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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-04-16 | 5950.00 | 5890.00 | 5951.00 | 5885.00 | 5825.00 | 5765.00 | 5827.00 | 5760.00 | 125.00 | 125.00 | 124.00 | 125.00 |
| 2024-04-15 | 5980.00 | 5951.00 | 5992.00 | 5934.00 | 5838.00 | 5820.00 | 5848.00 | 5802.00 | 142.00 | 131.00 | 144.00 | 132.00 |
| 2024-04-12 | 5832.00 | 5832.00 | 5850.00 | 5813.00 | 5980.00 | 5967.00 | 5998.00 | 5950.00 | -148.00 | -135.00 | -148.00 | -137.00 |
| 2024-04-11 | 5810.00 | 5832.00 | 5841.00 | 5778.00 | 5960.00 | 5980.00 | 5990.00 | 5931.00 | -150.00 | -148.00 | -149.00 | -153.00 |
| 2024-04-10 | 5790.00 | 5808.00 | 5823.00 | 5783.00 | 5953.00 | 5963.00 | 5974.00 | 5941.00 | -163.00 | -155.00 | -151.00 | -158.00 |
| 2024-04-09 | 5813.00 | 5797.00 | 5816.00 | 5752.00 | 5952.00 | 5951.00 | 5962.00 | 5907.00 | -139.00 | -154.00 | -146.00 | -155.00 |
| 2024-04-08 | 5765.00 | 5805.00 | 5816.00 | 5719.00 | 5905.00 | 5950.00 | 5960.00 | 5862.00 | -140.00 | -145.00 | -144.00 | -143.00 |
| 2024-04-03 | 5793.00 | 5768.00 | 5816.00 | 5766.00 | 5933.00 | 5905.00 | 5957.00 | 5900.00 | -140.00 | -137.00 | -141.00 | -134.00 |
| 2024-04-02 | 5810.00 | 5793.00 | 5833.00 | 5778.00 | 5963.00 | 5933.00 | 5981.00 | 5922.00 | -153.00 | -140.00 | -148.00 | -144.00 |
| 2024-04-01 | 5792.00 | 5816.00 | 5824.00 | 5773.00 | 5935.00 | 5963.00 | 5971.00 | 5918.00 | -143.00 | -147.00 | -147.00 | -145.00 |
| 2024-03-29 | 5830.00 | 5791.00 | 5836.00 | 5765.00 | 5966.00 | 5935.00 | 5971.00 | 5908.00 | -136.00 | -144.00 | -135.00 | -143.00 |
| 2024-03-28 | 5813.00 | 5830.00 | 5843.00 | 5803.00 | 5950.00 | 5962.00 | 5974.00 | 5932.00 | -137.00 | -132.00 | -131.00 | -129.00 |
| 2024-03-27 | 5830.00 | 5825.00 | 5868.00 | 5807.00 | 5968.00 | 5955.00 | 6010.00 | 5937.00 | -138.00 | -130.00 | -142.00 | -130.00 |
| 2024-03-26 | 5882.00 | 5817.00 | 5908.00 | 5810.00 | 6030.00 | 5954.00 | 6056.00 | 5950.00 | -148.00 | -137.00 | -148.00 | -140.00 |
| 2024-03-25 | 5938.00 | 5881.00 | 5946.00 | 5873.00 | 6090.00 | 6031.00 | 6102.00 | 6022.00 | -152.00 | -150.00 | -156.00 | -149.00 |
| 2024-03-22 | 5977.00 | 5938.00 | 6003.00 | 5925.00 | 6126.00 | 6087.00 | 6148.00 | 6069.00 | -149.00 | -149.00 | -145.00 | -144.00 |
| 2024-03-21 | 6020.00 | 5984.00 | 6048.00 | 5981.00 | 6164.00 | 6126.00 | 6177.00 | 6120.00 | -144.00 | -142.00 | -129.00 | -139.00 |
| 2024-03-20 | 5959.00 | 6027.00 | 6041.00 | 5944.00 | 6102.00 | 6172.00 | 6187.00 | 6094.00 | -143.00 | -145.00 | -146.00 | -150.00 |
| 2024-03-19 | 5920.00 | 5951.00 | 5977.00 | 5902.00 | 6071.00 | 6102.00 | 6130.00 | 6057.00 | -151.00 | -151.00 | -153.00 | -155.00 |
| 2024-03-18 | 5934.00 | 5920.00 | 5954.00 | 5856.00 | 6080.00 | 6070.00 | 6097.00 | 6003.00 | -146.00 | -150.00 | -143.00 | -147.00 |
| 2024-03-15 | 5867.00 | 5930.00 | 5935.00 | 5863.00 | 6026.00 | 6072.00 | 6078.00 | 6022.00 | -159.00 | -142.00 | -143.00 | -159.00 |
| 2024-03-14 | 5888.00 | 5860.00 | 5894.00 | 5847.00 | 6045.00 | 6021.00 | 6050.00 | 6005.00 | -157.00 | -161.00 | -156.00 | -158.00 |
| 2024-03-13 | 5923.00 | 5879.00 | 5938.00 | 5863.00 | 6065.00 | 6036.00 | 6090.00 | 6018.00 | -142.00 | -157.00 | -152.00 | -155.00 |
| 2024-03-12 | 5870.00 | 5926.00 | 5935.00 | 5865.00 | 6011.00 | 6071.00 | 6078.00 | 6011.00 | -141.00 | -145.00 | -143.00 | -146.00 |
| 2024-03-11 | 5896.00 | 5860.00 | 5928.00 | 5833.00 | 6042.00 | 6011.00 | 6075.00 | 5985.00 | -146.00 | -151.00 | -147.00 | -152.00 |
| 2024-03-08 | 5880.00 | 5906.00 | 5914.00 | 5870.00 | 6020.00 | 6052.00 | 6056.00 | 6009.00 | -140.00 | -146.00 | -142.00 | -139.00 |
| 2024-03-07 | 5945.00 | 5882.00 | 5952.00 | 5878.00 | 6072.00 | 6024.00 | 6085.00 | 6017.00 | -127.00 | -142.00 | -133.00 | -139.00 |
| 2024-03-06 | 5903.00 | 5939.00 | 5950.00 | 5893.00 | 6040.00 | 6071.00 | 6083.00 | 6028.00 | -137.00 | -132.00 | -133.00 | -135.00 |
| 2024-03-05 | 5960.00 | 5906.00 | 5960.00 | 5902.00 | 6092.00 | 6041.00 | 6095.00 | 6035.00 | -132.00 | -135.00 | -135.00 | -133.00 |
| 2024-03-04 | 5970.00 | 5957.00 | 5993.00 | 5932.00 | 6094.00 | 6093.00 | 6124.00 | 6066.00 | -124.00 | -136.00 | -131.00 | -134.00 |
| 2024-03-01 | 5950.00 | 5954.00 | 5965.00 | 5929.00 | 6081.00 | 6088.00 | 6097.00 | 6059.00 | -131.00 | -134.00 | -132.00 | -130.00 |
| 2024-02-29 | 5890.00 | 5942.00 | 5954.00 | 5876.00 | 6025.00 | 6075.00 | 6089.00 | 6014.00 | -135.00 | -133.00 | -135.00 | -138.00 |
| 2024-02-28 | 5899.00 | 5885.00 | 5931.00 | 5874.00 | 6042.00 | 6021.00 | 6059.00 | 6011.00 | -143.00 | -136.00 | -128.00 | -137.00 |
| 2024-02-27 | 5835.00 | 5905.00 | 5907.00 | 5825.00 | 5961.00 | 6034.00 | 6035.00 | 5952.00 | -126.00 | -129.00 | -128.00 | -127.00 |
| 2024-02-26 | 5875.00 | 5835.00 | 5899.00 | 5832.00 | 5990.00 | 5961.00 | 6026.00 | 5961.00 | -115.00 | -126.00 | -127.00 | -129.00 |
| 2024-02-23 | 5845.00 | 5877.00 | 5886.00 | 5836.00 | 5910.00 | 6000.00 | 6004.00 | 5910.00 | -65.00 | -123.00 | -118.00 | -74.00 |
| 2024-02-22 | 5840.00 | 5845.00 | 5854.00 | 5813.00 | 5965.00 | 5970.00 | 5979.00 | 5939.00 | -125.00 | -125.00 | -125.00 | -126.00 |
| 2024-02-21 | 5808.00 | 5841.00 | 5862.00 | 5791.00 | 5933.00 | 5966.00 | 5986.00 | 5920.00 | -125.00 | -125.00 | -124.00 | -129.00 |
| 2024-02-20 | 5788.00 | 5816.00 | 5847.00 | 5785.00 | 5910.00 | 5941.00 | 5972.00 | 5910.00 | -122.00 | -125.00 | -125.00 | -125.00 |
| 2024-02-19 | 5886.00 | 5781.00 | 5909.00 | 5780.00 | 6032.00 | 5902.00 | 6032.00 | 5902.00 | -146.00 | -121.00 | -123.00 | -122.00 |
| 2024-02-08 | 5896.00 | 5893.00 | 5905.00 | 5869.00 | 5992.00 | 6008.00 | 6015.00 | 5980.00 | -96.00 | -115.00 | -110.00 | -111.00 |
| 2024-02-07 | 5848.00 | 5896.00 | 5917.00 | 5831.00 | 5955.00 | 6000.00 | 6023.00 | 5935.00 | -107.00 | -104.00 | -106.00 | -104.00 |
| 2024-02-06 | 5780.00 | 5842.00 | 5850.00 | 5740.00 | 5894.00 | 5947.00 | 5955.00 | 5855.00 | -114.00 | -105.00 | -105.00 | -115.00 |
| 2024-02-05 | 5813.00 | 5792.00 | 5848.00 | 5787.00 | 5920.00 | 5902.00 | 5958.00 | 5897.00 | -107.00 | -110.00 | -110.00 | -110.00 |
| 2024-02-02 | 5798.00 | 5812.00 | 5844.00 | 5788.00 | 5920.00 | 5924.00 | 5957.00 | 5905.00 | -122.00 | -112.00 | -113.00 | -117.00 |
| 2024-02-01 | 5798.00 | 5798.00 | 5814.00 | 5783.00 | 5905.00 | 5914.00 | 5934.00 | 5904.00 | -107.00 | -116.00 | -120.00 | -121.00 |
| 2024-01-31 | 5825.00 | 5798.00 | 5844.00 | 5788.00 | 5940.00 | 5914.00 | 5960.00 | 5905.00 | -115.00 | -116.00 | -116.00 | -117.00 |
| 2024-01-30 | 5930.00 | 5833.00 | 5954.00 | 5830.00 | 6059.00 | 5950.00 | 6064.00 | 5950.00 | -129.00 | -117.00 | -110.00 | -120.00 |
| 2024-01-29 | 5898.00 | 5940.00 | 5954.00 | 5886.00 | 5995.00 | 6051.00 | 6063.00 | 5995.00 | -97.00 | -111.00 | -109.00 | -109.00 |
| 2024-01-26 | 5933.00 | 5893.00 | 5946.00 | 5882.00 | 6032.00 | 6001.00 | 6052.00 | 5990.00 | -99.00 | -108.00 | -106.00 | -108.00 |
| 2024-01-25 | 5960.00 | 5933.00 | 5970.00 | 5923.00 | 5708.00 | 5685.00 | 5717.00 | 5674.00 | 252.00 | 248.00 | 253.00 | 249.00 |
| 2024-01-24 | 5919.00 | 5944.00 | 5950.00 | 5904.00 | 6016.00 | 6045.00 | 6049.00 | 6001.00 | -97.00 | -101.00 | -99.00 | -97.00 |
| 2024-01-23 | 5840.00 | 5919.00 | 5920.00 | 5831.00 | 5912.00 | 6016.00 | 6016.00 | 5912.00 | -72.00 | -97.00 | -96.00 | -81.00 |
| 2024-01-22 | 5880.00 | 5832.00 | 5900.00 | 5823.00 | 5965.00 | 5932.00 | 5992.00 | 5925.00 | -85.00 | -100.00 | -92.00 | -102.00 |
| 2024-01-19 | 5854.00 | 5872.00 | 5874.00 | 5835.00 | 5955.00 | 5969.00 | 5971.00 | 5934.00 | -101.00 | -97.00 | -97.00 | -99.00 |
| 2024-01-18 | 5850.00 | 5864.00 | 5878.00 | 5803.00 | 5668.00 | 5676.00 | 5689.00 | 5623.00 | 182.00 | 188.00 | 189.00 | 180.00 |
| 2024-01-17 | 5878.00 | 5859.00 | 5904.00 | 5857.00 | 5975.00 | 5950.00 | 5993.00 | 5948.00 | -97.00 | -91.00 | -89.00 | -91.00 |
| 2024-01-16 | 5855.00 | 5880.00 | 5897.00 | 5846.00 | 5950.00 | 5970.00 | 5993.00 | 5942.00 | -95.00 | -90.00 | -96.00 | -96.00 |
| 2024-01-15 | 5835.00 | 5862.00 | 5874.00 | 5805.00 | 5932.00 | 5964.00 | 5974.00 | 5908.00 | -97.00 | -102.00 | -100.00 | -103.00 |
| 2024-01-12 | 5834.00 | 5827.00 | 5848.00 | 5801.00 | 5650.00 | 5656.00 | 5675.00 | 5632.00 | 184.00 | 171.00 | 173.00 | 169.00 |
| 2024-01-11 | 5770.00 | 5825.00 | 5830.00 | 5754.00 | 5588.00 | 5646.00 | 5651.00 | 5578.00 | 182.00 | 179.00 | 179.00 | 176.00 |
| 2024-01-10 | 5815.00 | 5767.00 | 5824.00 | 5755.00 | 5636.00 | 5589.00 | 5647.00 | 5581.00 | 179.00 | 178.00 | 177.00 | 174.00 |
| 2024-01-09 | 5839.00 | 5800.00 | 5845.00 | 5774.00 | 5665.00 | 5620.00 | 5671.00 | 5601.00 | 174.00 | 180.00 | 174.00 | 173.00 |
| 2024-01-08 | 5840.00 | 5849.00 | 5867.00 | 5805.00 | 5666.00 | 5676.00 | 5701.00 | 5639.00 | 174.00 | 173.00 | 166.00 | 166.00 |
| 2024-01-05 | 5891.00 | 5824.00 | 5896.00 | 5814.00 | 5722.00 | 5659.00 | 5727.00 | 5656.00 | 169.00 | 165.00 | 169.00 | 158.00 |
| 2024-01-04 | 5950.00 | 5891.00 | 5953.00 | 5882.00 | 5765.00 | 5722.00 | 5776.00 | 5712.00 | 185.00 | 169.00 | 177.00 | 170.00 |
| 2024-01-03 | 5913.00 | 5945.00 | 5948.00 | 5875.00 | 5731.00 | 5765.00 | 5770.00 | 5694.00 | 182.00 | 180.00 | 178.00 | 181.00 |
| 2024-01-02 | 5880.00 | 5920.00 | 5928.00 | 5856.00 | 5691.00 | 5734.00 | 5739.00 | 5664.00 | 189.00 | 186.00 | 189.00 | 192.00 |
| 2023-12-29 | 5923.00 | 5879.00 | 5946.00 | 5873.00 | 5680.00 | 5599.00 | 5695.00 | 5589.00 | 243.00 | 280.00 | 251.00 | 284.00 |
| 2023-12-28 | 6010.00 | 5933.00 | 6021.00 | 5911.00 | 5772.00 | 5687.00 | 5792.00 | 5677.00 | 238.00 | 246.00 | 229.00 | 234.00 |
| 2023-12-27 | 6069.00 | 6015.00 | 6088.00 | 6003.00 | 5838.00 | 5768.00 | 5843.00 | 5759.00 | 231.00 | 247.00 | 245.00 | 244.00 |
| 2023-12-26 | 6114.00 | 6069.00 | 6122.00 | 6056.00 | 5900.00 | 5833.00 | 5900.00 | 5821.00 | 214.00 | 236.00 | 222.00 | 235.00 |
| 2023-12-25 | 6085.00 | 6114.00 | 6153.00 | 6074.00 | 5902.00 | 5893.00 | 5939.00 | 5873.00 | 183.00 | 221.00 | 214.00 | 201.00 |
| 2023-12-22 | 6084.00 | 6094.00 | 6140.00 | 6064.00 | 5882.00 | 5894.00 | 5940.00 | 5877.00 | 202.00 | 200.00 | 200.00 | 187.00 |
| 2023-12-21 | 6070.00 | 6090.00 | 6104.00 | 6038.00 | 5894.00 | 5892.00 | 5913.00 | 5855.00 | 176.00 | 198.00 | 191.00 | 183.00 |
| 2023-12-20 | 5990.00 | 6057.00 | 6066.00 | 5973.00 | 5830.00 | 5879.00 | 5890.00 | 5825.00 | 160.00 | 178.00 | 176.00 | 148.00 |
| 2023-12-19 | 5992.00 | 5995.00 | 6036.00 | 5976.00 | 5830.00 | 5840.00 | 5872.00 | 5824.00 | 162.00 | 155.00 | 164.00 | 152.00 |
| 2023-12-18 | 6051.00 | 5992.00 | 6075.00 | 5960.00 | 5940.00 | 5824.00 | 5940.00 | 5797.00 | 111.00 | 168.00 | 135.00 | 163.00 |
| 2023-12-15 | 5820.00 | 5911.00 | 5923.00 | 5819.00 | 5995.00 | 6058.00 | 6070.00 | 5980.00 | -175.00 | -147.00 | -147.00 | -161.00 |
| 2023-12-14 | 5855.00 | 5820.00 | 5879.00 | 5794.00 | 5992.00 | 5982.00 | 6028.00 | 5956.00 | -137.00 | -162.00 | -149.00 | -162.00 |
| 2023-12-13 | 5860.00 | 5841.00 | 5885.00 | 5804.00 | 6017.00 | 5983.00 | 6037.00 | 5955.00 | -157.00 | -142.00 | -152.00 | -151.00 |
| 2023-12-12 | 5830.00 | 5870.00 | 5876.00 | 5797.00 | 5998.00 | 6029.00 | 6038.00 | 5976.00 | -168.00 | -159.00 | -162.00 | -179.00 |
| 2023-12-11 | 5845.00 | 5830.00 | 5876.00 | 5786.00 | 6002.00 | 6007.00 | 6048.00 | 5962.00 | -157.00 | -177.00 | -172.00 | -176.00 |
| 2023-12-08 | 5746.00 | 5833.00 | 5848.00 | 5736.00 | 5940.00 | 6016.00 | 6026.00 | 5932.00 | -194.00 | -183.00 | -178.00 | -196.00 |
| 2023-12-07 | 5725.00 | 5760.00 | 5775.00 | 5682.00 | 5896.00 | 5948.00 | 5956.00 | 5878.00 | -171.00 | -188.00 | -181.00 | -196.00 |
| 2023-12-06 | 5671.00 | 5717.00 | 5727.00 | 5642.00 | 5870.00 | 5902.00 | 5914.00 | 5843.00 | -199.00 | -185.00 | -187.00 | -201.00 |
| 2023-12-05 | 5722.00 | 5671.00 | 5732.00 | 5653.00 | 5906.00 | 5867.00 | 5919.00 | 5850.00 | -184.00 | -196.00 | -187.00 | -197.00 |
| 2023-12-04 | 5853.00 | 5719.00 | 5864.00 | 5707.00 | 6015.00 | 5906.00 | 6050.00 | 5900.00 | -162.00 | -187.00 | -186.00 | -193.00 |
| 2023-12-01 | 5890.00 | 5842.00 | 5895.00 | 5755.00 | 6075.00 | 6015.00 | 6080.00 | 5943.00 | -185.00 | -173.00 | -185.00 | -188.00 |
| 2023-11-30 | 5862.00 | 5890.00 | 5916.00 | 5826.00 | 6035.00 | 6073.00 | 6078.00 | 6007.00 | -173.00 | -183.00 | -162.00 | -181.00 |
| 2023-11-29 | 5866.00 | 5852.00 | 5905.00 | 5844.00 | 6037.00 | 6025.00 | 6068.00 | 6013.00 | -171.00 | -173.00 | -163.00 | -169.00 |
| 2023-11-28 | 5893.00 | 5862.00 | 5906.00 | 5836.00 | 6053.00 | 6026.00 | 6070.00 | 6002.00 | -160.00 | -164.00 | -164.00 | -166.00 |
| 2023-11-27 | 5910.00 | 5893.00 | 5919.00 | 5845.00 | 6068.00 | 6062.00 | 6084.00 | 6028.00 | -158.00 | -169.00 | -165.00 | -183.00 |
| 2023-11-24 | 5815.00 | 5901.00 | 5911.00 | 5813.00 | 6015.00 | 6077.00 | 6085.00 | 6006.00 | -200.00 | -176.00 | -174.00 | -193.00 |
| 2023-11-23 | 5890.00 | 5815.00 | 5898.00 | 5781.00 | 6100.00 | 6013.00 | 6100.00 | 5992.00 | -210.00 | -198.00 | -202.00 | -211.00 |
| 2023-11-22 | 5920.00 | 5906.00 | 5947.00 | 5874.00 | 6104.00 | 6100.00 | 6135.00 | 6067.00 | -184.00 | -194.00 | -188.00 | -193.00 |
| 2023-11-21 | 6025.00 | 5915.00 | 6032.00 | 5912.00 | 6202.00 | 6108.00 | 6225.00 | 6105.00 | -177.00 | -193.00 | -193.00 | -193.00 |
| 2023-11-20 | 6068.00 | 6014.00 | 6094.00 | 6005.00 | 6225.00 | 6199.00 | 6261.00 | 6191.00 | -157.00 | -185.00 | -167.00 | -186.00 |
| 2023-11-17 | 6137.00 | 6058.00 | 6160.00 | 6033.00 | 6277.00 | 6220.00 | 6313.00 | 6200.00 | -140.00 | -162.00 | -153.00 | -167.00 |
| 2023-11-16 | 6100.00 | 6137.00 | 6148.00 | 6086.00 | 6266.00 | 6285.00 | 6293.00 | 6238.00 | -166.00 | -148.00 | -145.00 | -152.00 |