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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-09-09 | 8771.00 | 8792.00 | 8824.00 | 8586.00 | 8733.00 | 8738.00 | 8768.00 | 8544.00 | 38.00 | 54.00 | 56.00 | 42.00 |
| 2024-09-06 | 8780.00 | 8769.00 | 8860.00 | 8718.00 | 8756.00 | 8735.00 | 8832.00 | 8687.00 | 24.00 | 34.00 | 28.00 | 31.00 |
| 2024-09-05 | 8759.00 | 8759.00 | 8852.00 | 8738.00 | 8750.00 | 8731.00 | 8828.00 | 8717.00 | 9.00 | 28.00 | 24.00 | 21.00 |
| 2024-09-04 | 8836.00 | 8750.00 | 8888.00 | 8708.00 | 8816.00 | 8731.00 | 8876.00 | 8688.00 | 20.00 | 19.00 | 12.00 | 20.00 |
| 2024-09-03 | 8350.00 | 8841.00 | 8933.00 | 8299.00 | 8301.00 | 8828.00 | 8878.00 | 8255.00 | 49.00 | 13.00 | 55.00 | 44.00 |
| 2024-09-02 | 8535.00 | 8329.00 | 8544.00 | 8319.00 | 8496.00 | 8287.00 | 8498.00 | 8277.00 | 39.00 | 42.00 | 46.00 | 42.00 |
| 2024-08-30 | 8372.00 | 8524.00 | 8570.00 | 8351.00 | 8338.00 | 8478.00 | 8522.00 | 8319.00 | 34.00 | 46.00 | 48.00 | 32.00 |
| 2024-08-29 | 8348.00 | 8359.00 | 8377.00 | 8290.00 | 8325.00 | 8326.00 | 8349.00 | 8265.00 | 23.00 | 33.00 | 28.00 | 25.00 |
| 2024-08-28 | 8365.00 | 8385.00 | 8408.00 | 8334.00 | 8349.00 | 8358.00 | 8381.00 | 8311.00 | 16.00 | 27.00 | 27.00 | 23.00 |
| 2024-08-27 | 8287.00 | 8364.00 | 8407.00 | 8263.00 | 8255.00 | 8340.00 | 8381.00 | 8237.00 | 32.00 | 24.00 | 26.00 | 26.00 |
| 2024-08-26 | 8112.00 | 8290.00 | 8291.00 | 8090.00 | 8104.00 | 8265.00 | 8265.00 | 8075.00 | 8.00 | 25.00 | 26.00 | 15.00 |
| 2024-08-23 | 8150.00 | 8074.00 | 8196.00 | 8038.00 | 8097.00 | 8031.00 | 8134.00 | 7987.00 | 53.00 | 43.00 | 62.00 | 51.00 |
| 2024-08-22 | 8175.00 | 8119.00 | 8197.00 | 8078.00 | 8125.00 | 8068.00 | 8135.00 | 8025.00 | 50.00 | 51.00 | 62.00 | 53.00 |
| 2024-08-21 | 8048.00 | 8152.00 | 8176.00 | 8038.00 | 8005.00 | 8093.00 | 8126.00 | 7995.00 | 43.00 | 59.00 | 50.00 | 43.00 |
| 2024-08-20 | 8045.00 | 8061.00 | 8098.00 | 8016.00 | 7972.00 | 8014.00 | 8045.00 | 7972.00 | 73.00 | 47.00 | 53.00 | 44.00 |
| 2024-08-19 | 7994.00 | 8057.00 | 8085.00 | 7914.00 | 7938.00 | 8008.00 | 8063.00 | 7863.00 | 56.00 | 49.00 | 22.00 | 51.00 |
| 2024-08-16 | 8027.00 | 8029.00 | 8115.00 | 8014.00 | 7955.00 | 7962.00 | 8040.00 | 7945.00 | 72.00 | 67.00 | 75.00 | 69.00 |
| 2024-08-15 | 8030.00 | 8042.00 | 8060.00 | 7972.00 | 7950.00 | 7970.00 | 7985.00 | 7897.00 | 80.00 | 72.00 | 75.00 | 75.00 |
| 2024-08-14 | 8000.00 | 7911.00 | 8000.00 | 7854.00 | 8100.00 | 7989.00 | 8100.00 | 7941.00 | -100.00 | -78.00 | -100.00 | -87.00 |
| 2024-08-13 | 8187.00 | 7997.00 | 8200.00 | 7986.00 | 8295.00 | 8097.00 | 8309.00 | 8084.00 | -108.00 | -100.00 | -109.00 | -98.00 |
| 2024-08-12 | 8220.00 | 8200.00 | 8232.00 | 8137.00 | 8345.00 | 8312.00 | 8350.00 | 8252.00 | -125.00 | -112.00 | -118.00 | -115.00 |
| 2024-08-09 | 8100.00 | 8202.00 | 8225.00 | 8085.00 | 8212.00 | 8318.00 | 8345.00 | 8194.00 | -112.00 | -116.00 | -120.00 | -109.00 |
| 2024-08-08 | 8089.00 | 8083.00 | 8155.00 | 8068.00 | 8192.00 | 8197.00 | 8259.00 | 8178.00 | -103.00 | -114.00 | -104.00 | -110.00 |
| 2024-08-07 | 8000.00 | 8044.00 | 8103.00 | 7985.00 | 8119.00 | 8148.00 | 8206.00 | 8104.00 | -119.00 | -104.00 | -103.00 | -119.00 |
| 2024-08-06 | 8240.00 | 8050.00 | 8312.00 | 8035.00 | 8340.00 | 8167.00 | 8404.00 | 8146.00 | -100.00 | -117.00 | -92.00 | -111.00 |
| 2024-08-05 | 8320.00 | 8312.00 | 8367.00 | 8213.00 | 8432.00 | 8414.00 | 8470.00 | 8331.00 | -112.00 | -102.00 | -103.00 | -118.00 |
| 2024-08-02 | 8288.00 | 8350.00 | 8365.00 | 8257.00 | 8418.00 | 8466.00 | 8488.00 | 8370.00 | -130.00 | -116.00 | -123.00 | -113.00 |
| 2024-08-01 | 8450.00 | 8293.00 | 8473.00 | 8280.00 | 8573.00 | 8418.00 | 8595.00 | 8409.00 | -123.00 | -125.00 | -122.00 | -129.00 |
| 2024-07-31 | 8421.00 | 8419.00 | 8463.00 | 8354.00 | 8536.00 | 8538.00 | 8574.00 | 8478.00 | -115.00 | -119.00 | -111.00 | -124.00 |
| 2024-07-30 | 8614.00 | 8460.00 | 8619.00 | 8435.00 | 8690.00 | 8582.00 | 8735.00 | 8561.00 | -76.00 | -122.00 | -116.00 | -126.00 |
| 2024-07-29 | 8750.00 | 8665.00 | 8773.00 | 8455.00 | 8881.00 | 8784.00 | 8904.00 | 8580.00 | -131.00 | -119.00 | -131.00 | -125.00 |
| 2024-07-26 | 8613.00 | 8782.00 | 8806.00 | 8588.00 | 8765.00 | 8919.00 | 8940.00 | 8732.00 | -152.00 | -137.00 | -134.00 | -144.00 |
| 2024-07-25 | 8650.00 | 8615.00 | 8674.00 | 8527.00 | 8798.00 | 8759.00 | 8819.00 | 8666.00 | -148.00 | -144.00 | -145.00 | -139.00 |
| 2024-07-24 | 8726.00 | 8638.00 | 8776.00 | 8617.00 | 8876.00 | 8782.00 | 8917.00 | 8764.00 | -150.00 | -144.00 | -141.00 | -147.00 |
| 2024-07-23 | 8683.00 | 8707.00 | 8774.00 | 8647.00 | 8829.00 | 8850.00 | 8925.00 | 8791.00 | -146.00 | -143.00 | -151.00 | -144.00 |
| 2024-07-22 | 8654.00 | 8684.00 | 8732.00 | 8616.00 | 8800.00 | 8828.00 | 8876.00 | 8761.00 | -146.00 | -144.00 | -144.00 | -145.00 |
| 2024-07-19 | 8579.00 | 8617.00 | 8646.00 | 8513.00 | 8703.00 | 8760.00 | 8786.00 | 8648.00 | -124.00 | -143.00 | -140.00 | -135.00 |
| 2024-07-18 | 8359.00 | 8596.00 | 8608.00 | 8327.00 | 8499.00 | 8724.00 | 8740.00 | 8472.00 | -140.00 | -128.00 | -132.00 | -145.00 |
| 2024-07-17 | 8302.00 | 8340.00 | 8436.00 | 8295.00 | 8443.00 | 8481.00 | 8571.00 | 8432.00 | -141.00 | -141.00 | -135.00 | -137.00 |
| 2024-07-16 | 8339.00 | 8332.00 | 8389.00 | 8284.00 | 8477.00 | 8471.00 | 8526.00 | 8424.00 | -138.00 | -139.00 | -137.00 | -140.00 |
| 2024-07-15 | 8369.00 | 8364.00 | 8395.00 | 8205.00 | 8502.00 | 8499.00 | 8533.00 | 8343.00 | -133.00 | -135.00 | -138.00 | -138.00 |
| 2024-07-12 | 8314.00 | 8371.00 | 8444.00 | 8256.00 | 8449.00 | 8507.00 | 8580.00 | 8392.00 | -135.00 | -136.00 | -136.00 | -136.00 |
| 2024-07-11 | 8330.00 | 8285.00 | 8344.00 | 8261.00 | 8468.00 | 8421.00 | 8480.00 | 8396.00 | -138.00 | -136.00 | -136.00 | -135.00 |
| 2024-07-10 | 8543.00 | 8305.00 | 8574.00 | 8226.00 | 8668.00 | 8437.00 | 8698.00 | 8351.00 | -125.00 | -132.00 | -124.00 | -125.00 |
| 2024-07-09 | 8690.00 | 8571.00 | 8696.00 | 8554.00 | 8798.00 | 8691.00 | 8818.00 | 8672.00 | -108.00 | -120.00 | -122.00 | -118.00 |
| 2024-07-08 | 8740.00 | 8724.00 | 8807.00 | 8659.00 | 8869.00 | 8843.00 | 8919.00 | 8776.00 | -129.00 | -119.00 | -112.00 | -117.00 |
| 2024-07-05 | 8790.00 | 8732.00 | 8872.00 | 8710.00 | 8888.00 | 8837.00 | 8967.00 | 8815.00 | -98.00 | -105.00 | -95.00 | -105.00 |
| 2024-07-04 | 8785.00 | 8791.00 | 8856.00 | 8760.00 | 8876.00 | 8890.00 | 8955.00 | 8856.00 | -91.00 | -99.00 | -99.00 | -96.00 |
| 2024-07-03 | 8782.00 | 8751.00 | 8831.00 | 8669.00 | 8882.00 | 8847.00 | 8934.00 | 8766.00 | -100.00 | -96.00 | -103.00 | -97.00 |
| 2024-07-02 | 8470.00 | 8750.00 | 8758.00 | 8464.00 | 8565.00 | 8846.00 | 8856.00 | 8554.00 | -95.00 | -96.00 | -98.00 | -90.00 |
| 2024-07-01 | 8388.00 | 8474.00 | 8519.00 | 8366.00 | 8496.00 | 8564.00 | 8615.00 | 8464.00 | -108.00 | -90.00 | -96.00 | -98.00 |
| 2024-06-28 | 8335.00 | 8382.00 | 8408.00 | 8324.00 | 8430.00 | 8478.00 | 8508.00 | 8424.00 | -95.00 | -96.00 | -100.00 | -100.00 |
| 2024-06-27 | 8334.00 | 8311.00 | 8387.00 | 8289.00 | 8411.00 | 8409.00 | 8490.00 | 8385.00 | -77.00 | -98.00 | -103.00 | -96.00 |
| 2024-06-26 | 8273.00 | 8329.00 | 8338.00 | 8173.00 | 8383.00 | 8424.00 | 8436.00 | 8276.00 | -110.00 | -95.00 | -98.00 | -103.00 |
| 2024-06-25 | 8368.00 | 8273.00 | 8400.00 | 8221.00 | 8472.00 | 8381.00 | 8510.00 | 8334.00 | -104.00 | -108.00 | -110.00 | -113.00 |
| 2024-06-24 | 8289.00 | 8375.00 | 8418.00 | 8253.00 | 8397.00 | 8485.00 | 8526.00 | 8368.00 | -108.00 | -110.00 | -108.00 | -115.00 |
| 2024-06-21 | 8420.00 | 8298.00 | 8439.00 | 8282.00 | 8530.00 | 8411.00 | 8547.00 | 8394.00 | -110.00 | -113.00 | -108.00 | -112.00 |
| 2024-06-20 | 8404.00 | 8417.00 | 8439.00 | 8363.00 | 8525.00 | 8523.00 | 8544.00 | 8473.00 | -121.00 | -106.00 | -105.00 | -110.00 |
| 2024-06-19 | 8330.00 | 8388.00 | 8407.00 | 8306.00 | 8422.00 | 8502.00 | 8522.00 | 8417.00 | -92.00 | -114.00 | -115.00 | -111.00 |
| 2024-06-18 | 8271.00 | 8324.00 | 8358.00 | 8271.00 | 8400.00 | 8434.00 | 8467.00 | 8387.00 | -129.00 | -110.00 | -109.00 | -116.00 |
| 2024-06-17 | 8485.00 | 8288.00 | 8485.00 | 8266.00 | 8593.00 | 8400.00 | 8593.00 | 8374.00 | -108.00 | -112.00 | -108.00 | -108.00 |
| 2024-06-14 | 8485.00 | 8469.00 | 8524.00 | 8420.00 | 8614.00 | 8579.00 | 8636.00 | 8535.00 | -129.00 | -110.00 | -112.00 | -115.00 |
| 2024-06-13 | 8648.00 | 8495.00 | 8663.00 | 8474.00 | 8758.00 | 8607.00 | 8774.00 | 8587.00 | -110.00 | -112.00 | -111.00 | -113.00 |
| 2024-06-12 | 8556.00 | 8625.00 | 8640.00 | 8501.00 | 8687.00 | 8733.00 | 8752.00 | 8612.00 | -131.00 | -108.00 | -112.00 | -111.00 |
| 2024-06-11 | 8588.00 | 8556.00 | 8638.00 | 8492.00 | 8685.00 | 8670.00 | 8760.00 | 8610.00 | -97.00 | -114.00 | -122.00 | -118.00 |
| 2024-06-07 | 8630.00 | 8612.00 | 8726.00 | 8603.00 | 8750.00 | 8735.00 | 8842.00 | 8726.00 | -120.00 | -123.00 | -116.00 | -123.00 |
| 2024-06-06 | 8570.00 | 8614.00 | 8618.00 | 8517.00 | 8696.00 | 8739.00 | 8740.00 | 8638.00 | -126.00 | -125.00 | -122.00 | -121.00 |
| 2024-06-05 | 8558.00 | 8561.00 | 8608.00 | 8530.00 | 8686.00 | 8688.00 | 8731.00 | 8656.00 | -128.00 | -127.00 | -123.00 | -126.00 |
| 2024-06-04 | 8669.00 | 8583.00 | 8680.00 | 8536.00 | 8800.00 | 8712.00 | 8809.00 | 8664.00 | -131.00 | -129.00 | -129.00 | -128.00 |
| 2024-06-03 | 8935.00 | 8661.00 | 8950.00 | 8626.00 | 9051.00 | 8793.00 | 9070.00 | 8750.00 | -116.00 | -132.00 | -120.00 | -124.00 |
| 2024-05-31 | 8800.00 | 8910.00 | 8927.00 | 8784.00 | 8901.00 | 9029.00 | 9049.00 | 8901.00 | -101.00 | -119.00 | -122.00 | -117.00 |
| 2024-05-30 | 9030.00 | 8813.00 | 9074.00 | 8802.00 | 9130.00 | 8943.00 | 9189.00 | 8928.00 | -100.00 | -130.00 | -115.00 | -126.00 |
| 2024-05-29 | 8929.00 | 9049.00 | 9061.00 | 8854.00 | 9072.00 | 9165.00 | 9178.00 | 8973.00 | -143.00 | -116.00 | -117.00 | -119.00 |
| 2024-05-28 | 8770.00 | 8913.00 | 8966.00 | 8768.00 | 8880.00 | 9034.00 | 9096.00 | 8880.00 | -110.00 | -121.00 | -130.00 | -112.00 |
| 2024-05-27 | 8867.00 | 8778.00 | 8908.00 | 8752.00 | 9007.00 | 8896.00 | 9035.00 | 8868.00 | -140.00 | -118.00 | -127.00 | -116.00 |
| 2024-05-24 | 8937.00 | 8854.00 | 8984.00 | 8840.00 | 9078.00 | 8976.00 | 9106.00 | 8964.00 | -141.00 | -122.00 | -122.00 | -124.00 |
| 2024-05-23 | 8944.00 | 8895.00 | 9046.00 | 8785.00 | 9041.00 | 9016.00 | 9150.00 | 8912.00 | -97.00 | -121.00 | -104.00 | -127.00 |
| 2024-05-22 | 8843.00 | 8946.00 | 8948.00 | 8833.00 | 8933.00 | 9051.00 | 9054.00 | 8928.00 | -90.00 | -105.00 | -106.00 | -95.00 |
| 2024-05-21 | 8814.00 | 8861.00 | 9037.00 | 8794.00 | 8906.00 | 8959.00 | 9131.00 | 8890.00 | -92.00 | -98.00 | -94.00 | -96.00 |
| 2024-05-20 | 8874.00 | 8814.00 | 8916.00 | 8784.00 | 8959.00 | 8910.00 | 8999.00 | 8877.00 | -85.00 | -96.00 | -83.00 | -93.00 |
| 2024-05-17 | 8736.00 | 8857.00 | 8870.00 | 8701.00 | 8829.00 | 8946.00 | 8960.00 | 8790.00 | -93.00 | -89.00 | -90.00 | -89.00 |
| 2024-05-16 | 8801.00 | 8722.00 | 8822.00 | 8675.00 | 8904.00 | 8819.00 | 8917.00 | 8769.00 | -103.00 | -97.00 | -95.00 | -94.00 |
| 2024-05-15 | 8753.00 | 8783.00 | 8834.00 | 8655.00 | 8827.00 | 8878.00 | 8921.00 | 8738.00 | -74.00 | -95.00 | -87.00 | -83.00 |
| 2024-05-14 | 8800.00 | 8866.00 | 8973.00 | 8791.00 | 8874.00 | 8942.00 | 9045.00 | 8873.00 | -74.00 | -76.00 | -72.00 | -82.00 |
| 2024-05-13 | 8550.00 | 8781.00 | 8785.00 | 8521.00 | 8626.00 | 8864.00 | 8865.00 | 8590.00 | -76.00 | -83.00 | -80.00 | -69.00 |
| 2024-05-10 | 8617.00 | 8559.00 | 8694.00 | 8490.00 | 8685.00 | 8630.00 | 8756.00 | 8557.00 | -68.00 | -71.00 | -62.00 | -67.00 |
| 2024-05-09 | 8672.00 | 8631.00 | 8690.00 | 8588.00 | 8738.00 | 8698.00 | 8755.00 | 8656.00 | -66.00 | -67.00 | -65.00 | -68.00 |
| 2024-05-08 | 8669.00 | 8702.00 | 8750.00 | 8657.00 | 8698.00 | 8761.00 | 8797.00 | 8681.00 | -29.00 | -59.00 | -47.00 | -24.00 |
| 2024-05-07 | 8542.00 | 8678.00 | 8725.00 | 8542.00 | 8498.00 | 8631.00 | 8681.00 | 8498.00 | 44.00 | 47.00 | 44.00 | 44.00 |
| 2024-05-06 | 8500.00 | 8522.00 | 8551.00 | 8430.00 | 8442.00 | 8478.00 | 8505.00 | 8385.00 | 58.00 | 44.00 | 46.00 | 45.00 |
| 2024-04-30 | 8460.00 | 8407.00 | 8606.00 | 8355.00 | 8407.00 | 8361.00 | 8560.00 | 8310.00 | 53.00 | 46.00 | 46.00 | 45.00 |
| 2024-04-29 | 8335.00 | 8439.00 | 8477.00 | 8335.00 | 8278.00 | 8389.00 | 8432.00 | 8278.00 | 57.00 | 50.00 | 45.00 | 57.00 |
| 2024-04-26 | 8275.00 | 8344.00 | 8358.00 | 8240.00 | 8234.00 | 8296.00 | 8309.00 | 8194.00 | 41.00 | 48.00 | 49.00 | 46.00 |
| 2024-04-25 | 8388.00 | 8264.00 | 8504.00 | 8233.00 | 8350.00 | 8219.00 | 8462.00 | 8189.00 | 38.00 | 45.00 | 42.00 | 44.00 |
| 2024-04-24 | 8355.00 | 8412.00 | 8448.00 | 8327.00 | 8170.00 | 8236.00 | 8264.00 | 8154.00 | 185.00 | 176.00 | 184.00 | 173.00 |
| 2024-04-23 | 8075.00 | 8387.00 | 8485.00 | 8067.00 | 7922.00 | 8212.00 | 8305.00 | 7922.00 | 153.00 | 175.00 | 180.00 | 145.00 |
| 2024-04-22 | 8007.00 | 8066.00 | 8105.00 | 7990.00 | 7870.00 | 7927.00 | 7963.00 | 7851.00 | 137.00 | 139.00 | 142.00 | 139.00 |
| 2024-04-19 | 7996.00 | 8017.00 | 8078.00 | 7912.00 | 7847.00 | 7876.00 | 7933.00 | 7769.00 | 149.00 | 141.00 | 145.00 | 143.00 |
| 2024-04-18 | 8026.00 | 8032.00 | 8071.00 | 7973.00 | 7924.00 | 7889.00 | 7940.00 | 7834.00 | 102.00 | 143.00 | 131.00 | 139.00 |
| 2024-04-17 | 8061.00 | 8023.00 | 8124.00 | 7943.00 | 7942.00 | 7904.00 | 8006.00 | 7824.00 | 119.00 | 119.00 | 118.00 | 119.00 |