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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019-09-27 | 6420.00 | 6410.00 | 6460.00 | 6405.00 | 6300.00 | 6290.00 | 6330.00 | 6280.00 | 120.00 | 120.00 | 130.00 | 125.00 |
| 2019-09-26 | 6440.00 | 6425.00 | 6445.00 | 6410.00 | 6320.00 | 6300.00 | 6325.00 | 6295.00 | 120.00 | 125.00 | 120.00 | 115.00 |
| 2019-09-25 | 6495.00 | 6450.00 | 6500.00 | 6440.00 | 6370.00 | 6330.00 | 6370.00 | 6320.00 | 125.00 | 120.00 | 130.00 | 120.00 |
| 2019-09-24 | 6525.00 | 6500.00 | 6545.00 | 6480.00 | 6370.00 | 6360.00 | 6390.00 | 6335.00 | 155.00 | 140.00 | 155.00 | 145.00 |
| 2019-09-23 | 6505.00 | 6530.00 | 6540.00 | 6500.00 | 6350.00 | 6380.00 | 6385.00 | 6350.00 | 155.00 | 150.00 | 155.00 | 150.00 |
| 2019-09-20 | 6520.00 | 6500.00 | 6545.00 | 6490.00 | 6395.00 | 6350.00 | 6395.00 | 6340.00 | 125.00 | 150.00 | 150.00 | 150.00 |
| 2019-09-19 | 6605.00 | 6515.00 | 6620.00 | 6515.00 | 6440.00 | 6365.00 | 6470.00 | 6365.00 | 165.00 | 150.00 | 150.00 | 150.00 |
| 2019-09-18 | 6640.00 | 6605.00 | 6645.00 | 6555.00 | 6495.00 | 6460.00 | 6495.00 | 6405.00 | 145.00 | 145.00 | 150.00 | 150.00 |
| 2019-09-17 | 6635.00 | 6640.00 | 6675.00 | 6615.00 | 6490.00 | 6495.00 | 6525.00 | 6455.00 | 145.00 | 145.00 | 150.00 | 160.00 |
| 2019-09-16 | 6565.00 | 6625.00 | 6645.00 | 6525.00 | 6435.00 | 6470.00 | 6490.00 | 6410.00 | 130.00 | 155.00 | 155.00 | 115.00 |
| 2019-09-12 | 6505.00 | 6510.00 | 6520.00 | 6450.00 | 6410.00 | 6395.00 | 6410.00 | 6350.00 | 95.00 | 115.00 | 110.00 | 100.00 |
| 2019-09-11 | 6510.00 | 6510.00 | 6535.00 | 6500.00 | 6405.00 | 6405.00 | 6420.00 | 6390.00 | 105.00 | 105.00 | 115.00 | 110.00 |
| 2019-09-10 | 6540.00 | 6510.00 | 6545.00 | 6485.00 | 6455.00 | 6400.00 | 6455.00 | 6375.00 | 85.00 | 110.00 | 90.00 | 110.00 |
| 2019-09-09 | 6455.00 | 6540.00 | 6540.00 | 6440.00 | 6345.00 | 6425.00 | 6430.00 | 6335.00 | 110.00 | 115.00 | 110.00 | 105.00 |
| 2019-09-06 | 6445.00 | 6440.00 | 6490.00 | 6425.00 | 6350.00 | 6340.00 | 6390.00 | 6325.00 | 95.00 | 100.00 | 100.00 | 100.00 |
| 2019-09-05 | 6475.00 | 6440.00 | 6495.00 | 6425.00 | 6380.00 | 6350.00 | 6395.00 | 6335.00 | 95.00 | 90.00 | 100.00 | 90.00 |
| 2019-09-04 | 6435.00 | 6470.00 | 6490.00 | 6430.00 | 6330.00 | 6370.00 | 6385.00 | 6330.00 | 105.00 | 100.00 | 105.00 | 100.00 |
| 2019-09-03 | 6450.00 | 6435.00 | 6470.00 | 6420.00 | 6345.00 | 6340.00 | 6375.00 | 6320.00 | 105.00 | 95.00 | 95.00 | 100.00 |
| 2019-09-02 | 6380.00 | 6440.00 | 6455.00 | 6355.00 | 6310.00 | 6340.00 | 6345.00 | 6285.00 | 70.00 | 100.00 | 110.00 | 70.00 |
| 2019-08-30 | 6355.00 | 6380.00 | 6405.00 | 6350.00 | 6290.00 | 6305.00 | 6335.00 | 6285.00 | 65.00 | 75.00 | 70.00 | 65.00 |
| 2019-08-29 | 6420.00 | 6345.00 | 6445.00 | 6340.00 | 6340.00 | 6285.00 | 6355.00 | 6270.00 | 80.00 | 60.00 | 90.00 | 70.00 |
| 2019-08-28 | 6460.00 | 6420.00 | 6495.00 | 6410.00 | 6710.00 | 6700.00 | 6755.00 | 6695.00 | -250.00 | -280.00 | -260.00 | -285.00 |
| 2019-08-27 | 6490.00 | 6455.00 | 6520.00 | 6450.00 | 6700.00 | 6695.00 | 6750.00 | 6690.00 | -210.00 | -240.00 | -230.00 | -240.00 |
| 2019-08-26 | 6490.00 | 6485.00 | 6530.00 | 6455.00 | 6750.00 | 6685.00 | 6750.00 | 6670.00 | -260.00 | -200.00 | -220.00 | -215.00 |
| 2019-08-23 | 6595.00 | 6510.00 | 6600.00 | 6495.00 | 6825.00 | 6710.00 | 6825.00 | 6705.00 | -230.00 | -200.00 | -225.00 | -210.00 |
| 2019-08-22 | 6670.00 | 6590.00 | 6675.00 | 6585.00 | 6850.00 | 6810.00 | 6865.00 | 6800.00 | -180.00 | -220.00 | -190.00 | -215.00 |
| 2019-08-21 | 6665.00 | 6670.00 | 6680.00 | 6640.00 | 6850.00 | 6855.00 | 6865.00 | 6840.00 | -185.00 | -185.00 | -185.00 | -200.00 |
| 2019-08-20 | 6670.00 | 6670.00 | 6730.00 | 6655.00 | 6860.00 | 6860.00 | 6875.00 | 6825.00 | -190.00 | -190.00 | -145.00 | -170.00 |
| 2019-08-19 | 6630.00 | 6680.00 | 6700.00 | 6625.00 | 6825.00 | 6865.00 | 6880.00 | 6825.00 | -195.00 | -185.00 | -180.00 | -200.00 |
| 2019-08-16 | 6665.00 | 6625.00 | 6680.00 | 6625.00 | 6840.00 | 6830.00 | 6850.00 | 6805.00 | -175.00 | -205.00 | -170.00 | -180.00 |
| 2019-08-15 | 6645.00 | 6675.00 | 6680.00 | 6620.00 | 6795.00 | 6835.00 | 6835.00 | 6780.00 | -150.00 | -160.00 | -155.00 | -160.00 |
| 2019-08-14 | 6610.00 | 6655.00 | 6680.00 | 6590.00 | 6790.00 | 6805.00 | 6835.00 | 6780.00 | -180.00 | -150.00 | -155.00 | -190.00 |
| 2019-08-13 | 6805.00 | 6790.00 | 6825.00 | 6755.00 | 6635.00 | 6610.00 | 6640.00 | 6590.00 | 170.00 | 180.00 | 185.00 | 165.00 |
| 2019-08-12 | 6835.00 | 6815.00 | 6855.00 | 6800.00 | 6620.00 | 6635.00 | 6645.00 | 6595.00 | 215.00 | 180.00 | 210.00 | 205.00 |
| 2019-08-09 | 6750.00 | 6840.00 | 6845.00 | 6750.00 | 6510.00 | 6610.00 | 6610.00 | 6500.00 | 240.00 | 230.00 | 235.00 | 250.00 |
| 2019-08-08 | 6690.00 | 6735.00 | 6745.00 | 6670.00 | 6465.00 | 6495.00 | 6495.00 | 6440.00 | 225.00 | 240.00 | 250.00 | 230.00 |
| 2019-08-07 | 6655.00 | 6685.00 | 6720.00 | 6650.00 | 6440.00 | 6460.00 | 6495.00 | 6440.00 | 215.00 | 225.00 | 225.00 | 210.00 |
| 2019-08-06 | 6690.00 | 6650.00 | 6705.00 | 6645.00 | 6480.00 | 6455.00 | 6500.00 | 6435.00 | 210.00 | 195.00 | 205.00 | 210.00 |
| 2019-08-05 | 6740.00 | 6685.00 | 6745.00 | 6670.00 | 6555.00 | 6480.00 | 6565.00 | 6475.00 | 185.00 | 205.00 | 180.00 | 195.00 |
| 2019-08-02 | 6810.00 | 6720.00 | 6825.00 | 6715.00 | 6640.00 | 6555.00 | 6655.00 | 6550.00 | 170.00 | 165.00 | 170.00 | 165.00 |
| 2019-08-01 | 6760.00 | 6805.00 | 6820.00 | 6750.00 | 6605.00 | 6640.00 | 6650.00 | 6595.00 | 155.00 | 165.00 | 170.00 | 155.00 |
| 2019-07-31 | 6805.00 | 6760.00 | 6810.00 | 6760.00 | 6625.00 | 6610.00 | 6640.00 | 6605.00 | 180.00 | 150.00 | 170.00 | 155.00 |
| 2019-07-30 | 6800.00 | 6810.00 | 6825.00 | 6755.00 | 6635.00 | 6635.00 | 6655.00 | 6605.00 | 165.00 | 175.00 | 170.00 | 150.00 |
| 2019-07-29 | 6800.00 | 6790.00 | 6825.00 | 6770.00 | 6645.00 | 6635.00 | 6660.00 | 6625.00 | 155.00 | 155.00 | 165.00 | 145.00 |
| 2019-07-26 | 6825.00 | 6810.00 | 6855.00 | 6790.00 | 6635.00 | 6645.00 | 6680.00 | 6630.00 | 190.00 | 165.00 | 175.00 | 160.00 |
| 2019-07-25 | 6865.00 | 6810.00 | 6865.00 | 6790.00 | 6665.00 | 6630.00 | 6680.00 | 6630.00 | 200.00 | 180.00 | 185.00 | 160.00 |
| 2019-07-24 | 6875.00 | 6855.00 | 6900.00 | 6850.00 | 6650.00 | 6660.00 | 6695.00 | 6645.00 | 225.00 | 195.00 | 205.00 | 205.00 |
| 2019-07-23 | 6850.00 | 6875.00 | 6925.00 | 6850.00 | 6650.00 | 6665.00 | 6695.00 | 6640.00 | 200.00 | 210.00 | 230.00 | 210.00 |
| 2019-07-22 | 6805.00 | 6855.00 | 6900.00 | 6800.00 | 6605.00 | 6635.00 | 6685.00 | 6605.00 | 200.00 | 220.00 | 215.00 | 195.00 |
| 2019-07-19 | 6830.00 | 6810.00 | 6840.00 | 6765.00 | 6625.00 | 6605.00 | 6635.00 | 6575.00 | 205.00 | 205.00 | 205.00 | 190.00 |
| 2019-07-18 | 6855.00 | 6830.00 | 6870.00 | 6820.00 | 6635.00 | 6620.00 | 6645.00 | 6610.00 | 220.00 | 210.00 | 225.00 | 210.00 |
| 2019-07-17 | 6835.00 | 6855.00 | 6880.00 | 6815.00 | 6645.00 | 6635.00 | 6680.00 | 6605.00 | 190.00 | 220.00 | 200.00 | 210.00 |
| 2019-07-16 | 6855.00 | 6825.00 | 6870.00 | 6815.00 | 6675.00 | 6635.00 | 6685.00 | 6625.00 | 180.00 | 190.00 | 185.00 | 190.00 |
| 2019-07-15 | 6805.00 | 6865.00 | 6880.00 | 6800.00 | 6620.00 | 6680.00 | 6700.00 | 6615.00 | 185.00 | 185.00 | 180.00 | 185.00 |
| 2019-07-12 | 6880.00 | 6805.00 | 6885.00 | 6795.00 | 6710.00 | 6620.00 | 6710.00 | 6620.00 | 170.00 | 185.00 | 175.00 | 175.00 |
| 2019-07-11 | 6865.00 | 6890.00 | 6910.00 | 6830.00 | 6700.00 | 6720.00 | 6735.00 | 6680.00 | 165.00 | 170.00 | 175.00 | 150.00 |
| 2019-07-10 | 6865.00 | 6855.00 | 6880.00 | 6820.00 | 6725.00 | 6705.00 | 6730.00 | 6675.00 | 140.00 | 150.00 | 150.00 | 145.00 |
| 2019-07-09 | 6900.00 | 6865.00 | 6940.00 | 6840.00 | 6730.00 | 6710.00 | 6765.00 | 6690.00 | 170.00 | 155.00 | 175.00 | 150.00 |
| 2019-07-08 | 6880.00 | 6890.00 | 6925.00 | 6875.00 | 6725.00 | 6715.00 | 6750.00 | 6700.00 | 155.00 | 175.00 | 175.00 | 175.00 |
| 2019-07-05 | 6950.00 | 6900.00 | 6950.00 | 6875.00 | 6760.00 | 6720.00 | 6765.00 | 6695.00 | 190.00 | 180.00 | 185.00 | 180.00 |
| 2019-07-04 | 6930.00 | 6945.00 | 6960.00 | 6865.00 | 6730.00 | 6760.00 | 6775.00 | 6680.00 | 200.00 | 185.00 | 185.00 | 185.00 |
| 2019-07-03 | 6925.00 | 6915.00 | 6935.00 | 6850.00 | 6730.00 | 6735.00 | 6750.00 | 6660.00 | 195.00 | 180.00 | 185.00 | 190.00 |
| 2019-07-02 | 6860.00 | 6930.00 | 7010.00 | 6780.00 | 6700.00 | 6745.00 | 6810.00 | 6595.00 | 160.00 | 185.00 | 200.00 | 185.00 |
| 2019-07-01 | 6770.00 | 6860.00 | 6875.00 | 6760.00 | 6590.00 | 6685.00 | 6690.00 | 6570.00 | 180.00 | 175.00 | 185.00 | 190.00 |
| 2019-06-28 | 6815.00 | 6770.00 | 6840.00 | 6745.00 | 6620.00 | 6580.00 | 6650.00 | 6555.00 | 195.00 | 190.00 | 190.00 | 190.00 |
| 2019-06-27 | 6875.00 | 6815.00 | 6890.00 | 6775.00 | 6710.00 | 6615.00 | 6715.00 | 6600.00 | 165.00 | 200.00 | 175.00 | 175.00 |
| 2019-06-26 | 6860.00 | 6885.00 | 6890.00 | 6775.00 | 6680.00 | 6705.00 | 6715.00 | 6605.00 | 180.00 | 180.00 | 175.00 | 170.00 |
| 2019-06-25 | 6880.00 | 6845.00 | 6895.00 | 6820.00 | 6725.00 | 6675.00 | 6725.00 | 6645.00 | 155.00 | 170.00 | 170.00 | 175.00 |
| 2019-06-24 | 6785.00 | 6875.00 | 6885.00 | 6765.00 | 6610.00 | 6715.00 | 6720.00 | 6600.00 | 175.00 | 160.00 | 165.00 | 165.00 |
| 2019-06-21 | 6780.00 | 6785.00 | 6835.00 | 6755.00 | 6605.00 | 6615.00 | 6650.00 | 6575.00 | 175.00 | 170.00 | 185.00 | 180.00 |
| 2019-06-20 | 6750.00 | 6790.00 | 6795.00 | 6710.00 | 6565.00 | 6610.00 | 6610.00 | 6525.00 | 185.00 | 180.00 | 185.00 | 185.00 |
| 2019-06-19 | 6665.00 | 6750.00 | 6770.00 | 6650.00 | 6470.00 | 6565.00 | 6575.00 | 6460.00 | 195.00 | 185.00 | 195.00 | 190.00 |
| 2019-06-18 | 6655.00 | 6655.00 | 6700.00 | 6600.00 | 6480.00 | 6465.00 | 6515.00 | 6415.00 | 175.00 | 190.00 | 185.00 | 185.00 |
| 2019-06-17 | 6670.00 | 6660.00 | 6715.00 | 6650.00 | 6470.00 | 6480.00 | 6525.00 | 6465.00 | 200.00 | 180.00 | 190.00 | 185.00 |
| 2019-06-14 | 6690.00 | 6660.00 | 6725.00 | 6645.00 | 6490.00 | 6470.00 | 6515.00 | 6450.00 | 200.00 | 190.00 | 210.00 | 195.00 |
| 2019-06-13 | 6650.00 | 6690.00 | 6715.00 | 6630.00 | 6405.00 | 6485.00 | 6505.00 | 6405.00 | 245.00 | 205.00 | 210.00 | 225.00 |
| 2019-06-12 | 6695.00 | 6645.00 | 6710.00 | 6630.00 | 6480.00 | 6445.00 | 6530.00 | 6440.00 | 215.00 | 200.00 | 180.00 | 190.00 |
| 2019-06-11 | 6600.00 | 6680.00 | 6720.00 | 6555.00 | 6435.00 | 6485.00 | 6515.00 | 6385.00 | 165.00 | 195.00 | 205.00 | 170.00 |
| 2019-06-10 | 6685.00 | 6610.00 | 6690.00 | 6585.00 | 6455.00 | 6435.00 | 6490.00 | 6410.00 | 230.00 | 175.00 | 200.00 | 175.00 |
| 2019-06-06 | 6595.00 | 6645.00 | 6690.00 | 6515.00 | 6405.00 | 6430.00 | 6470.00 | 6310.00 | 190.00 | 215.00 | 220.00 | 205.00 |
| 2019-06-05 | 6665.00 | 6595.00 | 6670.00 | 6560.00 | 6465.00 | 6405.00 | 6485.00 | 6380.00 | 200.00 | 190.00 | 185.00 | 180.00 |
| 2019-06-04 | 6780.00 | 6655.00 | 6800.00 | 6620.00 | 6585.00 | 6480.00 | 6600.00 | 6425.00 | 195.00 | 175.00 | 200.00 | 195.00 |
| 2019-06-03 | 6785.00 | 6760.00 | 6830.00 | 6730.00 | 6600.00 | 6560.00 | 6640.00 | 6540.00 | 185.00 | 200.00 | 190.00 | 190.00 |
| 2019-05-31 | 6860.00 | 6790.00 | 6875.00 | 6790.00 | 6680.00 | 6610.00 | 6700.00 | 6605.00 | 180.00 | 180.00 | 175.00 | 185.00 |
| 2019-05-30 | 6825.00 | 6850.00 | 6950.00 | 6815.00 | 6635.00 | 6675.00 | 6765.00 | 6620.00 | 190.00 | 175.00 | 185.00 | 195.00 |
| 2019-05-29 | 6825.00 | 6845.00 | 6875.00 | 6810.00 | 6630.00 | 6655.00 | 6680.00 | 6610.00 | 195.00 | 190.00 | 195.00 | 200.00 |
| 2019-05-28 | 6790.00 | 6825.00 | 6845.00 | 6735.00 | 6605.00 | 6625.00 | 6645.00 | 6550.00 | 185.00 | 200.00 | 200.00 | 185.00 |
| 2019-05-27 | 6850.00 | 6780.00 | 6860.00 | 6770.00 | 6635.00 | 6590.00 | 6655.00 | 6585.00 | 215.00 | 190.00 | 205.00 | 185.00 |
| 2019-05-24 | 6810.00 | 6845.00 | 6860.00 | 6750.00 | 6605.00 | 6625.00 | 6660.00 | 6575.00 | 205.00 | 220.00 | 200.00 | 175.00 |
| 2019-05-23 | 6890.00 | 6830.00 | 6915.00 | 6820.00 | 6705.00 | 6625.00 | 6720.00 | 6610.00 | 185.00 | 205.00 | 195.00 | 210.00 |
| 2019-05-22 | 6945.00 | 6910.00 | 6975.00 | 6860.00 | 6755.00 | 6710.00 | 6785.00 | 6680.00 | 190.00 | 200.00 | 190.00 | 180.00 |
| 2019-05-21 | 6855.00 | 6945.00 | 6950.00 | 6825.00 | 6690.00 | 6755.00 | 6760.00 | 6650.00 | 165.00 | 190.00 | 190.00 | 175.00 |
| 2019-05-20 | 6875.00 | 6860.00 | 6975.00 | 6855.00 | 6705.00 | 6685.00 | 6790.00 | 6675.00 | 170.00 | 175.00 | 185.00 | 180.00 |
| 2019-05-17 | 6965.00 | 6875.00 | 6980.00 | 6840.00 | 6810.00 | 6705.00 | 6810.00 | 6680.00 | 155.00 | 170.00 | 170.00 | 160.00 |
| 2019-05-16 | 6920.00 | 6965.00 | 7010.00 | 6895.00 | 6735.00 | 6800.00 | 6835.00 | 6730.00 | 185.00 | 165.00 | 175.00 | 165.00 |
| 2019-05-15 | 6870.00 | 6920.00 | 6935.00 | 6840.00 | 6685.00 | 6750.00 | 6755.00 | 6675.00 | 185.00 | 170.00 | 180.00 | 165.00 |
| 2019-05-14 | 6855.00 | 6845.00 | 6940.00 | 6800.00 | 6715.00 | 6685.00 | 6770.00 | 6650.00 | 140.00 | 160.00 | 170.00 | 150.00 |
| 2019-05-13 | 6985.00 | 6870.00 | 6985.00 | 6835.00 | 6820.00 | 6710.00 | 6825.00 | 6680.00 | 165.00 | 160.00 | 160.00 | 155.00 |
| 2019-05-10 | 6925.00 | 6975.00 | 6990.00 | 6905.00 | 6770.00 | 6820.00 | 6830.00 | 6760.00 | 155.00 | 155.00 | 160.00 | 145.00 |
| 2019-05-09 | 7055.00 | 6940.00 | 7090.00 | 6925.00 | 6860.00 | 6765.00 | 6900.00 | 6760.00 | 195.00 | 175.00 | 190.00 | 165.00 |