本页面展示聚丙烯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。
关于聚丙烯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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2018-12-04 | 8950.00 | 9209.00 | 9234.00 | 8902.00 | 8555.00 | 8690.00 | 8701.00 | 8470.00 | 395.00 | 519.00 | 533.00 | 432.00 |
| 2018-12-03 | 8950.00 | 8982.00 | 9040.00 | 8791.00 | 8516.00 | 8546.00 | 8665.00 | 8443.00 | 434.00 | 436.00 | 375.00 | 348.00 |
| 2018-11-30 | 8690.00 | 8784.00 | 8800.00 | 8646.00 | 8330.00 | 8387.00 | 8410.00 | 8294.00 | 360.00 | 397.00 | 390.00 | 352.00 |
| 2018-11-29 | 8782.00 | 8668.00 | 8787.00 | 8605.00 | 8348.00 | 8286.00 | 8366.00 | 8220.00 | 434.00 | 382.00 | 421.00 | 385.00 |
| 2018-11-28 | 8486.00 | 8782.00 | 8807.00 | 8480.00 | 8104.00 | 8368.00 | 8372.00 | 8096.00 | 382.00 | 414.00 | 435.00 | 384.00 |
| 2018-11-27 | 8530.00 | 8457.00 | 8568.00 | 8405.00 | 8150.00 | 8081.00 | 8177.00 | 8060.00 | 380.00 | 376.00 | 391.00 | 345.00 |
| 2018-11-26 | 8350.00 | 8455.00 | 8526.00 | 8305.00 | 8100.00 | 8073.00 | 8222.00 | 8033.00 | 250.00 | 382.00 | 304.00 | 272.00 |
| 2018-11-23 | 8838.00 | 8486.00 | 8870.00 | 8484.00 | 8577.00 | 8295.00 | 8580.00 | 8295.00 | 261.00 | 191.00 | 290.00 | 189.00 |
| 2018-11-22 | 8883.00 | 8882.00 | 8939.00 | 8852.00 | 8560.00 | 8592.00 | 8683.00 | 8560.00 | 323.00 | 290.00 | 256.00 | 292.00 |
| 2018-11-21 | 8998.00 | 8864.00 | 9005.00 | 8811.00 | 8600.00 | 8617.00 | 8656.00 | 8534.00 | 398.00 | 247.00 | 349.00 | 277.00 |
| 2018-11-20 | 9345.00 | 9165.00 | 9382.00 | 9155.00 | 8920.00 | 8774.00 | 8959.00 | 8768.00 | 425.00 | 391.00 | 423.00 | 387.00 |
| 2018-11-19 | 9430.00 | 9345.00 | 9466.00 | 9317.00 | 8980.00 | 8929.00 | 8980.00 | 8896.00 | 450.00 | 416.00 | 486.00 | 421.00 |
| 2018-11-16 | 9450.00 | 9441.00 | 9515.00 | 9350.00 | 8938.00 | 8982.00 | 9049.00 | 8880.00 | 512.00 | 459.00 | 466.00 | 470.00 |
| 2018-11-15 | 9401.00 | 9438.00 | 9463.00 | 9373.00 | 8850.00 | 8918.00 | 8937.00 | 8850.00 | 551.00 | 520.00 | 526.00 | 523.00 |
| 2018-11-14 | 9376.00 | 9419.00 | 9426.00 | 9250.00 | 8815.00 | 8870.00 | 8870.00 | 8761.00 | 561.00 | 549.00 | 556.00 | 489.00 |
| 2018-11-13 | 9465.00 | 9482.00 | 9519.00 | 9417.00 | 8900.00 | 8950.00 | 8979.00 | 8865.00 | 565.00 | 532.00 | 540.00 | 552.00 |
| 2018-11-12 | 9580.00 | 9473.00 | 9640.00 | 9464.00 | 9000.00 | 8927.00 | 9022.00 | 8888.00 | 580.00 | 546.00 | 618.00 | 576.00 |
| 2018-11-09 | 9805.00 | 9602.00 | 9866.00 | 9601.00 | 9115.00 | 9010.00 | 9220.00 | 9006.00 | 690.00 | 592.00 | 646.00 | 595.00 |
| 2018-11-08 | 9792.00 | 9841.00 | 9910.00 | 9772.00 | 9180.00 | 9155.00 | 9241.00 | 9095.00 | 612.00 | 686.00 | 669.00 | 677.00 |
| 2018-11-07 | 9811.00 | 9813.00 | 9828.00 | 9700.00 | 9208.00 | 9185.00 | 9218.00 | 9117.00 | 603.00 | 628.00 | 610.00 | 583.00 |
| 2018-11-06 | 9850.00 | 9854.00 | 9934.00 | 9760.00 | 9245.00 | 9244.00 | 9315.00 | 9170.00 | 605.00 | 610.00 | 619.00 | 590.00 |
| 2018-11-05 | 9870.00 | 9857.00 | 9914.00 | 9807.00 | 9241.00 | 9246.00 | 9291.00 | 9202.00 | 629.00 | 611.00 | 623.00 | 605.00 |
| 2018-11-02 | 9715.00 | 9878.00 | 9888.00 | 9645.00 | 9110.00 | 9250.00 | 9260.00 | 9061.00 | 605.00 | 628.00 | 628.00 | 584.00 |
| 2018-11-01 | 9855.00 | 9742.00 | 9877.00 | 9701.00 | 9250.00 | 9125.00 | 9262.00 | 9106.00 | 605.00 | 617.00 | 615.00 | 595.00 |
| 2018-10-31 | 9760.00 | 9888.00 | 9915.00 | 9750.00 | 9215.00 | 9256.00 | 9295.00 | 9169.00 | 545.00 | 632.00 | 620.00 | 581.00 |
| 2018-10-30 | 9770.00 | 9760.00 | 9829.00 | 9706.00 | 9258.00 | 9225.00 | 9303.00 | 9165.00 | 512.00 | 535.00 | 526.00 | 541.00 |
| 2018-10-29 | 9931.00 | 9759.00 | 9970.00 | 9705.00 | 9450.00 | 9248.00 | 9452.00 | 9221.00 | 481.00 | 511.00 | 518.00 | 484.00 |
| 2018-10-26 | 9820.00 | 9915.00 | 9937.00 | 9810.00 | 9360.00 | 9422.00 | 9479.00 | 9358.00 | 460.00 | 493.00 | 458.00 | 452.00 |
| 2018-10-25 | 9970.00 | 9812.00 | 9989.00 | 9790.00 | 9473.00 | 9368.00 | 9495.00 | 9320.00 | 497.00 | 444.00 | 494.00 | 470.00 |
| 2018-10-24 | 9980.00 | 10001.00 | 10042.00 | 9956.00 | 9500.00 | 9511.00 | 9586.00 | 9467.00 | 480.00 | 490.00 | 456.00 | 489.00 |
| 2018-10-23 | 10034.00 | 10030.00 | 10067.00 | 10006.00 | 9579.00 | 9544.00 | 9621.00 | 9526.00 | 455.00 | 486.00 | 446.00 | 480.00 |
| 2018-10-22 | 10112.00 | 10029.00 | 10150.00 | 10020.00 | 9624.00 | 9577.00 | 9687.00 | 9552.00 | 488.00 | 452.00 | 463.00 | 468.00 |
| 2018-10-19 | 10207.00 | 10111.00 | 10240.00 | 10111.00 | 9699.00 | 9615.00 | 9739.00 | 9609.00 | 508.00 | 496.00 | 501.00 | 502.00 |
| 2018-10-18 | 10100.00 | 10218.00 | 10240.00 | 10070.00 | 9630.00 | 9732.00 | 9761.00 | 9606.00 | 470.00 | 486.00 | 479.00 | 464.00 |
| 2018-10-17 | 10170.00 | 10166.00 | 10235.00 | 10142.00 | 9750.00 | 9700.00 | 9765.00 | 9680.00 | 420.00 | 466.00 | 470.00 | 462.00 |
| 2018-10-16 | 10260.00 | 10149.00 | 10290.00 | 10073.00 | 9813.00 | 9712.00 | 9825.00 | 9643.00 | 447.00 | 437.00 | 465.00 | 430.00 |
| 2018-10-15 | 10447.00 | 10272.00 | 10495.00 | 10270.00 | 9905.00 | 9810.00 | 9966.00 | 9810.00 | 542.00 | 462.00 | 529.00 | 460.00 |
| 2018-10-12 | 10415.00 | 10427.00 | 10478.00 | 10320.00 | 9900.00 | 9905.00 | 9944.00 | 9790.00 | 515.00 | 522.00 | 534.00 | 530.00 |
| 2018-10-11 | 10480.00 | 10441.00 | 10498.00 | 10305.00 | 9948.00 | 9915.00 | 9967.00 | 9800.00 | 532.00 | 526.00 | 531.00 | 505.00 |
| 2018-10-10 | 10550.00 | 10594.00 | 10642.00 | 10475.00 | 10139.00 | 10042.00 | 10139.00 | 9984.00 | 411.00 | 552.00 | 503.00 | 491.00 |
| 2018-10-09 | 10438.00 | 10585.00 | 10624.00 | 10420.00 | 9810.00 | 10129.00 | 10150.00 | 9810.00 | 628.00 | 456.00 | 474.00 | 610.00 |
| 2018-10-08 | 10100.00 | 10386.00 | 10403.00 | 10060.00 | 9575.00 | 9800.00 | 9828.00 | 9575.00 | 525.00 | 586.00 | 575.00 | 485.00 |