本页面展示沪铜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：
如果您对期货套利以及其它低风险投资感兴趣，可以关注我们的公众号：财有你我 ，加群交流。
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。
关于沪铜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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021-05-27 | 71860.00 | 71940.00 | 72350.00 | 71280.00 | 71680.00 | 71790.00 | 72120.00 | 71130.00 | 180.00 | 150.00 | 230.00 | 150.00 |
| 2021-05-26 | 71850.00 | 71780.00 | 72240.00 | 71510.00 | 71680.00 | 71630.00 | 72020.00 | 71350.00 | 170.00 | 150.00 | 220.00 | 160.00 |
| 2021-05-25 | 71780.00 | 72230.00 | 72960.00 | 71710.00 | 71600.00 | 72050.00 | 72750.00 | 71560.00 | 180.00 | 180.00 | 210.00 | 150.00 |
| 2021-05-24 | 72800.00 | 71640.00 | 72950.00 | 71010.00 | 72590.00 | 71440.00 | 72800.00 | 70870.00 | 210.00 | 200.00 | 150.00 | 140.00 |
| 2021-05-21 | 73600.00 | 72160.00 | 73720.00 | 71760.00 | 73440.00 | 71980.00 | 73530.00 | 71640.00 | 160.00 | 180.00 | 190.00 | 120.00 |
| 2021-05-20 | 73420.00 | 73450.00 | 73860.00 | 72150.00 | 73610.00 | 73690.00 | 74070.00 | 72310.00 | -190.00 | -240.00 | -210.00 | -160.00 |
| 2021-05-19 | 75740.00 | 74090.00 | 75900.00 | 74070.00 | 75880.00 | 74330.00 | 76150.00 | 74300.00 | -140.00 | -240.00 | -250.00 | -230.00 |
| 2021-05-18 | 74680.00 | 76100.00 | 76210.00 | 74560.00 | 74840.00 | 76310.00 | 76450.00 | 74750.00 | -160.00 | -210.00 | -240.00 | -190.00 |
| 2021-05-17 | 74360.00 | 74750.00 | 75290.00 | 74200.00 | 74560.00 | 74940.00 | 75480.00 | 74390.00 | -200.00 | -190.00 | -190.00 | -190.00 |
| 2021-05-14 | 75420.00 | 74560.00 | 75740.00 | 73530.00 | 75590.00 | 74750.00 | 75920.00 | 73740.00 | -170.00 | -190.00 | -180.00 | -210.00 |
| 2021-05-13 | 76240.00 | 75970.00 | 76720.00 | 75390.00 | 76490.00 | 76150.00 | 76950.00 | 75600.00 | -250.00 | -180.00 | -230.00 | -210.00 |
| 2021-05-12 | 76000.00 | 77090.00 | 77150.00 | 75670.00 | 76150.00 | 77310.00 | 77360.00 | 75870.00 | -150.00 | -220.00 | -210.00 | -200.00 |
| 2021-05-11 | 77400.00 | 76000.00 | 77430.00 | 74800.00 | 77690.00 | 76200.00 | 77690.00 | 75050.00 | -290.00 | -200.00 | -260.00 | -250.00 |
| 2021-05-10 | 75300.00 | 77720.00 | 78270.00 | 75080.00 | 75580.00 | 77990.00 | 78470.00 | 75230.00 | -280.00 | -270.00 | -200.00 | -150.00 |
| 2021-05-07 | 73580.00 | 74900.00 | 74950.00 | 73430.00 | 73800.00 | 75100.00 | 75120.00 | 73590.00 | -220.00 | -200.00 | -170.00 | -160.00 |
| 2021-05-06 | 72210.00 | 73240.00 | 73320.00 | 72180.00 | 72460.00 | 73410.00 | 73470.00 | 72400.00 | -250.00 | -170.00 | -150.00 | -220.00 |
| 2021-04-30 | 72600.00 | 71890.00 | 73060.00 | 71250.00 | 72790.00 | 72040.00 | 73190.00 | 71400.00 | -190.00 | -150.00 | -130.00 | -150.00 |
| 2021-04-29 | 71820.00 | 72380.00 | 72960.00 | 71510.00 | 71900.00 | 72540.00 | 73080.00 | 71650.00 | -80.00 | -160.00 | -120.00 | -140.00 |
| 2021-04-28 | 72150.00 | 71340.00 | 72380.00 | 71060.00 | 72380.00 | 71500.00 | 72500.00 | 71200.00 | -230.00 | -160.00 | -120.00 | -140.00 |
| 2021-04-27 | 71150.00 | 72480.00 | 72820.00 | 71030.00 | 70920.00 | 72270.00 | 72610.00 | 70860.00 | 230.00 | 210.00 | 210.00 | 170.00 |
| 2021-04-26 | 69750.00 | 70980.00 | 71130.00 | 69550.00 | 69600.00 | 70780.00 | 70940.00 | 69390.00 | 150.00 | 200.00 | 190.00 | 160.00 |
| 2021-04-23 | 69320.00 | 69440.00 | 69740.00 | 68850.00 | 69100.00 | 69240.00 | 69560.00 | 68720.00 | 220.00 | 200.00 | 180.00 | 130.00 |
| 2021-04-22 | 68830.00 | 69150.00 | 69720.00 | 68740.00 | 68800.00 | 68970.00 | 69520.00 | 68590.00 | 30.00 | 180.00 | 200.00 | 150.00 |
| 2021-04-21 | 69270.00 | 68720.00 | 69590.00 | 68450.00 | 69120.00 | 68570.00 | 69420.00 | 68310.00 | 150.00 | 150.00 | 170.00 | 140.00 |
| 2021-04-20 | 69660.00 | 69450.00 | 69750.00 | 69000.00 | 69480.00 | 69230.00 | 69570.00 | 68830.00 | 180.00 | 220.00 | 180.00 | 170.00 |
| 2021-04-19 | 69000.00 | 69660.00 | 69820.00 | 67880.00 | 68820.00 | 69540.00 | 69650.00 | 67700.00 | 180.00 | 120.00 | 170.00 | 180.00 |
| 2021-04-16 | 68130.00 | 68540.00 | 69500.00 | 68060.00 | 67990.00 | 68390.00 | 69320.00 | 67910.00 | 140.00 | 150.00 | 180.00 | 150.00 |
| 2021-04-15 | 66840.00 | 68040.00 | 68180.00 | 66680.00 | 66700.00 | 67880.00 | 68010.00 | 66560.00 | 140.00 | 160.00 | 170.00 | 120.00 |
| 2021-04-14 | 66280.00 | 66190.00 | 66410.00 | 66020.00 | 66390.00 | 66330.00 | 66490.00 | 66100.00 | -110.00 | -140.00 | -80.00 | -80.00 |
| 2021-04-13 | 65900.00 | 65870.00 | 66160.00 | 65620.00 | 65980.00 | 65930.00 | 66250.00 | 65680.00 | -80.00 | -60.00 | -90.00 | -60.00 |
| 2021-04-12 | 66870.00 | 65690.00 | 66940.00 | 65650.00 | 66840.00 | 65760.00 | 67050.00 | 65700.00 | 30.00 | -70.00 | -110.00 | -50.00 |
| 2021-04-09 | 66860.00 | 66720.00 | 67290.00 | 66550.00 | 67070.00 | 66820.00 | 67420.00 | 66660.00 | -210.00 | -100.00 | -130.00 | -110.00 |
| 2021-04-08 | 66590.00 | 66850.00 | 67210.00 | 66310.00 | 66500.00 | 66970.00 | 67340.00 | 66420.00 | 90.00 | -120.00 | -130.00 | -110.00 |
| 2021-04-07 | 67010.00 | 66900.00 | 67410.00 | 66750.00 | 67140.00 | 67040.00 | 67540.00 | 66880.00 | -130.00 | -140.00 | -130.00 | -130.00 |
| 2021-04-06 | 67480.00 | 67010.00 | 67670.00 | 66850.00 | 67600.00 | 67160.00 | 67800.00 | 66960.00 | -120.00 | -150.00 | -130.00 | -110.00 |
| 2021-04-02 | 65390.00 | 67090.00 | 67260.00 | 65340.00 | 65480.00 | 67190.00 | 67350.00 | 65440.00 | -90.00 | -100.00 | -90.00 | -100.00 |
| 2021-04-01 | 65750.00 | 65090.00 | 65890.00 | 65030.00 | 65970.00 | 65180.00 | 66000.00 | 65170.00 | -220.00 | -90.00 | -110.00 | -140.00 |
| 2021-03-31 | 65860.00 | 65600.00 | 65930.00 | 65190.00 | 65930.00 | 65710.00 | 66070.00 | 65320.00 | -70.00 | -110.00 | -140.00 | -130.00 |
| 2021-03-30 | 66420.00 | 65880.00 | 66620.00 | 65860.00 | 66530.00 | 66010.00 | 66720.00 | 66000.00 | -110.00 | -130.00 | -100.00 | -140.00 |
| 2021-03-29 | 66280.00 | 66340.00 | 66900.00 | 66070.00 | 66500.00 | 66460.00 | 67000.00 | 66160.00 | -220.00 | -120.00 | -100.00 | -90.00 |
| 2021-03-26 | 65210.00 | 66170.00 | 66390.00 | 64930.00 | 65040.00 | 66060.00 | 66260.00 | 64860.00 | 170.00 | 110.00 | 130.00 | 70.00 |
| 2021-03-25 | 66690.00 | 65560.00 | 66980.00 | 65480.00 | 66600.00 | 65480.00 | 66870.00 | 65410.00 | 90.00 | 80.00 | 110.00 | 70.00 |
| 2021-03-24 | 66750.00 | 66480.00 | 66910.00 | 66080.00 | 66690.00 | 66470.00 | 66780.00 | 66000.00 | 60.00 | 10.00 | 130.00 | 80.00 |
| 2021-03-23 | 67020.00 | 67040.00 | 67720.00 | 66380.00 | 66920.00 | 66900.00 | 67570.00 | 66280.00 | 100.00 | 140.00 | 150.00 | 100.00 |
| 2021-03-22 | 66510.00 | 66800.00 | 67440.00 | 66220.00 | 66380.00 | 66690.00 | 67300.00 | 66140.00 | 130.00 | 110.00 | 140.00 | 80.00 |
| 2021-03-19 | 66980.00 | 66020.00 | 67390.00 | 65510.00 | 66920.00 | 65920.00 | 67270.00 | 65520.00 | 60.00 | 100.00 | 120.00 | -10.00 |
| 2021-03-18 | 66920.00 | 66920.00 | 67700.00 | 66660.00 | 66790.00 | 66800.00 | 67510.00 | 66550.00 | 130.00 | 120.00 | 190.00 | 110.00 |
| 2021-03-17 | 66490.00 | 66940.00 | 67110.00 | 66180.00 | 66400.00 | 66850.00 | 66980.00 | 66080.00 | 90.00 | 90.00 | 130.00 | 100.00 |
| 2021-03-16 | 67680.00 | 66740.00 | 67780.00 | 66690.00 | 67550.00 | 66630.00 | 67600.00 | 66570.00 | 130.00 | 110.00 | 180.00 | 120.00 |
| 2021-03-15 | 66920.00 | 67520.00 | 68230.00 | 66860.00 | 66490.00 | 67400.00 | 68060.00 | 66490.00 | 430.00 | 120.00 | 170.00 | 370.00 |
| 2021-03-12 | 67260.00 | 66920.00 | 67470.00 | 66590.00 | 67200.00 | 66780.00 | 67340.00 | 66470.00 | 60.00 | 140.00 | 130.00 | 120.00 |
| 2021-03-11 | 65960.00 | 67360.00 | 67770.00 | 65410.00 | 65750.00 | 67240.00 | 67620.00 | 65330.00 | 210.00 | 120.00 | 150.00 | 80.00 |
| 2021-03-10 | 66130.00 | 65400.00 | 66280.00 | 65070.00 | 66080.00 | 65330.00 | 66300.00 | 64990.00 | 50.00 | 70.00 | -20.00 | 80.00 |
| 2021-03-09 | 66200.00 | 66000.00 | 67460.00 | 65710.00 | 66300.00 | 66120.00 | 67490.00 | 65810.00 | -100.00 | -120.00 | -30.00 | -100.00 |
| 2021-03-08 | 66330.00 | 65770.00 | 67330.00 | 65660.00 | 66370.00 | 65870.00 | 67500.00 | 65730.00 | -40.00 | -100.00 | -170.00 | -70.00 |
| 2021-03-05 | 65130.00 | 65920.00 | 66400.00 | 64210.00 | 65280.00 | 66010.00 | 66490.00 | 64300.00 | -150.00 | -90.00 | -90.00 | -90.00 |
| 2021-03-04 | 67630.00 | 66460.00 | 67630.00 | 66430.00 | 67490.00 | 66550.00 | 67700.00 | 66550.00 | 140.00 | -90.00 | -70.00 | -120.00 |
| 2021-03-03 | 67650.00 | 67810.00 | 68400.00 | 67250.00 | 67980.00 | 67900.00 | 68480.00 | 67340.00 | -330.00 | -90.00 | -80.00 | -90.00 |
| 2021-03-02 | 67410.00 | 66780.00 | 67610.00 | 65730.00 | 67600.00 | 66840.00 | 67680.00 | 65810.00 | -190.00 | -60.00 | -70.00 | -80.00 |
| 2021-03-01 | 67420.00 | 67450.00 | 68110.00 | 66860.00 | 67500.00 | 67480.00 | 68190.00 | 66960.00 | -80.00 | -30.00 | -80.00 | -100.00 |
| 2021-02-26 | 70080.00 | 67950.00 | 70440.00 | 67940.00 | 70250.00 | 68090.00 | 70530.00 | 68040.00 | -170.00 | -140.00 | -90.00 | -100.00 |
| 2021-02-25 | 68390.00 | 70150.00 | 70740.00 | 67900.00 | 68460.00 | 70240.00 | 70800.00 | 68000.00 | -70.00 | -90.00 | -60.00 | -100.00 |
| 2021-02-24 | 67550.00 | 67910.00 | 68880.00 | 66560.00 | 67500.00 | 67980.00 | 68890.00 | 66610.00 | 50.00 | -70.00 | -10.00 | -50.00 |
| 2021-02-23 | 66750.00 | 67950.00 | 68790.00 | 66420.00 | 66960.00 | 67950.00 | 68820.00 | 66480.00 | -210.00 | 0.00 | -30.00 | -60.00 |
| 2021-02-22 | 64460.00 | 67370.00 | 67370.00 | 64370.00 | 64210.00 | 67190.00 | 67190.00 | 64210.00 | 250.00 | 180.00 | 180.00 | 160.00 |
| 2021-02-19 | 63390.00 | 64320.00 | 64470.00 | 63000.00 | 63440.00 | 64170.00 | 64330.00 | 62890.00 | -50.00 | 150.00 | 140.00 | 110.00 |
| 2021-02-18 | 61820.00 | 63210.00 | 63290.00 | 61600.00 | 61770.00 | 63340.00 | 63390.00 | 61730.00 | 50.00 | -130.00 | -100.00 | -130.00 |
| 2021-02-10 | 59610.00 | 60800.00 | 60830.00 | 59420.00 | 59750.00 | 60840.00 | 60940.00 | 59520.00 | -140.00 | -40.00 | -110.00 | -100.00 |
| 2021-02-09 | 58790.00 | 59570.00 | 59720.00 | 58780.00 | 58860.00 | 59660.00 | 59800.00 | 58850.00 | -70.00 | -90.00 | -80.00 | -70.00 |
| 2021-02-08 | 58430.00 | 58790.00 | 59030.00 | 58120.00 | 58500.00 | 58860.00 | 59100.00 | 58190.00 | -70.00 | -70.00 | -70.00 | -70.00 |
| 2021-02-05 | 57720.00 | 58210.00 | 58240.00 | 57540.00 | 57780.00 | 58260.00 | 58300.00 | 57600.00 | -60.00 | -50.00 | -60.00 | -60.00 |
| 2021-02-04 | 57400.00 | 57820.00 | 57950.00 | 57230.00 | 57450.00 | 57870.00 | 57970.00 | 57260.00 | -50.00 | -50.00 | -20.00 | -30.00 |
| 2021-02-03 | 57170.00 | 57000.00 | 57480.00 | 56860.00 | 57190.00 | 57050.00 | 57480.00 | 56870.00 | -20.00 | -50.00 | 0.00 | -10.00 |
| 2021-02-02 | 57790.00 | 57300.00 | 57910.00 | 57260.00 | 57780.00 | 57340.00 | 57930.00 | 57290.00 | 10.00 | -40.00 | -20.00 | -30.00 |
| 2021-02-01 | 57870.00 | 57910.00 | 58350.00 | 57280.00 | 57900.00 | 57960.00 | 58390.00 | 57360.00 | -30.00 | -50.00 | -40.00 | -80.00 |
| 2021-01-29 | 57690.00 | 57550.00 | 58460.00 | 57410.00 | 57750.00 | 57580.00 | 58520.00 | 57480.00 | -60.00 | -30.00 | -60.00 | -70.00 |
| 2021-01-28 | 58320.00 | 57760.00 | 58580.00 | 57620.00 | 58480.00 | 57840.00 | 58630.00 | 57700.00 | -160.00 | -80.00 | -50.00 | -80.00 |
| 2021-01-27 | 58760.00 | 58720.00 | 59140.00 | 58570.00 | 58560.00 | 58680.00 | 59050.00 | 58510.00 | 200.00 | 40.00 | 90.00 | 60.00 |
| 2021-01-26 | 58940.00 | 58470.00 | 59090.00 | 58400.00 | 58870.00 | 58420.00 | 59000.00 | 58360.00 | 70.00 | 50.00 | 90.00 | 40.00 |
| 2021-01-25 | 58300.00 | 59090.00 | 59250.00 | 58170.00 | 58360.00 | 59020.00 | 59100.00 | 58130.00 | -60.00 | 70.00 | 150.00 | 40.00 |
| 2021-01-22 | 59340.00 | 58810.00 | 59630.00 | 58640.00 | 59160.00 | 58700.00 | 59500.00 | 58580.00 | 180.00 | 110.00 | 130.00 | 60.00 |
| 2021-01-21 | 59000.00 | 59340.00 | 59490.00 | 58720.00 | 58850.00 | 59230.00 | 59360.00 | 58630.00 | 150.00 | 110.00 | 130.00 | 90.00 |
| 2021-01-20 | 59060.00 | 59120.00 | 59460.00 | 58710.00 | 58890.00 | 59020.00 | 59370.00 | 58630.00 | 170.00 | 100.00 | 90.00 | 80.00 |
| 2021-01-19 | 59130.00 | 58890.00 | 59190.00 | 58670.00 | 59060.00 | 58790.00 | 59060.00 | 58580.00 | 70.00 | 100.00 | 130.00 | 90.00 |
| 2021-01-18 | 58730.00 | 59280.00 | 59430.00 | 58320.00 | 58680.00 | 59160.00 | 59310.00 | 58240.00 | 50.00 | 120.00 | 120.00 | 80.00 |
| 2021-01-15 | 58910.00 | 58690.00 | 59750.00 | 58650.00 | 58810.00 | 58640.00 | 59590.00 | 58550.00 | 100.00 | 50.00 | 160.00 | 100.00 |
| 2021-01-14 | 58650.00 | 58740.00 | 58970.00 | 58450.00 | 58510.00 | 58650.00 | 58850.00 | 58350.00 | 140.00 | 90.00 | 120.00 | 100.00 |
| 2021-01-13 | 58780.00 | 58780.00 | 59100.00 | 58580.00 | 58730.00 | 58680.00 | 58960.00 | 58460.00 | 50.00 | 100.00 | 140.00 | 120.00 |
| 2021-01-12 | 58620.00 | 58710.00 | 58870.00 | 57960.00 | 58530.00 | 58570.00 | 58760.00 | 57870.00 | 90.00 | 140.00 | 110.00 | 90.00 |
| 2021-01-11 | 60060.00 | 58580.00 | 60220.00 | 58540.00 | 60150.00 | 58670.00 | 60350.00 | 58630.00 | -90.00 | -90.00 | -130.00 | -90.00 |
| 2021-01-08 | 59190.00 | 60310.00 | 60680.00 | 59000.00 | 59300.00 | 60420.00 | 60800.00 | 59120.00 | -110.00 | -110.00 | -120.00 | -120.00 |
| 2021-01-07 | 59330.00 | 59380.00 | 59550.00 | 58720.00 | 59330.00 | 59520.00 | 59630.00 | 58800.00 | 0.00 | -140.00 | -80.00 | -80.00 |
| 2021-01-06 | 58160.00 | 59030.00 | 59280.00 | 58090.00 | 58200.00 | 59080.00 | 59350.00 | 58160.00 | -40.00 | -50.00 | -70.00 | -70.00 |
| 2021-01-05 | 58220.00 | 58110.00 | 58550.00 | 57710.00 | 58270.00 | 58180.00 | 58600.00 | 57770.00 | -50.00 | -70.00 | -50.00 | -60.00 |
| 2021-01-04 | 57750.00 | 58160.00 | 58300.00 | 57680.00 | 57820.00 | 58220.00 | 58380.00 | 57750.00 | -70.00 | -60.00 | -80.00 | -70.00 |
| 2020-12-31 | 58180.00 | 57750.00 | 58340.00 | 57630.00 | 58340.00 | 57780.00 | 58420.00 | 57710.00 | -160.00 | -30.00 | -80.00 | -80.00 |
| 2020-12-30 | 58300.00 | 58480.00 | 58680.00 | 58060.00 | 58330.00 | 58590.00 | 58740.00 | 58150.00 | -30.00 | -110.00 | -60.00 | -90.00 |
| 2020-12-29 | 58790.00 | 58180.00 | 59000.00 | 58020.00 | 58880.00 | 58270.00 | 59070.00 | 58110.00 | -90.00 | -90.00 | -70.00 | -90.00 |
| 2020-12-28 | 58500.00 | 58770.00 | 59210.00 | 58300.00 | 58490.00 | 58680.00 | 59090.00 | 58240.00 | 10.00 | 90.00 | 120.00 | 60.00 |
| 2020-12-25 | 58040.00 | 58560.00 | 58660.00 | 57770.00 | 57980.00 | 58490.00 | 58560.00 | 57700.00 | 60.00 | 70.00 | 100.00 | 70.00 |