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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022-08-18 | 15575.00 | 15185.00 | 15620.00 | 15120.00 | 15300.00 | 14870.00 | 15300.00 | 14830.00 | 275.00 | 315.00 | 320.00 | 290.00 |
| 2022-08-17 | 15620.00 | 15560.00 | 15850.00 | 15550.00 | 15500.00 | 15355.00 | 15500.00 | 15355.00 | 120.00 | 205.00 | 350.00 | 195.00 |
| 2022-08-16 | 15555.00 | 15575.00 | 15665.00 | 15455.00 | 15215.00 | 15310.00 | 15345.00 | 15210.00 | 340.00 | 265.00 | 320.00 | 245.00 |
| 2022-08-15 | 15710.00 | 15630.00 | 15765.00 | 15500.00 | 15330.00 | 15340.00 | 15460.00 | 15240.00 | 380.00 | 290.00 | 305.00 | 260.00 |
| 2022-08-12 | 15700.00 | 15685.00 | 15860.00 | 15570.00 | 15415.00 | 15370.00 | 15570.00 | 15280.00 | 285.00 | 315.00 | 290.00 | 290.00 |
| 2022-08-11 | 15480.00 | 15650.00 | 15700.00 | 15460.00 | 15315.00 | 15395.00 | 15410.00 | 15265.00 | 165.00 | 255.00 | 290.00 | 195.00 |
| 2022-08-10 | 15610.00 | 15400.00 | 15660.00 | 15385.00 | 15375.00 | 15225.00 | 15430.00 | 15190.00 | 235.00 | 175.00 | 230.00 | 195.00 |
| 2022-08-09 | 15770.00 | 15580.00 | 15865.00 | 15525.00 | 15475.00 | 15365.00 | 15580.00 | 15305.00 | 295.00 | 215.00 | 285.00 | 220.00 |
| 2022-08-08 | 16200.00 | 15770.00 | 16410.00 | 15710.00 | 15735.00 | 15475.00 | 15900.00 | 15410.00 | 465.00 | 295.00 | 510.00 | 300.00 |
| 2022-08-05 | 16230.00 | 16280.00 | 16350.00 | 16070.00 | 15855.00 | 15800.00 | 15875.00 | 15630.00 | 375.00 | 480.00 | 475.00 | 440.00 |
| 2022-08-04 | 16200.00 | 16265.00 | 16385.00 | 16145.00 | 15790.00 | 15855.00 | 15900.00 | 15670.00 | 410.00 | 410.00 | 485.00 | 475.00 |
| 2022-08-03 | 16200.00 | 16225.00 | 16310.00 | 16100.00 | 15795.00 | 15790.00 | 15890.00 | 15675.00 | 405.00 | 435.00 | 420.00 | 425.00 |
| 2022-08-02 | 16170.00 | 16315.00 | 16380.00 | 16050.00 | 16000.00 | 15900.00 | 16000.00 | 15630.00 | 170.00 | 415.00 | 380.00 | 420.00 |
| 2022-08-01 | 15700.00 | 16270.00 | 16465.00 | 15700.00 | 15400.00 | 15900.00 | 15985.00 | 15255.00 | 300.00 | 370.00 | 480.00 | 445.00 |
| 2022-07-29 | 15765.00 | 15780.00 | 15845.00 | 15620.00 | 15300.00 | 15310.00 | 15350.00 | 15160.00 | 465.00 | 470.00 | 495.00 | 460.00 |
| 2022-07-28 | 15500.00 | 15780.00 | 15800.00 | 15280.00 | 16030.00 | 16115.00 | 16435.00 | 15850.00 | -530.00 | -335.00 | -635.00 | -570.00 |
| 2022-07-27 | 15690.00 | 15500.00 | 15705.00 | 15440.00 | 16150.00 | 16030.00 | 16320.00 | 15965.00 | -460.00 | -530.00 | -615.00 | -525.00 |
| 2022-07-26 | 16270.00 | 16200.00 | 16280.00 | 16020.00 | 15785.00 | 15690.00 | 15785.00 | 15560.00 | 485.00 | 510.00 | 495.00 | 460.00 |
| 2022-07-25 | 16020.00 | 16225.00 | 16280.00 | 15980.00 | 15650.00 | 15735.00 | 15880.00 | 15565.00 | 370.00 | 490.00 | 400.00 | 415.00 |
| 2022-07-22 | 16165.00 | 16020.00 | 16195.00 | 15865.00 | 15620.00 | 15580.00 | 15745.00 | 15500.00 | 545.00 | 440.00 | 450.00 | 365.00 |
| 2022-07-21 | 16400.00 | 16135.00 | 16445.00 | 16080.00 | 15850.00 | 15700.00 | 15915.00 | 15650.00 | 550.00 | 435.00 | 530.00 | 430.00 |
| 2022-07-20 | 16410.00 | 16405.00 | 16465.00 | 16195.00 | 15730.00 | 15830.00 | 15860.00 | 15660.00 | 680.00 | 575.00 | 605.00 | 535.00 |
| 2022-07-19 | 16400.00 | 16290.00 | 16500.00 | 16155.00 | 15780.00 | 15705.00 | 15915.00 | 15610.00 | 620.00 | 585.00 | 585.00 | 545.00 |
| 2022-07-18 | 16170.00 | 16350.00 | 16450.00 | 16060.00 | 15495.00 | 15735.00 | 15770.00 | 15440.00 | 675.00 | 615.00 | 680.00 | 620.00 |
| 2022-07-15 | 16650.00 | 16050.00 | 16650.00 | 15925.00 | 15995.00 | 15470.00 | 15995.00 | 15415.00 | 655.00 | 580.00 | 655.00 | 510.00 |
| 2022-07-14 | 16765.00 | 16680.00 | 16975.00 | 16480.00 | 16125.00 | 16020.00 | 16295.00 | 15885.00 | 640.00 | 660.00 | 680.00 | 595.00 |
| 2022-07-13 | 16680.00 | 16850.00 | 16915.00 | 16625.00 | 16000.00 | 16200.00 | 16210.00 | 16000.00 | 680.00 | 650.00 | 705.00 | 625.00 |
| 2022-07-12 | 16775.00 | 16655.00 | 16840.00 | 16600.00 | 16120.00 | 16055.00 | 16220.00 | 16020.00 | 655.00 | 600.00 | 620.00 | 580.00 |
| 2022-07-11 | 16905.00 | 16680.00 | 16980.00 | 16620.00 | 16150.00 | 16175.00 | 16360.00 | 16100.00 | 755.00 | 505.00 | 620.00 | 520.00 |
| 2022-07-08 | 16800.00 | 16920.00 | 17050.00 | 16735.00 | 16115.00 | 16230.00 | 16400.00 | 16115.00 | 685.00 | 690.00 | 650.00 | 620.00 |
| 2022-07-07 | 16660.00 | 16700.00 | 16785.00 | 16410.00 | 16000.00 | 16115.00 | 16300.00 | 15905.00 | 660.00 | 585.00 | 485.00 | 505.00 |
| 2022-07-06 | 16545.00 | 16660.00 | 16690.00 | 16370.00 | 16060.00 | 16050.00 | 16145.00 | 15850.00 | 485.00 | 610.00 | 545.00 | 520.00 |
| 2022-07-05 | 16450.00 | 16620.00 | 16820.00 | 16410.00 | 15980.00 | 16110.00 | 16300.00 | 15925.00 | 470.00 | 510.00 | 520.00 | 485.00 |
| 2022-07-04 | 16440.00 | 16340.00 | 16700.00 | 16290.00 | 16000.00 | 15925.00 | 16345.00 | 15915.00 | 440.00 | 415.00 | 355.00 | 375.00 |
| 2022-07-01 | 16720.00 | 16375.00 | 16770.00 | 16330.00 | 16350.00 | 16050.00 | 16380.00 | 16005.00 | 370.00 | 325.00 | 390.00 | 325.00 |
| 2022-06-30 | 16750.00 | 16865.00 | 16980.00 | 16620.00 | 16310.00 | 16455.00 | 16555.00 | 16260.00 | 440.00 | 410.00 | 425.00 | 360.00 |
| 2022-06-29 | 16810.00 | 16620.00 | 16820.00 | 16490.00 | 17200.00 | 16775.00 | 17205.00 | 16750.00 | -390.00 | -155.00 | -385.00 | -260.00 |
| 2022-06-28 | 16735.00 | 16810.00 | 16875.00 | 16520.00 | 17080.00 | 17200.00 | 17300.00 | 16870.00 | -345.00 | -390.00 | -425.00 | -350.00 |
| 2022-06-27 | 16800.00 | 16635.00 | 17000.00 | 16595.00 | 17500.00 | 17060.00 | 17795.00 | 17040.00 | -700.00 | -425.00 | -795.00 | -445.00 |
| 2022-06-24 | 18315.00 | 17505.00 | 18405.00 | 17505.00 | 17500.00 | 16810.00 | 17570.00 | 16745.00 | 815.00 | 695.00 | 835.00 | 760.00 |
| 2022-06-23 | 18000.00 | 18315.00 | 18450.00 | 17890.00 | 17290.00 | 17575.00 | 17625.00 | 17230.00 | 710.00 | 740.00 | 825.00 | 660.00 |
| 2022-06-22 | 18130.00 | 17955.00 | 18340.00 | 17815.00 | 17460.00 | 17270.00 | 17650.00 | 17200.00 | 670.00 | 685.00 | 690.00 | 615.00 |
| 2022-06-21 | 17850.00 | 18130.00 | 18380.00 | 17780.00 | 17140.00 | 17535.00 | 17695.00 | 17140.00 | 710.00 | 595.00 | 685.00 | 640.00 |
| 2022-06-20 | 17565.00 | 17850.00 | 17980.00 | 17535.00 | 17265.00 | 17370.00 | 17575.00 | 17220.00 | 300.00 | 480.00 | 405.00 | 315.00 |
| 2022-06-17 | 17700.00 | 17565.00 | 17800.00 | 17480.00 | 17400.00 | 17280.00 | 17475.00 | 17220.00 | 300.00 | 285.00 | 325.00 | 260.00 |
| 2022-06-16 | 17640.00 | 17755.00 | 17910.00 | 17625.00 | 17400.00 | 17495.00 | 17650.00 | 17400.00 | 240.00 | 260.00 | 260.00 | 225.00 |
| 2022-06-15 | 17850.00 | 17640.00 | 17865.00 | 17580.00 | 17600.00 | 17435.00 | 17660.00 | 17360.00 | 250.00 | 205.00 | 205.00 | 220.00 |
| 2022-06-14 | 17935.00 | 17850.00 | 18035.00 | 17665.00 | 17695.00 | 17625.00 | 17820.00 | 17480.00 | 240.00 | 225.00 | 215.00 | 185.00 |
| 2022-06-13 | 18750.00 | 17995.00 | 18750.00 | 17885.00 | 18585.00 | 17800.00 | 18585.00 | 17710.00 | 165.00 | 195.00 | 165.00 | 175.00 |
| 2022-06-10 | 18520.00 | 18770.00 | 18820.00 | 18450.00 | 18320.00 | 18530.00 | 18550.00 | 18220.00 | 200.00 | 240.00 | 270.00 | 230.00 |
| 2022-06-09 | 18875.00 | 18630.00 | 18895.00 | 18550.00 | 18600.00 | 18395.00 | 18615.00 | 18325.00 | 275.00 | 235.00 | 280.00 | 225.00 |
| 2022-06-08 | 18460.00 | 18880.00 | 18895.00 | 18445.00 | 18210.00 | 18575.00 | 18600.00 | 18210.00 | 250.00 | 305.00 | 295.00 | 235.00 |
| 2022-06-07 | 18630.00 | 18460.00 | 18920.00 | 18400.00 | 18280.00 | 18245.00 | 18650.00 | 18185.00 | 350.00 | 215.00 | 270.00 | 215.00 |
| 2022-06-06 | 18580.00 | 18500.00 | 18600.00 | 18220.00 | 18335.00 | 18265.00 | 18385.00 | 18045.00 | 245.00 | 235.00 | 215.00 | 175.00 |
| 2022-06-02 | 18285.00 | 18495.00 | 18595.00 | 18100.00 | 18120.00 | 18270.00 | 18350.00 | 17920.00 | 165.00 | 225.00 | 245.00 | 180.00 |
| 2022-06-01 | 18315.00 | 18330.00 | 18445.00 | 18200.00 | 18040.00 | 18070.00 | 18175.00 | 17950.00 | 275.00 | 260.00 | 270.00 | 250.00 |
| 2022-05-31 | 18680.00 | 18290.00 | 18745.00 | 18220.00 | 18865.00 | 18570.00 | 18885.00 | 18405.00 | -185.00 | -280.00 | -140.00 | -185.00 |
| 2022-05-30 | 18360.00 | 18645.00 | 18695.00 | 18260.00 | 18850.00 | 18820.00 | 18985.00 | 18640.00 | -490.00 | -175.00 | -290.00 | -380.00 |
| 2022-05-27 | 18605.00 | 18715.00 | 18735.00 | 18485.00 | 18220.00 | 18300.00 | 18385.00 | 18170.00 | 385.00 | 415.00 | 350.00 | 315.00 |
| 2022-05-26 | 18675.00 | 18530.00 | 18835.00 | 18440.00 | 18400.00 | 18130.00 | 18560.00 | 18080.00 | 275.00 | 400.00 | 275.00 | 360.00 |
| 2022-05-25 | 18455.00 | 18595.00 | 18720.00 | 18430.00 | 18235.00 | 18350.00 | 18420.00 | 18210.00 | 220.00 | 245.00 | 300.00 | 220.00 |
| 2022-05-24 | 18535.00 | 18440.00 | 18660.00 | 18360.00 | 18400.00 | 18260.00 | 18440.00 | 18190.00 | 135.00 | 180.00 | 220.00 | 170.00 |
| 2022-05-23 | 19090.00 | 18535.00 | 19155.00 | 18450.00 | 18765.00 | 18400.00 | 18835.00 | 18305.00 | 325.00 | 135.00 | 320.00 | 145.00 |
| 2022-05-20 | 18630.00 | 19090.00 | 19165.00 | 18600.00 | 18300.00 | 18765.00 | 18810.00 | 18300.00 | 330.00 | 325.00 | 355.00 | 300.00 |
| 2022-05-19 | 18360.00 | 18605.00 | 18645.00 | 18275.00 | 18200.00 | 18400.00 | 18470.00 | 18170.00 | 160.00 | 205.00 | 175.00 | 105.00 |
| 2022-05-18 | 18785.00 | 18360.00 | 18830.00 | 18325.00 | 18705.00 | 18240.00 | 18710.00 | 18205.00 | 80.00 | 120.00 | 120.00 | 120.00 |
| 2022-05-17 | 18975.00 | 18765.00 | 19140.00 | 18650.00 | 18800.00 | 18625.00 | 18855.00 | 18510.00 | 175.00 | 140.00 | 285.00 | 140.00 |
| 2022-05-16 | 18800.00 | 19175.00 | 19250.00 | 18620.00 | 18600.00 | 18940.00 | 19035.00 | 18505.00 | 200.00 | 235.00 | 215.00 | 115.00 |
| 2022-05-13 | 18830.00 | 18830.00 | 19050.00 | 18600.00 | 18610.00 | 18665.00 | 18895.00 | 18485.00 | 220.00 | 165.00 | 155.00 | 115.00 |
| 2022-05-12 | 19100.00 | 18865.00 | 19250.00 | 18770.00 | 18890.00 | 18725.00 | 19095.00 | 18650.00 | 210.00 | 140.00 | 155.00 | 120.00 |
| 2022-05-11 | 18840.00 | 19055.00 | 19195.00 | 18640.00 | 18620.00 | 18925.00 | 19045.00 | 18540.00 | 220.00 | 130.00 | 150.00 | 100.00 |
| 2022-05-10 | 18720.00 | 18840.00 | 19030.00 | 18500.00 | 18995.00 | 18725.00 | 18995.00 | 18390.00 | -275.00 | 115.00 | 35.00 | 110.00 |
| 2022-05-09 | 18750.00 | 19320.00 | 19460.00 | 18750.00 | 18690.00 | 19245.00 | 19380.00 | 18690.00 | 60.00 | 75.00 | 80.00 | 60.00 |
| 2022-05-06 | 19500.00 | 18750.00 | 19500.00 | 18750.00 | 19300.00 | 18710.00 | 19420.00 | 18705.00 | 200.00 | 40.00 | 80.00 | 45.00 |
| 2022-05-05 | 19280.00 | 19500.00 | 19590.00 | 19155.00 | 19000.00 | 19415.00 | 19540.00 | 19000.00 | 280.00 | 85.00 | 50.00 | 155.00 |
| 2022-04-29 | 19380.00 | 19360.00 | 19475.00 | 19000.00 | 19390.00 | 19320.00 | 19400.00 | 18950.00 | -10.00 | 40.00 | 75.00 | 50.00 |
| 2022-04-28 | 19550.00 | 19450.00 | 19685.00 | 19320.00 | 19600.00 | 19415.00 | 19690.00 | 19350.00 | -50.00 | 35.00 | -5.00 | -30.00 |
| 2022-04-27 | 19220.00 | 19550.00 | 19580.00 | 19120.00 | 19400.00 | 19540.00 | 19600.00 | 19190.00 | -180.00 | 10.00 | -20.00 | -70.00 |
| 2022-04-26 | 19105.00 | 19225.00 | 19450.00 | 18720.00 | 19060.00 | 19295.00 | 19470.00 | 18710.00 | 45.00 | -70.00 | -20.00 | 10.00 |
| 2022-04-25 | 20140.00 | 19060.00 | 20140.00 | 19020.00 | 20140.00 | 19105.00 | 20140.00 | 19030.00 | 0.00 | -45.00 | 0.00 | -10.00 |
| 2022-04-22 | 19970.00 | 20040.00 | 20365.00 | 19900.00 | 19970.00 | 20030.00 | 20350.00 | 19925.00 | 0.00 | 10.00 | 15.00 | -25.00 |
| 2022-04-21 | 19840.00 | 19965.00 | 20075.00 | 19745.00 | 20000.00 | 19955.00 | 20080.00 | 19765.00 | -160.00 | 10.00 | -5.00 | -20.00 |
| 2022-04-20 | 20265.00 | 19890.00 | 20315.00 | 19860.00 | 20185.00 | 19880.00 | 20285.00 | 19860.00 | 80.00 | 10.00 | 30.00 | 0.00 |
| 2022-04-19 | 19505.00 | 20265.00 | 20750.00 | 19505.00 | 19470.00 | 20260.00 | 20650.00 | 19470.00 | 35.00 | 5.00 | 100.00 | 35.00 |
| 2022-04-18 | 19860.00 | 19505.00 | 19910.00 | 19420.00 | 19720.00 | 19495.00 | 19870.00 | 19405.00 | 140.00 | 10.00 | 40.00 | 15.00 |
| 2022-04-15 | 19865.00 | 19835.00 | 19995.00 | 19650.00 | 19770.00 | 19795.00 | 19940.00 | 19610.00 | 95.00 | 40.00 | 55.00 | 40.00 |
| 2022-04-14 | 19815.00 | 19830.00 | 19925.00 | 19590.00 | 19800.00 | 19795.00 | 19875.00 | 19540.00 | 15.00 | 35.00 | 50.00 | 50.00 |
| 2022-04-13 | 19555.00 | 19805.00 | 20000.00 | 19410.00 | 19540.00 | 19800.00 | 19930.00 | 19390.00 | 15.00 | 5.00 | 70.00 | 20.00 |
| 2022-04-12 | 19140.00 | 19555.00 | 19670.00 | 19110.00 | 19200.00 | 19550.00 | 19645.00 | 19075.00 | -60.00 | 5.00 | 25.00 | 35.00 |
| 2022-04-11 | 19965.00 | 19330.00 | 19965.00 | 19120.00 | 19960.00 | 19295.00 | 19960.00 | 19080.00 | 5.00 | 35.00 | 5.00 | 40.00 |
| 2022-04-08 | 20365.00 | 20025.00 | 20480.00 | 19930.00 | 20400.00 | 19955.00 | 20400.00 | 19900.00 | -35.00 | 70.00 | 80.00 | 30.00 |
| 2022-04-07 | 20830.00 | 20365.00 | 20960.00 | 20310.00 | 20760.00 | 20290.00 | 20860.00 | 20255.00 | 70.00 | 75.00 | 100.00 | 55.00 |
| 2022-04-06 | 20600.00 | 20830.00 | 20830.00 | 20210.00 | 20375.00 | 20725.00 | 20725.00 | 20165.00 | 225.00 | 105.00 | 105.00 | 45.00 |
| 2022-04-01 | 20315.00 | 20280.00 | 20475.00 | 20030.00 | 20460.00 | 20215.00 | 20460.00 | 20000.00 | -145.00 | 65.00 | 15.00 | 30.00 |
| 2022-03-31 | 20725.00 | 20185.00 | 20815.00 | 20060.00 | 20640.00 | 20230.00 | 20750.00 | 20000.00 | 85.00 | -45.00 | 65.00 | 60.00 |
| 2022-03-30 | 20100.00 | 20730.00 | 20730.00 | 19885.00 | 19980.00 | 20680.00 | 20680.00 | 19800.00 | 120.00 | 50.00 | 50.00 | 85.00 |
| 2022-03-29 | 20250.00 | 20270.00 | 20430.00 | 19975.00 | 20205.00 | 20210.00 | 20650.00 | 19950.00 | 45.00 | 60.00 | -220.00 | 25.00 |
| 2022-03-28 | 20500.00 | 20245.00 | 21090.00 | 19830.00 | 20700.00 | 20250.00 | 21000.00 | 19865.00 | -200.00 | -5.00 | 90.00 | -35.00 |
| 2022-03-25 | 22305.00 | 21110.00 | 23050.00 | 20360.00 | 22565.00 | 21090.00 | 22985.00 | 20335.00 | -260.00 | 20.00 | 65.00 | 25.00 |
| 2022-03-24 | 21000.00 | 21680.00 | 22345.00 | 20955.00 | 20985.00 | 21615.00 | 22200.00 | 20880.00 | 15.00 | 65.00 | 145.00 | 75.00 |