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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020-07-29 | 8755.00 | 8880.00 | 8880.00 | 8675.00 | 8840.00 | 8990.00 | 8995.00 | 8760.00 | -85.00 | -110.00 | -115.00 | -85.00 |
| 2020-07-28 | 8690.00 | 8730.00 | 8770.00 | 8615.00 | 8770.00 | 8840.00 | 8865.00 | 8715.00 | -80.00 | -110.00 | -95.00 | -100.00 |
| 2020-07-27 | 8550.00 | 8700.00 | 8720.00 | 8535.00 | 8625.00 | 8755.00 | 8810.00 | 8615.00 | -75.00 | -55.00 | -90.00 | -80.00 |
| 2020-07-24 | 8620.00 | 8540.00 | 8700.00 | 8490.00 | 8610.00 | 8610.00 | 8805.00 | 8610.00 | 10.00 | -70.00 | -105.00 | -120.00 |
| 2020-07-23 | 8630.00 | 8550.00 | 8640.00 | 8510.00 | 8725.00 | 8650.00 | 8725.00 | 8610.00 | -95.00 | -100.00 | -85.00 | -100.00 |
| 2020-07-22 | 8745.00 | 8655.00 | 8775.00 | 8620.00 | 8815.00 | 8725.00 | 8860.00 | 8715.00 | -70.00 | -70.00 | -85.00 | -95.00 |
| 2020-07-21 | 8635.00 | 8705.00 | 8730.00 | 8575.00 | 8680.00 | 8780.00 | 8820.00 | 8650.00 | -45.00 | -75.00 | -90.00 | -75.00 |
| 2020-07-20 | 8650.00 | 8565.00 | 8675.00 | 8520.00 | 8720.00 | 8640.00 | 8760.00 | 8620.00 | -70.00 | -75.00 | -85.00 | -100.00 |
| 2020-07-17 | 8585.00 | 8620.00 | 8700.00 | 8585.00 | 8730.00 | 8700.00 | 8785.00 | 8700.00 | -145.00 | -80.00 | -85.00 | -115.00 |
| 2020-07-16 | 8825.00 | 8605.00 | 8925.00 | 8575.00 | 8880.00 | 8680.00 | 9000.00 | 8665.00 | -55.00 | -75.00 | -75.00 | -90.00 |
| 2020-07-15 | 8730.00 | 8785.00 | 8885.00 | 8720.00 | 8845.00 | 8880.00 | 8970.00 | 8815.00 | -115.00 | -95.00 | -85.00 | -95.00 |
| 2020-07-14 | 8765.00 | 8775.00 | 8875.00 | 8695.00 | 8900.00 | 8875.00 | 8955.00 | 8785.00 | -135.00 | -100.00 | -80.00 | -90.00 |
| 2020-07-13 | 8700.00 | 8805.00 | 8870.00 | 8685.00 | 8775.00 | 8900.00 | 8950.00 | 8770.00 | -75.00 | -95.00 | -80.00 | -85.00 |
| 2020-07-10 | 8915.00 | 8675.00 | 8930.00 | 8635.00 | 8920.00 | 8760.00 | 8985.00 | 8730.00 | -5.00 | -85.00 | -55.00 | -95.00 |
| 2020-07-09 | 8910.00 | 8840.00 | 9050.00 | 8830.00 | 8985.00 | 8910.00 | 9105.00 | 8905.00 | -75.00 | -70.00 | -55.00 | -75.00 |
| 2020-07-08 | 8880.00 | 8910.00 | 9000.00 | 8865.00 | 8980.00 | 8975.00 | 9080.00 | 8940.00 | -100.00 | -65.00 | -80.00 | -75.00 |
| 2020-07-07 | 8955.00 | 8885.00 | 9075.00 | 8855.00 | 9075.00 | 8985.00 | 9130.00 | 8940.00 | -120.00 | -100.00 | -55.00 | -85.00 |
| 2020-07-06 | 8805.00 | 8965.00 | 8980.00 | 8760.00 | 8905.00 | 9075.00 | 9090.00 | 8840.00 | -100.00 | -110.00 | -110.00 | -80.00 |
| 2020-07-03 | 8705.00 | 8860.00 | 8860.00 | 8705.00 | 8875.00 | 8950.00 | 8950.00 | 8820.00 | -170.00 | -90.00 | -90.00 | -115.00 |
| 2020-07-02 | 8550.00 | 8715.00 | 8770.00 | 8550.00 | 8480.00 | 8610.00 | 8655.00 | 8480.00 | 70.00 | 105.00 | 115.00 | 70.00 |
| 2020-07-01 | 8555.00 | 8620.00 | 8650.00 | 8555.00 | 8665.00 | 8730.00 | 8760.00 | 8660.00 | -110.00 | -110.00 | -110.00 | -105.00 |
| 2020-06-30 | 8520.00 | 8595.00 | 8645.00 | 8500.00 | 8560.00 | 8705.00 | 8735.00 | 8560.00 | -40.00 | -110.00 | -90.00 | -60.00 |
| 2020-06-29 | 8670.00 | 8475.00 | 8690.00 | 8445.00 | 8590.00 | 8365.00 | 8590.00 | 8345.00 | 80.00 | 110.00 | 100.00 | 100.00 |
| 2020-06-24 | 8850.00 | 8740.00 | 8850.00 | 8740.00 | 8725.00 | 8665.00 | 8725.00 | 8640.00 | 125.00 | 75.00 | 125.00 | 100.00 |
| 2020-06-23 | 8770.00 | 8835.00 | 8845.00 | 8725.00 | 8685.00 | 8700.00 | 8735.00 | 8620.00 | 85.00 | 135.00 | 110.00 | 105.00 |
| 2020-06-22 | 8880.00 | 8760.00 | 8950.00 | 8725.00 | 8750.00 | 8665.00 | 8785.00 | 8615.00 | 130.00 | 95.00 | 165.00 | 110.00 |
| 2020-06-19 | 8775.00 | 8880.00 | 8880.00 | 8695.00 | 8620.00 | 8730.00 | 8765.00 | 8590.00 | 155.00 | 150.00 | 115.00 | 105.00 |
| 2020-06-18 | 8700.00 | 8735.00 | 8750.00 | 8670.00 | 8600.00 | 8610.00 | 8640.00 | 8565.00 | 100.00 | 125.00 | 110.00 | 105.00 |
| 2020-06-17 | 8840.00 | 8710.00 | 8840.00 | 8640.00 | 8665.00 | 8605.00 | 8670.00 | 8530.00 | 175.00 | 105.00 | 170.00 | 110.00 |
| 2020-06-16 | 8690.00 | 8765.00 | 8800.00 | 8650.00 | 8550.00 | 8625.00 | 8680.00 | 8550.00 | 140.00 | 140.00 | 120.00 | 100.00 |
| 2020-06-15 | 8805.00 | 8640.00 | 8865.00 | 8625.00 | 8720.00 | 8525.00 | 8755.00 | 8505.00 | 85.00 | 115.00 | 110.00 | 120.00 |
| 2020-06-12 | 8900.00 | 8815.00 | 8905.00 | 8650.00 | 8770.00 | 8695.00 | 8795.00 | 8565.00 | 130.00 | 120.00 | 110.00 | 85.00 |
| 2020-06-11 | 9040.00 | 8940.00 | 9115.00 | 8870.00 | 8885.00 | 8830.00 | 8995.00 | 8760.00 | 155.00 | 110.00 | 120.00 | 110.00 |
| 2020-06-10 | 9005.00 | 8985.00 | 9070.00 | 8965.00 | 8930.00 | 8860.00 | 8950.00 | 8855.00 | 75.00 | 125.00 | 120.00 | 110.00 |
| 2020-06-09 | 9080.00 | 9080.00 | 9100.00 | 8960.00 | 8915.00 | 8975.00 | 8980.00 | 8850.00 | 165.00 | 105.00 | 120.00 | 110.00 |
| 2020-06-08 | 9105.00 | 9030.00 | 9155.00 | 8980.00 | 9000.00 | 8915.00 | 9045.00 | 8870.00 | 105.00 | 115.00 | 110.00 | 110.00 |
| 2020-06-05 | 8695.00 | 9105.00 | 9120.00 | 8695.00 | 8615.00 | 8970.00 | 8990.00 | 8615.00 | 80.00 | 135.00 | 130.00 | 80.00 |
| 2020-06-04 | 8825.00 | 8720.00 | 8845.00 | 8660.00 | 8705.00 | 8620.00 | 8720.00 | 8575.00 | 120.00 | 100.00 | 125.00 | 85.00 |
| 2020-06-03 | 8715.00 | 8835.00 | 8880.00 | 8715.00 | 8675.00 | 8730.00 | 8750.00 | 8650.00 | 40.00 | 105.00 | 130.00 | 65.00 |
| 2020-06-02 | 8715.00 | 8765.00 | 8910.00 | 8715.00 | 8550.00 | 8520.00 | 8665.00 | 8505.00 | 165.00 | 245.00 | 245.00 | 210.00 |
| 2020-06-01 | 8595.00 | 8790.00 | 8830.00 | 8510.00 | 8345.00 | 8560.00 | 8595.00 | 8315.00 | 250.00 | 230.00 | 235.00 | 195.00 |
| 2020-05-29 | 8495.00 | 8340.00 | 8500.00 | 8335.00 | 8470.00 | 8525.00 | 8775.00 | 8450.00 | 25.00 | -185.00 | -275.00 | -115.00 |
| 2020-05-28 | 8475.00 | 8455.00 | 8485.00 | 8295.00 | 8600.00 | 8680.00 | 8695.00 | 8520.00 | -125.00 | -225.00 | -210.00 | -225.00 |
| 2020-05-27 | 8430.00 | 8405.00 | 8490.00 | 8340.00 | 8550.00 | 8520.00 | 8570.00 | 8450.00 | -120.00 | -115.00 | -80.00 | -110.00 |
| 2020-05-26 | 8360.00 | 8430.00 | 8475.00 | 8320.00 | 8260.00 | 8350.00 | 8360.00 | 8215.00 | 100.00 | 80.00 | 115.00 | 105.00 |
| 2020-05-25 | 8300.00 | 8375.00 | 8420.00 | 8300.00 | 8220.00 | 8265.00 | 8300.00 | 8190.00 | 80.00 | 110.00 | 120.00 | 110.00 |
| 2020-05-22 | 8520.00 | 8290.00 | 8560.00 | 8280.00 | 8415.00 | 8195.00 | 8435.00 | 8145.00 | 105.00 | 95.00 | 125.00 | 135.00 |
| 2020-05-21 | 8540.00 | 8520.00 | 8700.00 | 8470.00 | 8435.00 | 8415.00 | 8575.00 | 8355.00 | 105.00 | 105.00 | 125.00 | 115.00 |
| 2020-05-20 | 8450.00 | 8580.00 | 8595.00 | 8430.00 | 8365.00 | 8405.00 | 8470.00 | 8330.00 | 85.00 | 175.00 | 125.00 | 100.00 |
| 2020-05-19 | 8380.00 | 8440.00 | 8625.00 | 8365.00 | 8255.00 | 8345.00 | 8510.00 | 8255.00 | 125.00 | 95.00 | 115.00 | 110.00 |
| 2020-05-18 | 8400.00 | 8335.00 | 8470.00 | 8285.00 | 8275.00 | 8205.00 | 8355.00 | 8175.00 | 125.00 | 130.00 | 115.00 | 110.00 |
| 2020-05-15 | 8255.00 | 8395.00 | 8460.00 | 8220.00 | 8140.00 | 8285.00 | 8340.00 | 8125.00 | 115.00 | 110.00 | 120.00 | 95.00 |
| 2020-05-14 | 8450.00 | 8245.00 | 8450.00 | 8190.00 | 8310.00 | 8140.00 | 8310.00 | 8090.00 | 140.00 | 105.00 | 140.00 | 100.00 |
| 2020-05-13 | 8430.00 | 8385.00 | 8430.00 | 8200.00 | 8285.00 | 8310.00 | 8310.00 | 8100.00 | 145.00 | 75.00 | 120.00 | 100.00 |
| 2020-05-12 | 8440.00 | 8340.00 | 8570.00 | 8275.00 | 8365.00 | 8240.00 | 8425.00 | 8175.00 | 75.00 | 100.00 | 145.00 | 100.00 |
| 2020-05-11 | 8240.00 | 8515.00 | 8650.00 | 8200.00 | 8500.00 | 8365.00 | 8530.00 | 8260.00 | -260.00 | 150.00 | 120.00 | -60.00 |
| 2020-05-08 | 8460.00 | 8355.00 | 8550.00 | 8290.00 | 8600.00 | 8445.00 | 8665.00 | 8400.00 | -140.00 | -90.00 | -115.00 | -110.00 |
| 2020-05-07 | 8300.00 | 8440.00 | 8550.00 | 8235.00 | 8465.00 | 8530.00 | 8650.00 | 8345.00 | -165.00 | -90.00 | -100.00 | -110.00 |
| 2020-05-06 | 8165.00 | 8320.00 | 8345.00 | 8045.00 | 8220.00 | 8480.00 | 8590.00 | 8160.00 | -55.00 | -160.00 | -245.00 | -115.00 |
| 2020-04-30 | 8030.00 | 8050.00 | 8140.00 | 8030.00 | 8155.00 | 8190.00 | 8240.00 | 8145.00 | -125.00 | -140.00 | -100.00 | -115.00 |
| 2020-04-29 | 8095.00 | 7995.00 | 8140.00 | 7950.00 | 8195.00 | 8090.00 | 8225.00 | 8050.00 | -100.00 | -95.00 | -85.00 | -100.00 |
| 2020-04-28 | 8070.00 | 8030.00 | 8115.00 | 7920.00 | 8250.00 | 8135.00 | 8250.00 | 8040.00 | -180.00 | -105.00 | -135.00 | -120.00 |
| 2020-04-27 | 7960.00 | 8100.00 | 8275.00 | 7920.00 | 8060.00 | 8000.00 | 8150.00 | 7955.00 | -100.00 | 100.00 | 125.00 | -35.00 |
| 2020-04-24 | 8310.00 | 8160.00 | 8310.00 | 8105.00 | 8085.00 | 8070.00 | 8120.00 | 8000.00 | 225.00 | 90.00 | 190.00 | 105.00 |
| 2020-04-23 | 8005.00 | 8155.00 | 8220.00 | 8000.00 | 7885.00 | 8100.00 | 8105.00 | 7885.00 | 120.00 | 55.00 | 115.00 | 115.00 |
| 2020-04-22 | 7850.00 | 7950.00 | 7980.00 | 7790.00 | 7750.00 | 7850.00 | 7870.00 | 7690.00 | 100.00 | 100.00 | 110.00 | 100.00 |
| 2020-04-21 | 8305.00 | 8045.00 | 8355.00 | 7900.00 | 8165.00 | 7875.00 | 8240.00 | 7850.00 | 140.00 | 170.00 | 115.00 | 50.00 |
| 2020-04-20 | 8190.00 | 8380.00 | 8455.00 | 8120.00 | 8075.00 | 8260.00 | 8345.00 | 8020.00 | 115.00 | 120.00 | 110.00 | 100.00 |
| 2020-04-17 | 8195.00 | 8245.00 | 8285.00 | 8130.00 | 8050.00 | 8090.00 | 8175.00 | 8020.00 | 145.00 | 155.00 | 110.00 | 110.00 |
| 2020-04-16 | 8230.00 | 8060.00 | 8275.00 | 8020.00 | 8120.00 | 7940.00 | 8170.00 | 7905.00 | 110.00 | 120.00 | 105.00 | 115.00 |
| 2020-04-15 | 8280.00 | 8220.00 | 8330.00 | 8185.00 | 8095.00 | 8060.00 | 8225.00 | 8060.00 | 185.00 | 160.00 | 105.00 | 125.00 |
| 2020-04-14 | 8035.00 | 8130.00 | 8230.00 | 8030.00 | 8150.00 | 8285.00 | 8325.00 | 8150.00 | -115.00 | -155.00 | -95.00 | -120.00 |
| 2020-04-13 | 8435.00 | 8005.00 | 8435.00 | 7960.00 | 8500.00 | 8120.00 | 8500.00 | 8055.00 | -65.00 | -115.00 | -65.00 | -95.00 |
| 2020-04-10 | 8000.00 | 8265.00 | 8280.00 | 7975.00 | 8220.00 | 8400.00 | 8400.00 | 8120.00 | -220.00 | -135.00 | -120.00 | -145.00 |
| 2020-04-09 | 8110.00 | 8205.00 | 8275.00 | 8080.00 | 8290.00 | 8270.00 | 8370.00 | 8180.00 | -180.00 | -65.00 | -95.00 | -100.00 |
| 2020-04-08 | 7800.00 | 8200.00 | 8300.00 | 7685.00 | 7855.00 | 8270.00 | 8375.00 | 7755.00 | -55.00 | -70.00 | -75.00 | -70.00 |
| 2020-04-07 | 7930.00 | 7805.00 | 7930.00 | 7745.00 | 8000.00 | 7895.00 | 8000.00 | 7845.00 | -70.00 | -90.00 | -70.00 | -100.00 |
| 2020-04-03 | 7810.00 | 7665.00 | 7840.00 | 7560.00 | 7955.00 | 7750.00 | 7955.00 | 7635.00 | -145.00 | -85.00 | -115.00 | -75.00 |
| 2020-04-02 | 7590.00 | 7705.00 | 7745.00 | 7400.00 | 7585.00 | 7790.00 | 7825.00 | 7480.00 | 5.00 | -85.00 | -80.00 | -80.00 |
| 2020-04-01 | 7715.00 | 7620.00 | 7815.00 | 7345.00 | 7830.00 | 7590.00 | 7880.00 | 7535.00 | -115.00 | 30.00 | -65.00 | -190.00 |
| 2020-03-31 | 7645.00 | 7765.00 | 7845.00 | 7645.00 | 7805.00 | 7840.00 | 7910.00 | 7795.00 | -160.00 | -75.00 | -65.00 | -150.00 |
| 2020-03-30 | 7745.00 | 7630.00 | 7755.00 | 7555.00 | 7750.00 | 7710.00 | 7800.00 | 7625.00 | -5.00 | -80.00 | -45.00 | -70.00 |
| 2020-03-27 | 8000.00 | 7870.00 | 8100.00 | 7850.00 | 8085.00 | 7930.00 | 8170.00 | 7920.00 | -85.00 | -60.00 | -70.00 | -70.00 |
| 2020-03-26 | 7860.00 | 7975.00 | 8155.00 | 7825.00 | 8060.00 | 8085.00 | 8220.00 | 7980.00 | -200.00 | -110.00 | -65.00 | -155.00 |
| 2020-03-25 | 8055.00 | 8060.00 | 8120.00 | 7920.00 | 8100.00 | 8150.00 | 8175.00 | 7995.00 | -45.00 | -90.00 | -55.00 | -75.00 |
| 2020-03-24 | 7995.00 | 7950.00 | 8050.00 | 7750.00 | 7980.00 | 7995.00 | 8135.00 | 7865.00 | 15.00 | -45.00 | -85.00 | -115.00 |
| 2020-03-23 | 7975.00 | 7800.00 | 7985.00 | 7760.00 | 8060.00 | 7905.00 | 8085.00 | 7845.00 | -85.00 | -105.00 | -100.00 | -85.00 |
| 2020-03-20 | 8200.00 | 8230.00 | 8390.00 | 8080.00 | 8375.00 | 8270.00 | 8485.00 | 8185.00 | -175.00 | -40.00 | -95.00 | -105.00 |
| 2020-03-19 | 8355.00 | 8110.00 | 8410.00 | 7905.00 | 8380.00 | 8175.00 | 8495.00 | 7975.00 | -25.00 | -65.00 | -85.00 | -70.00 |
| 2020-03-18 | 8750.00 | 8380.00 | 8825.00 | 8305.00 | 8690.00 | 8420.00 | 8900.00 | 8420.00 | 60.00 | -40.00 | -75.00 | -115.00 |
| 2020-03-17 | 8605.00 | 8645.00 | 8785.00 | 8535.00 | 8560.00 | 8575.00 | 8650.00 | 8455.00 | 45.00 | 70.00 | 135.00 | 80.00 |
| 2020-03-16 | 8800.00 | 8680.00 | 8915.00 | 8655.00 | 8700.00 | 8590.00 | 8790.00 | 8565.00 | 100.00 | 90.00 | 125.00 | 90.00 |
| 2020-03-13 | 8700.00 | 8950.00 | 8985.00 | 8525.00 | 8665.00 | 8800.00 | 8865.00 | 8430.00 | 35.00 | 150.00 | 120.00 | 95.00 |
| 2020-03-12 | 8960.00 | 8830.00 | 8975.00 | 8650.00 | 8920.00 | 8720.00 | 8920.00 | 8555.00 | 40.00 | 110.00 | 55.00 | 95.00 |
| 2020-03-11 | 8935.00 | 8885.00 | 9115.00 | 8845.00 | 8960.00 | 8755.00 | 8990.00 | 8755.00 | -25.00 | 130.00 | 125.00 | 90.00 |
| 2020-03-10 | 8850.00 | 9000.00 | 9090.00 | 8780.00 | 8575.00 | 8900.00 | 8995.00 | 8575.00 | 275.00 | 100.00 | 95.00 | 205.00 |
| 2020-03-09 | 8850.00 | 8650.00 | 8855.00 | 8585.00 | 8800.00 | 8530.00 | 8830.00 | 8520.00 | 50.00 | 120.00 | 25.00 | 65.00 |
| 2020-03-06 | 9355.00 | 9205.00 | 9355.00 | 9180.00 | 9265.00 | 9115.00 | 9265.00 | 9085.00 | 90.00 | 90.00 | 90.00 | 95.00 |
| 2020-03-05 | 9405.00 | 9390.00 | 9460.00 | 9370.00 | 9325.00 | 9280.00 | 9360.00 | 9270.00 | 80.00 | 110.00 | 100.00 | 100.00 |
| 2020-03-04 | 9210.00 | 9380.00 | 9430.00 | 9200.00 | 9195.00 | 9290.00 | 9310.00 | 9175.00 | 15.00 | 90.00 | 120.00 | 25.00 |