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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020-07-29 | 7110.00 | 7095.00 | 7175.00 | 7065.00 | 7030.00 | 7040.00 | 7095.00 | 7010.00 | 80.00 | 55.00 | 80.00 | 55.00 |
| 2020-07-28 | 7055.00 | 7110.00 | 7155.00 | 7025.00 | 6995.00 | 7030.00 | 7060.00 | 6955.00 | 60.00 | 80.00 | 95.00 | 70.00 |
| 2020-07-27 | 6940.00 | 7050.00 | 7085.00 | 6915.00 | 6880.00 | 6975.00 | 6995.00 | 6855.00 | 60.00 | 75.00 | 90.00 | 60.00 |
| 2020-07-24 | 7005.00 | 6940.00 | 7050.00 | 6905.00 | 6915.00 | 6875.00 | 6980.00 | 6855.00 | 90.00 | 65.00 | 70.00 | 50.00 |
| 2020-07-23 | 6995.00 | 7025.00 | 7040.00 | 6940.00 | 6950.00 | 6945.00 | 6955.00 | 6890.00 | 45.00 | 80.00 | 85.00 | 50.00 |
| 2020-07-22 | 7085.00 | 6995.00 | 7150.00 | 6975.00 | 7035.00 | 6950.00 | 7070.00 | 6935.00 | 50.00 | 45.00 | 80.00 | 40.00 |
| 2020-07-21 | 7080.00 | 7060.00 | 7165.00 | 7035.00 | 7055.00 | 7010.00 | 7075.00 | 6985.00 | 25.00 | 50.00 | 90.00 | 50.00 |
| 2020-07-20 | 7085.00 | 7100.00 | 7180.00 | 7015.00 | 6980.00 | 7025.00 | 7070.00 | 6950.00 | 105.00 | 75.00 | 110.00 | 65.00 |
| 2020-07-17 | 7130.00 | 7090.00 | 7145.00 | 7050.00 | 7025.00 | 6990.00 | 7060.00 | 6970.00 | 105.00 | 100.00 | 85.00 | 80.00 |
| 2020-07-16 | 7250.00 | 7120.00 | 7265.00 | 7105.00 | 7110.00 | 7045.00 | 7140.00 | 7005.00 | 140.00 | 75.00 | 125.00 | 100.00 |
| 2020-07-15 | 7300.00 | 7235.00 | 7325.00 | 7215.00 | 7115.00 | 7110.00 | 7155.00 | 7075.00 | 185.00 | 125.00 | 170.00 | 140.00 |
| 2020-07-14 | 7300.00 | 7305.00 | 7430.00 | 7225.00 | 7155.00 | 7115.00 | 7205.00 | 7055.00 | 145.00 | 190.00 | 225.00 | 170.00 |
| 2020-07-13 | 7250.00 | 7290.00 | 7375.00 | 7230.00 | 7080.00 | 7145.00 | 7200.00 | 7080.00 | 170.00 | 145.00 | 175.00 | 150.00 |
| 2020-07-10 | 7305.00 | 7225.00 | 7360.00 | 7150.00 | 7175.00 | 7060.00 | 7195.00 | 7000.00 | 130.00 | 165.00 | 165.00 | 150.00 |
| 2020-07-09 | 7315.00 | 7290.00 | 7400.00 | 7225.00 | 7100.00 | 7155.00 | 7215.00 | 7085.00 | 215.00 | 135.00 | 185.00 | 140.00 |
| 2020-07-08 | 7265.00 | 7300.00 | 7485.00 | 7265.00 | 7150.00 | 7110.00 | 7275.00 | 7105.00 | 115.00 | 190.00 | 210.00 | 160.00 |
| 2020-07-07 | 7180.00 | 7280.00 | 7360.00 | 7135.00 | 7045.00 | 7130.00 | 7205.00 | 7040.00 | 135.00 | 150.00 | 155.00 | 95.00 |
| 2020-07-06 | 7000.00 | 7180.00 | 7195.00 | 6960.00 | 6905.00 | 7080.00 | 7090.00 | 6870.00 | 95.00 | 100.00 | 105.00 | 90.00 |
| 2020-07-03 | 6895.00 | 7000.00 | 7010.00 | 6890.00 | 6820.00 | 6905.00 | 6930.00 | 6805.00 | 75.00 | 95.00 | 80.00 | 85.00 |
| 2020-07-02 | 6890.00 | 6890.00 | 6920.00 | 6820.00 | 6780.00 | 6805.00 | 6815.00 | 6725.00 | 110.00 | 85.00 | 105.00 | 95.00 |
| 2020-07-01 | 6885.00 | 6890.00 | 6935.00 | 6865.00 | 6775.00 | 6780.00 | 6815.00 | 6755.00 | 110.00 | 110.00 | 120.00 | 110.00 |
| 2020-06-30 | 6795.00 | 6900.00 | 6940.00 | 6785.00 | 6675.00 | 6780.00 | 6810.00 | 6675.00 | 120.00 | 120.00 | 130.00 | 110.00 |
| 2020-06-29 | 6810.00 | 6785.00 | 6865.00 | 6725.00 | 6715.00 | 6665.00 | 6770.00 | 6625.00 | 95.00 | 120.00 | 95.00 | 100.00 |
| 2020-06-24 | 6860.00 | 6875.00 | 6895.00 | 6805.00 | 6750.00 | 6785.00 | 6800.00 | 6725.00 | 110.00 | 90.00 | 95.00 | 80.00 |
| 2020-06-23 | 6780.00 | 6835.00 | 6855.00 | 6775.00 | 6715.00 | 6735.00 | 6765.00 | 6705.00 | 65.00 | 100.00 | 90.00 | 70.00 |
| 2020-06-22 | 6810.00 | 6785.00 | 6830.00 | 6745.00 | 6745.00 | 6710.00 | 6770.00 | 6700.00 | 65.00 | 75.00 | 60.00 | 45.00 |
| 2020-06-19 | 6850.00 | 6795.00 | 6875.00 | 6760.00 | 6760.00 | 6735.00 | 6805.00 | 6705.00 | 90.00 | 60.00 | 70.00 | 55.00 |
| 2020-06-18 | 6825.00 | 6850.00 | 6930.00 | 6790.00 | 6745.00 | 6780.00 | 6840.00 | 6720.00 | 80.00 | 70.00 | 90.00 | 70.00 |
| 2020-06-17 | 6870.00 | 6825.00 | 6890.00 | 6780.00 | 6790.00 | 6755.00 | 6800.00 | 6710.00 | 80.00 | 70.00 | 90.00 | 70.00 |
| 2020-06-16 | 6655.00 | 6850.00 | 6875.00 | 6620.00 | 6555.00 | 6755.00 | 6770.00 | 6555.00 | 100.00 | 95.00 | 105.00 | 65.00 |
| 2020-06-15 | 6695.00 | 6645.00 | 6760.00 | 6635.00 | 6645.00 | 6580.00 | 6690.00 | 6575.00 | 50.00 | 65.00 | 70.00 | 60.00 |
| 2020-06-12 | 6600.00 | 6690.00 | 6695.00 | 6480.00 | 6600.00 | 6640.00 | 6645.00 | 6460.00 | 0.00 | 50.00 | 50.00 | 20.00 |
| 2020-06-11 | 6670.00 | 6645.00 | 6720.00 | 6610.00 | 6625.00 | 6620.00 | 6700.00 | 6595.00 | 45.00 | 25.00 | 20.00 | 15.00 |
| 2020-06-10 | 6650.00 | 6650.00 | 6745.00 | 6625.00 | 6610.00 | 6640.00 | 6710.00 | 6610.00 | 40.00 | 10.00 | 35.00 | 15.00 |
| 2020-06-09 | 6575.00 | 6660.00 | 6670.00 | 6535.00 | 6580.00 | 6630.00 | 6645.00 | 6535.00 | -5.00 | 30.00 | 25.00 | 0.00 |
| 2020-06-08 | 6660.00 | 6610.00 | 6685.00 | 6585.00 | 6615.00 | 6600.00 | 6660.00 | 6575.00 | 45.00 | 10.00 | 25.00 | 10.00 |
| 2020-06-05 | 6595.00 | 6630.00 | 6650.00 | 6570.00 | 6565.00 | 6600.00 | 6620.00 | 6555.00 | 30.00 | 30.00 | 30.00 | 15.00 |
| 2020-06-04 | 6710.00 | 6570.00 | 6715.00 | 6550.00 | 6665.00 | 6545.00 | 6670.00 | 6530.00 | 45.00 | 25.00 | 45.00 | 20.00 |
| 2020-06-03 | 6695.00 | 6725.00 | 6755.00 | 6670.00 | 6650.00 | 6675.00 | 6705.00 | 6630.00 | 45.00 | 50.00 | 50.00 | 40.00 |
| 2020-06-02 | 6685.00 | 6690.00 | 6775.00 | 6650.00 | 6650.00 | 6645.00 | 6715.00 | 6615.00 | 35.00 | 45.00 | 60.00 | 35.00 |
| 2020-06-01 | 6520.00 | 6685.00 | 6715.00 | 6515.00 | 6480.00 | 6650.00 | 6670.00 | 6480.00 | 40.00 | 35.00 | 45.00 | 35.00 |
| 2020-05-29 | 6585.00 | 6515.00 | 6615.00 | 6515.00 | 6550.00 | 6485.00 | 6575.00 | 6480.00 | 35.00 | 30.00 | 40.00 | 35.00 |
| 2020-05-28 | 6520.00 | 6560.00 | 6600.00 | 6450.00 | 6485.00 | 6525.00 | 6560.00 | 6440.00 | 35.00 | 35.00 | 40.00 | 10.00 |
| 2020-05-27 | 6500.00 | 6500.00 | 6560.00 | 6430.00 | 6510.00 | 6495.00 | 6545.00 | 6445.00 | -10.00 | 5.00 | 15.00 | -15.00 |
| 2020-05-26 | 6500.00 | 6490.00 | 6530.00 | 6450.00 | 6515.00 | 6500.00 | 6530.00 | 6460.00 | -15.00 | -10.00 | 0.00 | -10.00 |
| 2020-05-25 | 6415.00 | 6490.00 | 6530.00 | 6415.00 | 6445.00 | 6490.00 | 6525.00 | 6430.00 | -30.00 | 0.00 | 5.00 | -15.00 |
| 2020-05-22 | 6515.00 | 6415.00 | 6540.00 | 6390.00 | 6545.00 | 6420.00 | 6545.00 | 6405.00 | -30.00 | -5.00 | -5.00 | -15.00 |
| 2020-05-21 | 6500.00 | 6515.00 | 6595.00 | 6460.00 | 6520.00 | 6535.00 | 6590.00 | 6465.00 | -20.00 | -20.00 | 5.00 | -5.00 |
| 2020-05-20 | 6365.00 | 6490.00 | 6495.00 | 6330.00 | 6375.00 | 6495.00 | 6505.00 | 6345.00 | -10.00 | -5.00 | -10.00 | -15.00 |
| 2020-05-19 | 6380.00 | 6365.00 | 6530.00 | 6340.00 | 6420.00 | 6380.00 | 6530.00 | 6355.00 | -40.00 | -15.00 | 0.00 | -15.00 |
| 2020-05-18 | 6385.00 | 6370.00 | 6410.00 | 6320.00 | 6425.00 | 6390.00 | 6425.00 | 6335.00 | -40.00 | -20.00 | -15.00 | -15.00 |
| 2020-05-15 | 6295.00 | 6395.00 | 6410.00 | 6270.00 | 6305.00 | 6395.00 | 6410.00 | 6285.00 | -10.00 | 0.00 | 0.00 | -15.00 |
| 2020-05-14 | 6295.00 | 6290.00 | 6320.00 | 6230.00 | 6320.00 | 6300.00 | 6335.00 | 6245.00 | -25.00 | -10.00 | -15.00 | -15.00 |
| 2020-05-13 | 6275.00 | 6295.00 | 6355.00 | 6170.00 | 6260.00 | 6305.00 | 6350.00 | 6185.00 | 15.00 | -10.00 | 5.00 | -15.00 |
| 2020-05-12 | 6230.00 | 6250.00 | 6275.00 | 6185.00 | 6240.00 | 6260.00 | 6290.00 | 6200.00 | -10.00 | -10.00 | -15.00 | -15.00 |
| 2020-05-11 | 6360.00 | 6240.00 | 6380.00 | 6215.00 | 6400.00 | 6245.00 | 6400.00 | 6230.00 | -40.00 | -5.00 | -20.00 | -15.00 |
| 2020-05-08 | 6400.00 | 6360.00 | 6440.00 | 6300.00 | 6340.00 | 6360.00 | 6410.00 | 6275.00 | 60.00 | 0.00 | 30.00 | 25.00 |
| 2020-05-07 | 6400.00 | 6340.00 | 6540.00 | 6335.00 | 6435.00 | 6310.00 | 6520.00 | 6310.00 | -35.00 | 30.00 | 20.00 | 25.00 |
| 2020-05-06 | 6330.00 | 6450.00 | 6485.00 | 6260.00 | 6305.00 | 6450.00 | 6485.00 | 6275.00 | 25.00 | 0.00 | 0.00 | -15.00 |
| 2020-04-30 | 6150.00 | 6180.00 | 6190.00 | 6020.00 | 6215.00 | 6185.00 | 6215.00 | 6065.00 | -65.00 | -5.00 | -25.00 | -45.00 |
| 2020-04-29 | 6200.00 | 6090.00 | 6245.00 | 6055.00 | 6280.00 | 6130.00 | 6280.00 | 6095.00 | -80.00 | -40.00 | -35.00 | -40.00 |
| 2020-04-28 | 6160.00 | 6145.00 | 6210.00 | 6110.00 | 6125.00 | 6170.00 | 6210.00 | 6110.00 | 35.00 | -25.00 | 0.00 | 0.00 |
| 2020-04-27 | 6085.00 | 6225.00 | 6300.00 | 6070.00 | 6070.00 | 6220.00 | 6305.00 | 6030.00 | 15.00 | 5.00 | -5.00 | 40.00 |
| 2020-04-24 | 6080.00 | 6110.00 | 6175.00 | 6020.00 | 6120.00 | 6110.00 | 6170.00 | 6035.00 | -40.00 | 0.00 | 5.00 | -15.00 |
| 2020-04-23 | 5800.00 | 6100.00 | 6110.00 | 5800.00 | 5805.00 | 6085.00 | 6095.00 | 5805.00 | -5.00 | 15.00 | 15.00 | -5.00 |
| 2020-04-22 | 5680.00 | 5730.00 | 5810.00 | 5640.00 | 5765.00 | 5730.00 | 5815.00 | 5665.00 | -85.00 | 0.00 | -5.00 | -25.00 |
| 2020-04-21 | 5980.00 | 5865.00 | 6055.00 | 5730.00 | 6045.00 | 5920.00 | 6120.00 | 5810.00 | -65.00 | -55.00 | -65.00 | -80.00 |
| 2020-04-20 | 6105.00 | 6095.00 | 6140.00 | 6025.00 | 6100.00 | 6165.00 | 6200.00 | 6085.00 | 5.00 | -70.00 | -60.00 | -60.00 |
| 2020-04-17 | 6255.00 | 6150.00 | 6365.00 | 6125.00 | 6350.00 | 6210.00 | 6505.00 | 6190.00 | -95.00 | -60.00 | -140.00 | -65.00 |
| 2020-04-16 | 6205.00 | 6225.00 | 6250.00 | 6120.00 | 6300.00 | 6365.00 | 6400.00 | 6230.00 | -95.00 | -140.00 | -150.00 | -110.00 |
| 2020-04-15 | 6090.00 | 6205.00 | 6260.00 | 6045.00 | 6350.00 | 6310.00 | 6400.00 | 6260.00 | -260.00 | -105.00 | -140.00 | -215.00 |
| 2020-04-14 | 6350.00 | 6180.00 | 6375.00 | 6105.00 | 6670.00 | 6400.00 | 6670.00 | 6255.00 | -320.00 | -220.00 | -295.00 | -150.00 |
| 2020-04-13 | 6400.00 | 6330.00 | 6555.00 | 6260.00 | 6400.00 | 6605.00 | 6605.00 | 6330.00 | 0.00 | -275.00 | -50.00 | -70.00 |
| 2020-04-10 | 5900.00 | 6260.00 | 6305.00 | 5870.00 | 5970.00 | 6345.00 | 6365.00 | 5900.00 | -70.00 | -85.00 | -60.00 | -30.00 |
| 2020-04-09 | 5990.00 | 6045.00 | 6070.00 | 5925.00 | 6050.00 | 6080.00 | 6135.00 | 6020.00 | -60.00 | -35.00 | -65.00 | -95.00 |
| 2020-04-08 | 6065.00 | 5920.00 | 6100.00 | 5910.00 | 6150.00 | 6010.00 | 6195.00 | 6000.00 | -85.00 | -90.00 | -95.00 | -90.00 |
| 2020-04-07 | 5995.00 | 6115.00 | 6150.00 | 5970.00 | 6030.00 | 6155.00 | 6190.00 | 5995.00 | -35.00 | -40.00 | -40.00 | -25.00 |
| 2020-04-03 | 5850.00 | 5905.00 | 5915.00 | 5765.00 | 5980.00 | 5940.00 | 5980.00 | 5755.00 | -130.00 | -35.00 | -65.00 | 10.00 |
| 2020-04-02 | 5575.00 | 5805.00 | 5845.00 | 5555.00 | 5620.00 | 5810.00 | 5870.00 | 5580.00 | -45.00 | -5.00 | -25.00 | -25.00 |
| 2020-04-01 | 5480.00 | 5565.00 | 5620.00 | 5415.00 | 5545.00 | 5615.00 | 5645.00 | 5495.00 | -65.00 | -50.00 | -25.00 | -80.00 |
| 2020-03-31 | 5430.00 | 5565.00 | 5680.00 | 5430.00 | 5445.00 | 5505.00 | 5630.00 | 5410.00 | -15.00 | 60.00 | 50.00 | 20.00 |
| 2020-03-30 | 5535.00 | 5370.00 | 5535.00 | 5350.00 | 5585.00 | 5420.00 | 5600.00 | 5420.00 | -50.00 | -50.00 | -65.00 | -70.00 |
| 2020-03-27 | 5795.00 | 5650.00 | 5820.00 | 5560.00 | 5910.00 | 5735.00 | 5910.00 | 5650.00 | -115.00 | -85.00 | -90.00 | -90.00 |
| 2020-03-26 | 6110.00 | 5820.00 | 6110.00 | 5790.00 | 6185.00 | 5910.00 | 6185.00 | 5880.00 | -75.00 | -90.00 | -75.00 | -90.00 |
| 2020-03-25 | 6200.00 | 6110.00 | 6225.00 | 6060.00 | 6305.00 | 6185.00 | 6325.00 | 6155.00 | -105.00 | -75.00 | -100.00 | -95.00 |
| 2020-03-24 | 6330.00 | 6185.00 | 6330.00 | 6065.00 | 6350.00 | 6265.00 | 6385.00 | 6175.00 | -20.00 | -80.00 | -55.00 | -110.00 |
| 2020-03-23 | 6205.00 | 6270.00 | 6290.00 | 6160.00 | 6315.00 | 6340.00 | 6380.00 | 6260.00 | -110.00 | -70.00 | -90.00 | -100.00 |
| 2020-03-20 | 6400.00 | 6380.00 | 6465.00 | 6335.00 | 6505.00 | 6475.00 | 6550.00 | 6420.00 | -105.00 | -95.00 | -85.00 | -85.00 |
| 2020-03-19 | 6325.00 | 6340.00 | 6365.00 | 6210.00 | 6460.00 | 6425.00 | 6480.00 | 6325.00 | -135.00 | -85.00 | -115.00 | -115.00 |
| 2020-03-18 | 6470.00 | 6385.00 | 6540.00 | 6380.00 | 6620.00 | 6495.00 | 6650.00 | 6490.00 | -150.00 | -110.00 | -110.00 | -110.00 |
| 2020-03-17 | 6535.00 | 6515.00 | 6575.00 | 6460.00 | 6670.00 | 6640.00 | 6700.00 | 6590.00 | -135.00 | -125.00 | -125.00 | -130.00 |
| 2020-03-16 | 6630.00 | 6565.00 | 6670.00 | 6560.00 | 6740.00 | 6690.00 | 6790.00 | 6685.00 | -110.00 | -125.00 | -120.00 | -125.00 |
| 2020-03-13 | 6630.00 | 6665.00 | 6690.00 | 6560.00 | 6700.00 | 6785.00 | 6800.00 | 6680.00 | -70.00 | -120.00 | -110.00 | -120.00 |
| 2020-03-12 | 6690.00 | 6675.00 | 6715.00 | 6630.00 | 6800.00 | 6775.00 | 6820.00 | 6745.00 | -110.00 | -100.00 | -105.00 | -115.00 |
| 2020-03-11 | 6790.00 | 6720.00 | 6825.00 | 6705.00 | 6920.00 | 6830.00 | 6935.00 | 6820.00 | -130.00 | -110.00 | -110.00 | -115.00 |
| 2020-03-10 | 6530.00 | 6755.00 | 6800.00 | 6530.00 | 6655.00 | 6875.00 | 6910.00 | 6655.00 | -125.00 | -120.00 | -110.00 | -125.00 |
| 2020-03-09 | 6615.00 | 6615.00 | 6680.00 | 6615.00 | 6750.00 | 6750.00 | 6820.00 | 6750.00 | -135.00 | -135.00 | -140.00 | -135.00 |
| 2020-03-06 | 6925.00 | 6900.00 | 6925.00 | 6860.00 | 7050.00 | 7030.00 | 7065.00 | 7005.00 | -125.00 | -130.00 | -140.00 | -145.00 |
| 2020-03-05 | 6940.00 | 6945.00 | 6985.00 | 6915.00 | 7065.00 | 7085.00 | 7125.00 | 7060.00 | -125.00 | -140.00 | -140.00 | -145.00 |
| 2020-03-04 | 6935.00 | 6940.00 | 6960.00 | 6910.00 | 7015.00 | 7075.00 | 7090.00 | 7015.00 | -80.00 | -135.00 | -130.00 | -105.00 |