本页面展示乙二醇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。
关于乙二醇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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020-03-03 | 4400.00 | 4364.00 | 4423.00 | 4345.00 | 4484.00 | 4472.00 | 4518.00 | 4454.00 | -84.00 | -108.00 | -95.00 | -109.00 |
| 2020-03-02 | 4320.00 | 4367.00 | 4389.00 | 4320.00 | 4426.00 | 4470.00 | 4487.00 | 4423.00 | -106.00 | -103.00 | -98.00 | -103.00 |
| 2020-02-28 | 4350.00 | 4336.00 | 4387.00 | 4283.00 | 4480.00 | 4434.00 | 4482.00 | 4392.00 | -130.00 | -98.00 | -95.00 | -109.00 |
| 2020-02-27 | 4394.00 | 4391.00 | 4421.00 | 4377.00 | 4518.00 | 4493.00 | 4520.00 | 4477.00 | -124.00 | -102.00 | -99.00 | -100.00 |
| 2020-02-26 | 4469.00 | 4418.00 | 4495.00 | 4415.00 | 4552.00 | 4512.00 | 4588.00 | 4512.00 | -83.00 | -94.00 | -93.00 | -97.00 |
| 2020-02-25 | 4430.00 | 4483.00 | 4485.00 | 4408.00 | 4524.00 | 4574.00 | 4577.00 | 4512.00 | -94.00 | -91.00 | -92.00 | -104.00 |
| 2020-02-24 | 4490.00 | 4458.00 | 4513.00 | 4430.00 | 4574.00 | 4554.00 | 4587.00 | 4520.00 | -84.00 | -96.00 | -74.00 | -90.00 |
| 2020-02-21 | 4488.00 | 4516.00 | 4525.00 | 4470.00 | 4583.00 | 4599.00 | 4615.00 | 4569.00 | -95.00 | -83.00 | -90.00 | -99.00 |
| 2020-02-20 | 4475.00 | 4489.00 | 4500.00 | 4430.00 | 4453.00 | 4455.00 | 4471.00 | 4408.00 | 22.00 | 34.00 | 29.00 | 22.00 |
| 2020-02-19 | 4439.00 | 4453.00 | 4464.00 | 4433.00 | 4534.00 | 4545.00 | 4558.00 | 4534.00 | -95.00 | -92.00 | -94.00 | -101.00 |
| 2020-02-18 | 4468.00 | 4430.00 | 4487.00 | 4415.00 | 4450.00 | 4406.00 | 4455.00 | 4393.00 | 18.00 | 24.00 | 32.00 | 22.00 |
| 2020-02-17 | 4429.00 | 4471.00 | 4474.00 | 4412.00 | 4394.00 | 4455.00 | 4457.00 | 4387.00 | 35.00 | 16.00 | 17.00 | 25.00 |
| 2020-02-14 | 4427.00 | 4416.00 | 4438.00 | 4386.00 | 4538.00 | 4510.00 | 4538.00 | 4496.00 | -111.00 | -94.00 | -100.00 | -110.00 |
| 2020-02-13 | 4422.00 | 4424.00 | 4443.00 | 4410.00 | 4389.00 | 4407.00 | 4425.00 | 4384.00 | 33.00 | 17.00 | 18.00 | 26.00 |
| 2020-02-12 | 4410.00 | 4412.00 | 4452.00 | 4384.00 | 4505.00 | 4503.00 | 4536.00 | 4482.00 | -95.00 | -91.00 | -84.00 | -98.00 |
| 2020-02-11 | 4396.00 | 4407.00 | 4444.00 | 4392.00 | 4492.00 | 4502.00 | 4527.00 | 4488.00 | -96.00 | -95.00 | -83.00 | -96.00 |
| 2020-02-10 | 4400.00 | 4401.00 | 4427.00 | 4388.00 | 4500.00 | 4492.00 | 4515.00 | 4489.00 | -100.00 | -91.00 | -88.00 | -101.00 |
| 2020-02-07 | 4386.00 | 4405.00 | 4418.00 | 4299.00 | 4492.00 | 4512.00 | 4521.00 | 4444.00 | -106.00 | -107.00 | -103.00 | -145.00 |
| 2020-02-06 | 4394.00 | 4399.00 | 4412.00 | 4365.00 | 4462.00 | 4498.00 | 4503.00 | 4456.00 | -68.00 | -99.00 | -91.00 | -91.00 |
| 2020-02-05 | 4356.00 | 4373.00 | 4459.00 | 4356.00 | 4420.00 | 4457.00 | 4509.00 | 4415.00 | -64.00 | -84.00 | -50.00 | -59.00 |
| 2020-02-04 | 4244.00 | 4360.00 | 4390.00 | 4244.00 | 4326.00 | 4421.00 | 4444.00 | 4315.00 | -82.00 | -61.00 | -54.00 | -71.00 |
| 2020-02-03 | 4384.00 | 4384.00 | 4417.00 | 4384.00 | 4476.00 | 4322.00 | 4476.00 | 4319.00 | -92.00 | 62.00 | -59.00 | 65.00 |
| 2020-01-23 | 4672.00 | 4676.00 | 4699.00 | 4605.00 | 4604.00 | 4607.00 | 4618.00 | 4561.00 | 68.00 | 69.00 | 81.00 | 44.00 |
| 2020-01-22 | 4690.00 | 4683.00 | 4692.00 | 4610.00 | 4624.00 | 4609.00 | 4628.00 | 4557.00 | 66.00 | 74.00 | 64.00 | 53.00 |
| 2020-01-21 | 4719.00 | 4688.00 | 4729.00 | 4638.00 | 4669.00 | 4624.00 | 4670.00 | 4587.00 | 50.00 | 64.00 | 59.00 | 51.00 |
| 2020-01-20 | 4770.00 | 4729.00 | 4795.00 | 4711.00 | 4700.00 | 4664.00 | 4710.00 | 4653.00 | 70.00 | 65.00 | 85.00 | 58.00 |
| 2020-01-17 | 4760.00 | 4772.00 | 4793.00 | 4750.00 | 4680.00 | 4687.00 | 4699.00 | 4677.00 | 80.00 | 85.00 | 94.00 | 73.00 |
| 2020-01-16 | 4812.00 | 4762.00 | 4833.00 | 4735.00 | 4730.00 | 4693.00 | 4735.00 | 4667.00 | 82.00 | 69.00 | 98.00 | 68.00 |
| 2020-01-15 | 4866.00 | 4817.00 | 4868.00 | 4784.00 | 4750.00 | 4725.00 | 4750.00 | 4698.00 | 116.00 | 92.00 | 118.00 | 86.00 |
| 2020-01-14 | 4926.00 | 4866.00 | 4930.00 | 4840.00 | 4798.00 | 4746.00 | 4798.00 | 4710.00 | 128.00 | 120.00 | 132.00 | 130.00 |
| 2020-01-13 | 4890.00 | 4921.00 | 4988.00 | 4861.00 | 4769.00 | 4759.00 | 4786.00 | 4735.00 | 121.00 | 162.00 | 202.00 | 126.00 |
| 2020-01-10 | 4773.00 | 4892.00 | 4905.00 | 4762.00 | 4705.00 | 4775.00 | 4785.00 | 4689.00 | 68.00 | 117.00 | 120.00 | 73.00 |
| 2020-01-09 | 4770.00 | 4769.00 | 4827.00 | 4730.00 | 4680.00 | 4702.00 | 4745.00 | 4671.00 | 90.00 | 67.00 | 82.00 | 59.00 |
| 2020-01-08 | 4712.00 | 4793.00 | 4940.00 | 4705.00 | 4680.00 | 4705.00 | 4859.00 | 4660.00 | 32.00 | 88.00 | 81.00 | 45.00 |
| 2020-01-07 | 4738.00 | 4712.00 | 4739.00 | 4679.00 | 4717.00 | 4672.00 | 4717.00 | 4649.00 | 21.00 | 40.00 | 22.00 | 30.00 |
| 2020-01-06 | 4661.00 | 4753.00 | 4783.00 | 4632.00 | 4680.00 | 4722.00 | 4782.00 | 4637.00 | -19.00 | 31.00 | 1.00 | -5.00 |
| 2020-01-03 | 4630.00 | 4655.00 | 4683.00 | 4612.00 | 4636.00 | 4660.00 | 4691.00 | 4620.00 | -6.00 | -5.00 | -8.00 | -8.00 |
| 2020-01-02 | 4594.00 | 4631.00 | 4634.00 | 4584.00 | 4800.00 | 4830.00 | 4838.00 | 4754.00 | -206.00 | -199.00 | -204.00 | -170.00 |
| 2019-12-31 | 4641.00 | 4591.00 | 4650.00 | 4571.00 | 4802.00 | 4773.00 | 4814.00 | 4756.00 | -161.00 | -182.00 | -164.00 | -185.00 |
| 2019-12-30 | 4584.00 | 4641.00 | 4650.00 | 4577.00 | 4740.00 | 4805.00 | 4830.00 | 4740.00 | -156.00 | -164.00 | -180.00 | -163.00 |
| 2019-12-27 | 4564.00 | 4586.00 | 4618.00 | 4552.00 | 4700.00 | 4738.00 | 4766.00 | 4700.00 | -136.00 | -152.00 | -148.00 | -148.00 |
| 2019-12-26 | 4558.00 | 4566.00 | 4574.00 | 4526.00 | 4720.00 | 4702.00 | 4728.00 | 4685.00 | -162.00 | -136.00 | -154.00 | -159.00 |
| 2019-12-25 | 4623.00 | 4556.00 | 4623.00 | 4555.00 | 4788.00 | 4712.00 | 4807.00 | 4695.00 | -165.00 | -156.00 | -184.00 | -140.00 |
| 2019-12-24 | 4579.00 | 4618.00 | 4625.00 | 4565.00 | 4820.00 | 4786.00 | 4820.00 | 4733.00 | -241.00 | -168.00 | -195.00 | -168.00 |
| 2019-12-23 | 4603.00 | 4572.00 | 4629.00 | 4558.00 | 4822.00 | 4790.00 | 4866.00 | 4784.00 | -219.00 | -218.00 | -237.00 | -226.00 |
| 2019-12-20 | 4646.00 | 4612.00 | 4653.00 | 4595.00 | 4990.00 | 4850.00 | 4990.00 | 4841.00 | -344.00 | -238.00 | -337.00 | -246.00 |
| 2019-12-19 | 4644.00 | 4644.00 | 4661.00 | 4598.00 | 5058.00 | 4984.00 | 5079.00 | 4914.00 | -414.00 | -340.00 | -418.00 | -316.00 |
| 2019-12-18 | 4686.00 | 4644.00 | 4723.00 | 4634.00 | 5066.00 | 5033.00 | 5144.00 | 4989.00 | -380.00 | -389.00 | -421.00 | -355.00 |
| 2019-12-17 | 4620.00 | 4684.00 | 4708.00 | 4608.00 | 4880.00 | 5071.00 | 5082.00 | 4870.00 | -260.00 | -387.00 | -374.00 | -262.00 |
| 2019-12-16 | 4586.00 | 4619.00 | 4640.00 | 4586.00 | 4839.00 | 4871.00 | 4890.00 | 4798.00 | -253.00 | -252.00 | -250.00 | -212.00 |
| 2019-12-13 | 4708.00 | 4589.00 | 4708.00 | 4568.00 | 4982.00 | 4839.00 | 4990.00 | 4806.00 | -274.00 | -250.00 | -282.00 | -238.00 |
| 2019-12-12 | 4642.00 | 4708.00 | 4709.00 | 4598.00 | 4850.00 | 4988.00 | 4992.00 | 4809.00 | -208.00 | -280.00 | -283.00 | -211.00 |
| 2019-12-11 | 4685.00 | 4636.00 | 4685.00 | 4620.00 | 4905.00 | 4848.00 | 4915.00 | 4840.00 | -220.00 | -212.00 | -230.00 | -220.00 |
| 2019-12-10 | 4790.00 | 4849.00 | 4882.00 | 4755.00 | 4622.00 | 4645.00 | 4693.00 | 4606.00 | 168.00 | 204.00 | 189.00 | 149.00 |
| 2019-12-09 | 4698.00 | 4787.00 | 4843.00 | 4698.00 | 4554.00 | 4619.00 | 4639.00 | 4553.00 | 144.00 | 168.00 | 204.00 | 145.00 |
| 2019-12-06 | 4640.00 | 4686.00 | 4692.00 | 4640.00 | 4518.00 | 4552.00 | 4553.00 | 4515.00 | 122.00 | 134.00 | 139.00 | 125.00 |
| 2019-12-05 | 4730.00 | 4634.00 | 4741.00 | 4625.00 | 4520.00 | 4511.00 | 4567.00 | 4497.00 | 210.00 | 123.00 | 174.00 | 128.00 |
| 2019-12-04 | 4740.00 | 4720.00 | 4783.00 | 4711.00 | 4513.00 | 4518.00 | 4545.00 | 4495.00 | 227.00 | 202.00 | 238.00 | 216.00 |
| 2019-12-03 | 4651.00 | 4752.00 | 4800.00 | 4651.00 | 4475.00 | 4514.00 | 4528.00 | 4471.00 | 176.00 | 238.00 | 272.00 | 180.00 |
| 2019-12-02 | 4600.00 | 4649.00 | 4659.00 | 4575.00 | 4468.00 | 4469.00 | 4483.00 | 4446.00 | 132.00 | 180.00 | 176.00 | 129.00 |
| 2019-11-29 | 4646.00 | 4600.00 | 4668.00 | 4587.00 | 4489.00 | 4468.00 | 4499.00 | 4458.00 | 157.00 | 132.00 | 169.00 | 129.00 |
| 2019-11-28 | 4556.00 | 4639.00 | 4641.00 | 4546.00 | 4442.00 | 4486.00 | 4488.00 | 4441.00 | 114.00 | 153.00 | 153.00 | 105.00 |
| 2019-11-27 | 4490.00 | 4544.00 | 4586.00 | 4480.00 | 4415.00 | 4439.00 | 4469.00 | 4404.00 | 75.00 | 105.00 | 117.00 | 76.00 |
| 2019-11-26 | 4522.00 | 4490.00 | 4561.00 | 4481.00 | 4432.00 | 4410.00 | 4450.00 | 4402.00 | 90.00 | 80.00 | 111.00 | 79.00 |
| 2019-11-25 | 4504.00 | 4520.00 | 4528.00 | 4482.00 | 4408.00 | 4437.00 | 4438.00 | 4404.00 | 96.00 | 83.00 | 90.00 | 78.00 |
| 2019-11-22 | 4550.00 | 4503.00 | 4596.00 | 4467.00 | 4430.00 | 4413.00 | 4468.00 | 4388.00 | 120.00 | 90.00 | 128.00 | 79.00 |
| 2019-11-21 | 4602.00 | 4550.00 | 4646.00 | 4548.00 | 4461.00 | 4435.00 | 4486.00 | 4433.00 | 141.00 | 115.00 | 160.00 | 115.00 |
| 2019-11-20 | 4586.00 | 4602.00 | 4615.00 | 4525.00 | 4470.00 | 4463.00 | 4472.00 | 4426.00 | 116.00 | 139.00 | 143.00 | 99.00 |
| 2019-11-19 | 4583.00 | 4593.00 | 4601.00 | 4553.00 | 4468.00 | 4466.00 | 4475.00 | 4445.00 | 115.00 | 127.00 | 126.00 | 108.00 |
| 2019-11-18 | 4566.00 | 4581.00 | 4626.00 | 4519.00 | 4462.00 | 4467.00 | 4490.00 | 4436.00 | 104.00 | 114.00 | 136.00 | 83.00 |
| 2019-11-15 | 4605.00 | 4571.00 | 4643.00 | 4562.00 | 4482.00 | 4465.00 | 4495.00 | 4450.00 | 123.00 | 106.00 | 148.00 | 112.00 |
| 2019-11-14 | 4545.00 | 4599.00 | 4600.00 | 4515.00 | 4432.00 | 4470.00 | 4490.00 | 4416.00 | 113.00 | 129.00 | 110.00 | 99.00 |
| 2019-11-13 | 4520.00 | 4537.00 | 4609.00 | 4505.00 | 4450.00 | 4439.00 | 4499.00 | 4426.00 | 70.00 | 98.00 | 110.00 | 79.00 |
| 2019-11-12 | 4455.00 | 4516.00 | 4523.00 | 4427.00 | 4410.00 | 4445.00 | 4450.00 | 4399.00 | 45.00 | 71.00 | 73.00 | 28.00 |
| 2019-11-11 | 4433.00 | 4451.00 | 4477.00 | 4410.00 | 4404.00 | 4408.00 | 4426.00 | 4396.00 | 29.00 | 43.00 | 51.00 | 14.00 |
| 2019-11-08 | 4468.00 | 4438.00 | 4484.00 | 4431.00 | 4425.00 | 4412.00 | 4439.00 | 4405.00 | 43.00 | 26.00 | 45.00 | 26.00 |
| 2019-11-07 | 4470.00 | 4456.00 | 4489.00 | 4406.00 | 4435.00 | 4416.00 | 4436.00 | 4398.00 | 35.00 | 40.00 | 53.00 | 8.00 |
| 2019-11-06 | 4570.00 | 4472.00 | 4576.00 | 4470.00 | 4476.00 | 4428.00 | 4494.00 | 4428.00 | 94.00 | 44.00 | 82.00 | 42.00 |
| 2019-11-05 | 4558.00 | 4554.00 | 4584.00 | 4532.00 | 4470.00 | 4478.00 | 4497.00 | 4456.00 | 88.00 | 76.00 | 87.00 | 76.00 |
| 2019-11-04 | 4573.00 | 4543.00 | 4595.00 | 4538.00 | 4475.00 | 4462.00 | 4493.00 | 4458.00 | 98.00 | 81.00 | 102.00 | 80.00 |
| 2019-11-01 | 4565.00 | 4566.00 | 4575.00 | 4505.00 | 4472.00 | 4471.00 | 4480.00 | 4443.00 | 93.00 | 95.00 | 95.00 | 62.00 |
| 2019-10-31 | 4588.00 | 4575.00 | 4594.00 | 4551.00 | 4488.00 | 4479.00 | 4490.00 | 4468.00 | 100.00 | 96.00 | 104.00 | 83.00 |
| 2019-10-30 | 4551.00 | 4588.00 | 4615.00 | 4526.00 | 4472.00 | 4488.00 | 4500.00 | 4454.00 | 79.00 | 100.00 | 115.00 | 72.00 |
| 2019-10-29 | 4631.00 | 4556.00 | 4650.00 | 4533.00 | 4500.00 | 4473.00 | 4518.00 | 4456.00 | 131.00 | 83.00 | 132.00 | 77.00 |
| 2019-10-28 | 4591.00 | 4621.00 | 4675.00 | 4581.00 | 4485.00 | 4492.00 | 4533.00 | 4480.00 | 106.00 | 129.00 | 142.00 | 101.00 |
| 2019-10-25 | 4598.00 | 4579.00 | 4640.00 | 4570.00 | 4502.00 | 4477.00 | 4520.00 | 4468.00 | 96.00 | 102.00 | 120.00 | 102.00 |
| 2019-10-24 | 4535.00 | 4588.00 | 4596.00 | 4522.00 | 4470.00 | 4495.00 | 4505.00 | 4460.00 | 65.00 | 93.00 | 91.00 | 62.00 |
| 2019-10-23 | 4542.00 | 4530.00 | 4564.00 | 4503.00 | 4478.00 | 4466.00 | 4498.00 | 4458.00 | 64.00 | 64.00 | 66.00 | 45.00 |
| 2019-10-22 | 4513.00 | 4529.00 | 4546.00 | 4497.00 | 4454.00 | 4476.00 | 4490.00 | 4438.00 | 59.00 | 53.00 | 56.00 | 59.00 |
| 2019-10-21 | 4572.00 | 4515.00 | 4585.00 | 4462.00 | 4494.00 | 4452.00 | 4500.00 | 4419.00 | 78.00 | 63.00 | 85.00 | 43.00 |
| 2019-10-18 | 4560.00 | 4567.00 | 4596.00 | 4552.00 | 4490.00 | 4491.00 | 4499.00 | 4480.00 | 70.00 | 76.00 | 97.00 | 72.00 |
| 2019-10-17 | 4584.00 | 4553.00 | 4604.00 | 4515.00 | 4500.00 | 4486.00 | 4515.00 | 4457.00 | 84.00 | 67.00 | 89.00 | 58.00 |
| 2019-10-16 | 4670.00 | 4584.00 | 4680.00 | 4580.00 | 4546.00 | 4505.00 | 4560.00 | 4503.00 | 124.00 | 79.00 | 120.00 | 77.00 |
| 2019-10-15 | 4668.00 | 4656.00 | 4710.00 | 4623.00 | 4540.00 | 4545.00 | 4570.00 | 4526.00 | 128.00 | 111.00 | 140.00 | 97.00 |
| 2019-10-14 | 4765.00 | 4686.00 | 4781.00 | 4665.00 | 4600.00 | 4548.00 | 4615.00 | 4530.00 | 165.00 | 138.00 | 166.00 | 135.00 |
| 2019-10-11 | 4810.00 | 4773.00 | 4836.00 | 4717.00 | 4610.00 | 4609.00 | 4619.00 | 4567.00 | 200.00 | 164.00 | 217.00 | 150.00 |
| 2019-10-10 | 4980.00 | 4814.00 | 5006.00 | 4799.00 | 4702.00 | 4608.00 | 4719.00 | 4601.00 | 278.00 | 206.00 | 287.00 | 198.00 |
| 2019-10-09 | 4974.00 | 4975.00 | 4990.00 | 4949.00 | 4691.00 | 4691.00 | 4700.00 | 4671.00 | 283.00 | 284.00 | 290.00 | 278.00 |
| 2019-10-08 | 4930.00 | 4979.00 | 4988.00 | 4923.00 | 4642.00 | 4701.00 | 4710.00 | 4642.00 | 288.00 | 278.00 | 278.00 | 281.00 |
| 2019-09-30 | 4940.00 | 4983.00 | 5016.00 | 4940.00 | 4673.00 | 4713.00 | 4735.00 | 4663.00 | 267.00 | 270.00 | 281.00 | 277.00 |