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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020-07-29 | 13710.00 | 13760.00 | 13835.00 | 13600.00 | 13680.00 | 13650.00 | 13710.00 | 13500.00 | 30.00 | 110.00 | 125.00 | 100.00 |
| 2020-07-28 | 13720.00 | 13785.00 | 13850.00 | 13675.00 | 13570.00 | 13680.00 | 13720.00 | 13565.00 | 150.00 | 105.00 | 130.00 | 110.00 |
| 2020-07-27 | 13700.00 | 13720.00 | 13965.00 | 13640.00 | 13555.00 | 13570.00 | 13775.00 | 13540.00 | 145.00 | 150.00 | 190.00 | 100.00 |
| 2020-07-24 | 13510.00 | 13690.00 | 13740.00 | 13510.00 | 13480.00 | 13520.00 | 13615.00 | 13385.00 | 30.00 | 170.00 | 125.00 | 125.00 |
| 2020-07-23 | 13505.00 | 13470.00 | 13545.00 | 13355.00 | 13375.00 | 13350.00 | 13400.00 | 13260.00 | 130.00 | 120.00 | 145.00 | 95.00 |
| 2020-07-22 | 13505.00 | 13580.00 | 13695.00 | 13505.00 | 13410.00 | 13485.00 | 13550.00 | 13390.00 | 95.00 | 95.00 | 145.00 | 115.00 |
| 2020-07-21 | 13470.00 | 13505.00 | 13580.00 | 13385.00 | 13240.00 | 13265.00 | 13330.00 | 13165.00 | 230.00 | 240.00 | 250.00 | 220.00 |
| 2020-07-20 | 13405.00 | 13420.00 | 13440.00 | 13310.00 | 13135.00 | 13210.00 | 13210.00 | 13070.00 | 270.00 | 210.00 | 230.00 | 240.00 |
| 2020-07-17 | 13480.00 | 13450.00 | 13490.00 | 13400.00 | 13300.00 | 13330.00 | 13370.00 | 13280.00 | 180.00 | 120.00 | 120.00 | 120.00 |
| 2020-07-16 | 13555.00 | 13405.00 | 13610.00 | 13340.00 | 13305.00 | 13195.00 | 13345.00 | 13110.00 | 250.00 | 210.00 | 265.00 | 230.00 |
| 2020-07-15 | 13580.00 | 13555.00 | 13655.00 | 13550.00 | 13435.00 | 13425.00 | 13535.00 | 13395.00 | 145.00 | 130.00 | 120.00 | 155.00 |
| 2020-07-14 | 13645.00 | 13590.00 | 13790.00 | 13540.00 | 13675.00 | 13620.00 | 13825.00 | 13600.00 | -30.00 | -30.00 | -35.00 | -60.00 |
| 2020-07-13 | 13425.00 | 13665.00 | 13700.00 | 13410.00 | 13590.00 | 13705.00 | 13815.00 | 13540.00 | -165.00 | -40.00 | -115.00 | -130.00 |
| 2020-07-10 | 13545.00 | 13405.00 | 13630.00 | 13295.00 | 13585.00 | 13565.00 | 13655.00 | 13380.00 | -40.00 | -160.00 | -25.00 | -85.00 |
| 2020-07-09 | 13460.00 | 13545.00 | 13575.00 | 13455.00 | 13595.00 | 13585.00 | 13605.00 | 13380.00 | -135.00 | -40.00 | -30.00 | 75.00 |
| 2020-07-08 | 13450.00 | 13520.00 | 13680.00 | 13385.00 | 13530.00 | 13525.00 | 13725.00 | 13420.00 | -80.00 | -5.00 | -45.00 | -35.00 |
| 2020-07-07 | 13350.00 | 13415.00 | 13530.00 | 13320.00 | 13325.00 | 13465.00 | 13600.00 | 13325.00 | 25.00 | -50.00 | -70.00 | -5.00 |
| 2020-07-06 | 13380.00 | 13325.00 | 13430.00 | 13240.00 | 13550.00 | 13380.00 | 13550.00 | 13290.00 | -170.00 | -55.00 | -120.00 | -50.00 |
| 2020-07-03 | 13175.00 | 13380.00 | 13470.00 | 13170.00 | 13355.00 | 13470.00 | 13600.00 | 13230.00 | -180.00 | -90.00 | -130.00 | -60.00 |
| 2020-07-02 | 13100.00 | 13355.00 | 13355.00 | 13090.00 | 12970.00 | 13210.00 | 13320.00 | 12950.00 | 130.00 | 145.00 | 35.00 | 140.00 |
| 2020-07-01 | 13140.00 | 13155.00 | 13175.00 | 13080.00 | 12935.00 | 12985.00 | 13000.00 | 12920.00 | 205.00 | 170.00 | 175.00 | 160.00 |
| 2020-06-30 | 13170.00 | 13105.00 | 13190.00 | 13030.00 | 12985.00 | 12935.00 | 13020.00 | 12900.00 | 185.00 | 170.00 | 170.00 | 130.00 |
| 2020-06-29 | 13180.00 | 13160.00 | 13235.00 | 13035.00 | 12950.00 | 12975.00 | 13055.00 | 12885.00 | 230.00 | 185.00 | 180.00 | 150.00 |
| 2020-06-24 | 13240.00 | 13150.00 | 13270.00 | 13000.00 | 13020.00 | 13010.00 | 13065.00 | 12830.00 | 220.00 | 140.00 | 205.00 | 170.00 |
| 2020-06-23 | 13280.00 | 13190.00 | 13310.00 | 13130.00 | 13045.00 | 12990.00 | 13105.00 | 12955.00 | 235.00 | 200.00 | 205.00 | 175.00 |
| 2020-06-22 | 13250.00 | 13205.00 | 13380.00 | 13075.00 | 13075.00 | 13020.00 | 13170.00 | 12925.00 | 175.00 | 185.00 | 210.00 | 150.00 |
| 2020-06-19 | 12745.00 | 13250.00 | 13290.00 | 12740.00 | 12640.00 | 13040.00 | 13100.00 | 12640.00 | 105.00 | 210.00 | 190.00 | 100.00 |
| 2020-06-18 | 12715.00 | 12745.00 | 12800.00 | 12660.00 | 12615.00 | 12655.00 | 12685.00 | 12550.00 | 100.00 | 90.00 | 115.00 | 110.00 |
| 2020-06-17 | 12720.00 | 12720.00 | 12805.00 | 12685.00 | 12675.00 | 12615.00 | 12735.00 | 12610.00 | 45.00 | 105.00 | 70.00 | 75.00 |
| 2020-06-16 | 12670.00 | 12745.00 | 12780.00 | 12595.00 | 12575.00 | 12650.00 | 12715.00 | 12550.00 | 95.00 | 95.00 | 65.00 | 45.00 |
| 2020-06-15 | 12740.00 | 12585.00 | 12870.00 | 12570.00 | 12750.00 | 12530.00 | 12820.00 | 12530.00 | -10.00 | 55.00 | 50.00 | 40.00 |
| 2020-06-12 | 12760.00 | 12765.00 | 12830.00 | 12665.00 | 12720.00 | 12750.00 | 12780.00 | 12615.00 | 40.00 | 15.00 | 50.00 | 50.00 |
| 2020-06-11 | 12900.00 | 12820.00 | 12950.00 | 12760.00 | 12940.00 | 12770.00 | 12985.00 | 12725.00 | -40.00 | 50.00 | -35.00 | 35.00 |
| 2020-06-10 | 12980.00 | 12910.00 | 12980.00 | 12845.00 | 12900.00 | 12855.00 | 12910.00 | 12800.00 | 80.00 | 55.00 | 70.00 | 45.00 |
| 2020-06-09 | 12950.00 | 12945.00 | 13055.00 | 12910.00 | 12915.00 | 12890.00 | 12995.00 | 12865.00 | 35.00 | 55.00 | 60.00 | 45.00 |
| 2020-06-08 | 12955.00 | 12990.00 | 13075.00 | 12910.00 | 12940.00 | 12940.00 | 13040.00 | 12865.00 | 15.00 | 50.00 | 35.00 | 45.00 |
| 2020-06-05 | 12840.00 | 12950.00 | 12975.00 | 12830.00 | 13100.00 | 13140.00 | 13160.00 | 13035.00 | -260.00 | -190.00 | -185.00 | -205.00 |
| 2020-06-04 | 13020.00 | 12840.00 | 13020.00 | 12825.00 | 13175.00 | 13035.00 | 13175.00 | 13015.00 | -155.00 | -195.00 | -155.00 | -190.00 |
| 2020-06-03 | 13100.00 | 13030.00 | 13165.00 | 12970.00 | 13190.00 | 13175.00 | 13275.00 | 13110.00 | -90.00 | -145.00 | -110.00 | -140.00 |
| 2020-06-02 | 13020.00 | 13045.00 | 13100.00 | 12980.00 | 13205.00 | 13175.00 | 13210.00 | 13100.00 | -185.00 | -130.00 | -110.00 | -120.00 |
| 2020-06-01 | 12990.00 | 13095.00 | 13130.00 | 12960.00 | 13065.00 | 13210.00 | 13235.00 | 13065.00 | -75.00 | -115.00 | -105.00 | -105.00 |
| 2020-05-29 | 12880.00 | 12955.00 | 13035.00 | 12880.00 | 13060.00 | 13060.00 | 13170.00 | 13025.00 | -180.00 | -105.00 | -135.00 | -145.00 |
| 2020-05-28 | 13050.00 | 13060.00 | 13150.00 | 13025.00 | 13120.00 | 12980.00 | 13120.00 | 12925.00 | -70.00 | 80.00 | 30.00 | 100.00 |
| 2020-05-27 | 13260.00 | 13140.00 | 13285.00 | 13010.00 | 13205.00 | 13000.00 | 13245.00 | 12945.00 | 55.00 | 140.00 | 40.00 | 65.00 |
| 2020-05-26 | 13295.00 | 13250.00 | 13350.00 | 13150.00 | 13170.00 | 13190.00 | 13335.00 | 13070.00 | 125.00 | 60.00 | 15.00 | 80.00 |
| 2020-05-25 | 13235.00 | 13255.00 | 13320.00 | 13110.00 | 12910.00 | 13170.00 | 13245.00 | 12910.00 | 325.00 | 85.00 | 75.00 | 200.00 |
| 2020-05-22 | 13600.00 | 13120.00 | 13650.00 | 13090.00 | 13510.00 | 13070.00 | 13560.00 | 13025.00 | 90.00 | 50.00 | 90.00 | 65.00 |
| 2020-05-21 | 13380.00 | 13635.00 | 13635.00 | 13230.00 | 13210.00 | 13480.00 | 13510.00 | 13170.00 | 170.00 | 155.00 | 125.00 | 60.00 |
| 2020-05-20 | 13485.00 | 13380.00 | 13525.00 | 13340.00 | 13430.00 | 13345.00 | 13440.00 | 13275.00 | 55.00 | 35.00 | 85.00 | 65.00 |
| 2020-05-19 | 13465.00 | 13455.00 | 13600.00 | 13380.00 | 13390.00 | 13365.00 | 13520.00 | 13305.00 | 75.00 | 90.00 | 80.00 | 75.00 |
| 2020-05-18 | 13310.00 | 13425.00 | 13510.00 | 13275.00 | 13300.00 | 13355.00 | 13425.00 | 13245.00 | 10.00 | 70.00 | 85.00 | 30.00 |
| 2020-05-15 | 13390.00 | 13340.00 | 13425.00 | 13260.00 | 13295.00 | 13285.00 | 13350.00 | 13205.00 | 95.00 | 55.00 | 75.00 | 55.00 |
| 2020-05-14 | 13500.00 | 13420.00 | 13550.00 | 13305.00 | 13495.00 | 13355.00 | 13495.00 | 13245.00 | 5.00 | 65.00 | 55.00 | 60.00 |
| 2020-05-13 | 13465.00 | 13505.00 | 13550.00 | 13320.00 | 13540.00 | 13590.00 | 13600.00 | 13410.00 | -75.00 | -85.00 | -50.00 | -90.00 |
| 2020-05-12 | 13670.00 | 13435.00 | 13720.00 | 13420.00 | 13570.00 | 13360.00 | 13620.00 | 13360.00 | 100.00 | 75.00 | 100.00 | 60.00 |
| 2020-05-11 | 13300.00 | 13675.00 | 13730.00 | 13200.00 | 13250.00 | 13680.00 | 13755.00 | 13250.00 | 50.00 | -5.00 | -25.00 | -50.00 |
| 2020-05-08 | 13240.00 | 13190.00 | 13245.00 | 13080.00 | 13210.00 | 13245.00 | 13300.00 | 13130.00 | 30.00 | -55.00 | -55.00 | -50.00 |
| 2020-05-07 | 13200.00 | 13115.00 | 13465.00 | 12930.00 | 13235.00 | 13155.00 | 13455.00 | 12955.00 | -35.00 | -40.00 | 10.00 | -25.00 |
| 2020-05-06 | 12840.00 | 13215.00 | 13245.00 | 12800.00 | 12975.00 | 13235.00 | 13285.00 | 12900.00 | -135.00 | -20.00 | -40.00 | -100.00 |
| 2020-04-30 | 12880.00 | 12860.00 | 12880.00 | 12770.00 | 12915.00 | 12990.00 | 12990.00 | 12840.00 | -35.00 | -130.00 | -110.00 | -70.00 |
| 2020-04-29 | 12885.00 | 12820.00 | 13035.00 | 12770.00 | 12865.00 | 12760.00 | 12960.00 | 12740.00 | 20.00 | 60.00 | 75.00 | 30.00 |
| 2020-04-28 | 12820.00 | 12885.00 | 12940.00 | 12510.00 | 12835.00 | 12845.00 | 12890.00 | 12620.00 | -15.00 | 40.00 | 50.00 | -110.00 |
| 2020-04-27 | 12980.00 | 12915.00 | 13040.00 | 12840.00 | 12885.00 | 12820.00 | 12970.00 | 12780.00 | 95.00 | 95.00 | 70.00 | 60.00 |
| 2020-04-24 | 12960.00 | 12940.00 | 13180.00 | 12830.00 | 12880.00 | 12850.00 | 13020.00 | 12770.00 | 80.00 | 90.00 | 160.00 | 60.00 |
| 2020-04-23 | 12995.00 | 13035.00 | 13170.00 | 12875.00 | 12835.00 | 12925.00 | 13035.00 | 12700.00 | 160.00 | 110.00 | 135.00 | 175.00 |
| 2020-04-22 | 13015.00 | 12950.00 | 13060.00 | 12840.00 | 12895.00 | 12795.00 | 12950.00 | 12760.00 | 120.00 | 155.00 | 110.00 | 80.00 |
| 2020-04-21 | 13300.00 | 13030.00 | 13520.00 | 12740.00 | 13190.00 | 12940.00 | 13320.00 | 12380.00 | 110.00 | 90.00 | 200.00 | 360.00 |
| 2020-04-20 | 12940.00 | 13320.00 | 13390.00 | 12895.00 | 12900.00 | 13195.00 | 13250.00 | 12865.00 | 40.00 | 125.00 | 140.00 | 30.00 |
| 2020-04-17 | 12780.00 | 12945.00 | 12960.00 | 12760.00 | 12745.00 | 12880.00 | 12895.00 | 12725.00 | 35.00 | 65.00 | 65.00 | 35.00 |
| 2020-04-16 | 12845.00 | 12695.00 | 12845.00 | 12670.00 | 12690.00 | 12655.00 | 12805.00 | 12650.00 | 155.00 | 40.00 | 40.00 | 20.00 |
| 2020-04-15 | 12820.00 | 12860.00 | 13225.00 | 12795.00 | 12840.00 | 12810.00 | 13100.00 | 12750.00 | -20.00 | 50.00 | 125.00 | 45.00 |
| 2020-04-14 | 12635.00 | 12805.00 | 12840.00 | 12550.00 | 12580.00 | 12800.00 | 12815.00 | 12515.00 | 55.00 | 5.00 | 25.00 | 35.00 |
| 2020-04-13 | 12395.00 | 12510.00 | 12695.00 | 12380.00 | 12360.00 | 12495.00 | 12635.00 | 12360.00 | 35.00 | 15.00 | 60.00 | 20.00 |
| 2020-04-10 | 12405.00 | 12455.00 | 12470.00 | 12270.00 | 12320.00 | 12435.00 | 12450.00 | 12250.00 | 85.00 | 20.00 | 20.00 | 20.00 |
| 2020-04-09 | 12245.00 | 12295.00 | 12320.00 | 12160.00 | 12180.00 | 12280.00 | 12310.00 | 12155.00 | 65.00 | 15.00 | 10.00 | 5.00 |
| 2020-04-08 | 12030.00 | 12205.00 | 12245.00 | 11980.00 | 12020.00 | 12170.00 | 12245.00 | 11980.00 | 10.00 | 35.00 | 0.00 | 0.00 |
| 2020-04-07 | 11985.00 | 12050.00 | 12190.00 | 11950.00 | 12225.00 | 12030.00 | 12225.00 | 11950.00 | -240.00 | 20.00 | -35.00 | 0.00 |
| 2020-04-03 | 12030.00 | 11915.00 | 12035.00 | 11910.00 | 12005.00 | 11925.00 | 12050.00 | 11910.00 | 25.00 | -10.00 | -15.00 | 0.00 |
| 2020-04-02 | 11935.00 | 11955.00 | 11995.00 | 11825.00 | 11920.00 | 11960.00 | 11980.00 | 11810.00 | 15.00 | -5.00 | 15.00 | 15.00 |
| 2020-04-01 | 11995.00 | 11985.00 | 12060.00 | 11930.00 | 12025.00 | 12000.00 | 12095.00 | 11925.00 | -30.00 | -15.00 | -35.00 | 5.00 |
| 2020-03-31 | 11890.00 | 11980.00 | 12045.00 | 11890.00 | 11925.00 | 11980.00 | 12025.00 | 11915.00 | -35.00 | 0.00 | 20.00 | -25.00 |
| 2020-03-30 | 12030.00 | 11880.00 | 12035.00 | 11820.00 | 12150.00 | 11885.00 | 12150.00 | 11735.00 | -120.00 | -5.00 | -115.00 | 85.00 |
| 2020-03-27 | 12000.00 | 12070.00 | 12080.00 | 11910.00 | 11995.00 | 12075.00 | 12080.00 | 11940.00 | 5.00 | -5.00 | 0.00 | -30.00 |
| 2020-03-26 | 12000.00 | 11950.00 | 12040.00 | 11920.00 | 11985.00 | 11925.00 | 12035.00 | 11910.00 | 15.00 | 25.00 | 5.00 | 10.00 |
| 2020-03-25 | 11900.00 | 11980.00 | 11980.00 | 11855.00 | 11840.00 | 11960.00 | 11985.00 | 11840.00 | 60.00 | 20.00 | -5.00 | 15.00 |
| 2020-03-24 | 11800.00 | 11800.00 | 11880.00 | 11730.00 | 11825.00 | 11810.00 | 11870.00 | 11750.00 | -25.00 | -10.00 | 10.00 | -20.00 |
| 2020-03-23 | 11865.00 | 11800.00 | 11900.00 | 11680.00 | 11830.00 | 11810.00 | 11875.00 | 11765.00 | 35.00 | -10.00 | 25.00 | -85.00 |
| 2020-03-20 | 11950.00 | 11985.00 | 12045.00 | 11905.00 | 12005.00 | 11970.00 | 12020.00 | 11900.00 | -55.00 | 15.00 | 25.00 | 5.00 |
| 2020-03-19 | 12135.00 | 11945.00 | 12135.00 | 11700.00 | 12025.00 | 11960.00 | 12195.00 | 11680.00 | 110.00 | -15.00 | -60.00 | 20.00 |
| 2020-03-18 | 12190.00 | 12045.00 | 12275.00 | 12020.00 | 12175.00 | 12080.00 | 12285.00 | 12030.00 | 15.00 | -35.00 | -10.00 | -10.00 |
| 2020-03-17 | 12215.00 | 12200.00 | 12220.00 | 12100.00 | 12220.00 | 12190.00 | 12245.00 | 12105.00 | -5.00 | 10.00 | -25.00 | -5.00 |
| 2020-03-16 | 12195.00 | 12215.00 | 12400.00 | 12170.00 | 12240.00 | 12220.00 | 12405.00 | 12195.00 | -45.00 | -5.00 | -5.00 | -25.00 |
| 2020-03-13 | 12050.00 | 12180.00 | 12295.00 | 11990.00 | 12150.00 | 12200.00 | 12330.00 | 11940.00 | -100.00 | -20.00 | -35.00 | 50.00 |
| 2020-03-12 | 12340.00 | 12260.00 | 12345.00 | 12150.00 | 12360.00 | 12260.00 | 12360.00 | 12140.00 | -20.00 | 0.00 | -15.00 | 10.00 |
| 2020-03-11 | 12460.00 | 12370.00 | 12470.00 | 12330.00 | 12420.00 | 12370.00 | 12465.00 | 12345.00 | 40.00 | 0.00 | 5.00 | -15.00 |
| 2020-03-10 | 12230.00 | 12445.00 | 12525.00 | 12230.00 | 12295.00 | 12430.00 | 12530.00 | 12290.00 | -65.00 | 15.00 | -5.00 | -60.00 |
| 2020-03-09 | 12400.00 | 12200.00 | 12450.00 | 12110.00 | 12495.00 | 12215.00 | 12495.00 | 12090.00 | -95.00 | -15.00 | -45.00 | 20.00 |
| 2020-03-06 | 12650.00 | 12595.00 | 12665.00 | 12550.00 | 12660.00 | 12580.00 | 12660.00 | 12570.00 | -10.00 | 15.00 | 5.00 | -20.00 |
| 2020-03-05 | 12570.00 | 12645.00 | 12710.00 | 12510.00 | 12575.00 | 12650.00 | 12715.00 | 12550.00 | -5.00 | -5.00 | -5.00 | -40.00 |
| 2020-03-04 | 12700.00 | 12580.00 | 12725.00 | 12550.00 | 12655.00 | 12580.00 | 12665.00 | 12545.00 | 45.00 | 0.00 | 60.00 | 5.00 |