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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2018-12-04 | 50180.00 | 49660.00 | 50370.00 | 49600.00 | 50140.00 | 49660.00 | 50350.00 | 49620.00 | 40.00 | 0.00 | 20.00 | -20.00 |
| 2018-12-03 | 49560.00 | 50280.00 | 50740.00 | 49310.00 | 49610.00 | 50250.00 | 50790.00 | 49380.00 | -50.00 | 30.00 | -50.00 | -70.00 |
| 2018-11-30 | 49530.00 | 49650.00 | 49680.00 | 49430.00 | 49590.00 | 49720.00 | 49720.00 | 49450.00 | -60.00 | -70.00 | -40.00 | -20.00 |
| 2018-11-29 | 49250.00 | 49560.00 | 49820.00 | 49110.00 | 49200.00 | 49500.00 | 49770.00 | 49060.00 | 50.00 | 60.00 | 50.00 | 50.00 |
| 2018-11-28 | 48900.00 | 49280.00 | 49300.00 | 48620.00 | 48800.00 | 49210.00 | 49240.00 | 48500.00 | 100.00 | 70.00 | 60.00 | 120.00 |
| 2018-11-27 | 49420.00 | 48880.00 | 49440.00 | 48650.00 | 49340.00 | 48770.00 | 49410.00 | 48510.00 | 80.00 | 110.00 | 30.00 | 140.00 |
| 2018-11-26 | 49300.00 | 49300.00 | 49450.00 | 49050.00 | 49250.00 | 49260.00 | 49430.00 | 49030.00 | 50.00 | 40.00 | 20.00 | 20.00 |
| 2018-11-23 | 49550.00 | 49400.00 | 49830.00 | 49330.00 | 49550.00 | 49430.00 | 49820.00 | 49400.00 | 0.00 | -30.00 | 10.00 | -70.00 |
| 2018-11-22 | 49600.00 | 49570.00 | 49710.00 | 49260.00 | 49570.00 | 49610.00 | 49710.00 | 49300.00 | 30.00 | -40.00 | 0.00 | -40.00 |
| 2018-11-21 | 49750.00 | 49410.00 | 50000.00 | 48740.00 | 49690.00 | 49420.00 | 49940.00 | 48750.00 | 60.00 | -10.00 | 60.00 | -10.00 |
| 2018-11-20 | 49850.00 | 49580.00 | 50030.00 | 49540.00 | 49760.00 | 49570.00 | 49970.00 | 49520.00 | 90.00 | 10.00 | 60.00 | 20.00 |
| 2018-11-19 | 49470.00 | 49780.00 | 49920.00 | 49400.00 | 49480.00 | 49700.00 | 49830.00 | 49370.00 | -10.00 | 80.00 | 90.00 | 30.00 |
| 2018-11-16 | 49560.00 | 49580.00 | 49770.00 | 49410.00 | 49530.00 | 49530.00 | 49750.00 | 49410.00 | 30.00 | 50.00 | 20.00 | 0.00 |
| 2018-11-15 | 48970.00 | 49520.00 | 49580.00 | 48920.00 | 49020.00 | 49500.00 | 49550.00 | 48950.00 | -50.00 | 20.00 | 30.00 | -30.00 |
| 2018-11-14 | 49090.00 | 48820.00 | 49350.00 | 48720.00 | 49100.00 | 48850.00 | 49370.00 | 48780.00 | -10.00 | -30.00 | -20.00 | -60.00 |
| 2018-11-13 | 48930.00 | 49100.00 | 49130.00 | 48670.00 | 48920.00 | 49140.00 | 49170.00 | 48730.00 | 10.00 | -40.00 | -40.00 | -60.00 |
| 2018-11-12 | 49070.00 | 48920.00 | 49160.00 | 48770.00 | 49230.00 | 48950.00 | 49290.00 | 48930.00 | -160.00 | -30.00 | -130.00 | -160.00 |
| 2018-11-09 | 49220.00 | 49180.00 | 49560.00 | 49070.00 | 49370.00 | 49350.00 | 49680.00 | 49200.00 | -150.00 | -170.00 | -120.00 | -130.00 |
| 2018-11-08 | 49630.00 | 49370.00 | 49690.00 | 49310.00 | 49690.00 | 49520.00 | 49780.00 | 49420.00 | -60.00 | -150.00 | -90.00 | -110.00 |
| 2018-11-07 | 49660.00 | 49470.00 | 49890.00 | 49210.00 | 49740.00 | 49540.00 | 49960.00 | 49300.00 | -80.00 | -70.00 | -70.00 | -90.00 |
| 2018-11-06 | 49710.00 | 49660.00 | 49900.00 | 49480.00 | 49760.00 | 49740.00 | 49970.00 | 49550.00 | -50.00 | -80.00 | -70.00 | -70.00 |
| 2018-11-05 | 49900.00 | 49770.00 | 50300.00 | 49730.00 | 49970.00 | 49870.00 | 50390.00 | 49790.00 | -70.00 | -100.00 | -90.00 | -60.00 |
| 2018-11-02 | 48760.00 | 49830.00 | 49960.00 | 48700.00 | 48840.00 | 49890.00 | 50020.00 | 48770.00 | -80.00 | -60.00 | -60.00 | -70.00 |
| 2018-11-01 | 49050.00 | 48730.00 | 49290.00 | 48510.00 | 48950.00 | 48670.00 | 49230.00 | 48450.00 | 100.00 | 60.00 | 60.00 | 60.00 |
| 2018-10-31 | 49400.00 | 49060.00 | 49440.00 | 48950.00 | 49390.00 | 49060.00 | 49390.00 | 48860.00 | 10.00 | 0.00 | 50.00 | 90.00 |
| 2018-10-30 | 50080.00 | 49700.00 | 50170.00 | 49620.00 | 50130.00 | 49660.00 | 50180.00 | 49600.00 | -50.00 | 40.00 | -10.00 | 20.00 |
| 2018-10-29 | 49770.00 | 49770.00 | 50210.00 | 49610.00 | 49730.00 | 49800.00 | 50190.00 | 49600.00 | 40.00 | -30.00 | 20.00 | 10.00 |
| 2018-10-26 | 50030.00 | 49750.00 | 50390.00 | 49710.00 | 50080.00 | 49750.00 | 50350.00 | 49720.00 | -50.00 | 0.00 | 40.00 | -10.00 |
| 2018-10-25 | 50140.00 | 49760.00 | 50270.00 | 49360.00 | 50110.00 | 49770.00 | 50270.00 | 49390.00 | 30.00 | -10.00 | 0.00 | -30.00 |
| 2018-10-24 | 49860.00 | 50330.00 | 50400.00 | 49820.00 | 49920.00 | 50270.00 | 50290.00 | 49850.00 | -60.00 | 60.00 | 110.00 | -30.00 |
| 2018-10-23 | 50730.00 | 50060.00 | 50760.00 | 50000.00 | 50710.00 | 50100.00 | 50780.00 | 50040.00 | 20.00 | -40.00 | -20.00 | -40.00 |
| 2018-10-22 | 50420.00 | 50510.00 | 50580.00 | 50180.00 | 50480.00 | 50540.00 | 50610.00 | 50250.00 | -60.00 | -30.00 | -30.00 | -70.00 |
| 2018-10-19 | 50000.00 | 50270.00 | 50310.00 | 49850.00 | 49890.00 | 50160.00 | 50210.00 | 49720.00 | 110.00 | 110.00 | 100.00 | 130.00 |
| 2018-10-18 | 50380.00 | 50130.00 | 50560.00 | 50000.00 | 50270.00 | 49980.00 | 50440.00 | 49870.00 | 110.00 | 150.00 | 120.00 | 130.00 |
| 2018-10-17 | 50330.00 | 50290.00 | 50380.00 | 50030.00 | 50210.00 | 50160.00 | 50250.00 | 49840.00 | 120.00 | 130.00 | 130.00 | 190.00 |
| 2018-10-16 | 50780.00 | 50190.00 | 50960.00 | 50130.00 | 50660.00 | 50060.00 | 50870.00 | 49960.00 | 120.00 | 130.00 | 90.00 | 170.00 |
| 2018-10-15 | 50740.00 | 50570.00 | 51090.00 | 50450.00 | 50630.00 | 50470.00 | 50970.00 | 50340.00 | 110.00 | 100.00 | 120.00 | 110.00 |
| 2018-10-12 | 50230.00 | 50800.00 | 50850.00 | 50080.00 | 50030.00 | 50650.00 | 50740.00 | 49910.00 | 200.00 | 150.00 | 110.00 | 170.00 |
| 2018-10-11 | 50730.00 | 49980.00 | 50930.00 | 49760.00 | 50700.00 | 49830.00 | 50840.00 | 49610.00 | 30.00 | 150.00 | 90.00 | 150.00 |
| 2018-10-10 | 50270.00 | 50770.00 | 51140.00 | 50160.00 | 50170.00 | 50680.00 | 51000.00 | 50060.00 | 100.00 | 90.00 | 140.00 | 100.00 |
| 2018-10-09 | 50050.00 | 50500.00 | 50500.00 | 50010.00 | 49900.00 | 50380.00 | 50380.00 | 49860.00 | 150.00 | 120.00 | 120.00 | 150.00 |
| 2018-10-08 | 50120.00 | 50010.00 | 50250.00 | 49820.00 | 50000.00 | 49850.00 | 50080.00 | 49660.00 | 120.00 | 160.00 | 170.00 | 160.00 |
| 2018-09-28 | 50040.00 | 50170.00 | 50240.00 | 49710.00 | 49910.00 | 50020.00 | 50080.00 | 49560.00 | 130.00 | 150.00 | 160.00 | 150.00 |
| 2018-09-27 | 50580.00 | 50130.00 | 50680.00 | 50070.00 | 50370.00 | 49950.00 | 50490.00 | 49910.00 | 210.00 | 180.00 | 190.00 | 160.00 |
| 2018-09-26 | 50710.00 | 50530.00 | 50820.00 | 50390.00 | 50470.00 | 50310.00 | 50580.00 | 50180.00 | 240.00 | 220.00 | 240.00 | 210.00 |
| 2018-09-25 | 50400.00 | 50360.00 | 50460.00 | 50010.00 | 50200.00 | 50130.00 | 50200.00 | 49770.00 | 200.00 | 230.00 | 260.00 | 240.00 |
| 2018-09-21 | 49330.00 | 49740.00 | 50020.00 | 49110.00 | 49180.00 | 49490.00 | 49790.00 | 48930.00 | 150.00 | 250.00 | 230.00 | 180.00 |
| 2018-09-20 | 49500.00 | 49340.00 | 49600.00 | 49230.00 | 49370.00 | 49170.00 | 49430.00 | 49080.00 | 130.00 | 170.00 | 170.00 | 150.00 |