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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021-05-27 | 11125.00 | 11080.00 | 11230.00 | 11025.00 | 11320.00 | 11215.00 | 11370.00 | 11185.00 | -195.00 | -135.00 | -140.00 | -160.00 |
| 2021-05-26 | 11145.00 | 11185.00 | 11275.00 | 11055.00 | 11300.00 | 11355.00 | 11425.00 | 11205.00 | -155.00 | -170.00 | -150.00 | -150.00 |
| 2021-05-25 | 11175.00 | 11155.00 | 11175.00 | 11020.00 | 11210.00 | 11285.00 | 11310.00 | 11170.00 | -35.00 | -130.00 | -135.00 | -150.00 |
| 2021-05-24 | 11060.00 | 11070.00 | 11200.00 | 10895.00 | 11180.00 | 11210.00 | 11320.00 | 11020.00 | -120.00 | -140.00 | -120.00 | -125.00 |
| 2021-05-21 | 10755.00 | 11055.00 | 11140.00 | 10655.00 | 10880.00 | 11195.00 | 11275.00 | 10800.00 | -125.00 | -140.00 | -135.00 | -145.00 |
| 2021-05-20 | 10645.00 | 10815.00 | 10835.00 | 10435.00 | 10795.00 | 10940.00 | 10975.00 | 10565.00 | -150.00 | -125.00 | -140.00 | -130.00 |
| 2021-05-19 | 10800.00 | 10675.00 | 10825.00 | 10570.00 | 10940.00 | 10825.00 | 10965.00 | 10720.00 | -140.00 | -150.00 | -140.00 | -150.00 |
| 2021-05-18 | 10850.00 | 10790.00 | 10865.00 | 10700.00 | 10955.00 | 10910.00 | 11000.00 | 10845.00 | -105.00 | -120.00 | -135.00 | -145.00 |
| 2021-05-17 | 10790.00 | 10850.00 | 10895.00 | 10740.00 | 10945.00 | 11005.00 | 11015.00 | 10880.00 | -155.00 | -155.00 | -120.00 | -140.00 |
| 2021-05-14 | 11050.00 | 10740.00 | 11080.00 | 10470.00 | 11100.00 | 10850.00 | 11215.00 | 10610.00 | -50.00 | -110.00 | -135.00 | -140.00 |
| 2021-05-13 | 11505.00 | 11025.00 | 11610.00 | 11000.00 | 11700.00 | 11200.00 | 11740.00 | 11140.00 | -195.00 | -175.00 | -130.00 | -140.00 |
| 2021-05-12 | 11400.00 | 11525.00 | 11550.00 | 11265.00 | 11250.00 | 11360.00 | 11405.00 | 11130.00 | 150.00 | 165.00 | 145.00 | 135.00 |
| 2021-05-11 | 11720.00 | 11410.00 | 11720.00 | 11325.00 | 11620.00 | 11260.00 | 11620.00 | 11195.00 | 100.00 | 150.00 | 100.00 | 130.00 |
| 2021-05-10 | 11550.00 | 11730.00 | 11890.00 | 11490.00 | 11505.00 | 11630.00 | 11750.00 | 11360.00 | 45.00 | 100.00 | 140.00 | 130.00 |
| 2021-05-07 | 11565.00 | 11660.00 | 11880.00 | 11565.00 | 11480.00 | 11540.00 | 11735.00 | 11390.00 | 85.00 | 120.00 | 145.00 | 175.00 |
| 2021-05-06 | 11205.00 | 11470.00 | 11480.00 | 11200.00 | 11305.00 | 11585.00 | 11600.00 | 11300.00 | -100.00 | -115.00 | -120.00 | -100.00 |
| 2021-04-30 | 10080.00 | 11110.00 | 11390.00 | 10080.00 | 11315.00 | 11225.00 | 11385.00 | 11050.00 | -1235.00 | -115.00 | 5.00 | -970.00 |
| 2021-04-29 | 11175.00 | 11165.00 | 11300.00 | 11110.00 | 11240.00 | 11300.00 | 11405.00 | 11240.00 | -65.00 | -135.00 | -105.00 | -130.00 |
| 2021-04-28 | 10980.00 | 11095.00 | 11150.00 | 10880.00 | 11110.00 | 11230.00 | 11230.00 | 10990.00 | -130.00 | -135.00 | -80.00 | -110.00 |
| 2021-04-27 | 10985.00 | 10970.00 | 11020.00 | 10780.00 | 11135.00 | 11110.00 | 11140.00 | 10920.00 | -150.00 | -140.00 | -120.00 | -140.00 |
| 2021-04-26 | 11180.00 | 11005.00 | 11300.00 | 10920.00 | 11350.00 | 11140.00 | 11420.00 | 11045.00 | -170.00 | -135.00 | -120.00 | -125.00 |
| 2021-04-23 | 11100.00 | 11230.00 | 11230.00 | 11020.00 | 11170.00 | 11355.00 | 11355.00 | 11150.00 | -70.00 | -125.00 | -125.00 | -130.00 |
| 2021-04-22 | 10965.00 | 11055.00 | 11195.00 | 10900.00 | 11055.00 | 11190.00 | 11315.00 | 11015.00 | -90.00 | -135.00 | -120.00 | -115.00 |
| 2021-04-21 | 11020.00 | 11010.00 | 11040.00 | 10860.00 | 11100.00 | 11110.00 | 11155.00 | 10980.00 | -80.00 | -100.00 | -115.00 | -120.00 |
| 2021-04-20 | 10830.00 | 11010.00 | 11055.00 | 10785.00 | 10960.00 | 11120.00 | 11170.00 | 10915.00 | -130.00 | -110.00 | -115.00 | -130.00 |
| 2021-04-19 | 10840.00 | 10840.00 | 10880.00 | 10470.00 | 10995.00 | 10970.00 | 11015.00 | 10620.00 | -155.00 | -130.00 | -135.00 | -150.00 |
| 2021-04-16 | 10855.00 | 10865.00 | 11015.00 | 10755.00 | 10970.00 | 11000.00 | 11145.00 | 10895.00 | -115.00 | -135.00 | -130.00 | -140.00 |
| 2021-04-15 | 10665.00 | 10855.00 | 10870.00 | 10630.00 | 10775.00 | 10985.00 | 11005.00 | 10755.00 | -110.00 | -130.00 | -135.00 | -125.00 |
| 2021-04-14 | 10595.00 | 10655.00 | 10720.00 | 10495.00 | 10720.00 | 10765.00 | 10835.00 | 10615.00 | -125.00 | -110.00 | -115.00 | -120.00 |
| 2021-04-13 | 10540.00 | 10585.00 | 10620.00 | 10370.00 | 10745.00 | 10690.00 | 10745.00 | 10490.00 | -205.00 | -105.00 | -125.00 | -120.00 |
| 2021-04-12 | 10860.00 | 10490.00 | 10880.00 | 10345.00 | 11000.00 | 10620.00 | 11015.00 | 10475.00 | -140.00 | -130.00 | -135.00 | -130.00 |
| 2021-04-09 | 11000.00 | 10820.00 | 11085.00 | 10780.00 | 10875.00 | 10740.00 | 10945.00 | 10650.00 | 125.00 | 80.00 | 140.00 | 130.00 |
| 2021-04-08 | 11215.00 | 10985.00 | 11285.00 | 10910.00 | 11115.00 | 10860.00 | 11150.00 | 10785.00 | 100.00 | 125.00 | 135.00 | 125.00 |
| 2021-04-07 | 11340.00 | 11225.00 | 11480.00 | 11165.00 | 11085.00 | 11105.00 | 11325.00 | 11030.00 | 255.00 | 120.00 | 155.00 | 135.00 |
| 2021-04-06 | 11220.00 | 11220.00 | 11295.00 | 11150.00 | 11115.00 | 11080.00 | 11160.00 | 11005.00 | 105.00 | 140.00 | 135.00 | 145.00 |
| 2021-04-02 | 11075.00 | 11275.00 | 11415.00 | 11010.00 | 10965.00 | 11135.00 | 11270.00 | 10890.00 | 110.00 | 140.00 | 145.00 | 120.00 |
| 2021-04-01 | 10895.00 | 11070.00 | 11120.00 | 10875.00 | 10820.00 | 10935.00 | 10995.00 | 10740.00 | 75.00 | 135.00 | 125.00 | 135.00 |
| 2021-03-31 | 11090.00 | 10710.00 | 11115.00 | 10535.00 | 11320.00 | 10890.00 | 11320.00 | 10660.00 | -230.00 | -180.00 | -205.00 | -125.00 |
| 2021-03-30 | 11135.00 | 11085.00 | 11175.00 | 10930.00 | 11240.00 | 11205.00 | 11310.00 | 11060.00 | -105.00 | -120.00 | -135.00 | -130.00 |
| 2021-03-29 | 11265.00 | 11090.00 | 11320.00 | 11005.00 | 11410.00 | 11235.00 | 11445.00 | 11135.00 | -145.00 | -145.00 | -125.00 | -130.00 |
| 2021-03-26 | 11205.00 | 11245.00 | 11270.00 | 11020.00 | 11330.00 | 11380.00 | 11405.00 | 11130.00 | -125.00 | -135.00 | -135.00 | -110.00 |
| 2021-03-25 | 11560.00 | 11305.00 | 11605.00 | 11255.00 | 11660.00 | 11430.00 | 11735.00 | 11380.00 | -100.00 | -125.00 | -130.00 | -125.00 |
| 2021-03-24 | 11640.00 | 11550.00 | 11640.00 | 11110.00 | 11750.00 | 11660.00 | 11750.00 | 11325.00 | -110.00 | -110.00 | -110.00 | -215.00 |
| 2021-03-23 | 11840.00 | 11690.00 | 11870.00 | 11535.00 | 11955.00 | 11810.00 | 11975.00 | 11650.00 | -115.00 | -120.00 | -105.00 | -115.00 |
| 2021-03-22 | 11665.00 | 11855.00 | 11925.00 | 11665.00 | 11810.00 | 11930.00 | 12045.00 | 11800.00 | -145.00 | -75.00 | -120.00 | -135.00 |
| 2021-03-19 | 12150.00 | 11645.00 | 12315.00 | 11570.00 | 12205.00 | 11750.00 | 12430.00 | 11690.00 | -55.00 | -105.00 | -115.00 | -120.00 |
| 2021-03-18 | 12180.00 | 12170.00 | 12485.00 | 12060.00 | 12245.00 | 12305.00 | 12590.00 | 12200.00 | -65.00 | -135.00 | -105.00 | -140.00 |
| 2021-03-17 | 11890.00 | 12195.00 | 12265.00 | 11850.00 | 12030.00 | 12305.00 | 12360.00 | 11945.00 | -140.00 | -110.00 | -95.00 | -95.00 |
| 2021-03-16 | 11945.00 | 11900.00 | 12065.00 | 11805.00 | 11930.00 | 12010.00 | 12165.00 | 11915.00 | 15.00 | -110.00 | -100.00 | -110.00 |
| 2021-03-15 | 12010.00 | 11885.00 | 12220.00 | 11775.00 | 12095.00 | 12010.00 | 12330.00 | 11895.00 | -85.00 | -125.00 | -110.00 | -120.00 |
| 2021-03-12 | 12160.00 | 12030.00 | 12300.00 | 12000.00 | 12240.00 | 12145.00 | 12440.00 | 12095.00 | -80.00 | -115.00 | -140.00 | -95.00 |
| 2021-03-11 | 12200.00 | 12160.00 | 12210.00 | 11730.00 | 12295.00 | 12255.00 | 12295.00 | 11850.00 | -95.00 | -95.00 | -85.00 | -120.00 |
| 2021-03-10 | 11755.00 | 12200.00 | 12230.00 | 11610.00 | 11840.00 | 12295.00 | 12310.00 | 11735.00 | -85.00 | -95.00 | -80.00 | -125.00 |
| 2021-03-09 | 11800.00 | 11690.00 | 12030.00 | 11675.00 | 11880.00 | 11815.00 | 12130.00 | 11795.00 | -80.00 | -125.00 | -100.00 | -120.00 |
| 2021-03-08 | 11930.00 | 11755.00 | 12425.00 | 11715.00 | 12120.00 | 11885.00 | 12505.00 | 11820.00 | -190.00 | -130.00 | -80.00 | -105.00 |
| 2021-03-05 | 11605.00 | 11930.00 | 11980.00 | 11505.00 | 11535.00 | 11755.00 | 11840.00 | 11370.00 | 70.00 | 175.00 | 140.00 | 135.00 |
| 2021-03-04 | 11900.00 | 11680.00 | 12000.00 | 11540.00 | 11735.00 | 11575.00 | 11850.00 | 11400.00 | 165.00 | 105.00 | 150.00 | 140.00 |
| 2021-03-03 | 11725.00 | 11810.00 | 11845.00 | 11570.00 | 11615.00 | 11645.00 | 11695.00 | 11445.00 | 110.00 | 165.00 | 150.00 | 125.00 |
| 2021-03-02 | 12050.00 | 11630.00 | 12150.00 | 11425.00 | 11845.00 | 11500.00 | 12000.00 | 11300.00 | 205.00 | 130.00 | 150.00 | 125.00 |
| 2021-03-01 | 11995.00 | 11950.00 | 12225.00 | 11685.00 | 11950.00 | 11820.00 | 12100.00 | 11595.00 | 45.00 | 130.00 | 125.00 | 90.00 |
| 2021-02-26 | 12960.00 | 11950.00 | 13040.00 | 11925.00 | 12980.00 | 12045.00 | 13155.00 | 12020.00 | -20.00 | -95.00 | -115.00 | -95.00 |
| 2021-02-25 | 12230.00 | 12955.00 | 12960.00 | 12220.00 | 12330.00 | 13100.00 | 13105.00 | 12310.00 | -100.00 | -145.00 | -145.00 | -90.00 |
| 2021-02-24 | 11855.00 | 12130.00 | 12205.00 | 11790.00 | 12000.00 | 12230.00 | 12315.00 | 11905.00 | -145.00 | -100.00 | -110.00 | -115.00 |
| 2021-02-23 | 11710.00 | 11950.00 | 12330.00 | 11645.00 | 11850.00 | 12080.00 | 12440.00 | 11735.00 | -140.00 | -130.00 | -110.00 | -90.00 |
| 2021-02-22 | 11560.00 | 11765.00 | 12100.00 | 11465.00 | 11670.00 | 11860.00 | 12200.00 | 11570.00 | -110.00 | -95.00 | -100.00 | -105.00 |
| 2021-02-19 | 11190.00 | 11560.00 | 11615.00 | 11180.00 | 11300.00 | 11690.00 | 11730.00 | 11295.00 | -110.00 | -130.00 | -115.00 | -115.00 |
| 2021-02-18 | 11180.00 | 11140.00 | 11430.00 | 10975.00 | 11355.00 | 11255.00 | 11545.00 | 11085.00 | -175.00 | -115.00 | -115.00 | -110.00 |
| 2021-02-10 | 10915.00 | 10800.00 | 10945.00 | 10630.00 | 11020.00 | 10895.00 | 11055.00 | 10695.00 | -105.00 | -95.00 | -110.00 | -65.00 |
| 2021-02-09 | 10930.00 | 11000.00 | 11110.00 | 10800.00 | 11030.00 | 11110.00 | 11215.00 | 10915.00 | -100.00 | -110.00 | -105.00 | -115.00 |
| 2021-02-08 | 10945.00 | 10920.00 | 11130.00 | 10805.00 | 11030.00 | 11025.00 | 11250.00 | 10920.00 | -85.00 | -105.00 | -120.00 | -115.00 |
| 2021-02-05 | 10790.00 | 10920.00 | 10975.00 | 10760.00 | 10915.00 | 10995.00 | 11085.00 | 10870.00 | -125.00 | -75.00 | -110.00 | -110.00 |
| 2021-02-04 | 10585.00 | 10810.00 | 10845.00 | 10520.00 | 10700.00 | 10935.00 | 10960.00 | 10625.00 | -115.00 | -125.00 | -115.00 | -105.00 |
| 2021-02-03 | 10700.00 | 10515.00 | 10745.00 | 10505.00 | 10590.00 | 10425.00 | 10620.00 | 10395.00 | 110.00 | 90.00 | 125.00 | 110.00 |
| 2021-02-02 | 10815.00 | 10675.00 | 10935.00 | 10590.00 | 10780.00 | 10550.00 | 10810.00 | 10480.00 | 35.00 | 125.00 | 125.00 | 110.00 |
| 2021-02-01 | 10720.00 | 10850.00 | 10920.00 | 10705.00 | 10655.00 | 10740.00 | 10800.00 | 10550.00 | 65.00 | 110.00 | 120.00 | 155.00 |
| 2021-01-29 | 10530.00 | 10660.00 | 10690.00 | 10520.00 | 10625.00 | 10750.00 | 10780.00 | 10580.00 | -95.00 | -90.00 | -90.00 | -60.00 |
| 2021-01-28 | 10565.00 | 10450.00 | 10590.00 | 10285.00 | 10700.00 | 10545.00 | 10710.00 | 10385.00 | -135.00 | -95.00 | -120.00 | -100.00 |
| 2021-01-27 | 10445.00 | 10595.00 | 10675.00 | 10415.00 | 10555.00 | 10685.00 | 10770.00 | 10515.00 | -110.00 | -90.00 | -95.00 | -100.00 |
| 2021-01-26 | 10510.00 | 10390.00 | 10700.00 | 10390.00 | 10600.00 | 10515.00 | 10820.00 | 10505.00 | -90.00 | -125.00 | -120.00 | -115.00 |
| 2021-01-25 | 10600.00 | 10505.00 | 10710.00 | 10455.00 | 10685.00 | 10575.00 | 10825.00 | 10565.00 | -85.00 | -70.00 | -115.00 | -110.00 |
| 2021-01-22 | 10900.00 | 10635.00 | 10930.00 | 10535.00 | 10975.00 | 10730.00 | 11045.00 | 10640.00 | -75.00 | -95.00 | -115.00 | -105.00 |
| 2021-01-21 | 10840.00 | 10890.00 | 11160.00 | 10725.00 | 10930.00 | 10980.00 | 11255.00 | 10840.00 | -90.00 | -90.00 | -95.00 | -115.00 |
| 2021-01-20 | 10870.00 | 10850.00 | 10990.00 | 10745.00 | 10980.00 | 10940.00 | 11090.00 | 10850.00 | -110.00 | -90.00 | -100.00 | -105.00 |
| 2021-01-19 | 10995.00 | 10820.00 | 11005.00 | 10705.00 | 11080.00 | 10950.00 | 11105.00 | 10830.00 | -85.00 | -130.00 | -100.00 | -125.00 |
| 2021-01-18 | 10920.00 | 11020.00 | 11160.00 | 10820.00 | 11005.00 | 11110.00 | 11275.00 | 10920.00 | -85.00 | -90.00 | -115.00 | -100.00 |
| 2021-01-15 | 10645.00 | 10945.00 | 11085.00 | 10640.00 | 10735.00 | 11050.00 | 11185.00 | 10735.00 | -90.00 | -105.00 | -100.00 | -95.00 |
| 2021-01-14 | 10620.00 | 10645.00 | 10715.00 | 10405.00 | 10720.00 | 10760.00 | 10825.00 | 10530.00 | -100.00 | -115.00 | -110.00 | -125.00 |
| 2021-01-13 | 10580.00 | 10670.00 | 10690.00 | 10465.00 | 10655.00 | 10780.00 | 10800.00 | 10575.00 | -75.00 | -110.00 | -110.00 | -110.00 |
| 2021-01-12 | 10460.00 | 10530.00 | 10610.00 | 10330.00 | 10570.00 | 10630.00 | 10710.00 | 10440.00 | -110.00 | -100.00 | -100.00 | -110.00 |
| 2021-01-11 | 10970.00 | 10440.00 | 11185.00 | 10290.00 | 11050.00 | 10540.00 | 11285.00 | 10415.00 | -80.00 | -100.00 | -100.00 | -125.00 |
| 2021-01-08 | 10970.00 | 10990.00 | 11065.00 | 10800.00 | 11030.00 | 11080.00 | 11175.00 | 10910.00 | -60.00 | -90.00 | -110.00 | -110.00 |
| 2021-01-07 | 10690.00 | 11015.00 | 11100.00 | 10450.00 | 10780.00 | 11110.00 | 11210.00 | 10570.00 | -90.00 | -95.00 | -110.00 | -120.00 |
| 2021-01-06 | 10715.00 | 10700.00 | 10805.00 | 10515.00 | 10800.00 | 10825.00 | 10920.00 | 10630.00 | -85.00 | -125.00 | -115.00 | -115.00 |
| 2021-01-05 | 10590.00 | 10685.00 | 10690.00 | 10425.00 | 10770.00 | 10800.00 | 10800.00 | 10535.00 | -180.00 | -115.00 | -110.00 | -110.00 |
| 2021-01-04 | 10455.00 | 10660.00 | 10735.00 | 10405.00 | 10255.00 | 10565.00 | 10600.00 | 10255.00 | 200.00 | 95.00 | 135.00 | 150.00 |
| 2020-12-31 | 10130.00 | 10310.00 | 10355.00 | 10030.00 | 9995.00 | 10195.00 | 10245.00 | 9915.00 | 135.00 | 115.00 | 110.00 | 115.00 |
| 2020-12-30 | 10075.00 | 10130.00 | 10195.00 | 9910.00 | 9920.00 | 10010.00 | 10100.00 | 9805.00 | 155.00 | 120.00 | 95.00 | 105.00 |
| 2020-12-29 | 10300.00 | 10045.00 | 10395.00 | 10000.00 | 10170.00 | 9925.00 | 10335.00 | 9880.00 | 130.00 | 120.00 | 60.00 | 120.00 |
| 2020-12-28 | 10375.00 | 10165.00 | 10400.00 | 9980.00 | 10450.00 | 10250.00 | 10490.00 | 10105.00 | -75.00 | -85.00 | -90.00 | -125.00 |
| 2020-12-25 | 10355.00 | 10340.00 | 10535.00 | 10295.00 | 10450.00 | 10480.00 | 10645.00 | 10395.00 | -95.00 | -140.00 | -110.00 | -100.00 |