本页面展示二十号胶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。
关于二十号胶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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021-10-26 | 11595.00 | 11780.00 | 11800.00 | 11425.00 | 11535.00 | 11715.00 | 11725.00 | 11375.00 | 60.00 | 65.00 | 75.00 | 50.00 |
| 2021-10-25 | 11690.00 | 11600.00 | 11890.00 | 11150.00 | 11630.00 | 11540.00 | 11760.00 | 11095.00 | 60.00 | 60.00 | 130.00 | 55.00 |
| 2021-10-22 | 11990.00 | 11580.00 | 11990.00 | 11375.00 | 11855.00 | 11590.00 | 11975.00 | 11425.00 | 135.00 | -10.00 | 15.00 | -50.00 |
| 2021-10-21 | 12020.00 | 11910.00 | 12680.00 | 11800.00 | 12190.00 | 11980.00 | 12690.00 | 11870.00 | -170.00 | -70.00 | -10.00 | -70.00 |
| 2021-10-20 | 12200.00 | 12190.00 | 12295.00 | 11800.00 | 12160.00 | 12195.00 | 12270.00 | 11735.00 | 40.00 | -5.00 | 25.00 | 65.00 |
| 2021-10-19 | 11685.00 | 12235.00 | 12555.00 | 11640.00 | 11695.00 | 12210.00 | 12520.00 | 11600.00 | -10.00 | 25.00 | 35.00 | 40.00 |
| 2021-10-18 | 11840.00 | 11690.00 | 11935.00 | 11425.00 | 11800.00 | 11670.00 | 11870.00 | 11410.00 | 40.00 | 20.00 | 65.00 | 15.00 |
| 2021-10-15 | 11585.00 | 11820.00 | 11835.00 | 11495.00 | 11560.00 | 11795.00 | 11800.00 | 11430.00 | 25.00 | 25.00 | 35.00 | 65.00 |
| 2021-10-14 | 11575.00 | 11645.00 | 11845.00 | 11540.00 | 11495.00 | 11615.00 | 11785.00 | 11485.00 | 80.00 | 30.00 | 60.00 | 55.00 |
| 2021-10-13 | 11950.00 | 11560.00 | 12040.00 | 11250.00 | 11740.00 | 11515.00 | 11965.00 | 11195.00 | 210.00 | 45.00 | 75.00 | 55.00 |
| 2021-10-12 | 11830.00 | 11960.00 | 12200.00 | 11795.00 | 12000.00 | 11865.00 | 12140.00 | 11765.00 | -170.00 | 95.00 | 60.00 | 30.00 |
| 2021-10-11 | 11555.00 | 11935.00 | 12020.00 | 11490.00 | 11600.00 | 11930.00 | 11990.00 | 11495.00 | -45.00 | 5.00 | 30.00 | -5.00 |
| 2021-10-08 | 11600.00 | 11555.00 | 11800.00 | 11470.00 | 11580.00 | 11530.00 | 11790.00 | 11475.00 | 20.00 | 25.00 | 10.00 | -5.00 |
| 2021-09-30 | 11130.00 | 11390.00 | 11430.00 | 11045.00 | 11155.00 | 11475.00 | 11520.00 | 11145.00 | -25.00 | -85.00 | -90.00 | -100.00 |
| 2021-09-29 | 11180.00 | 11140.00 | 11180.00 | 10975.00 | 11200.00 | 11250.00 | 11280.00 | 11070.00 | -20.00 | -110.00 | -100.00 | -95.00 |
| 2021-09-28 | 11190.00 | 11280.00 | 11340.00 | 11140.00 | 11085.00 | 11175.00 | 11260.00 | 11045.00 | 105.00 | 105.00 | 80.00 | 95.00 |
| 2021-09-27 | 10820.00 | 11180.00 | 11235.00 | 10805.00 | 10690.00 | 11085.00 | 11160.00 | 10680.00 | 130.00 | 95.00 | 75.00 | 125.00 |
| 2021-09-24 | 10810.00 | 10810.00 | 10865.00 | 10665.00 | 10705.00 | 10720.00 | 10835.00 | 10600.00 | 105.00 | 90.00 | 30.00 | 65.00 |
| 2021-09-23 | 10835.00 | 10815.00 | 10890.00 | 10780.00 | 10850.00 | 10745.00 | 10850.00 | 10710.00 | -15.00 | 70.00 | 40.00 | 70.00 |
| 2021-09-22 | 11065.00 | 10805.00 | 11065.00 | 10740.00 | 10880.00 | 10780.00 | 10970.00 | 10645.00 | 185.00 | 25.00 | 95.00 | 95.00 |
| 2021-09-17 | 11195.00 | 11165.00 | 11320.00 | 11105.00 | 11110.00 | 11080.00 | 11230.00 | 11010.00 | 85.00 | 85.00 | 90.00 | 95.00 |
| 2021-09-16 | 11130.00 | 11195.00 | 11245.00 | 11055.00 | 11120.00 | 11130.00 | 11235.00 | 11005.00 | 10.00 | 65.00 | 10.00 | 50.00 |
| 2021-09-15 | 11155.00 | 11140.00 | 11235.00 | 11015.00 | 11010.00 | 11145.00 | 11150.00 | 10965.00 | 145.00 | -5.00 | 85.00 | 50.00 |
| 2021-09-14 | 10830.00 | 11135.00 | 11260.00 | 10780.00 | 10760.00 | 11060.00 | 11185.00 | 10745.00 | 70.00 | 75.00 | 75.00 | 35.00 |
| 2021-09-13 | 10595.00 | 10845.00 | 10865.00 | 10585.00 | 10600.00 | 10810.00 | 10890.00 | 10600.00 | -5.00 | 35.00 | -25.00 | -15.00 |
| 2021-09-10 | 10490.00 | 10595.00 | 10650.00 | 10450.00 | 10540.00 | 10625.00 | 10670.00 | 10510.00 | -50.00 | -30.00 | -20.00 | -60.00 |
| 2021-09-09 | 10430.00 | 10470.00 | 10525.00 | 10365.00 | 10450.00 | 10530.00 | 10580.00 | 10420.00 | -20.00 | -60.00 | -55.00 | -55.00 |
| 2021-09-08 | 10765.00 | 10410.00 | 10800.00 | 10015.00 | 10765.00 | 10450.00 | 10875.00 | 10325.00 | 0.00 | -40.00 | -75.00 | -310.00 |
| 2021-09-07 | 10840.00 | 10775.00 | 10900.00 | 10720.00 | 10820.00 | 10755.00 | 10830.00 | 10660.00 | 20.00 | 20.00 | 70.00 | 60.00 |
| 2021-09-06 | 10825.00 | 10840.00 | 10930.00 | 10790.00 | 10795.00 | 10750.00 | 10845.00 | 10705.00 | 30.00 | 90.00 | 85.00 | 85.00 |
| 2021-09-03 | 10745.00 | 10825.00 | 10845.00 | 10660.00 | 10630.00 | 10730.00 | 10750.00 | 10555.00 | 115.00 | 95.00 | 95.00 | 105.00 |
| 2021-09-02 | 10715.00 | 10610.00 | 10760.00 | 10550.00 | 10845.00 | 10735.00 | 10900.00 | 10675.00 | -130.00 | -125.00 | -140.00 | -125.00 |
| 2021-09-01 | 10755.00 | 10715.00 | 10800.00 | 10560.00 | 10860.00 | 10840.00 | 10930.00 | 10705.00 | -105.00 | -125.00 | -130.00 | -145.00 |
| 2021-08-31 | 10750.00 | 10705.00 | 10775.00 | 10580.00 | 10915.00 | 10840.00 | 10920.00 | 10730.00 | -165.00 | -135.00 | -145.00 | -150.00 |
| 2021-08-30 | 10730.00 | 10750.00 | 10830.00 | 10700.00 | 10860.00 | 10890.00 | 10960.00 | 10830.00 | -130.00 | -140.00 | -130.00 | -130.00 |
| 2021-08-27 | 10960.00 | 10695.00 | 10960.00 | 10625.00 | 11080.00 | 10830.00 | 11080.00 | 10755.00 | -120.00 | -135.00 | -120.00 | -130.00 |
| 2021-08-26 | 11270.00 | 10900.00 | 11325.00 | 10900.00 | 11420.00 | 11045.00 | 11445.00 | 11035.00 | -150.00 | -145.00 | -120.00 | -135.00 |
| 2021-08-25 | 11275.00 | 11270.00 | 11325.00 | 11155.00 | 11400.00 | 11405.00 | 11445.00 | 11275.00 | -125.00 | -135.00 | -120.00 | -120.00 |
| 2021-08-24 | 11350.00 | 11255.00 | 11390.00 | 11235.00 | 11450.00 | 11380.00 | 11500.00 | 11355.00 | -100.00 | -125.00 | -110.00 | -120.00 |
| 2021-08-23 | 11260.00 | 11305.00 | 11310.00 | 11150.00 | 11340.00 | 11405.00 | 11420.00 | 11255.00 | -80.00 | -100.00 | -110.00 | -105.00 |
| 2021-08-20 | 11330.00 | 11230.00 | 11415.00 | 11205.00 | 11520.00 | 11335.00 | 11520.00 | 11305.00 | -190.00 | -105.00 | -105.00 | -100.00 |
| 2021-08-19 | 11830.00 | 11435.00 | 11890.00 | 11395.00 | 11895.00 | 11520.00 | 11980.00 | 11490.00 | -65.00 | -85.00 | -90.00 | -95.00 |
| 2021-08-18 | 11800.00 | 11830.00 | 11870.00 | 11655.00 | 11715.00 | 11905.00 | 11950.00 | 11715.00 | 85.00 | -75.00 | -80.00 | -60.00 |
| 2021-08-17 | 11550.00 | 11795.00 | 11825.00 | 11515.00 | 11655.00 | 11875.00 | 11900.00 | 11610.00 | -105.00 | -80.00 | -75.00 | -95.00 |
| 2021-08-16 | 11555.00 | 11555.00 | 11740.00 | 11515.00 | 11670.00 | 11655.00 | 11825.00 | 11610.00 | -115.00 | -100.00 | -85.00 | -95.00 |
| 2021-08-13 | 11360.00 | 11585.00 | 11615.00 | 11330.00 | 11500.00 | 11680.00 | 11700.00 | 11425.00 | -140.00 | -95.00 | -85.00 | -95.00 |
| 2021-08-12 | 11470.00 | 11360.00 | 11500.00 | 11290.00 | 11290.00 | 11175.00 | 11320.00 | 11125.00 | 180.00 | 185.00 | 180.00 | 165.00 |
| 2021-08-11 | 11475.00 | 11475.00 | 11485.00 | 11315.00 | 11310.00 | 11300.00 | 11320.00 | 11160.00 | 165.00 | 175.00 | 165.00 | 155.00 |
| 2021-08-10 | 11355.00 | 11470.00 | 11545.00 | 11305.00 | 11180.00 | 11305.00 | 11380.00 | 11120.00 | 175.00 | 165.00 | 165.00 | 185.00 |
| 2021-08-09 | 11685.00 | 11385.00 | 11860.00 | 11250.00 | 11325.00 | 11225.00 | 11570.00 | 11020.00 | 360.00 | 160.00 | 290.00 | 230.00 |
| 2021-08-06 | 11145.00 | 11425.00 | 11425.00 | 11145.00 | 11015.00 | 11245.00 | 11250.00 | 11005.00 | 130.00 | 180.00 | 175.00 | 140.00 |
| 2021-08-05 | 11245.00 | 11130.00 | 11295.00 | 11120.00 | 11070.00 | 10970.00 | 11115.00 | 10960.00 | 175.00 | 160.00 | 180.00 | 160.00 |
| 2021-08-04 | 11085.00 | 11265.00 | 11305.00 | 11025.00 | 10910.00 | 11085.00 | 11140.00 | 10825.00 | 175.00 | 180.00 | 165.00 | 200.00 |
| 2021-08-03 | 11200.00 | 11000.00 | 11200.00 | 10985.00 | 11255.00 | 11160.00 | 11340.00 | 11135.00 | -55.00 | -160.00 | -140.00 | -150.00 |
| 2021-08-02 | 11030.00 | 11150.00 | 11190.00 | 10875.00 | 11200.00 | 11295.00 | 11355.00 | 11025.00 | -170.00 | -145.00 | -165.00 | -150.00 |
| 2021-07-30 | 10970.00 | 11090.00 | 11175.00 | 10970.00 | 11145.00 | 11225.00 | 11300.00 | 11130.00 | -175.00 | -135.00 | -125.00 | -160.00 |
| 2021-07-29 | 10900.00 | 10995.00 | 10995.00 | 10785.00 | 10970.00 | 11115.00 | 11120.00 | 10920.00 | -70.00 | -120.00 | -125.00 | -135.00 |
| 2021-07-28 | 10760.00 | 10845.00 | 10905.00 | 10645.00 | 10895.00 | 10975.00 | 11035.00 | 10820.00 | -135.00 | -130.00 | -130.00 | -175.00 |
| 2021-07-27 | 10775.00 | 10760.00 | 10960.00 | 10710.00 | 10915.00 | 10915.00 | 11095.00 | 10865.00 | -140.00 | -155.00 | -135.00 | -155.00 |
| 2021-07-26 | 10690.00 | 10775.00 | 10880.00 | 10690.00 | 10890.00 | 10910.00 | 11005.00 | 10840.00 | -200.00 | -135.00 | -125.00 | -150.00 |
| 2021-07-23 | 10660.00 | 10760.00 | 10835.00 | 10635.00 | 10760.00 | 10900.00 | 10970.00 | 10760.00 | -100.00 | -140.00 | -135.00 | -125.00 |
| 2021-07-22 | 10545.00 | 10615.00 | 10685.00 | 10500.00 | 10700.00 | 10755.00 | 10830.00 | 10660.00 | -155.00 | -140.00 | -145.00 | -160.00 |
| 2021-07-21 | 10395.00 | 10515.00 | 10570.00 | 10370.00 | 10520.00 | 10670.00 | 10710.00 | 10520.00 | -125.00 | -155.00 | -140.00 | -150.00 |
| 2021-07-20 | 10800.00 | 10330.00 | 10800.00 | 10295.00 | 10950.00 | 10495.00 | 10950.00 | 10460.00 | -150.00 | -165.00 | -150.00 | -165.00 |
| 2021-07-19 | 10935.00 | 10890.00 | 11030.00 | 10840.00 | 11030.00 | 11035.00 | 11175.00 | 10985.00 | -95.00 | -145.00 | -145.00 | -145.00 |
| 2021-07-16 | 10700.00 | 10920.00 | 10975.00 | 10700.00 | 10840.00 | 11050.00 | 11105.00 | 10840.00 | -140.00 | -130.00 | -130.00 | -140.00 |
| 2021-07-15 | 10630.00 | 10765.00 | 10825.00 | 10555.00 | 10705.00 | 10900.00 | 10950.00 | 10680.00 | -75.00 | -135.00 | -125.00 | -125.00 |
| 2021-07-14 | 10655.00 | 10610.00 | 10655.00 | 10440.00 | 10735.00 | 10745.00 | 10780.00 | 10590.00 | -80.00 | -135.00 | -125.00 | -150.00 |
| 2021-07-13 | 10660.00 | 10610.00 | 10660.00 | 10500.00 | 10770.00 | 10750.00 | 10770.00 | 10640.00 | -110.00 | -140.00 | -110.00 | -140.00 |
| 2021-07-12 | 10715.00 | 10670.00 | 10880.00 | 10605.00 | 10845.00 | 10795.00 | 11015.00 | 10750.00 | -130.00 | -125.00 | -135.00 | -145.00 |
| 2021-07-09 | 10720.00 | 10660.00 | 10950.00 | 10590.00 | 10560.00 | 10505.00 | 10770.00 | 10415.00 | 160.00 | 155.00 | 180.00 | 175.00 |
| 2021-07-08 | 10805.00 | 10725.00 | 10830.00 | 10640.00 | 10665.00 | 10560.00 | 10680.00 | 10490.00 | 140.00 | 165.00 | 150.00 | 150.00 |
| 2021-07-07 | 10820.00 | 10825.00 | 10890.00 | 10570.00 | 10630.00 | 10665.00 | 10735.00 | 10475.00 | 190.00 | 160.00 | 155.00 | 95.00 |
| 2021-07-06 | 10680.00 | 10830.00 | 10870.00 | 10610.00 | 10560.00 | 10700.00 | 10735.00 | 10465.00 | 120.00 | 130.00 | 135.00 | 145.00 |
| 2021-07-05 | 10325.00 | 10690.00 | 10705.00 | 10320.00 | 10215.00 | 10570.00 | 10570.00 | 10180.00 | 110.00 | 120.00 | 135.00 | 140.00 |
| 2021-07-02 | 10305.00 | 10305.00 | 10380.00 | 10220.00 | 10165.00 | 10170.00 | 10245.00 | 10090.00 | 140.00 | 135.00 | 135.00 | 130.00 |
| 2021-07-01 | 10360.00 | 10150.00 | 10360.00 | 10090.00 | 10495.00 | 10290.00 | 10525.00 | 10235.00 | -135.00 | -140.00 | -165.00 | -145.00 |
| 2021-06-30 | 10490.00 | 10340.00 | 10520.00 | 10275.00 | 10645.00 | 10500.00 | 10675.00 | 10430.00 | -155.00 | -160.00 | -155.00 | -155.00 |
| 2021-06-29 | 10760.00 | 10470.00 | 10790.00 | 10420.00 | 10910.00 | 10610.00 | 10950.00 | 10580.00 | -150.00 | -140.00 | -160.00 | -160.00 |
| 2021-06-28 | 10825.00 | 10770.00 | 10825.00 | 10670.00 | 10950.00 | 10920.00 | 10950.00 | 10825.00 | -125.00 | -150.00 | -125.00 | -155.00 |
| 2021-06-25 | 10640.00 | 10795.00 | 10825.00 | 10610.00 | 10820.00 | 10970.00 | 10980.00 | 10785.00 | -180.00 | -175.00 | -155.00 | -175.00 |
| 2021-06-24 | 10580.00 | 10670.00 | 10700.00 | 10550.00 | 10725.00 | 10830.00 | 10855.00 | 10710.00 | -145.00 | -160.00 | -155.00 | -160.00 |
| 2021-06-23 | 10295.00 | 10570.00 | 10660.00 | 10260.00 | 10470.00 | 10740.00 | 10820.00 | 10425.00 | -175.00 | -170.00 | -160.00 | -165.00 |
| 2021-06-22 | 10290.00 | 10305.00 | 10395.00 | 10235.00 | 10450.00 | 10475.00 | 10550.00 | 10405.00 | -160.00 | -170.00 | -155.00 | -170.00 |
| 2021-06-21 | 10490.00 | 10290.00 | 10565.00 | 10260.00 | 10585.00 | 10450.00 | 10710.00 | 10425.00 | -95.00 | -160.00 | -145.00 | -165.00 |
| 2021-06-18 | 10495.00 | 10495.00 | 10600.00 | 10255.00 | 10630.00 | 10635.00 | 10750.00 | 10425.00 | -135.00 | -140.00 | -150.00 | -170.00 |
| 2021-06-17 | 10560.00 | 10530.00 | 10645.00 | 10460.00 | 10620.00 | 10680.00 | 10805.00 | 10620.00 | -60.00 | -150.00 | -160.00 | -160.00 |
| 2021-06-16 | 10390.00 | 10520.00 | 10570.00 | 10385.00 | 10465.00 | 10665.00 | 10725.00 | 10465.00 | -75.00 | -145.00 | -155.00 | -80.00 |
| 2021-06-15 | 10430.00 | 10405.00 | 10495.00 | 10210.00 | 10700.00 | 10575.00 | 10700.00 | 10385.00 | -270.00 | -170.00 | -205.00 | -175.00 |
| 2021-06-11 | 10470.00 | 10450.00 | 10580.00 | 10300.00 | 10600.00 | 10620.00 | 10745.00 | 10465.00 | -130.00 | -170.00 | -165.00 | -165.00 |
| 2021-06-10 | 10680.00 | 10460.00 | 10755.00 | 10460.00 | 10880.00 | 10635.00 | 10915.00 | 10635.00 | -200.00 | -175.00 | -160.00 | -175.00 |
| 2021-06-09 | 10680.00 | 10745.00 | 10825.00 | 10670.00 | 10850.00 | 10905.00 | 10985.00 | 10840.00 | -170.00 | -160.00 | -160.00 | -170.00 |
| 2021-06-08 | 10685.00 | 10710.00 | 10755.00 | 10455.00 | 10530.00 | 10550.00 | 10595.00 | 10310.00 | 155.00 | 160.00 | 160.00 | 145.00 |
| 2021-06-07 | 10875.00 | 10670.00 | 10955.00 | 10635.00 | 10735.00 | 10520.00 | 10795.00 | 10485.00 | 140.00 | 150.00 | 160.00 | 150.00 |
| 2021-06-04 | 10860.00 | 10875.00 | 10940.00 | 10595.00 | 10735.00 | 10715.00 | 10780.00 | 10445.00 | 125.00 | 160.00 | 160.00 | 150.00 |
| 2021-06-03 | 10705.00 | 10895.00 | 10900.00 | 10670.00 | 10595.00 | 10750.00 | 10765.00 | 10520.00 | 110.00 | 145.00 | 135.00 | 150.00 |
| 2021-06-02 | 10800.00 | 10530.00 | 10805.00 | 10415.00 | 10910.00 | 10690.00 | 10965.00 | 10595.00 | -110.00 | -160.00 | -160.00 | -180.00 |
| 2021-06-01 | 10850.00 | 10760.00 | 10855.00 | 10665.00 | 10950.00 | 10910.00 | 11010.00 | 10820.00 | -100.00 | -150.00 | -155.00 | -155.00 |
| 2021-05-31 | 11040.00 | 10815.00 | 11085.00 | 10715.00 | 11185.00 | 10965.00 | 11255.00 | 10865.00 | -145.00 | -150.00 | -170.00 | -150.00 |
| 2021-05-28 | 11000.00 | 11030.00 | 11330.00 | 10990.00 | 11330.00 | 11185.00 | 11480.00 | 11145.00 | -330.00 | -155.00 | -150.00 | -155.00 |