本页面展示塑料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。
关于塑料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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021-05-27 | 7865.00 | 7765.00 | 7895.00 | 7760.00 | 7775.00 | 7730.00 | 7835.00 | 7725.00 | 90.00 | 35.00 | 60.00 | 35.00 |
| 2021-05-26 | 7820.00 | 7890.00 | 7910.00 | 7750.00 | 7770.00 | 7825.00 | 7845.00 | 7685.00 | 50.00 | 65.00 | 65.00 | 65.00 |
| 2021-05-25 | 7800.00 | 7830.00 | 7900.00 | 7790.00 | 7755.00 | 7770.00 | 7835.00 | 7725.00 | 45.00 | 60.00 | 65.00 | 65.00 |
| 2021-05-24 | 7850.00 | 7805.00 | 7905.00 | 7745.00 | 7845.00 | 7750.00 | 7850.00 | 7690.00 | 5.00 | 55.00 | 55.00 | 55.00 |
| 2021-05-21 | 7830.00 | 7810.00 | 7890.00 | 7750.00 | 7770.00 | 7765.00 | 7835.00 | 7695.00 | 60.00 | 45.00 | 55.00 | 55.00 |
| 2021-05-20 | 7900.00 | 7835.00 | 7900.00 | 7715.00 | 7850.00 | 7780.00 | 7850.00 | 7650.00 | 50.00 | 55.00 | 50.00 | 65.00 |
| 2021-05-19 | 8070.00 | 7920.00 | 8080.00 | 7840.00 | 7980.00 | 7870.00 | 8025.00 | 7785.00 | 90.00 | 50.00 | 55.00 | 55.00 |
| 2021-05-18 | 8060.00 | 8065.00 | 8120.00 | 8010.00 | 8040.00 | 8010.00 | 8060.00 | 7955.00 | 20.00 | 55.00 | 60.00 | 55.00 |
| 2021-05-17 | 8120.00 | 8080.00 | 8195.00 | 8065.00 | 8080.00 | 8020.00 | 8135.00 | 8005.00 | 40.00 | 60.00 | 60.00 | 60.00 |
| 2021-05-14 | 8205.00 | 8105.00 | 8230.00 | 8020.00 | 8155.00 | 8050.00 | 8175.00 | 7970.00 | 50.00 | 55.00 | 55.00 | 50.00 |
| 2021-05-13 | 8360.00 | 8205.00 | 8390.00 | 8160.00 | 8300.00 | 8160.00 | 8330.00 | 8115.00 | 60.00 | 45.00 | 60.00 | 45.00 |
| 2021-05-12 | 8230.00 | 8360.00 | 8395.00 | 8200.00 | 8200.00 | 8330.00 | 8370.00 | 8150.00 | 30.00 | 30.00 | 25.00 | 50.00 |
| 2021-05-11 | 8360.00 | 8245.00 | 8380.00 | 8180.00 | 8315.00 | 8140.00 | 8315.00 | 8140.00 | 45.00 | 105.00 | 65.00 | 40.00 |
| 2021-05-10 | 8430.00 | 8360.00 | 8500.00 | 8350.00 | 8400.00 | 8295.00 | 8470.00 | 8285.00 | 30.00 | 65.00 | 30.00 | 65.00 |
| 2021-05-07 | 8245.00 | 8475.00 | 8490.00 | 8240.00 | 8160.00 | 8420.00 | 8420.00 | 8160.00 | 85.00 | 55.00 | 70.00 | 80.00 |
| 2021-05-06 | 8150.00 | 8235.00 | 8290.00 | 8065.00 | 8045.00 | 8180.00 | 8240.00 | 8020.00 | 105.00 | 55.00 | 50.00 | 45.00 |
| 2021-04-30 | 8170.00 | 8040.00 | 8230.00 | 8015.00 | 8140.00 | 8010.00 | 8165.00 | 7965.00 | 30.00 | 30.00 | 65.00 | 50.00 |
| 2021-04-29 | 8190.00 | 8165.00 | 8235.00 | 8110.00 | 8110.00 | 8090.00 | 8165.00 | 8050.00 | 80.00 | 75.00 | 70.00 | 60.00 |
| 2021-04-28 | 8195.00 | 8190.00 | 8220.00 | 8125.00 | 8275.00 | 8305.00 | 8310.00 | 8225.00 | -80.00 | -115.00 | -90.00 | -100.00 |
| 2021-04-27 | 8120.00 | 8185.00 | 8205.00 | 8015.00 | 8120.00 | 8275.00 | 8295.00 | 8120.00 | 0.00 | -90.00 | -90.00 | -105.00 |
| 2021-04-26 | 8100.00 | 8120.00 | 8225.00 | 8075.00 | 8165.00 | 8190.00 | 8290.00 | 8145.00 | -65.00 | -70.00 | -65.00 | -70.00 |
| 2021-04-23 | 8130.00 | 8100.00 | 8155.00 | 8050.00 | 8240.00 | 8165.00 | 8240.00 | 8125.00 | -110.00 | -65.00 | -85.00 | -75.00 |
| 2021-04-22 | 8080.00 | 8130.00 | 8160.00 | 7980.00 | 8165.00 | 8195.00 | 8220.00 | 8090.00 | -85.00 | -65.00 | -60.00 | -110.00 |
| 2021-04-21 | 8260.00 | 8085.00 | 8260.00 | 8060.00 | 8330.00 | 8155.00 | 8330.00 | 8130.00 | -70.00 | -70.00 | -70.00 | -70.00 |
| 2021-04-20 | 8340.00 | 8260.00 | 8395.00 | 8245.00 | 8440.00 | 8330.00 | 8440.00 | 8305.00 | -100.00 | -70.00 | -45.00 | -60.00 |
| 2021-04-19 | 8350.00 | 8340.00 | 8430.00 | 8290.00 | 8355.00 | 8370.00 | 8455.00 | 8320.00 | -5.00 | -30.00 | -25.00 | -30.00 |
| 2021-04-16 | 8360.00 | 8355.00 | 8470.00 | 8310.00 | 8360.00 | 8345.00 | 8460.00 | 8320.00 | 0.00 | 10.00 | 10.00 | -10.00 |
| 2021-04-15 | 8235.00 | 8350.00 | 8400.00 | 8220.00 | 8220.00 | 8345.00 | 8380.00 | 8220.00 | 15.00 | 5.00 | 20.00 | 0.00 |
| 2021-04-14 | 8175.00 | 8235.00 | 8255.00 | 8145.00 | 8220.00 | 8235.00 | 8275.00 | 8170.00 | -45.00 | 0.00 | -20.00 | -25.00 |
| 2021-04-13 | 8295.00 | 8175.00 | 8335.00 | 8160.00 | 8300.00 | 8205.00 | 8325.00 | 8175.00 | -5.00 | -30.00 | 10.00 | -15.00 |
| 2021-04-12 | 8520.00 | 8290.00 | 8520.00 | 8270.00 | 8450.00 | 8280.00 | 8465.00 | 8240.00 | 70.00 | 10.00 | 55.00 | 30.00 |
| 2021-04-09 | 8600.00 | 8520.00 | 8635.00 | 8515.00 | 8535.00 | 8455.00 | 8565.00 | 8450.00 | 65.00 | 65.00 | 70.00 | 65.00 |
| 2021-04-08 | 8735.00 | 8610.00 | 8745.00 | 8560.00 | 8660.00 | 8555.00 | 8670.00 | 8505.00 | 75.00 | 55.00 | 75.00 | 55.00 |
| 2021-04-07 | 8715.00 | 8735.00 | 8905.00 | 8710.00 | 8645.00 | 8655.00 | 8780.00 | 8610.00 | 70.00 | 80.00 | 125.00 | 100.00 |
| 2021-04-06 | 8670.00 | 8710.00 | 8745.00 | 8615.00 | 8575.00 | 8620.00 | 8650.00 | 8555.00 | 95.00 | 90.00 | 95.00 | 60.00 |
| 2021-04-02 | 8625.00 | 8725.00 | 8755.00 | 8550.00 | 8525.00 | 8630.00 | 8655.00 | 8490.00 | 100.00 | 95.00 | 100.00 | 60.00 |
| 2021-04-01 | 8470.00 | 8625.00 | 8640.00 | 8410.00 | 8415.00 | 8540.00 | 8550.00 | 8360.00 | 55.00 | 85.00 | 90.00 | 50.00 |
| 2021-03-31 | 8540.00 | 8500.00 | 8595.00 | 8425.00 | 8520.00 | 8415.00 | 8535.00 | 8375.00 | 20.00 | 85.00 | 60.00 | 50.00 |
| 2021-03-30 | 8650.00 | 8575.00 | 8730.00 | 8545.00 | 8575.00 | 8490.00 | 8635.00 | 8475.00 | 75.00 | 85.00 | 95.00 | 70.00 |
| 2021-03-29 | 8645.00 | 8605.00 | 8810.00 | 8560.00 | 8600.00 | 8540.00 | 8715.00 | 8495.00 | 45.00 | 65.00 | 95.00 | 65.00 |
| 2021-03-26 | 8555.00 | 8645.00 | 8650.00 | 8510.00 | 8445.00 | 8570.00 | 8575.00 | 8425.00 | 110.00 | 75.00 | 75.00 | 85.00 |
| 2021-03-25 | 8600.00 | 8585.00 | 8695.00 | 8480.00 | 8520.00 | 8480.00 | 8560.00 | 8390.00 | 80.00 | 105.00 | 135.00 | 90.00 |
| 2021-03-24 | 8535.00 | 8585.00 | 8610.00 | 8455.00 | 8395.00 | 8455.00 | 8470.00 | 8340.00 | 140.00 | 130.00 | 140.00 | 115.00 |
| 2021-03-23 | 8675.00 | 8555.00 | 8695.00 | 8485.00 | 8565.00 | 8455.00 | 8605.00 | 8395.00 | 110.00 | 100.00 | 90.00 | 90.00 |
| 2021-03-22 | 8645.00 | 8670.00 | 8810.00 | 8640.00 | 8600.00 | 8585.00 | 8695.00 | 8550.00 | 45.00 | 85.00 | 115.00 | 90.00 |
| 2021-03-19 | 8795.00 | 8645.00 | 8805.00 | 8620.00 | 8700.00 | 8555.00 | 8745.00 | 8535.00 | 95.00 | 90.00 | 60.00 | 85.00 |
| 2021-03-18 | 8870.00 | 8800.00 | 8920.00 | 8775.00 | 8785.00 | 8740.00 | 8875.00 | 8725.00 | 85.00 | 60.00 | 45.00 | 50.00 |
| 2021-03-17 | 8960.00 | 8885.00 | 9000.00 | 8840.00 | 8900.00 | 8825.00 | 8940.00 | 8785.00 | 60.00 | 60.00 | 60.00 | 55.00 |
| 2021-03-16 | 9040.00 | 8980.00 | 9210.00 | 8965.00 | 8890.00 | 8910.00 | 9105.00 | 8885.00 | 150.00 | 70.00 | 105.00 | 80.00 |
| 2021-03-15 | 9030.00 | 9080.00 | 9165.00 | 8950.00 | 8875.00 | 8940.00 | 9015.00 | 8805.00 | 155.00 | 140.00 | 150.00 | 145.00 |
| 2021-03-12 | 8960.00 | 9030.00 | 9125.00 | 8920.00 | 8830.00 | 8870.00 | 8930.00 | 8755.00 | 130.00 | 160.00 | 195.00 | 165.00 |
| 2021-03-11 | 8800.00 | 8975.00 | 8990.00 | 8750.00 | 8690.00 | 8815.00 | 8845.00 | 8625.00 | 110.00 | 160.00 | 145.00 | 125.00 |
| 2021-03-10 | 8970.00 | 8765.00 | 9035.00 | 8745.00 | 8805.00 | 8655.00 | 8885.00 | 8640.00 | 165.00 | 110.00 | 150.00 | 105.00 |
| 2021-03-09 | 9120.00 | 8930.00 | 9180.00 | 8925.00 | 8960.00 | 8790.00 | 9010.00 | 8790.00 | 160.00 | 140.00 | 170.00 | 135.00 |
| 2021-03-08 | 8935.00 | 9145.00 | 9265.00 | 8895.00 | 8800.00 | 8985.00 | 9070.00 | 8725.00 | 135.00 | 160.00 | 195.00 | 170.00 |
| 2021-03-05 | 8940.00 | 8930.00 | 9000.00 | 8790.00 | 8765.00 | 8755.00 | 8795.00 | 8620.00 | 175.00 | 175.00 | 205.00 | 170.00 |
| 2021-03-04 | 9030.00 | 8940.00 | 9255.00 | 8920.00 | 8820.00 | 8745.00 | 9005.00 | 8705.00 | 210.00 | 195.00 | 250.00 | 215.00 |
| 2021-03-03 | 8930.00 | 9035.00 | 9075.00 | 8865.00 | 8695.00 | 8790.00 | 8835.00 | 8630.00 | 235.00 | 245.00 | 240.00 | 235.00 |
| 2021-03-02 | 8780.00 | 8905.00 | 8945.00 | 8645.00 | 8575.00 | 8645.00 | 8680.00 | 8455.00 | 205.00 | 260.00 | 265.00 | 190.00 |
| 2021-03-01 | 8850.00 | 8795.00 | 8960.00 | 8680.00 | 8680.00 | 8595.00 | 8755.00 | 8500.00 | 170.00 | 200.00 | 205.00 | 180.00 |
| 2021-02-26 | 8905.00 | 8885.00 | 9000.00 | 8720.00 | 8780.00 | 8690.00 | 8790.00 | 8560.00 | 125.00 | 195.00 | 210.00 | 160.00 |
| 2021-02-25 | 8770.00 | 8895.00 | 9075.00 | 8680.00 | 8555.00 | 8695.00 | 8845.00 | 8445.00 | 215.00 | 200.00 | 230.00 | 235.00 |
| 2021-02-24 | 8820.00 | 8735.00 | 8980.00 | 8735.00 | 8610.00 | 8505.00 | 8735.00 | 8505.00 | 210.00 | 230.00 | 245.00 | 230.00 |
| 2021-02-23 | 8970.00 | 8840.00 | 9120.00 | 8745.00 | 8880.00 | 8760.00 | 9035.00 | 8670.00 | 90.00 | 80.00 | 85.00 | 75.00 |
| 2021-02-22 | 8800.00 | 8995.00 | 9145.00 | 8760.00 | 8700.00 | 8915.00 | 9060.00 | 8695.00 | 100.00 | 80.00 | 85.00 | 65.00 |
| 2021-02-19 | 8590.00 | 8795.00 | 8825.00 | 8520.00 | 8540.00 | 8745.00 | 8765.00 | 8470.00 | 50.00 | 50.00 | 60.00 | 50.00 |
| 2021-02-18 | 8300.00 | 8585.00 | 8605.00 | 8220.00 | 7955.00 | 8545.00 | 8555.00 | 7955.00 | 345.00 | 40.00 | 50.00 | 265.00 |
| 2021-02-10 | 7970.00 | 7955.00 | 8010.00 | 7905.00 | 7955.00 | 7925.00 | 7965.00 | 7865.00 | 15.00 | 30.00 | 45.00 | 40.00 |
| 2021-02-09 | 8030.00 | 7995.00 | 8075.00 | 7925.00 | 8005.00 | 7955.00 | 8045.00 | 7895.00 | 25.00 | 40.00 | 30.00 | 30.00 |
| 2021-02-08 | 8050.00 | 8030.00 | 8120.00 | 7980.00 | 8025.00 | 8005.00 | 8085.00 | 7945.00 | 25.00 | 25.00 | 35.00 | 35.00 |
| 2021-02-05 | 8080.00 | 8045.00 | 8115.00 | 8020.00 | 8005.00 | 8005.00 | 8075.00 | 7985.00 | 75.00 | 40.00 | 40.00 | 35.00 |
| 2021-02-04 | 7995.00 | 8085.00 | 8085.00 | 7930.00 | 7935.00 | 8045.00 | 8055.00 | 7900.00 | 60.00 | 40.00 | 30.00 | 30.00 |
| 2021-02-03 | 7880.00 | 7980.00 | 7995.00 | 7835.00 | 7845.00 | 7950.00 | 7965.00 | 7810.00 | 35.00 | 30.00 | 30.00 | 25.00 |
| 2021-02-02 | 7870.00 | 7860.00 | 7910.00 | 7805.00 | 7870.00 | 7830.00 | 7890.00 | 7780.00 | 0.00 | 30.00 | 20.00 | 25.00 |
| 2021-02-01 | 8000.00 | 7865.00 | 8065.00 | 7855.00 | 7990.00 | 7860.00 | 8055.00 | 7840.00 | 10.00 | 5.00 | 10.00 | 15.00 |
| 2021-01-29 | 7945.00 | 7980.00 | 8030.00 | 7915.00 | 7905.00 | 7980.00 | 8025.00 | 7895.00 | 40.00 | 0.00 | 5.00 | 20.00 |
| 2021-01-28 | 7865.00 | 7935.00 | 7950.00 | 7830.00 | 7800.00 | 7900.00 | 7925.00 | 7800.00 | 65.00 | 35.00 | 25.00 | 30.00 |
| 2021-01-27 | 7770.00 | 7865.00 | 7870.00 | 7745.00 | 7755.00 | 7840.00 | 7860.00 | 7745.00 | 15.00 | 25.00 | 10.00 | 0.00 |
| 2021-01-26 | 7730.00 | 7745.00 | 7850.00 | 7725.00 | 7745.00 | 7735.00 | 7830.00 | 7725.00 | -15.00 | 10.00 | 20.00 | 0.00 |
| 2021-01-25 | 7855.00 | 7740.00 | 7970.00 | 7690.00 | 7800.00 | 7725.00 | 7940.00 | 7685.00 | 55.00 | 15.00 | 30.00 | 5.00 |
| 2021-01-22 | 7815.00 | 7880.00 | 7900.00 | 7705.00 | 7750.00 | 7850.00 | 7890.00 | 7675.00 | 65.00 | 30.00 | 10.00 | 30.00 |
| 2021-01-21 | 7685.00 | 7815.00 | 7815.00 | 7685.00 | 7675.00 | 7765.00 | 7775.00 | 7660.00 | 10.00 | 50.00 | 40.00 | 25.00 |
| 2021-01-20 | 7750.00 | 7680.00 | 7790.00 | 7670.00 | 7700.00 | 7650.00 | 7755.00 | 7640.00 | 50.00 | 30.00 | 35.00 | 30.00 |
| 2021-01-19 | 7750.00 | 7740.00 | 7805.00 | 7700.00 | 7800.00 | 7700.00 | 7800.00 | 7675.00 | -50.00 | 40.00 | 5.00 | 25.00 |
| 2021-01-18 | 7595.00 | 7760.00 | 7780.00 | 7555.00 | 7570.00 | 7765.00 | 7765.00 | 7530.00 | 25.00 | -5.00 | 15.00 | 25.00 |
| 2021-01-15 | 7550.00 | 7605.00 | 7640.00 | 7490.00 | 7510.00 | 7590.00 | 7610.00 | 7465.00 | 40.00 | 15.00 | 30.00 | 25.00 |
| 2021-01-14 | 7620.00 | 7560.00 | 7630.00 | 7475.00 | 7580.00 | 7535.00 | 7580.00 | 7460.00 | 40.00 | 25.00 | 50.00 | 15.00 |
| 2021-01-13 | 7575.00 | 7635.00 | 7640.00 | 7445.00 | 7560.00 | 7600.00 | 7605.00 | 7420.00 | 15.00 | 35.00 | 35.00 | 25.00 |
| 2021-01-12 | 7490.00 | 7560.00 | 7575.00 | 7395.00 | 7470.00 | 7540.00 | 7550.00 | 7385.00 | 20.00 | 20.00 | 25.00 | 10.00 |
| 2021-01-11 | 7465.00 | 7490.00 | 7590.00 | 7415.00 | 7415.00 | 7440.00 | 7520.00 | 7380.00 | 50.00 | 50.00 | 70.00 | 35.00 |
| 2021-01-08 | 7580.00 | 7450.00 | 7630.00 | 7425.00 | 7540.00 | 7410.00 | 7595.00 | 7390.00 | 40.00 | 40.00 | 35.00 | 35.00 |
| 2021-01-07 | 7625.00 | 7590.00 | 7745.00 | 7580.00 | 7620.00 | 7535.00 | 8360.00 | 7535.00 | 5.00 | 55.00 | -615.00 | 45.00 |
| 2021-01-06 | 7735.00 | 7640.00 | 7780.00 | 7630.00 | 7715.00 | 7600.00 | 7755.00 | 7580.00 | 20.00 | 40.00 | 25.00 | 50.00 |
| 2021-01-05 | 7745.00 | 7710.00 | 7825.00 | 7660.00 | 7705.00 | 7685.00 | 7780.00 | 7635.00 | 40.00 | 25.00 | 45.00 | 25.00 |
| 2021-01-04 | 7725.00 | 7760.00 | 7770.00 | 7625.00 | 7720.00 | 7730.00 | 7730.00 | 7605.00 | 5.00 | 30.00 | 40.00 | 20.00 |
| 2020-12-31 | 7575.00 | 7720.00 | 7735.00 | 7505.00 | 7480.00 | 7725.00 | 7735.00 | 7480.00 | 95.00 | -5.00 | 0.00 | 25.00 |
| 2020-12-30 | 7540.00 | 7565.00 | 7570.00 | 7450.00 | 7500.00 | 7500.00 | 7535.00 | 7410.00 | 40.00 | 65.00 | 35.00 | 40.00 |
| 2020-12-29 | 7600.00 | 7540.00 | 7630.00 | 7540.00 | 7530.00 | 7480.00 | 7545.00 | 7475.00 | 70.00 | 60.00 | 85.00 | 65.00 |
| 2020-12-28 | 7680.00 | 7585.00 | 7715.00 | 7585.00 | 7565.00 | 7490.00 | 7655.00 | 7485.00 | 115.00 | 95.00 | 60.00 | 100.00 |
| 2020-12-25 | 7885.00 | 7665.00 | 7905.00 | 7660.00 | 7805.00 | 7565.00 | 7815.00 | 7560.00 | 80.00 | 100.00 | 90.00 | 100.00 |