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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019-09-27 | 47100.00 | 46920.00 | 47120.00 | 46650.00 | 47110.00 | 46930.00 | 47120.00 | 46660.00 | -10.00 | -10.00 | 0.00 | -10.00 |
| 2019-09-26 | 46950.00 | 47120.00 | 47320.00 | 46940.00 | 46970.00 | 47110.00 | 47300.00 | 46920.00 | -20.00 | 10.00 | 20.00 | 20.00 |
| 2019-09-25 | 47160.00 | 47000.00 | 47190.00 | 46950.00 | 47170.00 | 47000.00 | 47180.00 | 46950.00 | -10.00 | 0.00 | 10.00 | 0.00 |
| 2019-09-24 | 46880.00 | 47120.00 | 47260.00 | 46850.00 | 46890.00 | 47150.00 | 47240.00 | 46890.00 | -10.00 | -30.00 | 20.00 | -40.00 |
| 2019-09-23 | 47140.00 | 46870.00 | 47180.00 | 46850.00 | 47150.00 | 46910.00 | 47210.00 | 46910.00 | -10.00 | -40.00 | -30.00 | -60.00 |
| 2019-09-20 | 47160.00 | 47130.00 | 47220.00 | 47050.00 | 47210.00 | 47170.00 | 47280.00 | 47120.00 | -50.00 | -40.00 | -60.00 | -70.00 |
| 2019-09-19 | 47100.00 | 47070.00 | 47220.00 | 47030.00 | 47180.00 | 47140.00 | 47270.00 | 47110.00 | -80.00 | -70.00 | -50.00 | -80.00 |
| 2019-09-18 | 47150.00 | 47310.00 | 47440.00 | 47030.00 | 47220.00 | 47360.00 | 47480.00 | 47100.00 | -70.00 | -50.00 | -40.00 | -70.00 |
| 2019-09-17 | 47580.00 | 47340.00 | 47620.00 | 47230.00 | 47550.00 | 47370.00 | 47610.00 | 47290.00 | 30.00 | -30.00 | 10.00 | -60.00 |
| 2019-09-16 | 47960.00 | 47560.00 | 47970.00 | 47530.00 | 47900.00 | 47550.00 | 47960.00 | 47540.00 | 60.00 | 10.00 | 10.00 | -10.00 |
| 2019-09-12 | 47240.00 | 47490.00 | 47500.00 | 47010.00 | 47260.00 | 47490.00 | 47490.00 | 46990.00 | -20.00 | 0.00 | 10.00 | 20.00 |
| 2019-09-11 | 47100.00 | 47290.00 | 47410.00 | 47060.00 | 47110.00 | 47260.00 | 47380.00 | 47050.00 | -10.00 | 30.00 | 30.00 | 10.00 |
| 2019-09-10 | 47290.00 | 47430.00 | 47500.00 | 47240.00 | 47280.00 | 47410.00 | 47450.00 | 47200.00 | 10.00 | 20.00 | 50.00 | 40.00 |
| 2019-09-09 | 47420.00 | 47420.00 | 47560.00 | 47290.00 | 47470.00 | 47350.00 | 47530.00 | 47250.00 | -50.00 | 70.00 | 30.00 | 40.00 |
| 2019-09-06 | 47520.00 | 47450.00 | 47780.00 | 47330.00 | 47520.00 | 47450.00 | 47780.00 | 47330.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| 2019-09-05 | 46730.00 | 46970.00 | 47280.00 | 46660.00 | 46800.00 | 46990.00 | 47320.00 | 46700.00 | -70.00 | -20.00 | -40.00 | -40.00 |
| 2019-09-04 | 45940.00 | 46620.00 | 46620.00 | 45730.00 | 45970.00 | 46630.00 | 46650.00 | 45760.00 | -30.00 | -10.00 | -30.00 | -30.00 |
| 2019-09-03 | 46500.00 | 46370.00 | 46500.00 | 46310.00 | 46510.00 | 46400.00 | 46530.00 | 46350.00 | -10.00 | -30.00 | -30.00 | -40.00 |
| 2019-09-02 | 46710.00 | 46640.00 | 46920.00 | 46510.00 | 46750.00 | 46690.00 | 46960.00 | 46550.00 | -40.00 | -50.00 | -40.00 | -40.00 |
| 2019-08-30 | 46680.00 | 46690.00 | 46870.00 | 46630.00 | 46720.00 | 46720.00 | 46900.00 | 46670.00 | -40.00 | -30.00 | -30.00 | -40.00 |
| 2019-08-29 | 46500.00 | 46550.00 | 46710.00 | 46480.00 | 46580.00 | 46560.00 | 46720.00 | 46510.00 | -80.00 | -10.00 | -10.00 | -30.00 |
| 2019-08-28 | 46660.00 | 46560.00 | 46700.00 | 46480.00 | 46650.00 | 46600.00 | 46720.00 | 46500.00 | 10.00 | -40.00 | -20.00 | -20.00 |
| 2019-08-27 | 46260.00 | 46380.00 | 46520.00 | 46180.00 | 46180.00 | 46350.00 | 46460.00 | 46150.00 | 80.00 | 30.00 | 60.00 | 30.00 |
| 2019-08-26 | 46150.00 | 46020.00 | 46330.00 | 45830.00 | 46150.00 | 45980.00 | 46280.00 | 45820.00 | 0.00 | 40.00 | 50.00 | 10.00 |
| 2019-08-23 | 46410.00 | 46400.00 | 46470.00 | 46160.00 | 46370.00 | 46360.00 | 46420.00 | 46140.00 | 40.00 | 40.00 | 50.00 | 20.00 |
| 2019-08-22 | 46390.00 | 46310.00 | 46520.00 | 46230.00 | 46340.00 | 46270.00 | 46470.00 | 46200.00 | 50.00 | 40.00 | 50.00 | 30.00 |
| 2019-08-21 | 46490.00 | 46430.00 | 46580.00 | 46260.00 | 46450.00 | 46390.00 | 46530.00 | 46240.00 | 40.00 | 40.00 | 50.00 | 20.00 |
| 2019-08-20 | 46750.00 | 46620.00 | 46780.00 | 46530.00 | 46650.00 | 46570.00 | 46710.00 | 46500.00 | 100.00 | 50.00 | 70.00 | 30.00 |
| 2019-08-19 | 46390.00 | 46610.00 | 46660.00 | 46340.00 | 46380.00 | 46540.00 | 46580.00 | 46310.00 | 10.00 | 70.00 | 80.00 | 30.00 |
| 2019-08-16 | 46420.00 | 46550.00 | 46550.00 | 46320.00 | 46350.00 | 46490.00 | 46500.00 | 46280.00 | 70.00 | 60.00 | 50.00 | 40.00 |
| 2019-08-15 | 46400.00 | 46440.00 | 46520.00 | 46320.00 | 46380.00 | 46400.00 | 46480.00 | 46270.00 | 20.00 | 40.00 | 40.00 | 50.00 |
| 2019-08-14 | 46530.00 | 46580.00 | 46960.00 | 46480.00 | 46450.00 | 46520.00 | 46890.00 | 46430.00 | 80.00 | 60.00 | 70.00 | 50.00 |
| 2019-08-13 | 46700.00 | 46560.00 | 46730.00 | 46530.00 | 46680.00 | 46500.00 | 46680.00 | 46480.00 | 20.00 | 60.00 | 50.00 | 50.00 |
| 2019-08-12 | 46830.00 | 46750.00 | 46940.00 | 46540.00 | 46790.00 | 46710.00 | 46900.00 | 46490.00 | 40.00 | 40.00 | 40.00 | 50.00 |
| 2019-08-09 | 46670.00 | 46680.00 | 46830.00 | 46460.00 | 46560.00 | 46630.00 | 46770.00 | 46410.00 | 110.00 | 50.00 | 60.00 | 50.00 |
| 2019-08-08 | 46030.00 | 46510.00 | 46720.00 | 45970.00 | 46010.00 | 46430.00 | 46650.00 | 45940.00 | 20.00 | 80.00 | 70.00 | 30.00 |
| 2019-08-07 | 46060.00 | 45930.00 | 46260.00 | 45910.00 | 46080.00 | 45960.00 | 46320.00 | 45940.00 | -20.00 | -30.00 | -60.00 | -30.00 |
| 2019-08-06 | 45960.00 | 46150.00 | 46320.00 | 45890.00 | 46040.00 | 46190.00 | 46380.00 | 45940.00 | -80.00 | -40.00 | -60.00 | -50.00 |
| 2019-08-05 | 46080.00 | 46060.00 | 46200.00 | 45760.00 | 46080.00 | 46120.00 | 46270.00 | 45800.00 | 0.00 | -60.00 | -70.00 | -40.00 |
| 2019-08-02 | 46680.00 | 46440.00 | 46740.00 | 46210.00 | 46680.00 | 46490.00 | 46800.00 | 46260.00 | 0.00 | -50.00 | -60.00 | -50.00 |
| 2019-08-01 | 46720.00 | 46620.00 | 46850.00 | 46520.00 | 46790.00 | 46670.00 | 46900.00 | 46580.00 | -70.00 | -50.00 | -50.00 | -60.00 |
| 2019-07-31 | 46960.00 | 46720.00 | 46980.00 | 46710.00 | 47040.00 | 46790.00 | 47050.00 | 46760.00 | -80.00 | -70.00 | -70.00 | -50.00 |
| 2019-07-30 | 47030.00 | 47240.00 | 47370.00 | 47000.00 | 47070.00 | 47290.00 | 47440.00 | 47070.00 | -40.00 | -50.00 | -70.00 | -70.00 |
| 2019-07-29 | 46950.00 | 46900.00 | 46980.00 | 46780.00 | 46920.00 | 46850.00 | 46920.00 | 46730.00 | 30.00 | 50.00 | 60.00 | 50.00 |
| 2019-07-26 | 47200.00 | 47050.00 | 47220.00 | 46910.00 | 47130.00 | 47000.00 | 47180.00 | 46870.00 | 70.00 | 50.00 | 40.00 | 40.00 |
| 2019-07-25 | 47090.00 | 47020.00 | 47160.00 | 46960.00 | 47140.00 | 47100.00 | 47200.00 | 47020.00 | -50.00 | -80.00 | -40.00 | -60.00 |
| 2019-07-24 | 47190.00 | 47090.00 | 47200.00 | 46750.00 | 47150.00 | 47030.00 | 47160.00 | 46740.00 | 40.00 | 60.00 | 40.00 | 10.00 |
| 2019-07-23 | 47350.00 | 47300.00 | 47510.00 | 47220.00 | 47310.00 | 47250.00 | 47440.00 | 47170.00 | 40.00 | 50.00 | 70.00 | 50.00 |
| 2019-07-22 | 48330.00 | 47410.00 | 48390.00 | 47360.00 | 48210.00 | 47350.00 | 48270.00 | 47310.00 | 120.00 | 60.00 | 120.00 | 50.00 |
| 2019-07-19 | 46860.00 | 47970.00 | 48040.00 | 46800.00 | 46850.00 | 47870.00 | 47940.00 | 46760.00 | 10.00 | 100.00 | 100.00 | 40.00 |
| 2019-07-18 | 46760.00 | 46780.00 | 46960.00 | 46620.00 | 46740.00 | 46730.00 | 46890.00 | 46560.00 | 20.00 | 50.00 | 70.00 | 60.00 |
| 2019-07-17 | 46960.00 | 46860.00 | 47280.00 | 46760.00 | 46870.00 | 46800.00 | 47180.00 | 46720.00 | 90.00 | 60.00 | 100.00 | 40.00 |
| 2019-07-16 | 47020.00 | 46910.00 | 47100.00 | 46790.00 | 46950.00 | 46850.00 | 47010.00 | 46720.00 | 70.00 | 60.00 | 90.00 | 70.00 |
| 2019-07-15 | 46540.00 | 46910.00 | 47020.00 | 46530.00 | 46490.00 | 46860.00 | 46930.00 | 46440.00 | 50.00 | 50.00 | 90.00 | 90.00 |
| 2019-07-12 | 46620.00 | 46670.00 | 46790.00 | 46500.00 | 46530.00 | 46610.00 | 46720.00 | 46440.00 | 90.00 | 60.00 | 70.00 | 60.00 |
| 2019-07-11 | 46510.00 | 46590.00 | 46690.00 | 46420.00 | 46420.00 | 46530.00 | 46630.00 | 46360.00 | 90.00 | 60.00 | 60.00 | 60.00 |
| 2019-07-10 | 46000.00 | 46080.00 | 46160.00 | 45640.00 | 46020.00 | 46050.00 | 46110.00 | 45620.00 | -20.00 | 30.00 | 50.00 | 20.00 |
| 2019-07-09 | 46560.00 | 46190.00 | 46570.00 | 46110.00 | 46500.00 | 46170.00 | 46560.00 | 46080.00 | 60.00 | 20.00 | 10.00 | 30.00 |
| 2019-07-08 | 46270.00 | 46390.00 | 46520.00 | 46170.00 | 46270.00 | 46390.00 | 46520.00 | 46170.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| 2019-07-05 | 46400.00 | 46280.00 | 46520.00 | 46220.00 | 46480.00 | 46320.00 | 46570.00 | 46260.00 | -80.00 | -40.00 | -50.00 | -40.00 |
| 2019-07-04 | 46390.00 | 46350.00 | 46620.00 | 46320.00 | 46440.00 | 46410.00 | 46650.00 | 46370.00 | -50.00 | -60.00 | -30.00 | -50.00 |
| 2019-07-03 | 46520.00 | 46250.00 | 46520.00 | 46220.00 | 46510.00 | 46290.00 | 46540.00 | 46240.00 | 10.00 | -40.00 | -20.00 | -20.00 |
| 2019-07-02 | 47110.00 | 46610.00 | 47120.00 | 46540.00 | 47140.00 | 46650.00 | 47300.00 | 46590.00 | -30.00 | -40.00 | -180.00 | -50.00 |
| 2019-07-01 | 46970.00 | 47360.00 | 47450.00 | 46960.00 | 47040.00 | 47410.00 | 47490.00 | 47040.00 | -70.00 | -50.00 | -40.00 | -80.00 |
| 2019-06-28 | 46920.00 | 47010.00 | 47210.00 | 46840.00 | 47010.00 | 47060.00 | 47260.00 | 46890.00 | -90.00 | -50.00 | -50.00 | -50.00 |
| 2019-06-27 | 47170.00 | 47090.00 | 47260.00 | 46850.00 | 47220.00 | 47140.00 | 47310.00 | 46910.00 | -50.00 | -50.00 | -50.00 | -60.00 |
| 2019-06-26 | 47150.00 | 47210.00 | 47530.00 | 47150.00 | 47230.00 | 47260.00 | 47580.00 | 47210.00 | -80.00 | -50.00 | -50.00 | -60.00 |
| 2019-06-25 | 46820.00 | 47090.00 | 47130.00 | 46730.00 | 46820.00 | 47040.00 | 47060.00 | 46690.00 | 0.00 | 50.00 | 70.00 | 40.00 |
| 2019-06-24 | 46720.00 | 46750.00 | 47020.00 | 46660.00 | 46690.00 | 46720.00 | 46970.00 | 46620.00 | 30.00 | 30.00 | 50.00 | 40.00 |
| 2019-06-21 | 46980.00 | 46850.00 | 47170.00 | 46700.00 | 46970.00 | 46800.00 | 47160.00 | 46660.00 | 10.00 | 50.00 | 10.00 | 40.00 |
| 2019-06-20 | 46780.00 | 46930.00 | 46990.00 | 46660.00 | 46770.00 | 46870.00 | 46930.00 | 46600.00 | 10.00 | 60.00 | 60.00 | 60.00 |
| 2019-06-19 | 46640.00 | 46840.00 | 47040.00 | 46520.00 | 46600.00 | 46800.00 | 46980.00 | 46490.00 | 40.00 | 40.00 | 60.00 | 30.00 |
| 2019-06-18 | 46050.00 | 46330.00 | 46440.00 | 45990.00 | 46050.00 | 46300.00 | 46390.00 | 45960.00 | 0.00 | 30.00 | 50.00 | 30.00 |
| 2019-06-17 | 46310.00 | 46150.00 | 46350.00 | 46040.00 | 46300.00 | 46120.00 | 46310.00 | 46020.00 | 10.00 | 30.00 | 40.00 | 20.00 |
| 2019-06-14 | 46270.00 | 46340.00 | 46630.00 | 46240.00 | 46250.00 | 46300.00 | 46580.00 | 46220.00 | 20.00 | 40.00 | 50.00 | 20.00 |
| 2019-06-13 | 46430.00 | 46270.00 | 46620.00 | 46200.00 | 46450.00 | 46250.00 | 46580.00 | 46170.00 | -20.00 | 20.00 | 40.00 | 30.00 |
| 2019-06-12 | 47020.00 | 46480.00 | 47050.00 | 46420.00 | 46980.00 | 46460.00 | 47000.00 | 46390.00 | 40.00 | 20.00 | 50.00 | 30.00 |
| 2019-06-11 | 46200.00 | 46840.00 | 46900.00 | 46190.00 | 46230.00 | 46900.00 | 46940.00 | 46230.00 | -30.00 | -60.00 | -40.00 | -40.00 |
| 2019-06-10 | 46150.00 | 46250.00 | 46340.00 | 46040.00 | 46110.00 | 46260.00 | 46390.00 | 46050.00 | 40.00 | -10.00 | -50.00 | -10.00 |
| 2019-06-06 | 46360.00 | 46010.00 | 46370.00 | 45830.00 | 46380.00 | 46020.00 | 46390.00 | 45860.00 | -20.00 | -10.00 | -20.00 | -30.00 |
| 2019-06-05 | 46230.00 | 46490.00 | 46630.00 | 46190.00 | 46250.00 | 46550.00 | 46660.00 | 46220.00 | -20.00 | -60.00 | -30.00 | -30.00 |
| 2019-06-04 | 46300.00 | 46270.00 | 46420.00 | 46190.00 | 46340.00 | 46270.00 | 46490.00 | 46230.00 | -40.00 | 0.00 | -70.00 | -40.00 |
| 2019-06-03 | 46150.00 | 46130.00 | 46390.00 | 46060.00 | 46210.00 | 46180.00 | 46430.00 | 46110.00 | -60.00 | -50.00 | -40.00 | -50.00 |
| 2019-05-31 | 46370.00 | 46180.00 | 46520.00 | 46120.00 | 46400.00 | 46250.00 | 46550.00 | 46160.00 | -30.00 | -70.00 | -30.00 | -40.00 |
| 2019-05-30 | 46670.00 | 46550.00 | 46800.00 | 46440.00 | 46660.00 | 46530.00 | 46830.00 | 46470.00 | 10.00 | 20.00 | -30.00 | -30.00 |
| 2019-05-29 | 47160.00 | 46810.00 | 47230.00 | 46780.00 | 47190.00 | 46840.00 | 47240.00 | 46800.00 | -30.00 | -30.00 | -10.00 | -20.00 |
| 2019-05-28 | 47210.00 | 47130.00 | 47340.00 | 47100.00 | 47210.00 | 47100.00 | 47290.00 | 47070.00 | 0.00 | 30.00 | 50.00 | 30.00 |
| 2019-05-27 | 47080.00 | 47280.00 | 47330.00 | 47030.00 | 47060.00 | 47250.00 | 47280.00 | 46990.00 | 20.00 | 30.00 | 50.00 | 40.00 |
| 2019-05-24 | 46620.00 | 47170.00 | 47210.00 | 46530.00 | 46670.00 | 47130.00 | 47170.00 | 46530.00 | -50.00 | 40.00 | 40.00 | 0.00 |
| 2019-05-23 | 47000.00 | 46680.00 | 47090.00 | 46550.00 | 47000.00 | 46690.00 | 47060.00 | 46550.00 | 0.00 | -10.00 | 30.00 | 0.00 |
| 2019-05-22 | 47590.00 | 47160.00 | 47670.00 | 47100.00 | 47600.00 | 47130.00 | 47630.00 | 47100.00 | -10.00 | 30.00 | 40.00 | 0.00 |
| 2019-05-21 | 47580.00 | 47700.00 | 47820.00 | 47550.00 | 47580.00 | 47670.00 | 47780.00 | 47530.00 | 0.00 | 30.00 | 40.00 | 20.00 |
| 2019-05-20 | 47710.00 | 47620.00 | 47880.00 | 47600.00 | 47740.00 | 47620.00 | 47840.00 | 47580.00 | -30.00 | 0.00 | 40.00 | 20.00 |
| 2019-05-17 | 48100.00 | 47630.00 | 48150.00 | 47500.00 | 48010.00 | 47630.00 | 48110.00 | 47490.00 | 90.00 | 0.00 | 40.00 | 10.00 |
| 2019-05-16 | 47550.00 | 47790.00 | 47920.00 | 47550.00 | 47550.00 | 47770.00 | 47860.00 | 47510.00 | 0.00 | 20.00 | 60.00 | 40.00 |
| 2019-05-15 | 47490.00 | 47730.00 | 47820.00 | 47390.00 | 47490.00 | 47710.00 | 47750.00 | 47390.00 | 0.00 | 20.00 | 70.00 | 0.00 |
| 2019-05-14 | 47550.00 | 47490.00 | 47640.00 | 47350.00 | 47550.00 | 47490.00 | 47640.00 | 47350.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| 2019-05-13 | 47760.00 | 47660.00 | 47950.00 | 47600.00 | 47800.00 | 47620.00 | 47920.00 | 47600.00 | -40.00 | 40.00 | 30.00 | 0.00 |
| 2019-05-10 | 47540.00 | 47760.00 | 48060.00 | 47370.00 | 47510.00 | 47740.00 | 48060.00 | 47370.00 | 30.00 | 20.00 | 0.00 | 0.00 |
| 2019-05-09 | 47700.00 | 47570.00 | 47770.00 | 47540.00 | 47620.00 | 47560.00 | 47790.00 | 47540.00 | 80.00 | 10.00 | -20.00 | 0.00 |