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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020-12-24 | 57960.00 | 58130.00 | 58480.00 | 57930.00 | 57820.00 | 58040.00 | 58390.00 | 57820.00 | 140.00 | 90.00 | 90.00 | 110.00 |
| 2020-12-23 | 58000.00 | 57850.00 | 58080.00 | 57140.00 | 57810.00 | 57780.00 | 58010.00 | 57150.00 | 190.00 | 70.00 | 70.00 | -10.00 |
| 2020-12-22 | 58640.00 | 57900.00 | 58970.00 | 57880.00 | 58780.00 | 57860.00 | 58860.00 | 57840.00 | -140.00 | 40.00 | 110.00 | 40.00 |
| 2020-12-21 | 59280.00 | 59280.00 | 59640.00 | 58800.00 | 59250.00 | 59150.00 | 59480.00 | 58730.00 | 30.00 | 130.00 | 160.00 | 70.00 |
| 2020-12-18 | 58630.00 | 59260.00 | 59500.00 | 58530.00 | 58800.00 | 59360.00 | 59620.00 | 58650.00 | -170.00 | -100.00 | -120.00 | -120.00 |
| 2020-12-17 | 58020.00 | 58620.00 | 58680.00 | 57860.00 | 58200.00 | 58730.00 | 58760.00 | 57940.00 | -180.00 | -110.00 | -80.00 | -80.00 |
| 2020-12-16 | 57730.00 | 57850.00 | 58190.00 | 57510.00 | 57830.00 | 57940.00 | 58240.00 | 57580.00 | -100.00 | -90.00 | -50.00 | -70.00 |
| 2020-12-15 | 57770.00 | 57700.00 | 57870.00 | 57350.00 | 57950.00 | 57730.00 | 57950.00 | 57400.00 | -180.00 | -30.00 | -80.00 | -50.00 |
| 2020-12-14 | 57650.00 | 57850.00 | 58050.00 | 57220.00 | 57800.00 | 57870.00 | 58120.00 | 57270.00 | -150.00 | -20.00 | -70.00 | -50.00 |
| 2020-12-11 | 57410.00 | 57830.00 | 59210.00 | 57110.00 | 57520.00 | 57900.00 | 59280.00 | 57150.00 | -110.00 | -70.00 | -70.00 | -40.00 |
| 2020-12-10 | 57160.00 | 57450.00 | 57470.00 | 56790.00 | 57210.00 | 57520.00 | 57540.00 | 56820.00 | -50.00 | -70.00 | -70.00 | -30.00 |
| 2020-12-09 | 56760.00 | 57250.00 | 57480.00 | 56670.00 | 56820.00 | 57300.00 | 57520.00 | 56660.00 | -60.00 | -50.00 | -40.00 | 10.00 |
| 2020-12-08 | 56980.00 | 56930.00 | 57310.00 | 56800.00 | 56890.00 | 56940.00 | 57330.00 | 56790.00 | 90.00 | -10.00 | -20.00 | 10.00 |
| 2020-12-07 | 57250.00 | 57030.00 | 57850.00 | 56960.00 | 57300.00 | 57020.00 | 57840.00 | 56970.00 | -50.00 | 10.00 | 10.00 | -10.00 |
| 2020-12-04 | 57150.00 | 57450.00 | 57620.00 | 56710.00 | 57050.00 | 57430.00 | 57620.00 | 56700.00 | 100.00 | 20.00 | 0.00 | 10.00 |
| 2020-12-03 | 56850.00 | 56870.00 | 57330.00 | 56500.00 | 56800.00 | 56860.00 | 57330.00 | 56470.00 | 50.00 | 10.00 | 0.00 | 30.00 |
| 2020-12-02 | 57190.00 | 57200.00 | 57810.00 | 56850.00 | 57200.00 | 57150.00 | 57800.00 | 56830.00 | -10.00 | 50.00 | 10.00 | 20.00 |
| 2020-12-01 | 57620.00 | 57040.00 | 57980.00 | 56620.00 | 57700.00 | 57050.00 | 57990.00 | 56600.00 | -80.00 | -10.00 | -10.00 | 20.00 |
| 2020-11-30 | 56150.00 | 57680.00 | 57790.00 | 56060.00 | 56130.00 | 57640.00 | 57750.00 | 56030.00 | 20.00 | 40.00 | 40.00 | 30.00 |
| 2020-11-27 | 55160.00 | 56120.00 | 56180.00 | 55090.00 | 55220.00 | 56130.00 | 56140.00 | 55110.00 | -60.00 | -10.00 | 40.00 | -20.00 |
| 2020-11-26 | 54410.00 | 55310.00 | 55390.00 | 54390.00 | 54350.00 | 55220.00 | 55310.00 | 54310.00 | 60.00 | 90.00 | 80.00 | 80.00 |
| 2020-11-25 | 54880.00 | 54550.00 | 55100.00 | 54410.00 | 54750.00 | 54460.00 | 54970.00 | 54330.00 | 130.00 | 90.00 | 130.00 | 80.00 |
| 2020-11-24 | 53800.00 | 54770.00 | 54850.00 | 53620.00 | 53710.00 | 54670.00 | 54750.00 | 53560.00 | 90.00 | 100.00 | 100.00 | 60.00 |
| 2020-11-23 | 53850.00 | 53970.00 | 54540.00 | 53700.00 | 53850.00 | 53880.00 | 54390.00 | 53590.00 | 0.00 | 90.00 | 150.00 | 110.00 |
| 2020-11-20 | 52700.00 | 53520.00 | 53540.00 | 52530.00 | 52650.00 | 53410.00 | 53430.00 | 52440.00 | 50.00 | 110.00 | 110.00 | 90.00 |
| 2020-11-19 | 52850.00 | 52730.00 | 53140.00 | 52580.00 | 52850.00 | 52660.00 | 53060.00 | 52500.00 | 0.00 | 70.00 | 80.00 | 80.00 |
| 2020-11-18 | 52720.00 | 52950.00 | 52990.00 | 52240.00 | 52810.00 | 53000.00 | 53060.00 | 52300.00 | -90.00 | -50.00 | -70.00 | -60.00 |
| 2020-11-17 | 53520.00 | 52850.00 | 53580.00 | 52670.00 | 53630.00 | 52910.00 | 53660.00 | 52750.00 | -110.00 | -60.00 | -80.00 | -80.00 |
| 2020-11-16 | 52110.00 | 53640.00 | 53800.00 | 52110.00 | 52230.00 | 53730.00 | 53850.00 | 52180.00 | -120.00 | -90.00 | -50.00 | -70.00 |
| 2020-11-13 | 51910.00 | 52180.00 | 52220.00 | 51810.00 | 51930.00 | 52220.00 | 52280.00 | 51870.00 | -20.00 | -40.00 | -60.00 | -60.00 |
| 2020-11-12 | 51910.00 | 51800.00 | 51930.00 | 51560.00 | 51920.00 | 51860.00 | 51960.00 | 51610.00 | -10.00 | -60.00 | -30.00 | -50.00 |
| 2020-11-11 | 51510.00 | 51960.00 | 52030.00 | 51410.00 | 51590.00 | 51990.00 | 52070.00 | 51450.00 | -80.00 | -30.00 | -40.00 | -40.00 |
| 2020-11-10 | 52380.00 | 51590.00 | 52610.00 | 51570.00 | 52350.00 | 51610.00 | 52640.00 | 51610.00 | 30.00 | -20.00 | -30.00 | -40.00 |
| 2020-11-09 | 51890.00 | 51840.00 | 52240.00 | 51780.00 | 51800.00 | 51880.00 | 52280.00 | 51800.00 | 90.00 | -40.00 | -40.00 | -20.00 |
| 2020-11-06 | 51450.00 | 51430.00 | 51680.00 | 51340.00 | 51490.00 | 51470.00 | 51700.00 | 51390.00 | -40.00 | -40.00 | -20.00 | -50.00 |
| 2020-11-05 | 51450.00 | 51420.00 | 51750.00 | 51320.00 | 51490.00 | 51450.00 | 51760.00 | 51360.00 | -40.00 | -30.00 | -10.00 | -40.00 |
| 2020-11-04 | 51810.00 | 51610.00 | 51960.00 | 51420.00 | 51800.00 | 51650.00 | 51960.00 | 51380.00 | 10.00 | -40.00 | 0.00 | 40.00 |
| 2020-11-03 | 51150.00 | 51800.00 | 51810.00 | 51150.00 | 51150.00 | 51800.00 | 51820.00 | 51150.00 | 0.00 | 0.00 | -10.00 | 0.00 |
| 2020-11-02 | 51050.00 | 51070.00 | 51300.00 | 50720.00 | 51090.00 | 51100.00 | 51320.00 | 50760.00 | -40.00 | -30.00 | -20.00 | -40.00 |
| 2020-10-30 | 51150.00 | 50940.00 | 51480.00 | 50830.00 | 51140.00 | 50950.00 | 51470.00 | 50860.00 | 10.00 | -10.00 | 10.00 | -30.00 |
| 2020-10-29 | 51240.00 | 51470.00 | 51600.00 | 51150.00 | 51410.00 | 51450.00 | 51570.00 | 51150.00 | -170.00 | 20.00 | 30.00 | 0.00 |
| 2020-10-28 | 51670.00 | 51840.00 | 51880.00 | 51450.00 | 51650.00 | 51790.00 | 51840.00 | 51480.00 | 20.00 | 50.00 | 40.00 | -30.00 |
| 2020-10-27 | 51480.00 | 51650.00 | 51710.00 | 51380.00 | 51500.00 | 51610.00 | 51670.00 | 51390.00 | -20.00 | 40.00 | 40.00 | -10.00 |
| 2020-10-26 | 52110.00 | 51810.00 | 52130.00 | 51780.00 | 52010.00 | 51790.00 | 52090.00 | 51740.00 | 100.00 | 20.00 | 40.00 | 40.00 |
| 2020-10-23 | 52080.00 | 51950.00 | 52370.00 | 51830.00 | 51970.00 | 51920.00 | 52300.00 | 51800.00 | 110.00 | 30.00 | 70.00 | 30.00 |
| 2020-10-22 | 52360.00 | 52280.00 | 52780.00 | 52150.00 | 52470.00 | 52340.00 | 52850.00 | 52240.00 | -110.00 | -60.00 | -70.00 | -90.00 |
| 2020-10-21 | 51800.00 | 52150.00 | 52500.00 | 51700.00 | 51820.00 | 52250.00 | 52530.00 | 51710.00 | -20.00 | -100.00 | -30.00 | -10.00 |
| 2020-10-20 | 51600.00 | 51380.00 | 51600.00 | 51220.00 | 51560.00 | 51400.00 | 51610.00 | 51250.00 | 40.00 | -20.00 | -10.00 | -30.00 |
| 2020-10-19 | 51390.00 | 51170.00 | 51580.00 | 51140.00 | 51450.00 | 51190.00 | 51610.00 | 51180.00 | -60.00 | -20.00 | -30.00 | -40.00 |
| 2020-10-16 | 51140.00 | 51470.00 | 51800.00 | 51010.00 | 51150.00 | 51490.00 | 51780.00 | 51030.00 | -10.00 | -20.00 | 20.00 | -20.00 |
| 2020-10-15 | 51390.00 | 51260.00 | 51430.00 | 51080.00 | 51430.00 | 51280.00 | 51460.00 | 51100.00 | -40.00 | -20.00 | -30.00 | -20.00 |
| 2020-10-14 | 51300.00 | 51540.00 | 51560.00 | 51140.00 | 51340.00 | 51560.00 | 51580.00 | 51160.00 | -40.00 | -20.00 | -20.00 | -20.00 |
| 2020-10-13 | 51680.00 | 51360.00 | 51870.00 | 51340.00 | 51650.00 | 51370.00 | 51870.00 | 51340.00 | 30.00 | -10.00 | 0.00 | 0.00 |
| 2020-10-12 | 51630.00 | 51520.00 | 51640.00 | 50820.00 | 51520.00 | 51540.00 | 51620.00 | 50820.00 | 110.00 | -20.00 | 20.00 | 0.00 |
| 2020-10-09 | 51470.00 | 51440.00 | 51680.00 | 51260.00 | 51400.00 | 51420.00 | 51650.00 | 51250.00 | 70.00 | 20.00 | 30.00 | 10.00 |
| 2020-09-30 | 50670.00 | 50930.00 | 51300.00 | 50600.00 | 50730.00 | 50930.00 | 51280.00 | 50580.00 | -60.00 | 0.00 | 20.00 | 20.00 |
| 2020-09-29 | 51180.00 | 50940.00 | 51450.00 | 50840.00 | 51100.00 | 50930.00 | 51430.00 | 50860.00 | 80.00 | 10.00 | 20.00 | -20.00 |
| 2020-09-28 | 50800.00 | 51220.00 | 51350.00 | 50470.00 | 50750.00 | 51210.00 | 51330.00 | 50500.00 | 50.00 | 10.00 | 20.00 | -30.00 |
| 2020-09-25 | 50370.00 | 51040.00 | 51170.00 | 49980.00 | 50490.00 | 51020.00 | 51140.00 | 50020.00 | -120.00 | 20.00 | 30.00 | -40.00 |
| 2020-09-24 | 51020.00 | 50640.00 | 51390.00 | 50430.00 | 51210.00 | 50650.00 | 51370.00 | 50470.00 | -190.00 | -10.00 | 20.00 | -40.00 |
| 2020-09-23 | 52200.00 | 51460.00 | 52240.00 | 50960.00 | 52150.00 | 51430.00 | 52210.00 | 50980.00 | 50.00 | 30.00 | 30.00 | -20.00 |
| 2020-09-22 | 52210.00 | 51780.00 | 52230.00 | 51100.00 | 52310.00 | 51810.00 | 52310.00 | 51100.00 | -100.00 | -30.00 | -80.00 | 0.00 |
| 2020-09-21 | 52010.00 | 52160.00 | 52780.00 | 51870.00 | 52120.00 | 52190.00 | 52760.00 | 51920.00 | -110.00 | -30.00 | 20.00 | -50.00 |
| 2020-09-18 | 51500.00 | 52320.00 | 52350.00 | 51330.00 | 51520.00 | 52330.00 | 52380.00 | 51360.00 | -20.00 | -10.00 | -30.00 | -30.00 |
| 2020-09-17 | 51670.00 | 51330.00 | 51840.00 | 51300.00 | 51700.00 | 51360.00 | 51870.00 | 51330.00 | -30.00 | -30.00 | -30.00 | -30.00 |
| 2020-09-16 | 52200.00 | 51710.00 | 52240.00 | 51570.00 | 52300.00 | 51740.00 | 52300.00 | 51610.00 | -100.00 | -30.00 | -60.00 | -40.00 |
| 2020-09-15 | 52160.00 | 52160.00 | 52320.00 | 51950.00 | 52150.00 | 52200.00 | 52340.00 | 51990.00 | 10.00 | -40.00 | -20.00 | -40.00 |
| 2020-09-14 | 51890.00 | 52120.00 | 52530.00 | 51700.00 | 51960.00 | 52140.00 | 52550.00 | 51730.00 | -70.00 | -20.00 | -20.00 | -30.00 |
| 2020-09-11 | 51900.00 | 51680.00 | 52190.00 | 51200.00 | 51910.00 | 51700.00 | 52240.00 | 51220.00 | -10.00 | -20.00 | -50.00 | -20.00 |
| 2020-09-10 | 52100.00 | 51700.00 | 52320.00 | 51630.00 | 52000.00 | 51760.00 | 52370.00 | 51670.00 | 100.00 | -60.00 | -50.00 | -40.00 |
| 2020-09-09 | 52060.00 | 51830.00 | 52300.00 | 51520.00 | 52080.00 | 51850.00 | 52300.00 | 51590.00 | -20.00 | -20.00 | 0.00 | -70.00 |
| 2020-09-08 | 52530.00 | 52590.00 | 52700.00 | 52320.00 | 52480.00 | 52610.00 | 52720.00 | 52340.00 | 50.00 | -20.00 | -20.00 | -20.00 |
| 2020-09-07 | 51880.00 | 52240.00 | 52840.00 | 51730.00 | 51880.00 | 52280.00 | 52870.00 | 51730.00 | 0.00 | -40.00 | -30.00 | 0.00 |
| 2020-09-04 | 51620.00 | 51650.00 | 51800.00 | 50850.00 | 51560.00 | 51630.00 | 51800.00 | 50870.00 | 60.00 | 20.00 | 0.00 | -20.00 |
| 2020-09-03 | 51960.00 | 51760.00 | 52170.00 | 51640.00 | 51960.00 | 51760.00 | 52160.00 | 51630.00 | 0.00 | 0.00 | 10.00 | 10.00 |
| 2020-09-02 | 52700.00 | 52070.00 | 52820.00 | 51700.00 | 52740.00 | 52070.00 | 52800.00 | 51700.00 | -40.00 | 0.00 | 20.00 | 0.00 |
| 2020-09-01 | 52030.00 | 52990.00 | 53050.00 | 52010.00 | 52030.00 | 52990.00 | 52990.00 | 52010.00 | 0.00 | 0.00 | 60.00 | 0.00 |
| 2020-08-31 | 52000.00 | 51980.00 | 52230.00 | 51810.00 | 52000.00 | 52000.00 | 52230.00 | 51810.00 | 0.00 | -20.00 | 0.00 | 0.00 |
| 2020-08-28 | 51600.00 | 51990.00 | 52030.00 | 51170.00 | 51560.00 | 51950.00 | 51970.00 | 51150.00 | 40.00 | 40.00 | 60.00 | 20.00 |
| 2020-08-27 | 51650.00 | 51490.00 | 51730.00 | 51380.00 | 51680.00 | 51430.00 | 51680.00 | 51360.00 | -30.00 | 60.00 | 50.00 | 20.00 |
| 2020-08-26 | 51240.00 | 51440.00 | 51490.00 | 51020.00 | 51170.00 | 51380.00 | 51430.00 | 50970.00 | 70.00 | 60.00 | 60.00 | 50.00 |
| 2020-08-25 | 51450.00 | 51130.00 | 51540.00 | 51030.00 | 51410.00 | 51090.00 | 51500.00 | 51020.00 | 40.00 | 40.00 | 40.00 | 10.00 |
| 2020-08-24 | 51200.00 | 51540.00 | 51560.00 | 51020.00 | 51200.00 | 51480.00 | 51520.00 | 50980.00 | 0.00 | 60.00 | 40.00 | 40.00 |
| 2020-08-21 | 52160.00 | 51800.00 | 52280.00 | 51570.00 | 51980.00 | 51720.00 | 52210.00 | 51520.00 | 180.00 | 80.00 | 70.00 | 50.00 |
| 2020-08-20 | 52610.00 | 52040.00 | 52740.00 | 51800.00 | 52400.00 | 51980.00 | 52660.00 | 51730.00 | 210.00 | 60.00 | 80.00 | 70.00 |
| 2020-08-19 | 51400.00 | 52150.00 | 52520.00 | 51250.00 | 51400.00 | 52260.00 | 52580.00 | 51300.00 | 0.00 | -110.00 | -60.00 | -50.00 |
| 2020-08-18 | 50770.00 | 50830.00 | 51370.00 | 50740.00 | 50790.00 | 50880.00 | 51390.00 | 50770.00 | -20.00 | -50.00 | -20.00 | -30.00 |
| 2020-08-17 | 50410.00 | 50730.00 | 50750.00 | 50040.00 | 50400.00 | 50710.00 | 50770.00 | 50050.00 | 10.00 | 20.00 | -20.00 | -10.00 |
| 2020-08-14 | 50210.00 | 50100.00 | 50220.00 | 49460.00 | 50260.00 | 50100.00 | 50260.00 | 49490.00 | -50.00 | 0.00 | -40.00 | -30.00 |
| 2020-08-13 | 50310.00 | 50410.00 | 50920.00 | 50020.00 | 50240.00 | 50460.00 | 50920.00 | 50050.00 | 70.00 | -50.00 | 0.00 | -30.00 |
| 2020-08-12 | 50340.00 | 49870.00 | 50690.00 | 49500.00 | 50220.00 | 49880.00 | 50690.00 | 49530.00 | 120.00 | -10.00 | 0.00 | -30.00 |
| 2020-08-11 | 50980.00 | 50340.00 | 51100.00 | 50310.00 | 50990.00 | 50320.00 | 51100.00 | 50300.00 | -10.00 | 20.00 | 0.00 | 10.00 |
| 2020-08-10 | 51230.00 | 50230.00 | 51290.00 | 49580.00 | 51290.00 | 50240.00 | 51320.00 | 49580.00 | -60.00 | -10.00 | -30.00 | 0.00 |
| 2020-08-07 | 51470.00 | 51300.00 | 51720.00 | 51020.00 | 51430.00 | 51310.00 | 51750.00 | 51030.00 | 40.00 | -10.00 | -30.00 | -10.00 |
| 2020-08-06 | 51280.00 | 51400.00 | 51890.00 | 51200.00 | 51290.00 | 51390.00 | 51890.00 | 51220.00 | -10.00 | 10.00 | 0.00 | -20.00 |
| 2020-08-05 | 51380.00 | 51350.00 | 51640.00 | 51240.00 | 51250.00 | 51350.00 | 51650.00 | 51250.00 | 130.00 | 0.00 | -10.00 | -10.00 |
| 2020-08-04 | 51500.00 | 51540.00 | 51970.00 | 51380.00 | 51410.00 | 51550.00 | 51940.00 | 51380.00 | 90.00 | -10.00 | 30.00 | 0.00 |
| 2020-08-03 | 51500.00 | 51050.00 | 51570.00 | 50210.00 | 51540.00 | 51000.00 | 51550.00 | 50000.00 | -40.00 | 50.00 | 20.00 | 210.00 |
| 2020-07-31 | 51590.00 | 51820.00 | 51950.00 | 51190.00 | 51570.00 | 51800.00 | 51920.00 | 51180.00 | 20.00 | 20.00 | 30.00 | 10.00 |
| 2020-07-30 | 51760.00 | 51690.00 | 52170.00 | 51560.00 | 51810.00 | 51650.00 | 52110.00 | 51530.00 | -50.00 | 40.00 | 60.00 | 30.00 |