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：
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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020-07-29 | 51400.00 | 51880.00 | 51990.00 | 51380.00 | 51430.00 | 51820.00 | 51950.00 | 51340.00 | -30.00 | 60.00 | 40.00 | 40.00 |
| 2020-07-28 | 51400.00 | 51520.00 | 52250.00 | 51280.00 | 51500.00 | 51540.00 | 52220.00 | 51310.00 | -100.00 | -20.00 | 30.00 | -30.00 |
| 2020-07-27 | 51420.00 | 51600.00 | 52040.00 | 51360.00 | 51370.00 | 51650.00 | 52050.00 | 51370.00 | 50.00 | -50.00 | -10.00 | -10.00 |
| 2020-07-24 | 51830.00 | 51220.00 | 52470.00 | 51060.00 | 51880.00 | 51230.00 | 52480.00 | 51110.00 | -50.00 | -10.00 | -10.00 | -50.00 |
| 2020-07-23 | 52100.00 | 51970.00 | 52100.00 | 51360.00 | 52130.00 | 52000.00 | 52130.00 | 51380.00 | -30.00 | -30.00 | -30.00 | -20.00 |
| 2020-07-22 | 52060.00 | 52410.00 | 52830.00 | 52000.00 | 51920.00 | 52400.00 | 52830.00 | 51920.00 | 140.00 | 10.00 | 0.00 | 80.00 |
| 2020-07-21 | 51200.00 | 51900.00 | 52340.00 | 51200.00 | 51320.00 | 51870.00 | 52310.00 | 51190.00 | -120.00 | 30.00 | 30.00 | 10.00 |
| 2020-07-20 | 51540.00 | 51300.00 | 51700.00 | 51160.00 | 51590.00 | 51270.00 | 51660.00 | 51120.00 | -50.00 | 30.00 | 40.00 | 40.00 |
| 2020-07-17 | 51080.00 | 51430.00 | 51770.00 | 51050.00 | 51020.00 | 51410.00 | 51730.00 | 50980.00 | 60.00 | 20.00 | 40.00 | 70.00 |
| 2020-07-16 | 52280.00 | 50710.00 | 52360.00 | 50640.00 | 52230.00 | 50610.00 | 52310.00 | 50580.00 | 50.00 | 100.00 | 50.00 | 60.00 |
| 2020-07-15 | 52420.00 | 52210.00 | 52730.00 | 52110.00 | 52220.00 | 52130.00 | 52700.00 | 52090.00 | 200.00 | 80.00 | 30.00 | 20.00 |
| 2020-07-14 | 52560.00 | 52210.00 | 53100.00 | 51820.00 | 52620.00 | 52190.00 | 53070.00 | 51800.00 | -60.00 | 20.00 | 30.00 | 20.00 |
| 2020-07-13 | 50860.00 | 52880.00 | 53520.00 | 50760.00 | 50640.00 | 52880.00 | 53460.00 | 50640.00 | 220.00 | 0.00 | 60.00 | 120.00 |
| 2020-07-10 | 50750.00 | 50500.00 | 50800.00 | 50200.00 | 50740.00 | 50410.00 | 50760.00 | 50160.00 | 10.00 | 90.00 | 40.00 | 40.00 |
| 2020-07-09 | 49920.00 | 50700.00 | 50800.00 | 49890.00 | 49890.00 | 50670.00 | 50750.00 | 49870.00 | 30.00 | 30.00 | 50.00 | 20.00 |
| 2020-07-08 | 49300.00 | 49800.00 | 49970.00 | 49200.00 | 49240.00 | 49730.00 | 49920.00 | 49130.00 | 60.00 | 70.00 | 50.00 | 70.00 |
| 2020-07-07 | 49300.00 | 49360.00 | 49620.00 | 49140.00 | 49120.00 | 49280.00 | 49550.00 | 49110.00 | 180.00 | 80.00 | 70.00 | 30.00 |
| 2020-07-06 | 48900.00 | 49040.00 | 49220.00 | 48480.00 | 48840.00 | 49000.00 | 49160.00 | 48440.00 | 60.00 | 40.00 | 60.00 | 40.00 |
| 2020-07-03 | 49300.00 | 48900.00 | 49390.00 | 48840.00 | 49180.00 | 48850.00 | 49350.00 | 48790.00 | 120.00 | 50.00 | 40.00 | 50.00 |
| 2020-07-02 | 48980.00 | 49410.00 | 49570.00 | 48910.00 | 48970.00 | 49370.00 | 49480.00 | 48870.00 | 10.00 | 40.00 | 90.00 | 40.00 |
| 2020-07-01 | 48950.00 | 49350.00 | 49380.00 | 48770.00 | 49040.00 | 49420.00 | 49450.00 | 48900.00 | -90.00 | -70.00 | -70.00 | -130.00 |
| 2020-06-30 | 48350.00 | 48790.00 | 48800.00 | 48270.00 | 48430.00 | 48940.00 | 48950.00 | 48400.00 | -80.00 | -150.00 | -150.00 | -130.00 |
| 2020-06-29 | 48050.00 | 48380.00 | 48590.00 | 48030.00 | 48040.00 | 48500.00 | 48720.00 | 48040.00 | 10.00 | -120.00 | -130.00 | -10.00 |
| 2020-06-24 | 47900.00 | 47860.00 | 47940.00 | 47540.00 | 48040.00 | 48000.00 | 48070.00 | 47660.00 | -140.00 | -140.00 | -130.00 | -120.00 |
| 2020-06-23 | 47630.00 | 47850.00 | 47870.00 | 47330.00 | 47720.00 | 48000.00 | 48000.00 | 47500.00 | -90.00 | -150.00 | -130.00 | -170.00 |
| 2020-06-22 | 47900.00 | 47470.00 | 47930.00 | 47150.00 | 47780.00 | 47580.00 | 48040.00 | 47300.00 | 120.00 | -110.00 | -110.00 | -150.00 |
| 2020-06-19 | 46970.00 | 47780.00 | 47800.00 | 46890.00 | 46920.00 | 47680.00 | 47680.00 | 46750.00 | 50.00 | 100.00 | 120.00 | 140.00 |
| 2020-06-18 | 46870.00 | 46920.00 | 47020.00 | 46780.00 | 46600.00 | 46760.00 | 46880.00 | 46600.00 | 270.00 | 160.00 | 140.00 | 180.00 |
| 2020-06-17 | 47250.00 | 46770.00 | 47250.00 | 46450.00 | 47030.00 | 46630.00 | 47060.00 | 46290.00 | 220.00 | 140.00 | 190.00 | 160.00 |
| 2020-06-16 | 46290.00 | 47150.00 | 47270.00 | 46190.00 | 46130.00 | 47000.00 | 47110.00 | 46060.00 | 160.00 | 150.00 | 160.00 | 130.00 |
| 2020-06-15 | 46860.00 | 46280.00 | 47330.00 | 46240.00 | 46740.00 | 46140.00 | 47220.00 | 46100.00 | 120.00 | 140.00 | 110.00 | 140.00 |
| 2020-06-12 | 46800.00 | 46840.00 | 47150.00 | 46070.00 | 46600.00 | 46760.00 | 47060.00 | 46020.00 | 200.00 | 80.00 | 90.00 | 50.00 |
| 2020-06-11 | 47270.00 | 46950.00 | 47600.00 | 46640.00 | 47220.00 | 46860.00 | 47570.00 | 46570.00 | 50.00 | 90.00 | 30.00 | 70.00 |
| 2020-06-10 | 46250.00 | 46830.00 | 46980.00 | 45970.00 | 46040.00 | 46790.00 | 46940.00 | 45920.00 | 210.00 | 40.00 | 40.00 | 50.00 |
| 2020-06-09 | 45960.00 | 46250.00 | 46490.00 | 45750.00 | 45840.00 | 46210.00 | 46440.00 | 45710.00 | 120.00 | 40.00 | 50.00 | 40.00 |
| 2020-06-08 | 45520.00 | 45800.00 | 45960.00 | 45430.00 | 45610.00 | 45730.00 | 45900.00 | 45370.00 | -90.00 | 70.00 | 60.00 | 60.00 |
| 2020-06-05 | 44770.00 | 45220.00 | 45260.00 | 44760.00 | 44740.00 | 45170.00 | 45200.00 | 44720.00 | 30.00 | 50.00 | 60.00 | 40.00 |
| 2020-06-04 | 45020.00 | 44720.00 | 45050.00 | 44570.00 | 44950.00 | 44680.00 | 44980.00 | 44520.00 | 70.00 | 40.00 | 70.00 | 50.00 |
| 2020-06-03 | 44790.00 | 44830.00 | 45100.00 | 44720.00 | 44680.00 | 44770.00 | 45000.00 | 44650.00 | 110.00 | 60.00 | 100.00 | 70.00 |
| 2020-06-02 | 44360.00 | 44560.00 | 44800.00 | 44210.00 | 44300.00 | 44480.00 | 44730.00 | 44140.00 | 60.00 | 80.00 | 70.00 | 70.00 |
| 2020-06-01 | 44080.00 | 44600.00 | 44650.00 | 43900.00 | 43970.00 | 44520.00 | 44550.00 | 43840.00 | 110.00 | 80.00 | 100.00 | 60.00 |
| 2020-05-29 | 43760.00 | 43940.00 | 44050.00 | 43580.00 | 43690.00 | 43900.00 | 44010.00 | 43530.00 | 70.00 | 40.00 | 40.00 | 50.00 |
| 2020-05-28 | 43600.00 | 43700.00 | 43850.00 | 43320.00 | 43700.00 | 43810.00 | 43930.00 | 43450.00 | -100.00 | -110.00 | -80.00 | -130.00 |
| 2020-05-27 | 44060.00 | 43640.00 | 44110.00 | 43500.00 | 44130.00 | 43740.00 | 44200.00 | 43640.00 | -70.00 | -100.00 | -90.00 | -140.00 |
| 2020-05-26 | 43780.00 | 43860.00 | 43940.00 | 43660.00 | 43840.00 | 43930.00 | 44020.00 | 43760.00 | -60.00 | -70.00 | -80.00 | -100.00 |
| 2020-05-25 | 43330.00 | 43650.00 | 43680.00 | 43210.00 | 43480.00 | 43720.00 | 43770.00 | 43330.00 | -150.00 | -70.00 | -90.00 | -120.00 |
| 2020-05-22 | 44270.00 | 43260.00 | 44410.00 | 43240.00 | 44290.00 | 43380.00 | 44470.00 | 43360.00 | -20.00 | -120.00 | -60.00 | -120.00 |
| 2020-05-21 | 43890.00 | 44150.00 | 44500.00 | 43750.00 | 44000.00 | 44190.00 | 44560.00 | 43850.00 | -110.00 | -40.00 | -60.00 | -100.00 |
| 2020-05-20 | 43650.00 | 43730.00 | 43920.00 | 43490.00 | 43800.00 | 43820.00 | 43990.00 | 43600.00 | -150.00 | -90.00 | -70.00 | -110.00 |
| 2020-05-19 | 43540.00 | 43780.00 | 44140.00 | 43520.00 | 43480.00 | 43690.00 | 44030.00 | 43390.00 | 60.00 | 90.00 | 110.00 | 130.00 |
| 2020-05-18 | 42860.00 | 43270.00 | 43330.00 | 42730.00 | 42750.00 | 43120.00 | 43220.00 | 42580.00 | 110.00 | 150.00 | 110.00 | 150.00 |
| 2020-05-15 | 42730.00 | 43130.00 | 43320.00 | 42510.00 | 42450.00 | 42940.00 | 43170.00 | 42320.00 | 280.00 | 190.00 | 150.00 | 190.00 |
| 2020-05-14 | 43160.00 | 42910.00 | 43250.00 | 42800.00 | 43040.00 | 42730.00 | 43040.00 | 42600.00 | 120.00 | 180.00 | 210.00 | 200.00 |
| 2020-05-13 | 43200.00 | 43060.00 | 43430.00 | 42680.00 | 43090.00 | 42860.00 | 43260.00 | 42480.00 | 110.00 | 200.00 | 170.00 | 200.00 |
| 2020-05-12 | 43250.00 | 43040.00 | 43450.00 | 43040.00 | 43050.00 | 42850.00 | 43300.00 | 42850.00 | 200.00 | 190.00 | 150.00 | 190.00 |
| 2020-05-11 | 43650.00 | 43500.00 | 43950.00 | 43420.00 | 43480.00 | 43350.00 | 43780.00 | 43250.00 | 170.00 | 150.00 | 170.00 | 170.00 |
| 2020-05-08 | 43290.00 | 43510.00 | 43610.00 | 43000.00 | 43200.00 | 43350.00 | 43480.00 | 42850.00 | 90.00 | 160.00 | 130.00 | 150.00 |
| 2020-05-07 | 42790.00 | 43110.00 | 43120.00 | 42610.00 | 42570.00 | 42970.00 | 42980.00 | 42490.00 | 220.00 | 140.00 | 140.00 | 120.00 |
| 2020-05-06 | 42320.00 | 42720.00 | 42780.00 | 42310.00 | 42410.00 | 42570.00 | 42660.00 | 42260.00 | -90.00 | 150.00 | 120.00 | 50.00 |
| 2020-04-30 | 42780.00 | 42940.00 | 42980.00 | 42650.00 | 42650.00 | 42850.00 | 42870.00 | 42520.00 | 130.00 | 90.00 | 110.00 | 130.00 |
| 2020-04-29 | 42410.00 | 42510.00 | 42720.00 | 42380.00 | 42320.00 | 42370.00 | 42650.00 | 42320.00 | 90.00 | 140.00 | 70.00 | 60.00 |
| 2020-04-28 | 42300.00 | 42300.00 | 42470.00 | 42130.00 | 42160.00 | 42370.00 | 42520.00 | 42160.00 | 140.00 | -70.00 | -50.00 | -30.00 |
| 2020-04-27 | 42420.00 | 42490.00 | 42880.00 | 42240.00 | 42570.00 | 42550.00 | 42940.00 | 42370.00 | -150.00 | -60.00 | -60.00 | -130.00 |
| 2020-04-24 | 41910.00 | 41780.00 | 41980.00 | 41620.00 | 41900.00 | 41890.00 | 42080.00 | 41770.00 | 10.00 | -110.00 | -100.00 | -150.00 |
| 2020-04-23 | 41300.00 | 41950.00 | 42020.00 | 41250.00 | 41610.00 | 42070.00 | 42120.00 | 41480.00 | -310.00 | -120.00 | -100.00 | -230.00 |
| 2020-04-22 | 41200.00 | 41090.00 | 41370.00 | 40350.00 | 41270.00 | 41260.00 | 41540.00 | 40590.00 | -70.00 | -170.00 | -170.00 | -240.00 |
| 2020-04-21 | 41860.00 | 41440.00 | 42160.00 | 41400.00 | 42070.00 | 41600.00 | 42270.00 | 41590.00 | -210.00 | -160.00 | -110.00 | -190.00 |
| 2020-04-20 | 42020.00 | 42330.00 | 42630.00 | 42010.00 | 42360.00 | 42460.00 | 42700.00 | 42150.00 | -340.00 | -130.00 | -70.00 | -140.00 |
| 2020-04-17 | 41800.00 | 42280.00 | 44800.00 | 41790.00 | 41900.00 | 42350.00 | 42450.00 | 41880.00 | -100.00 | -70.00 | 2350.00 | -90.00 |
| 2020-04-16 | 41390.00 | 41560.00 | 41670.00 | 41320.00 | 41500.00 | 41630.00 | 41750.00 | 41420.00 | -110.00 | -70.00 | -80.00 | -100.00 |
| 2020-04-15 | 41790.00 | 41560.00 | 41820.00 | 41330.00 | 41790.00 | 41680.00 | 41880.00 | 41420.00 | 0.00 | -120.00 | -60.00 | -90.00 |
| 2020-04-14 | 41920.00 | 41750.00 | 41970.00 | 41570.00 | 41990.00 | 41800.00 | 42040.00 | 41650.00 | -70.00 | -50.00 | -70.00 | -80.00 |
| 2020-04-13 | 41280.00 | 41780.00 | 41930.00 | 41250.00 | 41180.00 | 41850.00 | 41980.00 | 41180.00 | 100.00 | -70.00 | -50.00 | 70.00 |
| 2020-04-10 | 40570.00 | 41790.00 | 41890.00 | 40570.00 | 40580.00 | 41720.00 | 41820.00 | 40580.00 | -10.00 | 70.00 | 70.00 | -10.00 |
| 2020-04-09 | 40980.00 | 40800.00 | 41180.00 | 40690.00 | 40900.00 | 40720.00 | 41030.00 | 40610.00 | 80.00 | 80.00 | 150.00 | 80.00 |
| 2020-04-08 | 40310.00 | 40810.00 | 41020.00 | 40140.00 | 40290.00 | 40730.00 | 40970.00 | 40080.00 | 20.00 | 80.00 | 50.00 | 60.00 |
| 2020-04-07 | 40330.00 | 40600.00 | 40940.00 | 40210.00 | 40160.00 | 40530.00 | 40880.00 | 40160.00 | 170.00 | 70.00 | 60.00 | 50.00 |
| 2020-04-03 | 39720.00 | 39930.00 | 40120.00 | 39440.00 | 39600.00 | 39850.00 | 40040.00 | 39350.00 | 120.00 | 80.00 | 80.00 | 90.00 |
| 2020-04-02 | 38960.00 | 39650.00 | 39800.00 | 38570.00 | 38800.00 | 39610.00 | 39610.00 | 38530.00 | 160.00 | 40.00 | 190.00 | 40.00 |
| 2020-04-01 | 39490.00 | 39000.00 | 39680.00 | 38820.00 | 39670.00 | 38960.00 | 39670.00 | 38780.00 | -180.00 | 40.00 | 10.00 | 40.00 |
| 2020-03-31 | 39160.00 | 39150.00 | 39600.00 | 39120.00 | 39200.00 | 39140.00 | 39550.00 | 39120.00 | -40.00 | 10.00 | 50.00 | 0.00 |
| 2020-03-30 | 38680.00 | 38720.00 | 38930.00 | 38310.00 | 38600.00 | 38670.00 | 38920.00 | 38290.00 | 80.00 | 50.00 | 10.00 | 20.00 |
| 2020-03-27 | 39080.00 | 39180.00 | 39320.00 | 38700.00 | 39150.00 | 39190.00 | 39350.00 | 38770.00 | -70.00 | -10.00 | -30.00 | -70.00 |
| 2020-03-26 | 39300.00 | 38870.00 | 39320.00 | 38800.00 | 39200.00 | 38940.00 | 39400.00 | 38880.00 | 100.00 | -70.00 | -80.00 | -80.00 |
| 2020-03-25 | 38960.00 | 39360.00 | 39390.00 | 38540.00 | 39200.00 | 39450.00 | 39480.00 | 38600.00 | -240.00 | -90.00 | -90.00 | -60.00 |
| 2020-03-24 | 38370.00 | 38200.00 | 38900.00 | 37520.00 | 37990.00 | 38310.00 | 38930.00 | 37630.00 | 380.00 | -110.00 | -30.00 | -110.00 |
| 2020-03-23 | 37000.00 | 37200.00 | 37250.00 | 35300.00 | 36700.00 | 37330.00 | 37360.00 | 35400.00 | 300.00 | -130.00 | -110.00 | -100.00 |
| 2020-03-20 | 37980.00 | 38910.00 | 39250.00 | 37560.00 | 38000.00 | 39050.00 | 39320.00 | 37700.00 | -20.00 | -140.00 | -70.00 | -140.00 |
| 2020-03-19 | 38770.00 | 37570.00 | 38770.00 | 37570.00 | 37720.00 | 37520.00 | 38600.00 | 37520.00 | 1050.00 | 50.00 | 170.00 | 50.00 |
| 2020-03-18 | 41570.00 | 39960.00 | 41770.00 | 39960.00 | 41700.00 | 39810.00 | 41700.00 | 39810.00 | -130.00 | 150.00 | 70.00 | 150.00 |
| 2020-03-17 | 42730.00 | 42510.00 | 42890.00 | 42010.00 | 42730.00 | 42510.00 | 42890.00 | 42010.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| 2020-03-16 | 43320.00 | 42520.00 | 43440.00 | 42500.00 | 43320.00 | 42520.00 | 43440.00 | 42500.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| 2020-03-13 | 43210.00 | 43520.00 | 43590.00 | 42600.00 | 43210.00 | 43520.00 | 43590.00 | 42600.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| 2020-03-12 | 43570.00 | 43330.00 | 43660.00 | 43030.00 | 43570.00 | 43330.00 | 43660.00 | 43030.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| 2020-03-11 | 44480.00 | 44120.00 | 44570.00 | 44080.00 | 44480.00 | 44120.00 | 44570.00 | 44080.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| 2020-03-10 | 44090.00 | 44540.00 | 44760.00 | 44080.00 | 44090.00 | 44540.00 | 44760.00 | 44080.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| 2020-03-09 | 44000.00 | 43750.00 | 44000.00 | 43460.00 | 44050.00 | 43890.00 | 44110.00 | 43500.00 | -50.00 | -140.00 | -110.00 | -40.00 |
| 2020-03-06 | 45120.00 | 44900.00 | 45120.00 | 44860.00 | 45150.00 | 45010.00 | 45200.00 | 44970.00 | -30.00 | -110.00 | -80.00 | -110.00 |
| 2020-03-05 | 45140.00 | 45320.00 | 45410.00 | 45140.00 | 45400.00 | 45460.00 | 45550.00 | 45350.00 | -260.00 | -140.00 | -140.00 | -210.00 |
| 2020-03-04 | 45350.00 | 45280.00 | 45400.00 | 45210.00 | 45460.00 | 45420.00 | 45530.00 | 45330.00 | -110.00 | -140.00 | -130.00 | -120.00 |