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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019-09-27 | 7530.00 | 7470.00 | 7540.00 | 7425.00 | 7330.00 | 7295.00 | 7365.00 | 7265.00 | 200.00 | 175.00 | 175.00 | 160.00 |
| 2019-09-26 | 7555.00 | 7530.00 | 7600.00 | 7475.00 | 7350.00 | 7360.00 | 7400.00 | 7325.00 | 205.00 | 170.00 | 200.00 | 150.00 |
| 2019-09-25 | 7625.00 | 7575.00 | 7655.00 | 7560.00 | 7390.00 | 7370.00 | 7415.00 | 7345.00 | 235.00 | 205.00 | 240.00 | 215.00 |
| 2019-09-24 | 7620.00 | 7625.00 | 7665.00 | 7565.00 | 7390.00 | 7395.00 | 7430.00 | 7365.00 | 230.00 | 230.00 | 235.00 | 200.00 |
| 2019-09-23 | 7650.00 | 7630.00 | 7745.00 | 7600.00 | 7385.00 | 7415.00 | 7465.00 | 7380.00 | 265.00 | 215.00 | 280.00 | 220.00 |
| 2019-09-20 | 7740.00 | 7640.00 | 7795.00 | 7630.00 | 7485.00 | 7380.00 | 7500.00 | 7365.00 | 255.00 | 260.00 | 295.00 | 265.00 |
| 2019-09-19 | 7675.00 | 7690.00 | 7845.00 | 7650.00 | 7430.00 | 7425.00 | 7530.00 | 7405.00 | 245.00 | 265.00 | 315.00 | 245.00 |
| 2019-09-18 | 7895.00 | 7675.00 | 7900.00 | 7550.00 | 7680.00 | 7450.00 | 7690.00 | 7365.00 | 215.00 | 225.00 | 210.00 | 185.00 |
| 2019-09-17 | 7670.00 | 7830.00 | 7830.00 | 7655.00 | 7435.00 | 7650.00 | 7650.00 | 7435.00 | 235.00 | 180.00 | 180.00 | 220.00 |
| 2019-09-16 | 7495.00 | 7630.00 | 7670.00 | 7390.00 | 7260.00 | 7440.00 | 7475.00 | 7260.00 | 235.00 | 190.00 | 195.00 | 130.00 |
| 2019-09-12 | 7310.00 | 7290.00 | 7350.00 | 7255.00 | 7195.00 | 7185.00 | 7240.00 | 7150.00 | 115.00 | 105.00 | 110.00 | 105.00 |
| 2019-09-11 | 7295.00 | 7310.00 | 7325.00 | 7270.00 | 7205.00 | 7210.00 | 7220.00 | 7175.00 | 90.00 | 100.00 | 105.00 | 95.00 |
| 2019-09-10 | 7350.00 | 7290.00 | 7350.00 | 7265.00 | 7240.00 | 7195.00 | 7240.00 | 7180.00 | 110.00 | 95.00 | 110.00 | 85.00 |
| 2019-09-09 | 7225.00 | 7350.00 | 7350.00 | 7200.00 | 7140.00 | 7225.00 | 7235.00 | 7140.00 | 85.00 | 125.00 | 115.00 | 60.00 |
| 2019-09-06 | 7250.00 | 7195.00 | 7290.00 | 7165.00 | 7200.00 | 7140.00 | 7235.00 | 7115.00 | 50.00 | 55.00 | 55.00 | 50.00 |
| 2019-09-05 | 7265.00 | 7240.00 | 7300.00 | 7230.00 | 7210.00 | 7190.00 | 7245.00 | 7180.00 | 55.00 | 50.00 | 55.00 | 50.00 |
| 2019-09-04 | 7165.00 | 7255.00 | 7275.00 | 7155.00 | 7140.00 | 7195.00 | 7215.00 | 7130.00 | 25.00 | 60.00 | 60.00 | 25.00 |
| 2019-09-03 | 7175.00 | 7170.00 | 7260.00 | 7150.00 | 7150.00 | 7150.00 | 7225.00 | 7130.00 | 25.00 | 20.00 | 35.00 | 20.00 |
| 2019-09-02 | 7140.00 | 7185.00 | 7185.00 | 7095.00 | 7140.00 | 7160.00 | 7165.00 | 7085.00 | 0.00 | 25.00 | 20.00 | 10.00 |
| 2019-08-30 | 7080.00 | 7135.00 | 7140.00 | 7055.00 | 7025.00 | 7125.00 | 7125.00 | 7025.00 | 55.00 | 10.00 | 15.00 | 30.00 |
| 2019-08-29 | 7190.00 | 7055.00 | 7245.00 | 7035.00 | 7160.00 | 7055.00 | 7215.00 | 7025.00 | 30.00 | 0.00 | 30.00 | 10.00 |
| 2019-08-28 | 7245.00 | 7190.00 | 7270.00 | 7175.00 | 7200.00 | 7145.00 | 7205.00 | 7135.00 | 45.00 | 45.00 | 65.00 | 40.00 |
| 2019-08-27 | 7310.00 | 7225.00 | 7330.00 | 7220.00 | 7250.00 | 7170.00 | 7255.00 | 7170.00 | 60.00 | 55.00 | 75.00 | 50.00 |
| 2019-08-26 | 7245.00 | 7295.00 | 7320.00 | 7180.00 | 7200.00 | 7220.00 | 7245.00 | 7125.00 | 45.00 | 75.00 | 75.00 | 55.00 |
| 2019-08-23 | 7330.00 | 7265.00 | 7335.00 | 7225.00 | 7285.00 | 7215.00 | 7285.00 | 7185.00 | 45.00 | 50.00 | 50.00 | 40.00 |
| 2019-08-22 | 7415.00 | 7320.00 | 7415.00 | 7305.00 | 7435.00 | 7270.00 | 7435.00 | 7260.00 | -20.00 | 50.00 | -20.00 | 45.00 |
| 2019-08-21 | 7455.00 | 7400.00 | 7470.00 | 7370.00 | 7445.00 | 7350.00 | 7445.00 | 7325.00 | 10.00 | 50.00 | 25.00 | 45.00 |
| 2019-08-20 | 7460.00 | 7465.00 | 7530.00 | 7440.00 | 7390.00 | 7430.00 | 7470.00 | 7390.00 | 70.00 | 35.00 | 60.00 | 50.00 |
| 2019-08-19 | 7435.00 | 7455.00 | 7475.00 | 7425.00 | 7390.00 | 7415.00 | 7435.00 | 7385.00 | 45.00 | 40.00 | 40.00 | 40.00 |
| 2019-08-16 | 7500.00 | 7430.00 | 7505.00 | 7420.00 | 7455.00 | 7400.00 | 7460.00 | 7390.00 | 45.00 | 30.00 | 45.00 | 30.00 |
| 2019-08-15 | 7510.00 | 7505.00 | 7535.00 | 7460.00 | 7510.00 | 7450.00 | 7510.00 | 7440.00 | 0.00 | 55.00 | 25.00 | 20.00 |
| 2019-08-14 | 7580.00 | 7515.00 | 7650.00 | 7495.00 | 7535.00 | 7495.00 | 7605.00 | 7485.00 | 45.00 | 20.00 | 45.00 | 10.00 |
| 2019-08-13 | 7580.00 | 7585.00 | 7615.00 | 7565.00 | 7570.00 | 7545.00 | 7580.00 | 7525.00 | 10.00 | 40.00 | 35.00 | 40.00 |
| 2019-08-12 | 7560.00 | 7580.00 | 7640.00 | 7560.00 | 7560.00 | 7555.00 | 7595.00 | 7525.00 | 0.00 | 25.00 | 45.00 | 35.00 |
| 2019-08-09 | 7470.00 | 7535.00 | 7565.00 | 7450.00 | 7460.00 | 7560.00 | 7575.00 | 7435.00 | 10.00 | -25.00 | -10.00 | 15.00 |
| 2019-08-08 | 7465.00 | 7470.00 | 7515.00 | 7445.00 | 7415.00 | 7450.00 | 7480.00 | 7400.00 | 50.00 | 20.00 | 35.00 | 45.00 |
| 2019-08-07 | 7450.00 | 7480.00 | 7490.00 | 7410.00 | 7415.00 | 7430.00 | 7450.00 | 7400.00 | 35.00 | 50.00 | 40.00 | 10.00 |
| 2019-08-06 | 7475.00 | 7450.00 | 7520.00 | 7390.00 | 7440.00 | 7410.00 | 7450.00 | 7380.00 | 35.00 | 40.00 | 70.00 | 10.00 |
| 2019-08-05 | 7600.00 | 7485.00 | 7615.00 | 7475.00 | 7515.00 | 7430.00 | 7530.00 | 7425.00 | 85.00 | 55.00 | 85.00 | 50.00 |
| 2019-08-02 | 7690.00 | 7605.00 | 7720.00 | 7585.00 | 7600.00 | 7520.00 | 7630.00 | 7490.00 | 90.00 | 85.00 | 90.00 | 95.00 |
| 2019-08-01 | 7650.00 | 7710.00 | 7725.00 | 7635.00 | 7560.00 | 7610.00 | 7630.00 | 7555.00 | 90.00 | 100.00 | 95.00 | 80.00 |
| 2019-07-31 | 7725.00 | 7635.00 | 7745.00 | 7630.00 | 7600.00 | 7560.00 | 7640.00 | 7560.00 | 125.00 | 75.00 | 105.00 | 70.00 |
| 2019-07-30 | 7655.00 | 7725.00 | 7765.00 | 7655.00 | 7560.00 | 7610.00 | 7645.00 | 7550.00 | 95.00 | 115.00 | 120.00 | 105.00 |
| 2019-07-29 | 7655.00 | 7655.00 | 7685.00 | 7610.00 | 7530.00 | 7545.00 | 7570.00 | 7510.00 | 125.00 | 110.00 | 115.00 | 100.00 |
| 2019-07-26 | 7585.00 | 7635.00 | 7690.00 | 7585.00 | 7485.00 | 7525.00 | 7550.00 | 7475.00 | 100.00 | 110.00 | 140.00 | 110.00 |
| 2019-07-25 | 7650.00 | 7565.00 | 7680.00 | 7555.00 | 7515.00 | 7465.00 | 7535.00 | 7460.00 | 135.00 | 100.00 | 145.00 | 95.00 |
| 2019-07-24 | 7740.00 | 7650.00 | 7755.00 | 7635.00 | 7565.00 | 7520.00 | 7600.00 | 7510.00 | 175.00 | 130.00 | 155.00 | 125.00 |
| 2019-07-23 | 7730.00 | 7745.00 | 7830.00 | 7715.00 | 7550.00 | 7580.00 | 7640.00 | 7540.00 | 180.00 | 165.00 | 190.00 | 175.00 |
| 2019-07-22 | 7820.00 | 7720.00 | 7880.00 | 7700.00 | 7615.00 | 7550.00 | 7670.00 | 7535.00 | 205.00 | 170.00 | 210.00 | 165.00 |
| 2019-07-19 | 7815.00 | 7820.00 | 7845.00 | 7690.00 | 7620.00 | 7610.00 | 7620.00 | 7505.00 | 195.00 | 210.00 | 225.00 | 185.00 |
| 2019-07-18 | 7790.00 | 7810.00 | 7860.00 | 7755.00 | 7570.00 | 7595.00 | 7625.00 | 7540.00 | 220.00 | 215.00 | 235.00 | 215.00 |
| 2019-07-17 | 7765.00 | 7790.00 | 7850.00 | 7710.00 | 7555.00 | 7560.00 | 7600.00 | 7525.00 | 210.00 | 230.00 | 250.00 | 185.00 |
| 2019-07-16 | 7845.00 | 7770.00 | 7880.00 | 7755.00 | 7675.00 | 7565.00 | 7675.00 | 7555.00 | 170.00 | 205.00 | 205.00 | 200.00 |
| 2019-07-15 | 7765.00 | 7850.00 | 7885.00 | 7755.00 | 7585.00 | 7655.00 | 7690.00 | 7580.00 | 180.00 | 195.00 | 195.00 | 175.00 |
| 2019-07-12 | 7905.00 | 7765.00 | 7910.00 | 7750.00 | 7695.00 | 7585.00 | 7730.00 | 7575.00 | 210.00 | 180.00 | 180.00 | 175.00 |
| 2019-07-11 | 8010.00 | 7915.00 | 8030.00 | 7900.00 | 7830.00 | 7740.00 | 7835.00 | 7730.00 | 180.00 | 175.00 | 195.00 | 170.00 |
| 2019-07-10 | 8010.00 | 7990.00 | 8025.00 | 7875.00 | 7850.00 | 7800.00 | 7850.00 | 7695.00 | 160.00 | 190.00 | 175.00 | 180.00 |
| 2019-07-09 | 8100.00 | 8005.00 | 8160.00 | 7980.00 | 7950.00 | 7815.00 | 7965.00 | 7805.00 | 150.00 | 190.00 | 195.00 | 175.00 |
| 2019-07-08 | 8080.00 | 8110.00 | 8200.00 | 8055.00 | 7890.00 | 7940.00 | 8015.00 | 7880.00 | 190.00 | 170.00 | 185.00 | 175.00 |
| 2019-07-05 | 8025.00 | 8080.00 | 8130.00 | 7985.00 | 7855.00 | 7900.00 | 7930.00 | 7805.00 | 170.00 | 180.00 | 200.00 | 180.00 |
| 2019-07-04 | 8040.00 | 8025.00 | 8120.00 | 7915.00 | 7845.00 | 7840.00 | 7925.00 | 7725.00 | 195.00 | 185.00 | 195.00 | 190.00 |
| 2019-07-03 | 8060.00 | 8035.00 | 8095.00 | 7920.00 | 7875.00 | 7875.00 | 7900.00 | 7740.00 | 185.00 | 160.00 | 195.00 | 180.00 |
| 2019-07-02 | 7910.00 | 8065.00 | 8145.00 | 7795.00 | 7770.00 | 7885.00 | 7950.00 | 7625.00 | 140.00 | 180.00 | 195.00 | 170.00 |
| 2019-07-01 | 7825.00 | 7905.00 | 7950.00 | 7815.00 | 7670.00 | 7740.00 | 7765.00 | 7645.00 | 155.00 | 165.00 | 185.00 | 170.00 |
| 2019-06-28 | 7835.00 | 7830.00 | 7885.00 | 7770.00 | 7640.00 | 7655.00 | 7710.00 | 7605.00 | 195.00 | 175.00 | 175.00 | 165.00 |
| 2019-06-27 | 7925.00 | 7845.00 | 7975.00 | 7805.00 | 7740.00 | 7670.00 | 7810.00 | 7645.00 | 185.00 | 175.00 | 165.00 | 160.00 |
| 2019-06-26 | 7850.00 | 7925.00 | 7925.00 | 7790.00 | 7675.00 | 7730.00 | 7730.00 | 7615.00 | 175.00 | 195.00 | 195.00 | 175.00 |
| 2019-06-25 | 7845.00 | 7845.00 | 7940.00 | 7805.00 | 7660.00 | 7675.00 | 7720.00 | 7640.00 | 185.00 | 170.00 | 220.00 | 165.00 |
| 2019-06-24 | 7740.00 | 7835.00 | 7860.00 | 7725.00 | 7580.00 | 7670.00 | 7680.00 | 7580.00 | 160.00 | 165.00 | 180.00 | 145.00 |
| 2019-06-21 | 7775.00 | 7740.00 | 7800.00 | 7680.00 | 7620.00 | 7585.00 | 7660.00 | 7545.00 | 155.00 | 155.00 | 140.00 | 135.00 |
| 2019-06-20 | 7640.00 | 7775.00 | 7780.00 | 7620.00 | 7550.00 | 7615.00 | 7620.00 | 7510.00 | 90.00 | 160.00 | 160.00 | 110.00 |
| 2019-06-19 | 7575.00 | 7645.00 | 7695.00 | 7545.00 | 7485.00 | 7545.00 | 7595.00 | 7450.00 | 90.00 | 100.00 | 100.00 | 95.00 |
| 2019-06-18 | 7505.00 | 7560.00 | 7575.00 | 7485.00 | 7400.00 | 7460.00 | 7475.00 | 7400.00 | 105.00 | 100.00 | 100.00 | 85.00 |
| 2019-06-17 | 7525.00 | 7510.00 | 7595.00 | 7500.00 | 7475.00 | 7425.00 | 7505.00 | 7425.00 | 50.00 | 85.00 | 90.00 | 75.00 |
| 2019-06-14 | 7590.00 | 7525.00 | 7610.00 | 7495.00 | 7510.00 | 7450.00 | 7515.00 | 7425.00 | 80.00 | 75.00 | 95.00 | 70.00 |
| 2019-06-13 | 7500.00 | 7585.00 | 7605.00 | 7480.00 | 7415.00 | 7485.00 | 7510.00 | 7400.00 | 85.00 | 100.00 | 95.00 | 80.00 |
| 2019-06-12 | 7605.00 | 7510.00 | 7620.00 | 7505.00 | 7540.00 | 7430.00 | 7540.00 | 7430.00 | 65.00 | 80.00 | 80.00 | 75.00 |
| 2019-06-11 | 7550.00 | 7605.00 | 7660.00 | 7510.00 | 7475.00 | 7520.00 | 7565.00 | 7430.00 | 75.00 | 85.00 | 95.00 | 80.00 |
| 2019-06-10 | 7675.00 | 7565.00 | 7705.00 | 7560.00 | 7515.00 | 7485.00 | 7575.00 | 7480.00 | 160.00 | 80.00 | 130.00 | 80.00 |
| 2019-06-06 | 7500.00 | 7585.00 | 7615.00 | 7380.00 | 7445.00 | 7490.00 | 7510.00 | 7300.00 | 55.00 | 95.00 | 105.00 | 80.00 |
| 2019-06-05 | 7640.00 | 7510.00 | 7665.00 | 7495.00 | 7570.00 | 7430.00 | 7575.00 | 7430.00 | 70.00 | 80.00 | 90.00 | 65.00 |
| 2019-06-04 | 7695.00 | 7645.00 | 7740.00 | 7575.00 | 7585.00 | 7570.00 | 7650.00 | 7490.00 | 110.00 | 75.00 | 90.00 | 85.00 |
| 2019-06-03 | 7745.00 | 7665.00 | 7775.00 | 7615.00 | 7695.00 | 7570.00 | 7695.00 | 7540.00 | 50.00 | 95.00 | 80.00 | 75.00 |
| 2019-05-31 | 7785.00 | 7790.00 | 7850.00 | 7780.00 | 7715.00 | 7715.00 | 7760.00 | 7700.00 | 70.00 | 75.00 | 90.00 | 80.00 |
| 2019-05-30 | 7855.00 | 7795.00 | 7920.00 | 7780.00 | 7790.00 | 7725.00 | 7845.00 | 7710.00 | 65.00 | 70.00 | 75.00 | 70.00 |
| 2019-05-29 | 7890.00 | 7900.00 | 7970.00 | 7865.00 | 7765.00 | 7820.00 | 7870.00 | 7765.00 | 125.00 | 80.00 | 100.00 | 100.00 |
| 2019-05-28 | 7775.00 | 7890.00 | 7900.00 | 7735.00 | 7700.00 | 7810.00 | 7815.00 | 7675.00 | 75.00 | 80.00 | 85.00 | 60.00 |
| 2019-05-27 | 7760.00 | 7765.00 | 7815.00 | 7715.00 | 7680.00 | 7700.00 | 7745.00 | 7660.00 | 80.00 | 65.00 | 70.00 | 55.00 |
| 2019-05-24 | 7800.00 | 7760.00 | 7805.00 | 7695.00 | 7750.00 | 7690.00 | 7750.00 | 7650.00 | 50.00 | 70.00 | 55.00 | 45.00 |
| 2019-05-23 | 7890.00 | 7810.00 | 7915.00 | 7800.00 | 7850.00 | 7745.00 | 7850.00 | 7745.00 | 40.00 | 65.00 | 65.00 | 55.00 |
| 2019-05-22 | 8040.00 | 7905.00 | 8055.00 | 7860.00 | 7965.00 | 7850.00 | 7970.00 | 7795.00 | 75.00 | 55.00 | 85.00 | 65.00 |
| 2019-05-21 | 7940.00 | 8045.00 | 8050.00 | 7915.00 | 7855.00 | 7970.00 | 7970.00 | 7845.00 | 85.00 | 75.00 | 80.00 | 70.00 |
| 2019-05-20 | 7860.00 | 7940.00 | 7965.00 | 7855.00 | 7880.00 | 7865.00 | 7900.00 | 7770.00 | -20.00 | 75.00 | 65.00 | 85.00 |
| 2019-05-17 | 7800.00 | 7845.00 | 7860.00 | 7740.00 | 7755.00 | 7790.00 | 7800.00 | 7700.00 | 45.00 | 55.00 | 60.00 | 40.00 |
| 2019-05-16 | 7720.00 | 7800.00 | 7845.00 | 7715.00 | 7680.00 | 7745.00 | 7780.00 | 7665.00 | 40.00 | 55.00 | 65.00 | 50.00 |
| 2019-05-15 | 7690.00 | 7735.00 | 7790.00 | 7680.00 | 7645.00 | 7675.00 | 7735.00 | 7625.00 | 45.00 | 60.00 | 55.00 | 55.00 |
| 2019-05-14 | 7850.00 | 7695.00 | 7885.00 | 7650.00 | 7810.00 | 7640.00 | 7830.00 | 7605.00 | 40.00 | 55.00 | 55.00 | 45.00 |
| 2019-05-13 | 8035.00 | 7855.00 | 8045.00 | 7850.00 | 7930.00 | 7810.00 | 7990.00 | 7810.00 | 105.00 | 45.00 | 55.00 | 40.00 |
| 2019-05-10 | 7990.00 | 8035.00 | 8105.00 | 7955.00 | 7950.00 | 7975.00 | 8040.00 | 7910.00 | 40.00 | 60.00 | 65.00 | 45.00 |
| 2019-05-09 | 8160.00 | 8000.00 | 8175.00 | 7970.00 | 8120.00 | 7955.00 | 8120.00 | 7935.00 | 40.00 | 45.00 | 55.00 | 35.00 |