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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019-09-27 | 4981.00 | 4970.00 | 4998.00 | 4915.00 | 4673.00 | 4691.00 | 4703.00 | 4650.00 | 308.00 | 279.00 | 295.00 | 265.00 |
| 2019-09-26 | 5170.00 | 4982.00 | 5189.00 | 4918.00 | 4845.00 | 4693.00 | 4850.00 | 4634.00 | 325.00 | 289.00 | 339.00 | 284.00 |
| 2019-09-25 | 5080.00 | 5173.00 | 5180.00 | 5065.00 | 4787.00 | 4850.00 | 4850.00 | 4770.00 | 293.00 | 323.00 | 330.00 | 295.00 |
| 2019-09-24 | 5072.00 | 5080.00 | 5118.00 | 5029.00 | 4758.00 | 4793.00 | 4809.00 | 4744.00 | 314.00 | 287.00 | 309.00 | 285.00 |
| 2019-09-23 | 5004.00 | 5072.00 | 5090.00 | 4980.00 | 4710.00 | 4775.00 | 4785.00 | 4710.00 | 294.00 | 297.00 | 305.00 | 270.00 |
| 2019-09-20 | 5115.00 | 5009.00 | 5128.00 | 4995.00 | 4781.00 | 4737.00 | 4800.00 | 4713.00 | 334.00 | 272.00 | 328.00 | 282.00 |
| 2019-09-19 | 5020.00 | 5062.00 | 5117.00 | 5000.00 | 4764.00 | 4753.00 | 4788.00 | 4733.00 | 256.00 | 309.00 | 329.00 | 267.00 |
| 2019-09-18 | 5330.00 | 5083.00 | 5335.00 | 5022.00 | 4910.00 | 4792.00 | 4945.00 | 4736.00 | 420.00 | 291.00 | 390.00 | 286.00 |
| 2019-09-17 | 5150.00 | 5322.00 | 5365.00 | 5122.00 | 4900.00 | 4925.00 | 4998.00 | 4810.00 | 250.00 | 397.00 | 367.00 | 312.00 |
| 2019-09-16 | 4992.00 | 4993.00 | 4993.00 | 4860.00 | 4813.00 | 4833.00 | 4833.00 | 4706.00 | 179.00 | 160.00 | 160.00 | 154.00 |
| 2019-09-12 | 4775.00 | 4754.00 | 4790.00 | 4724.00 | 4632.00 | 4607.00 | 4632.00 | 4578.00 | 143.00 | 147.00 | 158.00 | 146.00 |
| 2019-09-11 | 4748.00 | 4780.00 | 4785.00 | 4698.00 | 4584.00 | 4620.00 | 4622.00 | 4550.00 | 164.00 | 160.00 | 163.00 | 148.00 |
| 2019-09-10 | 4776.00 | 4746.00 | 4810.00 | 4721.00 | 4601.00 | 4575.00 | 4620.00 | 4564.00 | 175.00 | 171.00 | 190.00 | 157.00 |
| 2019-09-09 | 4677.00 | 4767.00 | 4769.00 | 4671.00 | 4550.00 | 4593.00 | 4593.00 | 4540.00 | 127.00 | 174.00 | 176.00 | 131.00 |
| 2019-09-06 | 4637.00 | 4677.00 | 4735.00 | 4636.00 | 4541.00 | 4546.00 | 4585.00 | 4528.00 | 96.00 | 131.00 | 150.00 | 108.00 |
| 2019-09-05 | 4598.00 | 4637.00 | 4700.00 | 4582.00 | 4522.00 | 4535.00 | 4585.00 | 4510.00 | 76.00 | 102.00 | 115.00 | 72.00 |
| 2019-09-04 | 4580.00 | 4587.00 | 4594.00 | 4544.00 | 4530.00 | 4518.00 | 4531.00 | 4485.00 | 50.00 | 69.00 | 63.00 | 59.00 |
| 2019-09-03 | 4623.00 | 4582.00 | 4629.00 | 4567.00 | 4548.00 | 4530.00 | 4553.00 | 4522.00 | 75.00 | 52.00 | 76.00 | 45.00 |
| 2019-09-02 | 4576.00 | 4620.00 | 4624.00 | 4569.00 | 4530.00 | 4550.00 | 4553.00 | 4510.00 | 46.00 | 70.00 | 71.00 | 59.00 |
| 2019-08-30 | 4594.00 | 4576.00 | 4630.00 | 4564.00 | 4535.00 | 4519.00 | 4549.00 | 4507.00 | 59.00 | 57.00 | 81.00 | 57.00 |
| 2019-08-29 | 4618.00 | 4583.00 | 4658.00 | 4577.00 | 4565.00 | 4523.00 | 4577.00 | 4504.00 | 53.00 | 60.00 | 81.00 | 73.00 |
| 2019-08-28 | 4576.00 | 4615.00 | 4625.00 | 4530.00 | 4554.00 | 4554.00 | 4568.00 | 4487.00 | 22.00 | 61.00 | 57.00 | 43.00 |
| 2019-08-27 | 4626.00 | 4574.00 | 4639.00 | 4560.00 | 4590.00 | 4554.00 | 4602.00 | 4536.00 | 36.00 | 20.00 | 37.00 | 24.00 |
| 2019-08-26 | 4535.00 | 4622.00 | 4633.00 | 4520.00 | 4502.00 | 4590.00 | 4600.00 | 4502.00 | 33.00 | 32.00 | 33.00 | 18.00 |
| 2019-08-23 | 4548.00 | 4545.00 | 4575.00 | 4505.00 | 4530.00 | 4525.00 | 4544.00 | 4489.00 | 18.00 | 20.00 | 31.00 | 16.00 |
| 2019-08-22 | 4577.00 | 4551.00 | 4600.00 | 4526.00 | 4564.00 | 4527.00 | 4567.00 | 4510.00 | 13.00 | 24.00 | 33.00 | 16.00 |
| 2019-08-21 | 4562.00 | 4568.00 | 4579.00 | 4489.00 | 4545.00 | 4540.00 | 4550.00 | 4463.00 | 17.00 | 28.00 | 29.00 | 26.00 |
| 2019-08-20 | 4556.00 | 4564.00 | 4576.00 | 4532.00 | 4519.00 | 4536.00 | 4550.00 | 4507.00 | 37.00 | 28.00 | 26.00 | 25.00 |
| 2019-08-19 | 4560.00 | 4553.00 | 4594.00 | 4528.00 | 4545.00 | 4522.00 | 4556.00 | 4506.00 | 15.00 | 31.00 | 38.00 | 22.00 |
| 2019-08-16 | 4508.00 | 4558.00 | 4582.00 | 4494.00 | 4485.00 | 4535.00 | 4548.00 | 4466.00 | 23.00 | 23.00 | 34.00 | 28.00 |
| 2019-08-15 | 4450.00 | 4513.00 | 4513.00 | 4429.00 | 4432.00 | 4482.00 | 4485.00 | 4415.00 | 18.00 | 31.00 | 28.00 | 14.00 |
| 2019-08-14 | 4455.00 | 4455.00 | 4545.00 | 4431.00 | 4449.00 | 4441.00 | 4510.00 | 4420.00 | 6.00 | 14.00 | 35.00 | 11.00 |
| 2019-08-13 | 4470.00 | 4457.00 | 4486.00 | 4444.00 | 4446.00 | 4449.00 | 4458.00 | 4421.00 | 24.00 | 8.00 | 28.00 | 23.00 |
| 2019-08-12 | 4442.00 | 4466.00 | 4498.00 | 4425.00 | 4456.00 | 4445.00 | 4494.00 | 4419.00 | -14.00 | 21.00 | 4.00 | 6.00 |
| 2019-08-09 | 4375.00 | 4440.00 | 4440.00 | 4312.00 | 4390.00 | 4449.00 | 4449.00 | 4365.00 | -15.00 | -9.00 | -9.00 | -53.00 |
| 2019-08-08 | 4330.00 | 4396.00 | 4398.00 | 4328.00 | 4348.00 | 4373.00 | 4377.00 | 4318.00 | -18.00 | 23.00 | 21.00 | 10.00 |
| 2019-08-07 | 4332.00 | 4343.00 | 4357.00 | 4311.00 | 4352.00 | 4353.00 | 4364.00 | 4325.00 | -20.00 | -10.00 | -7.00 | -14.00 |
| 2019-08-06 | 4279.00 | 4331.00 | 4362.00 | 4275.00 | 4303.00 | 4359.00 | 4366.00 | 4290.00 | -24.00 | -28.00 | -4.00 | -15.00 |
| 2019-08-05 | 4415.00 | 4287.00 | 4455.00 | 4243.00 | 4389.00 | 4303.00 | 4405.00 | 4275.00 | 26.00 | -16.00 | 50.00 | -32.00 |
| 2019-08-02 | 4445.00 | 4409.00 | 4461.00 | 4340.00 | 4410.00 | 4387.00 | 4418.00 | 4338.00 | 35.00 | 22.00 | 43.00 | 2.00 |
| 2019-08-01 | 4501.00 | 4445.00 | 4516.00 | 4430.00 | 4421.00 | 4410.00 | 4439.00 | 4401.00 | 80.00 | 35.00 | 77.00 | 29.00 |
| 2019-07-31 | 4529.00 | 4495.00 | 4566.00 | 4485.00 | 4401.00 | 4423.00 | 4434.00 | 4401.00 | 128.00 | 72.00 | 132.00 | 84.00 |
| 2019-07-30 | 4567.00 | 4523.00 | 4711.00 | 4502.00 | 4470.00 | 4401.00 | 4532.00 | 4374.00 | 97.00 | 122.00 | 179.00 | 128.00 |
| 2019-07-29 | 4471.00 | 4561.00 | 4584.00 | 4471.00 | 4430.00 | 4461.00 | 4490.00 | 4428.00 | 41.00 | 100.00 | 94.00 | 43.00 |
| 2019-07-26 | 4455.00 | 4464.00 | 4488.00 | 4405.00 | 4430.00 | 4424.00 | 4442.00 | 4400.00 | 25.00 | 40.00 | 46.00 | 5.00 |
| 2019-07-25 | 4433.00 | 4445.00 | 4483.00 | 4427.00 | 4420.00 | 4425.00 | 4436.00 | 4402.00 | 13.00 | 20.00 | 47.00 | 25.00 |
| 2019-07-24 | 4389.00 | 4429.00 | 4449.00 | 4370.00 | 4370.00 | 4407.00 | 4419.00 | 4360.00 | 19.00 | 22.00 | 30.00 | 10.00 |
| 2019-07-23 | 4495.00 | 4393.00 | 4544.00 | 4393.00 | 4443.00 | 4380.00 | 4454.00 | 4380.00 | 52.00 | 13.00 | 90.00 | 13.00 |
| 2019-07-22 | 4488.00 | 4486.00 | 4573.00 | 4422.00 | 4464.00 | 4435.00 | 4505.00 | 4390.00 | 24.00 | 51.00 | 68.00 | 32.00 |
| 2019-07-19 | 4370.00 | 4497.00 | 4544.00 | 4350.00 | 4380.00 | 4465.00 | 4500.00 | 4351.00 | -10.00 | 32.00 | 44.00 | -1.00 |
| 2019-07-18 | 4369.00 | 4370.00 | 4393.00 | 4319.00 | 4375.00 | 4386.00 | 4395.00 | 4348.00 | -6.00 | -16.00 | -2.00 | -29.00 |
| 2019-07-17 | 4289.00 | 4360.00 | 4376.00 | 4280.00 | 4335.00 | 4372.00 | 4385.00 | 4320.00 | -46.00 | -12.00 | -9.00 | -40.00 |
| 2019-07-16 | 4308.00 | 4278.00 | 4316.00 | 4245.00 | 4370.00 | 4326.00 | 4389.00 | 4312.00 | -62.00 | -48.00 | -73.00 | -67.00 |
| 2019-07-15 | 4272.00 | 4296.00 | 4322.00 | 4263.00 | 4360.00 | 4373.00 | 4400.00 | 4355.00 | -88.00 | -77.00 | -78.00 | -92.00 |
| 2019-07-12 | 4290.00 | 4274.00 | 4293.00 | 4241.00 | 4380.00 | 4366.00 | 4385.00 | 4340.00 | -90.00 | -92.00 | -92.00 | -99.00 |
| 2019-07-11 | 4265.00 | 4281.00 | 4309.00 | 4213.00 | 4372.00 | 4376.00 | 4403.00 | 4326.00 | -107.00 | -95.00 | -94.00 | -113.00 |
| 2019-07-10 | 4230.00 | 4265.00 | 4278.00 | 4150.00 | 4340.00 | 4378.00 | 4387.00 | 4285.00 | -110.00 | -113.00 | -109.00 | -135.00 |
| 2019-07-09 | 4435.00 | 4242.00 | 4448.00 | 4242.00 | 4521.00 | 4334.00 | 4554.00 | 4332.00 | -86.00 | -92.00 | -106.00 | -90.00 |
| 2019-07-08 | 4486.00 | 4435.00 | 4507.00 | 4420.00 | 4576.00 | 4534.00 | 4593.00 | 4521.00 | -90.00 | -99.00 | -86.00 | -101.00 |
| 2019-07-05 | 4480.00 | 4488.00 | 4516.00 | 4455.00 | 4593.00 | 4577.00 | 4600.00 | 4544.00 | -113.00 | -89.00 | -84.00 | -89.00 |
| 2019-07-04 | 4435.00 | 4477.00 | 4485.00 | 4397.00 | 4520.00 | 4567.00 | 4573.00 | 4500.00 | -85.00 | -90.00 | -88.00 | -103.00 |
| 2019-07-03 | 4490.00 | 4437.00 | 4498.00 | 4389.00 | 4582.00 | 4530.00 | 4592.00 | 4490.00 | -92.00 | -93.00 | -94.00 | -101.00 |
| 2019-07-02 | 4450.00 | 4502.00 | 4525.00 | 4404.00 | 4540.00 | 4592.00 | 4610.00 | 4501.00 | -90.00 | -90.00 | -85.00 | -97.00 |
| 2019-07-01 | 4413.00 | 4442.00 | 4465.00 | 4380.00 | 4500.00 | 4539.00 | 4558.00 | 4479.00 | -87.00 | -97.00 | -93.00 | -99.00 |
| 2019-06-28 | 4494.00 | 4408.00 | 4518.00 | 4384.00 | 4590.00 | 4500.00 | 4602.00 | 4476.00 | -96.00 | -92.00 | -84.00 | -92.00 |
| 2019-06-27 | 4535.00 | 4491.00 | 4578.00 | 4477.00 | 4625.00 | 4579.00 | 4655.00 | 4563.00 | -90.00 | -88.00 | -77.00 | -86.00 |
| 2019-06-26 | 4537.00 | 4542.00 | 4555.00 | 4474.00 | 4624.00 | 4624.00 | 4632.00 | 4552.00 | -87.00 | -82.00 | -77.00 | -78.00 |
| 2019-06-25 | 4566.00 | 4531.00 | 4594.00 | 4513.00 | 4648.00 | 4610.00 | 4670.00 | 4592.00 | -82.00 | -79.00 | -76.00 | -79.00 |
| 2019-06-24 | 4448.00 | 4567.00 | 4578.00 | 4447.00 | 4506.00 | 4650.00 | 4663.00 | 4506.00 | -58.00 | -83.00 | -85.00 | -59.00 |
| 2019-06-21 | 4500.00 | 4437.00 | 4515.00 | 4423.00 | 4600.00 | 4542.00 | 4619.00 | 4526.00 | -100.00 | -105.00 | -104.00 | -103.00 |
| 2019-06-20 | 4460.00 | 4487.00 | 4492.00 | 4451.00 | 4583.00 | 4592.00 | 4595.00 | 4563.00 | -123.00 | -105.00 | -103.00 | -112.00 |
| 2019-06-19 | 4429.00 | 4459.00 | 4505.00 | 4417.00 | 4534.00 | 4570.00 | 4606.00 | 4528.00 | -105.00 | -111.00 | -101.00 | -111.00 |
| 2019-06-18 | 4379.00 | 4417.00 | 4442.00 | 4366.00 | 4504.00 | 4530.00 | 4553.00 | 4490.00 | -125.00 | -113.00 | -111.00 | -124.00 |
| 2019-06-17 | 4360.00 | 4370.00 | 4391.00 | 4352.00 | 4493.00 | 4493.00 | 4510.00 | 4475.00 | -133.00 | -123.00 | -119.00 | -123.00 |
| 2019-06-14 | 4410.00 | 4370.00 | 4423.00 | 4331.00 | 4528.00 | 4491.00 | 4532.00 | 4453.00 | -118.00 | -121.00 | -109.00 | -122.00 |
| 2019-06-13 | 4374.00 | 4403.00 | 4415.00 | 4361.00 | 4477.00 | 4515.00 | 4532.00 | 4477.00 | -103.00 | -112.00 | -117.00 | -116.00 |
| 2019-06-12 | 4408.00 | 4384.00 | 4432.00 | 4362.00 | 4547.00 | 4496.00 | 4552.00 | 4486.00 | -139.00 | -112.00 | -120.00 | -124.00 |
| 2019-06-11 | 4388.00 | 4408.00 | 4423.00 | 4370.00 | 4501.00 | 4529.00 | 4542.00 | 4496.00 | -113.00 | -121.00 | -119.00 | -126.00 |
| 2019-06-10 | 4413.00 | 4387.00 | 4420.00 | 4367.00 | 4503.00 | 4512.00 | 4540.00 | 4479.00 | -90.00 | -125.00 | -120.00 | -112.00 |
| 2019-06-06 | 4329.00 | 4369.00 | 4382.00 | 4314.00 | 4456.00 | 4488.00 | 4501.00 | 4439.00 | -127.00 | -119.00 | -119.00 | -125.00 |
| 2019-06-05 | 4450.00 | 4343.00 | 4460.00 | 4330.00 | 4575.00 | 4467.00 | 4580.00 | 4456.00 | -125.00 | -124.00 | -120.00 | -126.00 |
| 2019-06-04 | 4428.00 | 4445.00 | 4487.00 | 4405.00 | 4540.00 | 4565.00 | 4600.00 | 4520.00 | -112.00 | -120.00 | -113.00 | -115.00 |
| 2019-06-03 | 4492.00 | 4415.00 | 4500.00 | 4380.00 | 4338.00 | 4292.00 | 4338.00 | 4130.00 | 154.00 | 123.00 | 162.00 | 250.00 |
| 2019-05-31 | 4485.00 | 4492.00 | 4529.00 | 4466.00 | 4348.00 | 4328.00 | 4370.00 | 4320.00 | 137.00 | 164.00 | 159.00 | 146.00 |
| 2019-05-30 | 4473.00 | 4485.00 | 4503.00 | 4455.00 | 4338.00 | 4339.00 | 4355.00 | 4293.00 | 135.00 | 146.00 | 148.00 | 162.00 |
| 2019-05-29 | 4459.00 | 4489.00 | 4519.00 | 4458.00 | 4316.00 | 4341.00 | 4369.00 | 4316.00 | 143.00 | 148.00 | 150.00 | 142.00 |
| 2019-05-28 | 4517.00 | 4458.00 | 4524.00 | 4427.00 | 4354.00 | 4307.00 | 4379.00 | 4278.00 | 163.00 | 151.00 | 145.00 | 149.00 |
| 2019-05-27 | 4529.00 | 4503.00 | 4563.00 | 4491.00 | 4389.00 | 4361.00 | 4409.00 | 4328.00 | 140.00 | 142.00 | 154.00 | 163.00 |
| 2019-05-24 | 4397.00 | 4524.00 | 4527.00 | 4395.00 | 4259.00 | 4370.00 | 4380.00 | 4250.00 | 138.00 | 154.00 | 147.00 | 145.00 |
| 2019-05-23 | 4410.00 | 4403.00 | 4427.00 | 4373.00 | 4240.00 | 4257.00 | 4279.00 | 4228.00 | 170.00 | 146.00 | 148.00 | 145.00 |
| 2019-05-22 | 4445.00 | 4407.00 | 4466.00 | 4356.00 | 4290.00 | 4255.00 | 4310.00 | 4213.00 | 155.00 | 152.00 | 156.00 | 143.00 |
| 2019-05-21 | 4416.00 | 4447.00 | 4465.00 | 4406.00 | 4259.00 | 4297.00 | 4308.00 | 4258.00 | 157.00 | 150.00 | 157.00 | 148.00 |
| 2019-05-20 | 4406.00 | 4420.00 | 4472.00 | 4394.00 | 4251.00 | 4267.00 | 4318.00 | 4241.00 | 155.00 | 153.00 | 154.00 | 153.00 |
| 2019-05-17 | 4492.00 | 4404.00 | 4500.00 | 4394.00 | 4325.00 | 4248.00 | 4345.00 | 4245.00 | 167.00 | 156.00 | 155.00 | 149.00 |
| 2019-05-16 | 4450.00 | 4483.00 | 4517.00 | 4430.00 | 4307.00 | 4332.00 | 4358.00 | 4280.00 | 143.00 | 151.00 | 159.00 | 150.00 |
| 2019-05-15 | 4450.00 | 4455.00 | 4492.00 | 4438.00 | 4326.00 | 4303.00 | 4340.00 | 4287.00 | 124.00 | 152.00 | 152.00 | 151.00 |
| 2019-05-14 | 4571.00 | 4437.00 | 4612.00 | 4408.00 | 4434.00 | 4283.00 | 4466.00 | 4275.00 | 137.00 | 154.00 | 146.00 | 133.00 |
| 2019-05-13 | 4713.00 | 4582.00 | 4718.00 | 4580.00 | 4578.00 | 4434.00 | 4578.00 | 4431.00 | 135.00 | 148.00 | 140.00 | 149.00 |
| 2019-05-10 | 4706.00 | 4718.00 | 4761.00 | 4698.00 | 4566.00 | 4582.00 | 4614.00 | 4566.00 | 140.00 | 136.00 | 147.00 | 132.00 |
| 2019-05-09 | 4734.00 | 4702.00 | 4739.00 | 4691.00 | 4601.00 | 4570.00 | 4606.00 | 4565.00 | 133.00 | 132.00 | 133.00 | 126.00 |