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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022-08-18 | 61770.00 | 61170.00 | 61900.00 | 61150.00 | 61300.00 | 60750.00 | 61540.00 | 60740.00 | 470.00 | 420.00 | 360.00 | 410.00 |
| 2022-08-17 | 62110.00 | 61960.00 | 62410.00 | 61770.00 | 61900.00 | 61580.00 | 62080.00 | 61410.00 | 210.00 | 380.00 | 330.00 | 360.00 |
| 2022-08-16 | 61040.00 | 62040.00 | 62460.00 | 60830.00 | 60760.00 | 61720.00 | 62160.00 | 60560.00 | 280.00 | 320.00 | 300.00 | 270.00 |
| 2022-08-15 | 62390.00 | 61480.00 | 62440.00 | 61240.00 | 62000.00 | 61180.00 | 62130.00 | 60960.00 | 390.00 | 300.00 | 310.00 | 280.00 |
| 2022-08-12 | 62800.00 | 62930.00 | 63010.00 | 62420.00 | 62540.00 | 62620.00 | 62700.00 | 62140.00 | 260.00 | 310.00 | 310.00 | 280.00 |
| 2022-08-11 | 61960.00 | 62690.00 | 62790.00 | 61600.00 | 61600.00 | 62400.00 | 62490.00 | 61320.00 | 360.00 | 290.00 | 300.00 | 280.00 |
| 2022-08-10 | 61390.00 | 61040.00 | 61890.00 | 60760.00 | 61200.00 | 60760.00 | 61600.00 | 60480.00 | 190.00 | 280.00 | 290.00 | 280.00 |
| 2022-08-09 | 60880.00 | 61220.00 | 61700.00 | 60680.00 | 60570.00 | 60930.00 | 61400.00 | 60370.00 | 310.00 | 290.00 | 300.00 | 310.00 |
| 2022-08-08 | 60080.00 | 60930.00 | 61200.00 | 59710.00 | 60020.00 | 60610.00 | 60800.00 | 59390.00 | 60.00 | 320.00 | 400.00 | 320.00 |
| 2022-08-05 | 59100.00 | 60310.00 | 60560.00 | 58540.00 | 58860.00 | 60020.00 | 60250.00 | 58220.00 | 240.00 | 290.00 | 310.00 | 320.00 |
| 2022-08-04 | 60050.00 | 58750.00 | 60170.00 | 58730.00 | 59830.00 | 58430.00 | 59890.00 | 58410.00 | 220.00 | 320.00 | 280.00 | 320.00 |
| 2022-08-03 | 60450.00 | 59780.00 | 60700.00 | 59510.00 | 60250.00 | 59480.00 | 60400.00 | 59260.00 | 200.00 | 300.00 | 300.00 | 250.00 |
| 2022-08-02 | 61020.00 | 60250.00 | 61250.00 | 59120.00 | 60800.00 | 59970.00 | 60920.00 | 58850.00 | 220.00 | 280.00 | 330.00 | 270.00 |
| 2022-08-01 | 60180.00 | 60840.00 | 61260.00 | 59920.00 | 59810.00 | 60580.00 | 60950.00 | 59620.00 | 370.00 | 260.00 | 310.00 | 300.00 |
| 2022-07-29 | 59610.00 | 60100.00 | 60170.00 | 59230.00 | 60010.00 | 60500.00 | 60560.00 | 59550.00 | -400.00 | -400.00 | -390.00 | -320.00 |
| 2022-07-28 | 58280.00 | 59990.00 | 60060.00 | 57960.00 | 58430.00 | 60280.00 | 60350.00 | 58270.00 | -150.00 | -290.00 | -290.00 | -310.00 |
| 2022-07-27 | 58730.00 | 58390.00 | 58840.00 | 57720.00 | 59000.00 | 58690.00 | 59050.00 | 58080.00 | -270.00 | -300.00 | -210.00 | -360.00 |
| 2022-07-26 | 57290.00 | 58890.00 | 59040.00 | 57290.00 | 57500.00 | 59130.00 | 59250.00 | 57460.00 | -210.00 | -240.00 | -210.00 | -170.00 |
| 2022-07-25 | 56880.00 | 57220.00 | 57990.00 | 56810.00 | 56660.00 | 57010.00 | 57850.00 | 56570.00 | 220.00 | 210.00 | 140.00 | 240.00 |
| 2022-07-22 | 56180.00 | 56930.00 | 57080.00 | 55740.00 | 56000.00 | 56760.00 | 56950.00 | 55580.00 | 180.00 | 170.00 | 130.00 | 160.00 |
| 2022-07-21 | 56850.00 | 56180.00 | 57300.00 | 55940.00 | 56650.00 | 56030.00 | 57180.00 | 55780.00 | 200.00 | 150.00 | 120.00 | 160.00 |
| 2022-07-20 | 56100.00 | 56840.00 | 57340.00 | 55360.00 | 55760.00 | 56710.00 | 57240.00 | 55000.00 | 340.00 | 130.00 | 100.00 | 360.00 |
| 2022-07-19 | 56430.00 | 56030.00 | 57430.00 | 55710.00 | 56270.00 | 55800.00 | 57250.00 | 55530.00 | 160.00 | 230.00 | 180.00 | 180.00 |
| 2022-07-18 | 54200.00 | 56390.00 | 56460.00 | 54020.00 | 54000.00 | 56180.00 | 56260.00 | 53830.00 | 200.00 | 210.00 | 200.00 | 190.00 |
| 2022-07-15 | 55400.00 | 53480.00 | 55400.00 | 53400.00 | 55340.00 | 53370.00 | 55340.00 | 53310.00 | 60.00 | 110.00 | 60.00 | 90.00 |
| 2022-07-14 | 55530.00 | 55450.00 | 56690.00 | 54750.00 | 55600.00 | 55420.00 | 56550.00 | 54620.00 | -70.00 | 30.00 | 140.00 | 130.00 |
| 2022-07-13 | 56960.00 | 56030.00 | 56980.00 | 55350.00 | 56800.00 | 55930.00 | 56880.00 | 55240.00 | 160.00 | 100.00 | 100.00 | 110.00 |
| 2022-07-12 | 58550.00 | 57320.00 | 58630.00 | 57250.00 | 58410.00 | 57230.00 | 58580.00 | 57210.00 | 140.00 | 90.00 | 50.00 | 40.00 |
| 2022-07-11 | 59050.00 | 58480.00 | 59780.00 | 57870.00 | 58940.00 | 58450.00 | 59670.00 | 57810.00 | 110.00 | 30.00 | 110.00 | 60.00 |
| 2022-07-08 | 59850.00 | 58960.00 | 60540.00 | 58750.00 | 59800.00 | 58850.00 | 60410.00 | 58650.00 | 50.00 | 110.00 | 130.00 | 100.00 |
| 2022-07-07 | 58000.00 | 58640.00 | 59550.00 | 57160.00 | 57950.00 | 58570.00 | 59480.00 | 57110.00 | 50.00 | 70.00 | 70.00 | 50.00 |
| 2022-07-06 | 59490.00 | 57620.00 | 59500.00 | 55510.00 | 59300.00 | 57630.00 | 59300.00 | 55510.00 | 190.00 | -10.00 | 200.00 | 0.00 |
| 2022-07-05 | 61090.00 | 60110.00 | 61480.00 | 60070.00 | 61030.00 | 60000.00 | 61360.00 | 59980.00 | 60.00 | 110.00 | 120.00 | 90.00 |
| 2022-07-04 | 61400.00 | 60660.00 | 61880.00 | 60630.00 | 61130.00 | 60560.00 | 61760.00 | 60540.00 | 270.00 | 100.00 | 120.00 | 90.00 |
| 2022-07-01 | 63150.00 | 61630.00 | 63380.00 | 61420.00 | 63150.00 | 61510.00 | 63200.00 | 61280.00 | 0.00 | 120.00 | 180.00 | 140.00 |
| 2022-06-30 | 64440.00 | 63850.00 | 64680.00 | 63690.00 | 64040.00 | 63740.00 | 64490.00 | 63560.00 | 400.00 | 110.00 | 190.00 | 130.00 |
| 2022-06-29 | 64800.00 | 63470.00 | 64880.00 | 62960.00 | 64970.00 | 63770.00 | 65000.00 | 63200.00 | -170.00 | -300.00 | -120.00 | -240.00 |
| 2022-06-28 | 63760.00 | 64890.00 | 64910.00 | 63470.00 | 63990.00 | 64990.00 | 65010.00 | 63650.00 | -230.00 | -100.00 | -100.00 | -180.00 |
| 2022-06-27 | 63300.00 | 63750.00 | 64680.00 | 61620.00 | 63330.00 | 63900.00 | 64790.00 | 61840.00 | -30.00 | -150.00 | -110.00 | -220.00 |
| 2022-06-24 | 65390.00 | 63440.00 | 65690.00 | 63350.00 | 65600.00 | 63670.00 | 65820.00 | 63550.00 | -210.00 | -230.00 | -130.00 | -200.00 |
| 2022-06-23 | 66780.00 | 66380.00 | 67300.00 | 65590.00 | 66450.00 | 66190.00 | 67120.00 | 65340.00 | 330.00 | 190.00 | 180.00 | 250.00 |
| 2022-06-22 | 68400.00 | 67060.00 | 68980.00 | 67030.00 | 68320.00 | 66780.00 | 68760.00 | 66750.00 | 80.00 | 280.00 | 220.00 | 280.00 |
| 2022-06-21 | 67990.00 | 68030.00 | 68700.00 | 67680.00 | 67640.00 | 67750.00 | 68430.00 | 67400.00 | 350.00 | 280.00 | 270.00 | 280.00 |
| 2022-06-20 | 69450.00 | 68000.00 | 69450.00 | 68000.00 | 69230.00 | 67740.00 | 69230.00 | 67700.00 | 220.00 | 260.00 | 220.00 | 300.00 |
| 2022-06-17 | 69820.00 | 69740.00 | 69940.00 | 69150.00 | 69730.00 | 69530.00 | 69750.00 | 68950.00 | 90.00 | 210.00 | 190.00 | 200.00 |
| 2022-06-16 | 70870.00 | 70540.00 | 71180.00 | 70530.00 | 70460.00 | 70340.00 | 70980.00 | 70320.00 | 410.00 | 200.00 | 200.00 | 210.00 |
| 2022-06-15 | 71270.00 | 70670.00 | 71350.00 | 70660.00 | 71130.00 | 70500.00 | 71170.00 | 70490.00 | 140.00 | 170.00 | 180.00 | 170.00 |
| 2022-06-14 | 71320.00 | 71570.00 | 71680.00 | 71110.00 | 71120.00 | 71380.00 | 71460.00 | 70900.00 | 200.00 | 190.00 | 220.00 | 210.00 |
| 2022-06-13 | 72300.00 | 71720.00 | 72470.00 | 71610.00 | 72150.00 | 71510.00 | 72300.00 | 71410.00 | 150.00 | 210.00 | 170.00 | 200.00 |
| 2022-06-10 | 72650.00 | 72650.00 | 72700.00 | 72380.00 | 72580.00 | 72460.00 | 72580.00 | 72220.00 | 70.00 | 190.00 | 120.00 | 160.00 |
| 2022-06-09 | 72800.00 | 72810.00 | 73050.00 | 72700.00 | 72680.00 | 72660.00 | 72920.00 | 72600.00 | 120.00 | 150.00 | 130.00 | 100.00 |
| 2022-06-08 | 72350.00 | 72790.00 | 72920.00 | 72320.00 | 72340.00 | 72680.00 | 72780.00 | 72170.00 | 10.00 | 110.00 | 140.00 | 150.00 |
| 2022-06-07 | 72930.00 | 72460.00 | 72930.00 | 72410.00 | 72660.00 | 72270.00 | 72690.00 | 72240.00 | 270.00 | 190.00 | 240.00 | 170.00 |
| 2022-06-06 | 73020.00 | 72680.00 | 73120.00 | 72510.00 | 72810.00 | 72450.00 | 72820.00 | 72390.00 | 210.00 | 230.00 | 300.00 | 120.00 |
| 2022-06-02 | 72020.00 | 72130.00 | 72200.00 | 71760.00 | 72130.00 | 72380.00 | 72420.00 | 72080.00 | -110.00 | -250.00 | -220.00 | -320.00 |
| 2022-06-01 | 71970.00 | 71600.00 | 72000.00 | 71400.00 | 72290.00 | 71870.00 | 72300.00 | 71760.00 | -320.00 | -270.00 | -300.00 | -360.00 |
| 2022-05-31 | 72010.00 | 72120.00 | 72290.00 | 71870.00 | 72300.00 | 72490.00 | 72560.00 | 72200.00 | -290.00 | -370.00 | -270.00 | -330.00 |
| 2022-05-30 | 71790.00 | 71950.00 | 72230.00 | 71750.00 | 72050.00 | 72270.00 | 72400.00 | 72050.00 | -260.00 | -320.00 | -170.00 | -300.00 |
| 2022-05-27 | 71380.00 | 71900.00 | 72150.00 | 71300.00 | 71640.00 | 72150.00 | 72370.00 | 71640.00 | -260.00 | -250.00 | -220.00 | -340.00 |
| 2022-05-26 | 71150.00 | 71080.00 | 71410.00 | 70960.00 | 71500.00 | 71430.00 | 71690.00 | 71300.00 | -350.00 | -350.00 | -280.00 | -340.00 |
| 2022-05-25 | 71580.00 | 71810.00 | 71950.00 | 71550.00 | 71310.00 | 71530.00 | 71670.00 | 71260.00 | 270.00 | 280.00 | 280.00 | 290.00 |
| 2022-05-24 | 72260.00 | 71770.00 | 72260.00 | 71670.00 | 71930.00 | 71470.00 | 72000.00 | 71380.00 | 330.00 | 300.00 | 260.00 | 290.00 |
| 2022-05-23 | 71960.00 | 72050.00 | 72260.00 | 71670.00 | 71610.00 | 71710.00 | 71960.00 | 71360.00 | 350.00 | 340.00 | 300.00 | 310.00 |
| 2022-05-20 | 71540.00 | 71900.00 | 72020.00 | 71540.00 | 71400.00 | 71570.00 | 71730.00 | 71230.00 | 140.00 | 330.00 | 290.00 | 310.00 |
| 2022-05-19 | 71400.00 | 71530.00 | 71620.00 | 71000.00 | 71010.00 | 71160.00 | 71270.00 | 70650.00 | 390.00 | 370.00 | 350.00 | 350.00 |
| 2022-05-18 | 72060.00 | 71340.00 | 72120.00 | 71310.00 | 71810.00 | 71000.00 | 71850.00 | 70990.00 | 250.00 | 340.00 | 270.00 | 320.00 |
| 2022-05-17 | 71750.00 | 71790.00 | 71880.00 | 71320.00 | 71400.00 | 71500.00 | 71600.00 | 71060.00 | 350.00 | 290.00 | 280.00 | 260.00 |
| 2022-05-16 | 70580.00 | 71270.00 | 71780.00 | 70360.00 | 70230.00 | 71000.00 | 71450.00 | 70040.00 | 350.00 | 270.00 | 330.00 | 320.00 |
| 2022-05-13 | 70300.00 | 71060.00 | 71130.00 | 70060.00 | 70000.00 | 70710.00 | 70790.00 | 69660.00 | 300.00 | 350.00 | 340.00 | 400.00 |
| 2022-05-12 | 71470.00 | 70880.00 | 71940.00 | 70850.00 | 71000.00 | 70470.00 | 71650.00 | 70450.00 | 470.00 | 410.00 | 290.00 | 400.00 |
| 2022-05-11 | 71660.00 | 71580.00 | 71830.00 | 70810.00 | 71340.00 | 71220.00 | 71530.00 | 70410.00 | 320.00 | 360.00 | 300.00 | 400.00 |
| 2022-05-10 | 70920.00 | 71720.00 | 71950.00 | 70870.00 | 70600.00 | 71350.00 | 71590.00 | 70490.00 | 320.00 | 370.00 | 360.00 | 380.00 |
| 2022-05-09 | 71900.00 | 71440.00 | 72040.00 | 71430.00 | 71500.00 | 71070.00 | 71780.00 | 71040.00 | 400.00 | 370.00 | 260.00 | 390.00 |
| 2022-05-06 | 72380.00 | 72050.00 | 72560.00 | 71820.00 | 72890.00 | 72570.00 | 73020.00 | 72330.00 | -510.00 | -520.00 | -460.00 | -510.00 |
| 2022-05-05 | 72940.00 | 72760.00 | 73440.00 | 72710.00 | 72650.00 | 72530.00 | 73200.00 | 72500.00 | 290.00 | 230.00 | 240.00 | 210.00 |
| 2022-04-29 | 73320.00 | 73600.00 | 73960.00 | 72940.00 | 73500.00 | 73930.00 | 74310.00 | 73300.00 | -180.00 | -330.00 | -350.00 | -360.00 |
| 2022-04-28 | 73100.00 | 73320.00 | 73540.00 | 72870.00 | 73360.00 | 73600.00 | 73770.00 | 73180.00 | -260.00 | -280.00 | -230.00 | -310.00 |
| 2022-04-27 | 72990.00 | 73320.00 | 73560.00 | 72910.00 | 73150.00 | 73580.00 | 73770.00 | 73150.00 | -160.00 | -260.00 | -210.00 | -240.00 |
| 2022-04-26 | 73170.00 | 73260.00 | 73750.00 | 72500.00 | 73500.00 | 73540.00 | 73960.00 | 72850.00 | -330.00 | -280.00 | -210.00 | -350.00 |
| 2022-04-25 | 74900.00 | 73660.00 | 75190.00 | 73660.00 | 74980.00 | 73340.00 | 75150.00 | 73310.00 | -80.00 | 320.00 | 40.00 | 350.00 |
| 2022-04-22 | 74800.00 | 75010.00 | 75200.00 | 74690.00 | 74620.00 | 74930.00 | 75110.00 | 74560.00 | 180.00 | 80.00 | 90.00 | 130.00 |
| 2022-04-21 | 74140.00 | 74480.00 | 74750.00 | 74140.00 | 74150.00 | 74320.00 | 74640.00 | 74020.00 | -10.00 | 160.00 | 110.00 | 120.00 |
| 2022-04-20 | 74760.00 | 74480.00 | 74770.00 | 74320.00 | 74400.00 | 74350.00 | 74600.00 | 74210.00 | 360.00 | 130.00 | 170.00 | 110.00 |
| 2022-04-19 | 74910.00 | 75040.00 | 75500.00 | 74800.00 | 74980.00 | 74900.00 | 75380.00 | 74580.00 | -70.00 | 140.00 | 120.00 | 220.00 |
| 2022-04-18 | 74890.00 | 74760.00 | 75320.00 | 74650.00 | 74400.00 | 74560.00 | 75100.00 | 74400.00 | 490.00 | 200.00 | 220.00 | 250.00 |
| 2022-04-15 | 73820.00 | 74970.00 | 75100.00 | 73780.00 | 73800.00 | 74740.00 | 74860.00 | 73560.00 | 20.00 | 230.00 | 240.00 | 220.00 |
| 2022-04-14 | 73790.00 | 74180.00 | 74270.00 | 73620.00 | 73600.00 | 73940.00 | 74050.00 | 73440.00 | 190.00 | 240.00 | 220.00 | 180.00 |
| 2022-04-13 | 73300.00 | 74030.00 | 74450.00 | 73240.00 | 73000.00 | 73840.00 | 74200.00 | 73000.00 | 300.00 | 190.00 | 250.00 | 240.00 |
| 2022-04-12 | 73200.00 | 73350.00 | 73450.00 | 72930.00 | 73100.00 | 73210.00 | 73290.00 | 72820.00 | 100.00 | 140.00 | 160.00 | 110.00 |
| 2022-04-11 | 73690.00 | 73230.00 | 73760.00 | 73160.00 | 73710.00 | 73140.00 | 73710.00 | 73070.00 | -20.00 | 90.00 | 50.00 | 90.00 |
| 2022-04-08 | 73280.00 | 73760.00 | 73930.00 | 73180.00 | 73140.00 | 73710.00 | 73820.00 | 73100.00 | 140.00 | 50.00 | 110.00 | 80.00 |
| 2022-04-07 | 73720.00 | 73410.00 | 73950.00 | 73350.00 | 73630.00 | 73330.00 | 73850.00 | 73260.00 | 90.00 | 80.00 | 100.00 | 90.00 |
| 2022-04-06 | 73980.00 | 73720.00 | 73990.00 | 73510.00 | 73590.00 | 73630.00 | 73800.00 | 73400.00 | 390.00 | 90.00 | 190.00 | 110.00 |
| 2022-04-01 | 73540.00 | 73160.00 | 73700.00 | 73030.00 | 73390.00 | 73060.00 | 73620.00 | 72930.00 | 150.00 | 100.00 | 80.00 | 100.00 |
| 2022-03-31 | 73710.00 | 73320.00 | 73870.00 | 73280.00 | 73870.00 | 73240.00 | 73870.00 | 73200.00 | -160.00 | 80.00 | 0.00 | 80.00 |
| 2022-03-30 | 73270.00 | 74210.00 | 74310.00 | 73120.00 | 73640.00 | 74250.00 | 74350.00 | 73240.00 | -370.00 | -40.00 | -40.00 | -120.00 |
| 2022-03-29 | 73250.00 | 73570.00 | 73830.00 | 73130.00 | 73210.00 | 73660.00 | 73880.00 | 73210.00 | 40.00 | -90.00 | -50.00 | -80.00 |
| 2022-03-28 | 73500.00 | 72940.00 | 73500.00 | 72700.00 | 73400.00 | 73070.00 | 73440.00 | 72830.00 | 100.00 | -130.00 | 60.00 | -130.00 |
| 2022-03-25 | 73600.00 | 73560.00 | 73920.00 | 73300.00 | 73880.00 | 73630.00 | 73990.00 | 73370.00 | -280.00 | -70.00 | -70.00 | -70.00 |
| 2022-03-24 | 73500.00 | 73580.00 | 73950.00 | 73380.00 | 73510.00 | 73640.00 | 73940.00 | 73410.00 | -10.00 | -60.00 | 10.00 | -30.00 |