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：
如果您对期货套利以及其它低风险投资感兴趣，可以关注我们的公众号：财有你我 ，加群交流。
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-11-15 | 2037.00 | 2056.00 | 2093.00 | 2031.00 | 1791.00 | 1804.00 | 1829.00 | 1789.00 | 246.00 | 252.00 | 264.00 | 242.00 |
| 2023-11-14 | 2069.00 | 2032.00 | 2082.00 | 2008.00 | 1789.00 | 1788.00 | 1799.00 | 1766.00 | 280.00 | 244.00 | 283.00 | 242.00 |
| 2023-11-13 | 2142.00 | 2058.00 | 2228.00 | 2047.00 | 1844.00 | 1784.00 | 1849.00 | 1761.00 | 298.00 | 274.00 | 379.00 | 286.00 |
| 2023-11-10 | 2012.00 | 2126.00 | 2126.00 | 1994.00 | 1775.00 | 1840.00 | 1881.00 | 1761.00 | 237.00 | 286.00 | 245.00 | 233.00 |
| 2023-11-09 | 1903.00 | 1978.00 | 1986.00 | 1887.00 | 1733.00 | 1759.00 | 1767.00 | 1717.00 | 170.00 | 219.00 | 219.00 | 170.00 |
| 2023-11-08 | 1871.00 | 1914.00 | 1923.00 | 1866.00 | 1687.00 | 1737.00 | 1755.00 | 1685.00 | 184.00 | 177.00 | 168.00 | 181.00 |
| 2023-11-07 | 1854.00 | 1881.00 | 1936.00 | 1838.00 | 1690.00 | 1694.00 | 1720.00 | 1682.00 | 164.00 | 187.00 | 216.00 | 156.00 |
| 2023-11-06 | 1791.00 | 1856.00 | 1858.00 | 1788.00 | 1672.00 | 1693.00 | 1696.00 | 1647.00 | 119.00 | 163.00 | 162.00 | 141.00 |
| 2023-11-03 | 1740.00 | 1787.00 | 1797.00 | 1734.00 | 1645.00 | 1670.00 | 1681.00 | 1640.00 | 95.00 | 117.00 | 116.00 | 94.00 |
| 2023-11-02 | 1734.00 | 1738.00 | 1745.00 | 1725.00 | 1656.00 | 1646.00 | 1658.00 | 1635.00 | 78.00 | 92.00 | 87.00 | 90.00 |
| 2023-11-01 | 1728.00 | 1730.00 | 1744.00 | 1711.00 | 1653.00 | 1653.00 | 1668.00 | 1639.00 | 75.00 | 77.00 | 76.00 | 72.00 |
| 2023-10-31 | 1745.00 | 1729.00 | 1750.00 | 1709.00 | 1675.00 | 1656.00 | 1679.00 | 1641.00 | 70.00 | 73.00 | 71.00 | 68.00 |
| 2023-10-30 | 1691.00 | 1749.00 | 1770.00 | 1681.00 | 1643.00 | 1680.00 | 1690.00 | 1629.00 | 48.00 | 69.00 | 80.00 | 52.00 |
| 2023-10-27 | 1663.00 | 1688.00 | 1695.00 | 1658.00 | 1615.00 | 1639.00 | 1647.00 | 1611.00 | 48.00 | 49.00 | 48.00 | 47.00 |
| 2023-10-26 | 1699.00 | 1665.00 | 1699.00 | 1652.00 | 1628.00 | 1615.00 | 1628.00 | 1603.00 | 71.00 | 50.00 | 71.00 | 49.00 |
| 2023-10-25 | 1692.00 | 1692.00 | 1719.00 | 1681.00 | 1622.00 | 1623.00 | 1645.00 | 1611.00 | 70.00 | 69.00 | 74.00 | 70.00 |
| 2023-10-24 | 1689.00 | 1690.00 | 1707.00 | 1674.00 | 1610.00 | 1618.00 | 1622.00 | 1606.00 | 79.00 | 72.00 | 85.00 | 68.00 |
| 2023-10-23 | 1712.00 | 1690.00 | 1722.00 | 1658.00 | 1630.00 | 1611.00 | 1635.00 | 1592.00 | 82.00 | 79.00 | 87.00 | 66.00 |
| 2023-10-20 | 1727.00 | 1709.00 | 1733.00 | 1703.00 | 1647.00 | 1628.00 | 1651.00 | 1621.00 | 80.00 | 81.00 | 82.00 | 82.00 |
| 2023-10-19 | 1709.00 | 1732.00 | 1748.00 | 1696.00 | 1637.00 | 1651.00 | 1662.00 | 1630.00 | 72.00 | 81.00 | 86.00 | 66.00 |
| 2023-10-18 | 1709.00 | 1703.00 | 1726.00 | 1692.00 | 1641.00 | 1634.00 | 1653.00 | 1625.00 | 68.00 | 69.00 | 73.00 | 67.00 |
| 2023-10-17 | 1742.00 | 1710.00 | 1744.00 | 1699.00 | 1657.00 | 1642.00 | 1659.00 | 1630.00 | 85.00 | 68.00 | 85.00 | 69.00 |
| 2023-10-16 | 1728.00 | 1742.00 | 1746.00 | 1703.00 | 1645.00 | 1656.00 | 1660.00 | 1625.00 | 83.00 | 86.00 | 86.00 | 78.00 |
| 2023-10-13 | 1734.00 | 1724.00 | 1738.00 | 1695.00 | 1660.00 | 1645.00 | 1665.00 | 1631.00 | 74.00 | 79.00 | 73.00 | 64.00 |
| 2023-10-12 | 1696.00 | 1724.00 | 1725.00 | 1688.00 | 1630.00 | 1655.00 | 1660.00 | 1627.00 | 66.00 | 69.00 | 65.00 | 61.00 |
| 2023-10-11 | 1697.00 | 1694.00 | 1718.00 | 1681.00 | 1630.00 | 1628.00 | 1644.00 | 1620.00 | 67.00 | 66.00 | 74.00 | 61.00 |
| 2023-10-10 | 1750.00 | 1703.00 | 1750.00 | 1666.00 | 1665.00 | 1634.00 | 1665.00 | 1613.00 | 85.00 | 69.00 | 85.00 | 53.00 |
| 2023-10-09 | 1720.00 | 1748.00 | 1764.00 | 1720.00 | 1620.00 | 1662.00 | 1670.00 | 1619.00 | 100.00 | 86.00 | 94.00 | 101.00 |
| 2023-09-28 | 1790.00 | 1740.00 | 1805.00 | 1737.00 | 1671.00 | 1651.00 | 1686.00 | 1648.00 | 119.00 | 89.00 | 119.00 | 89.00 |
| 2023-09-27 | 1806.00 | 1784.00 | 1824.00 | 1774.00 | 1670.00 | 1669.00 | 1682.00 | 1657.00 | 136.00 | 115.00 | 142.00 | 117.00 |
| 2023-09-26 | 1805.00 | 1801.00 | 1828.00 | 1791.00 | 1675.00 | 1668.00 | 1687.00 | 1663.00 | 130.00 | 133.00 | 141.00 | 128.00 |
| 2023-09-25 | 1860.00 | 1801.00 | 1884.00 | 1788.00 | 1722.00 | 1674.00 | 1734.00 | 1671.00 | 138.00 | 127.00 | 150.00 | 117.00 |
| 2023-09-22 | 1824.00 | 1853.00 | 1868.00 | 1824.00 | 1701.00 | 1717.00 | 1725.00 | 1697.00 | 123.00 | 136.00 | 143.00 | 127.00 |
| 2023-09-21 | 1892.00 | 1824.00 | 1894.00 | 1744.00 | 1749.00 | 1702.00 | 1750.00 | 1665.00 | 143.00 | 122.00 | 144.00 | 79.00 |
| 2023-09-20 | 1906.00 | 1894.00 | 1943.00 | 1878.00 | 1741.00 | 1751.00 | 1782.00 | 1736.00 | 165.00 | 143.00 | 161.00 | 142.00 |
| 2023-09-19 | 1873.00 | 1903.00 | 1930.00 | 1852.00 | 1730.00 | 1745.00 | 1766.00 | 1711.00 | 143.00 | 158.00 | 164.00 | 141.00 |
| 2023-09-18 | 1841.00 | 1873.00 | 1876.00 | 1811.00 | 1708.00 | 1732.00 | 1735.00 | 1688.00 | 133.00 | 141.00 | 141.00 | 123.00 |
| 2023-09-15 | 1825.00 | 1841.00 | 1854.00 | 1795.00 | 2124.00 | 2160.00 | 2161.00 | 2101.00 | -299.00 | -319.00 | -307.00 | -306.00 |
| 2023-09-14 | 1790.00 | 1813.00 | 1824.00 | 1786.00 | 2125.00 | 2105.00 | 2165.00 | 2078.00 | -335.00 | -292.00 | -341.00 | -292.00 |
| 2023-09-13 | 1811.00 | 1791.00 | 1816.00 | 1753.00 | 2198.00 | 2113.00 | 2198.00 | 2056.00 | -387.00 | -322.00 | -382.00 | -303.00 |
| 2023-09-12 | 1836.00 | 1815.00 | 1862.00 | 1795.00 | 2222.00 | 2195.00 | 2265.00 | 2180.00 | -386.00 | -380.00 | -403.00 | -385.00 |
| 2023-09-11 | 1800.00 | 1837.00 | 1855.00 | 1774.00 | 1680.00 | 1700.00 | 1712.00 | 1660.00 | 120.00 | 137.00 | 143.00 | 114.00 |
| 2023-09-08 | 1862.00 | 1793.00 | 1894.00 | 1786.00 | 1732.00 | 1675.00 | 1753.00 | 1675.00 | 130.00 | 118.00 | 141.00 | 111.00 |
| 2023-09-07 | 1915.00 | 1868.00 | 1925.00 | 1831.00 | 1760.00 | 1735.00 | 1775.00 | 1709.00 | 155.00 | 133.00 | 150.00 | 122.00 |
| 2023-09-06 | 1935.00 | 1912.00 | 1955.00 | 1882.00 | 1775.00 | 1762.00 | 1791.00 | 1741.00 | 160.00 | 150.00 | 164.00 | 141.00 |
| 2023-09-05 | 1903.00 | 1955.00 | 1986.00 | 1888.00 | 1741.00 | 1786.00 | 1809.00 | 1740.00 | 162.00 | 169.00 | 177.00 | 148.00 |
| 2023-09-04 | 2041.00 | 1903.00 | 2061.00 | 1875.00 | 1828.00 | 1744.00 | 1840.00 | 1724.00 | 213.00 | 159.00 | 221.00 | 151.00 |
| 2023-09-01 | 1895.00 | 2053.00 | 2074.00 | 1885.00 | 1751.00 | 1822.00 | 1859.00 | 1743.00 | 144.00 | 231.00 | 215.00 | 142.00 |
| 2023-08-31 | 1890.00 | 1885.00 | 1919.00 | 1858.00 | 2455.00 | 2518.00 | 2543.00 | 2421.00 | -565.00 | -633.00 | -624.00 | -563.00 |
| 2023-08-30 | 1764.00 | 1895.00 | 1896.00 | 1764.00 | 2311.00 | 2457.00 | 2507.00 | 2304.00 | -547.00 | -562.00 | -611.00 | -540.00 |
| 2023-08-29 | 1885.00 | 1764.00 | 1888.00 | 1764.00 | 2640.00 | 2444.00 | 2672.00 | 2444.00 | -755.00 | -680.00 | -784.00 | -680.00 |
| 2023-08-28 | 1992.00 | 1898.00 | 2022.00 | 1868.00 | 2618.00 | 2694.00 | 2787.00 | 2537.00 | -626.00 | -796.00 | -765.00 | -669.00 |
| 2023-08-25 | 1922.00 | 1980.00 | 1990.00 | 1920.00 | 2566.00 | 2607.00 | 2665.00 | 2536.00 | -644.00 | -627.00 | -675.00 | -616.00 |
| 2023-08-24 | 1847.00 | 1922.00 | 2002.00 | 1842.00 | 2380.00 | 2563.00 | 2625.00 | 2369.00 | -533.00 | -641.00 | -623.00 | -527.00 |
| 2023-08-23 | 1872.00 | 1841.00 | 1884.00 | 1825.00 | 2410.00 | 2367.00 | 2512.00 | 2352.00 | -538.00 | -526.00 | -628.00 | -527.00 |
| 2023-08-22 | 1830.00 | 1857.00 | 1913.00 | 1814.00 | 2345.00 | 2379.00 | 2379.00 | 2299.00 | -515.00 | -522.00 | -466.00 | -485.00 |
| 2023-08-21 | 1702.00 | 1838.00 | 1838.00 | 1671.00 | 2100.00 | 2236.00 | 2236.00 | 2070.00 | -398.00 | -398.00 | -398.00 | -399.00 |
| 2023-08-18 | 1700.00 | 1691.00 | 1714.00 | 1663.00 | 2052.00 | 2089.00 | 2144.00 | 2005.00 | -352.00 | -398.00 | -430.00 | -342.00 |
| 2023-08-17 | 1597.00 | 1683.00 | 1689.00 | 1595.00 | 1895.00 | 2010.00 | 2010.00 | 1895.00 | -298.00 | -327.00 | -321.00 | -300.00 |
| 2023-08-16 | 1575.00 | 1590.00 | 1601.00 | 1567.00 | 1840.00 | 1888.00 | 1904.00 | 1826.00 | -265.00 | -298.00 | -303.00 | -259.00 |
| 2023-08-15 | 1586.00 | 1579.00 | 1590.00 | 1544.00 | 1838.00 | 1848.00 | 1849.00 | 1768.00 | -252.00 | -269.00 | -259.00 | -224.00 |
| 2023-08-14 | 1613.00 | 1584.00 | 1625.00 | 1558.00 | 1841.00 | 1824.00 | 1896.00 | 1791.00 | -228.00 | -240.00 | -271.00 | -233.00 |
| 2023-08-11 | 1560.00 | 1607.00 | 1609.00 | 1556.00 | 1794.00 | 1834.00 | 1836.00 | 1784.00 | -234.00 | -227.00 | -227.00 | -228.00 |
| 2023-08-10 | 1558.00 | 1557.00 | 1567.00 | 1534.00 | 1770.00 | 1788.00 | 1800.00 | 1738.00 | -212.00 | -231.00 | -233.00 | -204.00 |
| 2023-08-09 | 1534.00 | 1560.00 | 1565.00 | 1529.00 | 1708.00 | 1773.00 | 1785.00 | 1706.00 | -174.00 | -213.00 | -220.00 | -177.00 |
| 2023-08-08 | 1526.00 | 1538.00 | 1547.00 | 1508.00 | 1707.00 | 1715.00 | 1729.00 | 1676.00 | -181.00 | -177.00 | -182.00 | -168.00 |
| 2023-08-07 | 1579.00 | 1526.00 | 1580.00 | 1516.00 | 1717.00 | 1704.00 | 1722.00 | 1668.00 | -138.00 | -178.00 | -142.00 | -152.00 |
| 2023-08-04 | 1593.00 | 1579.00 | 1623.00 | 1562.00 | 2045.00 | 1988.00 | 2080.00 | 1983.00 | -452.00 | -409.00 | -457.00 | -421.00 |
| 2023-08-03 | 2118.00 | 2036.00 | 2118.00 | 2025.00 | 1860.00 | 1772.00 | 1866.00 | 1752.00 | 258.00 | 264.00 | 252.00 | 273.00 |
| 2023-08-02 | 2131.00 | 2115.00 | 2146.00 | 2095.00 | 1931.00 | 1857.00 | 1942.00 | 1833.00 | 200.00 | 258.00 | 204.00 | 262.00 |
| 2023-08-01 | 2092.00 | 2127.00 | 2128.00 | 2064.00 | 1840.00 | 1918.00 | 1919.00 | 1818.00 | 252.00 | 209.00 | 209.00 | 246.00 |
| 2023-07-31 | 2080.00 | 2085.00 | 2112.00 | 2054.00 | 1838.00 | 1834.00 | 1871.00 | 1805.00 | 242.00 | 251.00 | 241.00 | 249.00 |
| 2023-07-28 | 2163.00 | 2086.00 | 2170.00 | 2041.00 | 1915.00 | 1838.00 | 1954.00 | 1784.00 | 248.00 | 248.00 | 216.00 | 257.00 |
| 2023-07-27 | 2150.00 | 2147.00 | 2207.00 | 2132.00 | 1865.00 | 1904.00 | 2004.00 | 1852.00 | 285.00 | 243.00 | 203.00 | 280.00 |
| 2023-07-26 | 2030.00 | 2142.00 | 2196.00 | 2029.00 | 1741.00 | 1855.00 | 1855.00 | 1740.00 | 289.00 | 287.00 | 341.00 | 289.00 |
| 2023-07-25 | 2018.00 | 2020.00 | 2032.00 | 2002.00 | 1708.00 | 1734.00 | 1752.00 | 1687.00 | 310.00 | 286.00 | 280.00 | 315.00 |
| 2023-07-24 | 1995.00 | 2010.00 | 2034.00 | 1971.00 | 1552.00 | 1514.00 | 1566.00 | 1507.00 | 443.00 | 496.00 | 468.00 | 464.00 |
| 2023-07-21 | 1981.00 | 1990.00 | 2003.00 | 1960.00 | 1538.00 | 1549.00 | 1558.00 | 1524.00 | 443.00 | 441.00 | 445.00 | 436.00 |
| 2023-07-20 | 1900.00 | 1975.00 | 1986.00 | 1900.00 | 1531.00 | 1534.00 | 1569.00 | 1527.00 | 369.00 | 441.00 | 417.00 | 373.00 |
| 2023-07-19 | 1848.00 | 1897.00 | 1900.00 | 1832.00 | 1501.00 | 1531.00 | 1533.00 | 1495.00 | 347.00 | 366.00 | 367.00 | 337.00 |
| 2023-07-18 | 1814.00 | 1845.00 | 1846.00 | 1794.00 | 1476.00 | 1498.00 | 1500.00 | 1459.00 | 338.00 | 347.00 | 346.00 | 335.00 |
| 2023-07-17 | 1855.00 | 1810.00 | 1863.00 | 1804.00 | 1530.00 | 1475.00 | 1531.00 | 1471.00 | 325.00 | 335.00 | 332.00 | 333.00 |
| 2023-07-14 | 1843.00 | 1854.00 | 1857.00 | 1822.00 | 1542.00 | 1529.00 | 1550.00 | 1512.00 | 301.00 | 325.00 | 307.00 | 310.00 |
| 2023-07-13 | 1840.00 | 1836.00 | 1842.00 | 1803.00 | 1655.00 | 1663.00 | 1680.00 | 1636.00 | 185.00 | 173.00 | 162.00 | 167.00 |
| 2023-07-12 | 1792.00 | 1828.00 | 1835.00 | 1788.00 | 1476.00 | 1498.00 | 1503.00 | 1470.00 | 316.00 | 330.00 | 332.00 | 318.00 |
| 2023-07-11 | 1732.00 | 1794.00 | 1824.00 | 1725.00 | 1546.00 | 1588.00 | 1608.00 | 1542.00 | 186.00 | 206.00 | 216.00 | 183.00 |
| 2023-07-10 | 1700.00 | 1728.00 | 1742.00 | 1690.00 | 1532.00 | 1541.00 | 1549.00 | 1526.00 | 168.00 | 187.00 | 193.00 | 164.00 |
| 2023-07-07 | 1690.00 | 1696.00 | 1722.00 | 1682.00 | 1464.00 | 1466.00 | 1475.00 | 1462.00 | 226.00 | 230.00 | 247.00 | 220.00 |
| 2023-07-06 | 1686.00 | 1688.00 | 1705.00 | 1676.00 | 1464.00 | 1465.00 | 1474.00 | 1460.00 | 222.00 | 223.00 | 231.00 | 216.00 |
| 2023-07-05 | 1708.00 | 1686.00 | 1716.00 | 1680.00 | 1474.00 | 1464.00 | 1479.00 | 1455.00 | 234.00 | 222.00 | 237.00 | 225.00 |
| 2023-07-04 | 1692.00 | 1703.00 | 1710.00 | 1666.00 | 1468.00 | 1470.00 | 1481.00 | 1452.00 | 224.00 | 233.00 | 229.00 | 214.00 |
| 2023-07-03 | 1686.00 | 1690.00 | 1701.00 | 1675.00 | 1458.00 | 1466.00 | 1473.00 | 1450.00 | 228.00 | 224.00 | 228.00 | 225.00 |
| 2023-06-30 | 1687.00 | 1688.00 | 1713.00 | 1677.00 | 1440.00 | 1455.00 | 1480.00 | 1440.00 | 247.00 | 233.00 | 233.00 | 237.00 |
| 2023-06-29 | 1634.00 | 1687.00 | 1688.00 | 1634.00 | 1412.00 | 1438.00 | 1449.00 | 1412.00 | 222.00 | 249.00 | 239.00 | 222.00 |
| 2023-06-28 | 1676.00 | 1634.00 | 1678.00 | 1613.00 | 1425.00 | 1416.00 | 1425.00 | 1404.00 | 251.00 | 218.00 | 253.00 | 209.00 |
| 2023-06-27 | 1681.00 | 1682.00 | 1703.00 | 1663.00 | 1419.00 | 1427.00 | 1439.00 | 1414.00 | 262.00 | 255.00 | 264.00 | 249.00 |
| 2023-06-26 | 1649.00 | 1675.00 | 1686.00 | 1630.00 | 1416.00 | 1418.00 | 1439.00 | 1412.00 | 233.00 | 257.00 | 247.00 | 218.00 |
| 2023-06-21 | 1709.00 | 1671.00 | 1717.00 | 1669.00 | 1488.00 | 1439.00 | 1493.00 | 1425.00 | 221.00 | 232.00 | 224.00 | 244.00 |
| 2023-06-20 | 1693.00 | 1717.00 | 1728.00 | 1686.00 | 1483.00 | 1488.00 | 1505.00 | 1477.00 | 210.00 | 229.00 | 223.00 | 209.00 |
| 2023-06-19 | 1695.00 | 1691.00 | 1730.00 | 1662.00 | 1523.00 | 1482.00 | 1538.00 | 1471.00 | 172.00 | 209.00 | 192.00 | 191.00 |