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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020-12-24 | 10315.00 | 10370.00 | 10515.00 | 10235.00 | 10445.00 | 10445.00 | 10615.00 | 10340.00 | -130.00 | -75.00 | -100.00 | -105.00 |
| 2020-12-23 | 10160.00 | 10280.00 | 10325.00 | 10090.00 | 10300.00 | 10415.00 | 10460.00 | 10235.00 | -140.00 | -135.00 | -135.00 | -145.00 |
| 2020-12-22 | 10765.00 | 10060.00 | 10765.00 | 10060.00 | 10935.00 | 10235.00 | 10935.00 | 10225.00 | -170.00 | -175.00 | -170.00 | -165.00 |
| 2020-12-21 | 10810.00 | 10865.00 | 11070.00 | 10665.00 | 10880.00 | 11000.00 | 11200.00 | 10790.00 | -70.00 | -135.00 | -130.00 | -125.00 |
| 2020-12-18 | 10520.00 | 10780.00 | 10795.00 | 10480.00 | 10625.00 | 10920.00 | 10930.00 | 10590.00 | -105.00 | -140.00 | -135.00 | -110.00 |
| 2020-12-17 | 10395.00 | 10555.00 | 10645.00 | 10385.00 | 10505.00 | 10660.00 | 10750.00 | 10500.00 | -110.00 | -105.00 | -105.00 | -115.00 |
| 2020-12-16 | 10585.00 | 10360.00 | 10670.00 | 10335.00 | 10645.00 | 10465.00 | 10765.00 | 10430.00 | -60.00 | -105.00 | -95.00 | -95.00 |
| 2020-12-15 | 10620.00 | 10505.00 | 10625.00 | 10405.00 | 10680.00 | 10635.00 | 10705.00 | 10510.00 | -60.00 | -130.00 | -80.00 | -105.00 |
| 2020-12-14 | 10475.00 | 10620.00 | 10760.00 | 10370.00 | 10620.00 | 10700.00 | 10845.00 | 10460.00 | -145.00 | -80.00 | -85.00 | -90.00 |
| 2020-12-11 | 10250.00 | 10465.00 | 10540.00 | 10215.00 | 10300.00 | 10565.00 | 10640.00 | 10300.00 | -50.00 | -100.00 | -100.00 | -85.00 |
| 2020-12-10 | 10320.00 | 10260.00 | 10490.00 | 10230.00 | 10370.00 | 10350.00 | 10600.00 | 10325.00 | -50.00 | -90.00 | -110.00 | -95.00 |
| 2020-12-09 | 10535.00 | 10270.00 | 10550.00 | 10250.00 | 10595.00 | 10355.00 | 10640.00 | 10340.00 | -60.00 | -85.00 | -90.00 | -90.00 |
| 2020-12-08 | 10730.00 | 10515.00 | 10855.00 | 10505.00 | 10830.00 | 10600.00 | 10965.00 | 10600.00 | -100.00 | -85.00 | -110.00 | -95.00 |
| 2020-12-07 | 10725.00 | 10745.00 | 11000.00 | 10700.00 | 10575.00 | 10620.00 | 10860.00 | 10575.00 | 150.00 | 125.00 | 140.00 | 125.00 |
| 2020-12-04 | 11100.00 | 10715.00 | 11185.00 | 10545.00 | 10990.00 | 10595.00 | 11060.00 | 10375.00 | 110.00 | 120.00 | 125.00 | 170.00 |
| 2020-12-03 | 11390.00 | 11090.00 | 11410.00 | 11050.00 | 11205.00 | 10970.00 | 11295.00 | 10945.00 | 185.00 | 120.00 | 115.00 | 105.00 |
| 2020-12-02 | 11180.00 | 11370.00 | 11480.00 | 11070.00 | 11080.00 | 11240.00 | 11330.00 | 10930.00 | 100.00 | 130.00 | 150.00 | 140.00 |
| 2020-12-01 | 11065.00 | 11130.00 | 11275.00 | 11015.00 | 10920.00 | 10995.00 | 11140.00 | 10880.00 | 145.00 | 135.00 | 135.00 | 135.00 |
| 2020-11-30 | 11175.00 | 10895.00 | 11275.00 | 10875.00 | 11335.00 | 11025.00 | 11360.00 | 10980.00 | -160.00 | -130.00 | -85.00 | -105.00 |
| 2020-11-27 | 10625.00 | 11195.00 | 11255.00 | 10600.00 | 10675.00 | 11355.00 | 11375.00 | 10675.00 | -50.00 | -160.00 | -120.00 | -75.00 |
| 2020-11-26 | 10705.00 | 10625.00 | 10790.00 | 10570.00 | 10815.00 | 10690.00 | 10870.00 | 10665.00 | -110.00 | -65.00 | -80.00 | -95.00 |
| 2020-11-25 | 10690.00 | 10700.00 | 10825.00 | 10585.00 | 10785.00 | 10800.00 | 10940.00 | 10700.00 | -95.00 | -100.00 | -115.00 | -115.00 |
| 2020-11-24 | 10640.00 | 10690.00 | 10695.00 | 10385.00 | 10725.00 | 10800.00 | 10825.00 | 10510.00 | -85.00 | -110.00 | -130.00 | -125.00 |
| 2020-11-23 | 10430.00 | 10630.00 | 10665.00 | 10395.00 | 10515.00 | 10735.00 | 10775.00 | 10500.00 | -85.00 | -105.00 | -110.00 | -105.00 |
| 2020-11-20 | 10450.00 | 10370.00 | 10590.00 | 10350.00 | 10640.00 | 10475.00 | 10685.00 | 10450.00 | -190.00 | -105.00 | -95.00 | -100.00 |
| 2020-11-19 | 10430.00 | 10510.00 | 10585.00 | 10360.00 | 10520.00 | 10595.00 | 10680.00 | 10465.00 | -90.00 | -85.00 | -95.00 | -105.00 |
| 2020-11-18 | 10400.00 | 10405.00 | 10490.00 | 10275.00 | 11020.00 | 10505.00 | 11020.00 | 10395.00 | -620.00 | -100.00 | -530.00 | -120.00 |
| 2020-11-17 | 10780.00 | 10445.00 | 10790.00 | 10385.00 | 10850.00 | 10575.00 | 10870.00 | 10500.00 | -70.00 | -130.00 | -80.00 | -115.00 |
| 2020-11-16 | 10545.00 | 10680.00 | 10755.00 | 10545.00 | 10720.00 | 10795.00 | 10865.00 | 10670.00 | -175.00 | -115.00 | -110.00 | -125.00 |
| 2020-11-13 | 10770.00 | 10610.00 | 10850.00 | 10540.00 | 10860.00 | 10700.00 | 10925.00 | 10640.00 | -90.00 | -90.00 | -75.00 | -100.00 |
| 2020-11-12 | 10585.00 | 10810.00 | 10825.00 | 10505.00 | 10690.00 | 10900.00 | 10900.00 | 10590.00 | -105.00 | -90.00 | -75.00 | -85.00 |
| 2020-11-11 | 10370.00 | 10610.00 | 10675.00 | 10310.00 | 10430.00 | 10710.00 | 10750.00 | 10385.00 | -60.00 | -100.00 | -75.00 | -75.00 |
| 2020-11-10 | 10475.00 | 10355.00 | 10610.00 | 10265.00 | 10700.00 | 10410.00 | 10700.00 | 10320.00 | -225.00 | -55.00 | -90.00 | -55.00 |
| 2020-11-09 | 10465.00 | 10295.00 | 10530.00 | 10055.00 | 10520.00 | 10360.00 | 10610.00 | 10125.00 | -55.00 | -65.00 | -80.00 | -70.00 |
| 2020-11-06 | 10700.00 | 10415.00 | 10710.00 | 10390.00 | 10750.00 | 10520.00 | 10790.00 | 10495.00 | -50.00 | -105.00 | -80.00 | -105.00 |
| 2020-11-05 | 10630.00 | 10475.00 | 10750.00 | 10360.00 | 10725.00 | 10550.00 | 10835.00 | 10450.00 | -95.00 | -75.00 | -85.00 | -90.00 |
| 2020-11-04 | 10550.00 | 10580.00 | 10855.00 | 10350.00 | 10730.00 | 10675.00 | 10930.00 | 10460.00 | -180.00 | -95.00 | -75.00 | -110.00 |
| 2020-11-03 | 10480.00 | 10525.00 | 10765.00 | 10470.00 | 10565.00 | 10610.00 | 10825.00 | 10545.00 | -85.00 | -85.00 | -60.00 | -75.00 |
| 2020-11-02 | 10915.00 | 10520.00 | 11140.00 | 10420.00 | 11010.00 | 10570.00 | 11210.00 | 10480.00 | -95.00 | -50.00 | -70.00 | -60.00 |
| 2020-10-30 | 11050.00 | 10865.00 | 11570.00 | 10850.00 | 11060.00 | 10760.00 | 11480.00 | 10680.00 | -10.00 | 105.00 | 90.00 | 170.00 |
| 2020-10-29 | 12000.00 | 11280.00 | 12105.00 | 11280.00 | 12130.00 | 11195.00 | 12130.00 | 11195.00 | -130.00 | 85.00 | -25.00 | 85.00 |
| 2020-10-28 | 11805.00 | 12145.00 | 12275.00 | 11775.00 | 12070.00 | 12070.00 | 12150.00 | 11700.00 | -265.00 | 75.00 | 125.00 | 75.00 |
| 2020-10-27 | 11505.00 | 11600.00 | 11770.00 | 11350.00 | 11605.00 | 11725.00 | 11860.00 | 11505.00 | -100.00 | -125.00 | -90.00 | -155.00 |
| 2020-10-26 | 10870.00 | 11275.00 | 11550.00 | 10870.00 | 11000.00 | 11355.00 | 11650.00 | 10955.00 | -130.00 | -80.00 | -100.00 | -85.00 |
| 2020-10-23 | 10890.00 | 10855.00 | 11005.00 | 10785.00 | 10985.00 | 10950.00 | 11115.00 | 10885.00 | -95.00 | -95.00 | -110.00 | -100.00 |
| 2020-10-22 | 10710.00 | 10850.00 | 11050.00 | 10620.00 | 10870.00 | 10925.00 | 11130.00 | 10695.00 | -160.00 | -75.00 | -80.00 | -75.00 |
| 2020-10-21 | 10780.00 | 10670.00 | 10960.00 | 10525.00 | 10945.00 | 10760.00 | 11050.00 | 10620.00 | -165.00 | -90.00 | -90.00 | -95.00 |
| 2020-10-20 | 10160.00 | 10715.00 | 10800.00 | 10060.00 | 10315.00 | 10830.00 | 10880.00 | 10175.00 | -155.00 | -115.00 | -80.00 | -115.00 |
| 2020-10-19 | 10150.00 | 10180.00 | 10810.00 | 9970.00 | 10240.00 | 10295.00 | 10625.00 | 10020.00 | -90.00 | -115.00 | 185.00 | -50.00 |
| 2020-10-16 | 10115.00 | 10130.00 | 10450.00 | 9945.00 | 10110.00 | 10225.00 | 10495.00 | 10040.00 | 5.00 | -95.00 | -45.00 | -95.00 |
| 2020-10-15 | 10195.00 | 10115.00 | 10320.00 | 10055.00 | 10300.00 | 10210.00 | 10430.00 | 10150.00 | -105.00 | -95.00 | -110.00 | -95.00 |
| 2020-10-14 | 10065.00 | 10185.00 | 10270.00 | 10015.00 | 10155.00 | 10300.00 | 10390.00 | 10150.00 | -90.00 | -115.00 | -120.00 | -135.00 |
| 2020-10-13 | 9935.00 | 10005.00 | 10140.00 | 9885.00 | 10145.00 | 10125.00 | 10255.00 | 10020.00 | -210.00 | -120.00 | -115.00 | -135.00 |
| 2020-10-12 | 9640.00 | 9995.00 | 10100.00 | 9640.00 | 9830.00 | 10235.00 | 10235.00 | 9815.00 | -190.00 | -240.00 | -135.00 | -175.00 |
| 2020-10-09 | 9500.00 | 9665.00 | 9720.00 | 9500.00 | 9325.00 | 9470.00 | 9525.00 | 9325.00 | 175.00 | 195.00 | 195.00 | 175.00 |
| 2020-09-30 | 9580.00 | 9360.00 | 9620.00 | 9355.00 | 9395.00 | 9175.00 | 9440.00 | 9155.00 | 185.00 | 185.00 | 180.00 | 200.00 |
| 2020-09-29 | 9730.00 | 9560.00 | 9730.00 | 9500.00 | 9570.00 | 9395.00 | 9570.00 | 9325.00 | 160.00 | 165.00 | 160.00 | 175.00 |
| 2020-09-28 | 9500.00 | 9520.00 | 9595.00 | 9425.00 | 9710.00 | 9705.00 | 9750.00 | 9575.00 | -210.00 | -185.00 | -155.00 | -150.00 |
| 2020-09-25 | 9370.00 | 9540.00 | 9820.00 | 9305.00 | 9505.00 | 9680.00 | 10010.00 | 9445.00 | -135.00 | -140.00 | -190.00 | -140.00 |
| 2020-09-24 | 9280.00 | 9375.00 | 9450.00 | 9260.00 | 9445.00 | 9495.00 | 9570.00 | 9410.00 | -165.00 | -120.00 | -120.00 | -150.00 |
| 2020-09-23 | 9295.00 | 9280.00 | 9355.00 | 9130.00 | 9450.00 | 9435.00 | 9515.00 | 9305.00 | -155.00 | -155.00 | -160.00 | -175.00 |
| 2020-09-22 | 9400.00 | 9240.00 | 9440.00 | 9080.00 | 9650.00 | 9430.00 | 9650.00 | 9275.00 | -250.00 | -190.00 | -210.00 | -195.00 |
| 2020-09-21 | 9440.00 | 9455.00 | 9570.00 | 9365.00 | 9580.00 | 9630.00 | 9735.00 | 9530.00 | -140.00 | -175.00 | -165.00 | -165.00 |
| 2020-09-18 | 9335.00 | 9460.00 | 9490.00 | 9245.00 | 9485.00 | 9605.00 | 9635.00 | 9400.00 | -150.00 | -145.00 | -145.00 | -155.00 |
| 2020-09-17 | 9470.00 | 9295.00 | 9480.00 | 9265.00 | 9620.00 | 9480.00 | 9620.00 | 9405.00 | -150.00 | -185.00 | -140.00 | -140.00 |
| 2020-09-16 | 9385.00 | 9465.00 | 9500.00 | 9295.00 | 9505.00 | 9615.00 | 9650.00 | 9445.00 | -120.00 | -150.00 | -150.00 | -150.00 |
| 2020-09-15 | 9280.00 | 9345.00 | 9435.00 | 9280.00 | 9450.00 | 9510.00 | 9585.00 | 9450.00 | -170.00 | -165.00 | -150.00 | -170.00 |
| 2020-09-14 | 9245.00 | 9315.00 | 9355.00 | 9180.00 | 9330.00 | 9455.00 | 9505.00 | 9330.00 | -85.00 | -140.00 | -150.00 | -150.00 |
| 2020-09-11 | 9240.00 | 9190.00 | 9265.00 | 9160.00 | 9360.00 | 9340.00 | 9435.00 | 9315.00 | -120.00 | -150.00 | -170.00 | -155.00 |
| 2020-09-10 | 9155.00 | 9200.00 | 9285.00 | 9150.00 | 9375.00 | 9345.00 | 9450.00 | 9340.00 | -220.00 | -145.00 | -165.00 | -190.00 |
| 2020-09-09 | 9420.00 | 9135.00 | 9480.00 | 9100.00 | 9530.00 | 9295.00 | 9555.00 | 9255.00 | -110.00 | -160.00 | -75.00 | -155.00 |
| 2020-09-08 | 9455.00 | 9475.00 | 9585.00 | 9445.00 | 9580.00 | 9585.00 | 9715.00 | 9575.00 | -125.00 | -110.00 | -130.00 | -130.00 |
| 2020-09-07 | 9600.00 | 9455.00 | 9635.00 | 9410.00 | 9700.00 | 9575.00 | 9760.00 | 9540.00 | -100.00 | -120.00 | -125.00 | -130.00 |
| 2020-09-04 | 9645.00 | 9595.00 | 9680.00 | 9420.00 | 9720.00 | 9735.00 | 9785.00 | 9555.00 | -75.00 | -140.00 | -105.00 | -135.00 |
| 2020-09-03 | 9840.00 | 9610.00 | 9840.00 | 9590.00 | 9660.00 | 9400.00 | 9660.00 | 9395.00 | 180.00 | 210.00 | 180.00 | 195.00 |
| 2020-09-02 | 9835.00 | 9855.00 | 10005.00 | 9810.00 | 9725.00 | 9700.00 | 9850.00 | 9630.00 | 110.00 | 155.00 | 155.00 | 180.00 |
| 2020-09-01 | 9900.00 | 9895.00 | 9920.00 | 9780.00 | 9735.00 | 9725.00 | 9770.00 | 9635.00 | 165.00 | 170.00 | 150.00 | 145.00 |
| 2020-08-31 | 9740.00 | 9865.00 | 9990.00 | 9735.00 | 9620.00 | 9735.00 | 9845.00 | 9600.00 | 120.00 | 130.00 | 145.00 | 135.00 |
| 2020-08-28 | 9665.00 | 9720.00 | 9755.00 | 9585.00 | 9545.00 | 9590.00 | 9625.00 | 9465.00 | 120.00 | 130.00 | 130.00 | 120.00 |
| 2020-08-27 | 9455.00 | 9550.00 | 9745.00 | 9455.00 | 9575.00 | 9675.00 | 9870.00 | 9575.00 | -120.00 | -125.00 | -125.00 | -120.00 |
| 2020-08-26 | 9415.00 | 9465.00 | 9545.00 | 9405.00 | 9670.00 | 9595.00 | 9680.00 | 9535.00 | -255.00 | -130.00 | -135.00 | -130.00 |
| 2020-08-25 | 9530.00 | 9455.00 | 9625.00 | 9425.00 | 9720.00 | 9585.00 | 9755.00 | 9560.00 | -190.00 | -130.00 | -130.00 | -135.00 |
| 2020-08-24 | 9365.00 | 9565.00 | 9575.00 | 9240.00 | 9430.00 | 9700.00 | 9700.00 | 9350.00 | -65.00 | -135.00 | -125.00 | -110.00 |
| 2020-08-21 | 9355.00 | 9355.00 | 9430.00 | 9250.00 | 9485.00 | 9430.00 | 9530.00 | 9365.00 | -130.00 | -75.00 | -100.00 | -115.00 |
| 2020-08-20 | 9430.00 | 9360.00 | 9440.00 | 9260.00 | 9535.00 | 9490.00 | 9555.00 | 9380.00 | -105.00 | -130.00 | -115.00 | -120.00 |
| 2020-08-19 | 9390.00 | 9380.00 | 9480.00 | 9360.00 | 9535.00 | 9500.00 | 9595.00 | 9475.00 | -145.00 | -120.00 | -115.00 | -115.00 |
| 2020-08-18 | 9445.00 | 9420.00 | 9515.00 | 9385.00 | 9510.00 | 9525.00 | 9620.00 | 9495.00 | -65.00 | -105.00 | -105.00 | -110.00 |
| 2020-08-17 | 9430.00 | 9400.00 | 9515.00 | 9300.00 | 9475.00 | 9510.00 | 9630.00 | 9410.00 | -45.00 | -110.00 | -115.00 | -110.00 |
| 2020-08-14 | 9230.00 | 9375.00 | 9395.00 | 9200.00 | 9350.00 | 9455.00 | 9505.00 | 9315.00 | -120.00 | -80.00 | -110.00 | -115.00 |
| 2020-08-13 | 9310.00 | 9225.00 | 9370.00 | 9190.00 | 9425.00 | 9340.00 | 9475.00 | 9300.00 | -115.00 | -115.00 | -105.00 | -110.00 |
| 2020-08-12 | 9310.00 | 9275.00 | 9380.00 | 9110.00 | 9390.00 | 9415.00 | 9480.00 | 9225.00 | -80.00 | -140.00 | -100.00 | -115.00 |
| 2020-08-11 | 9490.00 | 9255.00 | 9615.00 | 9205.00 | 9635.00 | 9375.00 | 9705.00 | 9310.00 | -145.00 | -120.00 | -90.00 | -105.00 |
| 2020-08-10 | 9720.00 | 9510.00 | 9755.00 | 9315.00 | 9800.00 | 9630.00 | 9845.00 | 9400.00 | -80.00 | -120.00 | -90.00 | -85.00 |
| 2020-08-07 | 9480.00 | 9740.00 | 9740.00 | 9435.00 | 9580.00 | 9815.00 | 9840.00 | 9540.00 | -100.00 | -75.00 | -100.00 | -105.00 |
| 2020-08-06 | 9100.00 | 9485.00 | 9515.00 | 9020.00 | 9190.00 | 9600.00 | 9605.00 | 9140.00 | -90.00 | -115.00 | -90.00 | -120.00 |
| 2020-08-05 | 8955.00 | 9025.00 | 9050.00 | 8915.00 | 9080.00 | 9095.00 | 9145.00 | 9030.00 | -125.00 | -70.00 | -95.00 | -115.00 |
| 2020-08-04 | 9015.00 | 8975.00 | 9100.00 | 8950.00 | 8910.00 | 8880.00 | 8985.00 | 8835.00 | 105.00 | 95.00 | 115.00 | 115.00 |
| 2020-08-03 | 8935.00 | 9040.00 | 9040.00 | 8900.00 | 8840.00 | 8900.00 | 8910.00 | 8795.00 | 95.00 | 140.00 | 130.00 | 105.00 |
| 2020-07-31 | 8990.00 | 8935.00 | 9060.00 | 8795.00 | 8930.00 | 8840.00 | 8930.00 | 8670.00 | 60.00 | 95.00 | 130.00 | 125.00 |
| 2020-07-30 | 8975.00 | 9020.00 | 9240.00 | 8950.00 | 8885.00 | 8930.00 | 9130.00 | 8830.00 | 90.00 | 90.00 | 110.00 | 120.00 |