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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-11-15 | 14040.00 | 14140.00 | 14175.00 | 13970.00 | 14120.00 | 14205.00 | 14225.00 | 14035.00 | -80.00 | -65.00 | -50.00 | -65.00 |
| 2023-11-14 | 14140.00 | 14080.00 | 14250.00 | 14045.00 | 14105.00 | 14035.00 | 14190.00 | 14000.00 | 35.00 | 45.00 | 60.00 | 45.00 |
| 2023-11-13 | 14425.00 | 14200.00 | 14430.00 | 14110.00 | 14390.00 | 14145.00 | 14390.00 | 14095.00 | 35.00 | 55.00 | 40.00 | 15.00 |
| 2023-11-10 | 14450.00 | 14445.00 | 14630.00 | 14385.00 | 14400.00 | 14405.00 | 14565.00 | 14360.00 | 50.00 | 40.00 | 65.00 | 25.00 |
| 2023-11-09 | 14475.00 | 14495.00 | 14580.00 | 14435.00 | 14470.00 | 14450.00 | 14535.00 | 14405.00 | 5.00 | 45.00 | 45.00 | 30.00 |
| 2023-11-08 | 14525.00 | 14520.00 | 14535.00 | 14380.00 | 14465.00 | 14485.00 | 14490.00 | 14350.00 | 60.00 | 35.00 | 45.00 | 30.00 |
| 2023-11-07 | 14665.00 | 14545.00 | 14725.00 | 14510.00 | 14525.00 | 14470.00 | 14625.00 | 14440.00 | 140.00 | 75.00 | 100.00 | 70.00 |
| 2023-11-06 | 14615.00 | 14655.00 | 14695.00 | 14490.00 | 14495.00 | 14555.00 | 14580.00 | 14405.00 | 120.00 | 100.00 | 115.00 | 85.00 |
| 2023-11-03 | 14475.00 | 14595.00 | 14600.00 | 14450.00 | 14405.00 | 14490.00 | 14500.00 | 14365.00 | 70.00 | 105.00 | 100.00 | 85.00 |
| 2023-11-02 | 14330.00 | 14460.00 | 14480.00 | 14270.00 | 14310.00 | 14390.00 | 14395.00 | 14250.00 | 20.00 | 70.00 | 85.00 | 20.00 |
| 2023-11-01 | 14580.00 | 14320.00 | 14580.00 | 14310.00 | 14505.00 | 14300.00 | 14540.00 | 14295.00 | 75.00 | 20.00 | 40.00 | 15.00 |
| 2023-10-31 | 14800.00 | 14575.00 | 14830.00 | 14525.00 | 14735.00 | 14540.00 | 14750.00 | 14455.00 | 65.00 | 35.00 | 80.00 | 70.00 |
| 2023-10-30 | 14620.00 | 14780.00 | 14835.00 | 14610.00 | 14520.00 | 14700.00 | 14740.00 | 14520.00 | 100.00 | 80.00 | 95.00 | 90.00 |
| 2023-10-27 | 14635.00 | 14580.00 | 14635.00 | 14500.00 | 14520.00 | 14495.00 | 14545.00 | 14425.00 | 115.00 | 85.00 | 90.00 | 75.00 |
| 2023-10-26 | 14730.00 | 14635.00 | 14740.00 | 14535.00 | 14700.00 | 14560.00 | 14700.00 | 14490.00 | 30.00 | 75.00 | 40.00 | 45.00 |
| 2023-10-25 | 14660.00 | 14730.00 | 14815.00 | 14635.00 | 14655.00 | 14760.00 | 14850.00 | 14655.00 | 5.00 | -30.00 | -35.00 | -20.00 |
| 2023-10-24 | 14500.00 | 14675.00 | 14680.00 | 14490.00 | 14655.00 | 14730.00 | 14730.00 | 14605.00 | -155.00 | -55.00 | -50.00 | -115.00 |
| 2023-10-23 | 14575.00 | 14505.00 | 14600.00 | 14420.00 | 14655.00 | 14615.00 | 14785.00 | 14510.00 | -80.00 | -110.00 | -185.00 | -90.00 |
| 2023-10-20 | 14825.00 | 14615.00 | 14930.00 | 14565.00 | 14755.00 | 14540.00 | 14835.00 | 14515.00 | 70.00 | 75.00 | 95.00 | 50.00 |
| 2023-10-19 | 14845.00 | 14860.00 | 14915.00 | 14775.00 | 14710.00 | 14740.00 | 14785.00 | 14665.00 | 135.00 | 120.00 | 130.00 | 110.00 |
| 2023-10-18 | 14780.00 | 14795.00 | 14905.00 | 14750.00 | 14770.00 | 14715.00 | 14845.00 | 14685.00 | 10.00 | 80.00 | 60.00 | 65.00 |
| 2023-10-17 | 14985.00 | 14785.00 | 15005.00 | 14760.00 | 14945.00 | 14780.00 | 14950.00 | 14750.00 | 40.00 | 5.00 | 55.00 | 10.00 |
| 2023-10-16 | 14785.00 | 14960.00 | 14980.00 | 14740.00 | 14805.00 | 14920.00 | 14935.00 | 14745.00 | -20.00 | 40.00 | 45.00 | -5.00 |
| 2023-10-13 | 14805.00 | 14785.00 | 14865.00 | 14745.00 | 14805.00 | 14785.00 | 14870.00 | 14750.00 | 0.00 | 0.00 | -5.00 | -5.00 |
| 2023-10-12 | 14605.00 | 14805.00 | 14805.00 | 14590.00 | 14650.00 | 14820.00 | 14820.00 | 14610.00 | -45.00 | -15.00 | -15.00 | -20.00 |
| 2023-10-11 | 14580.00 | 14645.00 | 14650.00 | 14475.00 | 14570.00 | 14665.00 | 14665.00 | 14500.00 | 10.00 | -20.00 | -15.00 | -25.00 |
| 2023-10-10 | 14680.00 | 14540.00 | 14760.00 | 14525.00 | 14720.00 | 14575.00 | 14795.00 | 14565.00 | -40.00 | -35.00 | -35.00 | -40.00 |
| 2023-10-09 | 14755.00 | 14655.00 | 14780.00 | 14540.00 | 14795.00 | 14695.00 | 14805.00 | 14580.00 | -40.00 | -40.00 | -25.00 | -40.00 |
| 2023-09-28 | 14730.00 | 14800.00 | 14925.00 | 14730.00 | 14800.00 | 14850.00 | 14970.00 | 14770.00 | -70.00 | -50.00 | -45.00 | -40.00 |
| 2023-09-27 | 14950.00 | 14725.00 | 14965.00 | 14725.00 | 14990.00 | 14770.00 | 14990.00 | 14770.00 | -40.00 | -45.00 | -25.00 | -45.00 |
| 2023-09-26 | 15085.00 | 14955.00 | 15100.00 | 14915.00 | 15070.00 | 14970.00 | 15120.00 | 14950.00 | 15.00 | -15.00 | -20.00 | -35.00 |
| 2023-09-25 | 15150.00 | 15065.00 | 15205.00 | 15015.00 | 15220.00 | 15085.00 | 15240.00 | 15035.00 | -70.00 | -20.00 | -35.00 | -20.00 |
| 2023-09-22 | 15100.00 | 15165.00 | 15235.00 | 15060.00 | 15120.00 | 15190.00 | 15255.00 | 15100.00 | -20.00 | -25.00 | -20.00 | -40.00 |
| 2023-09-21 | 15445.00 | 15150.00 | 15450.00 | 15105.00 | 15445.00 | 15170.00 | 15445.00 | 15135.00 | 0.00 | -20.00 | 5.00 | -30.00 |
| 2023-09-20 | 15390.00 | 15475.00 | 15595.00 | 15325.00 | 15380.00 | 15475.00 | 15575.00 | 15335.00 | 10.00 | 0.00 | 20.00 | -10.00 |
| 2023-09-19 | 15445.00 | 15395.00 | 15505.00 | 15365.00 | 15430.00 | 15380.00 | 15475.00 | 15330.00 | 15.00 | 15.00 | 30.00 | 35.00 |
| 2023-09-18 | 15440.00 | 15490.00 | 15525.00 | 15320.00 | 15420.00 | 15455.00 | 15500.00 | 15315.00 | 20.00 | 35.00 | 25.00 | 5.00 |
| 2023-09-15 | 15470.00 | 15445.00 | 15500.00 | 15380.00 | 15430.00 | 15430.00 | 15480.00 | 15355.00 | 40.00 | 15.00 | 20.00 | 25.00 |
| 2023-09-14 | 15275.00 | 15410.00 | 15435.00 | 15275.00 | 15300.00 | 15380.00 | 15405.00 | 15255.00 | -25.00 | 30.00 | 30.00 | 20.00 |
| 2023-09-13 | 15460.00 | 15315.00 | 15490.00 | 15250.00 | 15480.00 | 15290.00 | 15480.00 | 15215.00 | -20.00 | 25.00 | 10.00 | 35.00 |
| 2023-09-12 | 15655.00 | 15465.00 | 15690.00 | 15415.00 | 15555.00 | 15425.00 | 15650.00 | 15400.00 | 100.00 | 40.00 | 40.00 | 15.00 |
| 2023-09-11 | 15590.00 | 15655.00 | 15710.00 | 15515.00 | 15580.00 | 15615.00 | 15685.00 | 15520.00 | 10.00 | 40.00 | 25.00 | -5.00 |
| 2023-09-08 | 15795.00 | 15540.00 | 15795.00 | 15480.00 | 15785.00 | 15565.00 | 15835.00 | 15500.00 | 10.00 | -25.00 | -40.00 | -20.00 |
| 2023-09-07 | 15820.00 | 15750.00 | 15905.00 | 15670.00 | 15860.00 | 15790.00 | 15945.00 | 15720.00 | -40.00 | -40.00 | -40.00 | -50.00 |
| 2023-09-06 | 15835.00 | 15850.00 | 15860.00 | 15755.00 | 15840.00 | 15895.00 | 15900.00 | 15815.00 | -5.00 | -45.00 | -40.00 | -60.00 |
| 2023-09-05 | 15885.00 | 15790.00 | 15940.00 | 15630.00 | 15915.00 | 15835.00 | 15980.00 | 15680.00 | -30.00 | -45.00 | -40.00 | -50.00 |
| 2023-09-04 | 15900.00 | 15865.00 | 16000.00 | 15835.00 | 15930.00 | 15910.00 | 16045.00 | 15885.00 | -30.00 | -45.00 | -45.00 | -50.00 |
| 2023-09-01 | 15790.00 | 15855.00 | 15925.00 | 15710.00 | 15855.00 | 15900.00 | 15960.00 | 15765.00 | -65.00 | -45.00 | -35.00 | -55.00 |
| 2023-08-31 | 15700.00 | 15815.00 | 15820.00 | 15680.00 | 15700.00 | 15860.00 | 15865.00 | 15700.00 | 0.00 | -45.00 | -45.00 | -20.00 |
| 2023-08-30 | 15620.00 | 15705.00 | 15770.00 | 15560.00 | 15680.00 | 15740.00 | 15795.00 | 15600.00 | -60.00 | -35.00 | -25.00 | -40.00 |
| 2023-08-29 | 15825.00 | 15680.00 | 15855.00 | 15630.00 | 15850.00 | 15705.00 | 15875.00 | 15675.00 | -25.00 | -25.00 | -20.00 | -45.00 |
| 2023-08-28 | 15840.00 | 15825.00 | 15930.00 | 15740.00 | 15840.00 | 15845.00 | 15945.00 | 15770.00 | 0.00 | -20.00 | -15.00 | -30.00 |
| 2023-08-25 | 15825.00 | 15840.00 | 15875.00 | 15725.00 | 15790.00 | 15865.00 | 15885.00 | 15750.00 | 35.00 | -25.00 | -10.00 | -25.00 |
| 2023-08-24 | 16085.00 | 15845.00 | 16165.00 | 15825.00 | 16050.00 | 15855.00 | 16135.00 | 15825.00 | 35.00 | -10.00 | 30.00 | 0.00 |
| 2023-08-23 | 16115.00 | 16065.00 | 16175.00 | 16020.00 | 16085.00 | 16060.00 | 16165.00 | 16025.00 | 30.00 | 5.00 | 10.00 | -5.00 |
| 2023-08-22 | 15995.00 | 16120.00 | 16200.00 | 15965.00 | 15915.00 | 16055.00 | 16140.00 | 15915.00 | 80.00 | 65.00 | 60.00 | 50.00 |
| 2023-08-21 | 15860.00 | 15955.00 | 16040.00 | 15820.00 | 15750.00 | 15895.00 | 15985.00 | 15750.00 | 110.00 | 60.00 | 55.00 | 70.00 |
| 2023-08-18 | 15800.00 | 15860.00 | 15940.00 | 15795.00 | 15760.00 | 15805.00 | 15880.00 | 15750.00 | 40.00 | 55.00 | 60.00 | 45.00 |
| 2023-08-17 | 15730.00 | 15765.00 | 15865.00 | 15655.00 | 15685.00 | 15725.00 | 15805.00 | 15610.00 | 45.00 | 40.00 | 60.00 | 45.00 |
| 2023-08-16 | 15705.00 | 15730.00 | 15815.00 | 15705.00 | 15685.00 | 15670.00 | 15765.00 | 15660.00 | 20.00 | 60.00 | 50.00 | 45.00 |
| 2023-08-15 | 15705.00 | 15745.00 | 15840.00 | 15645.00 | 15685.00 | 15695.00 | 15795.00 | 15600.00 | 20.00 | 50.00 | 45.00 | 45.00 |
| 2023-08-14 | 15400.00 | 15725.00 | 15740.00 | 15400.00 | 15420.00 | 15755.00 | 15760.00 | 15380.00 | -20.00 | -30.00 | -20.00 | 20.00 |
| 2023-08-11 | 15260.00 | 15465.00 | 15500.00 | 15260.00 | 15270.00 | 15455.00 | 15490.00 | 15255.00 | -10.00 | 10.00 | 10.00 | 5.00 |
| 2023-08-10 | 15250.00 | 15255.00 | 15335.00 | 15160.00 | 15280.00 | 15250.00 | 15325.00 | 15160.00 | -30.00 | 5.00 | 10.00 | 0.00 |
| 2023-08-09 | 15190.00 | 15325.00 | 15380.00 | 15100.00 | 15165.00 | 15290.00 | 15350.00 | 15100.00 | 25.00 | 35.00 | 30.00 | 0.00 |
| 2023-08-08 | 15280.00 | 15260.00 | 15395.00 | 15235.00 | 15265.00 | 15245.00 | 15355.00 | 15215.00 | 15.00 | 15.00 | 40.00 | 20.00 |
| 2023-08-07 | 15350.00 | 15250.00 | 15355.00 | 15210.00 | 15320.00 | 15235.00 | 15320.00 | 15200.00 | 30.00 | 15.00 | 35.00 | 10.00 |
| 2023-08-04 | 15305.00 | 15395.00 | 15555.00 | 15305.00 | 15270.00 | 15365.00 | 15490.00 | 15270.00 | 35.00 | 30.00 | 65.00 | 35.00 |
| 2023-08-03 | 15420.00 | 15295.00 | 15420.00 | 15200.00 | 15390.00 | 15260.00 | 15390.00 | 15180.00 | 30.00 | 35.00 | 30.00 | 20.00 |
| 2023-08-02 | 15340.00 | 15445.00 | 15480.00 | 15330.00 | 15300.00 | 15410.00 | 15430.00 | 15295.00 | 40.00 | 35.00 | 50.00 | 35.00 |
| 2023-08-01 | 15320.00 | 15340.00 | 15445.00 | 15270.00 | 15305.00 | 15300.00 | 15390.00 | 15240.00 | 15.00 | 40.00 | 55.00 | 30.00 |
| 2023-07-31 | 15190.00 | 15315.00 | 15330.00 | 15180.00 | 15200.00 | 15285.00 | 15305.00 | 15175.00 | -10.00 | 30.00 | 25.00 | 5.00 |
| 2023-07-28 | 15215.00 | 15190.00 | 15255.00 | 15065.00 | 15195.00 | 15175.00 | 15240.00 | 15050.00 | 20.00 | 15.00 | 15.00 | 15.00 |
| 2023-07-27 | 15495.00 | 15215.00 | 15520.00 | 15180.00 | 15475.00 | 15200.00 | 15490.00 | 15170.00 | 20.00 | 15.00 | 30.00 | 10.00 |
| 2023-07-26 | 15530.00 | 15545.00 | 15615.00 | 15495.00 | 15560.00 | 15535.00 | 15625.00 | 15505.00 | -30.00 | 10.00 | -10.00 | -10.00 |
| 2023-07-25 | 15505.00 | 15505.00 | 15640.00 | 15460.00 | 15525.00 | 15515.00 | 15650.00 | 15475.00 | -20.00 | -10.00 | -10.00 | -15.00 |
| 2023-07-24 | 15320.00 | 15505.00 | 15580.00 | 15280.00 | 15360.00 | 15520.00 | 15600.00 | 15300.00 | -40.00 | -15.00 | -20.00 | -20.00 |
| 2023-07-21 | 15350.00 | 15340.00 | 15400.00 | 15230.00 | 15370.00 | 15365.00 | 15420.00 | 15255.00 | -20.00 | -25.00 | -20.00 | -25.00 |
| 2023-07-20 | 14965.00 | 15375.00 | 15420.00 | 14965.00 | 14960.00 | 15350.00 | 15390.00 | 14945.00 | 5.00 | 25.00 | 30.00 | 20.00 |
| 2023-07-19 | 14900.00 | 15000.00 | 15020.00 | 14900.00 | 14880.00 | 14950.00 | 14965.00 | 14850.00 | 20.00 | 50.00 | 55.00 | 50.00 |
| 2023-07-18 | 14815.00 | 14975.00 | 15015.00 | 14720.00 | 14685.00 | 14880.00 | 14925.00 | 14620.00 | 130.00 | 95.00 | 90.00 | 100.00 |
| 2023-07-17 | 15000.00 | 14760.00 | 15070.00 | 14725.00 | 14910.00 | 14685.00 | 15000.00 | 14660.00 | 90.00 | 75.00 | 70.00 | 65.00 |
| 2023-07-14 | 14920.00 | 14960.00 | 15060.00 | 14920.00 | 14900.00 | 14890.00 | 14985.00 | 14840.00 | 20.00 | 70.00 | 75.00 | 80.00 |
| 2023-07-13 | 14925.00 | 14970.00 | 15025.00 | 14900.00 | 14820.00 | 14880.00 | 14930.00 | 14820.00 | 105.00 | 90.00 | 95.00 | 80.00 |
| 2023-07-12 | 14825.00 | 14885.00 | 14900.00 | 14815.00 | 14780.00 | 14795.00 | 14825.00 | 14725.00 | 45.00 | 90.00 | 75.00 | 90.00 |
| 2023-07-11 | 14760.00 | 14915.00 | 14955.00 | 14735.00 | 14655.00 | 14800.00 | 14845.00 | 14655.00 | 105.00 | 115.00 | 110.00 | 80.00 |
| 2023-07-10 | 14735.00 | 14730.00 | 14800.00 | 14665.00 | 14685.00 | 14650.00 | 14735.00 | 14605.00 | 50.00 | 80.00 | 65.00 | 60.00 |
| 2023-07-07 | 14830.00 | 14745.00 | 14870.00 | 14700.00 | 14785.00 | 14695.00 | 14805.00 | 14655.00 | 45.00 | 50.00 | 65.00 | 45.00 |
| 2023-07-06 | 14700.00 | 14850.00 | 14915.00 | 14660.00 | 14645.00 | 14780.00 | 14830.00 | 14620.00 | 55.00 | 70.00 | 85.00 | 40.00 |
| 2023-07-05 | 14680.00 | 14740.00 | 14875.00 | 14650.00 | 14610.00 | 14680.00 | 14795.00 | 14610.00 | 70.00 | 60.00 | 80.00 | 40.00 |
| 2023-07-04 | 14655.00 | 14700.00 | 14760.00 | 14640.00 | 14630.00 | 14650.00 | 14715.00 | 14610.00 | 25.00 | 50.00 | 45.00 | 30.00 |
| 2023-07-03 | 14680.00 | 14705.00 | 14800.00 | 14620.00 | 14620.00 | 14670.00 | 14750.00 | 14575.00 | 60.00 | 35.00 | 50.00 | 45.00 |
| 2023-06-30 | 14610.00 | 14720.00 | 14795.00 | 14560.00 | 14530.00 | 14665.00 | 14720.00 | 14530.00 | 80.00 | 55.00 | 75.00 | 30.00 |
| 2023-06-29 | 14700.00 | 14610.00 | 14700.00 | 14570.00 | 14730.00 | 14620.00 | 14730.00 | 14590.00 | -30.00 | -10.00 | -30.00 | -20.00 |
| 2023-06-28 | 14820.00 | 14740.00 | 14830.00 | 14700.00 | 14720.00 | 14775.00 | 14840.00 | 14720.00 | 100.00 | -35.00 | -10.00 | -20.00 |
| 2023-06-27 | 14655.00 | 14750.00 | 14790.00 | 14620.00 | 14740.00 | 14775.00 | 14810.00 | 14685.00 | -85.00 | -25.00 | -20.00 | -65.00 |
| 2023-06-26 | 14810.00 | 14750.00 | 14840.00 | 14705.00 | 14770.00 | 14690.00 | 14780.00 | 14640.00 | 40.00 | 60.00 | 60.00 | 65.00 |
| 2023-06-21 | 14785.00 | 14875.00 | 14905.00 | 14765.00 | 14740.00 | 14815.00 | 14860.00 | 14725.00 | 45.00 | 60.00 | 45.00 | 40.00 |
| 2023-06-20 | 14985.00 | 14785.00 | 14985.00 | 14755.00 | 14940.00 | 14740.00 | 14950.00 | 14710.00 | 45.00 | 45.00 | 35.00 | 45.00 |
| 2023-06-19 | 15300.00 | 14930.00 | 15310.00 | 14885.00 | 15170.00 | 14895.00 | 15205.00 | 14855.00 | 130.00 | 35.00 | 105.00 | 30.00 |