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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020-12-24 | 13360.00 | 13385.00 | 13470.00 | 13280.00 | 13375.00 | 13440.00 | 13520.00 | 13360.00 | -15.00 | -55.00 | -50.00 | -80.00 |
| 2020-12-23 | 13320.00 | 13305.00 | 13410.00 | 13090.00 | 13500.00 | 13360.00 | 13500.00 | 13175.00 | -180.00 | -55.00 | -90.00 | -85.00 |
| 2020-12-22 | 13895.00 | 13300.00 | 13960.00 | 13260.00 | 13915.00 | 13400.00 | 13950.00 | 13360.00 | -20.00 | -100.00 | 10.00 | -100.00 |
| 2020-12-21 | 13960.00 | 13995.00 | 14095.00 | 13730.00 | 13950.00 | 14000.00 | 14065.00 | 13660.00 | 10.00 | -5.00 | 30.00 | 70.00 |
| 2020-12-18 | 13920.00 | 13965.00 | 13995.00 | 13765.00 | 13875.00 | 13950.00 | 13970.00 | 13770.00 | 45.00 | 15.00 | 25.00 | -5.00 |
| 2020-12-17 | 13785.00 | 13885.00 | 13905.00 | 13770.00 | 13755.00 | 13855.00 | 13875.00 | 13750.00 | 30.00 | 30.00 | 30.00 | 20.00 |
| 2020-12-16 | 14075.00 | 13785.00 | 14190.00 | 13705.00 | 14005.00 | 13755.00 | 14130.00 | 13680.00 | 70.00 | 30.00 | 60.00 | 25.00 |
| 2020-12-15 | 14190.00 | 14055.00 | 14315.00 | 13955.00 | 14100.00 | 13990.00 | 14220.00 | 13885.00 | 90.00 | 65.00 | 95.00 | 70.00 |
| 2020-12-14 | 13920.00 | 14135.00 | 14365.00 | 13815.00 | 13855.00 | 14065.00 | 14265.00 | 13765.00 | 65.00 | 70.00 | 100.00 | 50.00 |
| 2020-12-11 | 13485.00 | 13930.00 | 14165.00 | 13485.00 | 13500.00 | 13855.00 | 14105.00 | 13465.00 | -15.00 | 75.00 | 60.00 | 20.00 |
| 2020-12-10 | 13525.00 | 13460.00 | 13695.00 | 13420.00 | 13480.00 | 13435.00 | 13625.00 | 13375.00 | 45.00 | 25.00 | 70.00 | 45.00 |
| 2020-12-09 | 13430.00 | 13525.00 | 13585.00 | 13410.00 | 13435.00 | 13475.00 | 13525.00 | 13375.00 | -5.00 | 50.00 | 60.00 | 35.00 |
| 2020-12-08 | 13490.00 | 13460.00 | 13615.00 | 13400.00 | 13425.00 | 13425.00 | 13550.00 | 13370.00 | 65.00 | 35.00 | 65.00 | 30.00 |
| 2020-12-07 | 13350.00 | 13505.00 | 13535.00 | 13320.00 | 13325.00 | 13465.00 | 13490.00 | 13305.00 | 25.00 | 40.00 | 45.00 | 15.00 |
| 2020-12-04 | 13380.00 | 13320.00 | 13380.00 | 13225.00 | 13300.00 | 13295.00 | 13360.00 | 13215.00 | 80.00 | 25.00 | 20.00 | 10.00 |
| 2020-12-03 | 13325.00 | 13330.00 | 13505.00 | 13265.00 | 13270.00 | 13280.00 | 13405.00 | 13215.00 | 55.00 | 50.00 | 100.00 | 50.00 |
| 2020-12-02 | 13300.00 | 13375.00 | 13410.00 | 13255.00 | 13250.00 | 13305.00 | 13340.00 | 13210.00 | 50.00 | 70.00 | 70.00 | 45.00 |
| 2020-12-01 | 13345.00 | 13265.00 | 13355.00 | 13030.00 | 13290.00 | 13225.00 | 13305.00 | 13030.00 | 55.00 | 40.00 | 50.00 | 0.00 |
| 2020-11-30 | 13380.00 | 13315.00 | 13465.00 | 13265.00 | 13355.00 | 13315.00 | 13450.00 | 13110.00 | 25.00 | 0.00 | 15.00 | 155.00 |
| 2020-11-27 | 13230.00 | 13355.00 | 13460.00 | 13160.00 | 13200.00 | 13370.00 | 13420.00 | 13180.00 | 30.00 | -15.00 | 40.00 | -20.00 |
| 2020-11-26 | 13250.00 | 13180.00 | 13295.00 | 13125.00 | 13160.00 | 13185.00 | 13265.00 | 13150.00 | 90.00 | -5.00 | 30.00 | -25.00 |
| 2020-11-25 | 13360.00 | 13270.00 | 13590.00 | 13055.00 | 13300.00 | 13220.00 | 13430.00 | 13105.00 | 60.00 | 50.00 | 160.00 | -50.00 |
| 2020-11-24 | 13345.00 | 13405.00 | 13420.00 | 13205.00 | 13300.00 | 13370.00 | 13395.00 | 13180.00 | 45.00 | 35.00 | 25.00 | 25.00 |
| 2020-11-23 | 13150.00 | 13365.00 | 13435.00 | 13150.00 | 13200.00 | 13310.00 | 13350.00 | 13170.00 | -50.00 | 55.00 | 85.00 | -20.00 |
| 2020-11-20 | 13190.00 | 13170.00 | 13265.00 | 13120.00 | 13165.00 | 13180.00 | 13250.00 | 13120.00 | 25.00 | -10.00 | 15.00 | 0.00 |
| 2020-11-19 | 13030.00 | 13145.00 | 13210.00 | 12860.00 | 13010.00 | 13150.00 | 13220.00 | 12875.00 | 20.00 | -5.00 | -10.00 | -15.00 |
| 2020-11-18 | 13025.00 | 13040.00 | 13110.00 | 12955.00 | 13015.00 | 13030.00 | 13105.00 | 12955.00 | 10.00 | 10.00 | 5.00 | 0.00 |
| 2020-11-17 | 13280.00 | 12995.00 | 13310.00 | 12950.00 | 13290.00 | 12990.00 | 13310.00 | 12970.00 | -10.00 | 5.00 | 0.00 | -20.00 |
| 2020-11-16 | 13560.00 | 13305.00 | 13700.00 | 13260.00 | 13590.00 | 13290.00 | 13715.00 | 13280.00 | -30.00 | 15.00 | -15.00 | -20.00 |
| 2020-11-13 | 13510.00 | 13550.00 | 13630.00 | 13480.00 | 13500.00 | 13555.00 | 13650.00 | 13500.00 | 10.00 | -5.00 | -20.00 | -20.00 |
| 2020-11-12 | 13660.00 | 13490.00 | 13675.00 | 13460.00 | 13655.00 | 13515.00 | 13685.00 | 13500.00 | 5.00 | -25.00 | -10.00 | -40.00 |
| 2020-11-11 | 13760.00 | 13675.00 | 13795.00 | 13620.00 | 13860.00 | 13705.00 | 13860.00 | 13655.00 | -100.00 | -30.00 | -65.00 | -35.00 |
| 2020-11-10 | 14010.00 | 13785.00 | 14055.00 | 13750.00 | 14075.00 | 13820.00 | 14075.00 | 13760.00 | -65.00 | -35.00 | -20.00 | -10.00 |
| 2020-11-09 | 13875.00 | 13980.00 | 14070.00 | 13560.00 | 13825.00 | 13945.00 | 14000.00 | 13530.00 | 50.00 | 35.00 | 70.00 | 30.00 |
| 2020-11-06 | 13895.00 | 13855.00 | 14000.00 | 13760.00 | 13850.00 | 13800.00 | 13995.00 | 13735.00 | 45.00 | 55.00 | 5.00 | 25.00 |
| 2020-11-05 | 13900.00 | 13830.00 | 13950.00 | 13720.00 | 13870.00 | 13810.00 | 13925.00 | 13690.00 | 30.00 | 20.00 | 25.00 | 30.00 |
| 2020-11-04 | 13875.00 | 13855.00 | 14040.00 | 13700.00 | 13865.00 | 13835.00 | 14000.00 | 13685.00 | 10.00 | 20.00 | 40.00 | 15.00 |
| 2020-11-03 | 13805.00 | 13865.00 | 13925.00 | 13750.00 | 13800.00 | 13810.00 | 13900.00 | 13710.00 | 5.00 | 55.00 | 25.00 | 40.00 |
| 2020-11-02 | 14110.00 | 13805.00 | 14200.00 | 13805.00 | 14095.00 | 13800.00 | 14165.00 | 13800.00 | 15.00 | 5.00 | 35.00 | 5.00 |
| 2020-10-30 | 14270.00 | 14115.00 | 14400.00 | 14115.00 | 14255.00 | 14100.00 | 14340.00 | 14095.00 | 15.00 | 15.00 | 60.00 | 20.00 |
| 2020-10-29 | 14690.00 | 14345.00 | 14695.00 | 14310.00 | 14595.00 | 14300.00 | 14625.00 | 14250.00 | 95.00 | 45.00 | 70.00 | 60.00 |
| 2020-10-28 | 14290.00 | 14775.00 | 14925.00 | 14110.00 | 14215.00 | 14680.00 | 14850.00 | 14040.00 | 75.00 | 95.00 | 75.00 | 70.00 |
| 2020-10-27 | 14200.00 | 14210.00 | 14305.00 | 14090.00 | 14245.00 | 14290.00 | 14300.00 | 14190.00 | -45.00 | -80.00 | 5.00 | -100.00 |
| 2020-10-26 | 14565.00 | 14250.00 | 14570.00 | 14225.00 | 14385.00 | 14235.00 | 14435.00 | 14200.00 | 180.00 | 15.00 | 135.00 | 25.00 |
| 2020-10-23 | 14530.00 | 14535.00 | 14675.00 | 14465.00 | 14420.00 | 14440.00 | 14545.00 | 14355.00 | 110.00 | 95.00 | 130.00 | 110.00 |
| 2020-10-22 | 14665.00 | 14515.00 | 14795.00 | 14465.00 | 14680.00 | 14465.00 | 14715.00 | 14400.00 | -15.00 | 50.00 | 80.00 | 65.00 |
| 2020-10-21 | 14585.00 | 14695.00 | 14710.00 | 14510.00 | 14520.00 | 14640.00 | 14650.00 | 14460.00 | 65.00 | 55.00 | 60.00 | 50.00 |
| 2020-10-20 | 14515.00 | 14505.00 | 14555.00 | 14390.00 | 14520.00 | 14430.00 | 14535.00 | 14375.00 | -5.00 | 75.00 | 20.00 | 15.00 |
| 2020-10-19 | 14485.00 | 14495.00 | 14785.00 | 14455.00 | 14540.00 | 14505.00 | 14750.00 | 14455.00 | -55.00 | -10.00 | 35.00 | 0.00 |
| 2020-10-16 | 14350.00 | 14460.00 | 14480.00 | 14225.00 | 14380.00 | 14460.00 | 14470.00 | 14225.00 | -30.00 | 0.00 | 10.00 | 0.00 |
| 2020-10-15 | 14405.00 | 14340.00 | 14570.00 | 14270.00 | 14430.00 | 14335.00 | 14535.00 | 14255.00 | -25.00 | 5.00 | 35.00 | 15.00 |
| 2020-10-14 | 14400.00 | 14380.00 | 14430.00 | 14170.00 | 14380.00 | 14375.00 | 14400.00 | 14170.00 | 20.00 | 5.00 | 30.00 | 0.00 |
| 2020-10-13 | 14515.00 | 14375.00 | 14515.00 | 14255.00 | 14520.00 | 14320.00 | 14540.00 | 14235.00 | -5.00 | 55.00 | -25.00 | 20.00 |
| 2020-10-12 | 14550.00 | 14515.00 | 14725.00 | 14400.00 | 14690.00 | 14485.00 | 14820.00 | 14405.00 | -140.00 | 30.00 | -95.00 | -5.00 |
| 2020-10-09 | 14305.00 | 14690.00 | 14700.00 | 14200.00 | 14245.00 | 14540.00 | 14540.00 | 14160.00 | 60.00 | 150.00 | 160.00 | 40.00 |
| 2020-09-30 | 14310.00 | 14180.00 | 14385.00 | 14035.00 | 14150.00 | 14065.00 | 14245.00 | 13935.00 | 160.00 | 115.00 | 140.00 | 100.00 |
| 2020-09-29 | 14455.00 | 14330.00 | 14455.00 | 14155.00 | 14300.00 | 14165.00 | 14310.00 | 14070.00 | 155.00 | 165.00 | 145.00 | 85.00 |
| 2020-09-28 | 14365.00 | 14380.00 | 14520.00 | 14285.00 | 14200.00 | 14220.00 | 14400.00 | 14185.00 | 165.00 | 160.00 | 120.00 | 100.00 |
| 2020-09-25 | 14240.00 | 14330.00 | 14445.00 | 14180.00 | 14175.00 | 14280.00 | 14425.00 | 14155.00 | 65.00 | 50.00 | 20.00 | 25.00 |
| 2020-09-24 | 13940.00 | 14260.00 | 14345.00 | 13930.00 | 13980.00 | 14250.00 | 14350.00 | 13905.00 | -40.00 | 10.00 | -5.00 | 25.00 |
| 2020-09-23 | 13950.00 | 14000.00 | 14070.00 | 13845.00 | 14000.00 | 14030.00 | 14090.00 | 13880.00 | -50.00 | -30.00 | -20.00 | -35.00 |
| 2020-09-22 | 14000.00 | 13925.00 | 14120.00 | 13805.00 | 14025.00 | 13990.00 | 14135.00 | 13870.00 | -25.00 | -65.00 | -15.00 | -65.00 |
| 2020-09-21 | 14050.00 | 14000.00 | 14145.00 | 13905.00 | 14110.00 | 14040.00 | 14175.00 | 13945.00 | -60.00 | -40.00 | -30.00 | -40.00 |
| 2020-09-18 | 13930.00 | 14125.00 | 14190.00 | 13860.00 | 13995.00 | 14150.00 | 14220.00 | 13905.00 | -65.00 | -25.00 | -30.00 | -45.00 |
| 2020-09-17 | 14110.00 | 14005.00 | 14150.00 | 13920.00 | 14130.00 | 14040.00 | 14165.00 | 13960.00 | -20.00 | -35.00 | -15.00 | -40.00 |
| 2020-09-16 | 14420.00 | 14110.00 | 14445.00 | 13950.00 | 14410.00 | 14140.00 | 14440.00 | 14005.00 | 10.00 | -30.00 | 5.00 | -55.00 |
| 2020-09-15 | 14460.00 | 14400.00 | 14500.00 | 14390.00 | 14455.00 | 14405.00 | 14500.00 | 14390.00 | 5.00 | -5.00 | 0.00 | 0.00 |
| 2020-09-14 | 14215.00 | 14450.00 | 14520.00 | 14195.00 | 14275.00 | 14455.00 | 14485.00 | 14190.00 | -60.00 | -5.00 | 35.00 | 5.00 |
| 2020-09-11 | 14150.00 | 14215.00 | 14305.00 | 14095.00 | 14175.00 | 14190.00 | 14310.00 | 14110.00 | -25.00 | 25.00 | -5.00 | -15.00 |
| 2020-09-10 | 14200.00 | 14125.00 | 14435.00 | 14050.00 | 14300.00 | 14125.00 | 14440.00 | 14075.00 | -100.00 | 0.00 | -5.00 | -25.00 |
| 2020-09-09 | 14730.00 | 14190.00 | 14780.00 | 13995.00 | 14825.00 | 14225.00 | 14825.00 | 14200.00 | -95.00 | -35.00 | -45.00 | -205.00 |
| 2020-09-08 | 14805.00 | 14880.00 | 14890.00 | 14730.00 | 14855.00 | 14900.00 | 14900.00 | 14750.00 | -50.00 | -20.00 | -10.00 | -20.00 |
| 2020-09-07 | 14810.00 | 14805.00 | 14950.00 | 14695.00 | 14825.00 | 14805.00 | 14950.00 | 14710.00 | -15.00 | 0.00 | 0.00 | -15.00 |
| 2020-09-04 | 14900.00 | 14775.00 | 14965.00 | 14770.00 | 14855.00 | 14775.00 | 14970.00 | 14760.00 | 45.00 | 0.00 | -5.00 | 10.00 |
| 2020-09-03 | 15280.00 | 14935.00 | 15470.00 | 14905.00 | 15225.00 | 14935.00 | 15440.00 | 14910.00 | 55.00 | 0.00 | 30.00 | -5.00 |
| 2020-09-02 | 15230.00 | 15235.00 | 15360.00 | 15200.00 | 15265.00 | 15235.00 | 15335.00 | 15190.00 | -35.00 | 0.00 | 25.00 | 10.00 |
| 2020-09-01 | 15300.00 | 15275.00 | 15350.00 | 15095.00 | 15270.00 | 15220.00 | 15290.00 | 15055.00 | 30.00 | 55.00 | 60.00 | 40.00 |
| 2020-08-31 | 15250.00 | 15320.00 | 15425.00 | 15180.00 | 15120.00 | 15270.00 | 15315.00 | 15120.00 | 130.00 | 50.00 | 110.00 | 60.00 |
| 2020-08-28 | 15120.00 | 15195.00 | 15210.00 | 15030.00 | 15015.00 | 15155.00 | 15170.00 | 14950.00 | 105.00 | 40.00 | 40.00 | 80.00 |
| 2020-08-27 | 15180.00 | 15090.00 | 15225.00 | 15035.00 | 15250.00 | 15110.00 | 15250.00 | 15065.00 | -70.00 | -20.00 | -25.00 | -30.00 |
| 2020-08-26 | 14955.00 | 15165.00 | 15200.00 | 14900.00 | 14900.00 | 15195.00 | 15210.00 | 14900.00 | 55.00 | -30.00 | -10.00 | 0.00 |
| 2020-08-25 | 14970.00 | 14955.00 | 15085.00 | 14905.00 | 15000.00 | 14955.00 | 15105.00 | 14930.00 | -30.00 | 0.00 | -20.00 | -25.00 |
| 2020-08-24 | 14695.00 | 14970.00 | 15085.00 | 14630.00 | 14650.00 | 14975.00 | 15005.00 | 14620.00 | 45.00 | -5.00 | 80.00 | 10.00 |
| 2020-08-21 | 14890.00 | 14705.00 | 14945.00 | 14680.00 | 14855.00 | 14680.00 | 14950.00 | 14660.00 | 35.00 | 25.00 | -5.00 | 20.00 |
| 2020-08-20 | 14820.00 | 14890.00 | 14915.00 | 14660.00 | 14730.00 | 14835.00 | 14835.00 | 14630.00 | 90.00 | 55.00 | 80.00 | 30.00 |
| 2020-08-19 | 15090.00 | 14755.00 | 15105.00 | 14685.00 | 14965.00 | 14690.00 | 15015.00 | 14600.00 | 125.00 | 65.00 | 90.00 | 85.00 |
| 2020-08-18 | 14930.00 | 15015.00 | 15130.00 | 14800.00 | 14850.00 | 14900.00 | 15055.00 | 14710.00 | 80.00 | 115.00 | 75.00 | 90.00 |
| 2020-08-17 | 14380.00 | 14905.00 | 14925.00 | 14360.00 | 14460.00 | 14825.00 | 14840.00 | 14385.00 | -80.00 | 80.00 | 85.00 | -25.00 |
| 2020-08-14 | 14130.00 | 14380.00 | 14425.00 | 13920.00 | 14080.00 | 14365.00 | 14380.00 | 13940.00 | 50.00 | 15.00 | 45.00 | -20.00 |
| 2020-08-13 | 14130.00 | 14135.00 | 14280.00 | 14060.00 | 14040.00 | 14110.00 | 14230.00 | 14040.00 | 90.00 | 25.00 | 50.00 | 20.00 |
| 2020-08-12 | 13980.00 | 14060.00 | 14085.00 | 13920.00 | 13935.00 | 14030.00 | 14060.00 | 13890.00 | 45.00 | 30.00 | 25.00 | 30.00 |
| 2020-08-11 | 14205.00 | 13975.00 | 14280.00 | 13950.00 | 14165.00 | 13915.00 | 14215.00 | 13915.00 | 40.00 | 60.00 | 65.00 | 35.00 |
| 2020-08-10 | 14430.00 | 14175.00 | 14430.00 | 14110.00 | 14305.00 | 14115.00 | 14325.00 | 14060.00 | 125.00 | 60.00 | 105.00 | 50.00 |
| 2020-08-07 | 14435.00 | 14385.00 | 14565.00 | 14275.00 | 14360.00 | 14300.00 | 14480.00 | 14190.00 | 75.00 | 85.00 | 85.00 | 85.00 |
| 2020-08-06 | 14500.00 | 14430.00 | 14795.00 | 14400.00 | 14350.00 | 14340.00 | 14695.00 | 14325.00 | 150.00 | 90.00 | 100.00 | 75.00 |
| 2020-08-05 | 14155.00 | 14460.00 | 14500.00 | 14085.00 | 14230.00 | 14500.00 | 14520.00 | 14160.00 | -75.00 | -40.00 | -20.00 | -75.00 |
| 2020-08-04 | 13940.00 | 14155.00 | 14190.00 | 13860.00 | 14050.00 | 14235.00 | 14245.00 | 13700.00 | -110.00 | -80.00 | -55.00 | 160.00 |
| 2020-08-03 | 14075.00 | 13995.00 | 14125.00 | 13850.00 | 14000.00 | 13895.00 | 14045.00 | 13775.00 | 75.00 | 100.00 | 80.00 | 75.00 |
| 2020-07-31 | 13840.00 | 14075.00 | 14075.00 | 13710.00 | 13815.00 | 13995.00 | 13995.00 | 13595.00 | 25.00 | 80.00 | 80.00 | 115.00 |
| 2020-07-30 | 13735.00 | 13905.00 | 13960.00 | 13680.00 | 13650.00 | 13825.00 | 13850.00 | 13570.00 | 85.00 | 80.00 | 110.00 | 110.00 |