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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020-12-24 | 7480.00 | 7410.00 | 7510.00 | 7375.00 | 7565.00 | 7460.00 | 7600.00 | 7445.00 | -85.00 | -50.00 | -90.00 | -70.00 |
| 2020-12-23 | 7500.00 | 7475.00 | 7500.00 | 7360.00 | 7465.00 | 7560.00 | 7565.00 | 7350.00 | 35.00 | -85.00 | -65.00 | 10.00 |
| 2020-12-22 | 7590.00 | 7465.00 | 7685.00 | 7450.00 | 7605.00 | 7430.00 | 7725.00 | 7430.00 | -15.00 | 35.00 | -40.00 | 20.00 |
| 2020-12-21 | 7535.00 | 7620.00 | 7750.00 | 7510.00 | 7660.00 | 7715.00 | 7800.00 | 7585.00 | -125.00 | -95.00 | -50.00 | -75.00 |
| 2020-12-18 | 7485.00 | 7520.00 | 7690.00 | 7425.00 | 7575.00 | 7665.00 | 7830.00 | 7575.00 | -90.00 | -145.00 | -140.00 | -150.00 |
| 2020-12-17 | 7705.00 | 7675.00 | 7710.00 | 7550.00 | 7545.00 | 7470.00 | 7550.00 | 7355.00 | 160.00 | 205.00 | 160.00 | 195.00 |
| 2020-12-16 | 7860.00 | 7685.00 | 7910.00 | 7640.00 | 7635.00 | 7545.00 | 7700.00 | 7505.00 | 225.00 | 140.00 | 210.00 | 135.00 |
| 2020-12-15 | 7915.00 | 7880.00 | 8000.00 | 7770.00 | 7625.00 | 7635.00 | 7695.00 | 7500.00 | 290.00 | 245.00 | 305.00 | 270.00 |
| 2020-12-14 | 8385.00 | 7950.00 | 8560.00 | 7935.00 | 7930.00 | 7595.00 | 8130.00 | 7580.00 | 455.00 | 355.00 | 430.00 | 355.00 |
| 2020-12-11 | 8220.00 | 8380.00 | 8480.00 | 8200.00 | 7780.00 | 7915.00 | 7975.00 | 7755.00 | 440.00 | 465.00 | 505.00 | 445.00 |
| 2020-12-10 | 8120.00 | 8200.00 | 8420.00 | 8085.00 | 7665.00 | 7735.00 | 7930.00 | 7640.00 | 455.00 | 465.00 | 490.00 | 445.00 |
| 2020-12-09 | 7835.00 | 8125.00 | 8145.00 | 7805.00 | 7495.00 | 7655.00 | 7665.00 | 7425.00 | 340.00 | 470.00 | 480.00 | 380.00 |
| 2020-12-08 | 7940.00 | 7830.00 | 7985.00 | 7795.00 | 7510.00 | 7455.00 | 7595.00 | 7405.00 | 430.00 | 375.00 | 390.00 | 390.00 |
| 2020-12-07 | 7855.00 | 7940.00 | 7965.00 | 7705.00 | 7465.00 | 7575.00 | 7595.00 | 7315.00 | 390.00 | 365.00 | 370.00 | 390.00 |
| 2020-12-04 | 7730.00 | 7840.00 | 7845.00 | 7640.00 | 7205.00 | 7350.00 | 7350.00 | 7140.00 | 525.00 | 490.00 | 495.00 | 500.00 |
| 2020-12-03 | 7670.00 | 7710.00 | 7780.00 | 7580.00 | 7195.00 | 7200.00 | 7265.00 | 7130.00 | 475.00 | 510.00 | 515.00 | 450.00 |
| 2020-12-02 | 7790.00 | 7665.00 | 7920.00 | 7650.00 | 7235.00 | 7200.00 | 7380.00 | 7180.00 | 555.00 | 465.00 | 540.00 | 470.00 |
| 2020-12-01 | 7460.00 | 7750.00 | 7755.00 | 7460.00 | 7020.00 | 7215.00 | 7220.00 | 7000.00 | 440.00 | 535.00 | 535.00 | 460.00 |
| 2020-11-30 | 7585.00 | 7455.00 | 7635.00 | 7430.00 | 7090.00 | 7040.00 | 7200.00 | 7020.00 | 495.00 | 415.00 | 435.00 | 410.00 |
| 2020-11-27 | 7355.00 | 7585.00 | 7595.00 | 7355.00 | 6970.00 | 7135.00 | 7135.00 | 6945.00 | 385.00 | 450.00 | 460.00 | 410.00 |
| 2020-11-26 | 7340.00 | 7360.00 | 7445.00 | 7335.00 | 7010.00 | 6965.00 | 7030.00 | 6945.00 | 330.00 | 395.00 | 415.00 | 390.00 |
| 2020-11-25 | 7450.00 | 7355.00 | 7540.00 | 7345.00 | 6960.00 | 6995.00 | 7105.00 | 6960.00 | 490.00 | 360.00 | 435.00 | 385.00 |
| 2020-11-24 | 7485.00 | 7435.00 | 7520.00 | 7380.00 | 6995.00 | 6990.00 | 7050.00 | 6910.00 | 490.00 | 445.00 | 470.00 | 470.00 |
| 2020-11-23 | 7385.00 | 7480.00 | 7530.00 | 7350.00 | 6850.00 | 6955.00 | 6985.00 | 6845.00 | 535.00 | 525.00 | 545.00 | 505.00 |
| 2020-11-20 | 7440.00 | 7375.00 | 7460.00 | 7320.00 | 6975.00 | 6850.00 | 6990.00 | 6815.00 | 465.00 | 525.00 | 470.00 | 505.00 |
| 2020-11-19 | 7520.00 | 7450.00 | 7535.00 | 7385.00 | 7210.00 | 7135.00 | 7210.00 | 7075.00 | 310.00 | 315.00 | 325.00 | 310.00 |
| 2020-11-18 | 7530.00 | 7515.00 | 7645.00 | 7475.00 | 7220.00 | 7165.00 | 7310.00 | 7155.00 | 310.00 | 350.00 | 335.00 | 320.00 |
| 2020-11-17 | 7515.00 | 7525.00 | 7530.00 | 7340.00 | 7175.00 | 7200.00 | 7215.00 | 7045.00 | 340.00 | 325.00 | 315.00 | 295.00 |
| 2020-11-16 | 7335.00 | 7475.00 | 7575.00 | 7285.00 | 7130.00 | 7150.00 | 7285.00 | 7045.00 | 205.00 | 325.00 | 290.00 | 240.00 |
| 2020-11-13 | 7070.00 | 7335.00 | 7335.00 | 7060.00 | 6870.00 | 7090.00 | 7090.00 | 6860.00 | 200.00 | 245.00 | 245.00 | 200.00 |
| 2020-11-12 | 7060.00 | 7035.00 | 7095.00 | 7000.00 | 6900.00 | 6840.00 | 6905.00 | 6805.00 | 160.00 | 195.00 | 190.00 | 195.00 |
| 2020-11-11 | 7065.00 | 7060.00 | 7080.00 | 6950.00 | 7085.00 | 6835.00 | 7085.00 | 6830.00 | -20.00 | 225.00 | -5.00 | 120.00 |
| 2020-11-10 | 7350.00 | 7050.00 | 7375.00 | 7030.00 | 7220.00 | 6945.00 | 7280.00 | 6935.00 | 130.00 | 105.00 | 95.00 | 95.00 |
| 2020-11-09 | 7135.00 | 7275.00 | 7320.00 | 7130.00 | 7020.00 | 7135.00 | 7180.00 | 6980.00 | 115.00 | 140.00 | 140.00 | 150.00 |
| 2020-11-06 | 7080.00 | 7120.00 | 7125.00 | 7035.00 | 6970.00 | 6990.00 | 6990.00 | 6910.00 | 110.00 | 130.00 | 135.00 | 125.00 |
| 2020-11-05 | 7105.00 | 7065.00 | 7120.00 | 6970.00 | 6730.00 | 6700.00 | 6770.00 | 6650.00 | 375.00 | 365.00 | 350.00 | 320.00 |
| 2020-11-04 | 7150.00 | 7090.00 | 7230.00 | 7030.00 | 6975.00 | 6965.00 | 7095.00 | 6920.00 | 175.00 | 125.00 | 135.00 | 110.00 |
| 2020-11-03 | 7100.00 | 7110.00 | 7195.00 | 7065.00 | 6985.00 | 6970.00 | 7060.00 | 6935.00 | 115.00 | 140.00 | 135.00 | 130.00 |
| 2020-11-02 | 6945.00 | 7085.00 | 7125.00 | 6915.00 | 6780.00 | 6965.00 | 6975.00 | 6760.00 | 165.00 | 120.00 | 150.00 | 155.00 |
| 2020-10-30 | 6820.00 | 6925.00 | 6930.00 | 6760.00 | 6625.00 | 6775.00 | 6775.00 | 6580.00 | 195.00 | 150.00 | 155.00 | 180.00 |
| 2020-10-29 | 6880.00 | 6850.00 | 6980.00 | 6845.00 | 6675.00 | 6675.00 | 6795.00 | 6665.00 | 205.00 | 175.00 | 185.00 | 180.00 |
| 2020-10-28 | 6810.00 | 6885.00 | 6920.00 | 6810.00 | 6635.00 | 6725.00 | 6780.00 | 6635.00 | 175.00 | 160.00 | 140.00 | 175.00 |
| 2020-10-27 | 6780.00 | 6810.00 | 6820.00 | 6750.00 | 6590.00 | 6675.00 | 6685.00 | 6590.00 | 190.00 | 135.00 | 135.00 | 160.00 |
| 2020-10-26 | 6715.00 | 6765.00 | 6780.00 | 6645.00 | 6640.00 | 6630.00 | 6640.00 | 6525.00 | 75.00 | 135.00 | 140.00 | 120.00 |
| 2020-10-23 | 6715.00 | 6710.00 | 6755.00 | 6685.00 | 6640.00 | 6600.00 | 6680.00 | 6540.00 | 75.00 | 110.00 | 75.00 | 145.00 |
| 2020-10-22 | 6715.00 | 6715.00 | 6775.00 | 6710.00 | 6705.00 | 6635.00 | 6705.00 | 6635.00 | 10.00 | 80.00 | 70.00 | 75.00 |
| 2020-10-21 | 6805.00 | 6715.00 | 6835.00 | 6715.00 | 6700.00 | 6665.00 | 6720.00 | 6650.00 | 105.00 | 50.00 | 115.00 | 65.00 |
| 2020-10-20 | 6825.00 | 6795.00 | 6825.00 | 6745.00 | 6760.00 | 6690.00 | 6760.00 | 6665.00 | 65.00 | 105.00 | 65.00 | 80.00 |
| 2020-10-19 | 6860.00 | 6820.00 | 6885.00 | 6795.00 | 6720.00 | 6720.00 | 6805.00 | 6630.00 | 140.00 | 100.00 | 80.00 | 165.00 |
| 2020-10-16 | 6860.00 | 6855.00 | 6915.00 | 6820.00 | 6955.00 | 6755.00 | 6955.00 | 6640.00 | -95.00 | 100.00 | -40.00 | 180.00 |
| 2020-10-15 | 6895.00 | 6860.00 | 6910.00 | 6825.00 | 6810.00 | 6750.00 | 6820.00 | 6700.00 | 85.00 | 110.00 | 90.00 | 125.00 |
| 2020-10-14 | 6840.00 | 6875.00 | 6935.00 | 6840.00 | 6800.00 | 6790.00 | 6855.00 | 6760.00 | 40.00 | 85.00 | 80.00 | 80.00 |
| 2020-10-13 | 6865.00 | 6825.00 | 6880.00 | 6795.00 | 6795.00 | 6760.00 | 6805.00 | 6725.00 | 70.00 | 65.00 | 75.00 | 70.00 |
| 2020-10-12 | 6760.00 | 6865.00 | 6875.00 | 6730.00 | 6715.00 | 6800.00 | 6805.00 | 6665.00 | 45.00 | 65.00 | 70.00 | 65.00 |
| 2020-10-09 | 6650.00 | 6765.00 | 6780.00 | 6625.00 | 6560.00 | 6705.00 | 6705.00 | 6560.00 | 90.00 | 60.00 | 75.00 | 65.00 |
| 2020-09-30 | 6595.00 | 6570.00 | 6630.00 | 6555.00 | 6530.00 | 6515.00 | 6560.00 | 6490.00 | 65.00 | 55.00 | 70.00 | 65.00 |
| 2020-09-29 | 6585.00 | 6595.00 | 6615.00 | 6555.00 | 6530.00 | 6525.00 | 6555.00 | 6485.00 | 55.00 | 70.00 | 60.00 | 70.00 |
| 2020-09-28 | 6575.00 | 6570.00 | 6660.00 | 6555.00 | 6495.00 | 6515.00 | 6605.00 | 6495.00 | 80.00 | 55.00 | 55.00 | 60.00 |
| 2020-09-25 | 6540.00 | 6575.00 | 6585.00 | 6445.00 | 6480.00 | 6515.00 | 6540.00 | 6390.00 | 60.00 | 60.00 | 45.00 | 55.00 |
| 2020-09-24 | 6660.00 | 6540.00 | 6685.00 | 6520.00 | 6600.00 | 6490.00 | 6635.00 | 6465.00 | 60.00 | 50.00 | 50.00 | 55.00 |
| 2020-09-23 | 6650.00 | 6650.00 | 6690.00 | 6620.00 | 6600.00 | 6600.00 | 6635.00 | 6560.00 | 50.00 | 50.00 | 55.00 | 60.00 |
| 2020-09-22 | 6705.00 | 6645.00 | 6720.00 | 6630.00 | 6655.00 | 6585.00 | 6670.00 | 6575.00 | 50.00 | 60.00 | 50.00 | 55.00 |
| 2020-09-21 | 6660.00 | 6715.00 | 6740.00 | 6620.00 | 6660.00 | 6675.00 | 6685.00 | 6565.00 | 0.00 | 40.00 | 55.00 | 55.00 |
| 2020-09-18 | 6665.00 | 6660.00 | 6715.00 | 6645.00 | 6655.00 | 6605.00 | 6670.00 | 6590.00 | 10.00 | 55.00 | 45.00 | 55.00 |
| 2020-09-17 | 6605.00 | 6670.00 | 6750.00 | 6600.00 | 6560.00 | 6620.00 | 6695.00 | 6550.00 | 45.00 | 50.00 | 55.00 | 50.00 |
| 2020-09-16 | 6565.00 | 6585.00 | 6605.00 | 6540.00 | 6485.00 | 6525.00 | 6550.00 | 6480.00 | 80.00 | 60.00 | 55.00 | 60.00 |
| 2020-09-15 | 6540.00 | 6565.00 | 6600.00 | 6515.00 | 6480.00 | 6495.00 | 6540.00 | 6445.00 | 60.00 | 70.00 | 60.00 | 70.00 |
| 2020-09-14 | 6620.00 | 6550.00 | 6645.00 | 6535.00 | 6550.00 | 6480.00 | 6575.00 | 6455.00 | 70.00 | 70.00 | 70.00 | 80.00 |
| 2020-09-11 | 6625.00 | 6635.00 | 6665.00 | 6590.00 | 6575.00 | 6565.00 | 6610.00 | 6520.00 | 50.00 | 70.00 | 55.00 | 70.00 |
| 2020-09-10 | 6535.00 | 6645.00 | 6680.00 | 6525.00 | 6460.00 | 6585.00 | 6625.00 | 6460.00 | 75.00 | 60.00 | 55.00 | 65.00 |
| 2020-09-09 | 6535.00 | 6505.00 | 6590.00 | 6490.00 | 6480.00 | 6430.00 | 6530.00 | 6410.00 | 55.00 | 75.00 | 60.00 | 80.00 |
| 2020-09-08 | 6600.00 | 6555.00 | 6610.00 | 6510.00 | 6545.00 | 6510.00 | 6555.00 | 6405.00 | 55.00 | 45.00 | 55.00 | 105.00 |
| 2020-09-07 | 6620.00 | 6590.00 | 6665.00 | 6580.00 | 6590.00 | 6545.00 | 6615.00 | 6530.00 | 30.00 | 45.00 | 50.00 | 50.00 |
| 2020-09-04 | 6675.00 | 6620.00 | 6700.00 | 6595.00 | 6640.00 | 6580.00 | 6645.00 | 6535.00 | 35.00 | 40.00 | 55.00 | 60.00 |
| 2020-09-03 | 6710.00 | 6685.00 | 6720.00 | 6650.00 | 6775.00 | 6700.00 | 6780.00 | 6680.00 | -65.00 | -15.00 | -60.00 | -30.00 |
| 2020-09-02 | 6670.00 | 6725.00 | 6760.00 | 6670.00 | 6735.00 | 6780.00 | 6850.00 | 6720.00 | -65.00 | -55.00 | -90.00 | -50.00 |
| 2020-09-01 | 6660.00 | 6670.00 | 6725.00 | 6650.00 | 6725.00 | 6705.00 | 6790.00 | 6690.00 | -65.00 | -35.00 | -65.00 | -40.00 |
| 2020-08-31 | 6600.00 | 6660.00 | 6710.00 | 6590.00 | 6690.00 | 6680.00 | 6805.00 | 6670.00 | -90.00 | -20.00 | -95.00 | -80.00 |
| 2020-08-28 | 6645.00 | 6605.00 | 6665.00 | 6590.00 | 6740.00 | 6690.00 | 6745.00 | 6650.00 | -95.00 | -85.00 | -80.00 | -60.00 |
| 2020-08-27 | 6680.00 | 6650.00 | 6785.00 | 6635.00 | 6730.00 | 6710.00 | 6830.00 | 6695.00 | -50.00 | -60.00 | -45.00 | -60.00 |
| 2020-08-26 | 6630.00 | 6695.00 | 6740.00 | 6610.00 | 6660.00 | 6735.00 | 6765.00 | 6640.00 | -30.00 | -40.00 | -25.00 | -30.00 |
| 2020-08-25 | 6610.00 | 6630.00 | 6670.00 | 6585.00 | 6665.00 | 6650.00 | 6730.00 | 6650.00 | -55.00 | -20.00 | -60.00 | -65.00 |
| 2020-08-24 | 6600.00 | 6625.00 | 6675.00 | 6530.00 | 6650.00 | 6690.00 | 6735.00 | 6595.00 | -50.00 | -65.00 | -60.00 | -65.00 |
| 2020-08-21 | 6660.00 | 6615.00 | 6675.00 | 6600.00 | 6670.00 | 6645.00 | 6695.00 | 6625.00 | -10.00 | -30.00 | -20.00 | -25.00 |
| 2020-08-20 | 6640.00 | 6685.00 | 6690.00 | 6585.00 | 6700.00 | 6700.00 | 6700.00 | 6620.00 | -60.00 | -15.00 | -10.00 | -35.00 |
| 2020-08-19 | 6660.00 | 6640.00 | 6675.00 | 6595.00 | 6725.00 | 6675.00 | 6725.00 | 6640.00 | -65.00 | -35.00 | -50.00 | -45.00 |
| 2020-08-18 | 6565.00 | 6675.00 | 6675.00 | 6550.00 | 6650.00 | 6710.00 | 6730.00 | 6615.00 | -85.00 | -35.00 | -55.00 | -65.00 |
| 2020-08-17 | 6540.00 | 6665.00 | 6690.00 | 6525.00 | 6470.00 | 6580.00 | 6595.00 | 6435.00 | 70.00 | 85.00 | 95.00 | 90.00 |
| 2020-08-14 | 6500.00 | 6560.00 | 6580.00 | 6490.00 | 6430.00 | 6470.00 | 6495.00 | 6390.00 | 70.00 | 90.00 | 85.00 | 100.00 |
| 2020-08-13 | 6520.00 | 6525.00 | 6605.00 | 6490.00 | 6420.00 | 6420.00 | 6490.00 | 6400.00 | 100.00 | 105.00 | 115.00 | 90.00 |
| 2020-08-12 | 6510.00 | 6525.00 | 6590.00 | 6470.00 | 6445.00 | 6420.00 | 6480.00 | 6380.00 | 65.00 | 105.00 | 110.00 | 90.00 |
| 2020-08-11 | 6510.00 | 6535.00 | 6555.00 | 6480.00 | 6415.00 | 6445.00 | 6460.00 | 6400.00 | 95.00 | 90.00 | 95.00 | 80.00 |
| 2020-08-10 | 6595.00 | 6485.00 | 6600.00 | 6455.00 | 6470.00 | 6400.00 | 6480.00 | 6370.00 | 125.00 | 85.00 | 120.00 | 85.00 |
| 2020-08-07 | 6635.00 | 6580.00 | 6665.00 | 6535.00 | 6510.00 | 6470.00 | 6545.00 | 6445.00 | 125.00 | 110.00 | 120.00 | 90.00 |
| 2020-08-06 | 6750.00 | 6610.00 | 6770.00 | 6585.00 | 6615.00 | 6510.00 | 6630.00 | 6460.00 | 135.00 | 100.00 | 140.00 | 125.00 |
| 2020-08-05 | 6680.00 | 6750.00 | 6790.00 | 6655.00 | 6520.00 | 6600.00 | 6605.00 | 6495.00 | 160.00 | 150.00 | 185.00 | 160.00 |
| 2020-08-04 | 6705.00 | 6700.00 | 6745.00 | 6650.00 | 6485.00 | 6515.00 | 6560.00 | 6485.00 | 220.00 | 185.00 | 185.00 | 165.00 |
| 2020-08-03 | 6610.00 | 6680.00 | 6695.00 | 6580.00 | 6410.00 | 6490.00 | 6500.00 | 6405.00 | 200.00 | 190.00 | 195.00 | 175.00 |
| 2020-07-31 | 6605.00 | 6610.00 | 6635.00 | 6520.00 | 6405.00 | 6415.00 | 6435.00 | 6345.00 | 200.00 | 195.00 | 200.00 | 175.00 |
| 2020-07-30 | 6525.00 | 6605.00 | 6680.00 | 6525.00 | 6350.00 | 6410.00 | 6475.00 | 6350.00 | 175.00 | 195.00 | 205.00 | 175.00 |