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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-09-09 | 12970.00 | 13220.00 | 13300.00 | 12765.00 | 12850.00 | 13125.00 | 13195.00 | 12645.00 | 120.00 | 95.00 | 105.00 | 120.00 |
| 2024-09-06 | 12710.00 | 12945.00 | 12950.00 | 12645.00 | 12600.00 | 12840.00 | 12840.00 | 12535.00 | 110.00 | 105.00 | 110.00 | 110.00 |
| 2024-09-05 | 12540.00 | 12660.00 | 12730.00 | 12540.00 | 12475.00 | 12550.00 | 12630.00 | 12425.00 | 65.00 | 110.00 | 100.00 | 115.00 |
| 2024-09-04 | 12680.00 | 12535.00 | 12710.00 | 12525.00 | 12610.00 | 12415.00 | 12610.00 | 12405.00 | 70.00 | 120.00 | 100.00 | 120.00 |
| 2024-09-03 | 12870.00 | 12720.00 | 12880.00 | 12650.00 | 12750.00 | 12595.00 | 12755.00 | 12525.00 | 120.00 | 125.00 | 125.00 | 125.00 |
| 2024-09-02 | 12980.00 | 12730.00 | 13010.00 | 12675.00 | 13150.00 | 12855.00 | 13150.00 | 12800.00 | -170.00 | -125.00 | -140.00 | -125.00 |
| 2024-08-30 | 13050.00 | 13025.00 | 13120.00 | 12880.00 | 13120.00 | 13155.00 | 13250.00 | 12995.00 | -70.00 | -130.00 | -130.00 | -115.00 |
| 2024-08-29 | 13150.00 | 13025.00 | 13210.00 | 12955.00 | 13250.00 | 13145.00 | 13320.00 | 13075.00 | -100.00 | -120.00 | -110.00 | -120.00 |
| 2024-08-28 | 12995.00 | 13155.00 | 13220.00 | 12995.00 | 13120.00 | 13270.00 | 13330.00 | 13100.00 | -125.00 | -115.00 | -110.00 | -105.00 |
| 2024-08-27 | 12940.00 | 12995.00 | 13020.00 | 12810.00 | 13050.00 | 13110.00 | 13130.00 | 12925.00 | -110.00 | -115.00 | -110.00 | -115.00 |
| 2024-08-26 | 12815.00 | 12945.00 | 12950.00 | 12795.00 | 12940.00 | 13055.00 | 13070.00 | 12910.00 | -125.00 | -110.00 | -120.00 | -115.00 |
| 2024-08-23 | 12675.00 | 12810.00 | 12865.00 | 12635.00 | 12750.00 | 12930.00 | 12980.00 | 12750.00 | -75.00 | -120.00 | -115.00 | -115.00 |
| 2024-08-22 | 12795.00 | 12630.00 | 12810.00 | 12610.00 | 12870.00 | 12750.00 | 12915.00 | 12730.00 | -75.00 | -120.00 | -105.00 | -120.00 |
| 2024-08-21 | 12750.00 | 12765.00 | 12840.00 | 12680.00 | 12840.00 | 12875.00 | 12945.00 | 12790.00 | -90.00 | -110.00 | -105.00 | -110.00 |
| 2024-08-20 | 12625.00 | 12735.00 | 12790.00 | 12565.00 | 12750.00 | 12830.00 | 12890.00 | 12665.00 | -125.00 | -95.00 | -100.00 | -100.00 |
| 2024-08-19 | 12555.00 | 12640.00 | 12705.00 | 12420.00 | 12650.00 | 12740.00 | 12805.00 | 12530.00 | -95.00 | -100.00 | -100.00 | -110.00 |
| 2024-08-16 | 12650.00 | 12565.00 | 12755.00 | 12545.00 | 12750.00 | 12670.00 | 12845.00 | 12650.00 | -100.00 | -105.00 | -90.00 | -105.00 |
| 2024-08-15 | 12480.00 | 12650.00 | 12725.00 | 12425.00 | 12605.00 | 12750.00 | 12825.00 | 12530.00 | -125.00 | -100.00 | -100.00 | -105.00 |
| 2024-08-14 | 12630.00 | 12465.00 | 12675.00 | 12390.00 | 12755.00 | 12570.00 | 12770.00 | 12495.00 | -125.00 | -105.00 | -95.00 | -105.00 |
| 2024-08-13 | 12655.00 | 12660.00 | 12780.00 | 12585.00 | 12560.00 | 12555.00 | 12675.00 | 12485.00 | 95.00 | 105.00 | 105.00 | 100.00 |
| 2024-08-12 | 12530.00 | 12635.00 | 12640.00 | 12440.00 | 12430.00 | 12535.00 | 12545.00 | 12345.00 | 100.00 | 100.00 | 95.00 | 95.00 |
| 2024-08-09 | 12440.00 | 12555.00 | 12640.00 | 12440.00 | 12410.00 | 12450.00 | 12530.00 | 12355.00 | 30.00 | 105.00 | 110.00 | 85.00 |
| 2024-08-08 | 12445.00 | 12450.00 | 12625.00 | 12405.00 | 12320.00 | 12345.00 | 12520.00 | 12305.00 | 125.00 | 105.00 | 105.00 | 100.00 |
| 2024-08-07 | 12235.00 | 12380.00 | 12455.00 | 12215.00 | 12170.00 | 12280.00 | 12350.00 | 12120.00 | 65.00 | 100.00 | 105.00 | 95.00 |
| 2024-08-06 | 12255.00 | 12265.00 | 12365.00 | 12105.00 | 12195.00 | 12170.00 | 12270.00 | 12020.00 | 60.00 | 95.00 | 95.00 | 85.00 |
| 2024-08-05 | 12245.00 | 12205.00 | 12400.00 | 12120.00 | 12335.00 | 12290.00 | 12490.00 | 12220.00 | -90.00 | -85.00 | -90.00 | -100.00 |
| 2024-08-02 | 12080.00 | 12245.00 | 12300.00 | 12065.00 | 12170.00 | 12350.00 | 12400.00 | 12160.00 | -90.00 | -105.00 | -100.00 | -95.00 |
| 2024-08-01 | 12075.00 | 12050.00 | 12175.00 | 12025.00 | 12165.00 | 12140.00 | 12270.00 | 12105.00 | -90.00 | -90.00 | -95.00 | -80.00 |
| 2024-07-31 | 11905.00 | 12075.00 | 12105.00 | 11765.00 | 11985.00 | 12165.00 | 12190.00 | 11850.00 | -80.00 | -90.00 | -85.00 | -85.00 |
| 2024-07-30 | 11950.00 | 11885.00 | 12135.00 | 11835.00 | 12145.00 | 11965.00 | 12180.00 | 11915.00 | -195.00 | -80.00 | -45.00 | -80.00 |
| 2024-07-29 | 12055.00 | 12070.00 | 12140.00 | 11995.00 | 12125.00 | 12140.00 | 12205.00 | 12075.00 | -70.00 | -70.00 | -65.00 | -80.00 |
| 2024-07-26 | 11960.00 | 12050.00 | 12180.00 | 11955.00 | 12035.00 | 12125.00 | 12255.00 | 12030.00 | -75.00 | -75.00 | -75.00 | -75.00 |
| 2024-07-25 | 12185.00 | 11925.00 | 12190.00 | 11885.00 | 12285.00 | 12010.00 | 12285.00 | 11965.00 | -100.00 | -85.00 | -95.00 | -80.00 |
| 2024-07-24 | 12050.00 | 12195.00 | 12260.00 | 12025.00 | 12145.00 | 12290.00 | 12345.00 | 12120.00 | -95.00 | -95.00 | -85.00 | -95.00 |
| 2024-07-23 | 12185.00 | 12020.00 | 12195.00 | 11975.00 | 12320.00 | 12120.00 | 12320.00 | 12070.00 | -135.00 | -100.00 | -125.00 | -95.00 |
| 2024-07-22 | 12240.00 | 12195.00 | 12380.00 | 12155.00 | 12325.00 | 12280.00 | 12460.00 | 12235.00 | -85.00 | -85.00 | -80.00 | -80.00 |
| 2024-07-19 | 12250.00 | 12230.00 | 12270.00 | 12105.00 | 12295.00 | 12310.00 | 12350.00 | 12180.00 | -45.00 | -80.00 | -80.00 | -75.00 |
| 2024-07-18 | 12165.00 | 12265.00 | 12275.00 | 12105.00 | 12240.00 | 12335.00 | 12345.00 | 12185.00 | -75.00 | -70.00 | -70.00 | -80.00 |
| 2024-07-17 | 12130.00 | 12165.00 | 12275.00 | 12095.00 | 12240.00 | 12235.00 | 12345.00 | 12175.00 | -110.00 | -70.00 | -70.00 | -80.00 |
| 2024-07-16 | 12050.00 | 12110.00 | 12120.00 | 11990.00 | 12110.00 | 12190.00 | 12195.00 | 12070.00 | -60.00 | -80.00 | -75.00 | -80.00 |
| 2024-07-15 | 12205.00 | 12035.00 | 12235.00 | 11985.00 | 12095.00 | 11960.00 | 12165.00 | 11910.00 | 110.00 | 75.00 | 70.00 | 75.00 |
| 2024-07-12 | 12325.00 | 12230.00 | 12370.00 | 12170.00 | 12290.00 | 12145.00 | 12290.00 | 12105.00 | 35.00 | 85.00 | 80.00 | 65.00 |
| 2024-07-11 | 12280.00 | 12290.00 | 12390.00 | 12270.00 | 12205.00 | 12225.00 | 12320.00 | 12205.00 | 75.00 | 65.00 | 70.00 | 65.00 |
| 2024-07-10 | 12325.00 | 12280.00 | 12415.00 | 12150.00 | 12250.00 | 12205.00 | 12340.00 | 12080.00 | 75.00 | 75.00 | 75.00 | 70.00 |
| 2024-07-09 | 12235.00 | 12305.00 | 12325.00 | 12175.00 | 12175.00 | 12225.00 | 12245.00 | 12105.00 | 60.00 | 80.00 | 80.00 | 70.00 |
| 2024-07-08 | 12215.00 | 12215.00 | 12290.00 | 12140.00 | 12150.00 | 12135.00 | 12210.00 | 12050.00 | 65.00 | 80.00 | 80.00 | 90.00 |
| 2024-07-05 | 12550.00 | 12235.00 | 12565.00 | 12205.00 | 12475.00 | 12155.00 | 12485.00 | 12130.00 | 75.00 | 80.00 | 80.00 | 75.00 |
| 2024-07-04 | 12700.00 | 12555.00 | 12750.00 | 12550.00 | 12600.00 | 12475.00 | 12660.00 | 12470.00 | 100.00 | 80.00 | 90.00 | 80.00 |
| 2024-07-03 | 12645.00 | 12615.00 | 12660.00 | 12460.00 | 12690.00 | 12700.00 | 12735.00 | 12535.00 | -45.00 | -85.00 | -75.00 | -75.00 |
| 2024-07-02 | 12480.00 | 12620.00 | 12630.00 | 12390.00 | 12550.00 | 12700.00 | 12715.00 | 12475.00 | -70.00 | -80.00 | -85.00 | -85.00 |
| 2024-07-01 | 12445.00 | 12420.00 | 12455.00 | 12230.00 | 12500.00 | 12500.00 | 12545.00 | 12325.00 | -55.00 | -80.00 | -90.00 | -95.00 |
| 2024-06-28 | 12470.00 | 12405.00 | 12550.00 | 12335.00 | 12500.00 | 12495.00 | 12600.00 | 12415.00 | -30.00 | -90.00 | -50.00 | -80.00 |
| 2024-06-27 | 12685.00 | 12450.00 | 12735.00 | 12415.00 | 12745.00 | 12535.00 | 12810.00 | 12500.00 | -60.00 | -85.00 | -75.00 | -85.00 |
| 2024-06-26 | 12780.00 | 12665.00 | 12780.00 | 12440.00 | 12820.00 | 12735.00 | 12835.00 | 12500.00 | -40.00 | -70.00 | -55.00 | -60.00 |
| 2024-06-25 | 12685.00 | 12780.00 | 13035.00 | 12630.00 | 12765.00 | 12860.00 | 13115.00 | 12715.00 | -80.00 | -80.00 | -80.00 | -85.00 |
| 2024-06-24 | 12555.00 | 12585.00 | 12670.00 | 12500.00 | 12595.00 | 12670.00 | 12745.00 | 12585.00 | -40.00 | -85.00 | -75.00 | -85.00 |
| 2024-06-21 | 12820.00 | 12565.00 | 12820.00 | 12515.00 | 12845.00 | 12640.00 | 12895.00 | 12595.00 | -25.00 | -75.00 | -75.00 | -80.00 |
| 2024-06-20 | 12710.00 | 12735.00 | 12810.00 | 12645.00 | 12810.00 | 12810.00 | 12885.00 | 12725.00 | -100.00 | -75.00 | -75.00 | -80.00 |
| 2024-06-19 | 12540.00 | 12655.00 | 12710.00 | 12370.00 | 12550.00 | 12720.00 | 12780.00 | 12450.00 | -10.00 | -65.00 | -70.00 | -80.00 |
| 2024-06-18 | 12595.00 | 12570.00 | 12725.00 | 12530.00 | 12655.00 | 12655.00 | 12790.00 | 12605.00 | -60.00 | -85.00 | -65.00 | -75.00 |
| 2024-06-17 | 12810.00 | 12540.00 | 12810.00 | 12515.00 | 12870.00 | 12615.00 | 12875.00 | 12585.00 | -60.00 | -75.00 | -65.00 | -70.00 |
| 2024-06-14 | 13150.00 | 12870.00 | 13150.00 | 12815.00 | 13140.00 | 12950.00 | 13200.00 | 12900.00 | 10.00 | -80.00 | -50.00 | -85.00 |
| 2024-06-13 | 13410.00 | 13120.00 | 13505.00 | 12900.00 | 13475.00 | 13195.00 | 13575.00 | 12975.00 | -65.00 | -75.00 | -70.00 | -75.00 |
| 2024-06-12 | 13170.00 | 13380.00 | 13445.00 | 12960.00 | 13245.00 | 13455.00 | 13505.00 | 13035.00 | -75.00 | -75.00 | -60.00 | -75.00 |
| 2024-06-11 | 13660.00 | 13180.00 | 13745.00 | 13120.00 | 13795.00 | 13255.00 | 13795.00 | 13185.00 | -135.00 | -75.00 | -50.00 | -65.00 |
| 2024-06-07 | 13250.00 | 13665.00 | 13765.00 | 13250.00 | 13230.00 | 13575.00 | 13675.00 | 13170.00 | 20.00 | 90.00 | 90.00 | 80.00 |
| 2024-06-06 | 12830.00 | 13270.00 | 13285.00 | 12705.00 | 12815.00 | 13175.00 | 13190.00 | 12635.00 | 15.00 | 95.00 | 95.00 | 70.00 |
| 2024-06-05 | 12800.00 | 12830.00 | 12890.00 | 12685.00 | 12710.00 | 12745.00 | 12810.00 | 12615.00 | 90.00 | 85.00 | 80.00 | 70.00 |
| 2024-06-04 | 12805.00 | 12715.00 | 12840.00 | 12520.00 | 12895.00 | 12795.00 | 12905.00 | 12590.00 | -90.00 | -80.00 | -65.00 | -70.00 |
| 2024-06-03 | 13070.00 | 12835.00 | 13085.00 | 12705.00 | 13080.00 | 12905.00 | 13135.00 | 12765.00 | -10.00 | -70.00 | -50.00 | -60.00 |
| 2024-05-31 | 13430.00 | 13000.00 | 13460.00 | 12815.00 | 13520.00 | 13065.00 | 13520.00 | 12880.00 | -90.00 | -65.00 | -60.00 | -65.00 |
| 2024-05-30 | 13140.00 | 13460.00 | 13575.00 | 13140.00 | 13180.00 | 13520.00 | 13640.00 | 13180.00 | -40.00 | -60.00 | -65.00 | -40.00 |
| 2024-05-29 | 12905.00 | 13095.00 | 13110.00 | 12740.00 | 12920.00 | 13150.00 | 13175.00 | 12785.00 | -15.00 | -55.00 | -65.00 | -45.00 |
| 2024-05-28 | 12705.00 | 12825.00 | 13330.00 | 12700.00 | 12730.00 | 12885.00 | 13370.00 | 12730.00 | -25.00 | -60.00 | -40.00 | -30.00 |
| 2024-05-27 | 12700.00 | 12665.00 | 12795.00 | 12565.00 | 12680.00 | 12730.00 | 12850.00 | 12625.00 | 20.00 | -65.00 | -55.00 | -60.00 |
| 2024-05-24 | 12505.00 | 12700.00 | 12905.00 | 12500.00 | 12600.00 | 12735.00 | 12945.00 | 12565.00 | -95.00 | -35.00 | -40.00 | -65.00 |
| 2024-05-23 | 12400.00 | 12460.00 | 12680.00 | 12290.00 | 12435.00 | 12510.00 | 12735.00 | 12350.00 | -35.00 | -50.00 | -55.00 | -60.00 |
| 2024-05-22 | 12285.00 | 12385.00 | 12455.00 | 12285.00 | 12350.00 | 12435.00 | 12510.00 | 12350.00 | -65.00 | -50.00 | -55.00 | -65.00 |
| 2024-05-21 | 12335.00 | 12290.00 | 12600.00 | 12280.00 | 12405.00 | 12350.00 | 12670.00 | 12340.00 | -70.00 | -60.00 | -70.00 | -60.00 |
| 2024-05-20 | 12220.00 | 12335.00 | 12425.00 | 12130.00 | 12165.00 | 12250.00 | 12335.00 | 12040.00 | 55.00 | 85.00 | 90.00 | 90.00 |
| 2024-05-17 | 12200.00 | 12215.00 | 12265.00 | 12155.00 | 12185.00 | 12120.00 | 12185.00 | 12070.00 | 15.00 | 95.00 | 80.00 | 85.00 |
| 2024-05-16 | 12040.00 | 12220.00 | 12320.00 | 11950.00 | 11925.00 | 12125.00 | 12220.00 | 11870.00 | 115.00 | 95.00 | 100.00 | 80.00 |
| 2024-05-15 | 11915.00 | 12020.00 | 12070.00 | 11855.00 | 11835.00 | 11925.00 | 11980.00 | 11775.00 | 80.00 | 95.00 | 90.00 | 80.00 |
| 2024-05-14 | 11980.00 | 11920.00 | 12160.00 | 11920.00 | 11895.00 | 11840.00 | 12060.00 | 11840.00 | 85.00 | 80.00 | 100.00 | 80.00 |
| 2024-05-13 | 11670.00 | 11980.00 | 11990.00 | 11655.00 | 11625.00 | 11895.00 | 11895.00 | 11575.00 | 45.00 | 85.00 | 95.00 | 80.00 |
| 2024-05-10 | 11750.00 | 11685.00 | 11805.00 | 11655.00 | 11660.00 | 11605.00 | 11720.00 | 11585.00 | 90.00 | 80.00 | 85.00 | 70.00 |
| 2024-05-09 | 11745.00 | 11745.00 | 11755.00 | 11610.00 | 11680.00 | 11660.00 | 11680.00 | 11525.00 | 65.00 | 85.00 | 75.00 | 85.00 |
| 2024-05-08 | 11675.00 | 11655.00 | 11815.00 | 11645.00 | 11770.00 | 11740.00 | 11900.00 | 11725.00 | -95.00 | -85.00 | -85.00 | -80.00 |
| 2024-05-07 | 11595.00 | 11690.00 | 11795.00 | 11560.00 | 11655.00 | 11770.00 | 11860.00 | 11635.00 | -60.00 | -80.00 | -65.00 | -75.00 |
| 2024-05-06 | 11520.00 | 11580.00 | 11695.00 | 11500.00 | 11560.00 | 11655.00 | 11770.00 | 11560.00 | -40.00 | -75.00 | -75.00 | -60.00 |
| 2024-04-30 | 11525.00 | 11515.00 | 11605.00 | 11470.00 | 11645.00 | 11590.00 | 11705.00 | 11555.00 | -120.00 | -75.00 | -100.00 | -85.00 |
| 2024-04-29 | 11520.00 | 11500.00 | 11575.00 | 11455.00 | 11590.00 | 11625.00 | 11690.00 | 11560.00 | -70.00 | -125.00 | -115.00 | -105.00 |
| 2024-04-26 | 11395.00 | 11485.00 | 11490.00 | 11245.00 | 11530.00 | 11590.00 | 11595.00 | 11365.00 | -135.00 | -105.00 | -105.00 | -120.00 |
| 2024-04-25 | 11560.00 | 11370.00 | 11560.00 | 11285.00 | 11660.00 | 11485.00 | 11665.00 | 11395.00 | -100.00 | -115.00 | -105.00 | -110.00 |
| 2024-04-24 | 11635.00 | 11525.00 | 11655.00 | 11450.00 | 11735.00 | 11645.00 | 11750.00 | 11555.00 | -100.00 | -120.00 | -95.00 | -105.00 |
| 2024-04-23 | 11730.00 | 11635.00 | 11765.00 | 11630.00 | 11860.00 | 11735.00 | 11860.00 | 11735.00 | -130.00 | -100.00 | -95.00 | -105.00 |
| 2024-04-22 | 11820.00 | 11765.00 | 11980.00 | 11750.00 | 11910.00 | 11880.00 | 12065.00 | 11865.00 | -90.00 | -115.00 | -85.00 | -115.00 |
| 2024-04-19 | 11740.00 | 11830.00 | 11915.00 | 11675.00 | 11825.00 | 11925.00 | 12000.00 | 11780.00 | -85.00 | -95.00 | -85.00 | -105.00 |
| 2024-04-18 | 11760.00 | 11700.00 | 11795.00 | 11610.00 | 11900.00 | 11825.00 | 11930.00 | 11740.00 | -140.00 | -125.00 | -135.00 | -130.00 |
| 2024-04-17 | 11765.00 | 11740.00 | 11805.00 | 11595.00 | 11880.00 | 11865.00 | 11935.00 | 11730.00 | -115.00 | -125.00 | -130.00 | -135.00 |