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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-11-15 | 8730.00 | 8790.00 | 8838.00 | 8710.00 | 8707.00 | 8775.00 | 8814.00 | 8682.00 | 23.00 | 15.00 | 24.00 | 28.00 |
| 2023-11-14 | 8601.00 | 8712.00 | 8770.00 | 8552.00 | 8570.00 | 8684.00 | 8737.00 | 8524.00 | 31.00 | 28.00 | 33.00 | 28.00 |
| 2023-11-13 | 8506.00 | 8611.00 | 8645.00 | 8492.00 | 8483.00 | 8581.00 | 8614.00 | 8467.00 | 23.00 | 30.00 | 31.00 | 25.00 |
| 2023-11-10 | 8428.00 | 8505.00 | 8546.00 | 8405.00 | 8397.00 | 8483.00 | 8520.00 | 8385.00 | 31.00 | 22.00 | 26.00 | 20.00 |
| 2023-11-09 | 8495.00 | 8441.00 | 8576.00 | 8396.00 | 8456.00 | 8414.00 | 8536.00 | 8369.00 | 39.00 | 27.00 | 40.00 | 27.00 |
| 2023-11-08 | 8478.00 | 8521.00 | 8583.00 | 8436.00 | 8447.00 | 8482.00 | 8551.00 | 8406.00 | 31.00 | 39.00 | 32.00 | 30.00 |
| 2023-11-07 | 8615.00 | 8492.00 | 8686.00 | 8491.00 | 8562.00 | 8458.00 | 8633.00 | 8456.00 | 53.00 | 34.00 | 53.00 | 35.00 |
| 2023-11-06 | 8618.00 | 8603.00 | 8640.00 | 8508.00 | 8550.00 | 8552.00 | 8582.00 | 8455.00 | 68.00 | 51.00 | 58.00 | 53.00 |
| 2023-11-03 | 8526.00 | 8608.00 | 8618.00 | 8463.00 | 8465.00 | 8543.00 | 8552.00 | 8398.00 | 61.00 | 65.00 | 66.00 | 65.00 |
| 2023-11-02 | 8453.00 | 8514.00 | 8549.00 | 8320.00 | 8400.00 | 8455.00 | 8492.00 | 8266.00 | 53.00 | 59.00 | 57.00 | 54.00 |
| 2023-11-01 | 8450.00 | 8452.00 | 8487.00 | 8340.00 | 8392.00 | 8396.00 | 8422.00 | 8285.00 | 58.00 | 56.00 | 65.00 | 55.00 |
| 2023-10-31 | 8508.00 | 8436.00 | 8517.00 | 8311.00 | 8445.00 | 8386.00 | 8466.00 | 8260.00 | 63.00 | 50.00 | 51.00 | 51.00 |
| 2023-10-30 | 8521.00 | 8508.00 | 8610.00 | 8478.00 | 8454.00 | 8449.00 | 8540.00 | 8410.00 | 67.00 | 59.00 | 70.00 | 68.00 |
| 2023-10-27 | 8547.00 | 8501.00 | 8584.00 | 8422.00 | 8483.00 | 8435.00 | 8511.00 | 8354.00 | 64.00 | 66.00 | 73.00 | 68.00 |
| 2023-10-26 | 8395.00 | 8567.00 | 8572.00 | 8392.00 | 8317.00 | 8494.00 | 8500.00 | 8317.00 | 78.00 | 73.00 | 72.00 | 75.00 |
| 2023-10-25 | 8460.00 | 8395.00 | 8492.00 | 8358.00 | 8386.00 | 8321.00 | 8415.00 | 8284.00 | 74.00 | 74.00 | 77.00 | 74.00 |
| 2023-10-24 | 8643.00 | 8437.00 | 8672.00 | 8392.00 | 8553.00 | 8358.00 | 8581.00 | 8307.00 | 90.00 | 79.00 | 91.00 | 85.00 |
| 2023-10-23 | 8623.00 | 8642.00 | 8685.00 | 8603.00 | 8535.00 | 8555.00 | 8610.00 | 8520.00 | 88.00 | 87.00 | 75.00 | 83.00 |
| 2023-10-20 | 8824.00 | 8621.00 | 8875.00 | 8614.00 | 8734.00 | 8537.00 | 8788.00 | 8528.00 | 90.00 | 84.00 | 87.00 | 86.00 |
| 2023-10-19 | 8938.00 | 8847.00 | 8947.00 | 8820.00 | 8849.00 | 8761.00 | 8857.00 | 8730.00 | 89.00 | 86.00 | 90.00 | 90.00 |
| 2023-10-18 | 8978.00 | 8918.00 | 9073.00 | 8915.00 | 8850.00 | 8823.00 | 8974.00 | 8817.00 | 128.00 | 95.00 | 99.00 | 98.00 |
| 2023-10-17 | 8991.00 | 8982.00 | 9032.00 | 8939.00 | 8926.00 | 8886.00 | 8948.00 | 8845.00 | 65.00 | 96.00 | 84.00 | 94.00 |
| 2023-10-16 | 9000.00 | 8977.00 | 9044.00 | 8895.00 | 8907.00 | 8900.00 | 8951.00 | 8813.00 | 93.00 | 77.00 | 93.00 | 82.00 |
| 2023-10-13 | 8799.00 | 8959.00 | 8962.00 | 8768.00 | 8710.00 | 8872.00 | 8875.00 | 8671.00 | 89.00 | 87.00 | 87.00 | 97.00 |
| 2023-10-12 | 8580.00 | 8772.00 | 8787.00 | 8552.00 | 8513.00 | 8680.00 | 8695.00 | 8481.00 | 67.00 | 92.00 | 92.00 | 71.00 |
| 2023-10-11 | 8652.00 | 8620.00 | 8678.00 | 8533.00 | 8580.00 | 8549.00 | 8596.00 | 8454.00 | 72.00 | 71.00 | 82.00 | 79.00 |
| 2023-10-10 | 8780.00 | 8637.00 | 8848.00 | 8592.00 | 8918.00 | 8766.00 | 8964.00 | 8709.00 | -138.00 | -129.00 | -116.00 | -117.00 |
| 2023-10-09 | 8776.00 | 8795.00 | 8822.00 | 8609.00 | 8906.00 | 8918.00 | 8947.00 | 8715.00 | -130.00 | -123.00 | -125.00 | -106.00 |
| 2023-09-28 | 8778.00 | 8902.00 | 8908.00 | 8756.00 | 8868.00 | 9033.00 | 9033.00 | 8853.00 | -90.00 | -131.00 | -125.00 | -97.00 |
| 2023-09-27 | 8630.00 | 8758.00 | 8760.00 | 8591.00 | 8722.00 | 8855.00 | 8856.00 | 8686.00 | -92.00 | -97.00 | -96.00 | -95.00 |
| 2023-09-26 | 8676.00 | 8618.00 | 8774.00 | 8608.00 | 8761.00 | 8714.00 | 8870.00 | 8703.00 | -85.00 | -96.00 | -96.00 | -95.00 |
| 2023-09-25 | 8690.00 | 8677.00 | 8730.00 | 8620.00 | 8760.00 | 8750.00 | 8802.00 | 8689.00 | -70.00 | -73.00 | -72.00 | -69.00 |
| 2023-09-22 | 8539.00 | 8684.00 | 8685.00 | 8508.00 | 8609.00 | 8755.00 | 8762.00 | 8590.00 | -70.00 | -71.00 | -77.00 | -82.00 |
| 2023-09-21 | 8728.00 | 8527.00 | 8758.00 | 8521.00 | 8808.00 | 8601.00 | 8842.00 | 8591.00 | -80.00 | -74.00 | -84.00 | -70.00 |
| 2023-09-20 | 8702.00 | 8739.00 | 8796.00 | 8666.00 | 8783.00 | 8824.00 | 8888.00 | 8747.00 | -81.00 | -85.00 | -92.00 | -81.00 |
| 2023-09-19 | 8913.00 | 8678.00 | 8941.00 | 8662.00 | 9001.00 | 8764.00 | 9032.00 | 8753.00 | -88.00 | -86.00 | -91.00 | -91.00 |
| 2023-09-18 | 8988.00 | 8931.00 | 9013.00 | 8853.00 | 9085.00 | 9028.00 | 9106.00 | 8951.00 | -97.00 | -97.00 | -93.00 | -98.00 |
| 2023-09-15 | 8950.00 | 9012.00 | 9102.00 | 8942.00 | 9040.00 | 9111.00 | 9193.00 | 9039.00 | -90.00 | -99.00 | -91.00 | -97.00 |
| 2023-09-14 | 8801.00 | 8927.00 | 8971.00 | 8718.00 | 8910.00 | 9021.00 | 9080.00 | 8833.00 | -109.00 | -94.00 | -109.00 | -115.00 |
| 2023-09-13 | 8975.00 | 8761.00 | 9052.00 | 8743.00 | 9088.00 | 8875.00 | 9169.00 | 8852.00 | -113.00 | -114.00 | -117.00 | -109.00 |
| 2023-09-12 | 8997.00 | 8971.00 | 9040.00 | 8918.00 | 9100.00 | 9076.00 | 9149.00 | 9018.00 | -103.00 | -105.00 | -109.00 | -100.00 |
| 2023-09-11 | 8981.00 | 9009.00 | 9128.00 | 8956.00 | 9093.00 | 9115.00 | 9244.00 | 9065.00 | -112.00 | -106.00 | -116.00 | -109.00 |
| 2023-09-08 | 9071.00 | 8951.00 | 9078.00 | 8884.00 | 9155.00 | 9056.00 | 9180.00 | 8991.00 | -84.00 | -105.00 | -102.00 | -107.00 |
| 2023-09-07 | 9266.00 | 9076.00 | 9287.00 | 9061.00 | 9373.00 | 9173.00 | 9391.00 | 9165.00 | -107.00 | -97.00 | -104.00 | -104.00 |
| 2023-09-06 | 9281.00 | 9252.00 | 9379.00 | 9208.00 | 9406.00 | 9357.00 | 9470.00 | 9310.00 | -125.00 | -105.00 | -91.00 | -102.00 |
| 2023-09-05 | 9290.00 | 9276.00 | 9333.00 | 9216.00 | 9393.00 | 9392.00 | 9454.00 | 9336.00 | -103.00 | -116.00 | -121.00 | -120.00 |
| 2023-09-04 | 9526.00 | 9287.00 | 9548.00 | 9246.00 | 9666.00 | 9424.00 | 9680.00 | 9393.00 | -140.00 | -137.00 | -132.00 | -147.00 |
| 2023-09-01 | 9494.00 | 9508.00 | 9510.00 | 9333.00 | 9640.00 | 9643.00 | 9656.00 | 9476.00 | -146.00 | -135.00 | -146.00 | -143.00 |
| 2023-08-31 | 9520.00 | 9477.00 | 9547.00 | 9421.00 | 9668.00 | 9628.00 | 9695.00 | 9574.00 | -148.00 | -151.00 | -148.00 | -153.00 |
| 2023-08-30 | 9466.00 | 9478.00 | 9588.00 | 9433.00 | 9626.00 | 9630.00 | 9735.00 | 9593.00 | -160.00 | -152.00 | -147.00 | -160.00 |
| 2023-08-29 | 9332.00 | 9443.00 | 9499.00 | 9272.00 | 9490.00 | 9604.00 | 9658.00 | 9439.00 | -158.00 | -161.00 | -159.00 | -167.00 |
| 2023-08-28 | 9390.00 | 9328.00 | 9494.00 | 9268.00 | 9548.00 | 9505.00 | 9643.00 | 9437.00 | -158.00 | -177.00 | -149.00 | -169.00 |
| 2023-08-25 | 9287.00 | 9343.00 | 9406.00 | 9287.00 | 9450.00 | 9497.00 | 9576.00 | 9450.00 | -163.00 | -154.00 | -170.00 | -163.00 |
| 2023-08-24 | 9100.00 | 9290.00 | 9373.00 | 9081.00 | 9281.00 | 9468.00 | 9543.00 | 9264.00 | -181.00 | -178.00 | -170.00 | -183.00 |
| 2023-08-23 | 9130.00 | 9109.00 | 9160.00 | 9012.00 | 9336.00 | 9295.00 | 9341.00 | 9194.00 | -206.00 | -186.00 | -181.00 | -182.00 |
| 2023-08-22 | 9269.00 | 9141.00 | 9300.00 | 9068.00 | 9490.00 | 9346.00 | 9508.00 | 9276.00 | -221.00 | -205.00 | -208.00 | -208.00 |
| 2023-08-21 | 9083.00 | 9257.00 | 9305.00 | 9034.00 | 9286.00 | 9465.00 | 9505.00 | 9243.00 | -203.00 | -208.00 | -200.00 | -209.00 |
| 2023-08-18 | 9351.00 | 9319.00 | 9489.00 | 9315.00 | 9160.00 | 9110.00 | 9272.00 | 9110.00 | 191.00 | 209.00 | 217.00 | 205.00 |
| 2023-08-17 | 9218.00 | 9360.00 | 9364.00 | 9149.00 | 9020.00 | 9148.00 | 9150.00 | 8919.00 | 198.00 | 212.00 | 214.00 | 230.00 |
| 2023-08-16 | 9165.00 | 9174.00 | 9260.00 | 9116.00 | 9000.00 | 8972.00 | 9088.00 | 8948.00 | 165.00 | 202.00 | 172.00 | 168.00 |
| 2023-08-15 | 9140.00 | 9187.00 | 9254.00 | 9076.00 | 8918.00 | 9020.00 | 9072.00 | 8877.00 | 222.00 | 167.00 | 182.00 | 199.00 |
| 2023-08-14 | 9098.00 | 9143.00 | 9222.00 | 9031.00 | 8899.00 | 8926.00 | 8999.00 | 8853.00 | 199.00 | 217.00 | 223.00 | 178.00 |
| 2023-08-11 | 9128.00 | 9086.00 | 9144.00 | 9051.00 | 8973.00 | 8902.00 | 8989.00 | 8883.00 | 155.00 | 184.00 | 155.00 | 168.00 |
| 2023-08-10 | 9330.00 | 9152.00 | 9384.00 | 9108.00 | 9337.00 | 9160.00 | 9385.00 | 9117.00 | -7.00 | -8.00 | -1.00 | -9.00 |
| 2023-08-09 | 9135.00 | 9303.00 | 9330.00 | 9085.00 | 9139.00 | 9312.00 | 9342.00 | 9095.00 | -4.00 | -9.00 | -12.00 | -10.00 |
| 2023-08-08 | 9239.00 | 9186.00 | 9301.00 | 9151.00 | 9270.00 | 9193.00 | 9320.00 | 9171.00 | -31.00 | -7.00 | -19.00 | -20.00 |
| 2023-08-07 | 9282.00 | 9276.00 | 9424.00 | 9225.00 | 9284.00 | 9301.00 | 9445.00 | 9251.00 | -2.00 | -25.00 | -21.00 | -26.00 |
| 2023-08-04 | 9225.00 | 9275.00 | 9410.00 | 9163.00 | 9222.00 | 9280.00 | 9418.00 | 9173.00 | 3.00 | -5.00 | -8.00 | -10.00 |
| 2023-08-03 | 9345.00 | 9199.00 | 9388.00 | 9186.00 | 9365.00 | 9210.00 | 9400.00 | 9195.00 | -20.00 | -11.00 | -12.00 | -9.00 |
| 2023-08-02 | 9410.00 | 9389.00 | 9488.00 | 9314.00 | 9445.00 | 9401.00 | 9505.00 | 9333.00 | -35.00 | -12.00 | -17.00 | -19.00 |
| 2023-08-01 | 9383.00 | 9437.00 | 9442.00 | 9266.00 | 9392.00 | 9449.00 | 9452.00 | 9288.00 | -9.00 | -12.00 | -10.00 | -22.00 |
| 2023-07-31 | 9667.00 | 9383.00 | 9708.00 | 9320.00 | 9700.00 | 9403.00 | 9725.00 | 9341.00 | -33.00 | -20.00 | -17.00 | -21.00 |
| 2023-07-28 | 9728.00 | 9664.00 | 9733.00 | 9534.00 | 9760.00 | 9684.00 | 9760.00 | 9559.00 | -32.00 | -20.00 | -27.00 | -25.00 |
| 2023-07-27 | 9772.00 | 9711.00 | 9898.00 | 9704.00 | 9784.00 | 9742.00 | 9913.00 | 9737.00 | -12.00 | -31.00 | -15.00 | -33.00 |
| 2023-07-26 | 9666.00 | 9822.00 | 9869.00 | 9640.00 | 9654.00 | 9829.00 | 9864.00 | 9633.00 | 12.00 | -7.00 | 5.00 | 7.00 |
| 2023-07-25 | 9750.00 | 9689.00 | 9798.00 | 9609.00 | 9732.00 | 9678.00 | 9782.00 | 9611.00 | 18.00 | 11.00 | 16.00 | -2.00 |
| 2023-07-24 | 9788.00 | 9640.00 | 9807.00 | 9590.00 | 9788.00 | 9635.00 | 9799.00 | 9583.00 | 0.00 | 5.00 | 8.00 | 7.00 |
| 2023-07-21 | 9875.00 | 9844.00 | 9916.00 | 9806.00 | 9869.00 | 9836.00 | 9902.00 | 9801.00 | 6.00 | 8.00 | 14.00 | 5.00 |
| 2023-07-20 | 9681.00 | 9850.00 | 9866.00 | 9681.00 | 9688.00 | 9847.00 | 9859.00 | 9672.00 | -7.00 | 3.00 | 7.00 | 9.00 |
| 2023-07-19 | 9680.00 | 9645.00 | 9794.00 | 9628.00 | 9632.00 | 9633.00 | 9757.00 | 9618.00 | 48.00 | 12.00 | 37.00 | 10.00 |
| 2023-07-18 | 9580.00 | 9650.00 | 9685.00 | 9515.00 | 9534.00 | 9607.00 | 9637.00 | 9472.00 | 46.00 | 43.00 | 48.00 | 43.00 |
| 2023-07-17 | 9724.00 | 9573.00 | 9750.00 | 9566.00 | 9657.00 | 9517.00 | 9684.00 | 9504.00 | 67.00 | 56.00 | 66.00 | 62.00 |
| 2023-07-14 | 9800.00 | 9703.00 | 9815.00 | 9658.00 | 9726.00 | 9641.00 | 9743.00 | 9589.00 | 74.00 | 62.00 | 72.00 | 69.00 |
| 2023-07-13 | 9650.00 | 9734.00 | 9765.00 | 9553.00 | 9571.00 | 9663.00 | 9696.00 | 9487.00 | 79.00 | 71.00 | 69.00 | 66.00 |
| 2023-07-12 | 9476.00 | 9632.00 | 9678.00 | 9471.00 | 9409.00 | 9558.00 | 9612.00 | 9409.00 | 67.00 | 74.00 | 66.00 | 62.00 |
| 2023-07-11 | 9390.00 | 9463.00 | 9619.00 | 9390.00 | 9323.00 | 9400.00 | 9549.00 | 9323.00 | 67.00 | 63.00 | 70.00 | 67.00 |
| 2023-07-10 | 9261.00 | 9365.00 | 9373.00 | 9191.00 | 9184.00 | 9296.00 | 9302.00 | 9122.00 | 77.00 | 69.00 | 71.00 | 69.00 |
| 2023-07-07 | 9355.00 | 9265.00 | 9419.00 | 9178.00 | 9282.00 | 9193.00 | 9344.00 | 9109.00 | 73.00 | 72.00 | 75.00 | 69.00 |
| 2023-07-06 | 9170.00 | 9372.00 | 9374.00 | 9170.00 | 9107.00 | 9302.00 | 9302.00 | 9105.00 | 63.00 | 70.00 | 72.00 | 65.00 |
| 2023-07-05 | 9219.00 | 9187.00 | 9264.00 | 9114.00 | 9149.00 | 9120.00 | 9198.00 | 9051.00 | 70.00 | 67.00 | 66.00 | 63.00 |
| 2023-07-04 | 9321.00 | 9219.00 | 9334.00 | 9175.00 | 9255.00 | 9146.00 | 9259.00 | 9102.00 | 66.00 | 73.00 | 75.00 | 73.00 |
| 2023-07-03 | 8768.00 | 9310.00 | 9318.00 | 8742.00 | 8707.00 | 9239.00 | 9245.00 | 8685.00 | 61.00 | 71.00 | 73.00 | 57.00 |
| 2023-06-30 | 8640.00 | 8768.00 | 8815.00 | 8632.00 | 8578.00 | 8709.00 | 8754.00 | 8576.00 | 62.00 | 59.00 | 61.00 | 56.00 |
| 2023-06-29 | 8620.00 | 8672.00 | 8682.00 | 8542.00 | 8561.00 | 8615.00 | 8624.00 | 8484.00 | 59.00 | 57.00 | 58.00 | 58.00 |
| 2023-06-28 | 8526.00 | 8684.00 | 8723.00 | 8454.00 | 8478.00 | 8624.00 | 8660.00 | 8400.00 | 48.00 | 60.00 | 63.00 | 54.00 |
| 2023-06-27 | 8650.00 | 8583.00 | 8714.00 | 8575.00 | 8584.00 | 8530.00 | 8643.00 | 8520.00 | 66.00 | 53.00 | 71.00 | 55.00 |
| 2023-06-26 | 8549.00 | 8630.00 | 8665.00 | 8445.00 | 8490.00 | 8568.00 | 8599.00 | 8395.00 | 59.00 | 62.00 | 66.00 | 50.00 |
| 2023-06-21 | 8555.00 | 8500.00 | 8678.00 | 8281.00 | 8519.00 | 8453.00 | 8625.00 | 8259.00 | 36.00 | 47.00 | 53.00 | 22.00 |
| 2023-06-20 | 8502.00 | 8591.00 | 8665.00 | 8464.00 | 8488.00 | 8553.00 | 8626.00 | 8429.00 | 14.00 | 38.00 | 39.00 | 35.00 |
| 2023-06-19 | 8500.00 | 8484.00 | 8564.00 | 8412.00 | 8468.00 | 8446.00 | 8531.00 | 8378.00 | 32.00 | 38.00 | 33.00 | 34.00 |