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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022-08-18 | 10260.00 | 10260.00 | 10355.00 | 10220.00 | 10230.00 | 10210.00 | 10295.00 | 10180.00 | 30.00 | 50.00 | 60.00 | 40.00 |
| 2022-08-17 | 10300.00 | 10275.00 | 10355.00 | 10170.00 | 10210.00 | 10230.00 | 10320.00 | 10170.00 | 90.00 | 45.00 | 35.00 | 0.00 |
| 2022-08-16 | 10135.00 | 10210.00 | 10220.00 | 9975.00 | 10100.00 | 10185.00 | 10200.00 | 9990.00 | 35.00 | 25.00 | 20.00 | -15.00 |
| 2022-08-15 | 10310.00 | 10185.00 | 10385.00 | 10150.00 | 10350.00 | 10200.00 | 10350.00 | 10145.00 | -40.00 | -15.00 | 35.00 | 5.00 |
| 2022-08-12 | 10400.00 | 10380.00 | 10485.00 | 10335.00 | 10375.00 | 10350.00 | 10435.00 | 10310.00 | 25.00 | 30.00 | 50.00 | 25.00 |
| 2022-08-11 | 10420.00 | 10400.00 | 10495.00 | 10315.00 | 10385.00 | 10350.00 | 10440.00 | 10280.00 | 35.00 | 50.00 | 55.00 | 35.00 |
| 2022-08-10 | 10650.00 | 10420.00 | 10675.00 | 10370.00 | 10575.00 | 10385.00 | 10605.00 | 10320.00 | 75.00 | 35.00 | 70.00 | 50.00 |
| 2022-08-09 | 10600.00 | 10645.00 | 10705.00 | 10595.00 | 10580.00 | 10580.00 | 10650.00 | 10525.00 | 20.00 | 65.00 | 55.00 | 70.00 |
| 2022-08-08 | 10470.00 | 10675.00 | 10725.00 | 10370.00 | 10420.00 | 10600.00 | 10640.00 | 10320.00 | 50.00 | 75.00 | 85.00 | 50.00 |
| 2022-08-05 | 10375.00 | 10470.00 | 10490.00 | 10250.00 | 10300.00 | 10405.00 | 10440.00 | 10220.00 | 75.00 | 65.00 | 50.00 | 30.00 |
| 2022-08-04 | 10445.00 | 10375.00 | 10585.00 | 10210.00 | 10450.00 | 10315.00 | 10525.00 | 10175.00 | -5.00 | 60.00 | 60.00 | 35.00 |
| 2022-08-03 | 10500.00 | 10445.00 | 10530.00 | 10365.00 | 10460.00 | 10400.00 | 10475.00 | 10320.00 | 40.00 | 45.00 | 55.00 | 45.00 |
| 2022-08-02 | 10430.00 | 10530.00 | 10555.00 | 10325.00 | 10390.00 | 10480.00 | 10495.00 | 10285.00 | 40.00 | 50.00 | 60.00 | 40.00 |
| 2022-08-01 | 10550.00 | 10470.00 | 10755.00 | 10435.00 | 10780.00 | 10645.00 | 10900.00 | 10640.00 | -230.00 | -175.00 | -145.00 | -205.00 |
| 2022-07-29 | 10590.00 | 10610.00 | 10770.00 | 10520.00 | 10765.00 | 10785.00 | 10910.00 | 10690.00 | -175.00 | -175.00 | -140.00 | -170.00 |
| 2022-07-28 | 10595.00 | 10550.00 | 10685.00 | 10455.00 | 10740.00 | 10760.00 | 10820.00 | 10645.00 | -145.00 | -210.00 | -135.00 | -190.00 |
| 2022-07-27 | 10840.00 | 10780.00 | 10965.00 | 10705.00 | 10680.00 | 10620.00 | 10710.00 | 10525.00 | 160.00 | 160.00 | 255.00 | 180.00 |
| 2022-07-26 | 10800.00 | 10790.00 | 10835.00 | 10575.00 | 10660.00 | 10620.00 | 10660.00 | 10470.00 | 140.00 | 170.00 | 175.00 | 105.00 |
| 2022-07-25 | 10600.00 | 10755.00 | 10905.00 | 10600.00 | 10400.00 | 10590.00 | 10685.00 | 10390.00 | 200.00 | 165.00 | 220.00 | 210.00 |
| 2022-07-22 | 10755.00 | 10665.00 | 10850.00 | 10665.00 | 10380.00 | 10400.00 | 10545.00 | 10380.00 | 375.00 | 265.00 | 305.00 | 285.00 |
| 2022-07-21 | 10825.00 | 10830.00 | 10980.00 | 10820.00 | 10570.00 | 10570.00 | 10695.00 | 10555.00 | 255.00 | 260.00 | 285.00 | 265.00 |
| 2022-07-20 | 10745.00 | 10825.00 | 10900.00 | 10640.00 | 10570.00 | 10595.00 | 10720.00 | 10450.00 | 175.00 | 230.00 | 180.00 | 190.00 |
| 2022-07-19 | 10800.00 | 10770.00 | 10840.00 | 10725.00 | 10560.00 | 10585.00 | 10695.00 | 10550.00 | 240.00 | 185.00 | 145.00 | 175.00 |
| 2022-07-18 | 10400.00 | 10695.00 | 10750.00 | 10400.00 | 10395.00 | 10540.00 | 10620.00 | 10360.00 | 5.00 | 155.00 | 130.00 | 40.00 |
| 2022-07-15 | 10550.00 | 10360.00 | 10560.00 | 10335.00 | 10495.00 | 10320.00 | 10505.00 | 10280.00 | 55.00 | 40.00 | 55.00 | 55.00 |
| 2022-07-14 | 10650.00 | 10550.00 | 10665.00 | 10465.00 | 10600.00 | 10495.00 | 10620.00 | 10410.00 | 50.00 | 55.00 | 45.00 | 55.00 |
| 2022-07-13 | 11050.00 | 10650.00 | 11075.00 | 10530.00 | 10985.00 | 10595.00 | 10990.00 | 10485.00 | 65.00 | 55.00 | 85.00 | 45.00 |
| 2022-07-12 | 11000.00 | 11100.00 | 11235.00 | 10925.00 | 10995.00 | 11020.00 | 11130.00 | 10875.00 | 5.00 | 80.00 | 105.00 | 50.00 |
| 2022-07-11 | 11070.00 | 11020.00 | 11105.00 | 10955.00 | 11005.00 | 10965.00 | 11045.00 | 10900.00 | 65.00 | 55.00 | 60.00 | 55.00 |
| 2022-07-08 | 11005.00 | 11050.00 | 11140.00 | 10990.00 | 10980.00 | 11015.00 | 11105.00 | 10975.00 | 25.00 | 35.00 | 35.00 | 15.00 |
| 2022-07-07 | 11035.00 | 10975.00 | 11045.00 | 10860.00 | 10975.00 | 10960.00 | 11010.00 | 10895.00 | 60.00 | 15.00 | 35.00 | -35.00 |
| 2022-07-06 | 11165.00 | 10990.00 | 11175.00 | 10885.00 | 11165.00 | 10965.00 | 11165.00 | 10865.00 | 0.00 | 25.00 | 10.00 | 20.00 |
| 2022-07-05 | 11325.00 | 11215.00 | 11380.00 | 11135.00 | 11300.00 | 11175.00 | 11325.00 | 11100.00 | 25.00 | 40.00 | 55.00 | 35.00 |
| 2022-07-04 | 11320.00 | 11345.00 | 11445.00 | 11295.00 | 11290.00 | 11305.00 | 11395.00 | 11270.00 | 30.00 | 40.00 | 50.00 | 25.00 |
| 2022-07-01 | 11235.00 | 11330.00 | 11385.00 | 11030.00 | 11200.00 | 11310.00 | 11355.00 | 11025.00 | 35.00 | 20.00 | 30.00 | 5.00 |
| 2022-06-30 | 11250.00 | 11220.00 | 11260.00 | 11065.00 | 11200.00 | 11205.00 | 11240.00 | 11060.00 | 50.00 | 15.00 | 20.00 | 5.00 |
| 2022-06-29 | 11220.00 | 11210.00 | 11270.00 | 11055.00 | 11285.00 | 11260.00 | 11285.00 | 11120.00 | -65.00 | -50.00 | -15.00 | -65.00 |
| 2022-06-28 | 11170.00 | 11270.00 | 11300.00 | 11050.00 | 11155.00 | 11275.00 | 11310.00 | 11080.00 | 15.00 | -5.00 | -10.00 | -30.00 |
| 2022-06-27 | 11205.00 | 11205.00 | 11335.00 | 11050.00 | 11155.00 | 11160.00 | 11275.00 | 10970.00 | 50.00 | 45.00 | 60.00 | 80.00 |
| 2022-06-24 | 11120.00 | 11215.00 | 11260.00 | 11080.00 | 11060.00 | 11150.00 | 11195.00 | 11025.00 | 60.00 | 65.00 | 65.00 | 55.00 |
| 2022-06-23 | 10920.00 | 11135.00 | 11160.00 | 10920.00 | 10960.00 | 11060.00 | 11105.00 | 10910.00 | -40.00 | 75.00 | 55.00 | 10.00 |
| 2022-06-22 | 11075.00 | 10900.00 | 11125.00 | 10865.00 | 11065.00 | 10870.00 | 11085.00 | 10835.00 | 10.00 | 30.00 | 40.00 | 30.00 |
| 2022-06-21 | 11175.00 | 11065.00 | 11180.00 | 10935.00 | 11145.00 | 11035.00 | 11170.00 | 10930.00 | 30.00 | 30.00 | 10.00 | 5.00 |
| 2022-06-20 | 11120.00 | 11165.00 | 11190.00 | 11020.00 | 11100.00 | 11155.00 | 11180.00 | 11025.00 | 20.00 | 10.00 | 10.00 | -5.00 |
| 2022-06-17 | 11135.00 | 11100.00 | 11160.00 | 10990.00 | 11145.00 | 11105.00 | 11190.00 | 11020.00 | -10.00 | -5.00 | -30.00 | -30.00 |
| 2022-06-16 | 11160.00 | 11130.00 | 11205.00 | 11075.00 | 11210.00 | 11155.00 | 11235.00 | 11120.00 | -50.00 | -25.00 | -30.00 | -45.00 |
| 2022-06-15 | 11255.00 | 11155.00 | 11280.00 | 11140.00 | 11295.00 | 11195.00 | 11310.00 | 11170.00 | -40.00 | -40.00 | -30.00 | -30.00 |
| 2022-06-14 | 11315.00 | 11220.00 | 11320.00 | 11175.00 | 11355.00 | 11255.00 | 11360.00 | 11200.00 | -40.00 | -35.00 | -40.00 | -25.00 |
| 2022-06-13 | 11600.00 | 11275.00 | 11635.00 | 11210.00 | 11620.00 | 11325.00 | 11670.00 | 11255.00 | -20.00 | -50.00 | -35.00 | -45.00 |
| 2022-06-10 | 11650.00 | 11605.00 | 11740.00 | 11575.00 | 11680.00 | 11640.00 | 11765.00 | 11620.00 | -30.00 | -35.00 | -25.00 | -45.00 |
| 2022-06-09 | 11540.00 | 11660.00 | 11845.00 | 11540.00 | 11560.00 | 11665.00 | 11845.00 | 11560.00 | -20.00 | -5.00 | 0.00 | -20.00 |
| 2022-06-08 | 11480.00 | 11535.00 | 11545.00 | 11435.00 | 11505.00 | 11545.00 | 11570.00 | 11465.00 | -25.00 | -10.00 | -25.00 | -30.00 |
| 2022-06-07 | 11650.00 | 11475.00 | 11665.00 | 11430.00 | 11680.00 | 11510.00 | 11680.00 | 11455.00 | -30.00 | -35.00 | -15.00 | -25.00 |
| 2022-06-06 | 11750.00 | 11660.00 | 11750.00 | 11590.00 | 11800.00 | 11660.00 | 11800.00 | 11595.00 | -50.00 | 0.00 | -50.00 | -5.00 |
| 2022-06-02 | 11670.00 | 11690.00 | 11735.00 | 11525.00 | 11730.00 | 11695.00 | 11745.00 | 11530.00 | -60.00 | -5.00 | -10.00 | -5.00 |
| 2022-06-01 | 11525.00 | 11690.00 | 11690.00 | 11385.00 | 11500.00 | 11640.00 | 11650.00 | 11380.00 | 25.00 | 50.00 | 40.00 | 5.00 |
| 2022-05-31 | 11360.00 | 11530.00 | 11595.00 | 11360.00 | 11410.00 | 11515.00 | 11550.00 | 11370.00 | -50.00 | 15.00 | 45.00 | -10.00 |
| 2022-05-30 | 11400.00 | 11400.00 | 11575.00 | 11365.00 | 11395.00 | 11405.00 | 11590.00 | 11370.00 | 5.00 | -5.00 | -15.00 | -5.00 |
| 2022-05-27 | 11395.00 | 11405.00 | 11445.00 | 11355.00 | 11425.00 | 11395.00 | 11480.00 | 11375.00 | -30.00 | 10.00 | -35.00 | -20.00 |
| 2022-05-26 | 11265.00 | 11380.00 | 11380.00 | 11220.00 | 11280.00 | 11410.00 | 11410.00 | 11255.00 | -15.00 | -30.00 | -30.00 | -35.00 |
| 2022-05-25 | 11215.00 | 11245.00 | 11255.00 | 11135.00 | 11225.00 | 11280.00 | 11285.00 | 11170.00 | -10.00 | -35.00 | -30.00 | -35.00 |
| 2022-05-24 | 11200.00 | 11175.00 | 11345.00 | 11170.00 | 11245.00 | 11225.00 | 11390.00 | 11220.00 | -45.00 | -50.00 | -45.00 | -50.00 |
| 2022-05-23 | 11190.00 | 11195.00 | 11230.00 | 11060.00 | 11220.00 | 11240.00 | 11260.00 | 11115.00 | -30.00 | -45.00 | -30.00 | -55.00 |
| 2022-05-20 | 11160.00 | 11230.00 | 11275.00 | 11110.00 | 11225.00 | 11270.00 | 11325.00 | 11170.00 | -65.00 | -40.00 | -50.00 | -60.00 |
| 2022-05-19 | 11065.00 | 11160.00 | 11170.00 | 10960.00 | 11120.00 | 11200.00 | 11215.00 | 11005.00 | -55.00 | -40.00 | -45.00 | -45.00 |
| 2022-05-18 | 11075.00 | 11075.00 | 11205.00 | 10995.00 | 11160.00 | 11115.00 | 11255.00 | 11050.00 | -85.00 | -40.00 | -50.00 | -55.00 |
| 2022-05-17 | 11080.00 | 11075.00 | 11145.00 | 11025.00 | 11110.00 | 11115.00 | 11195.00 | 11080.00 | -30.00 | -40.00 | -50.00 | -55.00 |
| 2022-05-16 | 10890.00 | 11060.00 | 11135.00 | 10850.00 | 10945.00 | 11100.00 | 11190.00 | 10910.00 | -55.00 | -40.00 | -55.00 | -60.00 |
| 2022-05-13 | 10810.00 | 10850.00 | 10910.00 | 10790.00 | 10860.00 | 10920.00 | 10960.00 | 10860.00 | -50.00 | -70.00 | -50.00 | -70.00 |
| 2022-05-12 | 10825.00 | 10790.00 | 10940.00 | 10720.00 | 10905.00 | 10850.00 | 10985.00 | 10775.00 | -80.00 | -60.00 | -45.00 | -55.00 |
| 2022-05-11 | 10850.00 | 10810.00 | 10900.00 | 10730.00 | 10750.00 | 10785.00 | 10870.00 | 10705.00 | 100.00 | 25.00 | 30.00 | 25.00 |
| 2022-05-10 | 10555.00 | 10845.00 | 10895.00 | 10535.00 | 10510.00 | 10800.00 | 10845.00 | 10510.00 | 45.00 | 45.00 | 50.00 | 25.00 |
| 2022-05-09 | 10765.00 | 10535.00 | 10795.00 | 10500.00 | 10790.00 | 10520.00 | 10790.00 | 10470.00 | -25.00 | 15.00 | 5.00 | 30.00 |
| 2022-05-06 | 10990.00 | 10765.00 | 10990.00 | 10735.00 | 10890.00 | 10735.00 | 10960.00 | 10710.00 | 100.00 | 30.00 | 30.00 | 25.00 |
| 2022-05-05 | 11090.00 | 10875.00 | 11090.00 | 10810.00 | 10950.00 | 10910.00 | 11055.00 | 10835.00 | 140.00 | -35.00 | 35.00 | -25.00 |
| 2022-04-29 | 10620.00 | 10955.00 | 11025.00 | 10615.00 | 10675.00 | 10985.00 | 11050.00 | 10640.00 | -55.00 | -30.00 | -25.00 | -25.00 |
| 2022-04-28 | 10680.00 | 10590.00 | 10715.00 | 10575.00 | 10745.00 | 10650.00 | 10780.00 | 10600.00 | -65.00 | -60.00 | -65.00 | -25.00 |
| 2022-04-27 | 10915.00 | 10685.00 | 10915.00 | 10595.00 | 10740.00 | 10740.00 | 10875.00 | 10665.00 | 175.00 | -55.00 | 40.00 | -70.00 |
| 2022-04-26 | 10710.00 | 10710.00 | 10810.00 | 10610.00 | 10800.00 | 10770.00 | 10875.00 | 10690.00 | -90.00 | -60.00 | -65.00 | -80.00 |
| 2022-04-25 | 11000.00 | 10710.00 | 11020.00 | 10700.00 | 11050.00 | 10790.00 | 11080.00 | 10765.00 | -50.00 | -80.00 | -60.00 | -65.00 |
| 2022-04-22 | 11195.00 | 10960.00 | 11195.00 | 10935.00 | 11195.00 | 11030.00 | 11245.00 | 11010.00 | 0.00 | -70.00 | -50.00 | -75.00 |
| 2022-04-21 | 11220.00 | 11135.00 | 11220.00 | 11075.00 | 11285.00 | 11215.00 | 11300.00 | 11170.00 | -65.00 | -80.00 | -80.00 | -95.00 |
| 2022-04-20 | 11345.00 | 11210.00 | 11360.00 | 11150.00 | 11415.00 | 11295.00 | 11420.00 | 11235.00 | -70.00 | -85.00 | -60.00 | -85.00 |
| 2022-04-19 | 11350.00 | 11350.00 | 11410.00 | 11310.00 | 11400.00 | 11415.00 | 11475.00 | 11360.00 | -50.00 | -65.00 | -65.00 | -50.00 |
| 2022-04-18 | 11180.00 | 11335.00 | 11425.00 | 11180.00 | 11240.00 | 11380.00 | 11475.00 | 11240.00 | -60.00 | -45.00 | -50.00 | -60.00 |
| 2022-04-15 | 11270.00 | 11185.00 | 11295.00 | 11160.00 | 11345.00 | 11245.00 | 11365.00 | 11225.00 | -75.00 | -60.00 | -70.00 | -65.00 |
| 2022-04-14 | 11150.00 | 11255.00 | 11320.00 | 11150.00 | 11215.00 | 11335.00 | 11405.00 | 11215.00 | -65.00 | -80.00 | -85.00 | -65.00 |
| 2022-04-13 | 11285.00 | 11140.00 | 11315.00 | 11095.00 | 11380.00 | 11215.00 | 11395.00 | 11175.00 | -95.00 | -75.00 | -80.00 | -80.00 |
| 2022-04-12 | 11260.00 | 11275.00 | 11375.00 | 11230.00 | 11390.00 | 11370.00 | 11450.00 | 11320.00 | -130.00 | -95.00 | -75.00 | -90.00 |
| 2022-04-11 | 11355.00 | 11335.00 | 11450.00 | 11255.00 | 11320.00 | 11300.00 | 11405.00 | 11210.00 | 35.00 | 35.00 | 45.00 | 45.00 |
| 2022-04-08 | 11240.00 | 11340.00 | 11355.00 | 11225.00 | 11345.00 | 11300.00 | 11345.00 | 11195.00 | -105.00 | 40.00 | 10.00 | 30.00 |
| 2022-04-07 | 11520.00 | 11275.00 | 11550.00 | 11185.00 | 11435.00 | 11230.00 | 11475.00 | 11135.00 | 85.00 | 45.00 | 75.00 | 50.00 |
| 2022-04-06 | 11500.00 | 11440.00 | 11520.00 | 11380.00 | 11515.00 | 11520.00 | 11610.00 | 11460.00 | -15.00 | -80.00 | -90.00 | -80.00 |
| 2022-04-01 | 11410.00 | 11375.00 | 11515.00 | 11350.00 | 11510.00 | 11445.00 | 11570.00 | 11435.00 | -100.00 | -70.00 | -55.00 | -85.00 |
| 2022-03-31 | 11360.00 | 11425.00 | 11460.00 | 11335.00 | 11430.00 | 11490.00 | 11525.00 | 11395.00 | -70.00 | -65.00 | -65.00 | -60.00 |
| 2022-03-30 | 11185.00 | 11360.00 | 11420.00 | 11070.00 | 11220.00 | 11430.00 | 11480.00 | 11145.00 | -35.00 | -70.00 | -60.00 | -75.00 |
| 2022-03-29 | 11150.00 | 11205.00 | 11230.00 | 11140.00 | 11315.00 | 11290.00 | 11315.00 | 11210.00 | -165.00 | -85.00 | -85.00 | -70.00 |
| 2022-03-28 | 11170.00 | 11195.00 | 11255.00 | 10990.00 | 11330.00 | 11275.00 | 11345.00 | 11095.00 | -160.00 | -80.00 | -90.00 | -105.00 |
| 2022-03-25 | 11170.00 | 11225.00 | 11285.00 | 11090.00 | 11260.00 | 11325.00 | 11395.00 | 11195.00 | -90.00 | -100.00 | -110.00 | -105.00 |
| 2022-03-24 | 11105.00 | 11135.00 | 11215.00 | 11075.00 | 11225.00 | 11245.00 | 11320.00 | 11185.00 | -120.00 | -110.00 | -105.00 | -110.00 |