本页面展示不锈钢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。
关于不锈钢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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021-10-26 | 19840.00 | 20270.00 | 20390.00 | 19600.00 | 20000.00 | 20530.00 | 20640.00 | 20000.00 | -160.00 | -260.00 | -250.00 | -400.00 |
| 2021-10-25 | 20120.00 | 20025.00 | 20555.00 | 19810.00 | 20000.00 | 19705.00 | 20185.00 | 19450.00 | 120.00 | 320.00 | 370.00 | 360.00 |
| 2021-10-22 | 20320.00 | 20260.00 | 20515.00 | 19850.00 | 19850.00 | 19915.00 | 19990.00 | 19500.00 | 470.00 | 345.00 | 525.00 | 350.00 |
| 2021-10-21 | 20075.00 | 20470.00 | 21280.00 | 19950.00 | 19640.00 | 19930.00 | 20500.00 | 19600.00 | 435.00 | 540.00 | 780.00 | 350.00 |
| 2021-10-20 | 20485.00 | 20075.00 | 20650.00 | 19915.00 | 19910.00 | 19630.00 | 20195.00 | 19540.00 | 575.00 | 445.00 | 455.00 | 375.00 |
| 2021-10-19 | 20700.00 | 20400.00 | 20975.00 | 20200.00 | 20210.00 | 19910.00 | 20420.00 | 19720.00 | 490.00 | 490.00 | 555.00 | 480.00 |
| 2021-10-18 | 20980.00 | 20680.00 | 21325.00 | 20315.00 | 20430.00 | 20155.00 | 20790.00 | 19815.00 | 550.00 | 525.00 | 535.00 | 500.00 |
| 2021-10-15 | 20205.00 | 20780.00 | 20815.00 | 20190.00 | 19600.00 | 20225.00 | 20280.00 | 19580.00 | 605.00 | 555.00 | 535.00 | 610.00 |
| 2021-10-14 | 20130.00 | 20130.00 | 20400.00 | 19745.00 | 19440.00 | 19520.00 | 19785.00 | 19180.00 | 690.00 | 610.00 | 615.00 | 565.00 |
| 2021-10-13 | 20060.00 | 20130.00 | 20480.00 | 19500.00 | 19510.00 | 19420.00 | 19955.00 | 18965.00 | 550.00 | 710.00 | 525.00 | 535.00 |
| 2021-10-12 | 20225.00 | 20050.00 | 20310.00 | 19715.00 | 19650.00 | 19440.00 | 19820.00 | 19265.00 | 575.00 | 610.00 | 490.00 | 450.00 |
| 2021-10-11 | 20550.00 | 20070.00 | 20970.00 | 19820.00 | 20220.00 | 19595.00 | 20545.00 | 19415.00 | 330.00 | 475.00 | 425.00 | 405.00 |
| 2021-10-08 | 20590.00 | 20540.00 | 20975.00 | 20075.00 | 20300.00 | 20170.00 | 20560.00 | 19730.00 | 290.00 | 370.00 | 415.00 | 345.00 |
| 2021-09-30 | 19650.00 | 19750.00 | 20020.00 | 19295.00 | 19550.00 | 19355.00 | 19610.00 | 19005.00 | 100.00 | 395.00 | 410.00 | 290.00 |
| 2021-09-29 | 20210.00 | 19690.00 | 20830.00 | 19405.00 | 20355.00 | 20000.00 | 21000.00 | 19750.00 | -145.00 | -310.00 | -170.00 | -345.00 |
| 2021-09-28 | 20360.00 | 20520.00 | 20635.00 | 20220.00 | 19870.00 | 20040.00 | 20210.00 | 19800.00 | 490.00 | 480.00 | 425.00 | 420.00 |
| 2021-09-27 | 20650.00 | 20415.00 | 21120.00 | 20200.00 | 20005.00 | 19795.00 | 20300.00 | 19480.00 | 645.00 | 620.00 | 820.00 | 720.00 |
| 2021-09-24 | 21900.00 | 20945.00 | 22050.00 | 20490.00 | 21140.00 | 19880.00 | 21245.00 | 19835.00 | 760.00 | 1065.00 | 805.00 | 655.00 |
| 2021-09-23 | 21965.00 | 21865.00 | 22425.00 | 21445.00 | 21500.00 | 21115.00 | 21690.00 | 20725.00 | 465.00 | 750.00 | 735.00 | 720.00 |
| 2021-09-22 | 21820.00 | 21965.00 | 22050.00 | 21260.00 | 21500.00 | 21490.00 | 21560.00 | 20860.00 | 320.00 | 475.00 | 490.00 | 400.00 |
| 2021-09-17 | 20900.00 | 21825.00 | 21900.00 | 20550.00 | 20415.00 | 21480.00 | 21615.00 | 20270.00 | 485.00 | 345.00 | 285.00 | 280.00 |
| 2021-09-16 | 19945.00 | 20680.00 | 20680.00 | 19945.00 | 19845.00 | 20315.00 | 20315.00 | 19650.00 | 100.00 | 365.00 | 365.00 | 295.00 |
| 2021-09-15 | 19245.00 | 19815.00 | 19855.00 | 18975.00 | 18650.00 | 19460.00 | 19490.00 | 18625.00 | 595.00 | 355.00 | 365.00 | 350.00 |
| 2021-09-14 | 19180.00 | 19010.00 | 19190.00 | 18760.00 | 18805.00 | 18670.00 | 18880.00 | 18470.00 | 375.00 | 340.00 | 310.00 | 290.00 |
| 2021-09-13 | 19610.00 | 19180.00 | 19720.00 | 18960.00 | 19250.00 | 18880.00 | 19355.00 | 18655.00 | 360.00 | 300.00 | 365.00 | 305.00 |
| 2021-09-10 | 19500.00 | 19535.00 | 20005.00 | 19315.00 | 19200.00 | 19205.00 | 19695.00 | 18985.00 | 300.00 | 330.00 | 310.00 | 330.00 |
| 2021-09-09 | 19400.00 | 19465.00 | 19890.00 | 19165.00 | 19040.00 | 19170.00 | 19550.00 | 18850.00 | 360.00 | 295.00 | 340.00 | 315.00 |
| 2021-09-08 | 19435.00 | 19365.00 | 19460.00 | 19045.00 | 19100.00 | 19005.00 | 19130.00 | 18690.00 | 335.00 | 360.00 | 330.00 | 355.00 |
| 2021-09-07 | 19675.00 | 19435.00 | 19815.00 | 19185.00 | 19360.00 | 19065.00 | 19460.00 | 18840.00 | 315.00 | 370.00 | 355.00 | 345.00 |
| 2021-09-06 | 18800.00 | 19585.00 | 19585.00 | 18800.00 | 18505.00 | 19260.00 | 19260.00 | 18430.00 | 295.00 | 325.00 | 325.00 | 370.00 |
| 2021-09-03 | 17800.00 | 18715.00 | 18760.00 | 17730.00 | 17460.00 | 18375.00 | 18465.00 | 17460.00 | 340.00 | 340.00 | 295.00 | 270.00 |
| 2021-09-02 | 17680.00 | 17805.00 | 17950.00 | 17470.00 | 17200.00 | 17545.00 | 17690.00 | 17200.00 | 480.00 | 260.00 | 260.00 | 270.00 |
| 2021-09-01 | 18460.00 | 17560.00 | 18485.00 | 17485.00 | 18025.00 | 17300.00 | 18165.00 | 17225.00 | 435.00 | 260.00 | 320.00 | 260.00 |
| 2021-08-31 | 18280.00 | 18455.00 | 18500.00 | 18070.00 | 17665.00 | 18150.00 | 18190.00 | 17665.00 | 615.00 | 305.00 | 310.00 | 405.00 |
| 2021-08-30 | 17555.00 | 18125.00 | 18165.00 | 17425.00 | 17275.00 | 17820.00 | 17860.00 | 17190.00 | 280.00 | 305.00 | 305.00 | 235.00 |
| 2021-08-27 | 17565.00 | 17545.00 | 17660.00 | 17310.00 | 17930.00 | 18085.00 | 18090.00 | 17790.00 | -365.00 | -540.00 | -430.00 | -480.00 |
| 2021-08-26 | 17870.00 | 17565.00 | 17870.00 | 17500.00 | 18120.00 | 17905.00 | 18245.00 | 17840.00 | -250.00 | -340.00 | -375.00 | -340.00 |
| 2021-08-25 | 17845.00 | 18000.00 | 18090.00 | 17810.00 | 17560.00 | 17725.00 | 17830.00 | 17560.00 | 285.00 | 275.00 | 260.00 | 250.00 |
| 2021-08-24 | 17770.00 | 17765.00 | 17865.00 | 17665.00 | 17505.00 | 17560.00 | 17645.00 | 17480.00 | 265.00 | 205.00 | 220.00 | 185.00 |
| 2021-08-23 | 17640.00 | 17720.00 | 17945.00 | 17500.00 | 17470.00 | 17510.00 | 17730.00 | 17325.00 | 170.00 | 210.00 | 215.00 | 175.00 |
| 2021-08-20 | 17495.00 | 17640.00 | 17740.00 | 17380.00 | 17400.00 | 17440.00 | 17510.00 | 16435.00 | 95.00 | 200.00 | 230.00 | 945.00 |
| 2021-08-19 | 18120.00 | 17625.00 | 18130.00 | 17525.00 | 17805.00 | 17395.00 | 17890.00 | 17325.00 | 315.00 | 230.00 | 240.00 | 200.00 |
| 2021-08-18 | 18220.00 | 18120.00 | 18430.00 | 18020.00 | 18035.00 | 17870.00 | 18180.00 | 17775.00 | 185.00 | 250.00 | 250.00 | 245.00 |
| 2021-08-17 | 18105.00 | 18380.00 | 18500.00 | 17945.00 | 17840.00 | 18130.00 | 18260.00 | 17755.00 | 265.00 | 250.00 | 240.00 | 190.00 |
| 2021-08-16 | 18240.00 | 18105.00 | 18465.00 | 18020.00 | 17900.00 | 17905.00 | 18195.00 | 17840.00 | 340.00 | 200.00 | 270.00 | 180.00 |
| 2021-08-13 | 18535.00 | 18240.00 | 18535.00 | 18130.00 | 18250.00 | 17980.00 | 18250.00 | 17875.00 | 285.00 | 260.00 | 285.00 | 255.00 |
| 2021-08-12 | 18310.00 | 18535.00 | 18845.00 | 18275.00 | 18080.00 | 18245.00 | 18570.00 | 18020.00 | 230.00 | 290.00 | 275.00 | 255.00 |
| 2021-08-11 | 18375.00 | 18220.00 | 18490.00 | 18050.00 | 18040.00 | 17950.00 | 18160.00 | 17785.00 | 335.00 | 270.00 | 330.00 | 265.00 |
| 2021-08-10 | 18050.00 | 18405.00 | 18430.00 | 18025.00 | 17755.00 | 18085.00 | 18130.00 | 17755.00 | 295.00 | 320.00 | 300.00 | 270.00 |
| 2021-08-09 | 19000.00 | 18160.00 | 19050.00 | 18050.00 | 18600.00 | 17890.00 | 18700.00 | 17805.00 | 400.00 | 270.00 | 350.00 | 245.00 |
| 2021-08-06 | 18805.00 | 19015.00 | 19060.00 | 18750.00 | 18580.00 | 18660.00 | 18720.00 | 18420.00 | 225.00 | 355.00 | 340.00 | 330.00 |
| 2021-08-05 | 18900.00 | 18785.00 | 19205.00 | 18580.00 | 18520.00 | 18475.00 | 18840.00 | 18280.00 | 380.00 | 310.00 | 365.00 | 300.00 |
| 2021-08-04 | 18650.00 | 18900.00 | 19115.00 | 18520.00 | 18290.00 | 18600.00 | 18840.00 | 18220.00 | 360.00 | 300.00 | 275.00 | 300.00 |
| 2021-08-03 | 19380.00 | 18715.00 | 19500.00 | 18580.00 | 19075.00 | 18400.00 | 19155.00 | 18255.00 | 305.00 | 315.00 | 345.00 | 325.00 |
| 2021-08-02 | 20090.00 | 19390.00 | 20180.00 | 19215.00 | 19690.00 | 19060.00 | 19845.00 | 18885.00 | 400.00 | 330.00 | 335.00 | 330.00 |
| 2021-07-30 | 19850.00 | 19995.00 | 20065.00 | 19700.00 | 19840.00 | 20810.00 | 20820.00 | 19825.00 | 10.00 | -815.00 | -755.00 | -125.00 |
| 2021-07-29 | 19235.00 | 19755.00 | 19765.00 | 19130.00 | 19260.00 | 19840.00 | 19850.00 | 19235.00 | -25.00 | -85.00 | -85.00 | -105.00 |
| 2021-07-28 | 19200.00 | 19120.00 | 19540.00 | 18770.00 | 19100.00 | 19235.00 | 19650.00 | 18900.00 | 100.00 | -115.00 | -110.00 | -130.00 |
| 2021-07-27 | 19540.00 | 19190.00 | 20020.00 | 19050.00 | 19480.00 | 19045.00 | 19870.00 | 18925.00 | 60.00 | 145.00 | 150.00 | 125.00 |
| 2021-07-26 | 19335.00 | 19540.00 | 19755.00 | 19225.00 | 19210.00 | 19435.00 | 19660.00 | 19125.00 | 125.00 | 105.00 | 95.00 | 100.00 |
| 2021-07-23 | 18755.00 | 19320.00 | 19400.00 | 18715.00 | 18450.00 | 19195.00 | 19245.00 | 18450.00 | 305.00 | 125.00 | 155.00 | 265.00 |
| 2021-07-22 | 18375.00 | 18575.00 | 18740.00 | 18295.00 | 18220.00 | 18410.00 | 18545.00 | 18105.00 | 155.00 | 165.00 | 195.00 | 190.00 |
| 2021-07-21 | 18490.00 | 18375.00 | 18760.00 | 18270.00 | 18370.00 | 18225.00 | 18570.00 | 18100.00 | 120.00 | 150.00 | 190.00 | 170.00 |
| 2021-07-20 | 18620.00 | 18490.00 | 18620.00 | 18105.00 | 18390.00 | 18315.00 | 18430.00 | 17875.00 | 230.00 | 175.00 | 190.00 | 230.00 |
| 2021-07-19 | 18740.00 | 18705.00 | 19045.00 | 18520.00 | 18525.00 | 18470.00 | 18790.00 | 18305.00 | 215.00 | 235.00 | 255.00 | 215.00 |
| 2021-07-16 | 18150.00 | 18740.00 | 19175.00 | 18140.00 | 17960.00 | 18480.00 | 18950.00 | 17915.00 | 190.00 | 260.00 | 225.00 | 225.00 |
| 2021-07-15 | 17960.00 | 18150.00 | 18240.00 | 17760.00 | 17750.00 | 17910.00 | 17990.00 | 17540.00 | 210.00 | 240.00 | 250.00 | 220.00 |
| 2021-07-14 | 17350.00 | 17890.00 | 17965.00 | 17300.00 | 17190.00 | 17635.00 | 17700.00 | 17085.00 | 160.00 | 255.00 | 265.00 | 215.00 |
| 2021-07-13 | 17305.00 | 17400.00 | 17470.00 | 17110.00 | 17060.00 | 17175.00 | 17225.00 | 16865.00 | 245.00 | 225.00 | 245.00 | 245.00 |
| 2021-07-12 | 17385.00 | 17305.00 | 17495.00 | 17150.00 | 17100.00 | 17040.00 | 17200.00 | 16920.00 | 285.00 | 265.00 | 295.00 | 230.00 |
| 2021-07-09 | 17135.00 | 17360.00 | 17375.00 | 17050.00 | 16900.00 | 17055.00 | 17055.00 | 16770.00 | 235.00 | 305.00 | 320.00 | 280.00 |
| 2021-07-08 | 16825.00 | 17135.00 | 17275.00 | 16825.00 | 16550.00 | 16855.00 | 17000.00 | 16550.00 | 275.00 | 280.00 | 275.00 | 275.00 |
| 2021-07-07 | 16850.00 | 16825.00 | 16895.00 | 16560.00 | 16650.00 | 16570.00 | 16650.00 | 16305.00 | 200.00 | 255.00 | 245.00 | 255.00 |
| 2021-07-06 | 16685.00 | 16880.00 | 16970.00 | 16585.00 | 16250.00 | 16585.00 | 16660.00 | 16250.00 | 435.00 | 295.00 | 310.00 | 335.00 |
| 2021-07-05 | 16350.00 | 16665.00 | 16750.00 | 16350.00 | 16160.00 | 16365.00 | 16450.00 | 16085.00 | 190.00 | 300.00 | 300.00 | 265.00 |
| 2021-07-02 | 16635.00 | 16330.00 | 16700.00 | 16310.00 | 16350.00 | 16060.00 | 16420.00 | 16030.00 | 285.00 | 270.00 | 280.00 | 280.00 |
| 2021-07-01 | 16830.00 | 16550.00 | 16990.00 | 16505.00 | 16545.00 | 16300.00 | 16720.00 | 16270.00 | 285.00 | 250.00 | 270.00 | 235.00 |
| 2021-06-30 | 16650.00 | 16830.00 | 16840.00 | 16610.00 | 16320.00 | 16560.00 | 16580.00 | 16320.00 | 330.00 | 270.00 | 260.00 | 290.00 |
| 2021-06-29 | 16550.00 | 16555.00 | 16710.00 | 16445.00 | 16395.00 | 16325.00 | 16500.00 | 16225.00 | 155.00 | 230.00 | 210.00 | 220.00 |
| 2021-06-28 | 16750.00 | 16645.00 | 16945.00 | 16515.00 | 16540.00 | 16445.00 | 16720.00 | 16305.00 | 210.00 | 200.00 | 225.00 | 210.00 |
| 2021-06-25 | 16700.00 | 16750.00 | 16925.00 | 16615.00 | 16500.00 | 16515.00 | 16700.00 | 16395.00 | 200.00 | 235.00 | 225.00 | 220.00 |
| 2021-06-24 | 16495.00 | 16615.00 | 16635.00 | 16320.00 | 16460.00 | 16700.00 | 16730.00 | 16430.00 | 35.00 | -85.00 | -95.00 | -110.00 |
| 2021-06-23 | 16270.00 | 16365.00 | 16540.00 | 16215.00 | 16345.00 | 16460.00 | 16635.00 | 16145.00 | -75.00 | -95.00 | -95.00 | 70.00 |
| 2021-06-22 | 16140.00 | 16435.00 | 17215.00 | 16035.00 | 15815.00 | 16230.00 | 16375.00 | 15800.00 | 325.00 | 205.00 | 840.00 | 235.00 |
| 2021-06-21 | 16175.00 | 16080.00 | 16280.00 | 15975.00 | 15910.00 | 15815.00 | 15995.00 | 15710.00 | 265.00 | 265.00 | 285.00 | 265.00 |
| 2021-06-18 | 16040.00 | 16155.00 | 16350.00 | 16010.00 | 15780.00 | 15910.00 | 16100.00 | 15780.00 | 260.00 | 245.00 | 250.00 | 230.00 |
| 2021-06-17 | 16100.00 | 16160.00 | 16250.00 | 15940.00 | 15845.00 | 15895.00 | 16000.00 | 15700.00 | 255.00 | 265.00 | 250.00 | 240.00 |
| 2021-06-16 | 16275.00 | 16075.00 | 16450.00 | 16050.00 | 16135.00 | 15845.00 | 16245.00 | 15800.00 | 140.00 | 230.00 | 205.00 | 250.00 |
| 2021-06-15 | 16500.00 | 16390.00 | 16585.00 | 16135.00 | 16395.00 | 16180.00 | 16415.00 | 15900.00 | 105.00 | 210.00 | 170.00 | 235.00 |
| 2021-06-11 | 15950.00 | 16585.00 | 16600.00 | 15875.00 | 15700.00 | 16395.00 | 16395.00 | 15680.00 | 250.00 | 190.00 | 205.00 | 195.00 |
| 2021-06-10 | 15915.00 | 15905.00 | 15980.00 | 15755.00 | 15700.00 | 15700.00 | 15825.00 | 15620.00 | 215.00 | 205.00 | 155.00 | 135.00 |
| 2021-06-09 | 15460.00 | 15810.00 | 15855.00 | 15460.00 | 15300.00 | 15680.00 | 15710.00 | 15300.00 | 160.00 | 130.00 | 145.00 | 160.00 |
| 2021-06-08 | 15560.00 | 15460.00 | 15605.00 | 15435.00 | 15310.00 | 15300.00 | 15420.00 | 15260.00 | 250.00 | 160.00 | 185.00 | 175.00 |
| 2021-06-07 | 15600.00 | 15530.00 | 15860.00 | 15465.00 | 15355.00 | 15355.00 | 15650.00 | 15280.00 | 245.00 | 175.00 | 210.00 | 185.00 |
| 2021-06-04 | 15950.00 | 15535.00 | 15990.00 | 15535.00 | 15690.00 | 15320.00 | 15715.00 | 15320.00 | 260.00 | 215.00 | 275.00 | 215.00 |
| 2021-06-03 | 16110.00 | 16090.00 | 16330.00 | 15950.00 | 15860.00 | 15810.00 | 16035.00 | 15680.00 | 250.00 | 280.00 | 295.00 | 270.00 |
| 2021-06-02 | 16150.00 | 16125.00 | 16230.00 | 15900.00 | 15840.00 | 15855.00 | 15935.00 | 15575.00 | 310.00 | 270.00 | 295.00 | 325.00 |
| 2021-06-01 | 15750.00 | 16165.00 | 16245.00 | 15645.00 | 15410.00 | 15860.00 | 15895.00 | 15310.00 | 340.00 | 305.00 | 350.00 | 335.00 |
| 2021-05-31 | 15435.00 | 15750.00 | 15840.00 | 15400.00 | 15130.00 | 15390.00 | 15520.00 | 15070.00 | 305.00 | 360.00 | 320.00 | 330.00 |
| 2021-05-28 | 15125.00 | 15495.00 | 15530.00 | 15095.00 | 14860.00 | 15170.00 | 15175.00 | 14855.00 | 265.00 | 325.00 | 355.00 | 240.00 |