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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-01-16 | 9760.00 | 9820.00 | 9850.00 | 9690.00 | 9800.00 | 9880.00 | 9920.00 | 9745.00 | -40.00 | -60.00 | -70.00 | -55.00 |
| 2023-01-13 | 9710.00 | 9765.00 | 9790.00 | 9680.00 | 9695.00 | 9720.00 | 9745.00 | 9635.00 | 15.00 | 45.00 | 45.00 | 45.00 |
| 2023-01-12 | 9770.00 | 9695.00 | 9790.00 | 9650.00 | 9750.00 | 9645.00 | 9750.00 | 9605.00 | 20.00 | 50.00 | 40.00 | 45.00 |
| 2023-01-11 | 9660.00 | 9810.00 | 9860.00 | 9595.00 | 9610.00 | 9770.00 | 9820.00 | 9560.00 | 50.00 | 40.00 | 40.00 | 35.00 |
| 2023-01-10 | 9650.00 | 9650.00 | 9695.00 | 9585.00 | 9620.00 | 9610.00 | 9645.00 | 9555.00 | 30.00 | 40.00 | 50.00 | 30.00 |
| 2023-01-09 | 9760.00 | 9635.00 | 9760.00 | 9580.00 | 9635.00 | 9605.00 | 9690.00 | 9535.00 | 125.00 | 30.00 | 70.00 | 45.00 |
| 2023-01-06 | 9850.00 | 9690.00 | 9870.00 | 9600.00 | 9785.00 | 9635.00 | 9805.00 | 9545.00 | 65.00 | 55.00 | 65.00 | 55.00 |
| 2023-01-05 | 9880.00 | 9830.00 | 9895.00 | 9750.00 | 9815.00 | 9775.00 | 9835.00 | 9700.00 | 65.00 | 55.00 | 60.00 | 50.00 |
| 2023-01-04 | 9840.00 | 9830.00 | 9900.00 | 9790.00 | 9870.00 | 9890.00 | 9955.00 | 9850.00 | -30.00 | -60.00 | -55.00 | -60.00 |
| 2023-01-03 | 9500.00 | 9825.00 | 9830.00 | 9440.00 | 9690.00 | 9875.00 | 9890.00 | 9505.00 | -190.00 | -50.00 | -60.00 | -65.00 |
| 2022-12-30 | 9600.00 | 9575.00 | 9625.00 | 9520.00 | 9640.00 | 9650.00 | 9680.00 | 9595.00 | -40.00 | -75.00 | -55.00 | -75.00 |
| 2022-12-29 | 9700.00 | 9585.00 | 9735.00 | 9545.00 | 9760.00 | 9660.00 | 9790.00 | 9610.00 | -60.00 | -75.00 | -55.00 | -65.00 |
| 2022-12-28 | 9655.00 | 9705.00 | 9760.00 | 9625.00 | 9720.00 | 9770.00 | 9830.00 | 9695.00 | -65.00 | -65.00 | -70.00 | -70.00 |
| 2022-12-27 | 9565.00 | 9675.00 | 9715.00 | 9535.00 | 9645.00 | 9750.00 | 9785.00 | 9615.00 | -80.00 | -75.00 | -70.00 | -80.00 |
| 2022-12-26 | 9450.00 | 9565.00 | 9600.00 | 9435.00 | 9425.00 | 9485.00 | 9530.00 | 9365.00 | 25.00 | 80.00 | 70.00 | 70.00 |
| 2022-12-23 | 9620.00 | 9440.00 | 9635.00 | 9380.00 | 9525.00 | 9385.00 | 9570.00 | 9325.00 | 95.00 | 55.00 | 65.00 | 55.00 |
| 2022-12-22 | 9705.00 | 9570.00 | 9750.00 | 9520.00 | 9690.00 | 9515.00 | 9690.00 | 9460.00 | 15.00 | 55.00 | 60.00 | 60.00 |
| 2022-12-21 | 9700.00 | 9720.00 | 9770.00 | 9635.00 | 9690.00 | 9655.00 | 9700.00 | 9565.00 | 10.00 | 65.00 | 70.00 | 70.00 |
| 2022-12-20 | 9820.00 | 9710.00 | 9845.00 | 9595.00 | 9775.00 | 9640.00 | 9775.00 | 9540.00 | 45.00 | 70.00 | 70.00 | 55.00 |
| 2022-12-19 | 10000.00 | 9810.00 | 10070.00 | 9715.00 | 10000.00 | 9725.00 | 10005.00 | 9655.00 | 0.00 | 85.00 | 65.00 | 60.00 |
| 2022-12-16 | 9910.00 | 9990.00 | 10095.00 | 9875.00 | 9970.00 | 10060.00 | 10155.00 | 9930.00 | -60.00 | -70.00 | -60.00 | -55.00 |
| 2022-12-15 | 10020.00 | 9905.00 | 10020.00 | 9820.00 | 10075.00 | 9975.00 | 10075.00 | 9880.00 | -55.00 | -70.00 | -55.00 | -60.00 |
| 2022-12-14 | 9880.00 | 10025.00 | 10040.00 | 9880.00 | 9960.00 | 10080.00 | 10115.00 | 9960.00 | -80.00 | -55.00 | -75.00 | -80.00 |
| 2022-12-13 | 9855.00 | 9880.00 | 9905.00 | 9745.00 | 9890.00 | 9955.00 | 9980.00 | 9820.00 | -35.00 | -75.00 | -75.00 | -75.00 |
| 2022-12-12 | 9955.00 | 9855.00 | 10000.00 | 9825.00 | 10080.00 | 9930.00 | 10080.00 | 9895.00 | -125.00 | -75.00 | -80.00 | -70.00 |
| 2022-12-09 | 9980.00 | 10010.00 | 10030.00 | 9915.00 | 10020.00 | 10085.00 | 10105.00 | 9980.00 | -40.00 | -75.00 | -75.00 | -65.00 |
| 2022-12-08 | 9840.00 | 9960.00 | 9970.00 | 9765.00 | 9920.00 | 10025.00 | 10030.00 | 9815.00 | -80.00 | -65.00 | -60.00 | -50.00 |
| 2022-12-07 | 9820.00 | 9840.00 | 9985.00 | 9815.00 | 9870.00 | 9900.00 | 10035.00 | 9865.00 | -50.00 | -60.00 | -50.00 | -50.00 |
| 2022-12-06 | 9810.00 | 9835.00 | 9905.00 | 9725.00 | 9830.00 | 9870.00 | 9950.00 | 9780.00 | -20.00 | -35.00 | -45.00 | -55.00 |
| 2022-12-05 | 9835.00 | 9795.00 | 9880.00 | 9735.00 | 9880.00 | 9840.00 | 9890.00 | 9785.00 | -45.00 | -45.00 | -10.00 | -50.00 |
| 2022-12-02 | 9750.00 | 9830.00 | 9845.00 | 9670.00 | 9810.00 | 9880.00 | 9885.00 | 9725.00 | -60.00 | -50.00 | -40.00 | -55.00 |
| 2022-12-01 | 9670.00 | 9780.00 | 9870.00 | 9670.00 | 9645.00 | 9810.00 | 9900.00 | 9645.00 | 25.00 | -30.00 | -30.00 | 25.00 |
| 2022-11-30 | 9590.00 | 9635.00 | 9665.00 | 9485.00 | 9580.00 | 9620.00 | 9655.00 | 9485.00 | 10.00 | 15.00 | 10.00 | 0.00 |
| 2022-11-29 | 9525.00 | 9610.00 | 9680.00 | 9515.00 | 9545.00 | 9580.00 | 9655.00 | 9470.00 | -20.00 | 30.00 | 25.00 | 45.00 |
| 2022-11-28 | 9510.00 | 9520.00 | 9670.00 | 9500.00 | 9500.00 | 9525.00 | 9680.00 | 9500.00 | 10.00 | -5.00 | -10.00 | 0.00 |
| 2022-11-25 | 9495.00 | 9500.00 | 9545.00 | 9385.00 | 9470.00 | 9495.00 | 9560.00 | 9410.00 | 25.00 | 5.00 | -15.00 | -25.00 |
| 2022-11-24 | 9530.00 | 9455.00 | 9595.00 | 9440.00 | 9520.00 | 9460.00 | 9580.00 | 9460.00 | 10.00 | -5.00 | 15.00 | -20.00 |
| 2022-11-23 | 9575.00 | 9550.00 | 9620.00 | 9475.00 | 9505.00 | 9520.00 | 9615.00 | 9450.00 | 70.00 | 30.00 | 5.00 | 25.00 |
| 2022-11-22 | 9320.00 | 9525.00 | 9610.00 | 9300.00 | 9310.00 | 9540.00 | 9615.00 | 9305.00 | 10.00 | -15.00 | -5.00 | -5.00 |
| 2022-11-21 | 9635.00 | 9320.00 | 9660.00 | 9245.00 | 9640.00 | 9330.00 | 9650.00 | 9255.00 | -5.00 | -10.00 | 10.00 | -10.00 |
| 2022-11-18 | 9705.00 | 9670.00 | 9735.00 | 9625.00 | 9700.00 | 9660.00 | 9720.00 | 9605.00 | 5.00 | 10.00 | 15.00 | 20.00 |
| 2022-11-17 | 9635.00 | 9710.00 | 9755.00 | 9545.00 | 9615.00 | 9690.00 | 9740.00 | 9555.00 | 20.00 | 20.00 | 15.00 | -10.00 |
| 2022-11-16 | 9620.00 | 9650.00 | 9680.00 | 9480.00 | 9610.00 | 9640.00 | 9665.00 | 9485.00 | 10.00 | 10.00 | 15.00 | -5.00 |
| 2022-11-15 | 9580.00 | 9620.00 | 9695.00 | 9545.00 | 9570.00 | 9610.00 | 9690.00 | 9550.00 | 10.00 | 10.00 | 5.00 | -5.00 |
| 2022-11-14 | 9630.00 | 9580.00 | 9700.00 | 9495.00 | 9645.00 | 9575.00 | 9690.00 | 9500.00 | -15.00 | 5.00 | 10.00 | -5.00 |
| 2022-11-11 | 9545.00 | 9595.00 | 9715.00 | 9425.00 | 9505.00 | 9580.00 | 9685.00 | 9415.00 | 40.00 | 15.00 | 30.00 | 10.00 |
| 2022-11-10 | 9720.00 | 9560.00 | 9720.00 | 9530.00 | 9695.00 | 9525.00 | 9695.00 | 9505.00 | 25.00 | 35.00 | 25.00 | 25.00 |
| 2022-11-09 | 9750.00 | 9775.00 | 9800.00 | 9705.00 | 9700.00 | 9750.00 | 9775.00 | 9685.00 | 50.00 | 25.00 | 25.00 | 20.00 |
| 2022-11-08 | 9550.00 | 9765.00 | 9800.00 | 9515.00 | 9510.00 | 9735.00 | 9760.00 | 9465.00 | 40.00 | 30.00 | 40.00 | 50.00 |
| 2022-11-07 | 9485.00 | 9515.00 | 9640.00 | 9460.00 | 9400.00 | 9475.00 | 9585.00 | 9400.00 | 85.00 | 40.00 | 55.00 | 60.00 |
| 2022-11-04 | 9245.00 | 9495.00 | 9540.00 | 9205.00 | 9200.00 | 9440.00 | 9495.00 | 9165.00 | 45.00 | 55.00 | 45.00 | 40.00 |
| 2022-11-03 | 9210.00 | 9280.00 | 9315.00 | 9185.00 | 9165.00 | 9245.00 | 9275.00 | 9145.00 | 45.00 | 35.00 | 40.00 | 40.00 |
| 2022-11-02 | 9105.00 | 9225.00 | 9255.00 | 9045.00 | 9090.00 | 9195.00 | 9210.00 | 9015.00 | 15.00 | 30.00 | 45.00 | 30.00 |
| 2022-11-01 | 8800.00 | 9105.00 | 9150.00 | 8775.00 | 8790.00 | 9085.00 | 9115.00 | 8750.00 | 10.00 | 20.00 | 35.00 | 25.00 |
| 2022-10-31 | 8935.00 | 8820.00 | 8960.00 | 8695.00 | 9140.00 | 8955.00 | 9140.00 | 8820.00 | -205.00 | -135.00 | -180.00 | -125.00 |
| 2022-10-28 | 9120.00 | 8915.00 | 9135.00 | 8885.00 | 9180.00 | 9040.00 | 9290.00 | 9020.00 | -60.00 | -125.00 | -155.00 | -135.00 |
| 2022-10-27 | 9235.00 | 9215.00 | 9360.00 | 9185.00 | 9205.00 | 9125.00 | 9285.00 | 9090.00 | 30.00 | 90.00 | 75.00 | 95.00 |
| 2022-10-26 | 9415.00 | 9260.00 | 9455.00 | 9260.00 | 9380.00 | 9195.00 | 9400.00 | 9195.00 | 35.00 | 65.00 | 55.00 | 65.00 |
| 2022-10-25 | 9340.00 | 9435.00 | 9505.00 | 9340.00 | 9325.00 | 9390.00 | 9455.00 | 9295.00 | 15.00 | 45.00 | 50.00 | 45.00 |
| 2022-10-24 | 9420.00 | 9395.00 | 9460.00 | 9385.00 | 9415.00 | 9340.00 | 9445.00 | 9335.00 | 5.00 | 55.00 | 15.00 | 50.00 |
| 2022-10-21 | 9490.00 | 9425.00 | 9530.00 | 9380.00 | 9430.00 | 9420.00 | 9515.00 | 9365.00 | 60.00 | 5.00 | 15.00 | 15.00 |
| 2022-10-20 | 9690.00 | 9440.00 | 9700.00 | 9425.00 | 9670.00 | 9415.00 | 9680.00 | 9410.00 | 20.00 | 25.00 | 20.00 | 15.00 |
| 2022-10-19 | 9695.00 | 9690.00 | 9780.00 | 9655.00 | 9665.00 | 9685.00 | 9775.00 | 9650.00 | 30.00 | 5.00 | 5.00 | 5.00 |
| 2022-10-18 | 9730.00 | 9680.00 | 9755.00 | 9580.00 | 9730.00 | 9670.00 | 9770.00 | 9590.00 | 0.00 | 10.00 | -15.00 | -10.00 |
| 2022-10-17 | 9735.00 | 9700.00 | 9815.00 | 9665.00 | 9760.00 | 9730.00 | 9820.00 | 9680.00 | -25.00 | -30.00 | -5.00 | -15.00 |
| 2022-10-14 | 9750.00 | 9730.00 | 9815.00 | 9590.00 | 9725.00 | 9750.00 | 9835.00 | 9615.00 | 25.00 | -20.00 | -20.00 | -25.00 |
| 2022-10-13 | 9885.00 | 9770.00 | 9890.00 | 9740.00 | 9900.00 | 9795.00 | 9910.00 | 9770.00 | -15.00 | -25.00 | -20.00 | -30.00 |
| 2022-10-12 | 9960.00 | 9885.00 | 9970.00 | 9800.00 | 9930.00 | 9915.00 | 9985.00 | 9845.00 | 30.00 | -30.00 | -15.00 | -45.00 |
| 2022-10-11 | 10060.00 | 9945.00 | 10140.00 | 9920.00 | 10060.00 | 9970.00 | 10145.00 | 9940.00 | 0.00 | -25.00 | -5.00 | -20.00 |
| 2022-10-10 | 10200.00 | 10025.00 | 10320.00 | 10005.00 | 10150.00 | 10000.00 | 10295.00 | 9990.00 | 50.00 | 25.00 | 25.00 | 15.00 |
| 2022-09-30 | 10085.00 | 9990.00 | 10205.00 | 9905.00 | 10085.00 | 9985.00 | 10215.00 | 9900.00 | 0.00 | 5.00 | -10.00 | 5.00 |
| 2022-09-29 | 10025.00 | 10115.00 | 10140.00 | 9990.00 | 10135.00 | 10125.00 | 10160.00 | 9975.00 | -110.00 | -10.00 | -20.00 | 15.00 |
| 2022-09-28 | 10025.00 | 10045.00 | 10110.00 | 9965.00 | 10050.00 | 10060.00 | 10110.00 | 9975.00 | -25.00 | -15.00 | 0.00 | -10.00 |
| 2022-09-27 | 9795.00 | 10025.00 | 10050.00 | 9780.00 | 9770.00 | 10015.00 | 10045.00 | 9770.00 | 25.00 | 10.00 | 5.00 | 10.00 |
| 2022-09-26 | 9750.00 | 9770.00 | 9930.00 | 9690.00 | 9770.00 | 9760.00 | 9960.00 | 9720.00 | -20.00 | 10.00 | -30.00 | -30.00 |
| 2022-09-23 | 9800.00 | 9755.00 | 9875.00 | 9715.00 | 9835.00 | 9775.00 | 9900.00 | 9755.00 | -35.00 | -20.00 | -25.00 | -40.00 |
| 2022-09-22 | 9760.00 | 9805.00 | 9850.00 | 9720.00 | 9800.00 | 9840.00 | 9875.00 | 9755.00 | -40.00 | -35.00 | -25.00 | -35.00 |
| 2022-09-21 | 9620.00 | 9745.00 | 9750.00 | 9470.00 | 9680.00 | 9790.00 | 9790.00 | 9505.00 | -60.00 | -45.00 | -40.00 | -35.00 |
| 2022-09-20 | 9410.00 | 9655.00 | 9755.00 | 9410.00 | 9550.00 | 9700.00 | 9800.00 | 9520.00 | -140.00 | -45.00 | -45.00 | -110.00 |
| 2022-09-19 | 9610.00 | 9515.00 | 9670.00 | 9485.00 | 9680.00 | 9570.00 | 9705.00 | 9540.00 | -70.00 | -55.00 | -35.00 | -55.00 |
| 2022-09-16 | 9620.00 | 9610.00 | 9685.00 | 9525.00 | 9655.00 | 9650.00 | 9745.00 | 9585.00 | -35.00 | -40.00 | -60.00 | -60.00 |
| 2022-09-15 | 9515.00 | 9590.00 | 9670.00 | 9500.00 | 9545.00 | 9645.00 | 9725.00 | 9545.00 | -30.00 | -55.00 | -55.00 | -45.00 |
| 2022-09-14 | 9530.00 | 9485.00 | 9625.00 | 9430.00 | 9600.00 | 9535.00 | 9675.00 | 9490.00 | -70.00 | -50.00 | -50.00 | -60.00 |
| 2022-09-13 | 9425.00 | 9525.00 | 9605.00 | 9395.00 | 9440.00 | 9570.00 | 9630.00 | 9440.00 | -15.00 | -45.00 | -25.00 | -45.00 |
| 2022-09-09 | 9370.00 | 9375.00 | 9395.00 | 9245.00 | 9450.00 | 9420.00 | 9450.00 | 9310.00 | -80.00 | -45.00 | -55.00 | -65.00 |
| 2022-09-08 | 9280.00 | 9380.00 | 9505.00 | 9270.00 | 9315.00 | 9440.00 | 9560.00 | 9315.00 | -35.00 | -60.00 | -55.00 | -45.00 |
| 2022-09-07 | 9315.00 | 9245.00 | 9340.00 | 9185.00 | 9410.00 | 9300.00 | 9410.00 | 9250.00 | -95.00 | -55.00 | -70.00 | -65.00 |
| 2022-09-06 | 9505.00 | 9370.00 | 9520.00 | 9250.00 | 9550.00 | 9420.00 | 9555.00 | 9315.00 | -45.00 | -50.00 | -35.00 | -65.00 |
| 2022-09-05 | 9460.00 | 9520.00 | 9565.00 | 9430.00 | 9505.00 | 9565.00 | 9595.00 | 9465.00 | -45.00 | -45.00 | -30.00 | -35.00 |
| 2022-09-02 | 9600.00 | 9440.00 | 9600.00 | 9375.00 | 9610.00 | 9465.00 | 9615.00 | 9415.00 | -10.00 | -25.00 | -15.00 | -40.00 |
| 2022-09-01 | 9750.00 | 9605.00 | 9800.00 | 9605.00 | 9815.00 | 9625.00 | 9840.00 | 9625.00 | -65.00 | -20.00 | -40.00 | -20.00 |
| 2022-08-31 | 9915.00 | 9805.00 | 9915.00 | 9775.00 | 9970.00 | 9870.00 | 9970.00 | 9830.00 | -55.00 | -65.00 | -55.00 | -55.00 |
| 2022-08-30 | 10085.00 | 9915.00 | 10165.00 | 9855.00 | 10105.00 | 9960.00 | 10245.00 | 9915.00 | -20.00 | -45.00 | -80.00 | -60.00 |
| 2022-08-29 | 10105.00 | 10165.00 | 10245.00 | 10105.00 | 10045.00 | 10085.00 | 10185.00 | 10045.00 | 60.00 | 80.00 | 60.00 | 60.00 |
| 2022-08-26 | 10040.00 | 10100.00 | 10100.00 | 9865.00 | 10035.00 | 10060.00 | 10085.00 | 9860.00 | 5.00 | 40.00 | 15.00 | 5.00 |
| 2022-08-25 | 10115.00 | 10085.00 | 10155.00 | 10005.00 | 10085.00 | 10045.00 | 10125.00 | 9980.00 | 30.00 | 40.00 | 30.00 | 25.00 |
| 2022-08-24 | 10230.00 | 10115.00 | 10290.00 | 10085.00 | 10210.00 | 10080.00 | 10260.00 | 10070.00 | 20.00 | 35.00 | 30.00 | 15.00 |
| 2022-08-23 | 10215.00 | 10230.00 | 10305.00 | 10200.00 | 10225.00 | 10210.00 | 10290.00 | 10190.00 | -10.00 | 20.00 | 15.00 | 10.00 |
| 2022-08-22 | 10120.00 | 10235.00 | 10275.00 | 10055.00 | 10095.00 | 10225.00 | 10255.00 | 10055.00 | 25.00 | 10.00 | 20.00 | 0.00 |
| 2022-08-19 | 10290.00 | 10150.00 | 10310.00 | 10075.00 | 10230.00 | 10105.00 | 10250.00 | 10025.00 | 60.00 | 45.00 | 60.00 | 50.00 |