本页面展示PVC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PVC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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021-05-27 | 8600.00 | 8540.00 | 8640.00 | 8455.00 | 8500.00 | 8455.00 | 8555.00 | 8370.00 | 100.00 | 85.00 | 85.00 | 85.00 |
| 2021-05-26 | 8690.00 | 8620.00 | 8715.00 | 8510.00 | 8600.00 | 8530.00 | 8625.00 | 8420.00 | 90.00 | 90.00 | 90.00 | 90.00 |
| 2021-05-25 | 8640.00 | 8690.00 | 8735.00 | 8620.00 | 8565.00 | 8600.00 | 8640.00 | 8530.00 | 75.00 | 90.00 | 95.00 | 90.00 |
| 2021-05-24 | 8630.00 | 8635.00 | 8705.00 | 8580.00 | 8515.00 | 8555.00 | 8620.00 | 8505.00 | 115.00 | 80.00 | 85.00 | 75.00 |
| 2021-05-21 | 8790.00 | 8580.00 | 8805.00 | 8565.00 | 8655.00 | 8495.00 | 8715.00 | 8485.00 | 135.00 | 85.00 | 90.00 | 80.00 |
| 2021-05-20 | 9005.00 | 8800.00 | 9010.00 | 8755.00 | 8945.00 | 8710.00 | 8945.00 | 8670.00 | 60.00 | 90.00 | 65.00 | 85.00 |
| 2021-05-19 | 9235.00 | 9065.00 | 9275.00 | 9005.00 | 9110.00 | 8965.00 | 9190.00 | 8915.00 | 125.00 | 100.00 | 85.00 | 90.00 |
| 2021-05-18 | 9115.00 | 9235.00 | 9245.00 | 9095.00 | 9020.00 | 9150.00 | 9165.00 | 9015.00 | 95.00 | 85.00 | 80.00 | 80.00 |
| 2021-05-17 | 9130.00 | 9115.00 | 9250.00 | 9070.00 | 9080.00 | 9015.00 | 9165.00 | 8990.00 | 50.00 | 100.00 | 85.00 | 80.00 |
| 2021-05-14 | 9135.00 | 9115.00 | 9255.00 | 8885.00 | 8950.00 | 9040.00 | 9175.00 | 8810.00 | 185.00 | 75.00 | 80.00 | 75.00 |
| 2021-05-13 | 9240.00 | 9110.00 | 9310.00 | 9060.00 | 9240.00 | 9025.00 | 9240.00 | 8985.00 | 0.00 | 85.00 | 70.00 | 75.00 |
| 2021-05-12 | 9215.00 | 9280.00 | 9370.00 | 9185.00 | 9110.00 | 9210.00 | 9280.00 | 9110.00 | 105.00 | 70.00 | 90.00 | 75.00 |
| 2021-05-11 | 9345.00 | 9225.00 | 9365.00 | 9140.00 | 9230.00 | 9150.00 | 9290.00 | 9075.00 | 115.00 | 75.00 | 75.00 | 65.00 |
| 2021-05-10 | 9270.00 | 9345.00 | 9435.00 | 9200.00 | 9170.00 | 9270.00 | 9345.00 | 9110.00 | 100.00 | 75.00 | 90.00 | 90.00 |
| 2021-05-07 | 9120.00 | 9285.00 | 9305.00 | 9115.00 | 9070.00 | 9200.00 | 9215.00 | 9055.00 | 50.00 | 85.00 | 90.00 | 60.00 |
| 2021-05-06 | 8940.00 | 9120.00 | 9160.00 | 8900.00 | 8900.00 | 9040.00 | 9110.00 | 8860.00 | 40.00 | 80.00 | 50.00 | 40.00 |
| 2021-04-30 | 8885.00 | 8860.00 | 8915.00 | 8740.00 | 8870.00 | 8820.00 | 8870.00 | 8680.00 | 15.00 | 40.00 | 45.00 | 60.00 |
| 2021-04-29 | 8985.00 | 8885.00 | 8985.00 | 8830.00 | 9170.00 | 9115.00 | 9170.00 | 9050.00 | -185.00 | -230.00 | -185.00 | -220.00 |
| 2021-04-28 | 8930.00 | 8985.00 | 9010.00 | 8840.00 | 9080.00 | 9165.00 | 9200.00 | 9040.00 | -150.00 | -180.00 | -190.00 | -200.00 |
| 2021-04-27 | 8870.00 | 8925.00 | 8975.00 | 8805.00 | 9030.00 | 9110.00 | 9135.00 | 8985.00 | -160.00 | -185.00 | -160.00 | -180.00 |
| 2021-04-26 | 9040.00 | 8885.00 | 9095.00 | 8795.00 | 9175.00 | 9030.00 | 9230.00 | 8940.00 | -135.00 | -145.00 | -135.00 | -145.00 |
| 2021-04-23 | 8925.00 | 9040.00 | 9050.00 | 8855.00 | 9035.00 | 9175.00 | 9180.00 | 8975.00 | -110.00 | -135.00 | -130.00 | -120.00 |
| 2021-04-22 | 8650.00 | 8925.00 | 8945.00 | 8635.00 | 8780.00 | 9055.00 | 9070.00 | 8780.00 | -130.00 | -130.00 | -125.00 | -145.00 |
| 2021-04-21 | 8845.00 | 8640.00 | 8850.00 | 8610.00 | 8925.00 | 8780.00 | 8925.00 | 8745.00 | -80.00 | -140.00 | -75.00 | -135.00 |
| 2021-04-20 | 8880.00 | 8840.00 | 8965.00 | 8775.00 | 8985.00 | 8905.00 | 9035.00 | 8850.00 | -105.00 | -65.00 | -70.00 | -75.00 |
| 2021-04-19 | 8820.00 | 8840.00 | 8995.00 | 8810.00 | 8885.00 | 8925.00 | 9060.00 | 8880.00 | -65.00 | -85.00 | -65.00 | -70.00 |
| 2021-04-16 | 8760.00 | 8810.00 | 8860.00 | 8725.00 | 8785.00 | 8890.00 | 8925.00 | 8785.00 | -25.00 | -80.00 | -65.00 | -60.00 |
| 2021-04-15 | 8640.00 | 8725.00 | 8815.00 | 8625.00 | 8705.00 | 8790.00 | 8885.00 | 8705.00 | -65.00 | -65.00 | -70.00 | -80.00 |
| 2021-04-14 | 8610.00 | 8715.00 | 8755.00 | 8610.00 | 8510.00 | 8640.00 | 8670.00 | 8510.00 | 100.00 | 75.00 | 85.00 | 100.00 |
| 2021-04-13 | 8645.00 | 8595.00 | 8710.00 | 8580.00 | 8490.00 | 8500.00 | 8570.00 | 8470.00 | 155.00 | 95.00 | 140.00 | 110.00 |
| 2021-04-12 | 8735.00 | 8610.00 | 8765.00 | 8550.00 | 8545.00 | 8460.00 | 8615.00 | 8360.00 | 190.00 | 150.00 | 150.00 | 190.00 |
| 2021-04-09 | 8860.00 | 8735.00 | 8870.00 | 8700.00 | 8700.00 | 8545.00 | 8705.00 | 8540.00 | 160.00 | 190.00 | 165.00 | 160.00 |
| 2021-04-08 | 8905.00 | 8870.00 | 8925.00 | 8785.00 | 8730.00 | 8710.00 | 8765.00 | 8605.00 | 175.00 | 160.00 | 160.00 | 180.00 |
| 2021-04-07 | 8925.00 | 8875.00 | 9140.00 | 8865.00 | 8800.00 | 8725.00 | 8945.00 | 8720.00 | 125.00 | 150.00 | 195.00 | 145.00 |
| 2021-04-06 | 8880.00 | 8940.00 | 8985.00 | 8860.00 | 8750.00 | 8770.00 | 8815.00 | 8685.00 | 130.00 | 170.00 | 170.00 | 175.00 |
| 2021-04-02 | 8795.00 | 8930.00 | 8945.00 | 8730.00 | 8595.00 | 8770.00 | 8780.00 | 8560.00 | 200.00 | 160.00 | 165.00 | 170.00 |
| 2021-04-01 | 8530.00 | 8795.00 | 8805.00 | 8530.00 | 8445.00 | 8600.00 | 8625.00 | 8415.00 | 85.00 | 195.00 | 180.00 | 115.00 |
| 2021-03-31 | 8610.00 | 8540.00 | 8690.00 | 8515.00 | 8465.00 | 8420.00 | 8550.00 | 8405.00 | 145.00 | 120.00 | 140.00 | 110.00 |
| 2021-03-30 | 8830.00 | 8640.00 | 8870.00 | 8610.00 | 8645.00 | 8485.00 | 8695.00 | 8460.00 | 185.00 | 155.00 | 175.00 | 150.00 |
| 2021-03-29 | 8890.00 | 8795.00 | 8935.00 | 8750.00 | 8700.00 | 8625.00 | 8740.00 | 8565.00 | 190.00 | 170.00 | 195.00 | 185.00 |
| 2021-03-26 | 8695.00 | 8920.00 | 8920.00 | 8645.00 | 8480.00 | 8670.00 | 8670.00 | 8435.00 | 215.00 | 250.00 | 250.00 | 210.00 |
| 2021-03-25 | 8650.00 | 8695.00 | 8835.00 | 8575.00 | 8480.00 | 8480.00 | 8635.00 | 8385.00 | 170.00 | 215.00 | 200.00 | 190.00 |
| 2021-03-24 | 8600.00 | 8610.00 | 8675.00 | 8455.00 | 8405.00 | 8410.00 | 8510.00 | 8270.00 | 195.00 | 200.00 | 165.00 | 185.00 |
| 2021-03-23 | 8825.00 | 8650.00 | 8895.00 | 8525.00 | 8595.00 | 8485.00 | 8685.00 | 8365.00 | 230.00 | 165.00 | 210.00 | 160.00 |
| 2021-03-22 | 8805.00 | 8795.00 | 8970.00 | 8770.00 | 8675.00 | 8610.00 | 8750.00 | 8590.00 | 130.00 | 185.00 | 220.00 | 180.00 |
| 2021-03-19 | 8910.00 | 8770.00 | 8960.00 | 8720.00 | 8760.00 | 8605.00 | 8780.00 | 8555.00 | 150.00 | 165.00 | 180.00 | 165.00 |
| 2021-03-18 | 9025.00 | 8875.00 | 9260.00 | 8840.00 | 8910.00 | 8755.00 | 9065.00 | 8710.00 | 115.00 | 120.00 | 195.00 | 130.00 |
| 2021-03-17 | 9040.00 | 9070.00 | 9145.00 | 8985.00 | 8910.00 | 8915.00 | 8980.00 | 8795.00 | 130.00 | 155.00 | 165.00 | 190.00 |
| 2021-03-16 | 9150.00 | 9085.00 | 9280.00 | 9040.00 | 8915.00 | 8910.00 | 9085.00 | 8850.00 | 235.00 | 175.00 | 195.00 | 190.00 |
| 2021-03-15 | 8840.00 | 9150.00 | 9190.00 | 8770.00 | 8595.00 | 8895.00 | 8935.00 | 8540.00 | 245.00 | 255.00 | 255.00 | 230.00 |
| 2021-03-12 | 8730.00 | 8750.00 | 8885.00 | 8630.00 | 8600.00 | 8575.00 | 8695.00 | 8460.00 | 130.00 | 175.00 | 190.00 | 170.00 |
| 2021-03-11 | 8530.00 | 8705.00 | 8755.00 | 8440.00 | 8350.00 | 8520.00 | 8560.00 | 8280.00 | 180.00 | 185.00 | 195.00 | 160.00 |
| 2021-03-10 | 8650.00 | 8455.00 | 8680.00 | 8450.00 | 8450.00 | 8305.00 | 8505.00 | 8300.00 | 200.00 | 150.00 | 175.00 | 150.00 |
| 2021-03-09 | 8670.00 | 8560.00 | 8840.00 | 8550.00 | 8500.00 | 8385.00 | 8640.00 | 8385.00 | 170.00 | 175.00 | 200.00 | 165.00 |
| 2021-03-08 | 8465.00 | 8695.00 | 8795.00 | 8415.00 | 8300.00 | 8525.00 | 8610.00 | 8260.00 | 165.00 | 170.00 | 185.00 | 155.00 |
| 2021-03-05 | 8375.00 | 8430.00 | 8525.00 | 8265.00 | 8070.00 | 8270.00 | 8320.00 | 8060.00 | 305.00 | 160.00 | 205.00 | 205.00 |
| 2021-03-04 | 8545.00 | 8375.00 | 8695.00 | 8355.00 | 8365.00 | 8150.00 | 8465.00 | 8145.00 | 180.00 | 225.00 | 230.00 | 210.00 |
| 2021-03-03 | 8370.00 | 8540.00 | 8690.00 | 8340.00 | 8095.00 | 8330.00 | 8430.00 | 8070.00 | 275.00 | 210.00 | 260.00 | 270.00 |
| 2021-03-02 | 8300.00 | 8345.00 | 8390.00 | 8210.00 | 8070.00 | 8065.00 | 8095.00 | 7920.00 | 230.00 | 280.00 | 295.00 | 290.00 |
| 2021-03-01 | 8475.00 | 8340.00 | 8480.00 | 8155.00 | 8200.00 | 8060.00 | 8240.00 | 7915.00 | 275.00 | 280.00 | 240.00 | 240.00 |
| 2021-02-26 | 8480.00 | 8505.00 | 8590.00 | 8380.00 | 8250.00 | 8225.00 | 8315.00 | 8130.00 | 230.00 | 280.00 | 275.00 | 250.00 |
| 2021-02-25 | 8550.00 | 8500.00 | 8820.00 | 8360.00 | 8190.00 | 8210.00 | 8480.00 | 8015.00 | 360.00 | 290.00 | 340.00 | 345.00 |
| 2021-02-24 | 8610.00 | 8520.00 | 8720.00 | 8510.00 | 8270.00 | 8155.00 | 8350.00 | 8145.00 | 340.00 | 365.00 | 370.00 | 365.00 |
| 2021-02-23 | 8650.00 | 8610.00 | 8905.00 | 8480.00 | 8255.00 | 8265.00 | 8535.00 | 8160.00 | 395.00 | 345.00 | 370.00 | 320.00 |
| 2021-02-22 | 8225.00 | 8610.00 | 8610.00 | 8185.00 | 8180.00 | 8545.00 | 8545.00 | 8135.00 | 45.00 | 65.00 | 65.00 | 50.00 |
| 2021-02-19 | 7960.00 | 8220.00 | 8250.00 | 7885.00 | 7935.00 | 8165.00 | 8195.00 | 7840.00 | 25.00 | 55.00 | 55.00 | 45.00 |
| 2021-02-18 | 7895.00 | 8000.00 | 8100.00 | 7845.00 | 7705.00 | 7960.00 | 8000.00 | 7705.00 | 190.00 | 40.00 | 100.00 | 140.00 |
| 2021-02-10 | 7705.00 | 7720.00 | 7735.00 | 7600.00 | 7615.00 | 7665.00 | 7690.00 | 7550.00 | 90.00 | 55.00 | 45.00 | 50.00 |
| 2021-02-09 | 7650.00 | 7720.00 | 7720.00 | 7600.00 | 7605.00 | 7655.00 | 7665.00 | 7545.00 | 45.00 | 65.00 | 55.00 | 55.00 |
| 2021-02-08 | 7630.00 | 7640.00 | 7725.00 | 7565.00 | 7585.00 | 7605.00 | 7680.00 | 7525.00 | 45.00 | 35.00 | 45.00 | 40.00 |
| 2021-02-05 | 7620.00 | 7625.00 | 7665.00 | 7535.00 | 7570.00 | 7580.00 | 7625.00 | 7495.00 | 50.00 | 45.00 | 40.00 | 40.00 |
| 2021-02-04 | 7455.00 | 7645.00 | 7660.00 | 7370.00 | 7365.00 | 7600.00 | 7625.00 | 7335.00 | 90.00 | 45.00 | 35.00 | 35.00 |
| 2021-02-03 | 7330.00 | 7445.00 | 7445.00 | 7270.00 | 7290.00 | 7395.00 | 7400.00 | 7240.00 | 40.00 | 50.00 | 45.00 | 30.00 |
| 2021-02-02 | 7300.00 | 7305.00 | 7365.00 | 7250.00 | 7290.00 | 7295.00 | 7365.00 | 7250.00 | 10.00 | 10.00 | 0.00 | 0.00 |
| 2021-02-01 | 7435.00 | 7280.00 | 7550.00 | 7280.00 | 7435.00 | 7280.00 | 7575.00 | 7280.00 | 0.00 | 0.00 | -25.00 | 0.00 |
| 2021-01-29 | 7410.00 | 7430.00 | 7485.00 | 7345.00 | 7450.00 | 7455.00 | 7510.00 | 7375.00 | -40.00 | -25.00 | -25.00 | -30.00 |
| 2021-01-28 | 7320.00 | 7420.00 | 7430.00 | 7295.00 | 7345.00 | 7445.00 | 7455.00 | 7310.00 | -25.00 | -25.00 | -25.00 | -15.00 |
| 2021-01-27 | 7285.00 | 7340.00 | 7355.00 | 7275.00 | 7335.00 | 7345.00 | 7390.00 | 7290.00 | -50.00 | -5.00 | -35.00 | -15.00 |
| 2021-01-26 | 7260.00 | 7265.00 | 7425.00 | 7260.00 | 7300.00 | 7305.00 | 7445.00 | 7280.00 | -40.00 | -40.00 | -20.00 | -20.00 |
| 2021-01-25 | 7395.00 | 7275.00 | 7495.00 | 7210.00 | 7410.00 | 7285.00 | 7500.00 | 7225.00 | -15.00 | -10.00 | -5.00 | -15.00 |
| 2021-01-22 | 7420.00 | 7415.00 | 7440.00 | 7315.00 | 7395.00 | 7435.00 | 7450.00 | 7325.00 | 25.00 | -20.00 | -10.00 | -10.00 |
| 2021-01-21 | 7205.00 | 7390.00 | 7390.00 | 7205.00 | 7245.00 | 7385.00 | 7400.00 | 7225.00 | -40.00 | 5.00 | -10.00 | -20.00 |
| 2021-01-20 | 7210.00 | 7205.00 | 7300.00 | 7180.00 | 7205.00 | 7235.00 | 7310.00 | 7180.00 | 5.00 | -30.00 | -10.00 | 0.00 |
| 2021-01-19 | 7170.00 | 7200.00 | 7295.00 | 7170.00 | 7175.00 | 7185.00 | 7280.00 | 7160.00 | -5.00 | 15.00 | 15.00 | 10.00 |
| 2021-01-18 | 7040.00 | 7190.00 | 7195.00 | 7000.00 | 7030.00 | 7200.00 | 7200.00 | 6995.00 | 10.00 | -10.00 | -5.00 | 5.00 |
| 2021-01-15 | 7000.00 | 7040.00 | 7060.00 | 6965.00 | 7010.00 | 7030.00 | 7060.00 | 6970.00 | -10.00 | 10.00 | 0.00 | -5.00 |
| 2021-01-14 | 7020.00 | 7020.00 | 7045.00 | 6910.00 | 7030.00 | 7020.00 | 7045.00 | 6910.00 | -10.00 | 0.00 | 0.00 | 0.00 |
| 2021-01-13 | 7010.00 | 7040.00 | 7065.00 | 6965.00 | 7050.00 | 7030.00 | 7070.00 | 6975.00 | -40.00 | 10.00 | -5.00 | -10.00 |
| 2021-01-12 | 6930.00 | 7025.00 | 7040.00 | 6875.00 | 6935.00 | 7035.00 | 7060.00 | 6895.00 | -5.00 | -10.00 | -20.00 | -20.00 |
| 2021-01-11 | 7000.00 | 6940.00 | 7005.00 | 6890.00 | 7025.00 | 6935.00 | 7040.00 | 6900.00 | -25.00 | 5.00 | -35.00 | -10.00 |
| 2021-01-08 | 7175.00 | 7000.00 | 7180.00 | 7000.00 | 7190.00 | 7025.00 | 7205.00 | 7020.00 | -15.00 | -25.00 | -25.00 | -20.00 |
| 2021-01-07 | 7180.00 | 7170.00 | 7315.00 | 7155.00 | 7195.00 | 7165.00 | 7310.00 | 7155.00 | -15.00 | 5.00 | 5.00 | 0.00 |
| 2021-01-06 | 7195.00 | 7190.00 | 7260.00 | 7165.00 | 7190.00 | 7185.00 | 7245.00 | 7140.00 | 5.00 | 5.00 | 15.00 | 25.00 |
| 2021-01-05 | 7220.00 | 7170.00 | 7300.00 | 7135.00 | 7200.00 | 7170.00 | 7300.00 | 7125.00 | 20.00 | 0.00 | 0.00 | 10.00 |
| 2021-01-04 | 7150.00 | 7210.00 | 7235.00 | 7080.00 | 7085.00 | 7200.00 | 7210.00 | 7045.00 | 65.00 | 10.00 | 25.00 | 35.00 |
| 2020-12-31 | 7085.00 | 7130.00 | 7165.00 | 7050.00 | 7075.00 | 7100.00 | 7120.00 | 7015.00 | 10.00 | 30.00 | 45.00 | 35.00 |
| 2020-12-30 | 7100.00 | 7095.00 | 7140.00 | 7040.00 | 7110.00 | 7060.00 | 7125.00 | 7025.00 | -10.00 | 35.00 | 15.00 | 15.00 |
| 2020-12-29 | 7120.00 | 7080.00 | 7155.00 | 7035.00 | 7135.00 | 7105.00 | 7175.00 | 7055.00 | -15.00 | -25.00 | -20.00 | -20.00 |
| 2020-12-28 | 7210.00 | 7090.00 | 7260.00 | 7065.00 | 7235.00 | 7125.00 | 7265.00 | 7095.00 | -25.00 | -35.00 | -5.00 | -30.00 |
| 2020-12-25 | 7380.00 | 7225.00 | 7385.00 | 7155.00 | 7435.00 | 7255.00 | 7455.00 | 7195.00 | -55.00 | -30.00 | -70.00 | -40.00 |