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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025-02-06 | 870.00 | 890.00 | 890.00 | 863.00 | 896.00 | 908.00 | 909.00 | 885.50 | -26.00 | -18.00 | -19.00 | -22.50 |
| 2025-02-05 | 882.00 | 867.50 | 882.00 | 863.00 | 908.00 | 889.50 | 908.00 | 885.50 | -26.00 | -22.00 | -26.00 | -22.50 |
| 2025-01-27 | 870.00 | 875.00 | 876.50 | 869.00 | 897.50 | 903.00 | 903.50 | 897.00 | -27.50 | -28.00 | -27.00 | -28.00 |
| 2025-01-24 | 861.50 | 870.50 | 873.50 | 859.00 | 889.50 | 899.00 | 901.50 | 889.00 | -28.00 | -28.50 | -28.00 | -30.00 |
| 2025-01-23 | 857.00 | 861.00 | 861.50 | 856.00 | 889.00 | 889.50 | 889.50 | 885.00 | -32.00 | -28.50 | -28.00 | -29.00 |
| 2025-01-22 | 855.00 | 857.00 | 862.00 | 848.00 | 877.50 | 885.50 | 890.50 | 875.00 | -22.50 | -28.50 | -28.50 | -27.00 |
| 2025-01-21 | 865.00 | 856.50 | 865.50 | 854.50 | 889.50 | 883.00 | 890.00 | 883.00 | -24.50 | -26.50 | -24.50 | -28.50 |
| 2025-01-20 | 865.50 | 864.00 | 874.00 | 860.00 | 892.00 | 890.00 | 900.50 | 887.50 | -26.50 | -26.00 | -26.50 | -27.50 |
| 2025-01-17 | 865.50 | 864.50 | 869.50 | 857.50 | 891.50 | 894.00 | 897.00 | 885.50 | -26.00 | -29.50 | -27.50 | -28.00 |
| 2025-01-16 | 860.00 | 864.50 | 868.50 | 857.00 | 891.00 | 895.00 | 897.00 | 888.00 | -31.00 | -30.50 | -28.50 | -31.00 |
| 2025-01-15 | 860.00 | 855.00 | 871.50 | 844.00 | 890.50 | 885.00 | 899.50 | 873.50 | -30.50 | -30.00 | -28.00 | -29.50 |
| 2025-01-14 | 868.00 | 861.50 | 873.00 | 855.00 | 898.00 | 889.50 | 899.00 | 876.00 | -30.00 | -28.00 | -26.00 | -21.00 |
| 2025-01-13 | 862.50 | 869.50 | 881.50 | 862.00 | 891.00 | 895.00 | 907.00 | 888.00 | -28.50 | -25.50 | -25.50 | -26.00 |
| 2025-01-10 | 847.00 | 862.00 | 863.50 | 845.50 | 873.50 | 889.00 | 891.00 | 873.50 | -26.50 | -27.00 | -27.50 | -28.00 |
| 2025-01-09 | 848.50 | 847.00 | 852.50 | 843.00 | 860.50 | 875.50 | 880.00 | 860.50 | -12.00 | -28.50 | -27.50 | -17.50 |
| 2025-01-08 | 849.00 | 849.50 | 858.50 | 844.00 | 876.00 | 877.50 | 884.00 | 872.50 | -27.00 | -28.00 | -25.50 | -28.50 |
| 2025-01-07 | 839.50 | 848.00 | 849.00 | 836.00 | 869.00 | 876.50 | 876.50 | 863.50 | -29.50 | -28.50 | -27.50 | -27.50 |
| 2025-01-06 | 831.50 | 840.50 | 846.00 | 828.00 | 853.00 | 869.00 | 872.50 | 850.00 | -21.50 | -28.50 | -26.50 | -22.00 |
| 2025-01-03 | 829.00 | 829.00 | 832.00 | 823.00 | 859.00 | 856.50 | 862.00 | 850.00 | -30.00 | -27.50 | -30.00 | -27.00 |
| 2025-01-02 | 829.00 | 829.00 | 837.50 | 825.00 | 860.00 | 853.50 | 872.50 | 851.00 | -31.00 | -24.50 | -35.00 | -26.00 |
| 2024-12-31 | 821.00 | 827.50 | 831.50 | 820.00 | 853.50 | 858.50 | 861.00 | 853.50 | -32.50 | -31.00 | -29.50 | -33.50 |
| 2024-12-30 | 822.00 | 823.50 | 827.50 | 819.00 | 857.00 | 853.50 | 857.00 | 851.00 | -35.00 | -30.00 | -29.50 | -32.00 |
| 2024-12-27 | 816.00 | 824.50 | 828.00 | 815.50 | 852.00 | 855.50 | 858.50 | 849.50 | -36.00 | -31.00 | -30.50 | -34.00 |
| 2024-12-26 | 822.00 | 816.00 | 826.50 | 814.00 | 852.00 | 847.50 | 857.00 | 845.50 | -30.00 | -31.50 | -30.50 | -31.50 |
| 2024-12-25 | 830.00 | 823.50 | 834.50 | 822.00 | 861.50 | 855.00 | 865.00 | 853.00 | -31.50 | -31.50 | -30.50 | -31.00 |
| 2024-12-24 | 822.00 | 829.00 | 831.00 | 822.00 | 856.00 | 860.50 | 863.50 | 855.00 | -34.00 | -31.50 | -32.50 | -33.00 |
| 2024-12-23 | 826.50 | 823.00 | 839.00 | 819.00 | 858.00 | 856.00 | 871.00 | 852.00 | -31.50 | -33.00 | -32.00 | -33.00 |
| 2024-12-20 | 812.00 | 829.00 | 829.50 | 810.50 | 844.00 | 860.00 | 860.00 | 841.50 | -32.00 | -31.00 | -30.50 | -31.00 |
| 2024-12-19 | 809.00 | 810.50 | 813.00 | 808.00 | 842.50 | 841.50 | 844.50 | 840.50 | -33.50 | -31.00 | -31.50 | -32.50 |
| 2024-12-18 | 808.00 | 808.50 | 814.00 | 806.50 | 837.00 | 839.50 | 846.00 | 837.00 | -29.00 | -31.00 | -32.00 | -30.50 |
| 2024-12-17 | 803.00 | 807.50 | 819.50 | 802.00 | 836.50 | 841.00 | 851.00 | 835.00 | -33.50 | -33.50 | -31.50 | -33.00 |
| 2024-12-16 | 802.00 | 803.00 | 806.00 | 801.00 | 835.00 | 838.50 | 838.50 | 835.00 | -33.00 | -35.50 | -32.50 | -34.00 |
| 2024-12-13 | 800.00 | 801.00 | 802.50 | 798.00 | 834.00 | 835.00 | 835.50 | 831.50 | -34.00 | -34.00 | -33.00 | -33.50 |
| 2024-12-12 | 803.50 | 804.50 | 807.00 | 802.00 | 833.50 | 838.00 | 839.00 | 833.00 | -30.00 | -33.50 | -32.00 | -31.00 |
| 2024-12-11 | 806.00 | 803.50 | 806.00 | 801.00 | 823.00 | 835.00 | 835.00 | 823.00 | -17.00 | -31.50 | -29.00 | -22.00 |
| 2024-12-10 | 808.00 | 804.00 | 812.00 | 799.00 | 830.00 | 834.50 | 841.50 | 830.00 | -22.00 | -30.50 | -29.50 | -31.00 |
| 2024-12-09 | 795.00 | 795.50 | 800.00 | 794.00 | 825.50 | 826.50 | 832.00 | 823.50 | -30.50 | -31.00 | -32.00 | -29.50 |
| 2024-12-06 | 795.00 | 793.00 | 796.00 | 789.00 | 825.00 | 825.50 | 830.00 | 824.00 | -30.00 | -32.50 | -34.00 | -35.00 |
| 2024-12-05 | 800.00 | 795.00 | 803.00 | 783.50 | 835.00 | 826.50 | 835.00 | 819.00 | -35.00 | -31.50 | -32.00 | -35.50 |
| 2024-12-04 | 800.00 | 800.00 | 810.00 | 798.50 | 830.50 | 833.00 | 840.50 | 830.50 | -30.50 | -33.00 | -30.50 | -32.00 |
| 2024-12-03 | 800.50 | 800.50 | 802.00 | 796.00 | 833.00 | 831.50 | 836.50 | 828.00 | -32.50 | -31.00 | -34.50 | -32.00 |
| 2024-12-02 | 802.00 | 801.00 | 806.50 | 797.00 | 830.50 | 831.50 | 837.00 | 830.50 | -28.50 | -30.50 | -30.50 | -33.50 |
| 2024-11-29 | 797.00 | 801.50 | 805.00 | 796.00 | 829.00 | 832.00 | 836.00 | 828.50 | -32.00 | -30.50 | -31.00 | -32.50 |
| 2024-11-28 | 795.00 | 797.50 | 815.00 | 794.00 | 825.00 | 831.00 | 845.00 | 824.00 | -30.00 | -33.50 | -30.00 | -30.00 |
| 2024-11-27 | 798.00 | 796.50 | 801.00 | 792.00 | 825.00 | 828.00 | 833.00 | 824.00 | -27.00 | -31.50 | -32.00 | -32.00 |
| 2024-11-26 | 794.00 | 797.00 | 806.00 | 793.00 | 829.00 | 828.00 | 835.50 | 823.00 | -35.00 | -31.00 | -29.50 | -30.00 |
| 2024-11-25 | 809.50 | 797.50 | 815.50 | 790.50 | 836.50 | 829.00 | 842.00 | 822.00 | -27.00 | -31.50 | -26.50 | -31.50 |
| 2024-11-22 | 815.50 | 809.50 | 827.00 | 802.00 | 840.00 | 837.00 | 852.00 | 808.00 | -24.50 | -27.50 | -25.00 | -6.00 |
| 2024-11-21 | 771.50 | 814.50 | 814.50 | 768.00 | 799.50 | 842.00 | 845.50 | 797.50 | -28.00 | -27.50 | -31.00 | -29.50 |
| 2024-11-20 | 770.00 | 770.00 | 775.00 | 764.50 | 798.00 | 799.50 | 803.00 | 795.00 | -28.00 | -29.50 | -28.00 | -30.50 |
| 2024-11-19 | 765.00 | 772.00 | 778.00 | 761.50 | 800.00 | 800.00 | 807.50 | 795.00 | -35.00 | -28.00 | -29.50 | -33.50 |
| 2024-11-18 | 750.00 | 764.00 | 780.00 | 750.00 | 809.00 | 797.50 | 809.00 | 779.00 | -59.00 | -33.50 | -29.00 | -29.00 |