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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020-03-03 | 45610.00 | 45620.00 | 45990.00 | 45480.00 | 45800.00 | 45740.00 | 46120.00 | 45610.00 | -190.00 | -120.00 | -130.00 | -130.00 |
| 2020-03-02 | 44530.00 | 45230.00 | 45300.00 | 44370.00 | 44600.00 | 45370.00 | 45450.00 | 44580.00 | -70.00 | -140.00 | -150.00 | -210.00 |
| 2020-02-28 | 45350.00 | 44390.00 | 45350.00 | 44240.00 | 45410.00 | 44490.00 | 45470.00 | 44360.00 | -60.00 | -100.00 | -120.00 | -120.00 |
| 2020-02-27 | 45620.00 | 45440.00 | 45650.00 | 45430.00 | 45670.00 | 45560.00 | 45740.00 | 45540.00 | -50.00 | -120.00 | -90.00 | -110.00 |
| 2020-02-26 | 45680.00 | 45630.00 | 45770.00 | 45570.00 | 45750.00 | 45730.00 | 45880.00 | 45680.00 | -70.00 | -100.00 | -110.00 | -110.00 |
| 2020-02-25 | 46040.00 | 45950.00 | 46040.00 | 45670.00 | 46100.00 | 46050.00 | 46130.00 | 45790.00 | -60.00 | -100.00 | -90.00 | -120.00 |
| 2020-02-24 | 45920.00 | 46000.00 | 46040.00 | 45710.00 | 45950.00 | 45830.00 | 45950.00 | 45580.00 | -30.00 | 170.00 | 90.00 | 130.00 |
| 2020-02-21 | 46250.00 | 45990.00 | 46330.00 | 45980.00 | 46170.00 | 45840.00 | 46170.00 | 45840.00 | 80.00 | 150.00 | 160.00 | 140.00 |
| 2020-02-20 | 46380.00 | 46430.00 | 46570.00 | 46230.00 | 46280.00 | 46270.00 | 46400.00 | 46080.00 | 100.00 | 160.00 | 170.00 | 150.00 |
| 2020-02-19 | 46300.00 | 46400.00 | 46540.00 | 46220.00 | 46100.00 | 46260.00 | 46370.00 | 46070.00 | 200.00 | 140.00 | 170.00 | 150.00 |
| 2020-02-18 | 46420.00 | 46270.00 | 46440.00 | 46240.00 | 46310.00 | 46120.00 | 46310.00 | 46070.00 | 110.00 | 150.00 | 130.00 | 170.00 |
| 2020-02-17 | 45870.00 | 46310.00 | 46310.00 | 45840.00 | 46030.00 | 46490.00 | 46500.00 | 46010.00 | -160.00 | -180.00 | -190.00 | -170.00 |
| 2020-02-14 | 45860.00 | 45930.00 | 45960.00 | 45820.00 | 46080.00 | 46120.00 | 46130.00 | 46000.00 | -220.00 | -190.00 | -170.00 | -180.00 |
| 2020-02-13 | 45600.00 | 45710.00 | 45860.00 | 45590.00 | 45740.00 | 45890.00 | 46020.00 | 45740.00 | -140.00 | -180.00 | -160.00 | -150.00 |
| 2020-02-12 | 45600.00 | 45580.00 | 45730.00 | 45490.00 | 45740.00 | 45710.00 | 45880.00 | 45640.00 | -140.00 | -130.00 | -150.00 | -150.00 |
| 2020-02-11 | 45980.00 | 45580.00 | 45980.00 | 45450.00 | 45610.00 | 45720.00 | 45850.00 | 45610.00 | 370.00 | -140.00 | 130.00 | -160.00 |
| 2020-02-10 | 45300.00 | 45410.00 | 45590.00 | 45260.00 | 45420.00 | 45560.00 | 45720.00 | 45390.00 | -120.00 | -150.00 | -130.00 | -130.00 |
| 2020-02-07 | 45830.00 | 45690.00 | 45930.00 | 45600.00 | 45960.00 | 45830.00 | 46050.00 | 45720.00 | -130.00 | -140.00 | -120.00 | -120.00 |
| 2020-02-06 | 45660.00 | 46040.00 | 46200.00 | 45620.00 | 45750.00 | 46160.00 | 46330.00 | 45750.00 | -90.00 | -120.00 | -130.00 | -130.00 |
| 2020-02-05 | 44980.00 | 45550.00 | 45630.00 | 44980.00 | 45200.00 | 45690.00 | 45780.00 | 45140.00 | -220.00 | -140.00 | -150.00 | -160.00 |
| 2020-02-04 | 44750.00 | 45260.00 | 45290.00 | 44680.00 | 44850.00 | 45380.00 | 45400.00 | 44830.00 | -100.00 | -120.00 | -110.00 | -150.00 |
| 2020-02-03 | 44780.00 | 45040.00 | 45250.00 | 44780.00 | 44870.00 | 45170.00 | 45350.00 | 44870.00 | -90.00 | -130.00 | -100.00 | -90.00 |
| 2020-01-23 | 48340.00 | 48020.00 | 48380.00 | 47960.00 | 48460.00 | 48130.00 | 48500.00 | 48050.00 | -120.00 | -110.00 | -120.00 | -90.00 |
| 2020-01-22 | 48450.00 | 48540.00 | 48650.00 | 48280.00 | 48550.00 | 48650.00 | 48760.00 | 48390.00 | -100.00 | -110.00 | -110.00 | -110.00 |
| 2020-01-21 | 49080.00 | 48420.00 | 49080.00 | 48300.00 | 48860.00 | 48280.00 | 48920.00 | 48190.00 | 220.00 | 140.00 | 160.00 | 110.00 |
| 2020-01-20 | 49300.00 | 49100.00 | 49330.00 | 48970.00 | 49220.00 | 48950.00 | 49220.00 | 48840.00 | 80.00 | 150.00 | 110.00 | 130.00 |
| 2020-01-17 | 49450.00 | 49250.00 | 49550.00 | 49130.00 | 49200.00 | 49110.00 | 49380.00 | 48980.00 | 250.00 | 140.00 | 170.00 | 150.00 |
| 2020-01-16 | 49260.00 | 49200.00 | 49400.00 | 49160.00 | 49040.00 | 49040.00 | 49230.00 | 49020.00 | 220.00 | 160.00 | 170.00 | 140.00 |
| 2020-01-15 | 49300.00 | 49260.00 | 49610.00 | 49180.00 | 49170.00 | 49080.00 | 49450.00 | 49030.00 | 130.00 | 180.00 | 160.00 | 150.00 |
| 2020-01-14 | 48850.00 | 49310.00 | 49380.00 | 48820.00 | 48730.00 | 49180.00 | 49210.00 | 48680.00 | 120.00 | 130.00 | 170.00 | 140.00 |
| 2020-01-13 | 48890.00 | 48940.00 | 49230.00 | 48710.00 | 48810.00 | 48800.00 | 49080.00 | 48590.00 | 80.00 | 140.00 | 150.00 | 120.00 |
| 2020-01-10 | 48910.00 | 49010.00 | 49050.00 | 48850.00 | 48740.00 | 48850.00 | 48900.00 | 48720.00 | 170.00 | 160.00 | 150.00 | 130.00 |
| 2020-01-09 | 48910.00 | 48960.00 | 49170.00 | 48830.00 | 48760.00 | 48830.00 | 49010.00 | 48680.00 | 150.00 | 130.00 | 160.00 | 150.00 |
| 2020-01-08 | 48860.00 | 48860.00 | 48980.00 | 48640.00 | 48780.00 | 48730.00 | 48840.00 | 48520.00 | 80.00 | 130.00 | 140.00 | 120.00 |
| 2020-01-07 | 48710.00 | 49010.00 | 49020.00 | 48710.00 | 48520.00 | 48870.00 | 48880.00 | 48520.00 | 190.00 | 140.00 | 140.00 | 190.00 |
| 2020-01-06 | 48580.00 | 48760.00 | 49010.00 | 48560.00 | 48580.00 | 48650.00 | 48870.00 | 48420.00 | 0.00 | 110.00 | 140.00 | 140.00 |
| 2020-01-03 | 49220.00 | 48900.00 | 49250.00 | 48870.00 | 49220.00 | 48900.00 | 49250.00 | 48870.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| 2020-01-02 | 49120.00 | 49230.00 | 49340.00 | 49120.00 | 49290.00 | 49350.00 | 49490.00 | 49290.00 | -170.00 | -120.00 | -150.00 | -170.00 |
| 2019-12-31 | 49420.00 | 49150.00 | 49490.00 | 49110.00 | 49530.00 | 49280.00 | 49620.00 | 49270.00 | -110.00 | -130.00 | -130.00 | -160.00 |
| 2019-12-30 | 49590.00 | 49510.00 | 49610.00 | 49230.00 | 49750.00 | 49660.00 | 49750.00 | 49350.00 | -160.00 | -150.00 | -140.00 | -120.00 |
| 2019-12-27 | 49660.00 | 49730.00 | 49820.00 | 49590.00 | 49760.00 | 49880.00 | 49930.00 | 49710.00 | -100.00 | -150.00 | -110.00 | -120.00 |
| 2019-12-26 | 49640.00 | 49650.00 | 49940.00 | 49450.00 | 49770.00 | 49770.00 | 50020.00 | 49550.00 | -130.00 | -120.00 | -80.00 | -100.00 |
| 2019-12-25 | 49500.00 | 49600.00 | 49710.00 | 49390.00 | 49640.00 | 49710.00 | 49820.00 | 49500.00 | -140.00 | -110.00 | -110.00 | -110.00 |
| 2019-12-24 | 49110.00 | 49590.00 | 49640.00 | 48970.00 | 48960.00 | 49450.00 | 49480.00 | 48850.00 | 150.00 | 140.00 | 160.00 | 120.00 |
| 2019-12-23 | 49070.00 | 49050.00 | 49140.00 | 48870.00 | 48900.00 | 48930.00 | 48990.00 | 48760.00 | 170.00 | 120.00 | 150.00 | 110.00 |
| 2019-12-20 | 49150.00 | 49030.00 | 49560.00 | 48940.00 | 48500.00 | 48880.00 | 49390.00 | 48500.00 | 650.00 | 150.00 | 170.00 | 440.00 |
| 2019-12-19 | 49200.00 | 49110.00 | 49200.00 | 48860.00 | 48950.00 | 48960.00 | 49020.00 | 48730.00 | 250.00 | 150.00 | 180.00 | 130.00 |
| 2019-12-18 | 49250.00 | 49070.00 | 49300.00 | 49000.00 | 49060.00 | 48950.00 | 49130.00 | 48860.00 | 190.00 | 120.00 | 170.00 | 140.00 |
| 2019-12-17 | 49180.00 | 49260.00 | 49460.00 | 49100.00 | 49000.00 | 49110.00 | 49280.00 | 48940.00 | 180.00 | 150.00 | 180.00 | 160.00 |
| 2019-12-16 | 49040.00 | 49100.00 | 49210.00 | 48690.00 | 48920.00 | 48990.00 | 49060.00 | 48570.00 | 120.00 | 110.00 | 150.00 | 120.00 |
| 2019-12-13 | 49000.00 | 49010.00 | 49380.00 | 48800.00 | 48900.00 | 48880.00 | 49220.00 | 48660.00 | 100.00 | 130.00 | 160.00 | 140.00 |
| 2019-12-12 | 48980.00 | 49030.00 | 49360.00 | 48950.00 | 48720.00 | 48910.00 | 49200.00 | 48720.00 | 260.00 | 120.00 | 160.00 | 230.00 |
| 2019-12-11 | 48750.00 | 49000.00 | 49060.00 | 48590.00 | 48600.00 | 48860.00 | 48910.00 | 48460.00 | 150.00 | 140.00 | 150.00 | 130.00 |
| 2019-12-10 | 48350.00 | 48690.00 | 48800.00 | 48290.00 | 48190.00 | 48540.00 | 48650.00 | 48150.00 | 160.00 | 150.00 | 150.00 | 140.00 |
| 2019-12-09 | 47270.00 | 48340.00 | 48340.00 | 47260.00 | 47360.00 | 48440.00 | 48470.00 | 47340.00 | -90.00 | -100.00 | -130.00 | -80.00 |
| 2019-12-06 | 47250.00 | 47320.00 | 47370.00 | 47180.00 | 47320.00 | 47400.00 | 47460.00 | 47270.00 | -70.00 | -80.00 | -90.00 | -90.00 |
| 2019-12-05 | 47030.00 | 47200.00 | 47290.00 | 47030.00 | 47100.00 | 47290.00 | 47370.00 | 47100.00 | -70.00 | -90.00 | -80.00 | -70.00 |
| 2019-12-04 | 46980.00 | 46980.00 | 47120.00 | 46910.00 | 47020.00 | 47060.00 | 47200.00 | 46990.00 | -40.00 | -80.00 | -80.00 | -80.00 |
| 2019-12-03 | 47250.00 | 47080.00 | 47250.00 | 47040.00 | 47320.00 | 47140.00 | 47320.00 | 47120.00 | -70.00 | -60.00 | -70.00 | -80.00 |
| 2019-12-02 | 47260.00 | 47300.00 | 47380.00 | 47060.00 | 47350.00 | 47390.00 | 47480.00 | 47150.00 | -90.00 | -90.00 | -100.00 | -90.00 |
| 2019-11-29 | 47290.00 | 47320.00 | 47370.00 | 47200.00 | 47230.00 | 47230.00 | 47270.00 | 47110.00 | 60.00 | 90.00 | 100.00 | 90.00 |
| 2019-11-28 | 47480.00 | 47350.00 | 47520.00 | 47290.00 | 47430.00 | 47260.00 | 47430.00 | 47210.00 | 50.00 | 90.00 | 90.00 | 80.00 |
| 2019-11-27 | 47140.00 | 47380.00 | 47410.00 | 47100.00 | 47050.00 | 47290.00 | 47300.00 | 47030.00 | 90.00 | 90.00 | 110.00 | 70.00 |
| 2019-11-26 | 47180.00 | 47070.00 | 47220.00 | 47010.00 | 47070.00 | 47000.00 | 47140.00 | 46940.00 | 110.00 | 70.00 | 80.00 | 70.00 |
| 2019-11-25 | 47010.00 | 47100.00 | 47180.00 | 46950.00 | 46940.00 | 47010.00 | 47090.00 | 46890.00 | 70.00 | 90.00 | 90.00 | 60.00 |
| 2019-11-22 | 46940.00 | 46870.00 | 47010.00 | 46840.00 | 46930.00 | 46840.00 | 46960.00 | 46800.00 | 10.00 | 30.00 | 50.00 | 40.00 |
| 2019-11-21 | 47180.00 | 47110.00 | 47240.00 | 46980.00 | 47130.00 | 47040.00 | 47160.00 | 46920.00 | 50.00 | 70.00 | 80.00 | 60.00 |
| 2019-11-20 | 46940.00 | 47050.00 | 47240.00 | 46900.00 | 46870.00 | 46990.00 | 47170.00 | 46850.00 | 70.00 | 60.00 | 70.00 | 50.00 |
| 2019-11-19 | 46940.00 | 46890.00 | 46980.00 | 46790.00 | 46900.00 | 46860.00 | 46940.00 | 46760.00 | 40.00 | 30.00 | 40.00 | 30.00 |
| 2019-11-18 | 46890.00 | 46980.00 | 47030.00 | 46750.00 | 46870.00 | 46930.00 | 46960.00 | 46710.00 | 20.00 | 50.00 | 70.00 | 40.00 |
| 2019-11-15 | 47050.00 | 46930.00 | 47060.00 | 46700.00 | 46900.00 | 46890.00 | 46980.00 | 46670.00 | 150.00 | 40.00 | 80.00 | 30.00 |
| 2019-11-14 | 46980.00 | 47030.00 | 47080.00 | 46850.00 | 46960.00 | 46960.00 | 46990.00 | 46810.00 | 20.00 | 70.00 | 90.00 | 40.00 |
| 2019-11-13 | 47060.00 | 47030.00 | 47120.00 | 46970.00 | 47000.00 | 46970.00 | 47040.00 | 46920.00 | 60.00 | 60.00 | 80.00 | 50.00 |
| 2019-11-12 | 47080.00 | 47180.00 | 47240.00 | 47050.00 | 47120.00 | 47270.00 | 47330.00 | 47120.00 | -40.00 | -90.00 | -90.00 | -70.00 |
| 2019-11-11 | 47350.00 | 47110.00 | 47360.00 | 47090.00 | 47440.00 | 47170.00 | 47450.00 | 47150.00 | -90.00 | -60.00 | -90.00 | -60.00 |
| 2019-11-08 | 47330.00 | 47240.00 | 47530.00 | 47230.00 | 47450.00 | 47340.00 | 47620.00 | 47330.00 | -120.00 | -100.00 | -90.00 | -100.00 |
| 2019-11-07 | 47290.00 | 47150.00 | 47330.00 | 47060.00 | 47380.00 | 47250.00 | 47420.00 | 47160.00 | -90.00 | -100.00 | -90.00 | -100.00 |
| 2019-11-06 | 47300.00 | 47190.00 | 47630.00 | 47160.00 | 47360.00 | 47300.00 | 47720.00 | 47260.00 | -60.00 | -110.00 | -90.00 | -100.00 |
| 2019-11-05 | 47060.00 | 47250.00 | 47270.00 | 47020.00 | 47170.00 | 47350.00 | 47360.00 | 47110.00 | -110.00 | -100.00 | -90.00 | -90.00 |
| 2019-11-04 | 47030.00 | 47040.00 | 47120.00 | 46940.00 | 47100.00 | 47140.00 | 47190.00 | 47030.00 | -70.00 | -100.00 | -70.00 | -90.00 |
| 2019-11-01 | 47130.00 | 47120.00 | 47210.00 | 46780.00 | 47160.00 | 47190.00 | 47300.00 | 46880.00 | -30.00 | -70.00 | -90.00 | -100.00 |
| 2019-10-31 | 47460.00 | 47330.00 | 47580.00 | 47250.00 | 47550.00 | 47410.00 | 47640.00 | 47330.00 | -90.00 | -80.00 | -60.00 | -80.00 |
| 2019-10-30 | 47440.00 | 47510.00 | 47610.00 | 47390.00 | 47520.00 | 47590.00 | 47660.00 | 47450.00 | -80.00 | -80.00 | -50.00 | -60.00 |
| 2019-10-29 | 47510.00 | 47340.00 | 47590.00 | 47320.00 | 47540.00 | 47420.00 | 47640.00 | 47390.00 | -30.00 | -80.00 | -50.00 | -70.00 |
| 2019-10-28 | 47440.00 | 47430.00 | 47670.00 | 47330.00 | 47420.00 | 47360.00 | 47550.00 | 47240.00 | 20.00 | 70.00 | 120.00 | 90.00 |
| 2019-10-25 | 47480.00 | 47390.00 | 47570.00 | 47260.00 | 47400.00 | 47320.00 | 47490.00 | 47200.00 | 80.00 | 70.00 | 80.00 | 60.00 |
| 2019-10-24 | 47020.00 | 47360.00 | 47490.00 | 47010.00 | 47010.00 | 47290.00 | 47430.00 | 46970.00 | 10.00 | 70.00 | 60.00 | 40.00 |
| 2019-10-23 | 47080.00 | 46930.00 | 47210.00 | 46910.00 | 47020.00 | 46900.00 | 47150.00 | 46880.00 | 60.00 | 30.00 | 60.00 | 30.00 |
| 2019-10-22 | 47200.00 | 47120.00 | 47220.00 | 47060.00 | 47150.00 | 47080.00 | 47210.00 | 47020.00 | 50.00 | 40.00 | 10.00 | 40.00 |
| 2019-10-21 | 47060.00 | 47020.00 | 47180.00 | 46960.00 | 47020.00 | 46990.00 | 47140.00 | 46930.00 | 40.00 | 30.00 | 40.00 | 30.00 |
| 2019-10-18 | 46750.00 | 46570.00 | 46950.00 | 46570.00 | 46680.00 | 46560.00 | 46890.00 | 46550.00 | 70.00 | 10.00 | 60.00 | 20.00 |
| 2019-10-17 | 46540.00 | 46650.00 | 46720.00 | 46530.00 | 46600.00 | 46630.00 | 46690.00 | 46500.00 | -60.00 | 20.00 | 30.00 | 30.00 |
| 2019-10-16 | 46950.00 | 46750.00 | 46980.00 | 46750.00 | 46900.00 | 46730.00 | 46940.00 | 46720.00 | 50.00 | 20.00 | 40.00 | 30.00 |
| 2019-10-15 | 46800.00 | 46960.00 | 47060.00 | 46730.00 | 46780.00 | 46900.00 | 47030.00 | 46720.00 | 20.00 | 60.00 | 30.00 | 10.00 |
| 2019-10-14 | 47000.00 | 46970.00 | 47210.00 | 46920.00 | 46920.00 | 46930.00 | 47160.00 | 46850.00 | 80.00 | 40.00 | 50.00 | 70.00 |
| 2019-10-11 | 46830.00 | 46910.00 | 47070.00 | 46700.00 | 46800.00 | 46870.00 | 47020.00 | 46680.00 | 30.00 | 40.00 | 50.00 | 20.00 |
| 2019-10-10 | 46560.00 | 46700.00 | 46720.00 | 46500.00 | 46560.00 | 46700.00 | 46720.00 | 46500.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| 2019-10-09 | 46730.00 | 46640.00 | 46790.00 | 46530.00 | 46730.00 | 46640.00 | 46790.00 | 46530.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| 2019-10-08 | 46830.00 | 46770.00 | 46970.00 | 46750.00 | 46800.00 | 46820.00 | 47000.00 | 46800.00 | 30.00 | -50.00 | -30.00 | -50.00 |
| 2019-09-30 | 46960.00 | 47250.00 | 47340.00 | 46830.00 | 46990.00 | 47280.00 | 47350.00 | 46870.00 | -30.00 | -30.00 | -10.00 | -40.00 |