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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019-05-08 | 47890.00 | 47840.00 | 48050.00 | 47760.00 | 47890.00 | 47840.00 | 48050.00 | 47770.00 | 0.00 | 0.00 | 0.00 | -10.00 |
| 2019-05-07 | 48010.00 | 48290.00 | 48460.00 | 47960.00 | 48070.00 | 48280.00 | 48430.00 | 47960.00 | -60.00 | 10.00 | 30.00 | 0.00 |
| 2019-05-06 | 47500.00 | 48010.00 | 48120.00 | 47420.00 | 47690.00 | 47990.00 | 48130.00 | 47420.00 | -190.00 | 20.00 | -10.00 | 0.00 |
| 2019-04-30 | 48810.00 | 48930.00 | 49070.00 | 48770.00 | 48830.00 | 48950.00 | 49080.00 | 48780.00 | -20.00 | -20.00 | -10.00 | -10.00 |
| 2019-04-29 | 48950.00 | 48850.00 | 49020.00 | 48790.00 | 48960.00 | 48860.00 | 49020.00 | 48810.00 | -10.00 | -10.00 | 0.00 | -20.00 |
| 2019-04-26 | 48960.00 | 48970.00 | 48980.00 | 48720.00 | 48950.00 | 48900.00 | 48950.00 | 48750.00 | 10.00 | 70.00 | 30.00 | -30.00 |
| 2019-04-25 | 49100.00 | 49180.00 | 49360.00 | 49080.00 | 49050.00 | 49140.00 | 49310.00 | 49000.00 | 50.00 | 40.00 | 50.00 | 80.00 |
| 2019-04-24 | 49050.00 | 48960.00 | 49130.00 | 48830.00 | 49080.00 | 48950.00 | 49120.00 | 48860.00 | -30.00 | 10.00 | 10.00 | -30.00 |
| 2019-04-23 | 49070.00 | 49160.00 | 49280.00 | 49050.00 | 49100.00 | 49170.00 | 49270.00 | 49070.00 | -30.00 | -10.00 | 10.00 | -20.00 |
| 2019-04-22 | 49540.00 | 49250.00 | 49590.00 | 49110.00 | 49620.00 | 49240.00 | 49620.00 | 49120.00 | -80.00 | 10.00 | -30.00 | -10.00 |
| 2019-04-19 | 49290.00 | 49530.00 | 49550.00 | 49230.00 | 49250.00 | 49500.00 | 49520.00 | 49160.00 | 40.00 | 30.00 | 30.00 | 70.00 |
| 2019-04-18 | 49840.00 | 49500.00 | 50080.00 | 49470.00 | 49770.00 | 49460.00 | 49990.00 | 49410.00 | 70.00 | 40.00 | 90.00 | 60.00 |
| 2019-04-17 | 49450.00 | 49470.00 | 49630.00 | 49320.00 | 49480.00 | 49510.00 | 49710.00 | 49390.00 | -30.00 | -40.00 | -80.00 | -70.00 |
| 2019-04-16 | 49310.00 | 49450.00 | 49580.00 | 49140.00 | 49400.00 | 49480.00 | 49660.00 | 49220.00 | -90.00 | -30.00 | -80.00 | -80.00 |
| 2019-04-15 | 49610.00 | 49320.00 | 49670.00 | 49320.00 | 49720.00 | 49400.00 | 49750.00 | 49400.00 | -110.00 | -80.00 | -80.00 | -80.00 |
| 2019-04-12 | 49150.00 | 49200.00 | 49290.00 | 48910.00 | 49230.00 | 49280.00 | 49380.00 | 48990.00 | -80.00 | -80.00 | -90.00 | -80.00 |
| 2019-04-11 | 49320.00 | 49170.00 | 49430.00 | 49130.00 | 49380.00 | 49270.00 | 49530.00 | 49190.00 | -60.00 | -100.00 | -100.00 | -60.00 |
| 2019-04-10 | 49790.00 | 49490.00 | 49870.00 | 49400.00 | 49860.00 | 49570.00 | 49990.00 | 49500.00 | -70.00 | -80.00 | -120.00 | -100.00 |
| 2019-04-09 | 49390.00 | 49790.00 | 49850.00 | 49320.00 | 49470.00 | 49880.00 | 49990.00 | 49380.00 | -80.00 | -90.00 | -140.00 | -60.00 |
| 2019-04-08 | 49120.00 | 49260.00 | 49380.00 | 49100.00 | 49240.00 | 49310.00 | 49470.00 | 49210.00 | -120.00 | -50.00 | -90.00 | -110.00 |
| 2019-04-04 | 49360.00 | 49520.00 | 49660.00 | 49250.00 | 49410.00 | 49640.00 | 49740.00 | 49330.00 | -50.00 | -120.00 | -80.00 | -80.00 |
| 2019-04-03 | 49150.00 | 49510.00 | 49540.00 | 49000.00 | 49230.00 | 49590.00 | 49620.00 | 49100.00 | -80.00 | -80.00 | -80.00 | -100.00 |
| 2019-04-02 | 49420.00 | 49270.00 | 49460.00 | 49040.00 | 49550.00 | 49410.00 | 49580.00 | 49130.00 | -130.00 | -140.00 | -120.00 | -90.00 |
| 2019-04-01 | 49200.00 | 49460.00 | 49480.00 | 49100.00 | 49340.00 | 49570.00 | 49580.00 | 49210.00 | -140.00 | -110.00 | -100.00 | -110.00 |
| 2019-03-29 | 48540.00 | 48800.00 | 48910.00 | 48420.00 | 48590.00 | 48920.00 | 48980.00 | 48480.00 | -50.00 | -120.00 | -70.00 | -60.00 |
| 2019-03-28 | 48430.00 | 48360.00 | 48480.00 | 48140.00 | 48460.00 | 48430.00 | 48540.00 | 48210.00 | -30.00 | -70.00 | -60.00 | -70.00 |
| 2019-03-27 | 48270.00 | 48390.00 | 48520.00 | 48230.00 | 48190.00 | 48280.00 | 48370.00 | 48120.00 | 80.00 | 110.00 | 150.00 | 110.00 |
| 2019-03-26 | 48210.00 | 48230.00 | 48380.00 | 48140.00 | 48100.00 | 48150.00 | 48270.00 | 48030.00 | 110.00 | 80.00 | 110.00 | 110.00 |
| 2019-03-25 | 48580.00 | 48120.00 | 48740.00 | 48100.00 | 48480.00 | 48020.00 | 48620.00 | 48000.00 | 100.00 | 100.00 | 120.00 | 100.00 |
| 2019-03-22 | 49270.00 | 48940.00 | 49310.00 | 48920.00 | 49100.00 | 48800.00 | 49150.00 | 48800.00 | 170.00 | 140.00 | 160.00 | 120.00 |
| 2019-03-21 | 49190.00 | 49420.00 | 49480.00 | 49120.00 | 49030.00 | 49280.00 | 49310.00 | 48970.00 | 160.00 | 140.00 | 170.00 | 150.00 |
| 2019-03-20 | 49390.00 | 49190.00 | 49500.00 | 49160.00 | 49210.00 | 49070.00 | 49320.00 | 49020.00 | 180.00 | 120.00 | 180.00 | 140.00 |
| 2019-03-19 | 49390.00 | 49330.00 | 49430.00 | 49130.00 | 49300.00 | 49160.00 | 49300.00 | 48990.00 | 90.00 | 170.00 | 130.00 | 140.00 |
| 2019-03-18 | 49120.00 | 49350.00 | 49460.00 | 48950.00 | 49000.00 | 49210.00 | 49310.00 | 48830.00 | 120.00 | 140.00 | 150.00 | 120.00 |
| 2019-03-15 | 48870.00 | 49320.00 | 49410.00 | 48670.00 | 49090.00 | 49160.00 | 49250.00 | 48620.00 | -220.00 | 160.00 | 160.00 | 50.00 |
| 2019-03-14 | 49440.00 | 49110.00 | 49440.00 | 49060.00 | 49660.00 | 49290.00 | 49690.00 | 49260.00 | -220.00 | -180.00 | -250.00 | -200.00 |
| 2019-03-13 | 49630.00 | 49340.00 | 49720.00 | 49220.00 | 50060.00 | 49590.00 | 50110.00 | 49540.00 | -430.00 | -250.00 | -390.00 | -320.00 |
| 2019-03-12 | 49170.00 | 49450.00 | 49490.00 | 49010.00 | 49610.00 | 49900.00 | 49920.00 | 49390.00 | -440.00 | -450.00 | -430.00 | -380.00 |
| 2019-03-11 | 48820.00 | 49190.00 | 49220.00 | 48810.00 | 49210.00 | 49630.00 | 49680.00 | 49190.00 | -390.00 | -440.00 | -460.00 | -380.00 |
| 2019-03-08 | 49220.00 | 49040.00 | 49300.00 | 48990.00 | 49510.00 | 49420.00 | 49620.00 | 49370.00 | -290.00 | -380.00 | -320.00 | -380.00 |
| 2019-03-07 | 49450.00 | 49210.00 | 49650.00 | 49110.00 | 49890.00 | 49520.00 | 49950.00 | 49440.00 | -440.00 | -310.00 | -300.00 | -330.00 |
| 2019-03-06 | 49620.00 | 49400.00 | 49670.00 | 49340.00 | 50000.00 | 49840.00 | 50080.00 | 49730.00 | -380.00 | -440.00 | -410.00 | -390.00 |
| 2019-03-05 | 49680.00 | 49880.00 | 50230.00 | 49610.00 | 49650.00 | 49500.00 | 49710.00 | 49360.00 | 30.00 | 380.00 | 520.00 | 250.00 |
| 2019-03-04 | 50530.00 | 50010.00 | 50810.00 | 49980.00 | 50520.00 | 49940.00 | 50780.00 | 49930.00 | 10.00 | 70.00 | 30.00 | 50.00 |
| 2019-03-01 | 50260.00 | 50500.00 | 50560.00 | 50100.00 | 50250.00 | 50490.00 | 50500.00 | 50050.00 | 10.00 | 10.00 | 60.00 | 50.00 |
| 2019-02-28 | 50220.00 | 50160.00 | 50440.00 | 50110.00 | 50180.00 | 50150.00 | 50410.00 | 50070.00 | 40.00 | 10.00 | 30.00 | 40.00 |
| 2019-02-27 | 50160.00 | 50080.00 | 50280.00 | 49970.00 | 50100.00 | 50040.00 | 50280.00 | 49950.00 | 60.00 | 40.00 | 0.00 | 20.00 |
| 2019-02-26 | 50370.00 | 50190.00 | 50410.00 | 49970.00 | 50280.00 | 50150.00 | 50300.00 | 49870.00 | 90.00 | 40.00 | 110.00 | 100.00 |
| 2019-02-25 | 50310.00 | 50520.00 | 50620.00 | 50100.00 | 50150.00 | 50430.00 | 50510.00 | 49920.00 | 160.00 | 90.00 | 110.00 | 180.00 |
| 2019-02-22 | 49750.00 | 49920.00 | 49920.00 | 49550.00 | 49590.00 | 49760.00 | 49770.00 | 49400.00 | 160.00 | 160.00 | 150.00 | 150.00 |
| 2019-02-21 | 49690.00 | 49670.00 | 50040.00 | 49530.00 | 49580.00 | 49540.00 | 49920.00 | 49430.00 | 110.00 | 130.00 | 120.00 | 100.00 |
| 2019-02-20 | 49280.00 | 49710.00 | 49790.00 | 49230.00 | 49120.00 | 49520.00 | 49610.00 | 49060.00 | 160.00 | 190.00 | 180.00 | 170.00 |
| 2019-02-19 | 49290.00 | 49360.00 | 49480.00 | 49160.00 | 49050.00 | 49180.00 | 49280.00 | 48980.00 | 240.00 | 180.00 | 200.00 | 180.00 |
| 2019-02-18 | 48500.00 | 49230.00 | 49260.00 | 48440.00 | 48400.00 | 49010.00 | 49070.00 | 48290.00 | 100.00 | 220.00 | 190.00 | 150.00 |
| 2019-02-15 | 48640.00 | 48200.00 | 48650.00 | 48150.00 | 48480.00 | 48090.00 | 48520.00 | 48020.00 | 160.00 | 110.00 | 130.00 | 130.00 |
| 2019-02-14 | 48010.00 | 48340.00 | 48390.00 | 48000.00 | 48190.00 | 48490.00 | 48550.00 | 48150.00 | -180.00 | -150.00 | -160.00 | -150.00 |
| 2019-02-13 | 48000.00 | 48120.00 | 48150.00 | 47830.00 | 48150.00 | 48280.00 | 48320.00 | 47960.00 | -150.00 | -160.00 | -170.00 | -130.00 |
| 2019-02-12 | 48310.00 | 48110.00 | 48450.00 | 48060.00 | 48440.00 | 48260.00 | 48570.00 | 48210.00 | -130.00 | -150.00 | -120.00 | -150.00 |
| 2019-02-11 | 48600.00 | 48190.00 | 48600.00 | 48170.00 | 48710.00 | 48300.00 | 48740.00 | 48290.00 | -110.00 | -110.00 | -140.00 | -120.00 |
| 2019-02-01 | 48210.00 | 48270.00 | 48360.00 | 47970.00 | 48300.00 | 48370.00 | 48450.00 | 48040.00 | -90.00 | -100.00 | -90.00 | -70.00 |
| 2019-01-31 | 47830.00 | 48090.00 | 48220.00 | 47770.00 | 47890.00 | 48170.00 | 48280.00 | 47820.00 | -60.00 | -80.00 | -60.00 | -50.00 |
| 2019-01-30 | 47610.00 | 47700.00 | 47920.00 | 47600.00 | 47660.00 | 47740.00 | 47970.00 | 47660.00 | -50.00 | -40.00 | -50.00 | -60.00 |
| 2019-01-29 | 47620.00 | 47580.00 | 47670.00 | 47350.00 | 47640.00 | 47610.00 | 47700.00 | 47400.00 | -20.00 | -30.00 | -30.00 | -50.00 |
| 2019-01-28 | 47210.00 | 47540.00 | 47950.00 | 47140.00 | 47250.00 | 47590.00 | 47910.00 | 47180.00 | -40.00 | -50.00 | 40.00 | -40.00 |
| 2019-01-25 | 47260.00 | 47380.00 | 47490.00 | 47090.00 | 47280.00 | 47390.00 | 47500.00 | 47110.00 | -20.00 | -10.00 | -10.00 | -20.00 |
| 2019-01-24 | 47430.00 | 47320.00 | 47610.00 | 47260.00 | 47430.00 | 47310.00 | 47610.00 | 47270.00 | 0.00 | 10.00 | 0.00 | -10.00 |
| 2019-01-23 | 47610.00 | 47540.00 | 47690.00 | 47320.00 | 47560.00 | 47520.00 | 47690.00 | 47330.00 | 50.00 | 20.00 | 0.00 | -10.00 |
| 2019-01-22 | 47660.00 | 47530.00 | 47850.00 | 47500.00 | 47620.00 | 47540.00 | 47850.00 | 47510.00 | 40.00 | -10.00 | 0.00 | -10.00 |
| 2019-01-21 | 47930.00 | 47800.00 | 48300.00 | 47690.00 | 47900.00 | 47770.00 | 48250.00 | 47670.00 | 30.00 | 30.00 | 50.00 | 20.00 |
| 2019-01-18 | 47350.00 | 47860.00 | 47930.00 | 47230.00 | 47280.00 | 47840.00 | 47870.00 | 47210.00 | 70.00 | 20.00 | 60.00 | 20.00 |
| 2019-01-17 | 47340.00 | 47380.00 | 47490.00 | 47220.00 | 47280.00 | 47370.00 | 47480.00 | 47180.00 | 60.00 | 10.00 | 10.00 | 40.00 |
| 2019-01-16 | 46920.00 | 47380.00 | 47430.00 | 46890.00 | 46930.00 | 47390.00 | 47410.00 | 46900.00 | -10.00 | -10.00 | 20.00 | -10.00 |
| 2019-01-15 | 46830.00 | 47000.00 | 47080.00 | 46690.00 | 46850.00 | 46990.00 | 47060.00 | 46710.00 | -20.00 | 10.00 | 20.00 | -20.00 |
| 2019-01-14 | 47150.00 | 46890.00 | 47270.00 | 46730.00 | 47160.00 | 46900.00 | 47250.00 | 46750.00 | -10.00 | -10.00 | 20.00 | -20.00 |
| 2019-01-11 | 47340.00 | 47320.00 | 47350.00 | 46970.00 | 47360.00 | 47290.00 | 47360.00 | 46980.00 | -20.00 | 30.00 | -10.00 | -10.00 |
| 2019-01-10 | 47730.00 | 47510.00 | 47740.00 | 47380.00 | 47670.00 | 47500.00 | 47720.00 | 47370.00 | 60.00 | 10.00 | 20.00 | 10.00 |
| 2019-01-09 | 47420.00 | 47680.00 | 47820.00 | 47260.00 | 47410.00 | 47650.00 | 47770.00 | 47250.00 | 10.00 | 30.00 | 50.00 | 10.00 |
| 2019-01-08 | 47380.00 | 47340.00 | 47510.00 | 47230.00 | 47420.00 | 47350.00 | 47500.00 | 47200.00 | -40.00 | -10.00 | 10.00 | 30.00 |
| 2019-01-07 | 47140.00 | 47430.00 | 47680.00 | 46810.00 | 47180.00 | 47450.00 | 47690.00 | 46840.00 | -40.00 | -20.00 | -10.00 | -30.00 |
| 2019-01-04 | 47200.00 | 47140.00 | 47370.00 | 46210.00 | 47230.00 | 47180.00 | 47400.00 | 46250.00 | -30.00 | -40.00 | -30.00 | -40.00 |
| 2019-01-03 | 47180.00 | 47310.00 | 47460.00 | 46960.00 | 47260.00 | 47330.00 | 47470.00 | 47000.00 | -80.00 | -20.00 | -10.00 | -40.00 |
| 2019-01-02 | 47980.00 | 47680.00 | 48170.00 | 47670.00 | 47960.00 | 47620.00 | 48150.00 | 47610.00 | 20.00 | 60.00 | 20.00 | 60.00 |
| 2018-12-28 | 48200.00 | 48340.00 | 48390.00 | 47970.00 | 48160.00 | 48310.00 | 48350.00 | 47930.00 | 40.00 | 30.00 | 40.00 | 40.00 |
| 2018-12-27 | 48400.00 | 48280.00 | 48640.00 | 48160.00 | 48350.00 | 48240.00 | 48600.00 | 48150.00 | 50.00 | 40.00 | 40.00 | 10.00 |
| 2018-12-26 | 48000.00 | 48040.00 | 48090.00 | 47820.00 | 47950.00 | 47990.00 | 48050.00 | 47770.00 | 50.00 | 50.00 | 40.00 | 50.00 |
| 2018-12-25 | 48010.00 | 48010.00 | 48190.00 | 47470.00 | 48000.00 | 47990.00 | 48170.00 | 47460.00 | 10.00 | 20.00 | 20.00 | 10.00 |
| 2018-12-24 | 48300.00 | 48100.00 | 48510.00 | 48030.00 | 48360.00 | 48070.00 | 48500.00 | 48040.00 | -60.00 | 30.00 | 10.00 | -10.00 |
| 2018-12-21 | 48360.00 | 48410.00 | 48600.00 | 48200.00 | 48330.00 | 48450.00 | 48640.00 | 48200.00 | 30.00 | -40.00 | -40.00 | 0.00 |
| 2018-12-20 | 48130.00 | 48220.00 | 48470.00 | 47760.00 | 48100.00 | 48240.00 | 48480.00 | 47780.00 | 30.00 | -20.00 | -10.00 | -20.00 |
| 2018-12-19 | 48730.00 | 48090.00 | 48800.00 | 48010.00 | 48750.00 | 48120.00 | 48760.00 | 48100.00 | -20.00 | -30.00 | 40.00 | -90.00 |
| 2018-12-18 | 49040.00 | 48930.00 | 49180.00 | 48860.00 | 49100.00 | 48900.00 | 49160.00 | 48850.00 | -60.00 | 30.00 | 20.00 | 10.00 |
| 2018-12-17 | 48800.00 | 49230.00 | 49300.00 | 48740.00 | 48800.00 | 49220.00 | 49300.00 | 48770.00 | 0.00 | 10.00 | 0.00 | -30.00 |
| 2018-12-14 | 49310.00 | 48890.00 | 49440.00 | 48870.00 | 49310.00 | 48910.00 | 49430.00 | 48910.00 | 0.00 | -20.00 | 10.00 | -40.00 |
| 2018-12-13 | 49040.00 | 49340.00 | 49400.00 | 49010.00 | 49060.00 | 49360.00 | 49360.00 | 49050.00 | -20.00 | -20.00 | 40.00 | -40.00 |
| 2018-12-12 | 49150.00 | 49080.00 | 49450.00 | 49050.00 | 49200.00 | 49110.00 | 49480.00 | 49080.00 | -50.00 | -30.00 | -30.00 | -30.00 |
| 2018-12-11 | 48930.00 | 49090.00 | 49180.00 | 48800.00 | 48970.00 | 49100.00 | 49210.00 | 48860.00 | -40.00 | -10.00 | -30.00 | -60.00 |
| 2018-12-10 | 49230.00 | 48930.00 | 49260.00 | 48870.00 | 49310.00 | 48970.00 | 49310.00 | 48940.00 | -80.00 | -40.00 | -50.00 | -70.00 |
| 2018-12-07 | 48760.00 | 49180.00 | 49300.00 | 48720.00 | 48830.00 | 49240.00 | 49310.00 | 48770.00 | -70.00 | -60.00 | -10.00 | -50.00 |
| 2018-12-06 | 49260.00 | 48980.00 | 49370.00 | 48960.00 | 49300.00 | 49040.00 | 49390.00 | 49020.00 | -40.00 | -60.00 | -20.00 | -60.00 |
| 2018-12-05 | 49640.00 | 49350.00 | 49730.00 | 49100.00 | 49650.00 | 49390.00 | 49710.00 | 49100.00 | -10.00 | -40.00 | 20.00 | 0.00 |