本页面展示沪铅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。
关于沪铅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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021-10-26 | 16000.00 | 16010.00 | 16160.00 | 15890.00 | 16065.00 | 16060.00 | 16200.00 | 15945.00 | -65.00 | -50.00 | -40.00 | -55.00 |
| 2021-10-25 | 15905.00 | 15985.00 | 16200.00 | 15790.00 | 16005.00 | 16030.00 | 16240.00 | 15840.00 | -100.00 | -45.00 | -40.00 | -50.00 |
| 2021-10-22 | 15945.00 | 16030.00 | 16175.00 | 15660.00 | 15905.00 | 16055.00 | 16210.00 | 15725.00 | 40.00 | -25.00 | -35.00 | -65.00 |
| 2021-10-21 | 15805.00 | 15945.00 | 16330.00 | 15775.00 | 15850.00 | 15990.00 | 16355.00 | 15815.00 | -45.00 | -45.00 | -25.00 | -40.00 |
| 2021-10-20 | 15790.00 | 15725.00 | 15990.00 | 15500.00 | 15850.00 | 15780.00 | 16030.00 | 15550.00 | -60.00 | -55.00 | -40.00 | -50.00 |
| 2021-10-19 | 15910.00 | 15840.00 | 15990.00 | 15670.00 | 15965.00 | 15900.00 | 16040.00 | 15730.00 | -55.00 | -60.00 | -50.00 | -60.00 |
| 2021-10-18 | 15590.00 | 15790.00 | 15915.00 | 15405.00 | 15725.00 | 15845.00 | 15965.00 | 15465.00 | -135.00 | -55.00 | -50.00 | -60.00 |
| 2021-10-15 | 15395.00 | 15365.00 | 15465.00 | 15195.00 | 15290.00 | 15430.00 | 15525.00 | 15255.00 | 105.00 | -65.00 | -60.00 | -60.00 |
| 2021-10-14 | 14935.00 | 15335.00 | 15380.00 | 14900.00 | 14905.00 | 15385.00 | 15435.00 | 14905.00 | 30.00 | -50.00 | -55.00 | -5.00 |
| 2021-10-13 | 14970.00 | 14795.00 | 14970.00 | 14650.00 | 14960.00 | 14840.00 | 14995.00 | 14705.00 | 10.00 | -45.00 | -25.00 | -55.00 |
| 2021-10-12 | 14805.00 | 14875.00 | 14980.00 | 14790.00 | 14800.00 | 14935.00 | 15030.00 | 14800.00 | 5.00 | -60.00 | -50.00 | -10.00 |
| 2021-10-11 | 14675.00 | 14765.00 | 14780.00 | 14535.00 | 14680.00 | 14805.00 | 14820.00 | 14595.00 | -5.00 | -40.00 | -40.00 | -60.00 |
| 2021-10-08 | 14430.00 | 14610.00 | 14695.00 | 14430.00 | 14510.00 | 14660.00 | 14740.00 | 14500.00 | -80.00 | -50.00 | -45.00 | -70.00 |
| 2021-09-30 | 14380.00 | 14350.00 | 14395.00 | 14225.00 | 14350.00 | 14310.00 | 14365.00 | 14120.00 | 30.00 | 40.00 | 30.00 | 105.00 |
| 2021-09-29 | 14500.00 | 14355.00 | 14545.00 | 14265.00 | 14535.00 | 14325.00 | 14550.00 | 14230.00 | -35.00 | 30.00 | -5.00 | 35.00 |
| 2021-09-28 | 14495.00 | 14470.00 | 14595.00 | 14420.00 | 14560.00 | 14515.00 | 14590.00 | 14450.00 | -65.00 | -45.00 | 5.00 | -30.00 |
| 2021-09-27 | 14460.00 | 14495.00 | 14600.00 | 14360.00 | 14445.00 | 14550.00 | 14640.00 | 14430.00 | 15.00 | -55.00 | -40.00 | -70.00 |
| 2021-09-24 | 14345.00 | 14355.00 | 14385.00 | 14240.00 | 14310.00 | 14405.00 | 14430.00 | 14305.00 | 35.00 | -50.00 | -45.00 | -65.00 |
| 2021-09-23 | 14150.00 | 14345.00 | 14380.00 | 14055.00 | 14230.00 | 14395.00 | 14445.00 | 14105.00 | -80.00 | -50.00 | -65.00 | -50.00 |
| 2021-09-22 | 14555.00 | 14220.00 | 14555.00 | 14150.00 | 14675.00 | 14270.00 | 14675.00 | 14210.00 | -120.00 | -50.00 | -120.00 | -60.00 |
| 2021-09-17 | 14670.00 | 14665.00 | 14770.00 | 14480.00 | 14685.00 | 14725.00 | 14820.00 | 14525.00 | -15.00 | -60.00 | -50.00 | -45.00 |
| 2021-09-16 | 14620.00 | 14665.00 | 14740.00 | 14580.00 | 14690.00 | 14710.00 | 14790.00 | 14640.00 | -70.00 | -45.00 | -50.00 | -60.00 |
| 2021-09-15 | 14900.00 | 14660.00 | 14915.00 | 14640.00 | 14905.00 | 14715.00 | 14955.00 | 14700.00 | -5.00 | -55.00 | -40.00 | -60.00 |
| 2021-09-14 | 15090.00 | 14890.00 | 15090.00 | 14855.00 | 15050.00 | 14935.00 | 15135.00 | 14915.00 | 40.00 | -45.00 | -45.00 | -60.00 |
| 2021-09-13 | 15070.00 | 15060.00 | 15230.00 | 15030.00 | 15200.00 | 15105.00 | 15270.00 | 15080.00 | -130.00 | -45.00 | -40.00 | -50.00 |
| 2021-09-10 | 15030.00 | 15070.00 | 15130.00 | 14980.00 | 15025.00 | 15115.00 | 15180.00 | 15025.00 | 5.00 | -45.00 | -50.00 | -45.00 |
| 2021-09-09 | 14920.00 | 14940.00 | 15095.00 | 14880.00 | 14955.00 | 14990.00 | 15145.00 | 14945.00 | -35.00 | -50.00 | -50.00 | -65.00 |
| 2021-09-08 | 14915.00 | 14895.00 | 14920.00 | 14830.00 | 14980.00 | 14940.00 | 14980.00 | 14880.00 | -65.00 | -45.00 | -60.00 | -50.00 |
| 2021-09-07 | 15045.00 | 14895.00 | 15070.00 | 14825.00 | 15100.00 | 14945.00 | 15115.00 | 14880.00 | -55.00 | -50.00 | -45.00 | -55.00 |
| 2021-09-06 | 15005.00 | 15090.00 | 15150.00 | 14970.00 | 15130.00 | 15140.00 | 15200.00 | 15025.00 | -125.00 | -50.00 | -50.00 | -55.00 |
| 2021-09-03 | 14925.00 | 15035.00 | 15085.00 | 14915.00 | 15000.00 | 15080.00 | 15140.00 | 14975.00 | -75.00 | -45.00 | -55.00 | -60.00 |
| 2021-09-02 | 14950.00 | 14925.00 | 15020.00 | 14875.00 | 14980.00 | 14980.00 | 15070.00 | 14925.00 | -30.00 | -55.00 | -50.00 | -50.00 |
| 2021-09-01 | 14960.00 | 14900.00 | 15040.00 | 14865.00 | 15095.00 | 14965.00 | 15095.00 | 14915.00 | -135.00 | -65.00 | -55.00 | -50.00 |
| 2021-08-31 | 15155.00 | 15025.00 | 15190.00 | 14995.00 | 15185.00 | 15070.00 | 15290.00 | 15045.00 | -30.00 | -45.00 | -100.00 | -50.00 |
| 2021-08-30 | 15350.00 | 15210.00 | 15375.00 | 15200.00 | 15365.00 | 15155.00 | 15365.00 | 15155.00 | -15.00 | 55.00 | 10.00 | 45.00 |
| 2021-08-27 | 15300.00 | 15350.00 | 15460.00 | 15285.00 | 15290.00 | 15305.00 | 15420.00 | 15245.00 | 10.00 | 45.00 | 40.00 | 40.00 |
| 2021-08-26 | 15550.00 | 15275.00 | 15640.00 | 15230.00 | 15585.00 | 15240.00 | 15600.00 | 15190.00 | -35.00 | 35.00 | 40.00 | 40.00 |
| 2021-08-25 | 15415.00 | 15415.00 | 15505.00 | 15370.00 | 15515.00 | 15470.00 | 15555.00 | 15425.00 | -100.00 | -55.00 | -50.00 | -55.00 |
| 2021-08-24 | 15460.00 | 15460.00 | 15530.00 | 15405.00 | 15425.00 | 15500.00 | 15575.00 | 15425.00 | 35.00 | -40.00 | -45.00 | -20.00 |
| 2021-08-23 | 15070.00 | 15420.00 | 15475.00 | 15070.00 | 15195.00 | 15470.00 | 15535.00 | 15155.00 | -125.00 | -50.00 | -60.00 | -85.00 |
| 2021-08-20 | 15415.00 | 15115.00 | 15455.00 | 15090.00 | 15450.00 | 15180.00 | 15510.00 | 15165.00 | -35.00 | -65.00 | -55.00 | -75.00 |
| 2021-08-19 | 15335.00 | 15465.00 | 15525.00 | 15240.00 | 15355.00 | 15520.00 | 15580.00 | 15310.00 | -20.00 | -55.00 | -55.00 | -70.00 |
| 2021-08-18 | 15300.00 | 15335.00 | 15380.00 | 15265.00 | 15365.00 | 15395.00 | 15435.00 | 15330.00 | -65.00 | -60.00 | -55.00 | -65.00 |
| 2021-08-17 | 15475.00 | 15385.00 | 15475.00 | 15360.00 | 15510.00 | 15455.00 | 15535.00 | 15430.00 | -35.00 | -70.00 | -60.00 | -70.00 |
| 2021-08-16 | 15505.00 | 15420.00 | 15580.00 | 15330.00 | 15520.00 | 15475.00 | 15630.00 | 15400.00 | -15.00 | -55.00 | -50.00 | -70.00 |
| 2021-08-13 | 15550.00 | 15410.00 | 15560.00 | 15380.00 | 15615.00 | 15465.00 | 15620.00 | 15445.00 | -65.00 | -55.00 | -60.00 | -65.00 |
| 2021-08-12 | 15480.00 | 15510.00 | 15565.00 | 15440.00 | 15525.00 | 15570.00 | 15625.00 | 15480.00 | -45.00 | -60.00 | -60.00 | -40.00 |
| 2021-08-11 | 15455.00 | 15400.00 | 15540.00 | 15380.00 | 15575.00 | 15470.00 | 15605.00 | 15430.00 | -120.00 | -70.00 | -65.00 | -50.00 |
| 2021-08-10 | 15395.00 | 15495.00 | 15530.00 | 15320.00 | 15470.00 | 15560.00 | 15590.00 | 15395.00 | -75.00 | -65.00 | -60.00 | -75.00 |
| 2021-08-09 | 15650.00 | 15460.00 | 15690.00 | 15370.00 | 15780.00 | 15530.00 | 15780.00 | 15450.00 | -130.00 | -70.00 | -90.00 | -80.00 |
| 2021-08-06 | 15760.00 | 15785.00 | 15810.00 | 15670.00 | 15830.00 | 15850.00 | 15880.00 | 15740.00 | -70.00 | -65.00 | -70.00 | -70.00 |
| 2021-08-05 | 15865.00 | 15730.00 | 15865.00 | 15705.00 | 15940.00 | 15780.00 | 15940.00 | 15775.00 | -75.00 | -50.00 | -75.00 | -70.00 |
| 2021-08-04 | 15980.00 | 15895.00 | 15985.00 | 15830.00 | 15900.00 | 15950.00 | 16025.00 | 15890.00 | 80.00 | -55.00 | -40.00 | -60.00 |
| 2021-08-03 | 16205.00 | 15790.00 | 16270.00 | 15755.00 | 16210.00 | 15860.00 | 16325.00 | 15815.00 | -5.00 | -70.00 | -55.00 | -60.00 |
| 2021-08-02 | 16000.00 | 16090.00 | 16150.00 | 15955.00 | 16050.00 | 16150.00 | 16205.00 | 16030.00 | -50.00 | -60.00 | -55.00 | -75.00 |
| 2021-07-30 | 15960.00 | 15860.00 | 16035.00 | 15845.00 | 16050.00 | 15940.00 | 16100.00 | 15915.00 | -90.00 | -80.00 | -65.00 | -70.00 |
| 2021-07-29 | 15945.00 | 15970.00 | 15995.00 | 15855.00 | 16000.00 | 16025.00 | 16065.00 | 15925.00 | -55.00 | -55.00 | -70.00 | -70.00 |
| 2021-07-28 | 16065.00 | 15870.00 | 16070.00 | 15830.00 | 15970.00 | 15820.00 | 16015.00 | 15780.00 | 95.00 | 50.00 | 55.00 | 50.00 |
| 2021-07-27 | 16125.00 | 16065.00 | 16205.00 | 16010.00 | 16055.00 | 16000.00 | 16145.00 | 15955.00 | 70.00 | 65.00 | 60.00 | 55.00 |
| 2021-07-26 | 16395.00 | 16065.00 | 16420.00 | 16040.00 | 16205.00 | 16000.00 | 16680.00 | 15980.00 | 190.00 | 65.00 | -260.00 | 60.00 |
| 2021-07-23 | 16090.00 | 16345.00 | 16390.00 | 16080.00 | 16025.00 | 16275.00 | 16315.00 | 15955.00 | 65.00 | 70.00 | 75.00 | 125.00 |
| 2021-07-22 | 15920.00 | 15960.00 | 15975.00 | 15825.00 | 15800.00 | 16005.00 | 16025.00 | 15800.00 | 120.00 | -45.00 | -50.00 | 25.00 |
| 2021-07-21 | 15695.00 | 15815.00 | 15860.00 | 15640.00 | 15705.00 | 15890.00 | 15915.00 | 15705.00 | -10.00 | -75.00 | -55.00 | -65.00 |
| 2021-07-20 | 15765.00 | 15630.00 | 15765.00 | 15555.00 | 15750.00 | 15705.00 | 15790.00 | 15620.00 | 15.00 | -75.00 | -25.00 | -65.00 |
| 2021-07-19 | 15960.00 | 15830.00 | 15975.00 | 15730.00 | 15960.00 | 15890.00 | 16025.00 | 15805.00 | 0.00 | -60.00 | -50.00 | -75.00 |
| 2021-07-16 | 15825.00 | 15895.00 | 16010.00 | 15825.00 | 15990.00 | 15970.00 | 16070.00 | 15870.00 | -165.00 | -75.00 | -60.00 | -45.00 |
| 2021-07-15 | 15585.00 | 15890.00 | 15915.00 | 15580.00 | 15755.00 | 15950.00 | 15975.00 | 15700.00 | -170.00 | -60.00 | -60.00 | -120.00 |
| 2021-07-14 | 15685.00 | 15650.00 | 15685.00 | 15530.00 | 15660.00 | 15715.00 | 15740.00 | 15610.00 | 25.00 | -65.00 | -55.00 | -80.00 |
| 2021-07-13 | 15830.00 | 15630.00 | 15910.00 | 15600.00 | 15965.00 | 15705.00 | 15970.00 | 15695.00 | -135.00 | -75.00 | -60.00 | -95.00 |
| 2021-07-12 | 15800.00 | 15895.00 | 15970.00 | 15775.00 | 15915.00 | 15960.00 | 16035.00 | 15845.00 | -115.00 | -65.00 | -65.00 | -70.00 |
| 2021-07-09 | 15750.00 | 15725.00 | 15800.00 | 15650.00 | 15715.00 | 15805.00 | 15885.00 | 15715.00 | 35.00 | -80.00 | -85.00 | -65.00 |
| 2021-07-08 | 15930.00 | 15725.00 | 16015.00 | 15695.00 | 15910.00 | 15810.00 | 16080.00 | 15765.00 | 20.00 | -85.00 | -65.00 | -70.00 |
| 2021-07-07 | 15830.00 | 15895.00 | 15930.00 | 15655.00 | 15935.00 | 15960.00 | 15995.00 | 15730.00 | -105.00 | -65.00 | -65.00 | -75.00 |
| 2021-07-06 | 15885.00 | 15830.00 | 15890.00 | 15725.00 | 15910.00 | 15900.00 | 15960.00 | 15800.00 | -25.00 | -70.00 | -70.00 | -75.00 |
| 2021-07-05 | 15785.00 | 15820.00 | 15890.00 | 15715.00 | 15900.00 | 15890.00 | 15960.00 | 15795.00 | -115.00 | -70.00 | -70.00 | -80.00 |
| 2021-07-02 | 15665.00 | 15730.00 | 15800.00 | 15660.00 | 15800.00 | 15805.00 | 15870.00 | 15725.00 | -135.00 | -75.00 | -70.00 | -65.00 |
| 2021-07-01 | 15900.00 | 15715.00 | 16065.00 | 15675.00 | 16010.00 | 15795.00 | 16120.00 | 15740.00 | -110.00 | -80.00 | -55.00 | -65.00 |
| 2021-06-30 | 15575.00 | 16050.00 | 16075.00 | 15560.00 | 15585.00 | 16120.00 | 16120.00 | 15585.00 | -10.00 | -70.00 | -45.00 | -25.00 |
| 2021-06-29 | 15295.00 | 15470.00 | 15485.00 | 15295.00 | 15520.00 | 15530.00 | 15555.00 | 15390.00 | -225.00 | -60.00 | -70.00 | -95.00 |
| 2021-06-28 | 15600.00 | 15350.00 | 15650.00 | 15260.00 | 15660.00 | 15285.00 | 15660.00 | 15210.00 | -60.00 | 65.00 | -10.00 | 50.00 |
| 2021-06-25 | 15510.00 | 15650.00 | 15700.00 | 15465.00 | 15440.00 | 15580.00 | 15630.00 | 15405.00 | 70.00 | 70.00 | 70.00 | 60.00 |
| 2021-06-24 | 15445.00 | 15390.00 | 15545.00 | 15350.00 | 15520.00 | 15465.00 | 15615.00 | 15410.00 | -75.00 | -75.00 | -70.00 | -60.00 |
| 2021-06-23 | 15595.00 | 15415.00 | 15610.00 | 15385.00 | 15450.00 | 15460.00 | 15650.00 | 15445.00 | 145.00 | -45.00 | -40.00 | -60.00 |
| 2021-06-22 | 15435.00 | 15540.00 | 15545.00 | 15395.00 | 15460.00 | 15600.00 | 15600.00 | 15430.00 | -25.00 | -60.00 | -55.00 | -35.00 |
| 2021-06-21 | 15105.00 | 15435.00 | 15480.00 | 15080.00 | 15175.00 | 15500.00 | 15530.00 | 15150.00 | -70.00 | -65.00 | -50.00 | -70.00 |
| 2021-06-18 | 15280.00 | 15055.00 | 15280.00 | 15030.00 | 15340.00 | 15115.00 | 15345.00 | 15115.00 | -60.00 | -60.00 | -65.00 | -85.00 |
| 2021-06-17 | 15190.00 | 15370.00 | 15415.00 | 15160.00 | 15265.00 | 15420.00 | 15465.00 | 15250.00 | -75.00 | -50.00 | -50.00 | -90.00 |
| 2021-06-16 | 15220.00 | 15160.00 | 15320.00 | 15150.00 | 15320.00 | 15235.00 | 15395.00 | 15235.00 | -100.00 | -75.00 | -75.00 | -85.00 |
| 2021-06-15 | 15405.00 | 15285.00 | 15490.00 | 15245.00 | 15535.00 | 15350.00 | 15540.00 | 15315.00 | -130.00 | -65.00 | -50.00 | -70.00 |
| 2021-06-11 | 15400.00 | 15465.00 | 15525.00 | 15375.00 | 15470.00 | 15520.00 | 15585.00 | 15425.00 | -70.00 | -55.00 | -60.00 | -50.00 |
| 2021-06-10 | 15485.00 | 15420.00 | 15495.00 | 15380.00 | 15550.00 | 15480.00 | 15550.00 | 15430.00 | -65.00 | -60.00 | -55.00 | -50.00 |
| 2021-06-09 | 15030.00 | 15450.00 | 15485.00 | 15005.00 | 15050.00 | 15530.00 | 15535.00 | 15050.00 | -20.00 | -80.00 | -50.00 | -45.00 |
| 2021-06-08 | 14910.00 | 15050.00 | 15080.00 | 14900.00 | 15000.00 | 15100.00 | 15160.00 | 14960.00 | -90.00 | -50.00 | -80.00 | -60.00 |
| 2021-06-07 | 15035.00 | 14945.00 | 15075.00 | 14930.00 | 15150.00 | 15030.00 | 15155.00 | 15010.00 | -115.00 | -85.00 | -80.00 | -80.00 |
| 2021-06-04 | 15205.00 | 15035.00 | 15205.00 | 15020.00 | 15290.00 | 15115.00 | 15290.00 | 15100.00 | -85.00 | -80.00 | -85.00 | -80.00 |
| 2021-06-03 | 15385.00 | 15305.00 | 15465.00 | 15300.00 | 15400.00 | 15380.00 | 15535.00 | 15375.00 | -15.00 | -75.00 | -70.00 | -75.00 |
| 2021-06-02 | 15350.00 | 15350.00 | 15525.00 | 15300.00 | 15500.00 | 15425.00 | 15580.00 | 15375.00 | -150.00 | -75.00 | -55.00 | -75.00 |
| 2021-06-01 | 15560.00 | 15455.00 | 15695.00 | 15405.00 | 15725.00 | 15500.00 | 15745.00 | 15465.00 | -165.00 | -45.00 | -50.00 | -60.00 |
| 2021-05-31 | 15540.00 | 15625.00 | 15680.00 | 15510.00 | 15635.00 | 15695.00 | 15730.00 | 15575.00 | -95.00 | -70.00 | -50.00 | -65.00 |
| 2021-05-28 | 15350.00 | 15600.00 | 15615.00 | 15340.00 | 15310.00 | 15530.00 | 15535.00 | 15275.00 | 40.00 | 70.00 | 80.00 | 65.00 |