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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-01-16 | 16925.00 | 17040.00 | 17110.00 | 16770.00 | 16890.00 | 17090.00 | 17145.00 | 16825.00 | 35.00 | -50.00 | -35.00 | -55.00 |
| 2023-01-13 | 16810.00 | 16895.00 | 17090.00 | 16760.00 | 16860.00 | 16935.00 | 17100.00 | 16815.00 | -50.00 | -40.00 | -10.00 | -55.00 |
| 2023-01-12 | 16800.00 | 16865.00 | 16930.00 | 16600.00 | 16840.00 | 16890.00 | 16960.00 | 16645.00 | -40.00 | -25.00 | -30.00 | -45.00 |
| 2023-01-11 | 17095.00 | 16770.00 | 17110.00 | 16625.00 | 17065.00 | 16815.00 | 17120.00 | 16675.00 | 30.00 | -45.00 | -10.00 | -50.00 |
| 2023-01-10 | 17000.00 | 16995.00 | 17080.00 | 16875.00 | 17060.00 | 17020.00 | 17075.00 | 16900.00 | -60.00 | -25.00 | 5.00 | -25.00 |
| 2023-01-09 | 16685.00 | 17030.00 | 17085.00 | 16655.00 | 16705.00 | 17035.00 | 17080.00 | 16680.00 | -20.00 | -5.00 | 5.00 | -25.00 |
| 2023-01-06 | 16670.00 | 16705.00 | 16750.00 | 16495.00 | 16650.00 | 16725.00 | 16770.00 | 16540.00 | 20.00 | -20.00 | -20.00 | -45.00 |
| 2023-01-05 | 16840.00 | 16600.00 | 16860.00 | 16545.00 | 16850.00 | 16630.00 | 16875.00 | 16590.00 | -10.00 | -30.00 | -15.00 | -45.00 |
| 2023-01-04 | 16950.00 | 16940.00 | 17150.00 | 16880.00 | 16975.00 | 16960.00 | 17155.00 | 16910.00 | -25.00 | -20.00 | -5.00 | -30.00 |
| 2023-01-03 | 16850.00 | 16860.00 | 16970.00 | 16420.00 | 16905.00 | 16885.00 | 17010.00 | 16485.00 | -55.00 | -25.00 | -40.00 | -65.00 |
| 2022-12-30 | 16760.00 | 16820.00 | 16835.00 | 16665.00 | 16765.00 | 16860.00 | 16865.00 | 16720.00 | -5.00 | -40.00 | -30.00 | -55.00 |
| 2022-12-29 | 16750.00 | 16800.00 | 16895.00 | 16720.00 | 16770.00 | 16845.00 | 16925.00 | 16760.00 | -20.00 | -45.00 | -30.00 | -40.00 |
| 2022-12-28 | 16700.00 | 16715.00 | 16775.00 | 16615.00 | 16775.00 | 16750.00 | 16810.00 | 16655.00 | -75.00 | -35.00 | -35.00 | -40.00 |
| 2022-12-27 | 16450.00 | 16735.00 | 16825.00 | 16445.00 | 16495.00 | 16670.00 | 16755.00 | 16420.00 | -45.00 | 65.00 | 70.00 | 25.00 |
| 2022-12-26 | 16400.00 | 16540.00 | 16580.00 | 16305.00 | 16240.00 | 16505.00 | 16545.00 | 16240.00 | 160.00 | 35.00 | 35.00 | 65.00 |
| 2022-12-23 | 16400.00 | 16310.00 | 16445.00 | 16210.00 | 16350.00 | 16330.00 | 16430.00 | 16170.00 | 50.00 | -20.00 | 15.00 | 40.00 |
| 2022-12-22 | 16430.00 | 16275.00 | 16475.00 | 16235.00 | 16510.00 | 16340.00 | 16545.00 | 16300.00 | -80.00 | -65.00 | -70.00 | -65.00 |
| 2022-12-21 | 16480.00 | 16390.00 | 16515.00 | 16210.00 | 16500.00 | 16455.00 | 16560.00 | 16265.00 | -20.00 | -65.00 | -45.00 | -55.00 |
| 2022-12-20 | 16745.00 | 16375.00 | 16745.00 | 16325.00 | 16700.00 | 16430.00 | 16740.00 | 16400.00 | 45.00 | -55.00 | 5.00 | -75.00 |
| 2022-12-19 | 17250.00 | 16640.00 | 17250.00 | 16620.00 | 17230.00 | 16690.00 | 17260.00 | 16665.00 | 20.00 | -50.00 | -10.00 | -45.00 |
| 2022-12-16 | 17600.00 | 17225.00 | 17835.00 | 17105.00 | 17580.00 | 17245.00 | 17805.00 | 17115.00 | 20.00 | -20.00 | 30.00 | -10.00 |
| 2022-12-15 | 17550.00 | 17585.00 | 17760.00 | 17465.00 | 17585.00 | 17535.00 | 17690.00 | 17410.00 | -35.00 | 50.00 | 70.00 | 55.00 |
| 2022-12-14 | 17505.00 | 17615.00 | 17690.00 | 17430.00 | 17435.00 | 17565.00 | 17610.00 | 17380.00 | 70.00 | 50.00 | 80.00 | 50.00 |
| 2022-12-13 | 17575.00 | 17495.00 | 17645.00 | 17400.00 | 17510.00 | 17435.00 | 17570.00 | 17355.00 | 65.00 | 60.00 | 75.00 | 45.00 |
| 2022-12-12 | 17385.00 | 17550.00 | 17765.00 | 17350.00 | 17410.00 | 17470.00 | 17660.00 | 17310.00 | -25.00 | 80.00 | 105.00 | 40.00 |
| 2022-12-09 | 17300.00 | 17465.00 | 17550.00 | 17200.00 | 17205.00 | 17415.00 | 17450.00 | 17150.00 | 95.00 | 50.00 | 100.00 | 50.00 |
| 2022-12-08 | 17220.00 | 17265.00 | 17335.00 | 17145.00 | 17045.00 | 17170.00 | 17225.00 | 17045.00 | 175.00 | 95.00 | 110.00 | 100.00 |
| 2022-12-07 | 17255.00 | 17220.00 | 17420.00 | 17110.00 | 17115.00 | 17125.00 | 17305.00 | 17030.00 | 140.00 | 95.00 | 115.00 | 80.00 |
| 2022-12-06 | 17115.00 | 17230.00 | 17305.00 | 17060.00 | 17100.00 | 17115.00 | 17185.00 | 16970.00 | 15.00 | 115.00 | 120.00 | 90.00 |
| 2022-12-05 | 16920.00 | 17215.00 | 17330.00 | 16660.00 | 16805.00 | 17105.00 | 17240.00 | 16625.00 | 115.00 | 110.00 | 90.00 | 35.00 |
| 2022-12-02 | 16900.00 | 16895.00 | 16925.00 | 16770.00 | 16705.00 | 16805.00 | 16820.00 | 16675.00 | 195.00 | 90.00 | 105.00 | 95.00 |
| 2022-12-01 | 16800.00 | 16855.00 | 16935.00 | 16735.00 | 16750.00 | 16775.00 | 16865.00 | 16680.00 | 50.00 | 80.00 | 70.00 | 55.00 |
| 2022-11-30 | 16800.00 | 16765.00 | 16905.00 | 16685.00 | 16795.00 | 16725.00 | 16805.00 | 16630.00 | 5.00 | 40.00 | 100.00 | 55.00 |
| 2022-11-29 | 16760.00 | 16840.00 | 16900.00 | 16515.00 | 16900.00 | 16915.00 | 17010.00 | 16740.00 | -140.00 | -75.00 | -110.00 | -225.00 |
| 2022-11-28 | 16730.00 | 16655.00 | 16815.00 | 16400.00 | 16855.00 | 16880.00 | 16960.00 | 16650.00 | -125.00 | -225.00 | -145.00 | -250.00 |
| 2022-11-25 | 16695.00 | 16760.00 | 16785.00 | 16550.00 | 16800.00 | 16910.00 | 16940.00 | 16730.00 | -105.00 | -150.00 | -155.00 | -180.00 |
| 2022-11-24 | 16840.00 | 16790.00 | 16990.00 | 16710.00 | 16570.00 | 16640.00 | 16840.00 | 16535.00 | 270.00 | 150.00 | 150.00 | 175.00 |
| 2022-11-23 | 16800.00 | 16765.00 | 16925.00 | 16645.00 | 16650.00 | 16570.00 | 16690.00 | 16450.00 | 150.00 | 195.00 | 235.00 | 195.00 |
| 2022-11-22 | 16620.00 | 16840.00 | 16995.00 | 16585.00 | 16360.00 | 16585.00 | 16670.00 | 16310.00 | 260.00 | 255.00 | 325.00 | 275.00 |
| 2022-11-21 | 16500.00 | 16680.00 | 16685.00 | 16340.00 | 16195.00 | 16390.00 | 16410.00 | 16115.00 | 305.00 | 290.00 | 275.00 | 225.00 |
| 2022-11-18 | 16610.00 | 16505.00 | 16610.00 | 16320.00 | 16180.00 | 16270.00 | 16330.00 | 16100.00 | 430.00 | 235.00 | 280.00 | 220.00 |
| 2022-11-17 | 16900.00 | 16580.00 | 16985.00 | 16330.00 | 16730.00 | 16315.00 | 16730.00 | 16120.00 | 170.00 | 265.00 | 255.00 | 210.00 |
| 2022-11-16 | 16820.00 | 17055.00 | 17115.00 | 16820.00 | 16590.00 | 16760.00 | 16790.00 | 16540.00 | 230.00 | 295.00 | 325.00 | 280.00 |
| 2022-11-15 | 16750.00 | 16870.00 | 16890.00 | 16510.00 | 16300.00 | 16530.00 | 16545.00 | 16205.00 | 450.00 | 340.00 | 345.00 | 305.00 |
| 2022-11-14 | 17020.00 | 16515.00 | 17140.00 | 16450.00 | 16695.00 | 16205.00 | 16735.00 | 16175.00 | 325.00 | 310.00 | 405.00 | 275.00 |
| 2022-11-11 | 16535.00 | 17055.00 | 17290.00 | 16520.00 | 16110.00 | 16660.00 | 16830.00 | 16110.00 | 425.00 | 395.00 | 460.00 | 410.00 |
| 2022-11-10 | 16500.00 | 16580.00 | 16640.00 | 16380.00 | 16090.00 | 16185.00 | 16255.00 | 16025.00 | 410.00 | 395.00 | 385.00 | 355.00 |
| 2022-11-09 | 16535.00 | 16455.00 | 16605.00 | 16350.00 | 16110.00 | 16085.00 | 16210.00 | 15985.00 | 425.00 | 370.00 | 395.00 | 365.00 |
| 2022-11-08 | 16400.00 | 16490.00 | 16575.00 | 16265.00 | 16030.00 | 16095.00 | 16200.00 | 15860.00 | 370.00 | 395.00 | 375.00 | 405.00 |
| 2022-11-07 | 16850.00 | 16465.00 | 16945.00 | 16420.00 | 16450.00 | 16100.00 | 16510.00 | 16050.00 | 400.00 | 365.00 | 435.00 | 370.00 |
| 2022-11-04 | 16550.00 | 16760.00 | 16835.00 | 16455.00 | 16105.00 | 16330.00 | 16390.00 | 16055.00 | 445.00 | 430.00 | 445.00 | 400.00 |
| 2022-11-03 | 16705.00 | 16595.00 | 16745.00 | 16520.00 | 16290.00 | 16205.00 | 16370.00 | 16135.00 | 415.00 | 390.00 | 375.00 | 385.00 |
| 2022-11-02 | 16750.00 | 16660.00 | 16960.00 | 16575.00 | 16440.00 | 16320.00 | 16590.00 | 16205.00 | 310.00 | 340.00 | 370.00 | 370.00 |
| 2022-11-01 | 16555.00 | 16725.00 | 16780.00 | 16410.00 | 16165.00 | 16365.00 | 16415.00 | 16030.00 | 390.00 | 360.00 | 365.00 | 380.00 |
| 2022-10-31 | 16900.00 | 16555.00 | 16900.00 | 16495.00 | 16455.00 | 16145.00 | 16540.00 | 16095.00 | 445.00 | 410.00 | 360.00 | 400.00 |
| 2022-10-28 | 17240.00 | 16800.00 | 17240.00 | 16640.00 | 17545.00 | 17380.00 | 17635.00 | 17140.00 | -305.00 | -580.00 | -395.00 | -500.00 |
| 2022-10-27 | 17350.00 | 17170.00 | 17450.00 | 17110.00 | 17645.00 | 17545.00 | 17745.00 | 17505.00 | -295.00 | -375.00 | -295.00 | -395.00 |
| 2022-10-26 | 17695.00 | 17580.00 | 17755.00 | 17470.00 | 17495.00 | 17295.00 | 17495.00 | 17150.00 | 200.00 | 285.00 | 260.00 | 320.00 |
| 2022-10-25 | 17485.00 | 17755.00 | 17825.00 | 17460.00 | 17200.00 | 17495.00 | 17540.00 | 17160.00 | 285.00 | 260.00 | 285.00 | 300.00 |
| 2022-10-24 | 17550.00 | 17485.00 | 17750.00 | 17370.00 | 17000.00 | 17195.00 | 17475.00 | 17000.00 | 550.00 | 290.00 | 275.00 | 370.00 |
| 2022-10-21 | 17730.00 | 17475.00 | 17880.00 | 17420.00 | 17270.00 | 17080.00 | 17395.00 | 17065.00 | 460.00 | 395.00 | 485.00 | 355.00 |
| 2022-10-20 | 17395.00 | 17705.00 | 17790.00 | 17395.00 | 17050.00 | 17235.00 | 17300.00 | 17000.00 | 345.00 | 470.00 | 490.00 | 395.00 |
| 2022-10-19 | 17180.00 | 17400.00 | 17485.00 | 17160.00 | 16845.00 | 17060.00 | 17075.00 | 16815.00 | 335.00 | 340.00 | 410.00 | 345.00 |
| 2022-10-18 | 17200.00 | 17180.00 | 17255.00 | 17065.00 | 16875.00 | 16860.00 | 16900.00 | 16750.00 | 325.00 | 320.00 | 355.00 | 315.00 |
| 2022-10-17 | 16970.00 | 17200.00 | 17290.00 | 16970.00 | 16705.00 | 16860.00 | 16935.00 | 16600.00 | 265.00 | 340.00 | 355.00 | 370.00 |
| 2022-10-14 | 16360.00 | 17175.00 | 17335.00 | 16300.00 | 15965.00 | 16770.00 | 16945.00 | 15965.00 | 395.00 | 405.00 | 390.00 | 335.00 |
| 2022-10-13 | 16300.00 | 16380.00 | 16515.00 | 16260.00 | 15975.00 | 16080.00 | 16170.00 | 15940.00 | 325.00 | 300.00 | 345.00 | 320.00 |
| 2022-10-12 | 16345.00 | 16360.00 | 16460.00 | 16215.00 | 16020.00 | 16040.00 | 16130.00 | 15915.00 | 325.00 | 320.00 | 330.00 | 300.00 |
| 2022-10-11 | 16440.00 | 16330.00 | 16595.00 | 16255.00 | 16145.00 | 16005.00 | 16305.00 | 15955.00 | 295.00 | 325.00 | 290.00 | 300.00 |
| 2022-10-10 | 16800.00 | 16470.00 | 16900.00 | 16270.00 | 16525.00 | 16190.00 | 16605.00 | 15990.00 | 275.00 | 280.00 | 295.00 | 280.00 |
| 2022-09-30 | 16660.00 | 16750.00 | 16860.00 | 16540.00 | 16490.00 | 16480.00 | 16610.00 | 16335.00 | 170.00 | 270.00 | 250.00 | 205.00 |
| 2022-09-29 | 16480.00 | 16570.00 | 16680.00 | 16470.00 | 16190.00 | 16340.00 | 16430.00 | 16185.00 | 290.00 | 230.00 | 250.00 | 285.00 |
| 2022-09-28 | 16520.00 | 16465.00 | 16695.00 | 16325.00 | 16750.00 | 16660.00 | 16840.00 | 16560.00 | -230.00 | -195.00 | -145.00 | -235.00 |
| 2022-09-27 | 16400.00 | 16595.00 | 16680.00 | 16395.00 | 16610.00 | 16775.00 | 16840.00 | 16480.00 | -210.00 | -180.00 | -160.00 | -85.00 |
| 2022-09-26 | 16750.00 | 16705.00 | 16855.00 | 16580.00 | 16500.00 | 16465.00 | 16625.00 | 16350.00 | 250.00 | 240.00 | 230.00 | 230.00 |
| 2022-09-23 | 17205.00 | 16925.00 | 17265.00 | 16845.00 | 16950.00 | 16645.00 | 16970.00 | 16575.00 | 255.00 | 280.00 | 295.00 | 270.00 |
| 2022-09-22 | 17195.00 | 17225.00 | 17355.00 | 16970.00 | 16885.00 | 16875.00 | 17010.00 | 16605.00 | 310.00 | 350.00 | 345.00 | 365.00 |
| 2022-09-21 | 17050.00 | 17290.00 | 17375.00 | 17050.00 | 16700.00 | 16880.00 | 16910.00 | 16625.00 | 350.00 | 410.00 | 465.00 | 425.00 |
| 2022-09-20 | 16880.00 | 17030.00 | 17270.00 | 16880.00 | 16500.00 | 16580.00 | 16810.00 | 16480.00 | 380.00 | 450.00 | 460.00 | 400.00 |
| 2022-09-19 | 16930.00 | 16855.00 | 17335.00 | 16805.00 | 16460.00 | 16440.00 | 16870.00 | 16400.00 | 470.00 | 415.00 | 465.00 | 405.00 |
| 2022-09-16 | 16980.00 | 16845.00 | 16985.00 | 16745.00 | 16520.00 | 16410.00 | 16520.00 | 16350.00 | 460.00 | 435.00 | 465.00 | 395.00 |
| 2022-09-15 | 17020.00 | 17090.00 | 17345.00 | 16980.00 | 16650.00 | 16575.00 | 16870.00 | 16510.00 | 370.00 | 515.00 | 475.00 | 470.00 |
| 2022-09-14 | 17360.00 | 17065.00 | 17430.00 | 16870.00 | 17100.00 | 16615.00 | 17100.00 | 16420.00 | 260.00 | 450.00 | 330.00 | 450.00 |
| 2022-09-13 | 17195.00 | 17480.00 | 17670.00 | 17120.00 | 16820.00 | 17045.00 | 17200.00 | 16670.00 | 375.00 | 435.00 | 470.00 | 450.00 |
| 2022-09-09 | 16420.00 | 17005.00 | 17060.00 | 16420.00 | 16300.00 | 16685.00 | 16750.00 | 16130.00 | 120.00 | 320.00 | 310.00 | 290.00 |
| 2022-09-08 | 16320.00 | 16505.00 | 16725.00 | 16320.00 | 16150.00 | 16210.00 | 16445.00 | 16075.00 | 170.00 | 295.00 | 280.00 | 245.00 |
| 2022-09-07 | 16350.00 | 16320.00 | 16510.00 | 16080.00 | 16060.00 | 16055.00 | 16220.00 | 15780.00 | 290.00 | 265.00 | 290.00 | 300.00 |
| 2022-09-06 | 15840.00 | 16375.00 | 16425.00 | 15840.00 | 15600.00 | 16070.00 | 16110.00 | 15545.00 | 240.00 | 305.00 | 315.00 | 295.00 |
| 2022-09-05 | 15620.00 | 15840.00 | 15880.00 | 15545.00 | 15400.00 | 15530.00 | 15560.00 | 15235.00 | 220.00 | 310.00 | 320.00 | 310.00 |
| 2022-09-02 | 15385.00 | 15645.00 | 15710.00 | 15285.00 | 15100.00 | 15335.00 | 15385.00 | 14900.00 | 285.00 | 310.00 | 325.00 | 385.00 |
| 2022-09-01 | 15500.00 | 15385.00 | 15565.00 | 15280.00 | 15260.00 | 15080.00 | 15260.00 | 14975.00 | 240.00 | 305.00 | 305.00 | 305.00 |
| 2022-08-31 | 15200.00 | 15610.00 | 15665.00 | 15170.00 | 14860.00 | 15280.00 | 15340.00 | 14845.00 | 340.00 | 330.00 | 325.00 | 325.00 |
| 2022-08-30 | 15340.00 | 15190.00 | 15415.00 | 15160.00 | 15695.00 | 15540.00 | 15775.00 | 15515.00 | -355.00 | -350.00 | -360.00 | -355.00 |
| 2022-08-29 | 15480.00 | 15340.00 | 15540.00 | 15220.00 | 15815.00 | 15700.00 | 15870.00 | 15590.00 | -335.00 | -360.00 | -330.00 | -370.00 |
| 2022-08-26 | 15265.00 | 15455.00 | 15470.00 | 15165.00 | 15460.00 | 15815.00 | 15855.00 | 15460.00 | -195.00 | -360.00 | -385.00 | -295.00 |
| 2022-08-25 | 15465.00 | 15590.00 | 15700.00 | 15395.00 | 15045.00 | 15240.00 | 15350.00 | 15020.00 | 420.00 | 350.00 | 350.00 | 375.00 |
| 2022-08-24 | 15420.00 | 15465.00 | 15545.00 | 15290.00 | 15050.00 | 15080.00 | 15130.00 | 14955.00 | 370.00 | 385.00 | 415.00 | 335.00 |
| 2022-08-23 | 15300.00 | 15425.00 | 15495.00 | 15225.00 | 14950.00 | 15020.00 | 15100.00 | 14825.00 | 350.00 | 405.00 | 395.00 | 400.00 |
| 2022-08-22 | 15200.00 | 15315.00 | 15380.00 | 15180.00 | 14835.00 | 14950.00 | 15030.00 | 14835.00 | 365.00 | 365.00 | 350.00 | 345.00 |
| 2022-08-19 | 15270.00 | 15260.00 | 15340.00 | 15105.00 | 14870.00 | 14930.00 | 14985.00 | 14780.00 | 400.00 | 330.00 | 355.00 | 325.00 |