本页面展示豆油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。
关于豆油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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2018-12-04 | 5516.00 | 5534.00 | 5574.00 | 5504.00 | 5382.00 | 5400.00 | 5430.00 | 5360.00 | 134.00 | 134.00 | 144.00 | 144.00 |
| 2018-12-03 | 5556.00 | 5530.00 | 5588.00 | 5514.00 | 5444.00 | 5382.00 | 5462.00 | 5370.00 | 112.00 | 148.00 | 126.00 | 144.00 |
| 2018-11-30 | 5396.00 | 5442.00 | 5450.00 | 5390.00 | 5534.00 | 5556.00 | 5556.00 | 5522.00 | -138.00 | -114.00 | -106.00 | -132.00 |
| 2018-11-29 | 5400.00 | 5390.00 | 5418.00 | 5378.00 | 5554.00 | 5524.00 | 5568.00 | 5510.00 | -154.00 | -134.00 | -150.00 | -132.00 |
| 2018-11-28 | 5366.00 | 5388.00 | 5400.00 | 5366.00 | 5510.00 | 5534.00 | 5548.00 | 5504.00 | -144.00 | -146.00 | -148.00 | -138.00 |
| 2018-11-27 | 5410.00 | 5374.00 | 5426.00 | 5370.00 | 5522.00 | 5502.00 | 5548.00 | 5498.00 | -112.00 | -128.00 | -122.00 | -128.00 |
| 2018-11-26 | 5394.00 | 5428.00 | 5444.00 | 5370.00 | 5490.00 | 5548.00 | 5562.00 | 5478.00 | -96.00 | -120.00 | -118.00 | -108.00 |
| 2018-11-23 | 5426.00 | 5398.00 | 5438.00 | 5370.00 | 5532.00 | 5508.00 | 5538.00 | 5492.00 | -106.00 | -110.00 | -100.00 | -122.00 |
| 2018-11-22 | 5430.00 | 5412.00 | 5434.00 | 5386.00 | 5530.00 | 5518.00 | 5530.00 | 5486.00 | -100.00 | -106.00 | -96.00 | -100.00 |
| 2018-11-21 | 5406.00 | 5436.00 | 5454.00 | 5342.00 | 5496.00 | 5516.00 | 5538.00 | 5438.00 | -90.00 | -80.00 | -84.00 | -96.00 |
| 2018-11-20 | 5416.00 | 5402.00 | 5430.00 | 5362.00 | 5486.00 | 5486.00 | 5518.00 | 5452.00 | -70.00 | -84.00 | -88.00 | -90.00 |
| 2018-11-19 | 5402.00 | 5416.00 | 5428.00 | 5392.00 | 5482.00 | 5492.00 | 5496.00 | 5440.00 | -80.00 | -76.00 | -68.00 | -48.00 |
| 2018-11-16 | 5392.00 | 5444.00 | 5480.00 | 5380.00 | 5468.00 | 5506.00 | 5532.00 | 5460.00 | -76.00 | -62.00 | -52.00 | -80.00 |
| 2018-11-15 | 5368.00 | 5386.00 | 5408.00 | 5364.00 | 5450.00 | 5466.00 | 5488.00 | 5442.00 | -82.00 | -80.00 | -80.00 | -78.00 |
| 2018-11-14 | 5426.00 | 5356.00 | 5460.00 | 5326.00 | 5530.00 | 5440.00 | 5552.00 | 5420.00 | -104.00 | -84.00 | -92.00 | -94.00 |
| 2018-11-13 | 5454.00 | 5436.00 | 5462.00 | 5418.00 | 5550.00 | 5536.00 | 5558.00 | 5514.00 | -96.00 | -100.00 | -96.00 | -96.00 |
| 2018-11-12 | 5440.00 | 5464.00 | 5468.00 | 5400.00 | 5544.00 | 5554.00 | 5560.00 | 5494.00 | -104.00 | -90.00 | -92.00 | -94.00 |
| 2018-11-09 | 5472.00 | 5452.00 | 5480.00 | 5410.00 | 5580.00 | 5544.00 | 5584.00 | 5520.00 | -108.00 | -92.00 | -104.00 | -110.00 |
| 2018-11-08 | 5528.00 | 5472.00 | 5538.00 | 5460.00 | 5630.00 | 5578.00 | 5640.00 | 5548.00 | -102.00 | -106.00 | -102.00 | -88.00 |
| 2018-11-07 | 5540.00 | 5518.00 | 5548.00 | 5490.00 | 5634.00 | 5618.00 | 5646.00 | 5598.00 | -94.00 | -100.00 | -98.00 | -108.00 |
| 2018-11-06 | 5534.00 | 5536.00 | 5550.00 | 5512.00 | 5634.00 | 5640.00 | 5650.00 | 5620.00 | -100.00 | -104.00 | -100.00 | -108.00 |
| 2018-11-05 | 5474.00 | 5538.00 | 5544.00 | 5468.00 | 5600.00 | 5638.00 | 5652.00 | 5594.00 | -126.00 | -100.00 | -108.00 | -126.00 |
| 2018-11-02 | 5640.00 | 5458.00 | 5658.00 | 5426.00 | 5708.00 | 5586.00 | 5728.00 | 5550.00 | -68.00 | -128.00 | -70.00 | -124.00 |
| 2018-11-01 | 5650.00 | 5634.00 | 5672.00 | 5622.00 | 5722.00 | 5706.00 | 5752.00 | 5696.00 | -72.00 | -72.00 | -80.00 | -74.00 |
| 2018-10-31 | 5636.00 | 5652.00 | 5668.00 | 5626.00 | 5726.00 | 5730.00 | 5740.00 | 5706.00 | -90.00 | -78.00 | -72.00 | -80.00 |
| 2018-10-30 | 5710.00 | 5648.00 | 5736.00 | 5638.00 | 5770.00 | 5726.00 | 5792.00 | 5714.00 | -60.00 | -78.00 | -56.00 | -76.00 |
| 2018-10-29 | 5670.00 | 5700.00 | 5708.00 | 5650.00 | 5742.00 | 5766.00 | 5774.00 | 5720.00 | -72.00 | -66.00 | -66.00 | -70.00 |
| 2018-10-26 | 5686.00 | 5674.00 | 5706.00 | 5658.00 | 5774.00 | 5744.00 | 5786.00 | 5740.00 | -88.00 | -70.00 | -80.00 | -82.00 |
| 2018-10-25 | 5696.00 | 5670.00 | 5722.00 | 5654.00 | 5788.00 | 5772.00 | 5820.00 | 5740.00 | -92.00 | -102.00 | -98.00 | -86.00 |
| 2018-10-24 | 5742.00 | 5696.00 | 5764.00 | 5684.00 | 5824.00 | 5784.00 | 5848.00 | 5778.00 | -82.00 | -88.00 | -84.00 | -94.00 |
| 2018-10-23 | 5790.00 | 5752.00 | 5796.00 | 5744.00 | 5852.00 | 5834.00 | 5866.00 | 5830.00 | -62.00 | -82.00 | -70.00 | -86.00 |
| 2018-10-22 | 5782.00 | 5784.00 | 5802.00 | 5762.00 | 5830.00 | 5850.00 | 5866.00 | 5830.00 | -48.00 | -66.00 | -64.00 | -68.00 |
| 2018-10-19 | 5788.00 | 5774.00 | 5806.00 | 5762.00 | 5828.00 | 5824.00 | 5852.00 | 5812.00 | -40.00 | -50.00 | -46.00 | -50.00 |
| 2018-10-18 | 5882.00 | 5788.00 | 5884.00 | 5782.00 | 5900.00 | 5838.00 | 5904.00 | 5824.00 | -18.00 | -50.00 | -20.00 | -42.00 |
| 2018-10-17 | 5868.00 | 5878.00 | 5890.00 | 5852.00 | 5880.00 | 5898.00 | 5912.00 | 5866.00 | -12.00 | -20.00 | -22.00 | -14.00 |
| 2018-10-16 | 5904.00 | 5870.00 | 5926.00 | 5866.00 | 5900.00 | 5880.00 | 5918.00 | 5870.00 | 4.00 | -10.00 | 8.00 | -4.00 |
| 2018-10-15 | 5926.00 | 5916.00 | 5944.00 | 5906.00 | 5890.00 | 5898.00 | 5916.00 | 5884.00 | 36.00 | 18.00 | 28.00 | 22.00 |
| 2018-10-12 | 5884.00 | 5918.00 | 5924.00 | 5864.00 | 5836.00 | 5890.00 | 5890.00 | 5828.00 | 48.00 | 28.00 | 34.00 | 36.00 |
| 2018-10-11 | 5982.00 | 5874.00 | 5986.00 | 5836.00 | 5912.00 | 5826.00 | 5932.00 | 5810.00 | 70.00 | 48.00 | 54.00 | 26.00 |
| 2018-10-10 | 5966.00 | 5980.00 | 6010.00 | 5942.00 | 5890.00 | 5916.00 | 5918.00 | 5868.00 | 76.00 | 64.00 | 92.00 | 74.00 |
| 2018-10-09 | 5886.00 | 5964.00 | 5988.00 | 5886.00 | 5806.00 | 5882.00 | 5908.00 | 5806.00 | 80.00 | 82.00 | 80.00 | 80.00 |
| 2018-10-08 | 5904.00 | 5882.00 | 5920.00 | 5868.00 | 5792.00 | 5808.00 | 5826.00 | 5790.00 | 112.00 | 74.00 | 94.00 | 78.00 |