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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025-02-14 | 8647.00 | 8799.00 | 8828.00 | 8583.00 | 8792.00 | 8931.00 | 8959.00 | 8737.00 | -145.00 | -132.00 | -131.00 | -154.00 |
| 2025-02-13 | 8822.00 | 8671.00 | 8867.00 | 8667.00 | 8950.00 | 8812.00 | 8988.00 | 8808.00 | -128.00 | -141.00 | -121.00 | -141.00 |
| 2025-02-12 | 8720.00 | 8844.00 | 8860.00 | 8659.00 | 8830.00 | 8967.00 | 8990.00 | 8777.00 | -110.00 | -123.00 | -130.00 | -118.00 |
| 2025-02-11 | 8760.00 | 8706.00 | 8828.00 | 8672.00 | 8823.00 | 8820.00 | 8910.00 | 8759.00 | -63.00 | -114.00 | -82.00 | -87.00 |
| 2025-02-10 | 8778.00 | 8749.00 | 8869.00 | 8723.00 | 8844.00 | 8821.00 | 8934.00 | 8797.00 | -66.00 | -72.00 | -65.00 | -74.00 |
| 2025-02-07 | 8773.00 | 8792.00 | 8824.00 | 8713.00 | 8834.00 | 8856.00 | 8889.00 | 8781.00 | -61.00 | -64.00 | -65.00 | -68.00 |
| 2025-02-06 | 8650.00 | 8766.00 | 8797.00 | 8614.00 | 8608.00 | 8714.00 | 8746.00 | 8563.00 | 42.00 | 52.00 | 51.00 | 51.00 |
| 2025-02-05 | 8649.00 | 8686.00 | 8720.00 | 8608.00 | 8611.00 | 8631.00 | 8666.00 | 8556.00 | 38.00 | 55.00 | 54.00 | 52.00 |
| 2025-01-27 | 8497.00 | 8598.00 | 8615.00 | 8394.00 | 8440.00 | 8556.00 | 8563.00 | 8348.00 | 57.00 | 42.00 | 52.00 | 46.00 |
| 2025-01-24 | 8440.00 | 8476.00 | 8524.00 | 8400.00 | 8398.00 | 8425.00 | 8473.00 | 8353.00 | 42.00 | 51.00 | 51.00 | 47.00 |
| 2025-01-23 | 8491.00 | 8430.00 | 8562.00 | 8420.00 | 8442.00 | 8383.00 | 8513.00 | 8374.00 | 49.00 | 47.00 | 49.00 | 46.00 |
| 2025-01-22 | 8515.00 | 8498.00 | 8539.00 | 8456.00 | 8463.00 | 8448.00 | 8490.00 | 8410.00 | 52.00 | 50.00 | 49.00 | 46.00 |
| 2025-01-21 | 8475.00 | 8534.00 | 8567.00 | 8423.00 | 8436.00 | 8487.00 | 8521.00 | 8379.00 | 39.00 | 47.00 | 46.00 | 44.00 |
| 2025-01-20 | 8490.00 | 8477.00 | 8544.00 | 8414.00 | 8430.00 | 8430.00 | 8493.00 | 8365.00 | 60.00 | 47.00 | 51.00 | 49.00 |
| 2025-01-17 | 8470.00 | 8493.00 | 8506.00 | 8353.00 | 8421.00 | 8441.00 | 8451.00 | 8300.00 | 49.00 | 52.00 | 55.00 | 53.00 |
| 2025-01-16 | 8873.00 | 8498.00 | 8920.00 | 8488.00 | 8809.00 | 8443.00 | 8864.00 | 8435.00 | 64.00 | 55.00 | 56.00 | 53.00 |
| 2025-01-15 | 8908.00 | 8873.00 | 8947.00 | 8832.00 | 8846.00 | 8816.00 | 8887.00 | 8777.00 | 62.00 | 57.00 | 60.00 | 55.00 |
| 2025-01-14 | 8942.00 | 8902.00 | 8977.00 | 8874.00 | 8889.00 | 8844.00 | 8920.00 | 8816.00 | 53.00 | 58.00 | 57.00 | 58.00 |
| 2025-01-13 | 8756.00 | 8960.00 | 8960.00 | 8728.00 | 8707.00 | 8901.00 | 8906.00 | 8682.00 | 49.00 | 59.00 | 54.00 | 46.00 |
| 2025-01-10 | 8636.00 | 8735.00 | 8746.00 | 8610.00 | 8593.00 | 8687.00 | 8700.00 | 8566.00 | 43.00 | 48.00 | 46.00 | 44.00 |
| 2025-01-09 | 8590.00 | 8625.00 | 8647.00 | 8554.00 | 8550.00 | 8583.00 | 8603.00 | 8515.00 | 40.00 | 42.00 | 44.00 | 39.00 |
| 2025-01-08 | 8643.00 | 8580.00 | 8688.00 | 8545.00 | 8599.00 | 8538.00 | 8649.00 | 8508.00 | 44.00 | 42.00 | 39.00 | 37.00 |
| 2025-01-07 | 8783.00 | 8643.00 | 8783.00 | 8596.00 | 8747.00 | 8606.00 | 8747.00 | 8557.00 | 36.00 | 37.00 | 36.00 | 39.00 |
| 2025-01-06 | 8804.00 | 8718.00 | 8887.00 | 8710.00 | 8761.00 | 8677.00 | 8848.00 | 8672.00 | 43.00 | 41.00 | 39.00 | 38.00 |
| 2025-01-03 | 8934.00 | 8812.00 | 8986.00 | 8788.00 | 8899.00 | 8771.00 | 8948.00 | 8750.00 | 35.00 | 41.00 | 38.00 | 38.00 |
| 2025-01-02 | 9070.00 | 8927.00 | 9179.00 | 8917.00 | 9020.00 | 8890.00 | 9140.00 | 8880.00 | 50.00 | 37.00 | 39.00 | 37.00 |
| 2024-12-31 | 8933.00 | 9057.00 | 9098.00 | 8908.00 | 8900.00 | 9020.00 | 9065.00 | 8876.00 | 33.00 | 37.00 | 33.00 | 32.00 |
| 2024-12-30 | 8992.00 | 8950.00 | 9046.00 | 8937.00 | 8959.00 | 8916.00 | 9008.00 | 8906.00 | 33.00 | 34.00 | 38.00 | 31.00 |
| 2024-12-27 | 8952.00 | 8992.00 | 9050.00 | 8933.00 | 8929.00 | 8957.00 | 9012.00 | 8900.00 | 23.00 | 35.00 | 38.00 | 33.00 |
| 2024-12-26 | 8951.00 | 8956.00 | 8976.00 | 8805.00 | 8937.00 | 8921.00 | 8940.00 | 8770.00 | 14.00 | 35.00 | 36.00 | 35.00 |
| 2024-12-25 | 8980.00 | 8963.00 | 9036.00 | 8900.00 | 8961.00 | 8925.00 | 9011.00 | 8863.00 | 19.00 | 38.00 | 25.00 | 37.00 |
| 2024-12-24 | 8949.00 | 8958.00 | 8976.00 | 8878.00 | 8924.00 | 8932.00 | 8954.00 | 8855.00 | 25.00 | 26.00 | 22.00 | 23.00 |
| 2024-12-23 | 9003.00 | 8925.00 | 9008.00 | 8830.00 | 8975.00 | 8903.00 | 8985.00 | 8809.00 | 28.00 | 22.00 | 23.00 | 21.00 |
| 2024-12-20 | 8700.00 | 9006.00 | 9022.00 | 8700.00 | 8693.00 | 8982.00 | 8999.00 | 8693.00 | 7.00 | 24.00 | 23.00 | 7.00 |
| 2024-12-19 | 8728.00 | 8670.00 | 8805.00 | 8627.00 | 8709.00 | 8654.00 | 8788.00 | 8612.00 | 19.00 | 16.00 | 17.00 | 15.00 |
| 2024-12-18 | 9004.00 | 8740.00 | 9026.00 | 8728.00 | 8981.00 | 8722.00 | 9007.00 | 8713.00 | 23.00 | 18.00 | 19.00 | 15.00 |
| 2024-12-17 | 9029.00 | 9020.00 | 9084.00 | 8978.00 | 9005.00 | 9002.00 | 9070.00 | 8965.00 | 24.00 | 18.00 | 14.00 | 13.00 |
| 2024-12-16 | 8890.00 | 9052.00 | 9072.00 | 8864.00 | 8857.00 | 9004.00 | 9026.00 | 8819.00 | 33.00 | 48.00 | 46.00 | 45.00 |
| 2024-12-13 | 8936.00 | 8875.00 | 8958.00 | 8850.00 | 8899.00 | 8835.00 | 8917.00 | 8810.00 | 37.00 | 40.00 | 41.00 | 40.00 |
| 2024-12-12 | 9023.00 | 8922.00 | 9118.00 | 8917.00 | 8994.00 | 8882.00 | 9076.00 | 8878.00 | 29.00 | 40.00 | 42.00 | 39.00 |
| 2024-12-11 | 8805.00 | 9058.00 | 9117.00 | 8805.00 | 8770.00 | 9016.00 | 9072.00 | 8765.00 | 35.00 | 42.00 | 45.00 | 40.00 |
| 2024-12-10 | 8866.00 | 8832.00 | 8931.00 | 8808.00 | 8840.00 | 8792.00 | 8888.00 | 8771.00 | 26.00 | 40.00 | 43.00 | 37.00 |
| 2024-12-09 | 8810.00 | 8843.00 | 8919.00 | 8745.00 | 8750.00 | 8804.00 | 8875.00 | 8707.00 | 60.00 | 39.00 | 44.00 | 38.00 |
| 2024-12-06 | 8691.00 | 8804.00 | 8849.00 | 8626.00 | 8683.00 | 8764.00 | 8806.00 | 8601.00 | 8.00 | 40.00 | 43.00 | 25.00 |
| 2024-12-05 | 8599.00 | 8676.00 | 8763.00 | 8565.00 | 8570.00 | 8654.00 | 8728.00 | 8552.00 | 29.00 | 22.00 | 35.00 | 13.00 |
| 2024-12-04 | 8900.00 | 8607.00 | 8988.00 | 8605.00 | 8862.00 | 8576.00 | 8944.00 | 8572.00 | 38.00 | 31.00 | 44.00 | 33.00 |
| 2024-12-03 | 8910.00 | 8878.00 | 8980.00 | 8804.00 | 8874.00 | 8836.00 | 8944.00 | 8775.00 | 36.00 | 42.00 | 36.00 | 29.00 |
| 2024-12-02 | 8814.00 | 8880.00 | 8908.00 | 8710.00 | 8860.00 | 8929.00 | 8950.00 | 8750.00 | -46.00 | -49.00 | -42.00 | -40.00 |
| 2024-11-29 | 8860.00 | 8812.00 | 8935.00 | 8795.00 | 8888.00 | 8861.00 | 8967.00 | 8814.00 | -28.00 | -49.00 | -32.00 | -19.00 |
| 2024-11-28 | 8832.00 | 8817.00 | 8878.00 | 8733.00 | 8850.00 | 8842.00 | 8900.00 | 8759.00 | -18.00 | -25.00 | -22.00 | -26.00 |
| 2024-11-27 | 8790.00 | 8869.00 | 8895.00 | 8755.00 | 8806.00 | 8893.00 | 8914.00 | 8771.00 | -16.00 | -24.00 | -19.00 | -16.00 |
| 2024-11-26 | 9010.00 | 8775.00 | 9010.00 | 8742.00 | 9044.00 | 8787.00 | 9045.00 | 8750.00 | -34.00 | -12.00 | -35.00 | -8.00 |
| 2024-11-25 | 8959.00 | 9012.00 | 9106.00 | 8853.00 | 8977.00 | 9046.00 | 9122.00 | 8872.00 | -18.00 | -34.00 | -16.00 | -19.00 |
| 2024-11-22 | 9255.00 | 8979.00 | 9259.00 | 8928.00 | 9290.00 | 9002.00 | 9294.00 | 8946.00 | -35.00 | -23.00 | -35.00 | -18.00 |
| 2024-11-21 | 9333.00 | 9196.00 | 9364.00 | 9175.00 | 9380.00 | 9226.00 | 9412.00 | 9225.00 | -47.00 | -30.00 | -48.00 | -50.00 |
| 2024-11-20 | 9356.00 | 9358.00 | 9415.00 | 9282.00 | 9429.00 | 9410.00 | 9478.00 | 9348.00 | -73.00 | -52.00 | -63.00 | -66.00 |
| 2024-11-19 | 9291.00 | 9381.00 | 9518.00 | 9236.00 | 9330.00 | 9446.00 | 9576.00 | 9270.00 | -39.00 | -65.00 | -58.00 | -34.00 |
| 2024-11-18 | 9360.00 | 9301.00 | 9440.00 | 9256.00 | 9424.00 | 9350.00 | 9511.00 | 9310.00 | -64.00 | -49.00 | -71.00 | -54.00 |
| 2024-11-15 | 9339.00 | 9271.00 | 9344.00 | 9204.00 | 9353.00 | 9317.00 | 9369.00 | 9233.00 | -14.00 | -46.00 | -25.00 | -29.00 |
| 2024-11-14 | 9385.00 | 9289.00 | 9395.00 | 9242.00 | 9404.00 | 9324.00 | 9420.00 | 9262.00 | -19.00 | -35.00 | -25.00 | -20.00 |
| 2024-11-13 | 9535.00 | 9328.00 | 9541.00 | 9319.00 | 9550.00 | 9340.00 | 9558.00 | 9322.00 | -15.00 | -12.00 | -17.00 | -3.00 |
| 2024-11-12 | 9876.00 | 9553.00 | 9930.00 | 9547.00 | 9859.00 | 9569.00 | 9914.00 | 9537.00 | 17.00 | -16.00 | 16.00 | 10.00 |
| 2024-11-11 | 9877.00 | 9881.00 | 10073.00 | 9865.00 | 9866.00 | 9869.00 | 10035.00 | 9840.00 | 11.00 | 12.00 | 38.00 | 25.00 |
| 2024-11-08 | 9482.00 | 9847.00 | 9885.00 | 9482.00 | 9464.00 | 9824.00 | 9844.00 | 9464.00 | 18.00 | 23.00 | 41.00 | 18.00 |
| 2024-11-07 | 9468.00 | 9505.00 | 9680.00 | 9444.00 | 9461.00 | 9497.00 | 9650.00 | 9434.00 | 7.00 | 8.00 | 30.00 | 10.00 |
| 2024-11-06 | 9500.00 | 9478.00 | 9579.00 | 9430.00 | 9495.00 | 9464.00 | 9565.00 | 9422.00 | 5.00 | 14.00 | 14.00 | 8.00 |
| 2024-11-05 | 9711.00 | 9497.00 | 9713.00 | 9481.00 | 9700.00 | 9489.00 | 9701.00 | 9474.00 | 11.00 | 8.00 | 12.00 | 7.00 |
| 2024-11-04 | 9800.00 | 9704.00 | 9840.00 | 9678.00 | 9778.00 | 9695.00 | 9817.00 | 9666.00 | 22.00 | 9.00 | 23.00 | 12.00 |
| 2024-11-01 | 9510.00 | 9779.00 | 9785.00 | 9473.00 | 9487.00 | 9757.00 | 9765.00 | 9451.00 | 23.00 | 22.00 | 20.00 | 22.00 |
| 2024-10-31 | 9553.00 | 9465.00 | 9568.00 | 9452.00 | 9536.00 | 9440.00 | 9555.00 | 9430.00 | 17.00 | 25.00 | 13.00 | 22.00 |
| 2024-10-30 | 9590.00 | 9514.00 | 9618.00 | 9423.00 | 9580.00 | 9504.00 | 9610.00 | 9414.00 | 10.00 | 10.00 | 8.00 | 9.00 |
| 2024-10-29 | 9620.00 | 9537.00 | 9656.00 | 9515.00 | 9606.00 | 9531.00 | 9641.00 | 9510.00 | 14.00 | 6.00 | 15.00 | 5.00 |
| 2024-10-28 | 9738.00 | 9658.00 | 9779.00 | 9545.00 | 9738.00 | 9647.00 | 9774.00 | 9536.00 | 0.00 | 11.00 | 5.00 | 9.00 |
| 2024-10-25 | 9720.00 | 9735.00 | 9825.00 | 9682.00 | 9702.00 | 9728.00 | 9788.00 | 9672.00 | 18.00 | 7.00 | 37.00 | 10.00 |
| 2024-10-24 | 9580.00 | 9681.00 | 9685.00 | 9532.00 | 9572.00 | 9657.00 | 9660.00 | 9528.00 | 8.00 | 24.00 | 25.00 | 4.00 |
| 2024-10-23 | 9423.00 | 9615.00 | 9620.00 | 9403.00 | 9401.00 | 9606.00 | 9613.00 | 9400.00 | 22.00 | 9.00 | 7.00 | 3.00 |
| 2024-10-22 | 9278.00 | 9383.00 | 9388.00 | 9237.00 | 9277.00 | 9377.00 | 9380.00 | 9223.00 | 1.00 | 6.00 | 8.00 | 14.00 |
| 2024-10-21 | 9533.00 | 9273.00 | 9540.00 | 9190.00 | 9460.00 | 9265.00 | 9466.00 | 9182.00 | 73.00 | 8.00 | 74.00 | 8.00 |
| 2024-10-18 | 9465.00 | 9571.00 | 9725.00 | 9450.00 | 9387.00 | 9502.00 | 9645.00 | 9381.00 | 78.00 | 69.00 | 80.00 | 69.00 |
| 2024-10-17 | 9620.00 | 9471.00 | 9693.00 | 9460.00 | 9530.00 | 9403.00 | 9606.00 | 9393.00 | 90.00 | 68.00 | 87.00 | 67.00 |
| 2024-10-16 | 9453.00 | 9604.00 | 9633.00 | 9427.00 | 9375.00 | 9519.00 | 9544.00 | 9350.00 | 78.00 | 85.00 | 89.00 | 77.00 |
| 2024-10-15 | 9456.00 | 9443.00 | 9497.00 | 9327.00 | 9380.00 | 9363.00 | 9411.00 | 9260.00 | 76.00 | 80.00 | 86.00 | 67.00 |
| 2024-10-14 | 9616.00 | 9477.00 | 9746.00 | 9460.00 | 9538.00 | 9406.00 | 9654.00 | 9390.00 | 78.00 | 71.00 | 92.00 | 70.00 |
| 2024-10-11 | 9600.00 | 9596.00 | 9706.00 | 9545.00 | 9501.00 | 9509.00 | 9606.00 | 9454.00 | 99.00 | 87.00 | 100.00 | 91.00 |
| 2024-10-10 | 9460.00 | 9600.00 | 9692.00 | 9368.00 | 9370.00 | 9504.00 | 9578.00 | 9282.00 | 90.00 | 96.00 | 114.00 | 86.00 |
| 2024-10-09 | 9512.00 | 9490.00 | 9603.00 | 9387.00 | 9412.00 | 9400.00 | 9506.00 | 9302.00 | 100.00 | 90.00 | 97.00 | 85.00 |
| 2024-10-08 | 9750.00 | 9512.00 | 9857.00 | 9451.00 | 9688.00 | 9412.00 | 9756.00 | 9363.00 | 62.00 | 100.00 | 101.00 | 88.00 |
| 2024-09-30 | 9389.00 | 9468.00 | 9609.00 | 9351.00 | 9306.00 | 9362.00 | 9499.00 | 9267.00 | 83.00 | 106.00 | 110.00 | 84.00 |
| 2024-09-27 | 9450.00 | 9457.00 | 9591.00 | 9367.00 | 9355.00 | 9367.00 | 9488.00 | 9285.00 | 95.00 | 90.00 | 103.00 | 82.00 |
| 2024-09-26 | 9209.00 | 9404.00 | 9479.00 | 9183.00 | 9123.00 | 9310.00 | 9387.00 | 9101.00 | 86.00 | 94.00 | 92.00 | 82.00 |
| 2024-09-25 | 9288.00 | 9209.00 | 9358.00 | 9202.00 | 9188.00 | 9122.00 | 9246.00 | 9114.00 | 100.00 | 87.00 | 112.00 | 88.00 |
| 2024-09-24 | 9094.00 | 9238.00 | 9250.00 | 9072.00 | 9040.00 | 9144.00 | 9165.00 | 9018.00 | 54.00 | 94.00 | 85.00 | 54.00 |
| 2024-09-23 | 9146.00 | 9092.00 | 9217.00 | 9025.00 | 9072.00 | 9038.00 | 9147.00 | 8975.00 | 74.00 | 54.00 | 70.00 | 50.00 |
| 2024-09-20 | 9114.00 | 9157.00 | 9197.00 | 9075.00 | 9046.00 | 9082.00 | 9120.00 | 8994.00 | 68.00 | 75.00 | 77.00 | 81.00 |
| 2024-09-19 | 9120.00 | 9141.00 | 9272.00 | 9061.00 | 8989.00 | 9046.00 | 9139.00 | 8989.00 | 131.00 | 95.00 | 133.00 | 72.00 |
| 2024-09-18 | 8989.00 | 9119.00 | 9145.00 | 8951.00 | 8890.00 | 8984.00 | 9003.00 | 8853.00 | 99.00 | 135.00 | 142.00 | 98.00 |
| 2024-09-13 | 8890.00 | 8936.00 | 9166.00 | 8851.00 | 8931.00 | 8979.00 | 9220.00 | 8905.00 | -41.00 | -43.00 | -54.00 | -54.00 |
| 2024-09-12 | 8852.00 | 8873.00 | 8910.00 | 8781.00 | 8836.00 | 8924.00 | 8957.00 | 8770.00 | 16.00 | -51.00 | -47.00 | 11.00 |
| 2024-09-11 | 8750.00 | 8852.00 | 8875.00 | 8706.00 | 8712.00 | 8837.00 | 8858.00 | 8671.00 | 38.00 | 15.00 | 17.00 | 35.00 |
| 2024-09-10 | 8807.00 | 8735.00 | 8852.00 | 8710.00 | 8778.00 | 8699.00 | 8815.00 | 8676.00 | 29.00 | 36.00 | 37.00 | 34.00 |