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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-04-16 | 1928.00 | 1899.00 | 1933.00 | 1893.00 | 1910.00 | 1893.00 | 1919.00 | 1884.00 | 18.00 | 6.00 | 14.00 | 9.00 |
| 2024-04-15 | 1921.00 | 1932.00 | 1945.00 | 1906.00 | 1913.00 | 1917.00 | 1934.00 | 1890.00 | 8.00 | 15.00 | 11.00 | 16.00 |
| 2024-04-12 | 1899.00 | 1915.00 | 1934.00 | 1877.00 | 1896.00 | 1903.00 | 1927.00 | 1863.00 | 3.00 | 12.00 | 7.00 | 14.00 |
| 2024-04-11 | 1945.00 | 1906.00 | 1956.00 | 1901.00 | 1955.00 | 1899.00 | 1984.00 | 1896.00 | -10.00 | 7.00 | -28.00 | 5.00 |
| 2024-04-10 | 1928.00 | 1945.00 | 1964.00 | 1903.00 | 1897.00 | 1953.00 | 1978.00 | 1881.00 | 31.00 | -8.00 | -14.00 | 22.00 |
| 2024-04-09 | 1895.00 | 1919.00 | 1924.00 | 1865.00 | 1880.00 | 1896.00 | 1906.00 | 1856.00 | 15.00 | 23.00 | 18.00 | 9.00 |
| 2024-04-08 | 1840.00 | 1890.00 | 1893.00 | 1812.00 | 1833.00 | 1877.00 | 1879.00 | 1816.00 | 7.00 | 13.00 | 14.00 | -4.00 |
| 2024-04-03 | 1805.00 | 1826.00 | 1863.00 | 1798.00 | 1820.00 | 1819.00 | 1852.00 | 1813.00 | -15.00 | 7.00 | 11.00 | -15.00 |
| 2024-04-02 | 1788.00 | 1803.00 | 1803.00 | 1770.00 | 1822.00 | 1821.00 | 1830.00 | 1803.00 | -34.00 | -18.00 | -27.00 | -33.00 |
| 2024-04-01 | 1781.00 | 1783.00 | 1805.00 | 1740.00 | 1827.00 | 1821.00 | 1850.00 | 1790.00 | -46.00 | -38.00 | -45.00 | -50.00 |
| 2024-03-29 | 1750.00 | 1789.00 | 1790.00 | 1737.00 | 1802.00 | 1832.00 | 1840.00 | 1800.00 | -52.00 | -43.00 | -50.00 | -63.00 |
| 2024-03-28 | 1729.00 | 1744.00 | 1768.00 | 1727.00 | 1770.00 | 1794.00 | 1808.00 | 1770.00 | -41.00 | -50.00 | -40.00 | -43.00 |
| 2024-03-27 | 1781.00 | 1736.00 | 1803.00 | 1730.00 | 1806.00 | 1778.00 | 1823.00 | 1770.00 | -25.00 | -42.00 | -20.00 | -40.00 |
| 2024-03-26 | 1777.00 | 1779.00 | 1802.00 | 1762.00 | 1803.00 | 1803.00 | 1816.00 | 1780.00 | -26.00 | -24.00 | -14.00 | -18.00 |
| 2024-03-25 | 1825.00 | 1775.00 | 1845.00 | 1765.00 | 1819.00 | 1805.00 | 1839.00 | 1785.00 | 6.00 | -30.00 | 6.00 | -20.00 |
| 2024-03-22 | 1855.00 | 1832.00 | 1856.00 | 1822.00 | 1865.00 | 1834.00 | 1870.00 | 1828.00 | -10.00 | -2.00 | -14.00 | -6.00 |
| 2024-03-21 | 1806.00 | 1859.00 | 1873.00 | 1801.00 | 1823.00 | 1871.00 | 1883.00 | 1817.00 | -17.00 | -12.00 | -10.00 | -16.00 |
| 2024-03-20 | 1880.00 | 1808.00 | 1887.00 | 1808.00 | 1893.00 | 1823.00 | 1897.00 | 1823.00 | -13.00 | -15.00 | -10.00 | -15.00 |
| 2024-03-19 | 1824.00 | 1868.00 | 1882.00 | 1808.00 | 1830.00 | 1885.00 | 1895.00 | 1816.00 | -6.00 | -17.00 | -13.00 | -8.00 |
| 2024-03-18 | 1808.00 | 1824.00 | 1826.00 | 1767.00 | 1800.00 | 1828.00 | 1829.00 | 1773.00 | 8.00 | -4.00 | -3.00 | -6.00 |
| 2024-03-15 | 1818.00 | 1809.00 | 1842.00 | 1803.00 | 1817.00 | 1801.00 | 1840.00 | 1798.00 | 1.00 | 8.00 | 2.00 | 5.00 |
| 2024-03-14 | 1869.00 | 1812.00 | 1887.00 | 1806.00 | 1880.00 | 1813.00 | 1892.00 | 1805.00 | -11.00 | -1.00 | -5.00 | 1.00 |
| 2024-03-13 | 1872.00 | 1879.00 | 1900.00 | 1865.00 | 1876.00 | 1887.00 | 1895.00 | 1871.00 | -4.00 | -8.00 | 5.00 | -6.00 |
| 2024-03-12 | 1878.00 | 1865.00 | 1907.00 | 1855.00 | 1867.00 | 1870.00 | 1898.00 | 1858.00 | 11.00 | -5.00 | 9.00 | -3.00 |
| 2024-03-11 | 1940.00 | 1888.00 | 1945.00 | 1863.00 | 1925.00 | 1876.00 | 1929.00 | 1844.00 | 15.00 | 12.00 | 16.00 | 19.00 |
| 2024-03-08 | 1954.00 | 1940.00 | 1956.00 | 1910.00 | 1935.00 | 1925.00 | 1945.00 | 1904.00 | 19.00 | 15.00 | 11.00 | 6.00 |
| 2024-03-07 | 1920.00 | 1934.00 | 1969.00 | 1907.00 | 1930.00 | 1924.00 | 1966.00 | 1911.00 | -10.00 | 10.00 | 3.00 | -4.00 |
| 2024-03-06 | 1887.00 | 1896.00 | 1904.00 | 1845.00 | 1906.00 | 1913.00 | 1929.00 | 1871.00 | -19.00 | -17.00 | -25.00 | -26.00 |
| 2024-03-05 | 1833.00 | 1885.00 | 1950.00 | 1825.00 | 1855.00 | 1905.00 | 1974.00 | 1853.00 | -22.00 | -20.00 | -24.00 | -28.00 |
| 2024-03-04 | 1796.00 | 1832.00 | 1833.00 | 1761.00 | 1836.00 | 1859.00 | 1863.00 | 1801.00 | -40.00 | -27.00 | -30.00 | -40.00 |
| 2024-03-01 | 1774.00 | 1796.00 | 1804.00 | 1773.00 | 1793.00 | 1830.00 | 1836.00 | 1793.00 | -19.00 | -34.00 | -32.00 | -20.00 |
| 2024-02-29 | 1758.00 | 1780.00 | 1809.00 | 1751.00 | 1779.00 | 1799.00 | 1811.00 | 1776.00 | -21.00 | -19.00 | -2.00 | -25.00 |
| 2024-02-28 | 1796.00 | 1759.00 | 1803.00 | 1753.00 | 1788.00 | 1780.00 | 1797.00 | 1770.00 | 8.00 | -21.00 | 6.00 | -17.00 |
| 2024-02-27 | 1766.00 | 1789.00 | 1798.00 | 1764.00 | 1760.00 | 1783.00 | 1790.00 | 1760.00 | 6.00 | 6.00 | 8.00 | 4.00 |
| 2024-02-26 | 1835.00 | 1776.00 | 1845.00 | 1776.00 | 1814.00 | 1771.00 | 1828.00 | 1765.00 | 21.00 | 5.00 | 17.00 | 11.00 |
| 2024-02-23 | 1850.00 | 1845.00 | 1871.00 | 1832.00 | 1825.00 | 1820.00 | 1840.00 | 1811.00 | 25.00 | 25.00 | 31.00 | 21.00 |
| 2024-02-22 | 1838.00 | 1852.00 | 1868.00 | 1835.00 | 1815.00 | 1825.00 | 1836.00 | 1814.00 | 23.00 | 27.00 | 32.00 | 21.00 |
| 2024-02-21 | 1850.00 | 1839.00 | 1884.00 | 1826.00 | 1828.00 | 1813.00 | 1851.00 | 1807.00 | 22.00 | 26.00 | 33.00 | 19.00 |
| 2024-02-20 | 1828.00 | 1846.00 | 1864.00 | 1805.00 | 1796.00 | 1824.00 | 1834.00 | 1790.00 | 32.00 | 22.00 | 30.00 | 15.00 |
| 2024-02-19 | 1890.00 | 1841.00 | 1890.00 | 1815.00 | 1857.00 | 1807.00 | 1858.00 | 1802.00 | 33.00 | 34.00 | 32.00 | 13.00 |
| 2024-02-08 | 1954.00 | 1948.00 | 1991.00 | 1935.00 | 1910.00 | 1893.00 | 1946.00 | 1892.00 | 44.00 | 55.00 | 45.00 | 43.00 |
| 2024-02-07 | 1935.00 | 1946.00 | 1960.00 | 1921.00 | 1890.00 | 1903.00 | 1918.00 | 1882.00 | 45.00 | 43.00 | 42.00 | 39.00 |
| 2024-02-06 | 1935.00 | 1940.00 | 1958.00 | 1920.00 | 1890.00 | 1895.00 | 1911.00 | 1877.00 | 45.00 | 45.00 | 47.00 | 43.00 |
| 2024-02-05 | 1965.00 | 1941.00 | 1974.00 | 1925.00 | 1920.00 | 1892.00 | 1923.00 | 1884.00 | 45.00 | 49.00 | 51.00 | 41.00 |
| 2024-02-02 | 1912.00 | 1966.00 | 2002.00 | 1904.00 | 1870.00 | 1919.00 | 1943.00 | 1866.00 | 42.00 | 47.00 | 59.00 | 38.00 |
| 2024-02-01 | 1935.00 | 1913.00 | 1961.00 | 1897.00 | 1898.00 | 1869.00 | 1912.00 | 1860.00 | 37.00 | 44.00 | 49.00 | 37.00 |
| 2024-01-31 | 1936.00 | 1942.00 | 1952.00 | 1912.00 | 1895.00 | 1899.00 | 1915.00 | 1876.00 | 41.00 | 43.00 | 37.00 | 36.00 |
| 2024-01-30 | 2010.00 | 1933.00 | 2038.00 | 1921.00 | 1966.00 | 1892.00 | 1977.00 | 1883.00 | 44.00 | 41.00 | 61.00 | 38.00 |
| 2024-01-29 | 1988.00 | 2018.00 | 2024.00 | 1974.00 | 1929.00 | 1970.00 | 1970.00 | 1920.00 | 59.00 | 48.00 | 54.00 | 54.00 |
| 2024-01-26 | 2064.00 | 1993.00 | 2064.00 | 1990.00 | 1993.00 | 1931.00 | 1994.00 | 1930.00 | 71.00 | 62.00 | 70.00 | 60.00 |
| 2024-01-25 | 2125.00 | 2069.00 | 2129.00 | 2065.00 | 2016.00 | 1995.00 | 2027.00 | 1983.00 | 109.00 | 74.00 | 102.00 | 82.00 |
| 2024-01-24 | 2142.00 | 2114.00 | 2160.00 | 2065.00 | 2027.00 | 2009.00 | 2053.00 | 1966.00 | 115.00 | 105.00 | 107.00 | 99.00 |
| 2024-01-23 | 2100.00 | 2133.00 | 2166.00 | 2053.00 | 2050.00 | 2022.00 | 2054.00 | 1969.00 | 50.00 | 111.00 | 112.00 | 84.00 |
| 2024-01-22 | 1910.00 | 2085.00 | 2085.00 | 1902.00 | 1877.00 | 2048.00 | 2049.00 | 1868.00 | 33.00 | 37.00 | 36.00 | 34.00 |
| 2024-01-19 | 1910.00 | 1907.00 | 1913.00 | 1878.00 | 1872.00 | 1876.00 | 1877.00 | 1850.00 | 38.00 | 31.00 | 36.00 | 28.00 |
| 2024-01-18 | 1875.00 | 1905.00 | 1918.00 | 1846.00 | 1849.00 | 1868.00 | 1877.00 | 1825.00 | 26.00 | 37.00 | 41.00 | 21.00 |
| 2024-01-17 | 1926.00 | 1893.00 | 1958.00 | 1879.00 | 1886.00 | 1859.00 | 1909.00 | 1847.00 | 40.00 | 34.00 | 49.00 | 32.00 |
| 2024-01-16 | 1840.00 | 1912.00 | 1930.00 | 1839.00 | 1825.00 | 1874.00 | 1896.00 | 1823.00 | 15.00 | 38.00 | 34.00 | 16.00 |
| 2024-01-15 | 1832.00 | 1838.00 | 1855.00 | 1808.00 | 1820.00 | 1823.00 | 1835.00 | 1804.00 | 12.00 | 15.00 | 20.00 | 4.00 |
| 2024-01-12 | 1869.00 | 1827.00 | 1869.00 | 1813.00 | 1841.00 | 1817.00 | 1841.00 | 1804.00 | 28.00 | 10.00 | 28.00 | 9.00 |
| 2024-01-11 | 1840.00 | 1862.00 | 1872.00 | 1823.00 | 1810.00 | 1834.00 | 1841.00 | 1798.00 | 30.00 | 28.00 | 31.00 | 25.00 |
| 2024-01-10 | 1910.00 | 1848.00 | 1919.00 | 1843.00 | 1863.00 | 1812.00 | 1866.00 | 1811.00 | 47.00 | 36.00 | 53.00 | 32.00 |
| 2024-01-09 | 1953.00 | 1927.00 | 1975.00 | 1922.00 | 1884.00 | 1870.00 | 1911.00 | 1865.00 | 69.00 | 57.00 | 64.00 | 57.00 |
| 2024-01-08 | 1950.00 | 1948.00 | 1962.00 | 1913.00 | 1908.00 | 1883.00 | 1918.00 | 1870.00 | 42.00 | 65.00 | 44.00 | 43.00 |
| 2024-01-05 | 1988.00 | 1940.00 | 1997.00 | 1934.00 | 1928.00 | 1905.00 | 1935.00 | 1897.00 | 60.00 | 35.00 | 62.00 | 37.00 |
| 2024-01-04 | 2072.00 | 1992.00 | 2095.00 | 1986.00 | 2000.00 | 1929.00 | 2016.00 | 1920.00 | 72.00 | 63.00 | 79.00 | 66.00 |
| 2024-01-03 | 2010.00 | 2074.00 | 2092.00 | 1985.00 | 1939.00 | 1999.00 | 2012.00 | 1915.00 | 71.00 | 75.00 | 80.00 | 70.00 |
| 2024-01-02 | 2010.00 | 2018.00 | 2047.00 | 2000.00 | 1940.00 | 1945.00 | 1964.00 | 1919.00 | 70.00 | 73.00 | 83.00 | 81.00 |
| 2023-12-29 | 2054.00 | 2044.00 | 2078.00 | 2032.00 | 1986.00 | 1962.00 | 1996.00 | 1957.00 | 68.00 | 82.00 | 82.00 | 75.00 |
| 2023-12-28 | 2080.00 | 2055.00 | 2080.00 | 2022.00 | 1999.00 | 1980.00 | 1999.00 | 1952.00 | 81.00 | 75.00 | 81.00 | 70.00 |
| 2023-12-27 | 2094.00 | 2079.00 | 2109.00 | 2065.00 | 2017.00 | 1995.00 | 2028.00 | 1988.00 | 77.00 | 84.00 | 81.00 | 77.00 |
| 2023-12-26 | 2130.00 | 2101.00 | 2155.00 | 2101.00 | 2044.00 | 2019.00 | 2065.00 | 2016.00 | 86.00 | 82.00 | 90.00 | 85.00 |
| 2023-12-25 | 2163.00 | 2110.00 | 2175.00 | 2088.00 | 2097.00 | 2033.00 | 2097.00 | 2017.00 | 66.00 | 77.00 | 78.00 | 71.00 |
| 2023-12-22 | 2155.00 | 2180.00 | 2247.00 | 2138.00 | 2068.00 | 2103.00 | 2148.00 | 2050.00 | 87.00 | 77.00 | 99.00 | 88.00 |
| 2023-12-21 | 2120.00 | 2168.00 | 2170.00 | 2056.00 | 2050.00 | 2075.00 | 2077.00 | 1995.00 | 70.00 | 93.00 | 93.00 | 61.00 |
| 2023-12-20 | 2130.00 | 2124.00 | 2173.00 | 2114.00 | 2062.00 | 2055.00 | 2093.00 | 2051.00 | 68.00 | 69.00 | 80.00 | 63.00 |
| 2023-12-19 | 2180.00 | 2121.00 | 2232.00 | 2111.00 | 2086.00 | 2060.00 | 2123.00 | 2060.00 | 94.00 | 61.00 | 109.00 | 51.00 |
| 2023-12-18 | 2190.00 | 2177.00 | 2200.00 | 2132.00 | 2121.00 | 2081.00 | 2129.00 | 2059.00 | 69.00 | 96.00 | 71.00 | 73.00 |
| 2023-12-15 | 2200.00 | 2207.00 | 2286.00 | 2193.00 | 2099.00 | 2129.00 | 2177.00 | 2099.00 | 101.00 | 78.00 | 109.00 | 94.00 |
| 2023-12-14 | 2221.00 | 2184.00 | 2225.00 | 2140.00 | 2087.00 | 2094.00 | 2114.00 | 2050.00 | 134.00 | 90.00 | 111.00 | 90.00 |
| 2023-12-13 | 2296.00 | 2214.00 | 2318.00 | 2117.00 | 2165.00 | 2091.00 | 2179.00 | 2038.00 | 131.00 | 123.00 | 139.00 | 79.00 |
| 2023-12-12 | 2280.00 | 2295.00 | 2323.00 | 2265.00 | 2666.00 | 2677.00 | 2702.00 | 2642.00 | -386.00 | -382.00 | -379.00 | -377.00 |
| 2023-12-11 | 2311.00 | 2296.00 | 2345.00 | 2222.00 | 2650.00 | 2672.00 | 2711.00 | 2605.00 | -339.00 | -376.00 | -366.00 | -383.00 |
| 2023-12-08 | 2305.00 | 2332.00 | 2413.00 | 2278.00 | 2730.00 | 2672.00 | 2764.00 | 2626.00 | -425.00 | -340.00 | -351.00 | -348.00 |
| 2023-12-07 | 2080.00 | 2279.00 | 2279.00 | 2043.00 | 2706.00 | 2730.00 | 2817.00 | 2675.00 | -626.00 | -451.00 | -538.00 | -632.00 |
| 2023-12-06 | 2760.00 | 2723.00 | 2773.00 | 2655.00 | 2117.00 | 2084.00 | 2124.00 | 2026.00 | 643.00 | 639.00 | 649.00 | 629.00 |
| 2023-12-05 | 2646.00 | 2776.00 | 2788.00 | 2633.00 | 2135.00 | 2125.00 | 2179.00 | 2076.00 | 511.00 | 651.00 | 609.00 | 557.00 |
| 2023-12-04 | 2540.00 | 2637.00 | 2666.00 | 2523.00 | 2055.00 | 2122.00 | 2178.00 | 2052.00 | 485.00 | 515.00 | 488.00 | 471.00 |
| 2023-12-01 | 2434.00 | 2554.00 | 2554.00 | 2388.00 | 1983.00 | 2068.00 | 2078.00 | 1958.00 | 451.00 | 486.00 | 476.00 | 430.00 |
| 2023-11-30 | 2380.00 | 2442.00 | 2458.00 | 2359.00 | 1934.00 | 1992.00 | 2002.00 | 1895.00 | 446.00 | 450.00 | 456.00 | 464.00 |
| 2023-11-29 | 2345.00 | 2385.00 | 2430.00 | 2322.00 | 1861.00 | 1926.00 | 1933.00 | 1841.00 | 484.00 | 459.00 | 497.00 | 481.00 |
| 2023-11-28 | 2474.00 | 2309.00 | 2488.00 | 2280.00 | 2019.00 | 1841.00 | 2052.00 | 1818.00 | 455.00 | 468.00 | 436.00 | 462.00 |
| 2023-11-27 | 2340.00 | 2484.00 | 2509.00 | 2328.00 | 1894.00 | 2012.00 | 2031.00 | 1886.00 | 446.00 | 472.00 | 478.00 | 442.00 |
| 2023-11-24 | 2340.00 | 2323.00 | 2353.00 | 2245.00 | 1845.00 | 1883.00 | 1885.00 | 1817.00 | 495.00 | 440.00 | 468.00 | 428.00 |
| 2023-11-23 | 2341.00 | 2353.00 | 2368.00 | 2292.00 | 1858.00 | 1849.00 | 1876.00 | 1810.00 | 483.00 | 504.00 | 492.00 | 482.00 |
| 2023-11-22 | 2215.00 | 2341.00 | 2348.00 | 2210.00 | 1860.00 | 1863.00 | 1882.00 | 1835.00 | 355.00 | 478.00 | 466.00 | 375.00 |
| 2023-11-21 | 2245.00 | 2206.00 | 2260.00 | 2167.00 | 1858.00 | 1852.00 | 1891.00 | 1833.00 | 387.00 | 354.00 | 369.00 | 334.00 |
| 2023-11-20 | 2129.00 | 2236.00 | 2244.00 | 2107.00 | 1837.00 | 1855.00 | 1858.00 | 1822.00 | 292.00 | 381.00 | 386.00 | 285.00 |
| 2023-11-17 | 2056.00 | 2110.00 | 2155.00 | 2052.00 | 1820.00 | 1829.00 | 1846.00 | 1802.00 | 236.00 | 281.00 | 309.00 | 250.00 |
| 2023-11-16 | 2046.00 | 2054.00 | 2060.00 | 2010.00 | 1803.00 | 1816.00 | 1818.00 | 1788.00 | 243.00 | 238.00 | 242.00 | 222.00 |