本页面展示玻璃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。
关于玻璃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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020-12-24 | 1945.00 | 1905.00 | 1958.00 | 1902.00 | 2055.00 | 2025.00 | 2060.00 | 2020.00 | -110.00 | -120.00 | -102.00 | -118.00 |
| 2020-12-23 | 1937.00 | 1940.00 | 1953.00 | 1896.00 | 2058.00 | 2054.00 | 2073.00 | 2040.00 | -121.00 | -114.00 | -120.00 | -144.00 |
| 2020-12-22 | 1977.00 | 1932.00 | 1985.00 | 1932.00 | 2068.00 | 2055.00 | 2078.00 | 2050.00 | -91.00 | -123.00 | -93.00 | -118.00 |
| 2020-12-21 | 1950.00 | 1982.00 | 1998.00 | 1925.00 | 2062.00 | 2078.00 | 2079.00 | 2043.00 | -112.00 | -96.00 | -81.00 | -118.00 |
| 2020-12-18 | 1916.00 | 1951.00 | 1968.00 | 1915.00 | 2052.00 | 2069.00 | 2082.00 | 2052.00 | -136.00 | -118.00 | -114.00 | -137.00 |
| 2020-12-17 | 1913.00 | 1914.00 | 1920.00 | 1884.00 | 2037.00 | 2049.00 | 2052.00 | 2035.00 | -124.00 | -135.00 | -132.00 | -151.00 |
| 2020-12-16 | 1916.00 | 1907.00 | 1944.00 | 1884.00 | 2004.00 | 2026.00 | 2045.00 | 2004.00 | -88.00 | -119.00 | -101.00 | -120.00 |
| 2020-12-15 | 1893.00 | 1911.00 | 1918.00 | 1870.00 | 2001.00 | 2001.00 | 2009.00 | 1980.00 | -108.00 | -90.00 | -91.00 | -110.00 |
| 2020-12-14 | 1916.00 | 1886.00 | 1976.00 | 1882.00 | 1991.00 | 1995.00 | 2029.00 | 1985.00 | -75.00 | -109.00 | -53.00 | -103.00 |
| 2020-12-11 | 1987.00 | 1988.00 | 2023.00 | 1976.00 | 1897.00 | 1910.00 | 1951.00 | 1894.00 | 90.00 | 78.00 | 72.00 | 82.00 |
| 2020-12-10 | 1992.00 | 1991.00 | 2021.00 | 1978.00 | 1869.00 | 1894.00 | 1954.00 | 1869.00 | 123.00 | 97.00 | 67.00 | 109.00 |
| 2020-12-09 | 1975.00 | 1998.00 | 2037.00 | 1967.00 | 1860.00 | 1872.00 | 1899.00 | 1850.00 | 115.00 | 126.00 | 138.00 | 117.00 |
| 2020-12-08 | 1940.00 | 1975.00 | 1977.00 | 1936.00 | 1824.00 | 1859.00 | 1860.00 | 1821.00 | 116.00 | 116.00 | 117.00 | 115.00 |
| 2020-12-07 | 1888.00 | 1945.00 | 1955.00 | 1881.00 | 1801.00 | 1825.00 | 1843.00 | 1801.00 | 87.00 | 120.00 | 112.00 | 80.00 |
| 2020-12-04 | 1865.00 | 1882.00 | 1888.00 | 1839.00 | 1787.00 | 1799.00 | 1805.00 | 1762.00 | 78.00 | 83.00 | 83.00 | 77.00 |
| 2020-12-03 | 1870.00 | 1869.00 | 1885.00 | 1858.00 | 1795.00 | 1789.00 | 1809.00 | 1782.00 | 75.00 | 80.00 | 76.00 | 76.00 |
| 2020-12-02 | 1827.00 | 1870.00 | 1875.00 | 1827.00 | 1767.00 | 1793.00 | 1797.00 | 1765.00 | 60.00 | 77.00 | 78.00 | 62.00 |
| 2020-12-01 | 1843.00 | 1827.00 | 1843.00 | 1822.00 | 1775.00 | 1763.00 | 1775.00 | 1753.00 | 68.00 | 64.00 | 68.00 | 69.00 |
| 2020-11-30 | 1845.00 | 1837.00 | 1862.00 | 1828.00 | 1781.00 | 1771.00 | 1785.00 | 1759.00 | 64.00 | 66.00 | 77.00 | 69.00 |
| 2020-11-27 | 1842.00 | 1847.00 | 1868.00 | 1835.00 | 1749.00 | 1779.00 | 1792.00 | 1747.00 | 93.00 | 68.00 | 76.00 | 88.00 |
| 2020-11-26 | 1835.00 | 1842.00 | 1848.00 | 1818.00 | 1728.00 | 1748.00 | 1752.00 | 1721.00 | 107.00 | 94.00 | 96.00 | 97.00 |
| 2020-11-25 | 1848.00 | 1835.00 | 1860.00 | 1823.00 | 1728.00 | 1728.00 | 1734.00 | 1721.00 | 120.00 | 107.00 | 126.00 | 102.00 |
| 2020-11-24 | 1847.00 | 1846.00 | 1853.00 | 1827.00 | 1724.00 | 1727.00 | 1733.00 | 1718.00 | 123.00 | 119.00 | 120.00 | 109.00 |
| 2020-11-23 | 1878.00 | 1847.00 | 1898.00 | 1845.00 | 1736.00 | 1724.00 | 1749.00 | 1718.00 | 142.00 | 123.00 | 149.00 | 127.00 |
| 2020-11-20 | 1873.00 | 1880.00 | 1894.00 | 1863.00 | 1739.00 | 1737.00 | 1749.00 | 1726.00 | 134.00 | 143.00 | 145.00 | 137.00 |
| 2020-11-19 | 1835.00 | 1870.00 | 1884.00 | 1828.00 | 1719.00 | 1739.00 | 1754.00 | 1703.00 | 116.00 | 131.00 | 130.00 | 125.00 |
| 2020-11-18 | 1853.00 | 1830.00 | 1856.00 | 1813.00 | 1736.00 | 1715.00 | 1737.00 | 1708.00 | 117.00 | 115.00 | 119.00 | 105.00 |
| 2020-11-17 | 1856.00 | 1857.00 | 1860.00 | 1833.00 | 1729.00 | 1737.00 | 1738.00 | 1716.00 | 127.00 | 120.00 | 122.00 | 117.00 |
| 2020-11-16 | 1835.00 | 1852.00 | 1862.00 | 1826.00 | 1721.00 | 1725.00 | 1735.00 | 1707.00 | 114.00 | 127.00 | 127.00 | 119.00 |
| 2020-11-13 | 1824.00 | 1835.00 | 1838.00 | 1815.00 | 1690.00 | 1718.00 | 1720.00 | 1686.00 | 134.00 | 117.00 | 118.00 | 129.00 |
| 2020-11-12 | 1808.00 | 1824.00 | 1825.00 | 1794.00 | 1691.00 | 1690.00 | 1699.00 | 1676.00 | 117.00 | 134.00 | 126.00 | 118.00 |
| 2020-11-11 | 1774.00 | 1808.00 | 1812.00 | 1765.00 | 1678.00 | 1691.00 | 1695.00 | 1668.00 | 96.00 | 117.00 | 117.00 | 97.00 |
| 2020-11-10 | 1773.00 | 1772.00 | 1784.00 | 1753.00 | 1673.00 | 1672.00 | 1681.00 | 1663.00 | 100.00 | 100.00 | 103.00 | 90.00 |
| 2020-11-09 | 1750.00 | 1762.00 | 1769.00 | 1747.00 | 1655.00 | 1667.00 | 1673.00 | 1652.00 | 95.00 | 95.00 | 96.00 | 95.00 |
| 2020-11-06 | 1733.00 | 1754.00 | 1790.00 | 1731.00 | 1645.00 | 1655.00 | 1683.00 | 1644.00 | 88.00 | 99.00 | 107.00 | 87.00 |
| 2020-11-05 | 1734.00 | 1730.00 | 1736.00 | 1713.00 | 1648.00 | 1644.00 | 1651.00 | 1635.00 | 86.00 | 86.00 | 85.00 | 78.00 |
| 2020-11-04 | 1732.00 | 1729.00 | 1750.00 | 1726.00 | 1646.00 | 1645.00 | 1660.00 | 1643.00 | 86.00 | 84.00 | 90.00 | 83.00 |
| 2020-11-03 | 1741.00 | 1725.00 | 1760.00 | 1725.00 | 1651.00 | 1642.00 | 1664.00 | 1641.00 | 90.00 | 83.00 | 96.00 | 84.00 |
| 2020-11-02 | 1745.00 | 1740.00 | 1768.00 | 1732.00 | 1665.00 | 1655.00 | 1682.00 | 1650.00 | 80.00 | 85.00 | 86.00 | 82.00 |
| 2020-10-30 | 1701.00 | 1743.00 | 1749.00 | 1694.00 | 1626.00 | 1662.00 | 1666.00 | 1624.00 | 75.00 | 81.00 | 83.00 | 70.00 |
| 2020-10-29 | 1722.00 | 1708.00 | 1734.00 | 1706.00 | 1632.00 | 1631.00 | 1649.00 | 1628.00 | 90.00 | 77.00 | 85.00 | 78.00 |
| 2020-10-28 | 1754.00 | 1730.00 | 1760.00 | 1726.00 | 1657.00 | 1638.00 | 1659.00 | 1632.00 | 97.00 | 92.00 | 101.00 | 94.00 |
| 2020-10-27 | 1719.00 | 1754.00 | 1755.00 | 1718.00 | 1631.00 | 1655.00 | 1655.00 | 1631.00 | 88.00 | 99.00 | 100.00 | 87.00 |
| 2020-10-26 | 1710.00 | 1717.00 | 1722.00 | 1691.00 | 1618.00 | 1629.00 | 1632.00 | 1608.00 | 92.00 | 88.00 | 90.00 | 83.00 |
| 2020-10-23 | 1714.00 | 1707.00 | 1728.00 | 1698.00 | 1625.00 | 1618.00 | 1642.00 | 1614.00 | 89.00 | 89.00 | 86.00 | 84.00 |
| 2020-10-22 | 1695.00 | 1714.00 | 1724.00 | 1685.00 | 1612.00 | 1624.00 | 1630.00 | 1606.00 | 83.00 | 90.00 | 94.00 | 79.00 |
| 2020-10-21 | 1715.00 | 1691.00 | 1718.00 | 1685.00 | 1629.00 | 1610.00 | 1631.00 | 1603.00 | 86.00 | 81.00 | 87.00 | 82.00 |
| 2020-10-20 | 1714.00 | 1716.00 | 1719.00 | 1679.00 | 1621.00 | 1632.00 | 1633.00 | 1599.00 | 93.00 | 84.00 | 86.00 | 80.00 |
| 2020-10-19 | 1731.00 | 1710.00 | 1743.00 | 1699.00 | 1638.00 | 1618.00 | 1648.00 | 1611.00 | 93.00 | 92.00 | 95.00 | 88.00 |
| 2020-10-16 | 1710.00 | 1726.00 | 1732.00 | 1702.00 | 1623.00 | 1633.00 | 1641.00 | 1614.00 | 87.00 | 93.00 | 91.00 | 88.00 |
| 2020-10-15 | 1740.00 | 1716.00 | 1747.00 | 1713.00 | 1642.00 | 1626.00 | 1650.00 | 1623.00 | 98.00 | 90.00 | 97.00 | 90.00 |
| 2020-10-14 | 1755.00 | 1736.00 | 1760.00 | 1725.00 | 1667.00 | 1640.00 | 1667.00 | 1629.00 | 88.00 | 96.00 | 93.00 | 96.00 |
| 2020-10-13 | 1790.00 | 1752.00 | 1790.00 | 1743.00 | 1682.00 | 1658.00 | 1683.00 | 1650.00 | 108.00 | 94.00 | 107.00 | 93.00 |
| 2020-10-12 | 1751.00 | 1785.00 | 1794.00 | 1738.00 | 1655.00 | 1679.00 | 1684.00 | 1645.00 | 96.00 | 106.00 | 110.00 | 93.00 |
| 2020-10-09 | 1753.00 | 1750.00 | 1763.00 | 1731.00 | 1667.00 | 1659.00 | 1669.00 | 1633.00 | 86.00 | 91.00 | 94.00 | 98.00 |
| 2020-09-30 | 1701.00 | 1742.00 | 1745.00 | 1689.00 | 1612.00 | 1649.00 | 1650.00 | 1604.00 | 89.00 | 93.00 | 95.00 | 85.00 |
| 2020-09-29 | 1678.00 | 1699.00 | 1702.00 | 1674.00 | 1594.00 | 1609.00 | 1613.00 | 1588.00 | 84.00 | 90.00 | 89.00 | 86.00 |
| 2020-09-28 | 1666.00 | 1675.00 | 1704.00 | 1664.00 | 1591.00 | 1594.00 | 1618.00 | 1585.00 | 75.00 | 81.00 | 86.00 | 79.00 |
| 2020-09-25 | 1671.00 | 1670.00 | 1675.00 | 1642.00 | 1600.00 | 1596.00 | 1601.00 | 1577.00 | 71.00 | 74.00 | 74.00 | 65.00 |
| 2020-09-24 | 1670.00 | 1672.00 | 1685.00 | 1647.00 | 1598.00 | 1599.00 | 1609.00 | 1580.00 | 72.00 | 73.00 | 76.00 | 67.00 |
| 2020-09-23 | 1657.00 | 1670.00 | 1682.00 | 1626.00 | 1591.00 | 1599.00 | 1608.00 | 1564.00 | 66.00 | 71.00 | 74.00 | 62.00 |
| 2020-09-22 | 1627.00 | 1653.00 | 1664.00 | 1603.00 | 1569.00 | 1589.00 | 1598.00 | 1548.00 | 58.00 | 64.00 | 66.00 | 55.00 |
| 2020-09-21 | 1663.00 | 1629.00 | 1672.00 | 1610.00 | 1600.00 | 1569.00 | 1605.00 | 1552.00 | 63.00 | 60.00 | 67.00 | 58.00 |
| 2020-09-18 | 1645.00 | 1668.00 | 1687.00 | 1634.00 | 1587.00 | 1601.00 | 1621.00 | 1577.00 | 58.00 | 67.00 | 66.00 | 57.00 |
| 2020-09-17 | 1654.00 | 1642.00 | 1662.00 | 1628.00 | 1587.00 | 1581.00 | 1599.00 | 1573.00 | 67.00 | 61.00 | 63.00 | 55.00 |
| 2020-09-16 | 1648.00 | 1653.00 | 1666.00 | 1632.00 | 1584.00 | 1584.00 | 1595.00 | 1570.00 | 64.00 | 69.00 | 71.00 | 62.00 |
| 2020-09-15 | 1681.00 | 1646.00 | 1697.00 | 1626.00 | 1580.00 | 1580.00 | 1596.00 | 1556.00 | 101.00 | 66.00 | 101.00 | 70.00 |
| 2020-09-14 | 1728.00 | 1680.00 | 1734.00 | 1676.00 | 1639.00 | 1582.00 | 1642.00 | 1579.00 | 89.00 | 98.00 | 92.00 | 97.00 |
| 2020-09-11 | 1717.00 | 1729.00 | 1735.00 | 1698.00 | 1616.00 | 1632.00 | 1638.00 | 1602.00 | 101.00 | 97.00 | 97.00 | 96.00 |
| 2020-09-10 | 1763.00 | 1717.00 | 1772.00 | 1708.00 | 1649.00 | 1617.00 | 1660.00 | 1610.00 | 114.00 | 100.00 | 112.00 | 98.00 |
| 2020-09-09 | 1730.00 | 1753.00 | 1778.00 | 1711.00 | 1626.00 | 1644.00 | 1665.00 | 1612.00 | 104.00 | 109.00 | 113.00 | 99.00 |
| 2020-09-08 | 1760.00 | 1747.00 | 1768.00 | 1740.00 | 1646.00 | 1644.00 | 1658.00 | 1635.00 | 114.00 | 103.00 | 110.00 | 105.00 |
| 2020-09-07 | 1752.00 | 1758.00 | 1782.00 | 1731.00 | 1651.00 | 1647.00 | 1674.00 | 1627.00 | 101.00 | 111.00 | 108.00 | 104.00 |
| 2020-09-04 | 1792.00 | 1748.00 | 1800.00 | 1739.00 | 1685.00 | 1649.00 | 1690.00 | 1634.00 | 107.00 | 99.00 | 110.00 | 105.00 |
| 2020-09-03 | 1829.00 | 1794.00 | 1863.00 | 1790.00 | 1718.00 | 1684.00 | 1745.00 | 1682.00 | 111.00 | 110.00 | 118.00 | 108.00 |
| 2020-09-02 | 1819.00 | 1832.00 | 1847.00 | 1810.00 | 1716.00 | 1719.00 | 1735.00 | 1704.00 | 103.00 | 113.00 | 112.00 | 106.00 |
| 2020-09-01 | 1860.00 | 1820.00 | 1864.00 | 1815.00 | 1753.00 | 1714.00 | 1756.00 | 1713.00 | 107.00 | 106.00 | 108.00 | 102.00 |
| 2020-08-31 | 1825.00 | 1857.00 | 1871.00 | 1819.00 | 1730.00 | 1747.00 | 1776.00 | 1725.00 | 95.00 | 110.00 | 95.00 | 94.00 |
| 2020-08-28 | 1746.00 | 1827.00 | 1827.00 | 1742.00 | 1658.00 | 1734.00 | 1737.00 | 1652.00 | 88.00 | 93.00 | 90.00 | 90.00 |
| 2020-08-27 | 1725.00 | 1749.00 | 1766.00 | 1709.00 | 1643.00 | 1659.00 | 1675.00 | 1628.00 | 82.00 | 90.00 | 91.00 | 81.00 |
| 2020-08-26 | 1713.00 | 1718.00 | 1727.00 | 1689.00 | 1620.00 | 1636.00 | 1645.00 | 1598.00 | 93.00 | 82.00 | 82.00 | 91.00 |
| 2020-08-25 | 1770.00 | 1708.00 | 1770.00 | 1702.00 | 1681.00 | 1621.00 | 1682.00 | 1610.00 | 89.00 | 87.00 | 88.00 | 92.00 |
| 2020-08-24 | 1730.00 | 1769.00 | 1773.00 | 1715.00 | 1661.00 | 1682.00 | 1685.00 | 1648.00 | 69.00 | 87.00 | 88.00 | 67.00 |
| 2020-08-21 | 1840.00 | 1740.00 | 1843.00 | 1740.00 | 1885.00 | 1770.00 | 1885.00 | 1755.00 | -45.00 | -30.00 | -42.00 | -15.00 |
| 2020-08-20 | 1844.00 | 1833.00 | 1848.00 | 1813.00 | 1892.00 | 1876.00 | 1892.00 | 1865.00 | -48.00 | -43.00 | -44.00 | -52.00 |
| 2020-08-19 | 1859.00 | 1843.00 | 1863.00 | 1837.00 | 1909.00 | 1882.00 | 1909.00 | 1877.00 | -50.00 | -39.00 | -46.00 | -40.00 |
| 2020-08-18 | 1846.00 | 1858.00 | 1884.00 | 1844.00 | 1894.00 | 1900.00 | 1928.00 | 1884.00 | -48.00 | -42.00 | -44.00 | -40.00 |
| 2020-08-17 | 1826.00 | 1851.00 | 1856.00 | 1810.00 | 1875.00 | 1898.00 | 1902.00 | 1864.00 | -49.00 | -47.00 | -46.00 | -54.00 |
| 2020-08-14 | 1854.00 | 1834.00 | 1858.00 | 1830.00 | 1886.00 | 1878.00 | 1892.00 | 1873.00 | -32.00 | -44.00 | -34.00 | -43.00 |
| 2020-08-13 | 1849.00 | 1849.00 | 1874.00 | 1813.00 | 1916.00 | 1888.00 | 1938.00 | 1863.00 | -67.00 | -39.00 | -64.00 | -50.00 |
| 2020-08-12 | 1860.00 | 1841.00 | 1877.00 | 1780.00 | 1941.00 | 1907.00 | 1949.00 | 1860.00 | -81.00 | -66.00 | -72.00 | -80.00 |
| 2020-08-11 | 1869.00 | 1950.00 | 1968.00 | 1862.00 | 1793.00 | 1851.00 | 1851.00 | 1792.00 | 76.00 | 99.00 | 117.00 | 70.00 |
| 2020-08-10 | 1900.00 | 1862.00 | 1906.00 | 1839.00 | 1780.00 | 1789.00 | 1801.00 | 1755.00 | 120.00 | 73.00 | 105.00 | 84.00 |
| 2020-08-07 | 1856.00 | 1905.00 | 1905.00 | 1847.00 | 1785.00 | 1784.00 | 1803.00 | 1762.00 | 71.00 | 121.00 | 102.00 | 85.00 |
| 2020-08-06 | 1814.00 | 1858.00 | 1875.00 | 1804.00 | 1778.00 | 1785.00 | 1805.00 | 1762.00 | 36.00 | 73.00 | 70.00 | 42.00 |
| 2020-08-05 | 1815.00 | 1818.00 | 1825.00 | 1788.00 | 1759.00 | 1777.00 | 1781.00 | 1739.00 | 56.00 | 41.00 | 44.00 | 49.00 |
| 2020-08-04 | 1759.00 | 1815.00 | 1819.00 | 1756.00 | 1720.00 | 1760.00 | 1787.00 | 1720.00 | 39.00 | 55.00 | 32.00 | 36.00 |
| 2020-08-03 | 1700.00 | 1753.00 | 1753.00 | 1692.00 | 1662.00 | 1710.00 | 1710.00 | 1660.00 | 38.00 | 43.00 | 43.00 | 32.00 |
| 2020-07-31 | 1680.00 | 1692.00 | 1699.00 | 1666.00 | 1633.00 | 1658.00 | 1660.00 | 1624.00 | 47.00 | 34.00 | 39.00 | 42.00 |
| 2020-07-30 | 1678.00 | 1686.00 | 1691.00 | 1673.00 | 1606.00 | 1635.00 | 1639.00 | 1606.00 | 72.00 | 51.00 | 52.00 | 67.00 |