本页面展示燃油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。
关于燃油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 | 2052.00 | 2070.00 | 2085.00 | 2030.00 | 2113.00 | 2138.00 | 2155.00 | 2110.00 | -61.00 | -68.00 | -70.00 | -80.00 |
| 2020-12-23 | 2052.00 | 2029.00 | 2067.00 | 1993.00 | 2119.00 | 2103.00 | 2134.00 | 2069.00 | -67.00 | -74.00 | -67.00 | -76.00 |
| 2020-12-22 | 2118.00 | 2022.00 | 2142.00 | 2021.00 | 1900.00 | 1929.00 | 2030.00 | 1828.00 | 218.00 | 93.00 | 112.00 | 193.00 |
| 2020-12-21 | 2170.00 | 2128.00 | 2241.00 | 2103.00 | 1966.00 | 1900.00 | 2028.00 | 1883.00 | 204.00 | 228.00 | 213.00 | 220.00 |
| 2020-12-18 | 2179.00 | 2170.00 | 2189.00 | 2151.00 | 1980.00 | 1963.00 | 1988.00 | 1952.00 | 199.00 | 207.00 | 201.00 | 199.00 |
| 2020-12-17 | 2100.00 | 2192.00 | 2204.00 | 2088.00 | 1915.00 | 1989.00 | 1997.00 | 1908.00 | 185.00 | 203.00 | 207.00 | 180.00 |
| 2020-12-16 | 2105.00 | 2096.00 | 2135.00 | 2086.00 | 1913.00 | 1912.00 | 1923.00 | 1900.00 | 192.00 | 184.00 | 212.00 | 186.00 |
| 2020-12-15 | 2099.00 | 2094.00 | 2125.00 | 2072.00 | 1901.00 | 1899.00 | 1927.00 | 1886.00 | 198.00 | 195.00 | 198.00 | 186.00 |
| 2020-12-14 | 2045.00 | 2102.00 | 2114.00 | 2035.00 | 1869.00 | 1901.00 | 1905.00 | 1863.00 | 176.00 | 201.00 | 209.00 | 172.00 |
| 2020-12-11 | 2029.00 | 2045.00 | 2096.00 | 2025.00 | 1862.00 | 1870.00 | 1902.00 | 1856.00 | 167.00 | 175.00 | 194.00 | 169.00 |
| 2020-12-10 | 2048.00 | 2014.00 | 2071.00 | 2012.00 | 1860.00 | 1850.00 | 1885.00 | 1845.00 | 188.00 | 164.00 | 186.00 | 167.00 |
| 2020-12-09 | 2048.00 | 2042.00 | 2066.00 | 2007.00 | 1863.00 | 1855.00 | 1875.00 | 1837.00 | 185.00 | 187.00 | 191.00 | 170.00 |
| 2020-12-08 | 1892.00 | 1853.00 | 1905.00 | 1846.00 | 2107.00 | 2043.00 | 2117.00 | 2026.00 | -215.00 | -190.00 | -212.00 | -180.00 |
| 2020-12-07 | 1913.00 | 1896.00 | 1919.00 | 1888.00 | 2112.00 | 2116.00 | 2133.00 | 2097.00 | -199.00 | -220.00 | -214.00 | -209.00 |
| 2020-12-04 | 1861.00 | 1919.00 | 1931.00 | 1854.00 | 2066.00 | 2120.00 | 2157.00 | 2026.00 | -205.00 | -201.00 | -226.00 | -172.00 |
| 2020-12-03 | 1860.00 | 1872.00 | 1896.00 | 1846.00 | 2030.00 | 2066.00 | 2100.00 | 2016.00 | -170.00 | -194.00 | -204.00 | -170.00 |
| 2020-12-02 | 1879.00 | 1853.00 | 1886.00 | 1835.00 | 2047.00 | 2027.00 | 2052.00 | 2004.00 | -168.00 | -174.00 | -166.00 | -169.00 |
| 2020-12-01 | 1880.00 | 1876.00 | 1916.00 | 1872.00 | 2035.00 | 2040.00 | 2085.00 | 2025.00 | -155.00 | -164.00 | -169.00 | -153.00 |
| 2020-11-30 | 1894.00 | 1870.00 | 1920.00 | 1861.00 | 2055.00 | 2026.00 | 2090.00 | 2019.00 | -161.00 | -156.00 | -170.00 | -158.00 |
| 2020-11-27 | 1896.00 | 1889.00 | 1909.00 | 1882.00 | 2035.00 | 2051.00 | 2060.00 | 2015.00 | -139.00 | -162.00 | -151.00 | -133.00 |
| 2020-11-26 | 1917.00 | 1917.00 | 1942.00 | 1913.00 | 2056.00 | 2052.00 | 2082.00 | 2045.00 | -139.00 | -135.00 | -140.00 | -132.00 |
| 2020-11-25 | 1905.00 | 1918.00 | 1962.00 | 1894.00 | 2041.00 | 2055.00 | 2096.00 | 2034.00 | -136.00 | -137.00 | -134.00 | -140.00 |
| 2020-11-24 | 1864.00 | 1901.00 | 1910.00 | 1840.00 | 1988.00 | 2041.00 | 2042.00 | 1977.00 | -124.00 | -140.00 | -132.00 | -137.00 |
| 2020-11-23 | 1849.00 | 1858.00 | 1873.00 | 1840.00 | 1981.00 | 1986.00 | 1996.00 | 1972.00 | -132.00 | -128.00 | -123.00 | -132.00 |
| 2020-11-20 | 1830.00 | 1849.00 | 1868.00 | 1824.00 | 1957.00 | 1979.00 | 1990.00 | 1955.00 | -127.00 | -130.00 | -122.00 | -131.00 |
| 2020-11-19 | 1827.00 | 1827.00 | 1832.00 | 1794.00 | 1961.00 | 1958.00 | 1965.00 | 1932.00 | -134.00 | -131.00 | -133.00 | -138.00 |
| 2020-11-18 | 1837.00 | 1808.00 | 1837.00 | 1792.00 | 1966.00 | 1938.00 | 1967.00 | 1924.00 | -129.00 | -130.00 | -130.00 | -132.00 |
| 2020-11-17 | 1831.00 | 1837.00 | 1844.00 | 1821.00 | 1960.00 | 1970.00 | 1976.00 | 1950.00 | -129.00 | -133.00 | -132.00 | -129.00 |
| 2020-11-16 | 1776.00 | 1810.00 | 1813.00 | 1772.00 | 1912.00 | 1942.00 | 1946.00 | 1912.00 | -136.00 | -132.00 | -133.00 | -140.00 |
| 2020-11-13 | 1804.00 | 1776.00 | 1819.00 | 1766.00 | 1942.00 | 1916.00 | 1952.00 | 1905.00 | -138.00 | -140.00 | -133.00 | -139.00 |
| 2020-11-12 | 1816.00 | 1804.00 | 1827.00 | 1783.00 | 1966.00 | 1949.00 | 1966.00 | 1925.00 | -150.00 | -145.00 | -139.00 | -142.00 |
| 2020-11-11 | 1803.00 | 1806.00 | 1817.00 | 1788.00 | 1930.00 | 1954.00 | 1961.00 | 1930.00 | -127.00 | -148.00 | -144.00 | -142.00 |
| 2020-11-10 | 1818.00 | 1788.00 | 1834.00 | 1755.00 | 1936.00 | 1925.00 | 1968.00 | 1891.00 | -118.00 | -137.00 | -134.00 | -136.00 |
| 2020-11-09 | 1677.00 | 1740.00 | 1746.00 | 1665.00 | 1810.00 | 1882.00 | 1887.00 | 1804.00 | -133.00 | -142.00 | -141.00 | -139.00 |
| 2020-11-06 | 1722.00 | 1678.00 | 1742.00 | 1667.00 | 1841.00 | 1810.00 | 1861.00 | 1801.00 | -119.00 | -132.00 | -119.00 | -134.00 |
| 2020-11-05 | 1733.00 | 1712.00 | 1735.00 | 1703.00 | 1860.00 | 1834.00 | 1861.00 | 1802.00 | -127.00 | -122.00 | -126.00 | -99.00 |
| 2020-11-04 | 1733.00 | 1718.00 | 1737.00 | 1701.00 | 1878.00 | 1848.00 | 1880.00 | 1837.00 | -145.00 | -130.00 | -143.00 | -136.00 |
| 2020-11-03 | 1673.00 | 1699.00 | 1722.00 | 1663.00 | 1800.00 | 1846.00 | 1866.00 | 1800.00 | -127.00 | -147.00 | -144.00 | -137.00 |
| 2020-11-02 | 1683.00 | 1652.00 | 1698.00 | 1598.00 | 1810.00 | 1791.00 | 1832.00 | 1745.00 | -127.00 | -139.00 | -134.00 | -147.00 |
| 2020-10-30 | 1707.00 | 1677.00 | 1740.00 | 1638.00 | 1822.00 | 1809.00 | 1866.00 | 1767.00 | -115.00 | -132.00 | -126.00 | -129.00 |
| 2020-10-29 | 1799.00 | 1777.00 | 1799.00 | 1754.00 | 1900.00 | 1887.00 | 1903.00 | 1800.00 | -101.00 | -110.00 | -104.00 | -46.00 |
| 2020-10-28 | 1858.00 | 1824.00 | 1865.00 | 1804.00 | 1961.00 | 1931.00 | 1971.00 | 1907.00 | -103.00 | -107.00 | -106.00 | -103.00 |
| 2020-10-27 | 1863.00 | 1866.00 | 1875.00 | 1854.00 | 1965.00 | 1965.00 | 1983.00 | 1955.00 | -102.00 | -99.00 | -108.00 | -101.00 |
| 2020-10-26 | 1938.00 | 1865.00 | 1956.00 | 1857.00 | 2028.00 | 1967.00 | 2045.00 | 1960.00 | -90.00 | -102.00 | -89.00 | -103.00 |
| 2020-10-23 | 1889.00 | 1932.00 | 1945.00 | 1888.00 | 1991.00 | 2023.00 | 2038.00 | 1990.00 | -102.00 | -91.00 | -93.00 | -102.00 |
| 2020-10-22 | 1915.00 | 1888.00 | 1927.00 | 1872.00 | 2020.00 | 1989.00 | 2028.00 | 1976.00 | -105.00 | -101.00 | -101.00 | -104.00 |
| 2020-10-21 | 1920.00 | 1919.00 | 1943.00 | 1909.00 | 2020.00 | 2021.00 | 2042.00 | 2015.00 | -100.00 | -102.00 | -99.00 | -106.00 |
| 2020-10-20 | 1952.00 | 1921.00 | 1957.00 | 1907.00 | 2031.00 | 2022.00 | 2045.00 | 2012.00 | -79.00 | -101.00 | -88.00 | -105.00 |
| 2020-10-19 | 1948.00 | 1959.00 | 1962.00 | 1926.00 | 2002.00 | 2033.00 | 2035.00 | 1994.00 | -54.00 | -74.00 | -73.00 | -68.00 |
| 2020-10-16 | 1896.00 | 1944.00 | 1966.00 | 1886.00 | 1989.00 | 2002.00 | 2025.00 | 1969.00 | -93.00 | -58.00 | -59.00 | -83.00 |
| 2020-10-15 | 1879.00 | 1933.00 | 1943.00 | 1871.00 | 1970.00 | 2008.00 | 2022.00 | 1968.00 | -91.00 | -75.00 | -79.00 | -97.00 |
| 2020-10-14 | 1869.00 | 1867.00 | 1873.00 | 1839.00 | 1970.00 | 1965.00 | 1976.00 | 1945.00 | -101.00 | -98.00 | -103.00 | -106.00 |
| 2020-10-13 | 1867.00 | 1865.00 | 1881.00 | 1846.00 | 1961.00 | 1968.00 | 1980.00 | 1947.00 | -94.00 | -103.00 | -99.00 | -101.00 |
| 2020-10-12 | 1872.00 | 1868.00 | 1892.00 | 1858.00 | 1963.00 | 1964.00 | 1979.00 | 1955.00 | -91.00 | -96.00 | -87.00 | -97.00 |
| 2020-10-09 | 1850.00 | 1878.00 | 1890.00 | 1834.00 | 1926.00 | 1966.00 | 1972.00 | 1926.00 | -76.00 | -88.00 | -82.00 | -92.00 |
| 2020-09-30 | 1840.00 | 1798.00 | 1840.00 | 1788.00 | 1936.00 | 1899.00 | 1939.00 | 1887.00 | -96.00 | -101.00 | -99.00 | -99.00 |
| 2020-09-29 | 1837.00 | 1835.00 | 1860.00 | 1823.00 | 1926.00 | 1935.00 | 1958.00 | 1923.00 | -89.00 | -100.00 | -98.00 | -100.00 |
| 2020-09-28 | 1820.00 | 1819.00 | 1833.00 | 1792.00 | 1924.00 | 1921.00 | 1931.00 | 1897.00 | -104.00 | -102.00 | -98.00 | -105.00 |
| 2020-09-25 | 1800.00 | 1825.00 | 1835.00 | 1794.00 | 1896.00 | 1926.00 | 1937.00 | 1894.00 | -96.00 | -101.00 | -102.00 | -100.00 |
| 2020-09-24 | 1801.00 | 1797.00 | 1813.00 | 1784.00 | 1919.00 | 1894.00 | 1926.00 | 1888.00 | -118.00 | -97.00 | -113.00 | -104.00 |
| 2020-09-23 | 1819.00 | 1797.00 | 1825.00 | 1776.00 | 1938.00 | 1915.00 | 1946.00 | 1896.00 | -119.00 | -118.00 | -121.00 | -120.00 |
| 2020-09-22 | 1849.00 | 1808.00 | 1856.00 | 1721.00 | 1973.00 | 1935.00 | 1976.00 | 1858.00 | -124.00 | -127.00 | -120.00 | -137.00 |
| 2020-09-21 | 1879.00 | 1861.00 | 1888.00 | 1850.00 | 1997.00 | 1978.00 | 2002.00 | 1969.00 | -118.00 | -117.00 | -114.00 | -119.00 |
| 2020-09-18 | 1841.00 | 1890.00 | 1899.00 | 1832.00 | 1955.00 | 2002.00 | 2008.00 | 1953.00 | -114.00 | -112.00 | -109.00 | -121.00 |
| 2020-09-17 | 1861.00 | 1835.00 | 1884.00 | 1826.00 | 1985.00 | 1952.00 | 1998.00 | 1949.00 | -124.00 | -117.00 | -114.00 | -123.00 |
| 2020-09-16 | 1836.00 | 1862.00 | 1873.00 | 1818.00 | 1951.00 | 1983.00 | 1987.00 | 1942.00 | -115.00 | -121.00 | -114.00 | -124.00 |
| 2020-09-15 | 1840.00 | 1826.00 | 1857.00 | 1817.00 | 1960.00 | 1946.00 | 1968.00 | 1939.00 | -120.00 | -120.00 | -111.00 | -122.00 |
| 2020-09-14 | 1815.00 | 1849.00 | 1852.00 | 1809.00 | 1697.00 | 1699.00 | 1710.00 | 1662.00 | 118.00 | 150.00 | 142.00 | 147.00 |
| 2020-09-11 | 1810.00 | 1826.00 | 1837.00 | 1803.00 | 1706.00 | 1696.00 | 1730.00 | 1694.00 | 104.00 | 130.00 | 107.00 | 109.00 |
| 2020-09-10 | 1828.00 | 1825.00 | 1842.00 | 1814.00 | 1734.00 | 1728.00 | 1735.00 | 1705.00 | 94.00 | 97.00 | 107.00 | 109.00 |
| 2020-09-09 | 1875.00 | 1808.00 | 1876.00 | 1785.00 | 1741.00 | 1701.00 | 1750.00 | 1665.00 | 134.00 | 107.00 | 126.00 | 120.00 |
| 2020-09-08 | 1918.00 | 1912.00 | 1930.00 | 1903.00 | 1800.00 | 1796.00 | 1805.00 | 1786.00 | 118.00 | 116.00 | 125.00 | 117.00 |
| 2020-09-07 | 1978.00 | 1918.00 | 1982.00 | 1910.00 | 1847.00 | 1796.00 | 1860.00 | 1795.00 | 131.00 | 122.00 | 122.00 | 115.00 |
| 2020-09-04 | 1960.00 | 1973.00 | 1984.00 | 1940.00 | 1848.00 | 1842.00 | 1858.00 | 1827.00 | 112.00 | 131.00 | 126.00 | 113.00 |
| 2020-09-03 | 2012.00 | 1966.00 | 2023.00 | 1964.00 | 1905.00 | 1859.00 | 1910.00 | 1854.00 | 107.00 | 107.00 | 113.00 | 110.00 |
| 2020-09-02 | 2013.00 | 2014.00 | 2046.00 | 2005.00 | 1901.00 | 1902.00 | 1924.00 | 1896.00 | 112.00 | 112.00 | 122.00 | 109.00 |
| 2020-09-01 | 2011.00 | 2011.00 | 2022.00 | 1972.00 | 1917.00 | 1901.00 | 1919.00 | 1882.00 | 94.00 | 110.00 | 103.00 | 90.00 |
| 2020-08-31 | 2010.00 | 2011.00 | 2037.00 | 1995.00 | 1905.00 | 1916.00 | 1938.00 | 1905.00 | 105.00 | 95.00 | 99.00 | 90.00 |
| 2020-08-28 | 2014.00 | 2010.00 | 2030.00 | 1985.00 | 1927.00 | 1921.00 | 1943.00 | 1902.00 | 87.00 | 89.00 | 87.00 | 83.00 |
| 2020-08-27 | 2030.00 | 2019.00 | 2046.00 | 2008.00 | 2035.00 | 1935.00 | 2045.00 | 1821.00 | -5.00 | 84.00 | 1.00 | 187.00 |
| 2020-08-26 | 2031.00 | 2036.00 | 2056.00 | 2011.00 | 1934.00 | 2015.00 | 2046.00 | 1934.00 | 97.00 | 21.00 | 10.00 | 77.00 |
| 2020-08-25 | 1973.00 | 2030.00 | 2034.00 | 1962.00 | 1910.00 | 1934.00 | 1937.00 | 1883.00 | 63.00 | 96.00 | 97.00 | 79.00 |
| 2020-08-24 | 1954.00 | 1966.00 | 2025.00 | 1934.00 | 1823.00 | 1907.00 | 1922.00 | 1823.00 | 131.00 | 59.00 | 103.00 | 111.00 |
| 2020-08-21 | 1939.00 | 1968.00 | 1985.00 | 1911.00 | 1812.00 | 1851.00 | 1853.00 | 1794.00 | 127.00 | 117.00 | 132.00 | 117.00 |
| 2020-08-20 | 1886.00 | 1939.00 | 1945.00 | 1872.00 | 1765.00 | 1813.00 | 1848.00 | 1759.00 | 121.00 | 126.00 | 97.00 | 113.00 |
| 2020-08-19 | 1897.00 | 1886.00 | 1897.00 | 1872.00 | 1756.00 | 1767.00 | 1769.00 | 1748.00 | 141.00 | 119.00 | 128.00 | 124.00 |
| 2020-08-18 | 1868.00 | 1889.00 | 1906.00 | 1860.00 | 1733.00 | 1747.00 | 1753.00 | 1719.00 | 135.00 | 142.00 | 153.00 | 141.00 |
| 2020-08-17 | 1894.00 | 1875.00 | 1897.00 | 1870.00 | 1711.00 | 1737.00 | 1750.00 | 1701.00 | 183.00 | 138.00 | 147.00 | 169.00 |
| 2020-08-14 | 1890.00 | 1893.00 | 1905.00 | 1853.00 | 1692.00 | 1710.00 | 1718.00 | 1686.00 | 198.00 | 183.00 | 187.00 | 167.00 |
| 2020-08-13 | 1901.00 | 1882.00 | 1908.00 | 1877.00 | 1680.00 | 1686.00 | 1690.00 | 1665.00 | 221.00 | 196.00 | 218.00 | 212.00 |
| 2020-08-12 | 1893.00 | 1895.00 | 1907.00 | 1830.00 | 1684.00 | 1673.00 | 1684.00 | 1645.00 | 209.00 | 222.00 | 223.00 | 185.00 |
| 2020-08-11 | 1661.00 | 1668.00 | 1682.00 | 1658.00 | 1901.00 | 1886.00 | 1915.00 | 1881.00 | -240.00 | -218.00 | -233.00 | -223.00 |
| 2020-08-10 | 1653.00 | 1659.00 | 1664.00 | 1627.00 | 1891.00 | 1897.00 | 1910.00 | 1869.00 | -238.00 | -238.00 | -246.00 | -242.00 |
| 2020-08-07 | 1662.00 | 1647.00 | 1670.00 | 1636.00 | 1910.00 | 1891.00 | 1929.00 | 1877.00 | -248.00 | -244.00 | -259.00 | -241.00 |
| 2020-08-06 | 1677.00 | 1659.00 | 1691.00 | 1638.00 | 1932.00 | 1902.00 | 1950.00 | 1877.00 | -255.00 | -243.00 | -259.00 | -239.00 |
| 2020-08-05 | 1639.00 | 1656.00 | 1669.00 | 1633.00 | 1861.00 | 1902.00 | 1920.00 | 1857.00 | -222.00 | -246.00 | -251.00 | -224.00 |
| 2020-08-04 | 1649.00 | 1652.00 | 1666.00 | 1642.00 | 1863.00 | 1876.00 | 1900.00 | 1863.00 | -214.00 | -224.00 | -234.00 | -221.00 |
| 2020-08-03 | 1666.00 | 1639.00 | 1668.00 | 1627.00 | 1890.00 | 1856.00 | 1900.00 | 1850.00 | -224.00 | -217.00 | -232.00 | -223.00 |
| 2020-07-31 | 1677.00 | 1664.00 | 1679.00 | 1623.00 | 1900.00 | 1893.00 | 1909.00 | 1857.00 | -223.00 | -229.00 | -230.00 | -234.00 |
| 2020-07-30 | 1706.00 | 1684.00 | 1711.00 | 1675.00 | 1950.00 | 1907.00 | 1959.00 | 1893.00 | -244.00 | -223.00 | -248.00 | -218.00 |