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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-06-16 | 68250.00 | 68630.00 | 68740.00 | 68140.00 | 68030.00 | 68430.00 | 68530.00 | 67960.00 | 220.00 | 200.00 | 210.00 | 180.00 |
| 2023-06-15 | 68080.00 | 67850.00 | 68200.00 | 67750.00 | 67900.00 | 67660.00 | 68050.00 | 67560.00 | 180.00 | 190.00 | 150.00 | 190.00 |
| 2023-06-14 | 67870.00 | 67730.00 | 68040.00 | 67600.00 | 67750.00 | 67550.00 | 67880.00 | 67400.00 | 120.00 | 180.00 | 160.00 | 200.00 |
| 2023-06-13 | 66830.00 | 67340.00 | 67460.00 | 66620.00 | 66560.00 | 67140.00 | 67280.00 | 66400.00 | 270.00 | 200.00 | 180.00 | 220.00 |
| 2023-06-12 | 67410.00 | 66830.00 | 67600.00 | 66750.00 | 67120.00 | 66650.00 | 67420.00 | 66550.00 | 290.00 | 180.00 | 180.00 | 200.00 |
| 2023-06-09 | 66650.00 | 67080.00 | 67110.00 | 66630.00 | 66470.00 | 66910.00 | 66940.00 | 66430.00 | 180.00 | 170.00 | 170.00 | 200.00 |
| 2023-06-08 | 66840.00 | 66660.00 | 67180.00 | 66420.00 | 66570.00 | 66450.00 | 66960.00 | 66240.00 | 270.00 | 210.00 | 220.00 | 180.00 |
| 2023-06-07 | 66550.00 | 66540.00 | 66990.00 | 66430.00 | 66300.00 | 66330.00 | 66810.00 | 66230.00 | 250.00 | 210.00 | 180.00 | 200.00 |
| 2023-06-06 | 66270.00 | 66450.00 | 66870.00 | 66080.00 | 66040.00 | 66230.00 | 66660.00 | 65880.00 | 230.00 | 220.00 | 210.00 | 200.00 |
| 2023-06-05 | 66620.00 | 65770.00 | 66670.00 | 65620.00 | 66390.00 | 65580.00 | 66520.00 | 65420.00 | 230.00 | 190.00 | 150.00 | 200.00 |
| 2023-06-02 | 65520.00 | 66250.00 | 66440.00 | 65470.00 | 65310.00 | 66090.00 | 66280.00 | 65300.00 | 210.00 | 160.00 | 160.00 | 170.00 |
| 2023-06-01 | 64710.00 | 65720.00 | 65830.00 | 64600.00 | 64550.00 | 65520.00 | 65660.00 | 64400.00 | 160.00 | 200.00 | 170.00 | 200.00 |
| 2023-05-31 | 65100.00 | 64920.00 | 65130.00 | 64550.00 | 64840.00 | 64730.00 | 64940.00 | 64320.00 | 260.00 | 190.00 | 190.00 | 230.00 |
| 2023-05-30 | 65200.00 | 64800.00 | 65380.00 | 64440.00 | 65100.00 | 64630.00 | 65180.00 | 64250.00 | 100.00 | 170.00 | 200.00 | 190.00 |
| 2023-05-29 | 64730.00 | 65210.00 | 65350.00 | 64520.00 | 64660.00 | 64970.00 | 65160.00 | 64310.00 | 70.00 | 240.00 | 190.00 | 210.00 |
| 2023-05-26 | 63770.00 | 64630.00 | 64630.00 | 63390.00 | 64010.00 | 64820.00 | 64820.00 | 63650.00 | -240.00 | -190.00 | -190.00 | -260.00 |
| 2023-05-25 | 63720.00 | 63460.00 | 63820.00 | 62690.00 | 63900.00 | 63750.00 | 64080.00 | 63010.00 | -180.00 | -290.00 | -260.00 | -320.00 |
| 2023-05-24 | 64150.00 | 63850.00 | 64480.00 | 63570.00 | 64400.00 | 64090.00 | 64700.00 | 63870.00 | -250.00 | -240.00 | -220.00 | -300.00 |
| 2023-05-23 | 64950.00 | 64220.00 | 65210.00 | 64160.00 | 64910.00 | 64480.00 | 65360.00 | 64420.00 | 40.00 | -260.00 | -150.00 | -260.00 |
| 2023-05-22 | 65850.00 | 64860.00 | 65980.00 | 64520.00 | 66040.00 | 65060.00 | 66180.00 | 64780.00 | -190.00 | -200.00 | -200.00 | -260.00 |
| 2023-05-19 | 65360.00 | 65690.00 | 65720.00 | 65030.00 | 65130.00 | 65550.00 | 65560.00 | 64860.00 | 230.00 | 140.00 | 160.00 | 170.00 |
| 2023-05-18 | 65020.00 | 65760.00 | 65970.00 | 65020.00 | 65000.00 | 65630.00 | 65890.00 | 64920.00 | 20.00 | 130.00 | 80.00 | 100.00 |
| 2023-05-17 | 63990.00 | 64550.00 | 64660.00 | 63990.00 | 63880.00 | 64400.00 | 64510.00 | 63840.00 | 110.00 | 150.00 | 150.00 | 150.00 |
| 2023-05-16 | 65280.00 | 64360.00 | 65360.00 | 64210.00 | 65160.00 | 64240.00 | 65260.00 | 64070.00 | 120.00 | 120.00 | 100.00 | 140.00 |
| 2023-05-15 | 64880.00 | 64980.00 | 65250.00 | 64390.00 | 64790.00 | 64850.00 | 65160.00 | 64270.00 | 90.00 | 130.00 | 90.00 | 120.00 |
| 2023-05-12 | 64860.00 | 64610.00 | 64890.00 | 63910.00 | 64660.00 | 64480.00 | 64790.00 | 63810.00 | 200.00 | 130.00 | 100.00 | 100.00 |
| 2023-05-11 | 67000.00 | 65310.00 | 67070.00 | 65240.00 | 67000.00 | 65150.00 | 67000.00 | 65120.00 | 0.00 | 160.00 | 70.00 | 120.00 |
| 2023-05-10 | 67190.00 | 67240.00 | 67510.00 | 67050.00 | 67060.00 | 67150.00 | 67450.00 | 66960.00 | 130.00 | 90.00 | 60.00 | 90.00 |
| 2023-05-09 | 67570.00 | 67070.00 | 67760.00 | 67040.00 | 67490.00 | 66960.00 | 67650.00 | 66940.00 | 80.00 | 110.00 | 110.00 | 100.00 |
| 2023-05-08 | 66590.00 | 67470.00 | 67500.00 | 66470.00 | 66440.00 | 67370.00 | 67390.00 | 66370.00 | 150.00 | 100.00 | 110.00 | 100.00 |
| 2023-05-05 | 66810.00 | 66810.00 | 67090.00 | 66220.00 | 66720.00 | 66750.00 | 67000.00 | 66130.00 | 90.00 | 60.00 | 90.00 | 90.00 |
| 2023-05-04 | 66850.00 | 66920.00 | 67320.00 | 66690.00 | 66710.00 | 66840.00 | 67230.00 | 66580.00 | 140.00 | 80.00 | 90.00 | 110.00 |
| 2023-04-28 | 66400.00 | 67410.00 | 67540.00 | 66120.00 | 66650.00 | 67550.00 | 67660.00 | 66320.00 | -250.00 | -140.00 | -120.00 | -200.00 |
| 2023-04-27 | 67050.00 | 66560.00 | 67270.00 | 66210.00 | 67290.00 | 66720.00 | 67420.00 | 66420.00 | -240.00 | -160.00 | -150.00 | -210.00 |
| 2023-04-26 | 66850.00 | 67430.00 | 67500.00 | 66660.00 | 67300.00 | 67580.00 | 67650.00 | 66880.00 | -450.00 | -150.00 | -150.00 | -220.00 |
| 2023-04-25 | 68200.00 | 68080.00 | 68620.00 | 67940.00 | 68330.00 | 68200.00 | 68750.00 | 68120.00 | -130.00 | -120.00 | -130.00 | -180.00 |
| 2023-04-24 | 68720.00 | 68370.00 | 68860.00 | 68350.00 | 68620.00 | 68250.00 | 68790.00 | 68200.00 | 100.00 | 120.00 | 70.00 | 150.00 |
| 2023-04-21 | 69210.00 | 68660.00 | 69350.00 | 68640.00 | 69130.00 | 68570.00 | 69290.00 | 68530.00 | 80.00 | 90.00 | 60.00 | 110.00 |
| 2023-04-20 | 69290.00 | 69350.00 | 69670.00 | 69270.00 | 69250.00 | 69260.00 | 69590.00 | 69180.00 | 40.00 | 90.00 | 80.00 | 90.00 |
| 2023-04-19 | 69670.00 | 69470.00 | 69940.00 | 69350.00 | 69610.00 | 69380.00 | 69870.00 | 69250.00 | 60.00 | 90.00 | 70.00 | 100.00 |
| 2023-04-18 | 69850.00 | 69780.00 | 69940.00 | 69420.00 | 69790.00 | 69690.00 | 69860.00 | 69320.00 | 60.00 | 90.00 | 80.00 | 100.00 |
| 2023-04-17 | 70360.00 | 70170.00 | 70630.00 | 69600.00 | 70200.00 | 70080.00 | 70540.00 | 69520.00 | 160.00 | 90.00 | 90.00 | 80.00 |
| 2023-04-14 | 69870.00 | 70050.00 | 70330.00 | 69790.00 | 69740.00 | 69900.00 | 70240.00 | 69670.00 | 130.00 | 150.00 | 90.00 | 120.00 |
| 2023-04-13 | 68950.00 | 69170.00 | 69470.00 | 68830.00 | 68950.00 | 69050.00 | 69330.00 | 68680.00 | 0.00 | 120.00 | 140.00 | 150.00 |
| 2023-04-12 | 68880.00 | 68860.00 | 69310.00 | 68740.00 | 68780.00 | 68720.00 | 69190.00 | 68610.00 | 100.00 | 140.00 | 120.00 | 130.00 |
| 2023-04-11 | 68280.00 | 68880.00 | 69040.00 | 68260.00 | 68090.00 | 68760.00 | 68900.00 | 68080.00 | 190.00 | 120.00 | 140.00 | 180.00 |
| 2023-04-10 | 68810.00 | 68740.00 | 69050.00 | 68620.00 | 68800.00 | 68590.00 | 68940.00 | 68470.00 | 10.00 | 150.00 | 110.00 | 150.00 |
| 2023-04-07 | 68400.00 | 69040.00 | 69090.00 | 68120.00 | 68320.00 | 68910.00 | 68950.00 | 68000.00 | 80.00 | 130.00 | 140.00 | 120.00 |
| 2023-04-06 | 68500.00 | 68520.00 | 68760.00 | 68430.00 | 68450.00 | 68370.00 | 68640.00 | 68300.00 | 50.00 | 150.00 | 120.00 | 130.00 |
| 2023-04-04 | 69480.00 | 69080.00 | 69600.00 | 68890.00 | 69330.00 | 68930.00 | 69470.00 | 68740.00 | 150.00 | 150.00 | 130.00 | 150.00 |
| 2023-04-03 | 69100.00 | 69150.00 | 69800.00 | 69040.00 | 69190.00 | 69290.00 | 69850.00 | 69190.00 | -90.00 | -140.00 | -50.00 | -150.00 |
| 2023-03-31 | 69670.00 | 69200.00 | 69790.00 | 69130.00 | 69580.00 | 69060.00 | 69690.00 | 69000.00 | 90.00 | 140.00 | 100.00 | 130.00 |
| 2023-03-30 | 69900.00 | 69660.00 | 69990.00 | 69410.00 | 69790.00 | 69580.00 | 69840.00 | 69290.00 | 110.00 | 80.00 | 150.00 | 120.00 |
| 2023-03-29 | 69180.00 | 69280.00 | 69680.00 | 69150.00 | 69320.00 | 69380.00 | 69750.00 | 69250.00 | -140.00 | -100.00 | -70.00 | -100.00 |
| 2023-03-28 | 69150.00 | 69320.00 | 69730.00 | 69050.00 | 69310.00 | 69420.00 | 69800.00 | 69140.00 | -160.00 | -100.00 | -70.00 | -90.00 |
| 2023-03-27 | 69120.00 | 69250.00 | 69380.00 | 68830.00 | 69000.00 | 69340.00 | 69470.00 | 68970.00 | 120.00 | -90.00 | -90.00 | -140.00 |
| 2023-03-24 | 68420.00 | 69760.00 | 69820.00 | 68330.00 | 68470.00 | 69860.00 | 69910.00 | 68430.00 | -50.00 | -100.00 | -90.00 | -100.00 |
| 2023-03-23 | 68530.00 | 68350.00 | 68750.00 | 68250.00 | 68560.00 | 68470.00 | 68820.00 | 68330.00 | -30.00 | -120.00 | -70.00 | -80.00 |
| 2023-03-22 | 68280.00 | 68080.00 | 68390.00 | 67740.00 | 68400.00 | 68150.00 | 68470.00 | 67870.00 | -120.00 | -70.00 | -80.00 | -130.00 |
| 2023-03-21 | 67390.00 | 67530.00 | 67650.00 | 67170.00 | 67650.00 | 67600.00 | 67820.00 | 67350.00 | -260.00 | -70.00 | -170.00 | -180.00 |
| 2023-03-20 | 67220.00 | 66840.00 | 67750.00 | 66750.00 | 66980.00 | 66620.00 | 67560.00 | 66540.00 | 240.00 | 220.00 | 190.00 | 210.00 |
| 2023-03-17 | 66620.00 | 67220.00 | 67440.00 | 66160.00 | 66420.00 | 67030.00 | 67270.00 | 65960.00 | 200.00 | 190.00 | 170.00 | 200.00 |
| 2023-03-16 | 67130.00 | 66420.00 | 67650.00 | 66360.00 | 67000.00 | 66240.00 | 67560.00 | 66190.00 | 130.00 | 180.00 | 90.00 | 170.00 |
| 2023-03-15 | 68970.00 | 68660.00 | 69100.00 | 68550.00 | 68700.00 | 68590.00 | 69020.00 | 68430.00 | 270.00 | 70.00 | 80.00 | 120.00 |
| 2023-03-14 | 67780.00 | 68550.00 | 68960.00 | 67500.00 | 67860.00 | 68460.00 | 68920.00 | 67100.00 | -80.00 | 90.00 | 40.00 | 400.00 |
| 2023-03-13 | 68860.00 | 69270.00 | 69410.00 | 68540.00 | 68880.00 | 69230.00 | 69360.00 | 68490.00 | -20.00 | 40.00 | 50.00 | 50.00 |
| 2023-03-10 | 69380.00 | 68810.00 | 69700.00 | 68800.00 | 69320.00 | 68790.00 | 69690.00 | 68760.00 | 60.00 | 20.00 | 10.00 | 40.00 |
| 2023-03-09 | 69160.00 | 69290.00 | 69700.00 | 68910.00 | 69100.00 | 69300.00 | 69740.00 | 68920.00 | 60.00 | -10.00 | -40.00 | -10.00 |
| 2023-03-08 | 69250.00 | 68880.00 | 69320.00 | 68680.00 | 69300.00 | 68910.00 | 69350.00 | 68710.00 | -50.00 | -30.00 | -30.00 | -30.00 |
| 2023-03-07 | 69110.00 | 69590.00 | 69800.00 | 69050.00 | 69100.00 | 69610.00 | 69840.00 | 69040.00 | 10.00 | -20.00 | -40.00 | 10.00 |
| 2023-03-06 | 69820.00 | 69310.00 | 69900.00 | 69300.00 | 69790.00 | 69340.00 | 69930.00 | 69330.00 | 30.00 | -30.00 | -30.00 | -30.00 |
| 2023-03-03 | 69100.00 | 69820.00 | 69910.00 | 69000.00 | 69240.00 | 69840.00 | 69940.00 | 69060.00 | -140.00 | -20.00 | -30.00 | -60.00 |
| 2023-03-02 | 70160.00 | 69780.00 | 70260.00 | 69730.00 | 70250.00 | 69860.00 | 70300.00 | 69780.00 | -90.00 | -80.00 | -40.00 | -50.00 |
| 2023-03-01 | 69260.00 | 70080.00 | 70170.00 | 69110.00 | 69270.00 | 70110.00 | 70230.00 | 69180.00 | -10.00 | -30.00 | -60.00 | -70.00 |
| 2023-02-28 | 68460.00 | 69050.00 | 69080.00 | 68460.00 | 68520.00 | 68950.00 | 68950.00 | 68400.00 | -60.00 | 100.00 | 130.00 | 60.00 |
| 2023-02-27 | 69120.00 | 68300.00 | 69350.00 | 68290.00 | 69090.00 | 68220.00 | 69240.00 | 68210.00 | 30.00 | 80.00 | 110.00 | 80.00 |
| 2023-02-24 | 70210.00 | 69610.00 | 70280.00 | 69060.00 | 69950.00 | 69480.00 | 70140.00 | 69000.00 | 260.00 | 130.00 | 140.00 | 60.00 |
| 2023-02-23 | 70240.00 | 70010.00 | 70480.00 | 69920.00 | 70290.00 | 69870.00 | 70340.00 | 69810.00 | -50.00 | 140.00 | 140.00 | 110.00 |
| 2023-02-22 | 70150.00 | 70090.00 | 70670.00 | 70050.00 | 70360.00 | 70200.00 | 70800.00 | 70180.00 | -210.00 | -110.00 | -130.00 | -130.00 |
| 2023-02-21 | 69770.00 | 70100.00 | 70130.00 | 69640.00 | 69820.00 | 70250.00 | 70270.00 | 69720.00 | -50.00 | -150.00 | -140.00 | -80.00 |
| 2023-02-20 | 68800.00 | 69400.00 | 69400.00 | 68580.00 | 68890.00 | 69500.00 | 69520.00 | 68670.00 | -90.00 | -100.00 | -120.00 | -90.00 |
| 2023-02-17 | 68810.00 | 68880.00 | 69380.00 | 68560.00 | 68760.00 | 68970.00 | 69430.00 | 68620.00 | 50.00 | -90.00 | -50.00 | -60.00 |
| 2023-02-16 | 68290.00 | 68510.00 | 68660.00 | 67820.00 | 68290.00 | 68580.00 | 68730.00 | 67880.00 | 0.00 | -70.00 | -70.00 | -60.00 |
| 2023-02-15 | 68630.00 | 68640.00 | 69260.00 | 68370.00 | 68640.00 | 68710.00 | 69330.00 | 68430.00 | -10.00 | -70.00 | -70.00 | -60.00 |
| 2023-02-14 | 68380.00 | 68680.00 | 68780.00 | 68130.00 | 68480.00 | 68710.00 | 68840.00 | 68190.00 | -100.00 | -30.00 | -60.00 | -60.00 |
| 2023-02-13 | 68490.00 | 68150.00 | 68560.00 | 67800.00 | 68410.00 | 68190.00 | 68610.00 | 67850.00 | 80.00 | -40.00 | -50.00 | -50.00 |
| 2023-02-10 | 68640.00 | 68420.00 | 68940.00 | 68160.00 | 68630.00 | 68510.00 | 68990.00 | 68220.00 | 10.00 | -90.00 | -50.00 | -60.00 |
| 2023-02-09 | 68920.00 | 68640.00 | 68980.00 | 68000.00 | 68940.00 | 68710.00 | 68970.00 | 68020.00 | -20.00 | -70.00 | 10.00 | -20.00 |
| 2023-02-08 | 67920.00 | 68640.00 | 68750.00 | 67660.00 | 67900.00 | 68690.00 | 68790.00 | 67700.00 | 20.00 | -50.00 | -40.00 | -40.00 |
| 2023-02-07 | 68250.00 | 68260.00 | 68360.00 | 67570.00 | 68200.00 | 68280.00 | 68360.00 | 67590.00 | 50.00 | -20.00 | 0.00 | -20.00 |
| 2023-02-06 | 68870.00 | 68340.00 | 68980.00 | 68140.00 | 68930.00 | 68330.00 | 68970.00 | 68150.00 | -60.00 | 10.00 | 10.00 | -10.00 |
| 2023-02-03 | 68930.00 | 68890.00 | 69440.00 | 68350.00 | 68980.00 | 68890.00 | 69430.00 | 68400.00 | -50.00 | 0.00 | 10.00 | -50.00 |
| 2023-02-02 | 69490.00 | 69060.00 | 69540.00 | 68700.00 | 69570.00 | 69080.00 | 69570.00 | 68820.00 | -80.00 | -20.00 | -30.00 | -120.00 |
| 2023-02-01 | 69030.00 | 69700.00 | 70000.00 | 68930.00 | 69050.00 | 69700.00 | 69990.00 | 68930.00 | -20.00 | 0.00 | 10.00 | 0.00 |
| 2023-01-31 | 69470.00 | 69240.00 | 69790.00 | 69170.00 | 69450.00 | 69190.00 | 69770.00 | 69170.00 | 20.00 | 50.00 | 20.00 | 0.00 |
| 2023-01-30 | 70290.00 | 69330.00 | 70300.00 | 69180.00 | 70180.00 | 69340.00 | 70280.00 | 69210.00 | 110.00 | -10.00 | 20.00 | -30.00 |
| 2023-01-20 | 69550.00 | 70420.00 | 70650.00 | 69430.00 | 69530.00 | 70380.00 | 70620.00 | 69440.00 | 20.00 | 40.00 | 30.00 | -10.00 |
| 2023-01-19 | 70910.00 | 69680.00 | 71500.00 | 69280.00 | 70760.00 | 69630.00 | 71380.00 | 69210.00 | 150.00 | 50.00 | 120.00 | 70.00 |
| 2023-01-18 | 68900.00 | 70300.00 | 70450.00 | 68780.00 | 68670.00 | 70190.00 | 70300.00 | 68670.00 | 230.00 | 110.00 | 150.00 | 110.00 |
| 2023-01-17 | 68740.00 | 68400.00 | 68840.00 | 68320.00 | 68610.00 | 68280.00 | 68730.00 | 68230.00 | 130.00 | 120.00 | 110.00 | 90.00 |