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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-11-15 | 10840.00 | 10970.00 | 10985.00 | 10825.00 | 11035.00 | 11100.00 | 11110.00 | 10950.00 | -195.00 | -130.00 | -125.00 | -125.00 |
| 2023-11-14 | 10750.00 | 10870.00 | 10915.00 | 10750.00 | 10890.00 | 11000.00 | 11040.00 | 10885.00 | -140.00 | -130.00 | -125.00 | -135.00 |
| 2023-11-13 | 10725.00 | 10750.00 | 10770.00 | 10655.00 | 10840.00 | 10880.00 | 10915.00 | 10810.00 | -115.00 | -130.00 | -145.00 | -155.00 |
| 2023-11-10 | 10645.00 | 10760.00 | 10825.00 | 10545.00 | 10810.00 | 10895.00 | 10955.00 | 10725.00 | -165.00 | -135.00 | -130.00 | -180.00 |
| 2023-11-09 | 10670.00 | 10625.00 | 10730.00 | 10505.00 | 10850.00 | 10795.00 | 10910.00 | 10695.00 | -180.00 | -170.00 | -180.00 | -190.00 |
| 2023-11-08 | 10585.00 | 10675.00 | 10695.00 | 10530.00 | 10410.00 | 10460.00 | 10490.00 | 10345.00 | 175.00 | 215.00 | 205.00 | 185.00 |
| 2023-11-07 | 10750.00 | 10560.00 | 10840.00 | 10560.00 | 10560.00 | 10400.00 | 10670.00 | 10385.00 | 190.00 | 160.00 | 170.00 | 175.00 |
| 2023-11-06 | 10835.00 | 10735.00 | 10870.00 | 10625.00 | 10745.00 | 10585.00 | 10745.00 | 10495.00 | 90.00 | 150.00 | 125.00 | 130.00 |
| 2023-11-03 | 10810.00 | 10835.00 | 10960.00 | 10805.00 | 10690.00 | 10715.00 | 10810.00 | 10675.00 | 120.00 | 120.00 | 150.00 | 130.00 |
| 2023-11-02 | 10820.00 | 10815.00 | 10890.00 | 10760.00 | 10710.00 | 10690.00 | 10750.00 | 10635.00 | 110.00 | 125.00 | 140.00 | 125.00 |
| 2023-11-01 | 10855.00 | 10820.00 | 10870.00 | 10725.00 | 10700.00 | 10680.00 | 10715.00 | 10600.00 | 155.00 | 140.00 | 155.00 | 125.00 |
| 2023-10-31 | 10850.00 | 10830.00 | 10895.00 | 10705.00 | 10740.00 | 10690.00 | 10760.00 | 10570.00 | 110.00 | 140.00 | 135.00 | 135.00 |
| 2023-10-30 | 10940.00 | 10860.00 | 10965.00 | 10695.00 | 10880.00 | 10730.00 | 10880.00 | 10600.00 | 60.00 | 130.00 | 85.00 | 95.00 |
| 2023-10-27 | 11130.00 | 10930.00 | 11145.00 | 10860.00 | 11035.00 | 10845.00 | 11050.00 | 10775.00 | 95.00 | 85.00 | 95.00 | 85.00 |
| 2023-10-26 | 11255.00 | 11135.00 | 11310.00 | 11040.00 | 11230.00 | 11040.00 | 11240.00 | 10970.00 | 25.00 | 95.00 | 70.00 | 70.00 |
| 2023-10-25 | 11080.00 | 11230.00 | 11230.00 | 11005.00 | 11130.00 | 11290.00 | 11295.00 | 11045.00 | -50.00 | -60.00 | -65.00 | -40.00 |
| 2023-10-24 | 11055.00 | 11070.00 | 11130.00 | 10930.00 | 11080.00 | 11125.00 | 11175.00 | 10980.00 | -25.00 | -55.00 | -45.00 | -50.00 |
| 2023-10-23 | 11000.00 | 11025.00 | 11095.00 | 10955.00 | 11100.00 | 11070.00 | 11150.00 | 10995.00 | -100.00 | -45.00 | -55.00 | -40.00 |
| 2023-10-20 | 11175.00 | 11025.00 | 11250.00 | 10950.00 | 11195.00 | 11040.00 | 11275.00 | 10995.00 | -20.00 | -15.00 | -25.00 | -45.00 |
| 2023-10-19 | 11315.00 | 11180.00 | 11415.00 | 11160.00 | 11330.00 | 11195.00 | 11420.00 | 11180.00 | -15.00 | -15.00 | -5.00 | -20.00 |
| 2023-10-18 | 11375.00 | 11265.00 | 11450.00 | 11260.00 | 11395.00 | 11290.00 | 11455.00 | 11275.00 | -20.00 | -25.00 | -5.00 | -15.00 |
| 2023-10-17 | 11335.00 | 11420.00 | 11515.00 | 11190.00 | 11335.00 | 11405.00 | 11515.00 | 11205.00 | 0.00 | 15.00 | 0.00 | -15.00 |
| 2023-10-16 | 11460.00 | 11335.00 | 11570.00 | 11280.00 | 11430.00 | 11335.00 | 11560.00 | 11290.00 | 30.00 | 0.00 | 10.00 | -10.00 |
| 2023-10-13 | 11260.00 | 11405.00 | 11470.00 | 11210.00 | 11300.00 | 11390.00 | 11470.00 | 11225.00 | -40.00 | 15.00 | 0.00 | -15.00 |
| 2023-10-12 | 10920.00 | 11255.00 | 11355.00 | 10920.00 | 10980.00 | 11255.00 | 11350.00 | 10965.00 | -60.00 | 0.00 | 5.00 | -45.00 |
| 2023-10-11 | 10635.00 | 10975.00 | 10980.00 | 10585.00 | 10620.00 | 10980.00 | 11000.00 | 10610.00 | 15.00 | -5.00 | -20.00 | -25.00 |
| 2023-10-10 | 10580.00 | 10605.00 | 10855.00 | 10560.00 | 10605.00 | 10610.00 | 10865.00 | 10580.00 | -25.00 | -5.00 | -10.00 | -20.00 |
| 2023-10-09 | 10510.00 | 10575.00 | 10805.00 | 10505.00 | 10510.00 | 10610.00 | 10790.00 | 10510.00 | 0.00 | -35.00 | 15.00 | -5.00 |
| 2023-09-28 | 10500.00 | 10610.00 | 10690.00 | 10500.00 | 10560.00 | 10550.00 | 10665.00 | 10470.00 | -60.00 | 60.00 | 25.00 | 30.00 |
| 2023-09-27 | 10545.00 | 10510.00 | 10615.00 | 10475.00 | 10530.00 | 10505.00 | 10610.00 | 10465.00 | 15.00 | 5.00 | 5.00 | 10.00 |
| 2023-09-26 | 10730.00 | 10515.00 | 10740.00 | 10500.00 | 10700.00 | 10525.00 | 10735.00 | 10515.00 | 30.00 | -10.00 | 5.00 | -15.00 |
| 2023-09-25 | 10860.00 | 10730.00 | 10865.00 | 10645.00 | 10815.00 | 10720.00 | 10835.00 | 10635.00 | 45.00 | 10.00 | 30.00 | 10.00 |
| 2023-09-22 | 10650.00 | 10860.00 | 10875.00 | 10615.00 | 10580.00 | 10815.00 | 10835.00 | 10560.00 | 70.00 | 45.00 | 40.00 | 55.00 |
| 2023-09-21 | 10830.00 | 10645.00 | 10850.00 | 10635.00 | 10765.00 | 10595.00 | 10800.00 | 10590.00 | 65.00 | 50.00 | 50.00 | 45.00 |
| 2023-09-20 | 10810.00 | 10830.00 | 10905.00 | 10750.00 | 10765.00 | 10765.00 | 10835.00 | 10690.00 | 45.00 | 65.00 | 70.00 | 60.00 |
| 2023-09-19 | 10880.00 | 10840.00 | 11155.00 | 10815.00 | 10795.00 | 10750.00 | 11055.00 | 10745.00 | 85.00 | 90.00 | 100.00 | 70.00 |
| 2023-09-18 | 10925.00 | 10845.00 | 10970.00 | 10715.00 | 10870.00 | 10770.00 | 10910.00 | 10665.00 | 55.00 | 75.00 | 60.00 | 50.00 |
| 2023-09-15 | 10910.00 | 10945.00 | 10980.00 | 10820.00 | 10875.00 | 10870.00 | 10910.00 | 10780.00 | 35.00 | 75.00 | 70.00 | 40.00 |
| 2023-09-14 | 10775.00 | 10840.00 | 10855.00 | 10620.00 | 10720.00 | 10785.00 | 10795.00 | 10575.00 | 55.00 | 55.00 | 60.00 | 45.00 |
| 2023-09-13 | 11050.00 | 10840.00 | 11050.00 | 10720.00 | 10860.00 | 10730.00 | 10890.00 | 10625.00 | 190.00 | 110.00 | 160.00 | 95.00 |
| 2023-09-12 | 11145.00 | 11045.00 | 11205.00 | 10850.00 | 10925.00 | 10895.00 | 11000.00 | 10730.00 | 220.00 | 150.00 | 205.00 | 120.00 |
| 2023-09-11 | 10945.00 | 11160.00 | 11355.00 | 10830.00 | 10765.00 | 10930.00 | 11115.00 | 10700.00 | 180.00 | 230.00 | 240.00 | 130.00 |
| 2023-09-08 | 10980.00 | 10895.00 | 11295.00 | 10770.00 | 10960.00 | 10745.00 | 11195.00 | 10665.00 | 20.00 | 150.00 | 100.00 | 105.00 |
| 2023-09-07 | 10665.00 | 11020.00 | 11195.00 | 10455.00 | 10530.00 | 10960.00 | 10970.00 | 10440.00 | 135.00 | 60.00 | 225.00 | 15.00 |
| 2023-09-06 | 10450.00 | 10575.00 | 10815.00 | 10370.00 | 10420.00 | 10530.00 | 10800.00 | 10365.00 | 30.00 | 45.00 | 15.00 | 5.00 |
| 2023-09-05 | 10400.00 | 10450.00 | 10675.00 | 10370.00 | 10350.00 | 10445.00 | 10675.00 | 10350.00 | 50.00 | 5.00 | 0.00 | 20.00 |
| 2023-09-04 | 10630.00 | 10455.00 | 10835.00 | 10360.00 | 10655.00 | 10440.00 | 10780.00 | 10350.00 | -25.00 | 15.00 | 55.00 | 10.00 |
| 2023-09-01 | 9965.00 | 10625.00 | 10630.00 | 9930.00 | 10000.00 | 10625.00 | 10625.00 | 9955.00 | -35.00 | 0.00 | 5.00 | -25.00 |
| 2023-08-31 | 9980.00 | 9965.00 | 10175.00 | 9920.00 | 9945.00 | 9970.00 | 10155.00 | 9915.00 | 35.00 | -5.00 | 20.00 | 5.00 |
| 2023-08-30 | 9775.00 | 9915.00 | 9945.00 | 9765.00 | 9875.00 | 9935.00 | 9980.00 | 9830.00 | -100.00 | -20.00 | -35.00 | -65.00 |
| 2023-08-29 | 9750.00 | 9800.00 | 9855.00 | 9745.00 | 9740.00 | 9780.00 | 9820.00 | 9680.00 | 10.00 | 20.00 | 35.00 | 65.00 |
| 2023-08-28 | 9730.00 | 9730.00 | 9830.00 | 9710.00 | 9765.00 | 9760.00 | 9870.00 | 9745.00 | -35.00 | -30.00 | -40.00 | -35.00 |
| 2023-08-25 | 9655.00 | 9700.00 | 9760.00 | 9615.00 | 9690.00 | 9745.00 | 9800.00 | 9650.00 | -35.00 | -45.00 | -40.00 | -35.00 |
| 2023-08-24 | 9600.00 | 9655.00 | 9695.00 | 9585.00 | 9630.00 | 9690.00 | 9740.00 | 9625.00 | -30.00 | -35.00 | -45.00 | -40.00 |
| 2023-08-23 | 9520.00 | 9620.00 | 9655.00 | 9515.00 | 9575.00 | 9655.00 | 9700.00 | 9560.00 | -55.00 | -35.00 | -45.00 | -45.00 |
| 2023-08-22 | 9525.00 | 9530.00 | 9560.00 | 9485.00 | 9545.00 | 9575.00 | 9595.00 | 9515.00 | -20.00 | -45.00 | -35.00 | -30.00 |
| 2023-08-21 | 9395.00 | 9515.00 | 9545.00 | 9380.00 | 9445.00 | 9550.00 | 9585.00 | 9415.00 | -50.00 | -35.00 | -40.00 | -35.00 |
| 2023-08-18 | 9430.00 | 9390.00 | 9460.00 | 9350.00 | 9475.00 | 9435.00 | 9500.00 | 9395.00 | -45.00 | -45.00 | -40.00 | -45.00 |
| 2023-08-17 | 9425.00 | 9420.00 | 9445.00 | 9345.00 | 9455.00 | 9460.00 | 9480.00 | 9380.00 | -30.00 | -40.00 | -35.00 | -35.00 |
| 2023-08-16 | 9450.00 | 9405.00 | 9450.00 | 9390.00 | 9470.00 | 9435.00 | 9480.00 | 9425.00 | -20.00 | -30.00 | -30.00 | -35.00 |
| 2023-08-15 | 9440.00 | 9450.00 | 9465.00 | 9425.00 | 9530.00 | 9480.00 | 9530.00 | 9460.00 | -90.00 | -30.00 | -65.00 | -35.00 |
| 2023-08-14 | 9500.00 | 9435.00 | 9540.00 | 9385.00 | 9580.00 | 9470.00 | 9580.00 | 9415.00 | -80.00 | -35.00 | -40.00 | -30.00 |
| 2023-08-11 | 9485.00 | 9530.00 | 9585.00 | 9455.00 | 9520.00 | 9570.00 | 9620.00 | 9485.00 | -35.00 | -40.00 | -35.00 | -30.00 |
| 2023-08-10 | 9465.00 | 9475.00 | 9505.00 | 9455.00 | 9510.00 | 9510.00 | 9540.00 | 9485.00 | -45.00 | -35.00 | -35.00 | -30.00 |
| 2023-08-09 | 9380.00 | 9470.00 | 9490.00 | 9370.00 | 9445.00 | 9495.00 | 9525.00 | 9405.00 | -65.00 | -25.00 | -35.00 | -35.00 |
| 2023-08-08 | 9400.00 | 9390.00 | 9430.00 | 9380.00 | 9415.00 | 9430.00 | 9470.00 | 9410.00 | -15.00 | -40.00 | -40.00 | -30.00 |
| 2023-08-07 | 9390.00 | 9390.00 | 9420.00 | 9355.00 | 9420.00 | 9430.00 | 9455.00 | 9395.00 | -30.00 | -40.00 | -35.00 | -40.00 |
| 2023-08-04 | 9415.00 | 9385.00 | 9435.00 | 9360.00 | 9455.00 | 9420.00 | 9470.00 | 9400.00 | -40.00 | -35.00 | -35.00 | -40.00 |
| 2023-08-03 | 9515.00 | 9405.00 | 9565.00 | 9385.00 | 9555.00 | 9445.00 | 9595.00 | 9420.00 | -40.00 | -40.00 | -30.00 | -35.00 |
| 2023-08-02 | 9505.00 | 9520.00 | 9530.00 | 9480.00 | 9545.00 | 9555.00 | 9555.00 | 9520.00 | -40.00 | -35.00 | -25.00 | -40.00 |
| 2023-08-01 | 9570.00 | 9505.00 | 9575.00 | 9480.00 | 9580.00 | 9540.00 | 9600.00 | 9520.00 | -10.00 | -35.00 | -25.00 | -40.00 |
| 2023-07-31 | 9515.00 | 9550.00 | 9590.00 | 9510.00 | 9525.00 | 9590.00 | 9620.00 | 9525.00 | -10.00 | -40.00 | -30.00 | -15.00 |
| 2023-07-28 | 9520.00 | 9500.00 | 9580.00 | 9475.00 | 9545.00 | 9490.00 | 9570.00 | 9470.00 | -25.00 | 10.00 | 10.00 | 5.00 |
| 2023-07-27 | 9465.00 | 9515.00 | 9560.00 | 9465.00 | 9520.00 | 9525.00 | 9575.00 | 9485.00 | -55.00 | -10.00 | -15.00 | -20.00 |
| 2023-07-26 | 9480.00 | 9505.00 | 9570.00 | 9470.00 | 9470.00 | 9520.00 | 9580.00 | 9470.00 | 10.00 | -15.00 | -10.00 | 0.00 |
| 2023-07-25 | 9405.00 | 9480.00 | 9480.00 | 9395.00 | 9400.00 | 9485.00 | 9495.00 | 9400.00 | 5.00 | -5.00 | -15.00 | -5.00 |
| 2023-07-24 | 9325.00 | 9385.00 | 9445.00 | 9300.00 | 9335.00 | 9400.00 | 9465.00 | 9320.00 | -10.00 | -15.00 | -20.00 | -20.00 |
| 2023-07-21 | 9395.00 | 9330.00 | 9395.00 | 9250.00 | 9400.00 | 9340.00 | 9405.00 | 9270.00 | -5.00 | -10.00 | -10.00 | -20.00 |
| 2023-07-20 | 9360.00 | 9380.00 | 9430.00 | 9335.00 | 9350.00 | 9395.00 | 9445.00 | 9350.00 | 10.00 | -15.00 | -15.00 | -15.00 |
| 2023-07-19 | 9365.00 | 9340.00 | 9375.00 | 9300.00 | 9360.00 | 9350.00 | 9395.00 | 9310.00 | 5.00 | -10.00 | -20.00 | -10.00 |
| 2023-07-18 | 9365.00 | 9355.00 | 9380.00 | 9310.00 | 9370.00 | 9370.00 | 9395.00 | 9330.00 | -5.00 | -15.00 | -15.00 | -20.00 |
| 2023-07-17 | 9510.00 | 9355.00 | 9555.00 | 9275.00 | 9540.00 | 9370.00 | 9570.00 | 9295.00 | -30.00 | -15.00 | -15.00 | -20.00 |
| 2023-07-14 | 9620.00 | 9520.00 | 9620.00 | 9490.00 | 9585.00 | 9535.00 | 9600.00 | 9505.00 | 35.00 | -15.00 | 20.00 | -15.00 |
| 2023-07-13 | 9620.00 | 9560.00 | 9625.00 | 9525.00 | 9610.00 | 9570.00 | 9640.00 | 9535.00 | 10.00 | -10.00 | -15.00 | -10.00 |
| 2023-07-12 | 9630.00 | 9595.00 | 9690.00 | 9545.00 | 9695.00 | 9605.00 | 9705.00 | 9555.00 | -65.00 | -10.00 | -15.00 | -10.00 |
| 2023-07-11 | 9680.00 | 9655.00 | 9680.00 | 9620.00 | 9675.00 | 9660.00 | 9690.00 | 9615.00 | 5.00 | -5.00 | -10.00 | 5.00 |
| 2023-07-10 | 9720.00 | 9655.00 | 9795.00 | 9640.00 | 9725.00 | 9665.00 | 9810.00 | 9655.00 | -5.00 | -10.00 | -15.00 | -15.00 |
| 2023-07-07 | 9730.00 | 9725.00 | 9770.00 | 9640.00 | 9760.00 | 9735.00 | 9785.00 | 9650.00 | -30.00 | -10.00 | -15.00 | -10.00 |
| 2023-07-06 | 9670.00 | 9740.00 | 9795.00 | 9650.00 | 9700.00 | 9760.00 | 9820.00 | 9680.00 | -30.00 | -20.00 | -25.00 | -30.00 |
| 2023-07-05 | 9620.00 | 9675.00 | 9695.00 | 9610.00 | 9615.00 | 9700.00 | 9725.00 | 9615.00 | 5.00 | -25.00 | -30.00 | -5.00 |
| 2023-07-04 | 9660.00 | 9610.00 | 9670.00 | 9595.00 | 9680.00 | 9635.00 | 9680.00 | 9620.00 | -20.00 | -25.00 | -10.00 | -25.00 |
| 2023-07-03 | 9650.00 | 9660.00 | 9720.00 | 9630.00 | 9660.00 | 9680.00 | 9740.00 | 9660.00 | -10.00 | -20.00 | -20.00 | -30.00 |
| 2023-06-30 | 9550.00 | 9630.00 | 9675.00 | 9480.00 | 9555.00 | 9655.00 | 9695.00 | 9510.00 | -5.00 | -25.00 | -20.00 | -30.00 |
| 2023-06-29 | 9530.00 | 9505.00 | 9540.00 | 9490.00 | 9540.00 | 9540.00 | 9560.00 | 9500.00 | -10.00 | -35.00 | -20.00 | -10.00 |
| 2023-06-28 | 9610.00 | 9565.00 | 9610.00 | 9525.00 | 9575.00 | 9570.00 | 9600.00 | 9535.00 | 35.00 | -5.00 | 10.00 | -10.00 |
| 2023-06-27 | 9555.00 | 9570.00 | 9600.00 | 9530.00 | 9560.00 | 9580.00 | 9620.00 | 9540.00 | -5.00 | -10.00 | -20.00 | -10.00 |
| 2023-06-26 | 9635.00 | 9520.00 | 9660.00 | 9495.00 | 9660.00 | 9525.00 | 9660.00 | 9495.00 | -25.00 | -5.00 | 0.00 | 0.00 |
| 2023-06-21 | 9700.00 | 9685.00 | 9740.00 | 9675.00 | 9660.00 | 9675.00 | 9730.00 | 9660.00 | 40.00 | 10.00 | 10.00 | 15.00 |
| 2023-06-20 | 9665.00 | 9675.00 | 9695.00 | 9620.00 | 9680.00 | 9660.00 | 9685.00 | 9600.00 | -15.00 | 15.00 | 10.00 | 20.00 |
| 2023-06-19 | 9705.00 | 9685.00 | 9830.00 | 9670.00 | 9735.00 | 9675.00 | 9820.00 | 9655.00 | -30.00 | 10.00 | 10.00 | 15.00 |