本页面展示原木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。
关于原木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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -10.01 | -33.00 | 39.00 | -9.89 | -34.50 | 43.00 | -9.59 | -58.00 | 37.00 | -10.25 | -31.00 | 44.50 |
| 2024 | -31.47 | -59.00 | -17.00 | -31.39 | -35.50 | -27.50 | -30.67 | -34.50 | -25.00 | -30.89 | -35.50 | -6.00 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025-11 | -12.60 | -16.00 | -6.00 | -12.05 | -16.00 | -7.00 | -11.28 | -16.50 | -6.00 | -12.50 | -17.50 | -8.00 |
| 2025-10 | 10.94 | -33.00 | 39.00 | 8.79 | -34.50 | 36.50 | 11.47 | -28.50 | 37.00 | 9.12 | -31.00 | 42.50 |
| 2025-09 | -13.05 | -25.00 | 39.00 | -12.30 | -24.00 | 42.00 | -12.70 | -23.50 | 20.50 | -12.32 | -19.50 | 39.50 |
| 2025-08 | -6.88 | -22.00 | 24.00 | -4.79 | -21.00 | 43.00 | -5.14 | -22.50 | 29.50 | -5.19 | -21.50 | 44.50 |
| 2025-07 | -2.43 | -29.00 | 8.50 | -2.28 | -32.50 | 7.00 | -1.20 | -31.00 | 8.50 | -1.76 | -27.00 | 7.00 |
| 2025-06 | -6.62 | -30.00 | 25.00 | -4.03 | -21.00 | 28.00 | -4.68 | -35.50 | 23.00 | -5.50 | -23.00 | 36.00 |
| 2025-05 | -14.55 | -25.50 | -6.00 | -15.32 | -26.00 | -9.00 | -13.45 | -25.00 | -7.00 | -16.92 | -30.00 | -10.50 |
| 2025-04 | -13.43 | -18.50 | -5.00 | -14.40 | -19.00 | -11.00 | -15.83 | -58.00 | -10.50 | -14.69 | -20.00 | -5.00 |
| 2025-03 | -11.17 | -17.00 | 0.00 | -11.64 | -15.50 | -6.50 | -11.76 | -17.50 | -6.50 | -12.52 | -16.00 | -4.00 |
| 2025-02 | -13.31 | -26.00 | -6.50 | -13.31 | -22.00 | -6.50 | -13.28 | -26.00 | -5.00 | -14.11 | -22.50 | -8.00 |
| 2025-01 | -26.92 | -32.00 | -12.00 | -27.89 | -30.50 | -24.50 | -27.64 | -35.00 | -24.50 | -26.78 | -31.00 | -17.50 |
| 2024-12 | -30.98 | -36.00 | -17.00 | -31.84 | -35.50 | -30.00 | -31.36 | -34.50 | -29.00 | -32.00 | -35.50 | -22.00 |
| 2024-11 | -32.55 | -59.00 | -24.50 | -30.40 | -33.50 | -27.50 | -29.15 | -32.00 | -25.00 | -28.45 | -33.50 | -6.00 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025-11-28 | 765.00 | 765.00 | 769.00 | 760.50 | 774.50 | 776.50 | 780.00 | 771.00 | -9.50 | -11.50 | -11.00 | -10.50 |
| 2025-11-27 | 764.00 | 765.00 | 767.50 | 764.00 | 774.50 | 774.50 | 777.50 | 773.50 | -10.50 | -9.50 | -10.00 | -9.50 |
| 2025-11-26 | 764.00 | 765.00 | 768.50 | 762.00 | 776.50 | 776.00 | 779.00 | 772.50 | -12.50 | -11.00 | -10.50 | -10.50 |
| 2025-11-25 | 766.50 | 764.50 | 773.50 | 764.50 | 777.50 | 777.00 | 782.00 | 776.00 | -11.00 | -12.50 | -8.50 | -11.50 |
| 2025-11-24 | 766.00 | 768.00 | 770.00 | 764.00 | 779.00 | 779.00 | 781.50 | 775.00 | -13.00 | -11.00 | -11.50 | -11.00 |
| 2025-11-21 | 772.00 | 768.50 | 774.50 | 768.00 | 786.50 | 777.50 | 788.50 | 777.00 | -14.50 | -9.00 | -14.00 | -9.00 |
| 2025-11-20 | 775.00 | 772.00 | 777.00 | 768.00 | 791.00 | 787.50 | 791.00 | 782.50 | -16.00 | -15.50 | -14.00 | -14.50 |
| 2025-11-19 | 784.00 | 775.50 | 784.00 | 775.00 | 794.50 | 791.50 | 795.00 | 789.50 | -10.50 | -16.00 | -11.00 | -14.50 |
| 2025-11-18 | 792.00 | 785.00 | 792.50 | 782.50 | 798.00 | 794.00 | 800.00 | 794.00 | -6.00 | -9.00 | -7.50 | -11.50 |
| 2025-11-17 | 786.00 | 789.00 | 794.00 | 786.00 | 798.00 | 799.00 | 800.50 | 794.00 | -12.00 | -10.00 | -6.50 | -8.00 |
| 2025-11-14 | 778.00 | 788.50 | 791.00 | 778.00 | 792.00 | 795.50 | 797.00 | 791.00 | -14.00 | -7.00 | -6.00 | -13.00 |
| 2025-11-13 | 776.50 | 783.50 | 784.50 | 776.50 | 792.50 | 793.50 | 794.50 | 790.50 | -16.00 | -10.00 | -10.00 | -14.00 |
| 2025-11-12 | 778.00 | 778.50 | 780.00 | 773.50 | 791.50 | 792.50 | 793.50 | 787.00 | -13.50 | -14.00 | -13.50 | -13.50 |
| 2025-11-11 | 781.00 | 776.50 | 784.50 | 776.50 | 796.00 | 791.50 | 796.00 | 790.00 | -15.00 | -15.00 | -11.50 | -13.50 |
| 2025-11-10 | 778.00 | 782.50 | 785.00 | 772.50 | 791.00 | 795.00 | 797.00 | 789.00 | -13.00 | -12.50 | -12.00 | -16.50 |
| 2025-11-07 | 780.50 | 778.50 | 780.50 | 775.00 | 792.50 | 792.50 | 793.00 | 788.00 | -12.00 | -14.00 | -12.50 | -13.00 |
| 2025-11-06 | 777.00 | 779.00 | 781.00 | 776.50 | 792.00 | 791.00 | 795.00 | 790.50 | -15.00 | -12.00 | -14.00 | -14.00 |
| 2025-11-05 | 775.00 | 778.50 | 780.50 | 775.00 | 787.50 | 793.00 | 794.00 | 787.00 | -12.50 | -14.50 | -13.50 | -12.00 |
| 2025-11-04 | 785.00 | 776.50 | 785.50 | 775.00 | 796.00 | 787.50 | 797.00 | 787.50 | -11.00 | -11.00 | -11.50 | -12.50 |
| 2025-11-03 | 788.00 | 782.00 | 788.00 | 773.50 | 802.50 | 798.00 | 804.50 | 791.00 | -14.50 | -16.00 | -16.50 | -17.50 |
| 2025-10-31 | 785.00 | 787.50 | 796.50 | 783.00 | 802.00 | 803.50 | 809.00 | 800.50 | -17.00 | -16.00 | -12.50 | -17.50 |
| 2025-10-30 | 788.00 | 786.00 | 791.00 | 785.50 | 770.00 | 763.50 | 771.50 | 763.50 | 18.00 | 22.50 | 19.50 | 22.00 |
| 2025-10-29 | 786.50 | 787.00 | 790.50 | 786.00 | 767.50 | 772.50 | 774.50 | 765.00 | 19.00 | 14.50 | 16.00 | 21.00 |
| 2025-10-28 | 789.00 | 786.00 | 791.50 | 785.00 | 764.00 | 766.00 | 774.00 | 764.00 | 25.00 | 20.00 | 17.50 | 21.00 |
| 2025-10-27 | 828.00 | 787.00 | 829.50 | 780.00 | 794.00 | 763.00 | 794.00 | 758.00 | 34.00 | 24.00 | 35.50 | 22.00 |
| 2025-10-24 | 830.00 | 829.00 | 833.50 | 826.00 | 796.50 | 796.50 | 804.00 | 794.00 | 33.50 | 32.50 | 29.50 | 32.00 |
| 2025-10-23 | 832.00 | 828.50 | 834.00 | 826.00 | 793.00 | 796.00 | 797.00 | 789.00 | 39.00 | 32.50 | 37.00 | 37.00 |
| 2025-10-22 | 839.50 | 831.50 | 839.50 | 828.50 | 802.00 | 795.00 | 803.00 | 786.00 | 37.50 | 36.50 | 36.50 | 42.50 |
| 2025-10-21 | 835.00 | 838.00 | 840.50 | 833.00 | 808.00 | 803.50 | 808.00 | 800.50 | 27.00 | 34.50 | 32.50 | 32.50 |
| 2025-10-20 | 836.00 | 834.50 | 838.00 | 830.00 | 802.00 | 802.50 | 806.50 | 798.50 | 34.00 | 32.00 | 31.50 | 31.50 |
| 2025-10-17 | 823.50 | 835.50 | 836.50 | 823.00 | 798.00 | 804.00 | 805.00 | 796.00 | 25.50 | 31.50 | 31.50 | 27.00 |
| 2025-10-16 | 798.00 | 797.00 | 799.50 | 790.00 | 820.00 | 824.50 | 826.50 | 819.50 | -22.00 | -27.50 | -27.00 | -29.50 |
| 2025-10-15 | 790.00 | 793.00 | 796.00 | 788.00 | 823.00 | 822.00 | 824.50 | 816.50 | -33.00 | -29.00 | -28.50 | -28.50 |
| 2025-10-14 | 800.00 | 787.50 | 802.50 | 785.50 | 825.00 | 822.00 | 825.00 | 816.50 | -25.00 | -34.50 | -22.50 | -31.00 |
| 2025-10-13 | 818.00 | 803.00 | 821.50 | 792.00 | 827.00 | 822.50 | 828.50 | 819.00 | -9.00 | -19.50 | -7.00 | -27.00 |
| 2025-10-10 | 830.00 | 821.00 | 832.00 | 821.00 | 826.00 | 828.00 | 831.50 | 823.50 | 4.00 | -7.00 | 0.50 | -2.50 |
| 2025-10-09 | 820.00 | 828.50 | 833.00 | 819.50 | 824.50 | 826.00 | 828.00 | 817.00 | -4.50 | 2.50 | 5.00 | 2.50 |
| 2025-09-30 | 811.50 | 817.00 | 830.00 | 808.00 | 823.00 | 822.00 | 831.50 | 819.50 | -11.50 | -5.00 | -1.50 | -11.50 |
| 2025-09-29 | 808.50 | 810.50 | 813.00 | 805.00 | 819.50 | 823.50 | 823.50 | 817.00 | -11.00 | -13.00 | -10.50 | -12.00 |
| 2025-09-26 | 806.00 | 808.50 | 810.00 | 805.00 | 822.50 | 820.00 | 822.50 | 819.00 | -16.50 | -11.50 | -12.50 | -14.00 |
| 2025-09-25 | 804.00 | 807.50 | 808.00 | 802.00 | 819.00 | 823.00 | 823.00 | 816.50 | -15.00 | -15.50 | -15.00 | -14.50 |
| 2025-09-24 | 807.00 | 803.00 | 808.00 | 802.00 | 820.00 | 819.00 | 823.00 | 817.00 | -13.00 | -16.00 | -15.00 | -15.00 |
| 2025-09-23 | 808.00 | 805.00 | 811.50 | 803.50 | 823.50 | 819.00 | 823.50 | 817.00 | -15.50 | -14.00 | -12.00 | -13.50 |
| 2025-09-22 | 805.00 | 807.50 | 813.50 | 801.00 | 818.00 | 818.50 | 826.50 | 816.50 | -13.00 | -11.00 | -13.00 | -15.50 |
| 2025-09-19 | 800.00 | 805.00 | 808.00 | 800.00 | 817.00 | 818.50 | 821.00 | 815.00 | -17.00 | -13.50 | -13.00 | -15.00 |
| 2025-09-18 | 809.00 | 801.50 | 811.00 | 801.50 | 823.50 | 816.50 | 824.50 | 816.00 | -14.50 | -15.00 | -13.50 | -14.50 |
| 2025-09-17 | 806.50 | 809.00 | 811.50 | 804.00 | 820.50 | 823.50 | 826.50 | 819.50 | -14.00 | -14.50 | -15.00 | -15.50 |
| 2025-09-16 | 806.00 | 806.50 | 813.00 | 802.00 | 824.00 | 820.50 | 831.50 | 815.00 | -18.00 | -14.00 | -18.50 | -13.00 |
| 2025-09-15 | 798.50 | 804.50 | 806.50 | 794.50 | 813.50 | 824.00 | 825.00 | 810.00 | -15.00 | -19.50 | -18.50 | -15.50 |
| 2025-09-12 | 803.00 | 798.00 | 806.00 | 797.00 | 819.00 | 812.50 | 819.50 | 810.00 | -16.00 | -14.50 | -13.50 | -13.00 |
| 2025-09-11 | 807.00 | 804.50 | 808.50 | 802.00 | 820.00 | 819.50 | 822.00 | 816.00 | -13.00 | -15.00 | -13.50 | -14.00 |
| 2025-09-10 | 803.00 | 806.50 | 808.00 | 801.00 | 819.00 | 820.00 | 822.50 | 817.50 | -16.00 | -13.50 | -14.50 | -16.50 |
| 2025-09-09 | 806.00 | 805.50 | 810.00 | 801.50 | 825.00 | 819.50 | 825.50 | 815.50 | -19.00 | -14.00 | -15.50 | -14.00 |
| 2025-09-08 | 800.00 | 807.50 | 814.00 | 796.00 | 821.00 | 823.50 | 828.00 | 815.50 | -21.00 | -16.00 | -14.00 | -19.50 |
| 2025-09-05 | 796.00 | 800.00 | 803.00 | 792.50 | 821.00 | 821.50 | 824.50 | 811.50 | -25.00 | -21.50 | -21.50 | -19.00 |
| 2025-09-04 | 797.00 | 797.00 | 799.00 | 791.50 | 814.00 | 821.00 | 822.50 | 809.00 | -17.00 | -24.00 | -23.50 | -17.50 |
| 2025-09-03 | 810.50 | 798.50 | 810.50 | 796.50 | 825.50 | 815.00 | 825.50 | 814.00 | -15.00 | -16.50 | -15.00 | -17.50 |
| 2025-09-02 | 820.00 | 810.50 | 821.00 | 810.00 | 830.00 | 825.50 | 832.00 | 820.00 | -10.00 | -15.00 | -11.00 | -10.00 |
| 2025-09-01 | 820.00 | 818.50 | 823.00 | 816.00 | 781.00 | 776.50 | 802.50 | 776.50 | 39.00 | 42.00 | 20.50 | 39.50 |
| 2025-08-29 | 819.00 | 820.00 | 824.50 | 818.00 | 795.00 | 777.00 | 795.00 | 773.50 | 24.00 | 43.00 | 29.50 | 44.50 |
| 2025-08-28 | 815.00 | 821.50 | 823.00 | 810.00 | 794.00 | 790.00 | 795.00 | 784.00 | 21.00 | 31.50 | 28.00 | 26.00 |
| 2025-08-27 | 821.50 | 814.50 | 825.50 | 813.50 | 803.00 | 792.00 | 803.50 | 791.00 | 18.50 | 22.50 | 22.00 | 22.50 |
| 2025-08-26 | 818.00 | 823.00 | 826.00 | 815.00 | 805.00 | 801.50 | 808.50 | 801.00 | 13.00 | 21.50 | 17.50 | 14.00 |
| 2025-08-25 | 804.50 | 803.50 | 812.00 | 800.00 | 819.50 | 820.00 | 822.00 | 812.50 | -15.00 | -16.50 | -10.00 | -12.50 |
| 2025-08-22 | 804.00 | 801.00 | 807.50 | 797.50 | 826.00 | 815.00 | 826.00 | 814.00 | -22.00 | -14.00 | -18.50 | -16.50 |
| 2025-08-21 | 804.00 | 804.50 | 812.00 | 803.00 | 822.00 | 823.50 | 829.00 | 821.00 | -18.00 | -19.00 | -17.00 | -18.00 |
| 2025-08-20 | 805.50 | 805.50 | 810.50 | 802.00 | 821.50 | 821.50 | 825.50 | 820.00 | -16.00 | -16.00 | -15.00 | -18.00 |
| 2025-08-19 | 809.50 | 810.50 | 816.50 | 807.00 | 821.50 | 825.00 | 826.50 | 818.00 | -12.00 | -14.50 | -10.00 | -11.00 |
| 2025-08-18 | 817.00 | 811.00 | 820.00 | 810.50 | 826.00 | 824.00 | 832.00 | 822.00 | -9.00 | -13.00 | -12.00 | -11.50 |
| 2025-08-15 | 809.00 | 815.00 | 818.00 | 803.50 | 829.00 | 826.00 | 833.00 | 821.00 | -20.00 | -11.00 | -15.00 | -17.50 |
| 2025-08-14 | 812.50 | 809.50 | 816.00 | 805.00 | 832.00 | 828.00 | 833.00 | 823.50 | -19.50 | -18.50 | -17.00 | -18.50 |
| 2025-08-13 | 821.50 | 813.00 | 822.50 | 809.50 | 842.00 | 833.50 | 845.00 | 831.00 | -20.50 | -20.50 | -22.50 | -21.50 |
| 2025-08-12 | 833.00 | 824.50 | 835.50 | 821.50 | 847.00 | 845.50 | 850.50 | 842.00 | -14.00 | -21.00 | -15.00 | -20.50 |
| 2025-08-11 | 833.50 | 832.50 | 840.00 | 830.50 | 840.50 | 846.50 | 851.50 | 840.50 | -7.00 | -14.00 | -11.50 | -10.00 |
| 2025-08-08 | 831.50 | 830.50 | 835.50 | 823.50 | 844.50 | 840.50 | 844.50 | 832.50 | -13.00 | -10.00 | -9.00 | -9.00 |
| 2025-08-07 | 835.00 | 832.50 | 840.50 | 827.00 | 842.00 | 840.00 | 847.50 | 835.50 | -7.00 | -7.50 | -7.00 | -8.50 |
| 2025-08-06 | 829.00 | 832.50 | 836.00 | 826.00 | 835.00 | 840.50 | 844.50 | 833.50 | -6.00 | -8.00 | -8.50 | -7.50 |
| 2025-08-05 | 841.50 | 829.00 | 841.50 | 825.50 | 849.00 | 836.00 | 849.50 | 830.50 | -7.50 | -7.00 | -8.00 | -5.00 |
| 2025-08-04 | 820.00 | 842.00 | 847.50 | 819.00 | 826.50 | 845.50 | 848.00 | 823.50 | -6.50 | -3.50 | -0.50 | -4.50 |
| 2025-08-01 | 822.00 | 821.50 | 825.00 | 813.00 | 830.00 | 826.50 | 833.50 | 819.00 | -8.00 | -5.00 | -8.50 | -6.00 |
| 2025-07-31 | 824.00 | 821.50 | 830.00 | 819.00 | 834.00 | 833.00 | 840.00 | 824.50 | -10.00 | -11.50 | -10.00 | -5.50 |
| 2025-07-30 | 835.50 | 825.00 | 835.50 | 825.00 | 837.00 | 830.00 | 838.00 | 829.00 | -1.50 | -5.00 | -2.50 | -4.00 |
| 2025-07-29 | 828.00 | 830.00 | 838.50 | 823.50 | 840.00 | 833.00 | 843.00 | 827.50 | -12.00 | -3.00 | -4.50 | -4.00 |
| 2025-07-28 | 820.50 | 831.00 | 842.50 | 814.00 | 831.00 | 838.00 | 847.00 | 821.00 | -10.50 | -7.00 | -4.50 | -7.00 |
| 2025-07-25 | 829.00 | 830.00 | 833.50 | 822.00 | 838.00 | 838.00 | 840.00 | 829.50 | -9.00 | -8.00 | -6.50 | -7.50 |
| 2025-07-24 | 824.00 | 827.50 | 835.00 | 818.50 | 830.00 | 834.50 | 840.00 | 821.50 | -6.00 | -7.00 | -5.00 | -3.00 |
| 2025-07-23 | 841.50 | 823.00 | 848.50 | 812.50 | 849.00 | 826.00 | 852.00 | 817.50 | -7.50 | -3.00 | -3.50 | -5.00 |
| 2025-07-22 | 843.50 | 838.00 | 846.50 | 835.00 | 850.50 | 842.00 | 852.50 | 839.00 | -7.00 | -4.00 | -6.00 | -4.00 |
| 2025-07-21 | 838.00 | 838.00 | 856.50 | 832.00 | 835.50 | 844.50 | 859.50 | 834.50 | 2.50 | -6.50 | -3.00 | -2.50 |
| 2025-07-18 | 838.00 | 828.50 | 846.50 | 824.00 | 833.50 | 831.50 | 843.00 | 826.00 | 4.50 | -3.00 | 3.50 | -2.00 |
| 2025-07-17 | 799.50 | 833.00 | 834.00 | 799.50 | 796.00 | 829.50 | 830.00 | 796.00 | 3.50 | 3.50 | 4.00 | 3.50 |
| 2025-07-16 | 788.00 | 797.00 | 797.00 | 787.00 | 788.50 | 795.50 | 795.50 | 788.50 | -0.50 | 1.50 | 1.50 | -1.50 |
| 2025-07-15 | 786.50 | 790.00 | 793.50 | 785.50 | 789.00 | 789.00 | 793.50 | 785.50 | -2.50 | 1.00 | 0.00 | 0.00 |
| 2025-07-14 | 787.50 | 788.00 | 789.50 | 783.00 | 788.00 | 788.00 | 788.50 | 782.50 | -0.50 | 0.00 | 1.00 | 0.50 |
| 2025-07-11 | 787.00 | 786.00 | 794.00 | 784.50 | 785.50 | 784.50 | 790.50 | 783.00 | 1.50 | 1.50 | 3.50 | 1.50 |
| 2025-07-10 | 785.00 | 787.00 | 788.50 | 781.50 | 785.00 | 785.00 | 786.00 | 781.50 | 0.00 | 2.00 | 2.50 | 0.00 |
| 2025-07-09 | 785.00 | 783.50 | 787.00 | 780.50 | 781.00 | 781.00 | 784.50 | 778.50 | 4.00 | 2.50 | 2.50 | 2.00 |
| 2025-07-08 | 785.00 | 785.50 | 791.50 | 782.00 | 784.00 | 782.00 | 789.50 | 781.00 | 1.00 | 3.50 | 2.00 | 1.00 |
| 2025-07-07 | 791.00 | 787.00 | 794.50 | 785.00 | 786.00 | 783.50 | 788.50 | 780.00 | 5.00 | 3.50 | 6.00 | 5.00 |
| 2025-07-04 | 796.00 | 795.00 | 798.00 | 791.00 | 787.50 | 788.00 | 789.50 | 785.00 | 8.50 | 7.00 | 8.50 | 6.00 |