本页面展示工业硅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。
关于工业硅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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-04-15 | 11900.00 | 12190.00 | 12270.00 | 11900.00 | 12220.00 | 12255.00 | 12325.00 | 12050.00 | -320.00 | -65.00 | -55.00 | -150.00 |
| 2024-04-12 | 12130.00 | 12205.00 | 12230.00 | 12050.00 | 12080.00 | 12145.00 | 12160.00 | 12000.00 | 50.00 | 60.00 | 70.00 | 50.00 |
| 2024-04-11 | 12235.00 | 12135.00 | 12245.00 | 12100.00 | 12150.00 | 12085.00 | 12185.00 | 12050.00 | 85.00 | 50.00 | 60.00 | 50.00 |
| 2024-04-10 | 12345.00 | 12215.00 | 12345.00 | 12180.00 | 12215.00 | 12150.00 | 12250.00 | 12115.00 | 130.00 | 65.00 | 95.00 | 65.00 |
| 2024-04-09 | 12150.00 | 12275.00 | 12315.00 | 12105.00 | 12095.00 | 12205.00 | 12245.00 | 12045.00 | 55.00 | 70.00 | 70.00 | 60.00 |
| 2024-04-08 | 12050.00 | 12065.00 | 12145.00 | 11890.00 | 12040.00 | 12130.00 | 12215.00 | 11945.00 | 10.00 | -65.00 | -70.00 | -55.00 |
| 2024-04-03 | 12070.00 | 12010.00 | 12120.00 | 11960.00 | 12115.00 | 12080.00 | 12185.00 | 12025.00 | -45.00 | -70.00 | -65.00 | -65.00 |
| 2024-04-02 | 11910.00 | 12050.00 | 12085.00 | 11910.00 | 12020.00 | 12115.00 | 12150.00 | 12005.00 | -110.00 | -65.00 | -65.00 | -95.00 |
| 2024-04-01 | 11895.00 | 11920.00 | 11965.00 | 11760.00 | 11900.00 | 11995.00 | 12030.00 | 11820.00 | -5.00 | -75.00 | -65.00 | -60.00 |
| 2024-03-29 | 12000.00 | 11945.00 | 12175.00 | 11930.00 | 12090.00 | 12000.00 | 12225.00 | 11990.00 | -90.00 | -55.00 | -50.00 | -60.00 |
| 2024-03-28 | 12090.00 | 12065.00 | 12265.00 | 12010.00 | 12170.00 | 12125.00 | 12320.00 | 12065.00 | -80.00 | -60.00 | -55.00 | -55.00 |
| 2024-03-27 | 12300.00 | 12105.00 | 12335.00 | 12080.00 | 12380.00 | 12165.00 | 12395.00 | 12140.00 | -80.00 | -60.00 | -60.00 | -60.00 |
| 2024-03-26 | 12405.00 | 12290.00 | 12440.00 | 12270.00 | 12405.00 | 12345.00 | 12495.00 | 12335.00 | 0.00 | -55.00 | -55.00 | -65.00 |
| 2024-03-25 | 12505.00 | 12385.00 | 12620.00 | 12360.00 | 12570.00 | 12445.00 | 12675.00 | 12415.00 | -65.00 | -60.00 | -55.00 | -55.00 |
| 2024-03-22 | 12670.00 | 12505.00 | 12780.00 | 12455.00 | 12795.00 | 12630.00 | 12895.00 | 12580.00 | -125.00 | -125.00 | -115.00 | -125.00 |
| 2024-03-21 | 12705.00 | 12670.00 | 12750.00 | 12650.00 | 12740.00 | 12730.00 | 12800.00 | 12715.00 | -35.00 | -60.00 | -50.00 | -65.00 |
| 2024-03-20 | 12645.00 | 12690.00 | 12790.00 | 12575.00 | 12680.00 | 12750.00 | 12845.00 | 12635.00 | -35.00 | -60.00 | -55.00 | -60.00 |
| 2024-03-19 | 12710.00 | 12660.00 | 12780.00 | 12610.00 | 12760.00 | 12720.00 | 12840.00 | 12670.00 | -50.00 | -60.00 | -60.00 | -60.00 |
| 2024-03-18 | 12805.00 | 12705.00 | 12845.00 | 12660.00 | 12890.00 | 12770.00 | 12895.00 | 12720.00 | -85.00 | -65.00 | -50.00 | -60.00 |
| 2024-03-15 | 13230.00 | 12790.00 | 13260.00 | 12515.00 | 13185.00 | 12730.00 | 13190.00 | 12450.00 | 45.00 | 60.00 | 70.00 | 65.00 |
| 2024-03-14 | 13250.00 | 13230.00 | 13320.00 | 13215.00 | 13310.00 | 13300.00 | 13370.00 | 13270.00 | -60.00 | -70.00 | -50.00 | -55.00 |
| 2024-03-13 | 13295.00 | 13250.00 | 13360.00 | 13210.00 | 13330.00 | 13300.00 | 13400.00 | 13265.00 | -35.00 | -50.00 | -40.00 | -55.00 |
| 2024-03-12 | 13230.00 | 13280.00 | 13375.00 | 13225.00 | 13250.00 | 13330.00 | 13410.00 | 13250.00 | -20.00 | -50.00 | -35.00 | -25.00 |
| 2024-03-11 | 13200.00 | 13190.00 | 13360.00 | 13155.00 | 13270.00 | 13255.00 | 13395.00 | 13200.00 | -70.00 | -65.00 | -35.00 | -45.00 |
| 2024-03-08 | 13275.00 | 13265.00 | 13350.00 | 13180.00 | 13310.00 | 13310.00 | 13385.00 | 13225.00 | -35.00 | -45.00 | -35.00 | -45.00 |
| 2024-03-07 | 13330.00 | 13260.00 | 13400.00 | 13250.00 | 13310.00 | 13310.00 | 13450.00 | 13290.00 | 20.00 | -50.00 | -50.00 | -40.00 |
| 2024-03-06 | 13420.00 | 13290.00 | 13420.00 | 13210.00 | 13250.00 | 13235.00 | 13360.00 | 13155.00 | 170.00 | 55.00 | 60.00 | 55.00 |
| 2024-03-05 | 13400.00 | 13325.00 | 13495.00 | 13285.00 | 13465.00 | 13395.00 | 13555.00 | 13345.00 | -65.00 | -70.00 | -60.00 | -60.00 |
| 2024-03-04 | 13340.00 | 13390.00 | 13480.00 | 13330.00 | 13390.00 | 13450.00 | 13540.00 | 13385.00 | -50.00 | -60.00 | -60.00 | -55.00 |
| 2024-03-01 | 13125.00 | 13300.00 | 13495.00 | 13125.00 | 13205.00 | 13365.00 | 13550.00 | 13200.00 | -80.00 | -65.00 | -55.00 | -75.00 |
| 2024-02-29 | 13280.00 | 13160.00 | 13295.00 | 13070.00 | 13350.00 | 13230.00 | 13350.00 | 13130.00 | -70.00 | -70.00 | -55.00 | -60.00 |
| 2024-02-28 | 13370.00 | 13275.00 | 13385.00 | 13260.00 | 13450.00 | 13330.00 | 13450.00 | 13320.00 | -80.00 | -55.00 | -65.00 | -60.00 |
| 2024-02-27 | 13265.00 | 13370.00 | 13400.00 | 13250.00 | 13305.00 | 13425.00 | 13460.00 | 13305.00 | -40.00 | -55.00 | -60.00 | -55.00 |
| 2024-02-26 | 13420.00 | 13265.00 | 13465.00 | 13220.00 | 13515.00 | 13330.00 | 13515.00 | 13280.00 | -95.00 | -65.00 | -50.00 | -60.00 |
| 2024-02-23 | 13380.00 | 13425.00 | 13455.00 | 13345.00 | 13435.00 | 13485.00 | 13500.00 | 13395.00 | -55.00 | -60.00 | -45.00 | -50.00 |
| 2024-02-22 | 13400.00 | 13360.00 | 13420.00 | 13300.00 | 13480.00 | 13410.00 | 13480.00 | 13355.00 | -80.00 | -50.00 | -60.00 | -55.00 |
| 2024-02-21 | 13345.00 | 13395.00 | 13490.00 | 13260.00 | 13315.00 | 13445.00 | 13535.00 | 13315.00 | 30.00 | -50.00 | -45.00 | -55.00 |
| 2024-02-20 | 13380.00 | 13310.00 | 13440.00 | 13305.00 | 13390.00 | 13355.00 | 13480.00 | 13350.00 | -10.00 | -45.00 | -40.00 | -45.00 |
| 2024-02-19 | 13560.00 | 13340.00 | 13620.00 | 13240.00 | 13570.00 | 13385.00 | 13640.00 | 13300.00 | -10.00 | -45.00 | -20.00 | -60.00 |
| 2024-02-08 | 13450.00 | 13500.00 | 13540.00 | 13425.00 | 13445.00 | 13450.00 | 13490.00 | 13380.00 | 5.00 | 50.00 | 50.00 | 45.00 |
| 2024-02-07 | 13230.00 | 13440.00 | 13550.00 | 13185.00 | 13245.00 | 13500.00 | 13600.00 | 13245.00 | -15.00 | -60.00 | -50.00 | -60.00 |
| 2024-02-06 | 13215.00 | 13205.00 | 13245.00 | 13100.00 | 13270.00 | 13235.00 | 13290.00 | 13140.00 | -55.00 | -30.00 | -45.00 | -40.00 |
| 2024-02-05 | 13260.00 | 13250.00 | 13320.00 | 13180.00 | 13300.00 | 13305.00 | 13380.00 | 13235.00 | -40.00 | -55.00 | -60.00 | -55.00 |
| 2024-02-02 | 13230.00 | 13225.00 | 13335.00 | 13190.00 | 13240.00 | 13285.00 | 13390.00 | 13240.00 | -10.00 | -60.00 | -55.00 | -50.00 |
| 2024-02-01 | 13110.00 | 13210.00 | 13290.00 | 13065.00 | 13200.00 | 13265.00 | 13340.00 | 13125.00 | -90.00 | -55.00 | -50.00 | -60.00 |
| 2024-01-31 | 13330.00 | 13160.00 | 13360.00 | 13160.00 | 13375.00 | 13225.00 | 13420.00 | 13220.00 | -45.00 | -65.00 | -60.00 | -60.00 |
| 2024-01-30 | 13285.00 | 13310.00 | 13440.00 | 13255.00 | 13300.00 | 13365.00 | 13485.00 | 13300.00 | -15.00 | -55.00 | -45.00 | -45.00 |
| 2024-01-29 | 13325.00 | 13255.00 | 13365.00 | 13100.00 | 13425.00 | 13315.00 | 13425.00 | 13165.00 | -100.00 | -60.00 | -60.00 | -65.00 |
| 2024-01-26 | 13450.00 | 13365.00 | 13455.00 | 13300.00 | 13490.00 | 13425.00 | 13505.00 | 13355.00 | -40.00 | -60.00 | -50.00 | -55.00 |
| 2024-01-25 | 13430.00 | 13435.00 | 13510.00 | 13395.00 | 13470.00 | 13490.00 | 13560.00 | 13445.00 | -40.00 | -55.00 | -50.00 | -50.00 |
| 2024-01-24 | 13410.00 | 13385.00 | 13445.00 | 13330.00 | 13390.00 | 13430.00 | 13495.00 | 13365.00 | 20.00 | -45.00 | -50.00 | -35.00 |
| 2024-01-23 | 13445.00 | 13370.00 | 13445.00 | 13310.00 | 13505.00 | 13430.00 | 13505.00 | 13370.00 | -60.00 | -60.00 | -60.00 | -60.00 |
| 2024-01-22 | 13475.00 | 13420.00 | 13535.00 | 13365.00 | 13505.00 | 13470.00 | 13590.00 | 13425.00 | -30.00 | -50.00 | -55.00 | -60.00 |
| 2024-01-19 | 13290.00 | 13475.00 | 13550.00 | 13250.00 | 13375.00 | 13545.00 | 13605.00 | 13315.00 | -85.00 | -70.00 | -55.00 | -65.00 |
| 2024-01-18 | 13455.00 | 13270.00 | 13455.00 | 13215.00 | 13450.00 | 13335.00 | 13515.00 | 13275.00 | 5.00 | -65.00 | -60.00 | -60.00 |
| 2024-01-17 | 13570.00 | 13425.00 | 13570.00 | 13325.00 | 13620.00 | 13490.00 | 13625.00 | 13385.00 | -50.00 | -65.00 | -55.00 | -60.00 |
| 2024-01-16 | 13710.00 | 13540.00 | 13710.00 | 13500.00 | 13695.00 | 13605.00 | 13770.00 | 13565.00 | 15.00 | -65.00 | -60.00 | -65.00 |
| 2024-01-15 | 13650.00 | 13675.00 | 13720.00 | 13600.00 | 13575.00 | 13735.00 | 13775.00 | 13575.00 | 75.00 | -60.00 | -55.00 | 25.00 |
| 2024-01-12 | 13850.00 | 13610.00 | 13900.00 | 13570.00 | 13975.00 | 13665.00 | 13975.00 | 13630.00 | -125.00 | -55.00 | -75.00 | -60.00 |
| 2024-01-11 | 13900.00 | 13875.00 | 13955.00 | 13800.00 | 13950.00 | 13935.00 | 14015.00 | 13860.00 | -50.00 | -60.00 | -60.00 | -60.00 |
| 2024-01-10 | 13890.00 | 13930.00 | 13985.00 | 13820.00 | 13650.00 | 13875.00 | 13930.00 | 13650.00 | 240.00 | 55.00 | 55.00 | 170.00 |
| 2024-01-09 | 13855.00 | 13840.00 | 13940.00 | 13730.00 | 13990.00 | 13905.00 | 14005.00 | 13800.00 | -135.00 | -65.00 | -65.00 | -70.00 |
| 2024-01-08 | 13950.00 | 13900.00 | 13995.00 | 13840.00 | 13955.00 | 13970.00 | 14055.00 | 13910.00 | -5.00 | -70.00 | -60.00 | -70.00 |
| 2024-01-05 | 14210.00 | 13960.00 | 14230.00 | 13935.00 | 14265.00 | 14025.00 | 14290.00 | 14000.00 | -55.00 | -65.00 | -60.00 | -65.00 |
| 2024-01-04 | 14365.00 | 14250.00 | 14400.00 | 14235.00 | 14370.00 | 14300.00 | 14465.00 | 14300.00 | -5.00 | -50.00 | -65.00 | -65.00 |
| 2024-01-03 | 14350.00 | 14290.00 | 14530.00 | 14205.00 | 14355.00 | 14360.00 | 14585.00 | 14270.00 | -5.00 | -70.00 | -55.00 | -65.00 |
| 2024-01-02 | 14200.00 | 14365.00 | 14400.00 | 14020.00 | 14300.00 | 14430.00 | 14460.00 | 14080.00 | -100.00 | -65.00 | -60.00 | -60.00 |
| 2023-12-29 | 14300.00 | 14160.00 | 14305.00 | 14160.00 | 14340.00 | 14230.00 | 14360.00 | 14225.00 | -40.00 | -70.00 | -55.00 | -65.00 |
| 2023-12-28 | 14230.00 | 14240.00 | 14310.00 | 14130.00 | 14250.00 | 14300.00 | 14365.00 | 14195.00 | -20.00 | -60.00 | -55.00 | -65.00 |
| 2023-12-27 | 14280.00 | 14235.00 | 14300.00 | 14185.00 | 14330.00 | 14295.00 | 14360.00 | 14250.00 | -50.00 | -60.00 | -60.00 | -65.00 |
| 2023-12-26 | 14250.00 | 14235.00 | 14470.00 | 14175.00 | 14305.00 | 14305.00 | 14525.00 | 14230.00 | -55.00 | -70.00 | -55.00 | -55.00 |
| 2023-12-25 | 14235.00 | 14245.00 | 14385.00 | 14120.00 | 14240.00 | 14305.00 | 14445.00 | 14175.00 | -5.00 | -60.00 | -60.00 | -55.00 |
| 2023-12-22 | 14170.00 | 14195.00 | 14340.00 | 14165.00 | 14270.00 | 14250.00 | 14395.00 | 14225.00 | -100.00 | -55.00 | -55.00 | -60.00 |
| 2023-12-21 | 14305.00 | 14160.00 | 14305.00 | 14120.00 | 14325.00 | 14210.00 | 14370.00 | 14180.00 | -20.00 | -50.00 | -65.00 | -60.00 |
| 2023-12-20 | 14290.00 | 14280.00 | 14375.00 | 14180.00 | 14310.00 | 14345.00 | 14430.00 | 14245.00 | -20.00 | -65.00 | -55.00 | -65.00 |
| 2023-12-19 | 13875.00 | 14235.00 | 14260.00 | 13875.00 | 13910.00 | 14285.00 | 14320.00 | 13910.00 | -35.00 | -50.00 | -60.00 | -35.00 |
| 2023-12-18 | 13710.00 | 13875.00 | 13915.00 | 13710.00 | 13810.00 | 13925.00 | 13975.00 | 13810.00 | -100.00 | -50.00 | -60.00 | -100.00 |
| 2023-12-15 | 13760.00 | 13810.00 | 13880.00 | 13745.00 | 13800.00 | 13865.00 | 13940.00 | 13800.00 | -40.00 | -55.00 | -60.00 | -55.00 |
| 2023-12-14 | 13785.00 | 13750.00 | 13845.00 | 13705.00 | 13800.00 | 13805.00 | 13900.00 | 13765.00 | -15.00 | -55.00 | -55.00 | -60.00 |
| 2023-12-13 | 13785.00 | 13720.00 | 13815.00 | 13620.00 | 13800.00 | 13780.00 | 13865.00 | 13680.00 | -15.00 | -60.00 | -50.00 | -60.00 |
| 2023-12-12 | 13745.00 | 13785.00 | 13855.00 | 13685.00 | 13780.00 | 13845.00 | 13905.00 | 13740.00 | -35.00 | -60.00 | -50.00 | -55.00 |
| 2023-12-11 | 13900.00 | 13770.00 | 13950.00 | 13725.00 | 13870.00 | 13825.00 | 14000.00 | 13775.00 | 30.00 | -55.00 | -50.00 | -50.00 |
| 2023-12-08 | 13750.00 | 13875.00 | 13885.00 | 13700.00 | 13700.00 | 13815.00 | 13820.00 | 13645.00 | 50.00 | 60.00 | 65.00 | 55.00 |
| 2023-12-07 | 13700.00 | 13700.00 | 13820.00 | 13520.00 | 13730.00 | 13655.00 | 13760.00 | 13495.00 | -30.00 | 45.00 | 60.00 | 25.00 |
| 2023-12-06 | 13500.00 | 13700.00 | 13730.00 | 13295.00 | 13470.00 | 13765.00 | 13785.00 | 13350.00 | 30.00 | -65.00 | -55.00 | -55.00 |
| 2023-12-05 | 13930.00 | 13410.00 | 13940.00 | 12975.00 | 13995.00 | 13475.00 | 14005.00 | 13045.00 | -65.00 | -65.00 | -65.00 | -70.00 |
| 2023-12-04 | 13935.00 | 13930.00 | 14025.00 | 13885.00 | 14000.00 | 13995.00 | 14090.00 | 13955.00 | -65.00 | -65.00 | -65.00 | -70.00 |
| 2023-12-01 | 14000.00 | 13940.00 | 14055.00 | 13820.00 | 14050.00 | 14000.00 | 14110.00 | 13890.00 | -50.00 | -60.00 | -55.00 | -70.00 |
| 2023-11-30 | 13990.00 | 14005.00 | 14045.00 | 13880.00 | 13955.00 | 14070.00 | 14110.00 | 13950.00 | 35.00 | -65.00 | -65.00 | -70.00 |
| 2023-11-29 | 14030.00 | 13970.00 | 14055.00 | 13935.00 | 14065.00 | 14045.00 | 14110.00 | 14000.00 | -35.00 | -75.00 | -55.00 | -65.00 |
| 2023-11-28 | 13910.00 | 13975.00 | 14010.00 | 13860.00 | 13995.00 | 14035.00 | 14065.00 | 13925.00 | -85.00 | -60.00 | -55.00 | -65.00 |
| 2023-11-27 | 14240.00 | 13940.00 | 14275.00 | 13920.00 | 14280.00 | 14015.00 | 14335.00 | 13985.00 | -40.00 | -75.00 | -60.00 | -65.00 |
| 2023-11-24 | 14230.00 | 14200.00 | 14280.00 | 14115.00 | 14285.00 | 14260.00 | 14350.00 | 14180.00 | -55.00 | -60.00 | -70.00 | -65.00 |
| 2023-11-23 | 14130.00 | 14195.00 | 14230.00 | 14085.00 | 14145.00 | 14260.00 | 14300.00 | 14145.00 | -15.00 | -65.00 | -70.00 | -60.00 |
| 2023-11-22 | 14315.00 | 14185.00 | 14390.00 | 14045.00 | 14300.00 | 14240.00 | 14460.00 | 14115.00 | 15.00 | -55.00 | -70.00 | -70.00 |
| 2023-11-21 | 14425.00 | 14285.00 | 14450.00 | 14245.00 | 14415.00 | 14345.00 | 14490.00 | 14305.00 | 10.00 | -60.00 | -40.00 | -60.00 |
| 2023-11-20 | 14265.00 | 14370.00 | 14450.00 | 14250.00 | 14360.00 | 14420.00 | 14500.00 | 14315.00 | -95.00 | -50.00 | -50.00 | -65.00 |
| 2023-11-17 | 14125.00 | 14265.00 | 14370.00 | 14120.00 | 14210.00 | 14320.00 | 14430.00 | 14200.00 | -85.00 | -55.00 | -60.00 | -80.00 |
| 2023-11-16 | 14085.00 | 14175.00 | 14175.00 | 14035.00 | 14105.00 | 14235.00 | 14240.00 | 14100.00 | -20.00 | -60.00 | -65.00 | -65.00 |
| 2023-11-15 | 14115.00 | 14120.00 | 14235.00 | 14080.00 | 14180.00 | 14175.00 | 14290.00 | 14135.00 | -65.00 | -55.00 | -55.00 | -55.00 |