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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-01-16 | 68530.00 | 68640.00 | 68950.00 | 68070.00 | 68390.00 | 68560.00 | 68810.00 | 68000.00 | 140.00 | 80.00 | 140.00 | 70.00 |
| 2023-01-13 | 68680.00 | 68630.00 | 69390.00 | 68430.00 | 68670.00 | 68570.00 | 69270.00 | 68300.00 | 10.00 | 60.00 | 120.00 | 130.00 |
| 2023-01-12 | 68020.00 | 68660.00 | 69040.00 | 68020.00 | 68020.00 | 68570.00 | 68960.00 | 67950.00 | 0.00 | 90.00 | 80.00 | 70.00 |
| 2023-01-11 | 66860.00 | 68000.00 | 68020.00 | 66700.00 | 66680.00 | 67910.00 | 67930.00 | 66670.00 | 180.00 | 90.00 | 90.00 | 30.00 |
| 2023-01-10 | 66370.00 | 66590.00 | 66860.00 | 66290.00 | 66300.00 | 66580.00 | 66820.00 | 66300.00 | 70.00 | 10.00 | 40.00 | -10.00 |
| 2023-01-09 | 64860.00 | 66090.00 | 66260.00 | 64650.00 | 64920.00 | 66090.00 | 66260.00 | 64690.00 | -60.00 | 0.00 | 0.00 | -40.00 |
| 2023-01-06 | 65160.00 | 65240.00 | 65340.00 | 64950.00 | 65040.00 | 65190.00 | 65320.00 | 64860.00 | 120.00 | 50.00 | 20.00 | 90.00 |
| 2023-01-05 | 63940.00 | 64290.00 | 64460.00 | 63850.00 | 64000.00 | 64220.00 | 64400.00 | 63820.00 | -60.00 | 70.00 | 60.00 | 30.00 |
| 2023-01-04 | 65580.00 | 64560.00 | 65780.00 | 64520.00 | 65480.00 | 64520.00 | 65740.00 | 64500.00 | 100.00 | 40.00 | 40.00 | 20.00 |
| 2023-01-03 | 66160.00 | 65790.00 | 66250.00 | 65310.00 | 66200.00 | 65780.00 | 66250.00 | 65270.00 | -40.00 | 10.00 | 0.00 | 40.00 |
| 2022-12-30 | 66180.00 | 66260.00 | 66320.00 | 65970.00 | 66250.00 | 66260.00 | 66310.00 | 65960.00 | -70.00 | 0.00 | 10.00 | 10.00 |
| 2022-12-29 | 66440.00 | 66430.00 | 66500.00 | 66170.00 | 66450.00 | 66450.00 | 66490.00 | 66180.00 | -10.00 | -20.00 | 10.00 | -10.00 |
| 2022-12-28 | 66810.00 | 66440.00 | 66820.00 | 66190.00 | 66780.00 | 66420.00 | 66840.00 | 66200.00 | 30.00 | 20.00 | -20.00 | -10.00 |
| 2022-12-27 | 66240.00 | 66350.00 | 66570.00 | 65970.00 | 65850.00 | 66420.00 | 66660.00 | 65850.00 | 390.00 | -70.00 | -90.00 | 120.00 |
| 2022-12-26 | 65450.00 | 66040.00 | 66120.00 | 65330.00 | 65510.00 | 66010.00 | 66130.00 | 65280.00 | -60.00 | 30.00 | -10.00 | 50.00 |
| 2022-12-23 | 65710.00 | 65450.00 | 65790.00 | 65330.00 | 65510.00 | 65390.00 | 65770.00 | 65230.00 | 200.00 | 60.00 | 20.00 | 100.00 |
| 2022-12-22 | 65760.00 | 65820.00 | 66300.00 | 65640.00 | 65730.00 | 65810.00 | 66270.00 | 65610.00 | 30.00 | 10.00 | 30.00 | 30.00 |
| 2022-12-21 | 65160.00 | 65760.00 | 65920.00 | 65140.00 | 65010.00 | 65720.00 | 65860.00 | 65010.00 | 150.00 | 40.00 | 60.00 | 130.00 |
| 2022-12-20 | 65410.00 | 65060.00 | 65650.00 | 64600.00 | 65490.00 | 64970.00 | 65630.00 | 64540.00 | -80.00 | 90.00 | 20.00 | 60.00 |
| 2022-12-19 | 65050.00 | 65110.00 | 65950.00 | 64910.00 | 65050.00 | 65100.00 | 65940.00 | 64900.00 | 0.00 | 10.00 | 10.00 | 10.00 |
| 2022-12-16 | 66040.00 | 65260.00 | 66060.00 | 65060.00 | 66000.00 | 65270.00 | 66050.00 | 65100.00 | 40.00 | -10.00 | 10.00 | -40.00 |
| 2022-12-15 | 66160.00 | 65980.00 | 66340.00 | 65830.00 | 66180.00 | 65970.00 | 66380.00 | 65860.00 | -20.00 | 10.00 | -40.00 | -30.00 |
| 2022-12-14 | 66340.00 | 66510.00 | 67000.00 | 66180.00 | 66270.00 | 66520.00 | 67000.00 | 66160.00 | 70.00 | -10.00 | 0.00 | 20.00 |
| 2022-12-13 | 66030.00 | 66070.00 | 66210.00 | 65530.00 | 65980.00 | 66050.00 | 66210.00 | 65560.00 | 50.00 | 20.00 | 0.00 | -30.00 |
| 2022-12-12 | 66590.00 | 66030.00 | 66730.00 | 65890.00 | 66650.00 | 66020.00 | 66750.00 | 65910.00 | -60.00 | 10.00 | -20.00 | -20.00 |
| 2022-12-09 | 66660.00 | 67120.00 | 67160.00 | 66350.00 | 66600.00 | 67150.00 | 67160.00 | 66380.00 | 60.00 | -30.00 | 0.00 | -30.00 |
| 2022-12-08 | 65670.00 | 66360.00 | 66520.00 | 65500.00 | 65610.00 | 66340.00 | 66520.00 | 65510.00 | 60.00 | 20.00 | 0.00 | -10.00 |
| 2022-12-07 | 65890.00 | 65440.00 | 66570.00 | 65300.00 | 65840.00 | 65420.00 | 66560.00 | 65300.00 | 50.00 | 20.00 | 10.00 | 0.00 |
| 2022-12-06 | 66190.00 | 65770.00 | 66280.00 | 65550.00 | 66270.00 | 65790.00 | 66290.00 | 65580.00 | -80.00 | -20.00 | -10.00 | -30.00 |
| 2022-12-05 | 65950.00 | 66260.00 | 66860.00 | 65590.00 | 66020.00 | 66300.00 | 66850.00 | 65580.00 | -70.00 | -40.00 | 10.00 | 10.00 |
| 2022-12-02 | 65520.00 | 66240.00 | 66300.00 | 65520.00 | 65660.00 | 66250.00 | 66300.00 | 65530.00 | -140.00 | -10.00 | 0.00 | -10.00 |
| 2022-12-01 | 65620.00 | 65890.00 | 66050.00 | 65150.00 | 65680.00 | 66090.00 | 66160.00 | 65350.00 | -60.00 | -200.00 | -110.00 | -200.00 |
| 2022-11-30 | 65080.00 | 64680.00 | 65200.00 | 64550.00 | 65220.00 | 64880.00 | 65400.00 | 64800.00 | -140.00 | -200.00 | -200.00 | -250.00 |
| 2022-11-29 | 64650.00 | 65080.00 | 65360.00 | 64470.00 | 64790.00 | 65300.00 | 65510.00 | 64630.00 | -140.00 | -220.00 | -150.00 | -160.00 |
| 2022-11-28 | 65360.00 | 64130.00 | 65620.00 | 64000.00 | 65660.00 | 64390.00 | 65740.00 | 64260.00 | -300.00 | -260.00 | -120.00 | -260.00 |
| 2022-11-25 | 64850.00 | 65170.00 | 65280.00 | 64730.00 | 64990.00 | 65290.00 | 65360.00 | 64890.00 | -140.00 | -120.00 | -80.00 | -160.00 |
| 2022-11-24 | 64670.00 | 65110.00 | 65260.00 | 64650.00 | 64630.00 | 64990.00 | 65200.00 | 64460.00 | 40.00 | 120.00 | 60.00 | 190.00 |
| 2022-11-23 | 65020.00 | 64890.00 | 65350.00 | 64590.00 | 64640.00 | 64710.00 | 65080.00 | 64380.00 | 380.00 | 180.00 | 270.00 | 210.00 |
| 2022-11-22 | 64640.00 | 64410.00 | 64820.00 | 64260.00 | 64310.00 | 64070.00 | 64530.00 | 63920.00 | 330.00 | 340.00 | 290.00 | 340.00 |
| 2022-11-21 | 65510.00 | 65030.00 | 65580.00 | 64730.00 | 65120.00 | 64710.00 | 65260.00 | 64360.00 | 390.00 | 320.00 | 320.00 | 370.00 |
| 2022-11-18 | 66210.00 | 65740.00 | 66290.00 | 65650.00 | 66000.00 | 65410.00 | 66000.00 | 65340.00 | 210.00 | 330.00 | 290.00 | 310.00 |
| 2022-11-17 | 66710.00 | 66510.00 | 66750.00 | 66000.00 | 66400.00 | 66230.00 | 66460.00 | 65620.00 | 310.00 | 280.00 | 290.00 | 380.00 |
| 2022-11-16 | 66870.00 | 66710.00 | 67120.00 | 66340.00 | 66560.00 | 66410.00 | 66850.00 | 66020.00 | 310.00 | 300.00 | 270.00 | 320.00 |
| 2022-11-15 | 66670.00 | 67190.00 | 67240.00 | 66440.00 | 66380.00 | 66870.00 | 67000.00 | 66230.00 | 290.00 | 320.00 | 240.00 | 210.00 |
| 2022-11-14 | 67670.00 | 67010.00 | 68330.00 | 66660.00 | 67410.00 | 66780.00 | 68040.00 | 66410.00 | 260.00 | 230.00 | 290.00 | 250.00 |
| 2022-11-11 | 66550.00 | 67630.00 | 68420.00 | 66460.00 | 65930.00 | 67380.00 | 68060.00 | 65900.00 | 620.00 | 250.00 | 360.00 | 560.00 |
| 2022-11-10 | 66200.00 | 66750.00 | 67230.00 | 66130.00 | 65530.00 | 66210.00 | 66630.00 | 65470.00 | 670.00 | 540.00 | 600.00 | 660.00 |
| 2022-11-09 | 65900.00 | 66580.00 | 66740.00 | 65820.00 | 65320.00 | 65900.00 | 66100.00 | 64970.00 | 580.00 | 680.00 | 640.00 | 850.00 |
| 2022-11-08 | 65330.00 | 65780.00 | 65850.00 | 64950.00 | 64610.00 | 64920.00 | 65020.00 | 64120.00 | 720.00 | 860.00 | 830.00 | 830.00 |
| 2022-11-07 | 65500.00 | 65730.00 | 66420.00 | 64970.00 | 64500.00 | 64860.00 | 65560.00 | 64000.00 | 1000.00 | 870.00 | 860.00 | 970.00 |
| 2022-11-04 | 62810.00 | 64250.00 | 64520.00 | 62720.00 | 61940.00 | 63310.00 | 63580.00 | 61810.00 | 870.00 | 940.00 | 940.00 | 910.00 |
| 2022-11-03 | 63400.00 | 63350.00 | 63630.00 | 63150.00 | 62490.00 | 62500.00 | 62760.00 | 62300.00 | 910.00 | 850.00 | 870.00 | 850.00 |
| 2022-11-02 | 63660.00 | 63570.00 | 63950.00 | 63120.00 | 62860.00 | 62700.00 | 63050.00 | 62230.00 | 800.00 | 870.00 | 900.00 | 890.00 |
| 2022-11-01 | 61800.00 | 63350.00 | 63510.00 | 61760.00 | 61000.00 | 62470.00 | 62630.00 | 60930.00 | 800.00 | 880.00 | 880.00 | 830.00 |
| 2022-10-31 | 62730.00 | 62060.00 | 62960.00 | 61850.00 | 63680.00 | 63500.00 | 63960.00 | 63220.00 | -950.00 | -1440.00 | -1000.00 | -1370.00 |
| 2022-10-28 | 63630.00 | 62830.00 | 64160.00 | 62740.00 | 64500.00 | 63780.00 | 64990.00 | 63780.00 | -870.00 | -950.00 | -830.00 | -1040.00 |
| 2022-10-27 | 63200.00 | 63450.00 | 63730.00 | 63140.00 | 64220.00 | 64340.00 | 64530.00 | 64000.00 | -1020.00 | -890.00 | -800.00 | -860.00 |
| 2022-10-26 | 62510.00 | 62750.00 | 63110.00 | 62510.00 | 63540.00 | 63720.00 | 63920.00 | 63500.00 | -1030.00 | -970.00 | -810.00 | -990.00 |
| 2022-10-25 | 62980.00 | 63060.00 | 63190.00 | 62700.00 | 63620.00 | 64000.00 | 64070.00 | 63510.00 | -640.00 | -940.00 | -880.00 | -810.00 |
| 2022-10-24 | 62820.00 | 63810.00 | 64210.00 | 62680.00 | 61680.00 | 62840.00 | 63440.00 | 61680.00 | 1140.00 | 970.00 | 770.00 | 1000.00 |
| 2022-10-21 | 62750.00 | 62820.00 | 63400.00 | 62590.00 | 61650.00 | 61780.00 | 62380.00 | 61580.00 | 1100.00 | 1040.00 | 1020.00 | 1010.00 |
| 2022-10-20 | 62230.00 | 62270.00 | 62490.00 | 61980.00 | 61060.00 | 61220.00 | 61500.00 | 60930.00 | 1170.00 | 1050.00 | 990.00 | 1050.00 |
| 2022-10-19 | 62460.00 | 62120.00 | 62540.00 | 61950.00 | 61700.00 | 61170.00 | 61800.00 | 60970.00 | 760.00 | 950.00 | 740.00 | 980.00 |
| 2022-10-18 | 63340.00 | 62650.00 | 63450.00 | 62600.00 | 62360.00 | 61880.00 | 62390.00 | 61710.00 | 980.00 | 770.00 | 1060.00 | 890.00 |
| 2022-10-17 | 63700.00 | 63080.00 | 63760.00 | 62840.00 | 62490.00 | 62060.00 | 62550.00 | 61760.00 | 1210.00 | 1020.00 | 1210.00 | 1080.00 |
| 2022-10-14 | 62050.00 | 63700.00 | 63740.00 | 61880.00 | 61010.00 | 62490.00 | 62590.00 | 60940.00 | 1040.00 | 1210.00 | 1150.00 | 940.00 |
| 2022-10-13 | 62530.00 | 62340.00 | 62630.00 | 62160.00 | 61600.00 | 61340.00 | 61650.00 | 61220.00 | 930.00 | 1000.00 | 980.00 | 940.00 |
| 2022-10-12 | 62510.00 | 62720.00 | 62820.00 | 62020.00 | 61600.00 | 61710.00 | 61800.00 | 61010.00 | 910.00 | 1010.00 | 1020.00 | 1010.00 |
| 2022-10-11 | 62000.00 | 62360.00 | 62730.00 | 61870.00 | 61110.00 | 61380.00 | 61680.00 | 61000.00 | 890.00 | 980.00 | 1050.00 | 870.00 |
| 2022-10-10 | 61070.00 | 61260.00 | 61630.00 | 61050.00 | 60130.00 | 60310.00 | 60730.00 | 60110.00 | 940.00 | 950.00 | 900.00 | 940.00 |
| 2022-09-30 | 61280.00 | 61320.00 | 61410.00 | 60630.00 | 60650.00 | 60420.00 | 60650.00 | 59960.00 | 630.00 | 900.00 | 760.00 | 670.00 |
| 2022-09-29 | 60540.00 | 60870.00 | 61210.00 | 60340.00 | 61350.00 | 61740.00 | 61980.00 | 61140.00 | -810.00 | -870.00 | -770.00 | -800.00 |
| 2022-09-28 | 60700.00 | 60020.00 | 60770.00 | 59860.00 | 61480.00 | 60830.00 | 61710.00 | 60730.00 | -780.00 | -810.00 | -940.00 | -870.00 |
| 2022-09-27 | 61100.00 | 61280.00 | 61610.00 | 60750.00 | 60100.00 | 60470.00 | 60850.00 | 59850.00 | 1000.00 | 810.00 | 760.00 | 900.00 |
| 2022-09-26 | 61180.00 | 60700.00 | 61510.00 | 60620.00 | 60500.00 | 59740.00 | 60850.00 | 59700.00 | 680.00 | 960.00 | 660.00 | 920.00 |
| 2022-09-23 | 62990.00 | 62180.00 | 63000.00 | 62090.00 | 62450.00 | 61500.00 | 62500.00 | 61480.00 | 540.00 | 680.00 | 500.00 | 610.00 |
| 2022-09-22 | 62290.00 | 62430.00 | 62850.00 | 61890.00 | 61890.00 | 61880.00 | 62350.00 | 61370.00 | 400.00 | 550.00 | 500.00 | 520.00 |
| 2022-09-21 | 62400.00 | 62760.00 | 62970.00 | 62260.00 | 61950.00 | 62310.00 | 62460.00 | 61760.00 | 450.00 | 450.00 | 510.00 | 500.00 |
| 2022-09-20 | 62020.00 | 62600.00 | 62930.00 | 61960.00 | 61560.00 | 62080.00 | 62420.00 | 61440.00 | 460.00 | 520.00 | 510.00 | 520.00 |
| 2022-09-19 | 62110.00 | 62280.00 | 63200.00 | 62050.00 | 61450.00 | 61750.00 | 62600.00 | 61450.00 | 660.00 | 530.00 | 600.00 | 600.00 |
| 2022-09-16 | 62010.00 | 61950.00 | 62320.00 | 61810.00 | 61400.00 | 61390.00 | 61770.00 | 61260.00 | 610.00 | 560.00 | 550.00 | 550.00 |
| 2022-09-15 | 62280.00 | 62220.00 | 62790.00 | 61870.00 | 61860.00 | 61620.00 | 62270.00 | 61430.00 | 420.00 | 600.00 | 520.00 | 440.00 |
| 2022-09-14 | 62920.00 | 62280.00 | 63050.00 | 62120.00 | 62500.00 | 61780.00 | 62550.00 | 61650.00 | 420.00 | 500.00 | 500.00 | 470.00 |
| 2022-09-13 | 63170.00 | 63190.00 | 63560.00 | 62880.00 | 62710.00 | 62720.00 | 63090.00 | 62450.00 | 460.00 | 470.00 | 470.00 | 430.00 |
| 2022-09-09 | 61450.00 | 63070.00 | 63100.00 | 61290.00 | 60710.00 | 62640.00 | 62670.00 | 60710.00 | 740.00 | 430.00 | 430.00 | 580.00 |
| 2022-09-08 | 60890.00 | 61150.00 | 61360.00 | 60490.00 | 60280.00 | 60700.00 | 60930.00 | 60110.00 | 610.00 | 450.00 | 430.00 | 380.00 |
| 2022-09-07 | 61380.00 | 60550.00 | 61500.00 | 60390.00 | 61190.00 | 60160.00 | 61190.00 | 60000.00 | 190.00 | 390.00 | 310.00 | 390.00 |
| 2022-09-06 | 60380.00 | 61630.00 | 61650.00 | 60360.00 | 60240.00 | 61230.00 | 61250.00 | 60000.00 | 140.00 | 400.00 | 400.00 | 360.00 |
| 2022-09-05 | 59700.00 | 60580.00 | 60670.00 | 59450.00 | 59340.00 | 60250.00 | 60300.00 | 59160.00 | 360.00 | 330.00 | 370.00 | 290.00 |
| 2022-09-02 | 60530.00 | 59540.00 | 60530.00 | 59300.00 | 60100.00 | 59210.00 | 60200.00 | 58960.00 | 430.00 | 330.00 | 330.00 | 340.00 |
| 2022-09-01 | 60900.00 | 60680.00 | 61520.00 | 60350.00 | 60560.00 | 60380.00 | 61230.00 | 60070.00 | 340.00 | 300.00 | 290.00 | 280.00 |
| 2022-08-31 | 61840.00 | 62060.00 | 62340.00 | 61580.00 | 62390.00 | 62650.00 | 62780.00 | 62120.00 | -550.00 | -590.00 | -440.00 | -540.00 |
| 2022-08-30 | 62700.00 | 62200.00 | 62840.00 | 61990.00 | 63050.00 | 62700.00 | 63350.00 | 62530.00 | -350.00 | -500.00 | -510.00 | -540.00 |
| 2022-08-29 | 64210.00 | 62550.00 | 64560.00 | 62280.00 | 64510.00 | 63040.00 | 65000.00 | 62820.00 | -300.00 | -490.00 | -440.00 | -540.00 |
| 2022-08-26 | 63030.00 | 63690.00 | 63730.00 | 62910.00 | 63350.00 | 64110.00 | 64130.00 | 63280.00 | -320.00 | -420.00 | -400.00 | -370.00 |
| 2022-08-25 | 62720.00 | 62780.00 | 62850.00 | 62400.00 | 62850.00 | 63100.00 | 63280.00 | 62800.00 | -130.00 | -320.00 | -430.00 | -400.00 |
| 2022-08-24 | 63400.00 | 63420.00 | 63720.00 | 63040.00 | 62880.00 | 63060.00 | 63330.00 | 62630.00 | 520.00 | 360.00 | 390.00 | 410.00 |
| 2022-08-23 | 62560.00 | 63040.00 | 63270.00 | 62340.00 | 62310.00 | 62600.00 | 62860.00 | 61900.00 | 250.00 | 440.00 | 410.00 | 440.00 |
| 2022-08-22 | 62500.00 | 62770.00 | 63400.00 | 62350.00 | 62010.00 | 62360.00 | 62910.00 | 61860.00 | 490.00 | 410.00 | 490.00 | 490.00 |
| 2022-08-19 | 62100.00 | 61980.00 | 62610.00 | 61890.00 | 61780.00 | 61520.00 | 62160.00 | 61450.00 | 320.00 | 460.00 | 450.00 | 440.00 |