本页面展示菜油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。
关于菜油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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020-12-24 | 9320.00 | 9540.00 | 9596.00 | 9311.00 | 9637.00 | 9856.00 | 9910.00 | 9615.00 | -317.00 | -316.00 | -314.00 | -304.00 |
| 2020-12-23 | 9220.00 | 9258.00 | 9310.00 | 9205.00 | 9537.00 | 9569.00 | 9622.00 | 9520.00 | -317.00 | -311.00 | -312.00 | -315.00 |
| 2020-12-22 | 9268.00 | 9189.00 | 9415.00 | 9173.00 | 9615.00 | 9501.00 | 9719.00 | 9500.00 | -347.00 | -312.00 | -304.00 | -327.00 |
| 2020-12-21 | 9438.00 | 9339.00 | 9460.00 | 9319.00 | 9742.00 | 9677.00 | 9775.00 | 9661.00 | -304.00 | -338.00 | -315.00 | -342.00 |
| 2020-12-18 | 9355.00 | 9438.00 | 9458.00 | 9351.00 | 9695.00 | 9755.00 | 9755.00 | 9660.00 | -340.00 | -317.00 | -297.00 | -309.00 |
| 2020-12-17 | 9305.00 | 9370.00 | 9398.00 | 9231.00 | 9666.00 | 9699.00 | 9705.00 | 9594.00 | -361.00 | -329.00 | -307.00 | -363.00 |
| 2020-12-16 | 9232.00 | 9298.00 | 9327.00 | 9194.00 | 9645.00 | 9673.00 | 9685.00 | 9510.00 | -413.00 | -375.00 | -358.00 | -316.00 |
| 2020-12-15 | 9633.00 | 9612.00 | 9675.00 | 9562.00 | 9233.00 | 9245.00 | 9310.00 | 9190.00 | 400.00 | 367.00 | 365.00 | 372.00 |
| 2020-12-14 | 9570.00 | 9630.00 | 9649.00 | 9489.00 | 9168.00 | 9225.00 | 9238.00 | 9106.00 | 402.00 | 405.00 | 411.00 | 383.00 |
| 2020-12-11 | 9450.00 | 9572.00 | 9593.00 | 9441.00 | 9045.00 | 9180.00 | 9200.00 | 9026.00 | 405.00 | 392.00 | 393.00 | 415.00 |
| 2020-12-10 | 9563.00 | 9439.00 | 9574.00 | 9413.00 | 9070.00 | 9032.00 | 9113.00 | 9004.00 | 493.00 | 407.00 | 461.00 | 409.00 |
| 2020-12-09 | 9543.00 | 9563.00 | 9626.00 | 9487.00 | 9100.00 | 9086.00 | 9140.00 | 9043.00 | 443.00 | 477.00 | 486.00 | 444.00 |
| 2020-12-08 | 9690.00 | 9542.00 | 9691.00 | 9505.00 | 9214.00 | 9100.00 | 9214.00 | 9080.00 | 476.00 | 442.00 | 477.00 | 425.00 |
| 2020-12-07 | 9717.00 | 9690.00 | 9744.00 | 9630.00 | 9215.00 | 9214.00 | 9253.00 | 9138.00 | 502.00 | 476.00 | 491.00 | 492.00 |
| 2020-12-04 | 9776.00 | 9701.00 | 9865.00 | 9670.00 | 9223.00 | 9192.00 | 9307.00 | 9156.00 | 553.00 | 509.00 | 558.00 | 514.00 |
| 2020-12-03 | 9604.00 | 9776.00 | 9778.00 | 9599.00 | 9060.00 | 9226.00 | 9235.00 | 9055.00 | 544.00 | 550.00 | 543.00 | 544.00 |
| 2020-12-02 | 9783.00 | 9627.00 | 9799.00 | 9617.00 | 9245.00 | 9084.00 | 9275.00 | 9081.00 | 538.00 | 543.00 | 524.00 | 536.00 |
| 2020-12-01 | 9700.00 | 9764.00 | 9784.00 | 9613.00 | 9171.00 | 9238.00 | 9256.00 | 9105.00 | 529.00 | 526.00 | 528.00 | 508.00 |
| 2020-11-30 | 9792.00 | 9693.00 | 9890.00 | 9656.00 | 9295.00 | 9178.00 | 9350.00 | 9168.00 | 497.00 | 515.00 | 540.00 | 488.00 |
| 2020-11-27 | 9770.00 | 9759.00 | 9818.00 | 9684.00 | 9252.00 | 9255.00 | 9285.00 | 9181.00 | 518.00 | 504.00 | 533.00 | 503.00 |
| 2020-11-26 | 9888.00 | 9779.00 | 9918.00 | 9774.00 | 9349.00 | 9252.00 | 9355.00 | 9251.00 | 539.00 | 527.00 | 563.00 | 523.00 |
| 2020-11-25 | 9730.00 | 9891.00 | 9909.00 | 9716.00 | 9208.00 | 9332.00 | 9342.00 | 9189.00 | 522.00 | 559.00 | 567.00 | 527.00 |
| 2020-11-24 | 9832.00 | 9777.00 | 9868.00 | 9686.00 | 9277.00 | 9246.00 | 9316.00 | 9150.00 | 555.00 | 531.00 | 552.00 | 536.00 |
| 2020-11-23 | 9879.00 | 9783.00 | 9898.00 | 9778.00 | 9324.00 | 9233.00 | 9343.00 | 9208.00 | 555.00 | 550.00 | 555.00 | 570.00 |
| 2020-11-20 | 9900.00 | 9879.00 | 9995.00 | 9805.00 | 9270.00 | 9324.00 | 9393.00 | 9251.00 | 630.00 | 555.00 | 602.00 | 554.00 |
| 2020-11-19 | 9900.00 | 9953.00 | 10024.00 | 9850.00 | 9202.00 | 9313.00 | 9355.00 | 9181.00 | 698.00 | 640.00 | 669.00 | 669.00 |
| 2020-11-18 | 9818.00 | 9845.00 | 9888.00 | 9788.00 | 9138.00 | 9160.00 | 9192.00 | 9098.00 | 680.00 | 685.00 | 696.00 | 690.00 |
| 2020-11-17 | 9740.00 | 9839.00 | 9865.00 | 9640.00 | 9040.00 | 9150.00 | 9176.00 | 8976.00 | 700.00 | 689.00 | 689.00 | 664.00 |
| 2020-11-16 | 9789.00 | 9738.00 | 9855.00 | 9648.00 | 9076.00 | 9035.00 | 9144.00 | 8988.00 | 713.00 | 703.00 | 711.00 | 660.00 |
| 2020-11-13 | 9755.00 | 9775.00 | 9848.00 | 9723.00 | 9041.00 | 9066.00 | 9095.00 | 9015.00 | 714.00 | 709.00 | 753.00 | 708.00 |
| 2020-11-12 | 9650.00 | 9744.00 | 9819.00 | 9580.00 | 8976.00 | 9027.00 | 9104.00 | 8938.00 | 674.00 | 717.00 | 715.00 | 642.00 |
| 2020-11-11 | 9621.00 | 9644.00 | 9716.00 | 9565.00 | 8960.00 | 8975.00 | 9026.00 | 8910.00 | 661.00 | 669.00 | 690.00 | 655.00 |
| 2020-11-10 | 9690.00 | 9591.00 | 9694.00 | 9520.00 | 9045.00 | 8935.00 | 9045.00 | 8884.00 | 645.00 | 656.00 | 649.00 | 636.00 |
| 2020-11-09 | 9746.00 | 9554.00 | 9818.00 | 9476.00 | 9120.00 | 8897.00 | 9173.00 | 8785.00 | 626.00 | 657.00 | 645.00 | 691.00 |
| 2020-11-06 | 9751.00 | 9762.00 | 9892.00 | 9712.00 | 9090.00 | 9123.00 | 9213.00 | 9072.00 | 661.00 | 639.00 | 679.00 | 640.00 |
| 2020-11-05 | 9920.00 | 9731.00 | 9953.00 | 9613.00 | 9197.00 | 9074.00 | 9219.00 | 8926.00 | 723.00 | 657.00 | 734.00 | 687.00 |
| 2020-11-04 | 9771.00 | 9913.00 | 9923.00 | 9732.00 | 9072.00 | 9186.00 | 9193.00 | 9038.00 | 699.00 | 727.00 | 730.00 | 694.00 |
| 2020-11-03 | 9698.00 | 9739.00 | 9776.00 | 9633.00 | 8995.00 | 9053.00 | 9076.00 | 8953.00 | 703.00 | 686.00 | 700.00 | 680.00 |
| 2020-11-02 | 9580.00 | 9661.00 | 9744.00 | 9563.00 | 8908.00 | 8966.00 | 9040.00 | 8878.00 | 672.00 | 695.00 | 704.00 | 685.00 |
| 2020-10-30 | 9530.00 | 9545.00 | 9791.00 | 9443.00 | 8903.00 | 8878.00 | 9069.00 | 8818.00 | 627.00 | 667.00 | 722.00 | 625.00 |
| 2020-10-29 | 9252.00 | 9559.00 | 9565.00 | 9186.00 | 8668.00 | 8924.00 | 8930.00 | 8590.00 | 584.00 | 635.00 | 635.00 | 596.00 |
| 2020-10-28 | 9287.00 | 9340.00 | 9346.00 | 9254.00 | 8689.00 | 8748.00 | 8752.00 | 8668.00 | 598.00 | 592.00 | 594.00 | 586.00 |
| 2020-10-27 | 9340.00 | 9306.00 | 9343.00 | 9242.00 | 8688.00 | 8700.00 | 8730.00 | 8640.00 | 652.00 | 606.00 | 613.00 | 602.00 |
| 2020-10-26 | 9120.00 | 9260.00 | 9305.00 | 9089.00 | 8523.00 | 8635.00 | 8661.00 | 8485.00 | 597.00 | 625.00 | 644.00 | 604.00 |
| 2020-10-23 | 9139.00 | 9107.00 | 9195.00 | 9060.00 | 8540.00 | 8503.00 | 8578.00 | 8467.00 | 599.00 | 604.00 | 617.00 | 593.00 |
| 2020-10-22 | 9022.00 | 9139.00 | 9144.00 | 8938.00 | 8437.00 | 8530.00 | 8532.00 | 8377.00 | 585.00 | 609.00 | 612.00 | 561.00 |
| 2020-10-21 | 9025.00 | 9038.00 | 9091.00 | 8972.00 | 8436.00 | 8459.00 | 8529.00 | 8392.00 | 589.00 | 579.00 | 562.00 | 580.00 |
| 2020-10-20 | 8921.00 | 9017.00 | 9025.00 | 8883.00 | 8353.00 | 8428.00 | 8441.00 | 8306.00 | 568.00 | 589.00 | 584.00 | 577.00 |
| 2020-10-19 | 9122.00 | 8922.00 | 9125.00 | 8901.00 | 8534.00 | 8350.00 | 8535.00 | 8304.00 | 588.00 | 572.00 | 590.00 | 597.00 |
| 2020-10-16 | 9035.00 | 9094.00 | 9256.00 | 8947.00 | 8441.00 | 8504.00 | 8666.00 | 8358.00 | 594.00 | 590.00 | 590.00 | 589.00 |
| 2020-10-15 | 9167.00 | 9102.00 | 9177.00 | 9063.00 | 8560.00 | 8498.00 | 8560.00 | 8460.00 | 607.00 | 604.00 | 617.00 | 603.00 |
| 2020-10-14 | 9168.00 | 9151.00 | 9175.00 | 9100.00 | 8578.00 | 8545.00 | 8585.00 | 8505.00 | 590.00 | 606.00 | 590.00 | 595.00 |
| 2020-10-13 | 9160.00 | 9153.00 | 9186.00 | 9057.00 | 8565.00 | 8566.00 | 8600.00 | 8478.00 | 595.00 | 587.00 | 586.00 | 579.00 |
| 2020-10-12 | 9043.00 | 9179.00 | 9207.00 | 9035.00 | 8441.00 | 8590.00 | 8612.00 | 8432.00 | 602.00 | 589.00 | 595.00 | 603.00 |
| 2020-10-09 | 9040.00 | 9042.00 | 9082.00 | 8935.00 | 9400.00 | 9429.00 | 9478.00 | 9344.00 | -360.00 | -387.00 | -396.00 | -409.00 |
| 2020-09-30 | 8828.00 | 8820.00 | 8851.00 | 8671.00 | 9275.00 | 9230.00 | 9275.00 | 9113.00 | -447.00 | -410.00 | -424.00 | -442.00 |
| 2020-09-29 | 8918.00 | 8887.00 | 8966.00 | 8860.00 | 9355.00 | 9300.00 | 9389.00 | 9284.00 | -437.00 | -413.00 | -423.00 | -424.00 |
| 2020-09-28 | 8949.00 | 8909.00 | 9040.00 | 8866.00 | 9405.00 | 9350.00 | 9494.00 | 9308.00 | -456.00 | -441.00 | -454.00 | -442.00 |
| 2020-09-25 | 8900.00 | 8947.00 | 8995.00 | 8854.00 | 9360.00 | 9424.00 | 9479.00 | 9318.00 | -460.00 | -477.00 | -484.00 | -464.00 |
| 2020-09-24 | 9001.00 | 8923.00 | 9035.00 | 8830.00 | 9438.00 | 9380.00 | 9480.00 | 9293.00 | -437.00 | -457.00 | -445.00 | -463.00 |
| 2020-09-23 | 9253.00 | 9017.00 | 9362.00 | 8980.00 | 9698.00 | 9451.00 | 9817.00 | 9406.00 | -445.00 | -434.00 | -455.00 | -426.00 |
| 2020-09-22 | 9300.00 | 9219.00 | 9335.00 | 9104.00 | 9708.00 | 9640.00 | 9733.00 | 9478.00 | -408.00 | -421.00 | -398.00 | -374.00 |
| 2020-09-21 | 9130.00 | 9364.00 | 9425.00 | 9085.00 | 9427.00 | 9754.00 | 9804.00 | 9385.00 | -297.00 | -390.00 | -379.00 | -300.00 |
| 2020-09-18 | 8917.00 | 9122.00 | 9192.00 | 8907.00 | 9201.00 | 9414.00 | 9475.00 | 9190.00 | -284.00 | -292.00 | -283.00 | -283.00 |
| 2020-09-17 | 8800.00 | 8933.00 | 8986.00 | 8779.00 | 9086.00 | 9217.00 | 9256.00 | 9062.00 | -286.00 | -284.00 | -270.00 | -283.00 |
| 2020-09-16 | 8814.00 | 8792.00 | 8866.00 | 8715.00 | 9085.00 | 9073.00 | 9146.00 | 8998.00 | -271.00 | -281.00 | -280.00 | -283.00 |
| 2020-09-15 | 8787.00 | 8795.00 | 8816.00 | 8748.00 | 9050.00 | 9070.00 | 9092.00 | 9029.00 | -263.00 | -275.00 | -276.00 | -281.00 |
| 2020-09-14 | 8652.00 | 8807.00 | 8850.00 | 8636.00 | 8929.00 | 9075.00 | 9119.00 | 8924.00 | -277.00 | -268.00 | -269.00 | -288.00 |
| 2020-09-11 | 8632.00 | 8653.00 | 8665.00 | 8514.00 | 8915.00 | 8938.00 | 8949.00 | 8820.00 | -283.00 | -285.00 | -284.00 | -306.00 |
| 2020-09-10 | 8663.00 | 8640.00 | 8694.00 | 8594.00 | 8944.00 | 8922.00 | 8972.00 | 8879.00 | -281.00 | -282.00 | -278.00 | -285.00 |
| 2020-09-09 | 8635.00 | 8666.00 | 8736.00 | 8565.00 | 8940.00 | 8947.00 | 9019.00 | 8861.00 | -305.00 | -281.00 | -283.00 | -296.00 |
| 2020-09-08 | 8628.00 | 8693.00 | 8743.00 | 8567.00 | 8920.00 | 8978.00 | 9026.00 | 8860.00 | -292.00 | -285.00 | -283.00 | -293.00 |
| 2020-09-07 | 8690.00 | 8642.00 | 8690.00 | 8570.00 | 8959.00 | 8929.00 | 8970.00 | 8860.00 | -269.00 | -287.00 | -280.00 | -290.00 |
| 2020-09-04 | 8705.00 | 8674.00 | 8724.00 | 8589.00 | 9018.00 | 8961.00 | 9020.00 | 8880.00 | -313.00 | -287.00 | -296.00 | -291.00 |
| 2020-09-03 | 8702.00 | 8697.00 | 8823.00 | 8651.00 | 8985.00 | 8988.00 | 9106.00 | 8949.00 | -283.00 | -291.00 | -283.00 | -298.00 |
| 2020-09-02 | 8696.00 | 8702.00 | 8718.00 | 8620.00 | 8982.00 | 8992.00 | 9007.00 | 8926.00 | -286.00 | -290.00 | -289.00 | -306.00 |
| 2020-09-01 | 8676.00 | 8710.00 | 8743.00 | 8611.00 | 8959.00 | 8996.00 | 9023.00 | 8911.00 | -283.00 | -286.00 | -280.00 | -300.00 |
| 2020-08-31 | 8593.00 | 8661.00 | 8685.00 | 8552.00 | 8871.00 | 8952.00 | 8969.00 | 8829.00 | -278.00 | -291.00 | -284.00 | -277.00 |
| 2020-08-28 | 8472.00 | 8603.00 | 8644.00 | 8438.00 | 8792.00 | 8882.00 | 8930.00 | 8748.00 | -320.00 | -279.00 | -286.00 | -310.00 |
| 2020-08-27 | 8495.00 | 8462.00 | 8527.00 | 8420.00 | 8790.00 | 8774.00 | 8828.00 | 8735.00 | -295.00 | -312.00 | -301.00 | -315.00 |
| 2020-08-26 | 8440.00 | 8499.00 | 8509.00 | 8335.00 | 8776.00 | 8795.00 | 8808.00 | 8655.00 | -336.00 | -296.00 | -299.00 | -320.00 |
| 2020-08-25 | 8595.00 | 8449.00 | 8624.00 | 8443.00 | 8921.00 | 8856.00 | 8964.00 | 8851.00 | -326.00 | -407.00 | -340.00 | -408.00 |
| 2020-08-24 | 8592.00 | 8572.00 | 8611.00 | 8525.00 | 8929.00 | 8917.00 | 8953.00 | 8894.00 | -337.00 | -345.00 | -342.00 | -369.00 |
| 2020-08-21 | 8590.00 | 8602.00 | 8654.00 | 8490.00 | 8968.00 | 8949.00 | 8990.00 | 8880.00 | -378.00 | -347.00 | -336.00 | -390.00 |
| 2020-08-20 | 8712.00 | 8578.00 | 8717.00 | 8516.00 | 9053.00 | 8949.00 | 9063.00 | 8896.00 | -341.00 | -371.00 | -346.00 | -380.00 |
| 2020-08-19 | 8657.00 | 8712.00 | 8740.00 | 8625.00 | 9024.00 | 9050.00 | 9060.00 | 8968.00 | -367.00 | -338.00 | -320.00 | -343.00 |
| 2020-08-18 | 8680.00 | 8634.00 | 8716.00 | 8608.00 | 9062.00 | 8991.00 | 9090.00 | 8966.00 | -382.00 | -357.00 | -374.00 | -358.00 |
| 2020-08-17 | 8924.00 | 9090.00 | 9143.00 | 8865.00 | 8570.00 | 8677.00 | 8732.00 | 8503.00 | 354.00 | 413.00 | 411.00 | 362.00 |
| 2020-08-14 | 8876.00 | 8910.00 | 8943.00 | 8787.00 | 8522.00 | 8560.00 | 8583.00 | 8460.00 | 354.00 | 350.00 | 360.00 | 327.00 |
| 2020-08-13 | 8805.00 | 8878.00 | 8977.00 | 8770.00 | 8410.00 | 8521.00 | 8597.00 | 8400.00 | 395.00 | 357.00 | 380.00 | 370.00 |
| 2020-08-12 | 8866.00 | 8779.00 | 8876.00 | 8750.00 | 8423.00 | 8382.00 | 8485.00 | 8327.00 | 443.00 | 397.00 | 391.00 | 423.00 |
| 2020-08-11 | 8839.00 | 8886.00 | 8963.00 | 8728.00 | 8395.00 | 8445.00 | 8532.00 | 8321.00 | 444.00 | 441.00 | 431.00 | 407.00 |
| 2020-08-10 | 9181.00 | 8834.00 | 9183.00 | 8772.00 | 8646.00 | 8395.00 | 8646.00 | 8290.00 | 535.00 | 439.00 | 537.00 | 482.00 |
| 2020-08-07 | 9300.00 | 9148.00 | 9379.00 | 9055.00 | 8680.00 | 8618.00 | 8810.00 | 8520.00 | 620.00 | 530.00 | 569.00 | 535.00 |
| 2020-08-06 | 9019.00 | 9279.00 | 9281.00 | 8988.00 | 8527.00 | 8653.00 | 8660.00 | 8486.00 | 492.00 | 626.00 | 621.00 | 502.00 |
| 2020-08-05 | 9010.00 | 9012.00 | 9090.00 | 8950.00 | 8551.00 | 8511.00 | 8574.00 | 8444.00 | 459.00 | 501.00 | 516.00 | 506.00 |
| 2020-08-04 | 8901.00 | 9038.00 | 9058.00 | 8876.00 | 8480.00 | 8573.00 | 8588.00 | 8468.00 | 421.00 | 465.00 | 470.00 | 408.00 |
| 2020-08-03 | 8659.00 | 8917.00 | 8964.00 | 8657.00 | 8250.00 | 8487.00 | 8593.00 | 8250.00 | 409.00 | 430.00 | 371.00 | 407.00 |
| 2020-07-31 | 8600.00 | 8660.00 | 8723.00 | 8520.00 | 8177.00 | 8255.00 | 8295.00 | 8106.00 | 423.00 | 405.00 | 428.00 | 414.00 |
| 2020-07-30 | 8616.00 | 8591.00 | 8658.00 | 8502.00 | 8148.00 | 8178.00 | 8208.00 | 8100.00 | 468.00 | 413.00 | 450.00 | 402.00 |