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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020-07-29 | 6530.00 | 6510.00 | 6595.00 | 6505.00 | 6365.00 | 6335.00 | 6420.00 | 6335.00 | 165.00 | 175.00 | 175.00 | 170.00 |
| 2020-07-28 | 6510.00 | 6530.00 | 6545.00 | 6455.00 | 6350.00 | 6365.00 | 6375.00 | 6300.00 | 160.00 | 165.00 | 170.00 | 155.00 |
| 2020-07-27 | 6430.00 | 6520.00 | 6530.00 | 6425.00 | 6285.00 | 6340.00 | 6350.00 | 6275.00 | 145.00 | 180.00 | 180.00 | 150.00 |
| 2020-07-24 | 6540.00 | 6415.00 | 6545.00 | 6410.00 | 6330.00 | 6270.00 | 6355.00 | 6265.00 | 210.00 | 145.00 | 190.00 | 145.00 |
| 2020-07-23 | 6545.00 | 6540.00 | 6630.00 | 6520.00 | 6370.00 | 6355.00 | 6415.00 | 6315.00 | 175.00 | 185.00 | 215.00 | 205.00 |
| 2020-07-22 | 6620.00 | 6545.00 | 6660.00 | 6545.00 | 6440.00 | 6365.00 | 6465.00 | 6360.00 | 180.00 | 180.00 | 195.00 | 185.00 |
| 2020-07-21 | 6600.00 | 6605.00 | 6660.00 | 6490.00 | 6405.00 | 6410.00 | 6445.00 | 6325.00 | 195.00 | 195.00 | 215.00 | 165.00 |
| 2020-07-20 | 6510.00 | 6610.00 | 6685.00 | 6480.00 | 6350.00 | 6410.00 | 6490.00 | 6320.00 | 160.00 | 200.00 | 195.00 | 160.00 |
| 2020-07-17 | 6535.00 | 6510.00 | 6560.00 | 6470.00 | 6390.00 | 6340.00 | 6390.00 | 6315.00 | 145.00 | 170.00 | 170.00 | 155.00 |
| 2020-07-16 | 6605.00 | 6555.00 | 6620.00 | 6525.00 | 6390.00 | 6385.00 | 6430.00 | 6340.00 | 215.00 | 170.00 | 190.00 | 185.00 |
| 2020-07-15 | 6670.00 | 6580.00 | 6730.00 | 6550.00 | 6460.00 | 6390.00 | 6525.00 | 6360.00 | 210.00 | 190.00 | 205.00 | 190.00 |
| 2020-07-14 | 6705.00 | 6665.00 | 6770.00 | 6625.00 | 6515.00 | 6465.00 | 6565.00 | 6435.00 | 190.00 | 200.00 | 205.00 | 190.00 |
| 2020-07-13 | 6560.00 | 6720.00 | 6760.00 | 6545.00 | 6350.00 | 6510.00 | 6530.00 | 6345.00 | 210.00 | 210.00 | 230.00 | 200.00 |
| 2020-07-10 | 6575.00 | 6540.00 | 6650.00 | 6510.00 | 6380.00 | 6345.00 | 6450.00 | 6310.00 | 195.00 | 195.00 | 200.00 | 200.00 |
| 2020-07-09 | 6525.00 | 6580.00 | 6600.00 | 6500.00 | 6320.00 | 6380.00 | 6400.00 | 6320.00 | 205.00 | 200.00 | 200.00 | 180.00 |
| 2020-07-08 | 6530.00 | 6515.00 | 6580.00 | 6485.00 | 6340.00 | 6320.00 | 6400.00 | 6310.00 | 190.00 | 195.00 | 180.00 | 175.00 |
| 2020-07-07 | 6390.00 | 6540.00 | 6590.00 | 6370.00 | 6210.00 | 6360.00 | 6390.00 | 6195.00 | 180.00 | 180.00 | 200.00 | 175.00 |
| 2020-07-06 | 6315.00 | 6390.00 | 6400.00 | 6295.00 | 6145.00 | 6210.00 | 6220.00 | 6115.00 | 170.00 | 180.00 | 180.00 | 180.00 |
| 2020-07-03 | 6275.00 | 6335.00 | 6380.00 | 6260.00 | 6125.00 | 6145.00 | 6200.00 | 6090.00 | 150.00 | 190.00 | 180.00 | 170.00 |
| 2020-07-02 | 6170.00 | 6290.00 | 6295.00 | 6125.00 | 5990.00 | 6110.00 | 6120.00 | 5975.00 | 180.00 | 180.00 | 175.00 | 150.00 |
| 2020-07-01 | 6165.00 | 6160.00 | 6205.00 | 6130.00 | 6020.00 | 5995.00 | 6045.00 | 5975.00 | 145.00 | 165.00 | 160.00 | 155.00 |
| 2020-06-30 | 6135.00 | 6180.00 | 6205.00 | 6110.00 | 5960.00 | 6030.00 | 6045.00 | 5950.00 | 175.00 | 150.00 | 160.00 | 160.00 |
| 2020-06-29 | 6140.00 | 6110.00 | 6230.00 | 6060.00 | 5985.00 | 5945.00 | 6055.00 | 5910.00 | 155.00 | 165.00 | 175.00 | 150.00 |
| 2020-06-24 | 6180.00 | 6170.00 | 6195.00 | 6130.00 | 6005.00 | 6020.00 | 6045.00 | 5985.00 | 175.00 | 150.00 | 150.00 | 145.00 |
| 2020-06-23 | 6190.00 | 6165.00 | 6195.00 | 6140.00 | 6020.00 | 6000.00 | 6035.00 | 5995.00 | 170.00 | 165.00 | 160.00 | 145.00 |
| 2020-06-22 | 6235.00 | 6190.00 | 6255.00 | 6130.00 | 6095.00 | 6020.00 | 6100.00 | 5990.00 | 140.00 | 170.00 | 155.00 | 140.00 |
| 2020-06-19 | 6250.00 | 6245.00 | 6270.00 | 6185.00 | 6070.00 | 6090.00 | 6105.00 | 6010.00 | 180.00 | 155.00 | 165.00 | 175.00 |
| 2020-06-18 | 6330.00 | 6250.00 | 6340.00 | 6230.00 | 6110.00 | 6075.00 | 6135.00 | 6050.00 | 220.00 | 175.00 | 205.00 | 180.00 |
| 2020-06-17 | 6350.00 | 6330.00 | 6390.00 | 6265.00 | 6445.00 | 6335.00 | 6445.00 | 6320.00 | -95.00 | -5.00 | -55.00 | -55.00 |
| 2020-06-16 | 6290.00 | 6345.00 | 6370.00 | 6260.00 | 6080.00 | 6135.00 | 6150.00 | 6045.00 | 210.00 | 210.00 | 220.00 | 215.00 |
| 2020-06-15 | 6340.00 | 6285.00 | 6365.00 | 6255.00 | 6125.00 | 6070.00 | 6140.00 | 6045.00 | 215.00 | 215.00 | 225.00 | 210.00 |
| 2020-06-12 | 6230.00 | 6340.00 | 6340.00 | 6150.00 | 6060.00 | 6095.00 | 6105.00 | 5945.00 | 170.00 | 245.00 | 235.00 | 205.00 |
| 2020-06-11 | 6320.00 | 6260.00 | 6350.00 | 6255.00 | 6140.00 | 6085.00 | 6165.00 | 6080.00 | 180.00 | 175.00 | 185.00 | 175.00 |
| 2020-06-10 | 6300.00 | 6315.00 | 6405.00 | 6285.00 | 6120.00 | 6125.00 | 6205.00 | 6115.00 | 180.00 | 190.00 | 200.00 | 170.00 |
| 2020-06-09 | 6310.00 | 6300.00 | 6325.00 | 6260.00 | 6130.00 | 6135.00 | 6155.00 | 6085.00 | 180.00 | 165.00 | 170.00 | 175.00 |
| 2020-06-08 | 6310.00 | 6310.00 | 6340.00 | 6235.00 | 6135.00 | 6155.00 | 6170.00 | 6060.00 | 175.00 | 155.00 | 170.00 | 175.00 |
| 2020-06-05 | 6245.00 | 6280.00 | 6320.00 | 6245.00 | 6090.00 | 6110.00 | 6145.00 | 6090.00 | 155.00 | 170.00 | 175.00 | 155.00 |
| 2020-06-04 | 6280.00 | 6235.00 | 6310.00 | 6215.00 | 6080.00 | 6090.00 | 6110.00 | 6030.00 | 200.00 | 145.00 | 200.00 | 185.00 |
| 2020-06-03 | 6330.00 | 6300.00 | 6370.00 | 6290.00 | 6145.00 | 6110.00 | 6155.00 | 6095.00 | 185.00 | 190.00 | 215.00 | 195.00 |
| 2020-06-02 | 6210.00 | 6315.00 | 6340.00 | 6190.00 | 6075.00 | 6120.00 | 6150.00 | 6010.00 | 135.00 | 195.00 | 190.00 | 180.00 |
| 2020-06-01 | 6055.00 | 6210.00 | 6280.00 | 6035.00 | 5875.00 | 6025.00 | 6085.00 | 5875.00 | 180.00 | 185.00 | 195.00 | 160.00 |
| 2020-05-29 | 6035.00 | 6040.00 | 6085.00 | 5995.00 | 5950.00 | 5890.00 | 5950.00 | 5865.00 | 85.00 | 150.00 | 135.00 | 130.00 |
| 2020-05-28 | 6080.00 | 6025.00 | 6090.00 | 5960.00 | 5950.00 | 5925.00 | 5960.00 | 5845.00 | 130.00 | 100.00 | 130.00 | 115.00 |
| 2020-05-27 | 6090.00 | 6080.00 | 6105.00 | 6040.00 | 5995.00 | 5955.00 | 5995.00 | 5935.00 | 95.00 | 125.00 | 110.00 | 105.00 |
| 2020-05-26 | 6070.00 | 6090.00 | 6120.00 | 6050.00 | 5975.00 | 5980.00 | 6010.00 | 5950.00 | 95.00 | 110.00 | 110.00 | 100.00 |
| 2020-05-25 | 6035.00 | 6070.00 | 6155.00 | 6005.00 | 5945.00 | 5970.00 | 6040.00 | 5925.00 | 90.00 | 100.00 | 115.00 | 80.00 |
| 2020-05-22 | 6060.00 | 6020.00 | 6125.00 | 5950.00 | 5960.00 | 5925.00 | 6015.00 | 5855.00 | 100.00 | 95.00 | 110.00 | 95.00 |
| 2020-05-21 | 5975.00 | 6055.00 | 6085.00 | 5970.00 | 5915.00 | 5950.00 | 5975.00 | 5870.00 | 60.00 | 105.00 | 110.00 | 100.00 |
| 2020-05-20 | 5915.00 | 5965.00 | 5985.00 | 5850.00 | 5810.00 | 5890.00 | 5915.00 | 5770.00 | 105.00 | 75.00 | 70.00 | 80.00 |
| 2020-05-19 | 5910.00 | 5880.00 | 5990.00 | 5865.00 | 5865.00 | 5800.00 | 5930.00 | 5775.00 | 45.00 | 80.00 | 60.00 | 90.00 |
| 2020-05-18 | 5820.00 | 5885.00 | 5920.00 | 5795.00 | 5770.00 | 5835.00 | 5855.00 | 5745.00 | 50.00 | 50.00 | 65.00 | 50.00 |
| 2020-05-15 | 5720.00 | 5820.00 | 5860.00 | 5720.00 | 5700.00 | 5770.00 | 5795.00 | 5670.00 | 20.00 | 50.00 | 65.00 | 50.00 |
| 2020-05-14 | 5705.00 | 5730.00 | 5755.00 | 5665.00 | 5655.00 | 5685.00 | 6065.00 | 5620.00 | 50.00 | 45.00 | -310.00 | 45.00 |
| 2020-05-13 | 5690.00 | 5680.00 | 5710.00 | 5630.00 | 5625.00 | 5640.00 | 5660.00 | 5580.00 | 65.00 | 40.00 | 50.00 | 50.00 |
| 2020-05-12 | 5765.00 | 5670.00 | 5765.00 | 5650.00 | 5690.00 | 5605.00 | 5700.00 | 5600.00 | 75.00 | 65.00 | 65.00 | 50.00 |
| 2020-05-11 | 5765.00 | 5745.00 | 5840.00 | 5720.00 | 5725.00 | 5675.00 | 5780.00 | 5665.00 | 40.00 | 70.00 | 60.00 | 55.00 |
| 2020-05-08 | 5705.00 | 5790.00 | 5805.00 | 5660.00 | 5620.00 | 5720.00 | 5730.00 | 5585.00 | 85.00 | 70.00 | 75.00 | 75.00 |
| 2020-05-07 | 5675.00 | 5665.00 | 5740.00 | 5635.00 | 5605.00 | 5585.00 | 5675.00 | 5585.00 | 70.00 | 80.00 | 65.00 | 50.00 |
| 2020-05-06 | 5615.00 | 5680.00 | 5700.00 | 5555.00 | 5545.00 | 5635.00 | 5650.00 | 5520.00 | 70.00 | 45.00 | 50.00 | 35.00 |
| 2020-04-30 | 5500.00 | 5485.00 | 5520.00 | 5440.00 | 5435.00 | 5460.00 | 5475.00 | 5415.00 | 65.00 | 25.00 | 45.00 | 25.00 |
| 2020-04-29 | 5430.00 | 5460.00 | 5485.00 | 5375.00 | 5405.00 | 5420.00 | 5455.00 | 5355.00 | 25.00 | 40.00 | 30.00 | 20.00 |
| 2020-04-28 | 5375.00 | 5425.00 | 5445.00 | 5375.00 | 5370.00 | 5390.00 | 5420.00 | 5365.00 | 5.00 | 35.00 | 25.00 | 10.00 |
| 2020-04-27 | 5355.00 | 5410.00 | 5470.00 | 5345.00 | 5285.00 | 5380.00 | 5435.00 | 5285.00 | 70.00 | 30.00 | 35.00 | 60.00 |
| 2020-04-24 | 5350.00 | 5330.00 | 5420.00 | 5330.00 | 5360.00 | 5315.00 | 5390.00 | 5305.00 | -10.00 | 15.00 | 30.00 | 25.00 |
| 2020-04-23 | 5320.00 | 5355.00 | 5375.00 | 5295.00 | 5270.00 | 5340.00 | 5365.00 | 5270.00 | 50.00 | 15.00 | 10.00 | 25.00 |
| 2020-04-22 | 5250.00 | 5265.00 | 5310.00 | 5190.00 | 5260.00 | 5270.00 | 5310.00 | 5205.00 | -10.00 | -5.00 | 0.00 | -15.00 |
| 2020-04-21 | 5355.00 | 5325.00 | 5385.00 | 5250.00 | 5345.00 | 5320.00 | 5375.00 | 5250.00 | 10.00 | 5.00 | 10.00 | 0.00 |
| 2020-04-20 | 5420.00 | 5405.00 | 5445.00 | 5350.00 | 5350.00 | 5395.00 | 5420.00 | 5335.00 | 70.00 | 10.00 | 25.00 | 15.00 |
| 2020-04-17 | 5410.00 | 5420.00 | 5480.00 | 5350.00 | 5410.00 | 5495.00 | 5510.00 | 5340.00 | 0.00 | -75.00 | -30.00 | 10.00 |
| 2020-04-16 | 5405.00 | 5400.00 | 5465.00 | 5380.00 | 5440.00 | 5455.00 | 5490.00 | 5415.00 | -35.00 | -55.00 | -25.00 | -35.00 |
| 2020-04-15 | 5380.00 | 5435.00 | 5510.00 | 5370.00 | 5445.00 | 5475.00 | 5535.00 | 5410.00 | -65.00 | -40.00 | -25.00 | -40.00 |
| 2020-04-14 | 5505.00 | 5430.00 | 5515.00 | 5355.00 | 5520.00 | 5475.00 | 5540.00 | 5400.00 | -15.00 | -45.00 | -25.00 | -45.00 |
| 2020-04-13 | 5520.00 | 5490.00 | 5760.00 | 5455.00 | 5545.00 | 5500.00 | 5770.00 | 5485.00 | -25.00 | -10.00 | -10.00 | -30.00 |
| 2020-04-10 | 5340.00 | 5460.00 | 5490.00 | 5305.00 | 5400.00 | 5490.00 | 5495.00 | 5330.00 | -60.00 | -30.00 | -5.00 | -25.00 |
| 2020-04-09 | 5475.00 | 5430.00 | 5535.00 | 5385.00 | 5475.00 | 5460.00 | 5540.00 | 5425.00 | 0.00 | -30.00 | -5.00 | -40.00 |
| 2020-04-08 | 5450.00 | 5430.00 | 5495.00 | 5355.00 | 5465.00 | 5440.00 | 5540.00 | 5375.00 | -15.00 | -10.00 | -45.00 | -20.00 |
| 2020-04-07 | 5405.00 | 5490.00 | 5495.00 | 5390.00 | 5420.00 | 5500.00 | 5505.00 | 5405.00 | -15.00 | -10.00 | -10.00 | -15.00 |
| 2020-04-03 | 5260.00 | 5315.00 | 5395.00 | 5240.00 | 5395.00 | 5345.00 | 5395.00 | 5245.00 | -135.00 | -30.00 | 0.00 | -5.00 |
| 2020-04-02 | 5135.00 | 5230.00 | 5290.00 | 5095.00 | 5145.00 | 5250.00 | 5295.00 | 5085.00 | -10.00 | -20.00 | -5.00 | 10.00 |
| 2020-04-01 | 5005.00 | 5130.00 | 5145.00 | 4950.00 | 4990.00 | 5125.00 | 5130.00 | 4940.00 | 15.00 | 5.00 | 15.00 | 10.00 |
| 2020-03-31 | 5105.00 | 5015.00 | 5250.00 | 4970.00 | 5150.00 | 5040.00 | 5275.00 | 5010.00 | -45.00 | -25.00 | -25.00 | -40.00 |
| 2020-03-30 | 5295.00 | 5115.00 | 5295.00 | 5115.00 | 5310.00 | 5150.00 | 5310.00 | 5150.00 | -15.00 | -35.00 | -15.00 | -35.00 |
| 2020-03-27 | 5420.00 | 5390.00 | 5460.00 | 5320.00 | 5500.00 | 5430.00 | 5500.00 | 5365.00 | -80.00 | -40.00 | -40.00 | -45.00 |
| 2020-03-26 | 5600.00 | 5455.00 | 5605.00 | 5450.00 | 5660.00 | 5510.00 | 5670.00 | 5510.00 | -60.00 | -55.00 | -65.00 | -60.00 |
| 2020-03-25 | 5700.00 | 5615.00 | 5715.00 | 5520.00 | 5720.00 | 5690.00 | 5795.00 | 5580.00 | -20.00 | -75.00 | -80.00 | -60.00 |
| 2020-03-24 | 5740.00 | 5680.00 | 5795.00 | 5575.00 | 5890.00 | 5720.00 | 5890.00 | 5565.00 | -150.00 | -40.00 | -95.00 | 10.00 |
| 2020-03-23 | 5875.00 | 5730.00 | 5875.00 | 5730.00 | 5990.00 | 5830.00 | 5990.00 | 5830.00 | -115.00 | -100.00 | -115.00 | -100.00 |
| 2020-03-20 | 5995.00 | 5965.00 | 6045.00 | 5895.00 | 6100.00 | 6070.00 | 6150.00 | 6005.00 | -105.00 | -105.00 | -105.00 | -110.00 |
| 2020-03-19 | 6030.00 | 5945.00 | 6040.00 | 5875.00 | 6140.00 | 6035.00 | 6150.00 | 5990.00 | -110.00 | -90.00 | -110.00 | -115.00 |
| 2020-03-18 | 6150.00 | 6055.00 | 6165.00 | 6050.00 | 6270.00 | 6175.00 | 6275.00 | 6170.00 | -120.00 | -120.00 | -110.00 | -120.00 |
| 2020-03-17 | 6170.00 | 6165.00 | 6205.00 | 6165.00 | 6290.00 | 6285.00 | 6320.00 | 6280.00 | -120.00 | -120.00 | -115.00 | -115.00 |
| 2020-03-16 | 6225.00 | 6195.00 | 6260.00 | 6190.00 | 6350.00 | 6310.00 | 6360.00 | 6305.00 | -125.00 | -115.00 | -100.00 | -115.00 |
| 2020-03-13 | 6185.00 | 6235.00 | 6245.00 | 6155.00 | 6300.00 | 6345.00 | 6355.00 | 6270.00 | -115.00 | -110.00 | -110.00 | -115.00 |
| 2020-03-12 | 6210.00 | 6210.00 | 6230.00 | 6175.00 | 6330.00 | 6325.00 | 6345.00 | 6300.00 | -120.00 | -115.00 | -115.00 | -125.00 |
| 2020-03-11 | 6190.00 | 6220.00 | 6235.00 | 6190.00 | 6340.00 | 6340.00 | 6360.00 | 6325.00 | -150.00 | -120.00 | -125.00 | -135.00 |
| 2020-03-10 | 6080.00 | 6190.00 | 6210.00 | 6075.00 | 6225.00 | 6325.00 | 6335.00 | 6220.00 | -145.00 | -135.00 | -125.00 | -145.00 |
| 2020-03-09 | 6025.00 | 6080.00 | 6130.00 | 5995.00 | 6125.00 | 6225.00 | 6265.00 | 6125.00 | -100.00 | -145.00 | -135.00 | -130.00 |
| 2020-03-06 | 6250.00 | 6230.00 | 6250.00 | 6210.00 | 6385.00 | 6360.00 | 6390.00 | 6350.00 | -135.00 | -130.00 | -140.00 | -140.00 |
| 2020-03-05 | 6275.00 | 6255.00 | 6280.00 | 6235.00 | 6395.00 | 6395.00 | 6405.00 | 6380.00 | -120.00 | -140.00 | -125.00 | -145.00 |
| 2020-03-04 | 6270.00 | 6270.00 | 6280.00 | 6245.00 | 6395.00 | 6395.00 | 6400.00 | 6370.00 | -125.00 | -125.00 | -120.00 | -125.00 |