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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-09-09 | 73000.00 | 72410.00 | 73050.00 | 71660.00 | 72990.00 | 72380.00 | 73040.00 | 71630.00 | 10.00 | 30.00 | 10.00 | 30.00 |
| 2024-09-06 | 72310.00 | 73050.00 | 73080.00 | 72170.00 | 72300.00 | 73020.00 | 73080.00 | 72200.00 | 10.00 | 30.00 | 0.00 | -30.00 |
| 2024-09-05 | 71960.00 | 71520.00 | 72360.00 | 71520.00 | 71900.00 | 71580.00 | 72400.00 | 71570.00 | 60.00 | -60.00 | -40.00 | -50.00 |
| 2024-09-04 | 72400.00 | 71700.00 | 72520.00 | 71600.00 | 72600.00 | 71730.00 | 72600.00 | 71650.00 | -200.00 | -30.00 | -80.00 | -50.00 |
| 2024-09-03 | 73500.00 | 72890.00 | 73870.00 | 72860.00 | 73500.00 | 72910.00 | 73920.00 | 72890.00 | 0.00 | -20.00 | -50.00 | -30.00 |
| 2024-09-02 | 74220.00 | 73610.00 | 74220.00 | 73460.00 | 74300.00 | 73700.00 | 74310.00 | 73550.00 | -80.00 | -90.00 | -90.00 | -90.00 |
| 2024-08-30 | 73820.00 | 74220.00 | 74480.00 | 73550.00 | 73840.00 | 74150.00 | 74490.00 | 73460.00 | -20.00 | 70.00 | -10.00 | 90.00 |
| 2024-08-29 | 74250.00 | 74200.00 | 74530.00 | 73750.00 | 74200.00 | 74140.00 | 74440.00 | 73700.00 | 50.00 | 60.00 | 90.00 | 50.00 |
| 2024-08-28 | 75240.00 | 74590.00 | 75580.00 | 74560.00 | 75020.00 | 74550.00 | 75460.00 | 74500.00 | 220.00 | 40.00 | 120.00 | 60.00 |
| 2024-08-27 | 74850.00 | 75010.00 | 75230.00 | 74660.00 | 74740.00 | 74920.00 | 75100.00 | 74560.00 | 110.00 | 90.00 | 130.00 | 100.00 |
| 2024-08-26 | 73650.00 | 75170.00 | 75180.00 | 73470.00 | 73540.00 | 75020.00 | 75060.00 | 73440.00 | 110.00 | 150.00 | 120.00 | 30.00 |
| 2024-08-23 | 73680.00 | 73500.00 | 73820.00 | 73360.00 | 73610.00 | 73440.00 | 73770.00 | 73310.00 | 70.00 | 60.00 | 50.00 | 50.00 |
| 2024-08-22 | 74000.00 | 73930.00 | 74360.00 | 73580.00 | 73920.00 | 73880.00 | 74250.00 | 73530.00 | 80.00 | 50.00 | 110.00 | 50.00 |
| 2024-08-21 | 74050.00 | 73910.00 | 74120.00 | 73250.00 | 74090.00 | 73950.00 | 74180.00 | 73270.00 | -40.00 | -40.00 | -60.00 | -20.00 |
| 2024-08-20 | 74050.00 | 73770.00 | 74280.00 | 73630.00 | 74200.00 | 73810.00 | 74320.00 | 73670.00 | -150.00 | -40.00 | -40.00 | -40.00 |
| 2024-08-19 | 73410.00 | 73900.00 | 74230.00 | 72970.00 | 73490.00 | 73940.00 | 74300.00 | 73030.00 | -80.00 | -40.00 | -70.00 | -60.00 |
| 2024-08-16 | 73340.00 | 73930.00 | 74080.00 | 73090.00 | 73420.00 | 73980.00 | 74160.00 | 73180.00 | -80.00 | -50.00 | -80.00 | -90.00 |
| 2024-08-15 | 72320.00 | 72830.00 | 72860.00 | 71900.00 | 72410.00 | 72920.00 | 72940.00 | 72000.00 | -90.00 | -90.00 | -80.00 | -100.00 |
| 2024-08-14 | 72200.00 | 72010.00 | 72650.00 | 71650.00 | 72340.00 | 72160.00 | 72790.00 | 71750.00 | -140.00 | -150.00 | -140.00 | -100.00 |
| 2024-08-13 | 72400.00 | 72280.00 | 73220.00 | 72020.00 | 72510.00 | 72410.00 | 73350.00 | 72120.00 | -110.00 | -130.00 | -130.00 | -100.00 |
| 2024-08-12 | 71750.00 | 72190.00 | 72240.00 | 71310.00 | 71880.00 | 72280.00 | 72370.00 | 71440.00 | -130.00 | -90.00 | -130.00 | -130.00 |
| 2024-08-09 | 70700.00 | 71670.00 | 72150.00 | 70630.00 | 70700.00 | 71800.00 | 72260.00 | 70700.00 | 0.00 | -130.00 | -110.00 | -70.00 |
| 2024-08-08 | 71400.00 | 70680.00 | 71420.00 | 70630.00 | 71380.00 | 70800.00 | 71530.00 | 70740.00 | 20.00 | -120.00 | -110.00 | -110.00 |
| 2024-08-07 | 70850.00 | 71390.00 | 71970.00 | 70850.00 | 70900.00 | 71520.00 | 72080.00 | 70900.00 | -50.00 | -130.00 | -110.00 | -50.00 |
| 2024-08-06 | 70800.00 | 70850.00 | 72240.00 | 70590.00 | 70630.00 | 70980.00 | 72340.00 | 70630.00 | 170.00 | -130.00 | -100.00 | -40.00 |
| 2024-08-05 | 73680.00 | 72210.00 | 73980.00 | 72180.00 | 73840.00 | 72300.00 | 74150.00 | 72290.00 | -160.00 | -90.00 | -170.00 | -110.00 |
| 2024-08-02 | 74510.00 | 73700.00 | 74840.00 | 73240.00 | 74570.00 | 73810.00 | 74990.00 | 73390.00 | -60.00 | -110.00 | -150.00 | -150.00 |
| 2024-08-01 | 74690.00 | 74780.00 | 75490.00 | 74540.00 | 74850.00 | 74900.00 | 75620.00 | 74680.00 | -160.00 | -120.00 | -130.00 | -140.00 |
| 2024-07-31 | 73040.00 | 74470.00 | 74520.00 | 72740.00 | 73210.00 | 74600.00 | 74650.00 | 72900.00 | -170.00 | -130.00 | -130.00 | -160.00 |
| 2024-07-30 | 73700.00 | 73420.00 | 74010.00 | 73040.00 | 73880.00 | 73610.00 | 74100.00 | 73180.00 | -180.00 | -190.00 | -90.00 | -140.00 |
| 2024-07-29 | 74250.00 | 74040.00 | 74840.00 | 74030.00 | 74320.00 | 74150.00 | 74920.00 | 74120.00 | -70.00 | -110.00 | -80.00 | -90.00 |
| 2024-07-26 | 73550.00 | 74150.00 | 74670.00 | 73380.00 | 73290.00 | 74010.00 | 74510.00 | 73240.00 | 260.00 | 140.00 | 160.00 | 140.00 |
| 2024-07-25 | 74800.00 | 73030.00 | 74890.00 | 72800.00 | 74640.00 | 72900.00 | 74760.00 | 72770.00 | 160.00 | 130.00 | 130.00 | 30.00 |
| 2024-07-24 | 74840.00 | 75000.00 | 75210.00 | 74520.00 | 74640.00 | 74840.00 | 75110.00 | 74430.00 | 200.00 | 160.00 | 100.00 | 90.00 |
| 2024-07-23 | 75390.00 | 74710.00 | 75990.00 | 74710.00 | 75260.00 | 74640.00 | 75900.00 | 74640.00 | 130.00 | 70.00 | 90.00 | 70.00 |
| 2024-07-22 | 76120.00 | 75760.00 | 76610.00 | 75680.00 | 76350.00 | 75640.00 | 76470.00 | 75570.00 | -230.00 | 120.00 | 140.00 | 110.00 |
| 2024-07-19 | 77380.00 | 76580.00 | 77380.00 | 76300.00 | 77310.00 | 76740.00 | 77460.00 | 76430.00 | 70.00 | -160.00 | -80.00 | -130.00 |
| 2024-07-18 | 78390.00 | 78380.00 | 78500.00 | 77970.00 | 78500.00 | 78580.00 | 78650.00 | 78130.00 | -110.00 | -200.00 | -150.00 | -160.00 |
| 2024-07-17 | 78730.00 | 78500.00 | 78890.00 | 78280.00 | 79000.00 | 78650.00 | 79090.00 | 78450.00 | -270.00 | -150.00 | -200.00 | -170.00 |
| 2024-07-16 | 79330.00 | 79280.00 | 79740.00 | 79120.00 | 79570.00 | 79470.00 | 79970.00 | 79320.00 | -240.00 | -190.00 | -230.00 | -200.00 |
| 2024-07-15 | 79600.00 | 79490.00 | 80210.00 | 79260.00 | 79620.00 | 79700.00 | 80420.00 | 79410.00 | -20.00 | -210.00 | -210.00 | -150.00 |
| 2024-07-12 | 79780.00 | 78950.00 | 79900.00 | 78850.00 | 80020.00 | 79120.00 | 80150.00 | 79020.00 | -240.00 | -170.00 | -250.00 | -170.00 |
| 2024-07-11 | 79970.00 | 79920.00 | 80300.00 | 79780.00 | 80150.00 | 80170.00 | 80530.00 | 80020.00 | -180.00 | -250.00 | -230.00 | -240.00 |
| 2024-07-10 | 80260.00 | 79580.00 | 80340.00 | 79460.00 | 80460.00 | 79820.00 | 80580.00 | 79680.00 | -200.00 | -240.00 | -240.00 | -220.00 |
| 2024-07-09 | 80470.00 | 80480.00 | 80650.00 | 80020.00 | 80720.00 | 80760.00 | 80890.00 | 80270.00 | -250.00 | -280.00 | -240.00 | -250.00 |
| 2024-07-08 | 80650.00 | 79930.00 | 80800.00 | 79750.00 | 81150.00 | 80160.00 | 81150.00 | 80000.00 | -500.00 | -230.00 | -350.00 | -250.00 |
| 2024-07-05 | 80360.00 | 80370.00 | 80570.00 | 79830.00 | 80540.00 | 80650.00 | 80860.00 | 80100.00 | -180.00 | -280.00 | -290.00 | -270.00 |
| 2024-07-04 | 79990.00 | 79870.00 | 80520.00 | 79690.00 | 80300.00 | 80130.00 | 80790.00 | 79960.00 | -310.00 | -260.00 | -270.00 | -270.00 |
| 2024-07-03 | 79140.00 | 79630.00 | 79650.00 | 78660.00 | 79400.00 | 79880.00 | 79910.00 | 78930.00 | -260.00 | -250.00 | -260.00 | -270.00 |
| 2024-07-02 | 78760.00 | 78690.00 | 78960.00 | 78500.00 | 78950.00 | 78940.00 | 79170.00 | 78690.00 | -190.00 | -250.00 | -210.00 | -190.00 |
| 2024-07-01 | 78690.00 | 78060.00 | 79020.00 | 77880.00 | 79000.00 | 78270.00 | 79200.00 | 78100.00 | -310.00 | -210.00 | -180.00 | -220.00 |
| 2024-06-28 | 78080.00 | 78370.00 | 78530.00 | 77630.00 | 78180.00 | 78560.00 | 78690.00 | 77800.00 | -100.00 | -190.00 | -160.00 | -170.00 |
| 2024-06-27 | 78420.00 | 77550.00 | 78420.00 | 77420.00 | 78620.00 | 77680.00 | 78620.00 | 77580.00 | -200.00 | -130.00 | -200.00 | -160.00 |
| 2024-06-26 | 78320.00 | 78480.00 | 78560.00 | 77540.00 | 78120.00 | 78260.00 | 78330.00 | 77350.00 | 200.00 | 220.00 | 230.00 | 190.00 |
| 2024-06-25 | 78740.00 | 78670.00 | 79130.00 | 78540.00 | 78520.00 | 78460.00 | 78920.00 | 78360.00 | 220.00 | 210.00 | 210.00 | 180.00 |
| 2024-06-24 | 78740.00 | 78670.00 | 79180.00 | 78430.00 | 78640.00 | 78500.00 | 78970.00 | 78270.00 | 100.00 | 170.00 | 210.00 | 160.00 |
| 2024-06-21 | 79670.00 | 79310.00 | 80530.00 | 79300.00 | 79670.00 | 79120.00 | 80280.00 | 79100.00 | 0.00 | 190.00 | 250.00 | 200.00 |
| 2024-06-20 | 79270.00 | 79390.00 | 79980.00 | 78940.00 | 79500.00 | 79600.00 | 80190.00 | 79100.00 | -230.00 | -210.00 | -210.00 | -160.00 |
| 2024-06-19 | 77800.00 | 79040.00 | 79050.00 | 77760.00 | 77900.00 | 79210.00 | 79220.00 | 77880.00 | -100.00 | -170.00 | -170.00 | -120.00 |
| 2024-06-18 | 78030.00 | 78370.00 | 79060.00 | 77890.00 | 78020.00 | 78520.00 | 79250.00 | 78020.00 | 10.00 | -150.00 | -190.00 | -130.00 |
| 2024-06-17 | 79410.00 | 78110.00 | 79530.00 | 78110.00 | 79550.00 | 78280.00 | 79780.00 | 78280.00 | -140.00 | -170.00 | -250.00 | -170.00 |
| 2024-06-14 | 80070.00 | 79550.00 | 80200.00 | 79060.00 | 80300.00 | 79800.00 | 80420.00 | 79280.00 | -230.00 | -250.00 | -220.00 | -220.00 |
| 2024-06-13 | 80650.00 | 80000.00 | 81050.00 | 79210.00 | 80760.00 | 80250.00 | 81230.00 | 79390.00 | -110.00 | -250.00 | -180.00 | -180.00 |
| 2024-06-12 | 79390.00 | 79880.00 | 80260.00 | 79130.00 | 79700.00 | 80030.00 | 80450.00 | 79300.00 | -310.00 | -150.00 | -190.00 | -170.00 |
| 2024-06-11 | 80620.00 | 79870.00 | 80680.00 | 79600.00 | 80330.00 | 80070.00 | 80890.00 | 79780.00 | 290.00 | -200.00 | -210.00 | -180.00 |
| 2024-06-07 | 81510.00 | 81530.00 | 82440.00 | 81300.00 | 81660.00 | 81720.00 | 82640.00 | 81500.00 | -150.00 | -190.00 | -200.00 | -200.00 |
| 2024-06-06 | 80330.00 | 81250.00 | 81720.00 | 80090.00 | 80460.00 | 81460.00 | 81900.00 | 80250.00 | -130.00 | -210.00 | -180.00 | -160.00 |
| 2024-06-05 | 80960.00 | 80060.00 | 81060.00 | 80040.00 | 81060.00 | 80190.00 | 81280.00 | 80180.00 | -100.00 | -130.00 | -220.00 | -140.00 |
| 2024-06-04 | 81960.00 | 81970.00 | 82460.00 | 81600.00 | 82160.00 | 82230.00 | 82680.00 | 81860.00 | -200.00 | -260.00 | -220.00 | -260.00 |
| 2024-06-03 | 82290.00 | 81510.00 | 82680.00 | 81130.00 | 82490.00 | 81740.00 | 82960.00 | 81410.00 | -200.00 | -230.00 | -280.00 | -280.00 |
| 2024-05-31 | 82000.00 | 82500.00 | 82620.00 | 81650.00 | 82400.00 | 82760.00 | 82860.00 | 81910.00 | -400.00 | -260.00 | -240.00 | -260.00 |
| 2024-05-30 | 84180.00 | 82860.00 | 84870.00 | 82440.00 | 84830.00 | 83150.00 | 85150.00 | 82680.00 | -650.00 | -290.00 | -280.00 | -240.00 |
| 2024-05-29 | 84870.00 | 85470.00 | 85880.00 | 84130.00 | 85210.00 | 85780.00 | 85960.00 | 84410.00 | -340.00 | -310.00 | -80.00 | -280.00 |
| 2024-05-28 | 83900.00 | 84600.00 | 85400.00 | 83860.00 | 84200.00 | 84860.00 | 85690.00 | 84120.00 | -300.00 | -260.00 | -290.00 | -260.00 |
| 2024-05-27 | 83750.00 | 83530.00 | 84170.00 | 83450.00 | 84010.00 | 83800.00 | 84380.00 | 83670.00 | -260.00 | -270.00 | -210.00 | -220.00 |
| 2024-05-24 | 83610.00 | 84050.00 | 84400.00 | 83200.00 | 84000.00 | 84210.00 | 84600.00 | 83420.00 | -390.00 | -160.00 | -200.00 | -220.00 |
| 2024-05-23 | 84500.00 | 83080.00 | 85140.00 | 82760.00 | 84810.00 | 83300.00 | 85340.00 | 83000.00 | -310.00 | -220.00 | -200.00 | -240.00 |
| 2024-05-22 | 87680.00 | 86220.00 | 87960.00 | 85610.00 | 87770.00 | 86480.00 | 88180.00 | 85820.00 | -90.00 | -260.00 | -220.00 | -210.00 |
| 2024-05-21 | 86670.00 | 87090.00 | 88630.00 | 85860.00 | 86930.00 | 86770.00 | 88230.00 | 85640.00 | -260.00 | 320.00 | 400.00 | 220.00 |
| 2024-05-20 | 84530.00 | 87670.00 | 88940.00 | 84420.00 | 84300.00 | 87360.00 | 88600.00 | 84080.00 | 230.00 | 310.00 | 340.00 | 340.00 |
| 2024-05-17 | 82720.00 | 84250.00 | 84500.00 | 82410.00 | 82470.00 | 83920.00 | 84190.00 | 82120.00 | 250.00 | 330.00 | 310.00 | 290.00 |
| 2024-05-16 | 82370.00 | 82600.00 | 83000.00 | 81260.00 | 82240.00 | 82310.00 | 82690.00 | 81000.00 | 130.00 | 290.00 | 310.00 | 260.00 |
| 2024-05-15 | 82090.00 | 81780.00 | 82290.00 | 80950.00 | 82300.00 | 82080.00 | 82590.00 | 81220.00 | -210.00 | -300.00 | -300.00 | -270.00 |
| 2024-05-14 | 81540.00 | 82280.00 | 82440.00 | 81350.00 | 81750.00 | 82540.00 | 82730.00 | 81650.00 | -210.00 | -260.00 | -290.00 | -300.00 |
| 2024-05-13 | 80640.00 | 81150.00 | 81310.00 | 80210.00 | 80870.00 | 81410.00 | 81580.00 | 80450.00 | -230.00 | -260.00 | -270.00 | -240.00 |
| 2024-05-10 | 79760.00 | 80970.00 | 81040.00 | 79600.00 | 79940.00 | 81190.00 | 81250.00 | 79740.00 | -180.00 | -220.00 | -210.00 | -140.00 |
| 2024-05-09 | 79470.00 | 79630.00 | 80040.00 | 79420.00 | 79530.00 | 79810.00 | 80220.00 | 79530.00 | -60.00 | -180.00 | -180.00 | -110.00 |
| 2024-05-08 | 80520.00 | 79540.00 | 80890.00 | 79410.00 | 80730.00 | 79680.00 | 81040.00 | 79570.00 | -210.00 | -140.00 | -150.00 | -160.00 |
| 2024-05-07 | 81300.00 | 80500.00 | 81680.00 | 80490.00 | 81610.00 | 80690.00 | 81860.00 | 80660.00 | -310.00 | -190.00 | -180.00 | -170.00 |
| 2024-05-06 | 80220.00 | 81300.00 | 81340.00 | 80140.00 | 80360.00 | 81440.00 | 81500.00 | 80320.00 | -140.00 | -140.00 | -160.00 | -180.00 |
| 2024-04-30 | 81130.00 | 82180.00 | 82460.00 | 81100.00 | 81360.00 | 82320.00 | 82610.00 | 81280.00 | -230.00 | -140.00 | -150.00 | -180.00 |
| 2024-04-29 | 80810.00 | 80940.00 | 81110.00 | 80080.00 | 80960.00 | 81100.00 | 81270.00 | 80280.00 | -150.00 | -160.00 | -160.00 | -200.00 |
| 2024-04-26 | 80660.00 | 81100.00 | 81180.00 | 79810.00 | 80680.00 | 81260.00 | 81380.00 | 80030.00 | -20.00 | -160.00 | -200.00 | -220.00 |
| 2024-04-25 | 79250.00 | 80160.00 | 80200.00 | 78830.00 | 79530.00 | 80320.00 | 80330.00 | 78990.00 | -280.00 | -160.00 | -130.00 | -160.00 |
| 2024-04-24 | 77930.00 | 79380.00 | 79500.00 | 77650.00 | 78100.00 | 79560.00 | 79680.00 | 77830.00 | -170.00 | -180.00 | -180.00 | -180.00 |
| 2024-04-23 | 79710.00 | 78020.00 | 79730.00 | 77830.00 | 79760.00 | 78190.00 | 79850.00 | 78010.00 | -50.00 | -170.00 | -120.00 | -180.00 |
| 2024-04-22 | 79700.00 | 79550.00 | 81050.00 | 79430.00 | 79860.00 | 79740.00 | 81200.00 | 79610.00 | -160.00 | -190.00 | -150.00 | -180.00 |
| 2024-04-19 | 78900.00 | 79370.00 | 79840.00 | 78200.00 | 79040.00 | 79510.00 | 79980.00 | 78390.00 | -140.00 | -140.00 | -140.00 | -190.00 |
| 2024-04-18 | 77290.00 | 78780.00 | 78920.00 | 76840.00 | 77130.00 | 78570.00 | 78680.00 | 76660.00 | 160.00 | 210.00 | 240.00 | 180.00 |
| 2024-04-17 | 76460.00 | 76920.00 | 77010.00 | 76300.00 | 76220.00 | 76730.00 | 76800.00 | 76110.00 | 240.00 | 190.00 | 210.00 | 190.00 |