 150.00 |
| 2023-09-25 | 13530.00 | 13235.00 | 13595.00 | 13070.00 | 13440.00 | 13075.00 | 13440.00 | 12925.00 | 90.00 | 160.00 | 155.00 | 145.00 |
| 2023-09-22 | 13300.00 | 13515.00 | 13530.00 | 13280.00 | 13075.00 | 13360.00 | 13380.00 | 13075.00 | 225.00 | 155.00 | 150.00 | 205.00 |
| 2023-09-21 | 13500.00 | 13230.00 | 13565.00 | 13150.00 | 13405.00 | 13050.00 | 13405.00 | 12980.00 | 95.00 | 180.00 | 160.00 | 170.00 |
| 2023-09-20 | 13740.00 | 13605.00 | 13920.00 | 13565.00 | 13480.00 | 13400.00 | 13730.00 | 13395.00 | 260.00 | 205.00 | 190.00 | 170.00 |
| 2023-09-19 | 13895.00 | 13740.00 | 14030.00 | 13725.00 | 13700.00 | 13540.00 | 13865.00 | 13540.00 | 195.00 | 200.00 | 165.00 | 185.00 |
| 2023-09-18 | 13900.00 | 13855.00 | 13980.00 | 13665.00 | 13625.00 | 13660.00 | 13780.00 | 13490.00 | 275.00 | 195.00 | 200.00 | 175.00 |
| 2023-09-15 | 14000.00 | 13860.00 | 14065.00 | 13710.00 | 13750.00 | 13640.00 | 13815.00 | 13510.00 | 250.00 | 220.00 | 250.00 | 200.00 |
| 2023-09-14 | 13820.00 | 13920.00 | 13950.00 | 13580.00 | 13595.00 | 13665.00 | 13680.00 | 13350.00 | 225.00 | 255.00 | 270.00 | 230.00 |
| 2023-09-13 | 14140.00 | 13745.00 | 14170.00 | 13590.00 | 13945.00 | 13500.00 | 13945.00 | 13365.00 | 195.00 | 245.00 | 225.00 | 225.00 |
| 2023-09-12 | 13745.00 | 14140.00 | 14240.00 | 13730.00 | 13510.00 | 13925.00 | 13985.00 | 13500.00 | 235.00 | 215.00 | 255.00 | 230.00 |
| 2023-09-11 | 13625.00 | 13675.00 | 13855.00 | 13340.00 | 13440.00 | 13410.00 | 13650.00 | 13065.00 | 185.00 | 265.00 | 205.00 | 275.00 |
| 2023-09-08 | 14080.00 | 13550.00 | 14360.00 | 13515.00 | 13945.00 | 13320.00 | 14095.00 | 13310.00 | 135.00 | 230.00 | 265.00 | 205.00 |
| 2023-09-07 | 14200.00 | 14080.00 | 14285.00 | 13465.00 | 13920.00 | 13845.00 | 13980.00 | 13195.00 | 280.00 | 235.00 | 305.00 | 270.00 |
| 2023-09-06 | 14300.00 | 14180.00 | 14600.00 | 14020.00 | 13830.00 | 13880.00 | 14355.00 | 13635.00 | 470.00 | 300.00 | 245.00 | 385.00 |
| 2023-09-05 | 13745.00 | 14385.00 | 14575.00 | 13570.00 | 13485.00 | 13865.00 | 13980.00 | 13180.00 | 260.00 | 520.00 | 595.00 | 390.00 |
| 2023-09-04 | 13900.00 | 13680.00 | 14440.00 | 13590.00 | 13700.00 | 13290.00 | 14140.00 | 13220.00 | 200.00 | 390.00 | 300.00 | 370.00 |
| 2023-09-01 | 12250.00 | 13295.00 | 13295.00 | 12190.00 | 12150.00 | 13215.00 | 13215.00 | 12120.00 | 100.00 | 80.00 | 80.00 | 70.00 |
| 2023-08-31 | 12130.00 | 12145.00 | 12180.00 | 12020.00 | 12035.00 | 12075.00 | 12100.00 | 11955.00 | 95.00 | 70.00 | 80.00 | 65.00 |
| 2023-08-30 | 12030.00 | 12100.00 | 12145.00 | 11950.00 | 12015.00 | 12035.00 | 12100.00 | 11905.00 | 15.00 | 65.00 | 45.00 | 45.00 |
| 2023-08-29 | 11945.00 | 12070.00 | 12115.00 | 11825.00 | 11890.00 | 12040.00 | 12070.00 | 11785.00 | 55.00 | 30.00 | 45.00 | 40.00 |
| 2023-08-28 | 11900.00 | 11930.00 | 12200.00 | 11780.00 | 11820.00 | 11890.00 | 12150.00 | 11745.00 | 80.00 | 40.00 | 50.00 | 35.00 |
| 2023-08-25 | 11610.00 | 11875.00 | 11900.00 | 11545.00 | 11535.00 | 11820.00 | 11845.00 | 11505.00 | 75.00 | 55.00 | 55.00 | 40.00 |
| 2023-08-24 | 11550.00 | 11580.00 | 11670.00 | 11520.00 | 11505.00 | 11535.00 | 11630.00 | 11480.00 | 45.00 | 45.00 | 40.00 | 40.00 |
| 2023-08-23 | 11420.00 | 11530.00 | 11725.00 | 11405.00 | 11410.00 | 11505.00 | 11685.00 | 11375.00 | 10.00 | 25.00 | 40.00 | 30.00 |
| 2023-08-22 | 11430.00 | 11440.00 | 11560.00 | 11320.00 | 11400.00 | 11435.00 | 11535.00 | 11290.00 | 30.00 | 5.00 | 25.00 | 30.00 |
| 2023-08-21 | 11285.00 | 11420.00 | 11420.00 | 11275.00 | 11215.00 | 11375.00 | 11380.00 | 11215.00 | 70.00 | 45.00 | 40.00 | 60.00 |
| 2023-08-18 | 11330.00 | 11275.00 | 11445.00 | 11270.00 | 11285.00 | 11230.00 | 11410.00 | 11230.00 | 45.00 | 45.00 | 35.00 | 40.00 |
| 2023-08-17 | 11300.00 | 11315.00 | 11380.00 | 11250.00 | 11255.00 | 11275.00 | 11330.00 | 11210.00 | 45.00 | 40.00 | 50.00 | 40.00 |
| 2023-08-16 | 11300.00 | 11295.00 | 11350.00 | 11230.00 | 11275.00 | 11255.00 | 11300.00 | 11175.00 | 25.00 | 40.00 | 50.00 | 55.00 |
| 2023-08-15 | 11295.00 | 11320.00 | 11420.00 | 11285.00 | 11275.00 | 11280.00 | 11365.00 | 11250.00 | 20.00 | 40.00 | 55.00 | 35.00 |
| 2023-08-14 | 11335.00 | 11300.00 | 11370.00 | 11230.00 | 11275.00 | 11275.00 | 11325.00 | 11195.00 | 60.00 | 25.00 | 45.00 | 35.00 |
| 2023-08-11 | 11200.00 | 11335.00 | 11380.00 | 11200.00 | 11160.00 | 11275.00 | 11320.00 | 11160.00 | 40.00 | 60.00 | 60.00 | 40.00 |
| 2023-08-10 | 11365.00 | 11230.00 | 11375.00 | 11220.00 | 11250.00 | 11185.00 | 11315.00 | 11180.00 | 115.00 | 45.00 | 60.00 | 40.00 |
| 2023-08-09 | 11225.00 | 11365.00 | 11380.00 | 11175.00 | 11105.00 | 11270.00 | 11285.00 | 11100.00 | 120.00 | 95.00 | 95.00 | 75.00 |
| 2023-08-08 | 11510.00 | 11280.00 | 11510.00 | 11270.00 | 11290.00 | 11185.00 | 11360.00 | 11180.00 | 220.00 | 95.00 | 150.00 | 90.00 |
| 2023-08-07 | 11390.00 | 11385.00 | 11420.00 | 11255.00 | 11330.00 | 11280.00 | 11330.00 | 11145.00 | 60.00 | 105.00 | 90.00 | 110.00 |
| 2023-08-04 | 11390.00 | 11360.00 | 11440.00 | 11250.00 | 11250.00 | 11230.00 | 11320.00 | 11160.00 | 140.00 | 130.00 | 120.00 | 90.00 |
| 2023-08-03 | 11110.00 | 11320.00 | 11450.00 | 11105.00 | 11030.00 | 11235.00 | 11370.00 | 11025.00 | 80.00 | 85.00 | 80.00 | 80.00 |
| 2023-08-02 | 10980.00 | 11115.00 | 11125.00 | 10910.00 | 10835.00 | 11020.00 | 11055.00 | 10820.00 | 145.00 | 95.00 | 70.00 | 90.00 |
| 2023-08-01 | 10990.00 | 10970.00 | 11045.00 | 10855.00 | 10860.00 | 10845.00 | 10910.00 | 10765.00 | 130.00 | 125.00 | 135.00 | 90.00 |
| 2023-07-31 | 10790.00 | 10985.00 | 11105.00 | 10765.00 | 10700.00 | 10880.00 | 11010.00 | 10650.00 | 90.00 | 105.00 | 95.00 | 115.00 |
| 2023-07-28 | 10750.00 | 10755.00 | 10880.00 | 10560.00 | 10555.00 | 10625.00 | 10865.00 | 10500.00 | 195.00 | 130.00 | 15.00 | 60.00 |