本页面展示纯碱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。
关于纯碱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 | 1433.00 | 1391.00 | 1434.00 | 1368.00 | 1460.00 | 1436.00 | 1468.00 | 1410.00 | -27.00 | -45.00 | -34.00 | -42.00 |
| 2024-09-06 | 1458.00 | 1430.00 | 1459.00 | 1413.00 | 1498.00 | 1463.00 | 1502.00 | 1447.00 | -40.00 | -33.00 | -43.00 | -34.00 |
| 2024-09-05 | 1492.00 | 1432.00 | 1500.00 | 1428.00 | 1537.00 | 1474.00 | 1551.00 | 1462.00 | -45.00 | -42.00 | -51.00 | -34.00 |
| 2024-09-04 | 1495.00 | 1485.00 | 1520.00 | 1475.00 | 1565.00 | 1531.00 | 1577.00 | 1518.00 | -70.00 | -46.00 | -57.00 | -43.00 |
| 2024-09-03 | 1503.00 | 1499.00 | 1513.00 | 1479.00 | 1548.00 | 1565.00 | 1581.00 | 1548.00 | -45.00 | -66.00 | -68.00 | -69.00 |
| 2024-09-02 | 1590.00 | 1503.00 | 1593.00 | 1498.00 | 1647.00 | 1571.00 | 1656.00 | 1566.00 | -57.00 | -68.00 | -63.00 | -68.00 |
| 2024-08-30 | 1599.00 | 1596.00 | 1622.00 | 1575.00 | 1511.00 | 1466.00 | 1519.00 | 1462.00 | 88.00 | 130.00 | 103.00 | 113.00 |
| 2024-08-29 | 1560.00 | 1596.00 | 1609.00 | 1551.00 | 1504.00 | 1510.00 | 1531.00 | 1482.00 | 56.00 | 86.00 | 78.00 | 69.00 |
| 2024-08-28 | 1618.00 | 1568.00 | 1630.00 | 1558.00 | 1535.00 | 1507.00 | 1552.00 | 1501.00 | 83.00 | 61.00 | 78.00 | 57.00 |
| 2024-08-27 | 1581.00 | 1614.00 | 1622.00 | 1564.00 | 1505.00 | 1532.00 | 1535.00 | 1477.00 | 76.00 | 82.00 | 87.00 | 87.00 |
| 2024-08-26 | 1550.00 | 1579.00 | 1583.00 | 1529.00 | 1466.00 | 1496.00 | 1496.00 | 1450.00 | 84.00 | 83.00 | 87.00 | 79.00 |
| 2024-08-23 | 1558.00 | 1546.00 | 1575.00 | 1537.00 | 1495.00 | 1462.00 | 1503.00 | 1461.00 | 63.00 | 84.00 | 72.00 | 76.00 |
| 2024-08-22 | 1640.00 | 1565.00 | 1647.00 | 1558.00 | 1556.00 | 1495.00 | 1565.00 | 1494.00 | 84.00 | 70.00 | 82.00 | 64.00 |
| 2024-08-21 | 1623.00 | 1645.00 | 1646.00 | 1608.00 | 1559.00 | 1560.00 | 1564.00 | 1537.00 | 64.00 | 85.00 | 82.00 | 71.00 |
| 2024-08-20 | 1597.00 | 1616.00 | 1624.00 | 1579.00 | 1547.00 | 1548.00 | 1560.00 | 1537.00 | 50.00 | 68.00 | 64.00 | 42.00 |
| 2024-08-19 | 1578.00 | 1596.00 | 1613.00 | 1558.00 | 1548.00 | 1545.00 | 1567.00 | 1532.00 | 30.00 | 51.00 | 46.00 | 26.00 |
| 2024-08-16 | 1588.00 | 1582.00 | 1634.00 | 1578.00 | 1583.00 | 1550.00 | 1615.00 | 1549.00 | 5.00 | 32.00 | 19.00 | 29.00 |
| 2024-08-15 | 1588.00 | 1585.00 | 1601.00 | 1556.00 | 1580.00 | 1580.00 | 1592.00 | 1556.00 | 8.00 | 5.00 | 9.00 | 0.00 |
| 2024-08-14 | 1656.00 | 1575.00 | 1658.00 | 1550.00 | 1661.00 | 1583.00 | 1662.00 | 1563.00 | -5.00 | -8.00 | -4.00 | -13.00 |
| 2024-08-13 | 1690.00 | 1658.00 | 1690.00 | 1653.00 | 1692.00 | 1663.00 | 1693.00 | 1656.00 | -2.00 | -5.00 | -3.00 | -3.00 |
| 2024-08-12 | 1711.00 | 1683.00 | 1720.00 | 1662.00 | 1730.00 | 1689.00 | 1739.00 | 1672.00 | -19.00 | -6.00 | -19.00 | -10.00 |
| 2024-08-09 | 1711.00 | 1709.00 | 1762.00 | 1706.00 | 1733.00 | 1731.00 | 1779.00 | 1728.00 | -22.00 | -22.00 | -17.00 | -22.00 |
| 2024-08-08 | 1722.00 | 1707.00 | 1736.00 | 1693.00 | 1738.00 | 1730.00 | 1755.00 | 1719.00 | -16.00 | -23.00 | -19.00 | -26.00 |
| 2024-08-07 | 1735.00 | 1717.00 | 1754.00 | 1713.00 | 1733.00 | 1734.00 | 1758.00 | 1726.00 | 2.00 | -17.00 | -4.00 | -13.00 |
| 2024-08-06 | 1779.00 | 1743.00 | 1809.00 | 1741.00 | 1770.00 | 1742.00 | 1805.00 | 1739.00 | 9.00 | 1.00 | 4.00 | 2.00 |
| 2024-08-05 | 1806.00 | 1790.00 | 1823.00 | 1762.00 | 1812.00 | 1785.00 | 1822.00 | 1762.00 | -6.00 | 5.00 | 1.00 | 0.00 |
| 2024-08-02 | 1747.00 | 1813.00 | 1815.00 | 1736.00 | 1749.00 | 1819.00 | 1825.00 | 1730.00 | -2.00 | -6.00 | -10.00 | 6.00 |
| 2024-08-01 | 1778.00 | 1749.00 | 1804.00 | 1732.00 | 1755.00 | 1753.00 | 1802.00 | 1736.00 | 23.00 | -4.00 | 2.00 | -4.00 |
| 2024-07-31 | 1740.00 | 1769.00 | 1786.00 | 1711.00 | 1711.00 | 1748.00 | 1775.00 | 1691.00 | 29.00 | 21.00 | 11.00 | 20.00 |
| 2024-07-30 | 1775.00 | 1740.00 | 1779.00 | 1738.00 | 1760.00 | 1719.00 | 1765.00 | 1713.00 | 15.00 | 21.00 | 14.00 | 25.00 |
| 2024-07-29 | 1828.00 | 1772.00 | 1836.00 | 1756.00 | 1791.00 | 1757.00 | 1797.00 | 1750.00 | 37.00 | 15.00 | 39.00 | 6.00 |
| 2024-07-26 | 1858.00 | 1834.00 | 1890.00 | 1833.00 | 1818.00 | 1799.00 | 1848.00 | 1797.00 | 40.00 | 35.00 | 42.00 | 36.00 |
| 2024-07-25 | 1874.00 | 1859.00 | 1881.00 | 1846.00 | 1850.00 | 1819.00 | 1851.00 | 1810.00 | 24.00 | 40.00 | 30.00 | 36.00 |
| 2024-07-24 | 1861.00 | 1868.00 | 1875.00 | 1843.00 | 1830.00 | 1844.00 | 1853.00 | 1822.00 | 31.00 | 24.00 | 22.00 | 21.00 |
| 2024-07-23 | 1888.00 | 1854.00 | 1897.00 | 1853.00 | 1850.00 | 1825.00 | 1865.00 | 1824.00 | 38.00 | 29.00 | 32.00 | 29.00 |
| 2024-07-22 | 1930.00 | 1894.00 | 1952.00 | 1891.00 | 1885.00 | 1855.00 | 1902.00 | 1855.00 | 45.00 | 39.00 | 50.00 | 36.00 |
| 2024-07-19 | 1948.00 | 1938.00 | 1974.00 | 1928.00 | 1881.00 | 1889.00 | 1925.00 | 1871.00 | 67.00 | 49.00 | 49.00 | 57.00 |
| 2024-07-18 | 1935.00 | 1958.00 | 1961.00 | 1908.00 | 1904.00 | 1891.00 | 1907.00 | 1857.00 | 31.00 | 67.00 | 54.00 | 51.00 |
| 2024-07-17 | 1933.00 | 1929.00 | 1967.00 | 1896.00 | 1902.00 | 1898.00 | 1938.00 | 1880.00 | 31.00 | 31.00 | 29.00 | 16.00 |
| 2024-07-16 | 1950.00 | 1941.00 | 1957.00 | 1922.00 | 1925.00 | 1908.00 | 1937.00 | 1896.00 | 25.00 | 33.00 | 20.00 | 26.00 |
| 2024-07-15 | 1966.00 | 1962.00 | 2002.00 | 1916.00 | 1943.00 | 1937.00 | 1972.00 | 1906.00 | 23.00 | 25.00 | 30.00 | 10.00 |
| 2024-07-12 | 1957.00 | 1967.00 | 1982.00 | 1933.00 | 1951.00 | 1945.00 | 1959.00 | 1923.00 | 6.00 | 22.00 | 23.00 | 10.00 |
| 2024-07-11 | 1958.00 | 1952.00 | 1973.00 | 1926.00 | 1929.00 | 1945.00 | 1957.00 | 1913.00 | 29.00 | 7.00 | 16.00 | 13.00 |
| 2024-07-10 | 2055.00 | 1952.00 | 2055.00 | 1946.00 | 1999.00 | 1920.00 | 2006.00 | 1915.00 | 56.00 | 32.00 | 49.00 | 31.00 |
| 2024-07-09 | 2040.00 | 2049.00 | 2065.00 | 2020.00 | 1995.00 | 1999.00 | 2011.00 | 1971.00 | 45.00 | 50.00 | 54.00 | 49.00 |
| 2024-07-08 | 2121.00 | 2040.00 | 2127.00 | 2033.00 | 2048.00 | 1988.00 | 2054.00 | 1985.00 | 73.00 | 52.00 | 73.00 | 48.00 |
| 2024-07-05 | 2202.00 | 2119.00 | 2213.00 | 2112.00 | 2112.00 | 2040.00 | 2133.00 | 2038.00 | 90.00 | 79.00 | 80.00 | 74.00 |
| 2024-07-04 | 2217.00 | 2202.00 | 2233.00 | 2184.00 | 2113.00 | 2112.00 | 2142.00 | 2095.00 | 104.00 | 90.00 | 91.00 | 89.00 |
| 2024-07-03 | 2197.00 | 2224.00 | 2225.00 | 2165.00 | 2106.00 | 2118.00 | 2123.00 | 2081.00 | 91.00 | 106.00 | 102.00 | 84.00 |
| 2024-07-02 | 2120.00 | 2188.00 | 2189.00 | 2119.00 | 2061.00 | 2100.00 | 2107.00 | 2061.00 | 59.00 | 88.00 | 82.00 | 58.00 |
| 2024-07-01 | 2098.00 | 2126.00 | 2157.00 | 2082.00 | 2053.00 | 2068.00 | 2097.00 | 2026.00 | 45.00 | 58.00 | 60.00 | 56.00 |
| 2024-06-28 | 2027.00 | 2093.00 | 2095.00 | 2019.00 | 1980.00 | 2051.00 | 2055.00 | 1976.00 | 47.00 | 42.00 | 40.00 | 43.00 |
| 2024-06-27 | 2067.00 | 2022.00 | 2070.00 | 2014.00 | 2015.00 | 1973.00 | 2021.00 | 1969.00 | 52.00 | 49.00 | 49.00 | 45.00 |
| 2024-06-26 | 2028.00 | 2069.00 | 2071.00 | 2017.00 | 1967.00 | 2019.00 | 2022.00 | 1957.00 | 61.00 | 50.00 | 49.00 | 60.00 |
| 2024-06-25 | 2023.00 | 2028.00 | 2035.00 | 2006.00 | 1986.00 | 1968.00 | 1986.00 | 1944.00 | 37.00 | 60.00 | 49.00 | 62.00 |
| 2024-06-24 | 2103.00 | 2023.00 | 2117.00 | 2019.00 | 2056.00 | 1980.00 | 2065.00 | 1978.00 | 47.00 | 43.00 | 52.00 | 41.00 |
| 2024-06-21 | 2122.00 | 2109.00 | 2174.00 | 2103.00 | 2060.00 | 2060.00 | 2109.00 | 2050.00 | 62.00 | 49.00 | 65.00 | 53.00 |
| 2024-06-20 | 2080.00 | 2120.00 | 2126.00 | 2065.00 | 2011.00 | 2057.00 | 2066.00 | 1997.00 | 69.00 | 63.00 | 60.00 | 68.00 |
| 2024-06-19 | 2071.00 | 2075.00 | 2089.00 | 2056.00 | 2003.00 | 2007.00 | 2022.00 | 1995.00 | 68.00 | 68.00 | 67.00 | 61.00 |
| 2024-06-18 | 2110.00 | 2076.00 | 2144.00 | 2072.00 | 2030.00 | 2010.00 | 2058.00 | 2002.00 | 80.00 | 66.00 | 86.00 | 70.00 |
| 2024-06-17 | 2162.00 | 2120.00 | 2178.00 | 2105.00 | 2072.00 | 2036.00 | 2082.00 | 2022.00 | 90.00 | 84.00 | 96.00 | 83.00 |
| 2024-06-14 | 2150.00 | 2156.00 | 2175.00 | 2113.00 | 2060.00 | 2069.00 | 2087.00 | 2038.00 | 90.00 | 87.00 | 88.00 | 75.00 |
| 2024-06-13 | 2194.00 | 2147.00 | 2200.00 | 2118.00 | 2087.00 | 2059.00 | 2096.00 | 2027.00 | 107.00 | 88.00 | 104.00 | 91.00 |
| 2024-06-12 | 2167.00 | 2175.00 | 2193.00 | 2151.00 | 2055.00 | 2073.00 | 2094.00 | 2046.00 | 112.00 | 102.00 | 99.00 | 105.00 |
| 2024-06-11 | 2218.00 | 2170.00 | 2242.00 | 2151.00 | 2101.00 | 2058.00 | 2117.00 | 2045.00 | 117.00 | 112.00 | 125.00 | 106.00 |
| 2024-06-07 | 2238.00 | 2223.00 | 2314.00 | 2200.00 | 2107.00 | 2103.00 | 2185.00 | 2085.00 | 131.00 | 120.00 | 129.00 | 115.00 |
| 2024-06-06 | 2209.00 | 2232.00 | 2233.00 | 2183.00 | 2109.00 | 2104.00 | 2110.00 | 2059.00 | 100.00 | 128.00 | 123.00 | 124.00 |
| 2024-06-05 | 2218.00 | 2195.00 | 2236.00 | 2175.00 | 2115.00 | 2089.00 | 2128.00 | 2074.00 | 103.00 | 106.00 | 108.00 | 101.00 |
| 2024-06-04 | 2209.00 | 2233.00 | 2246.00 | 2186.00 | 2099.00 | 2128.00 | 2146.00 | 2081.00 | 110.00 | 105.00 | 100.00 | 105.00 |
| 2024-06-03 | 2314.00 | 2200.00 | 2328.00 | 2195.00 | 2195.00 | 2091.00 | 2209.00 | 2087.00 | 119.00 | 109.00 | 119.00 | 108.00 |
| 2024-05-31 | 2332.00 | 2305.00 | 2369.00 | 2293.00 | 2230.00 | 2188.00 | 2260.00 | 2183.00 | 102.00 | 117.00 | 109.00 | 110.00 |
| 2024-05-30 | 2445.00 | 2344.00 | 2450.00 | 2333.00 | 2315.00 | 2231.00 | 2316.00 | 2222.00 | 130.00 | 113.00 | 134.00 | 111.00 |
| 2024-05-29 | 2366.00 | 2433.00 | 2434.00 | 2331.00 | 2243.00 | 2300.00 | 2302.00 | 2214.00 | 123.00 | 133.00 | 132.00 | 117.00 |
| 2024-05-28 | 2431.00 | 2361.00 | 2438.00 | 2355.00 | 2274.00 | 2243.00 | 2304.00 | 2241.00 | 157.00 | 118.00 | 134.00 | 114.00 |
| 2024-05-27 | 2413.00 | 2442.00 | 2471.00 | 2393.00 | 2257.00 | 2283.00 | 2308.00 | 2244.00 | 156.00 | 159.00 | 163.00 | 149.00 |
| 2024-05-24 | 2401.00 | 2402.00 | 2435.00 | 2375.00 | 2283.00 | 2250.00 | 2301.00 | 2237.00 | 118.00 | 152.00 | 134.00 | 138.00 |
| 2024-05-23 | 2407.00 | 2376.00 | 2423.00 | 2338.00 | 2313.00 | 2260.00 | 2329.00 | 2233.00 | 94.00 | 116.00 | 94.00 | 105.00 |
| 2024-05-22 | 2374.00 | 2425.00 | 2444.00 | 2362.00 | 2235.00 | 2328.00 | 2345.00 | 2228.00 | 139.00 | 97.00 | 99.00 | 134.00 |
| 2024-05-21 | 2366.00 | 2363.00 | 2396.00 | 2314.00 | 2202.00 | 2227.00 | 2239.00 | 2180.00 | 164.00 | 136.00 | 157.00 | 134.00 |
| 2024-05-20 | 2308.00 | 2382.00 | 2392.00 | 2286.00 | 2163.00 | 2215.00 | 2221.00 | 2150.00 | 145.00 | 167.00 | 171.00 | 136.00 |
| 2024-05-17 | 2172.00 | 2301.00 | 2304.00 | 2157.00 | 2072.00 | 2157.00 | 2162.00 | 2046.00 | 100.00 | 144.00 | 142.00 | 111.00 |
| 2024-05-16 | 2131.00 | 2160.00 | 2169.00 | 2110.00 | 2050.00 | 2066.00 | 2070.00 | 2025.00 | 81.00 | 94.00 | 99.00 | 85.00 |
| 2024-05-15 | 2125.00 | 2134.00 | 2144.00 | 2091.00 | 2035.00 | 2045.00 | 2050.00 | 2005.00 | 90.00 | 89.00 | 94.00 | 86.00 |
| 2024-05-14 | 2215.00 | 2131.00 | 2216.00 | 2125.00 | 2086.00 | 2038.00 | 2098.00 | 2036.00 | 129.00 | 93.00 | 118.00 | 89.00 |
| 2024-05-13 | 2166.00 | 2216.00 | 2218.00 | 2152.00 | 2040.00 | 2092.00 | 2094.00 | 2037.00 | 126.00 | 124.00 | 124.00 | 115.00 |
| 2024-05-10 | 2228.00 | 2172.00 | 2252.00 | 2156.00 | 2075.00 | 2046.00 | 2100.00 | 2021.00 | 153.00 | 126.00 | 152.00 | 135.00 |
| 2024-05-09 | 2192.00 | 2212.00 | 2229.00 | 2176.00 | 2049.00 | 2067.00 | 2077.00 | 2037.00 | 143.00 | 145.00 | 152.00 | 139.00 |
| 2024-05-08 | 2215.00 | 2187.00 | 2236.00 | 2172.00 | 2064.00 | 2048.00 | 2088.00 | 2032.00 | 151.00 | 139.00 | 148.00 | 140.00 |
| 2024-05-07 | 2268.00 | 2227.00 | 2300.00 | 2206.00 | 2100.00 | 2077.00 | 2132.00 | 2058.00 | 168.00 | 150.00 | 168.00 | 148.00 |
| 2024-05-06 | 2146.00 | 2262.00 | 2262.00 | 2141.00 | 2018.00 | 2095.00 | 2098.00 | 2010.00 | 128.00 | 167.00 | 164.00 | 131.00 |
| 2024-04-30 | 2238.00 | 2176.00 | 2246.00 | 2161.00 | 2078.00 | 2031.00 | 2085.00 | 2008.00 | 160.00 | 145.00 | 161.00 | 153.00 |
| 2024-04-29 | 2299.00 | 2247.00 | 2311.00 | 2233.00 | 2100.00 | 2087.00 | 2112.00 | 2059.00 | 199.00 | 160.00 | 199.00 | 174.00 |
| 2024-04-26 | 2280.00 | 2292.00 | 2320.00 | 2230.00 | 2085.00 | 2096.00 | 2117.00 | 2048.00 | 195.00 | 196.00 | 203.00 | 182.00 |
| 2024-04-25 | 2155.00 | 2271.00 | 2279.00 | 2150.00 | 1999.00 | 2078.00 | 2089.00 | 1995.00 | 156.00 | 193.00 | 190.00 | 155.00 |
| 2024-04-24 | 2105.00 | 2148.00 | 2188.00 | 2100.00 | 1955.00 | 1994.00 | 2021.00 | 1943.00 | 150.00 | 154.00 | 167.00 | 157.00 |
| 2024-04-23 | 2155.00 | 2111.00 | 2156.00 | 2084.00 | 1974.00 | 1950.00 | 1990.00 | 1934.00 | 181.00 | 161.00 | 166.00 | 150.00 |
| 2024-04-22 | 2100.00 | 2150.00 | 2186.00 | 2085.00 | 1938.00 | 1975.00 | 1998.00 | 1916.00 | 162.00 | 175.00 | 188.00 | 169.00 |
| 2024-04-19 | 2075.00 | 2101.00 | 2164.00 | 2055.00 | 1944.00 | 1942.00 | 2007.00 | 1910.00 | 131.00 | 159.00 | 157.00 | 145.00 |
| 2024-04-18 | 1935.00 | 2070.00 | 2084.00 | 1935.00 | 1811.00 | 1941.00 | 1952.00 | 1811.00 | 124.00 | 129.00 | 132.00 | 124.00 |
| 2024-04-17 | 1892.00 | 1933.00 | 1934.00 | 1868.00 | 1890.00 | 1926.00 | 1928.00 | 1881.00 | 2.00 | 7.00 | 6.00 | -13.00 |