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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021-05-27 | 15400.00 | 15420.00 | 15440.00 | 15275.00 | 15440.00 | 15345.00 | 15450.00 | 15200.00 | -40.00 | 75.00 | -10.00 | 75.00 |
| 2021-05-26 | 15290.00 | 15420.00 | 15460.00 | 15220.00 | 15155.00 | 15370.00 | 15420.00 | 15105.00 | 135.00 | 50.00 | 40.00 | 115.00 |
| 2021-05-25 | 15300.00 | 15260.00 | 15400.00 | 15205.00 | 15335.00 | 15255.00 | 15440.00 | 15230.00 | -35.00 | 5.00 | -40.00 | -25.00 |
| 2021-05-24 | 15665.00 | 15350.00 | 15750.00 | 15305.00 | 15740.00 | 15420.00 | 15845.00 | 15365.00 | -75.00 | -70.00 | -95.00 | -60.00 |
| 2021-05-21 | 15585.00 | 15610.00 | 15750.00 | 15465.00 | 15745.00 | 15680.00 | 15815.00 | 15545.00 | -160.00 | -70.00 | -65.00 | -80.00 |
| 2021-05-20 | 15560.00 | 15735.00 | 15750.00 | 15300.00 | 15505.00 | 15795.00 | 15795.00 | 15360.00 | 55.00 | -60.00 | -45.00 | -60.00 |
| 2021-05-19 | 15500.00 | 15575.00 | 15705.00 | 15485.00 | 15560.00 | 15650.00 | 15765.00 | 15555.00 | -60.00 | -75.00 | -60.00 | -70.00 |
| 2021-05-18 | 15210.00 | 15500.00 | 15565.00 | 15125.00 | 15325.00 | 15590.00 | 15640.00 | 15215.00 | -115.00 | -90.00 | -75.00 | -90.00 |
| 2021-05-17 | 15060.00 | 15210.00 | 15225.00 | 15000.00 | 15185.00 | 15295.00 | 15305.00 | 15095.00 | -125.00 | -85.00 | -80.00 | -95.00 |
| 2021-05-14 | 15155.00 | 15055.00 | 15235.00 | 14980.00 | 15350.00 | 15140.00 | 15350.00 | 15055.00 | -195.00 | -85.00 | -115.00 | -75.00 |
| 2021-05-13 | 15555.00 | 15305.00 | 15630.00 | 15240.00 | 15580.00 | 15375.00 | 15685.00 | 15315.00 | -25.00 | -70.00 | -55.00 | -75.00 |
| 2021-05-12 | 15735.00 | 15640.00 | 15755.00 | 15505.00 | 15770.00 | 15690.00 | 15825.00 | 15575.00 | -35.00 | -50.00 | -70.00 | -70.00 |
| 2021-05-11 | 15700.00 | 15705.00 | 15740.00 | 15525.00 | 15780.00 | 15770.00 | 15790.00 | 15600.00 | -80.00 | -65.00 | -50.00 | -75.00 |
| 2021-05-10 | 15800.00 | 15700.00 | 15885.00 | 15620.00 | 15840.00 | 15735.00 | 15940.00 | 15680.00 | -40.00 | -35.00 | -55.00 | -60.00 |
| 2021-05-07 | 15580.00 | 15755.00 | 15775.00 | 15485.00 | 15550.00 | 15815.00 | 15830.00 | 15550.00 | 30.00 | -60.00 | -55.00 | -65.00 |
| 2021-05-06 | 15195.00 | 15445.00 | 15500.00 | 15185.00 | 15265.00 | 15480.00 | 15545.00 | 15250.00 | -70.00 | -35.00 | -45.00 | -65.00 |
| 2021-04-30 | 15390.00 | 15110.00 | 15390.00 | 15080.00 | 15380.00 | 15150.00 | 15405.00 | 15135.00 | 10.00 | -40.00 | -15.00 | -55.00 |
| 2021-04-29 | 15350.00 | 15290.00 | 15405.00 | 15215.00 | 15400.00 | 15335.00 | 15405.00 | 15255.00 | -50.00 | -45.00 | 0.00 | -40.00 |
| 2021-04-28 | 15530.00 | 15360.00 | 15530.00 | 15270.00 | 15380.00 | 15300.00 | 15445.00 | 15210.00 | 150.00 | 60.00 | 85.00 | 60.00 |
| 2021-04-27 | 15365.00 | 15470.00 | 15525.00 | 15355.00 | 15305.00 | 15405.00 | 15470.00 | 15305.00 | 60.00 | 65.00 | 55.00 | 50.00 |
| 2021-04-26 | 15435.00 | 15360.00 | 15435.00 | 15230.00 | 15265.00 | 15300.00 | 15390.00 | 15185.00 | 170.00 | 60.00 | 45.00 | 45.00 |
| 2021-04-23 | 15325.00 | 15300.00 | 15420.00 | 15220.00 | 15375.00 | 15320.00 | 15440.00 | 15250.00 | -50.00 | -20.00 | -20.00 | -30.00 |
| 2021-04-22 | 15175.00 | 15310.00 | 15335.00 | 15145.00 | 15240.00 | 15325.00 | 15350.00 | 15200.00 | -65.00 | -15.00 | -15.00 | -55.00 |
| 2021-04-21 | 15300.00 | 15195.00 | 15425.00 | 15130.00 | 15330.00 | 15255.00 | 15450.00 | 15180.00 | -30.00 | -60.00 | -25.00 | -50.00 |
| 2021-04-20 | 15200.00 | 15300.00 | 15325.00 | 15165.00 | 15200.00 | 15345.00 | 15365.00 | 15190.00 | 0.00 | -45.00 | -40.00 | -25.00 |
| 2021-04-19 | 15125.00 | 15105.00 | 15160.00 | 14940.00 | 15195.00 | 15190.00 | 15200.00 | 15000.00 | -70.00 | -85.00 | -40.00 | -60.00 |
| 2021-04-16 | 14990.00 | 15045.00 | 15095.00 | 14900.00 | 14985.00 | 15090.00 | 15145.00 | 14965.00 | 5.00 | -45.00 | -50.00 | -65.00 |
| 2021-04-15 | 14910.00 | 14880.00 | 14940.00 | 14840.00 | 14955.00 | 14955.00 | 14990.00 | 14895.00 | -45.00 | -75.00 | -50.00 | -55.00 |
| 2021-04-14 | 14815.00 | 14880.00 | 14925.00 | 14760.00 | 14910.00 | 14935.00 | 14970.00 | 14820.00 | -95.00 | -55.00 | -45.00 | -60.00 |
| 2021-04-13 | 14705.00 | 14790.00 | 14835.00 | 14610.00 | 14825.00 | 14850.00 | 14885.00 | 14660.00 | -120.00 | -60.00 | -50.00 | -50.00 |
| 2021-04-12 | 14805.00 | 14740.00 | 14940.00 | 14725.00 | 14915.00 | 14805.00 | 14975.00 | 14785.00 | -110.00 | -65.00 | -35.00 | -60.00 |
| 2021-04-09 | 14940.00 | 14900.00 | 15005.00 | 14750.00 | 14980.00 | 14950.00 | 15055.00 | 14785.00 | -40.00 | -50.00 | -50.00 | -35.00 |
| 2021-04-08 | 14925.00 | 14885.00 | 15010.00 | 14860.00 | 14960.00 | 14940.00 | 15055.00 | 14920.00 | -35.00 | -55.00 | -45.00 | -60.00 |
| 2021-04-07 | 15000.00 | 14925.00 | 15035.00 | 14840.00 | 15030.00 | 14980.00 | 15085.00 | 14900.00 | -30.00 | -55.00 | -50.00 | -60.00 |
| 2021-04-06 | 15045.00 | 14965.00 | 15095.00 | 14930.00 | 15155.00 | 14995.00 | 15155.00 | 14975.00 | -110.00 | -30.00 | -60.00 | -45.00 |
| 2021-04-02 | 15230.00 | 15015.00 | 15280.00 | 15010.00 | 15200.00 | 15060.00 | 15300.00 | 15060.00 | 30.00 | -45.00 | -20.00 | -50.00 |
| 2021-04-01 | 15400.00 | 15230.00 | 15475.00 | 15115.00 | 15400.00 | 15250.00 | 15485.00 | 15135.00 | 0.00 | -20.00 | -10.00 | -20.00 |
| 2021-03-31 | 15310.00 | 15385.00 | 15450.00 | 15285.00 | 15430.00 | 15385.00 | 15435.00 | 15280.00 | -120.00 | 0.00 | 15.00 | 5.00 |
| 2021-03-30 | 15185.00 | 15425.00 | 15460.00 | 15140.00 | 15175.00 | 15430.00 | 15465.00 | 15170.00 | 10.00 | -5.00 | -5.00 | -30.00 |
| 2021-03-29 | 15025.00 | 15140.00 | 15150.00 | 14975.00 | 15140.00 | 15155.00 | 15175.00 | 15005.00 | -115.00 | -15.00 | -25.00 | -30.00 |
| 2021-03-26 | 14940.00 | 15025.00 | 15085.00 | 14870.00 | 14905.00 | 14955.00 | 15055.00 | 14860.00 | 35.00 | 70.00 | 30.00 | 10.00 |
| 2021-03-25 | 15225.00 | 14900.00 | 15290.00 | 14880.00 | 15250.00 | 14895.00 | 15250.00 | 14870.00 | -25.00 | 5.00 | 40.00 | 10.00 |
| 2021-03-24 | 15180.00 | 15240.00 | 15275.00 | 15045.00 | 15305.00 | 15180.00 | 15305.00 | 15010.00 | -125.00 | 60.00 | -30.00 | 35.00 |
| 2021-03-23 | 15170.00 | 15280.00 | 15285.00 | 15070.00 | 15250.00 | 15225.00 | 15250.00 | 15050.00 | -80.00 | 55.00 | 35.00 | 20.00 |
| 2021-03-22 | 14920.00 | 15170.00 | 15210.00 | 14780.00 | 14920.00 | 15150.00 | 15195.00 | 14840.00 | 0.00 | 20.00 | 15.00 | -60.00 |
| 2021-03-19 | 14800.00 | 14820.00 | 14975.00 | 14670.00 | 14715.00 | 14830.00 | 14980.00 | 14685.00 | 85.00 | -10.00 | -5.00 | -15.00 |
| 2021-03-18 | 14780.00 | 14675.00 | 14975.00 | 14610.00 | 14850.00 | 14715.00 | 14985.00 | 14655.00 | -70.00 | -40.00 | -10.00 | -45.00 |
| 2021-03-17 | 14830.00 | 14850.00 | 14900.00 | 14695.00 | 14815.00 | 14860.00 | 14920.00 | 14740.00 | 15.00 | -10.00 | -20.00 | -45.00 |
| 2021-03-16 | 14865.00 | 14815.00 | 15020.00 | 14675.00 | 14880.00 | 14830.00 | 15070.00 | 14735.00 | -15.00 | -15.00 | -50.00 | -60.00 |
| 2021-03-15 | 14745.00 | 14820.00 | 14965.00 | 14740.00 | 14890.00 | 14870.00 | 15030.00 | 14795.00 | -145.00 | -50.00 | -65.00 | -55.00 |
| 2021-03-12 | 14715.00 | 14855.00 | 14945.00 | 14650.00 | 14935.00 | 14890.00 | 15000.00 | 14710.00 | -220.00 | -35.00 | -55.00 | -60.00 |
| 2021-03-11 | 14650.00 | 14900.00 | 15010.00 | 14600.00 | 14675.00 | 14935.00 | 15030.00 | 14670.00 | -25.00 | -35.00 | -20.00 | -70.00 |
| 2021-03-10 | 14915.00 | 14635.00 | 14920.00 | 14610.00 | 14920.00 | 14720.00 | 14955.00 | 14665.00 | -5.00 | -85.00 | -35.00 | -55.00 |
| 2021-03-09 | 14950.00 | 14880.00 | 15040.00 | 14755.00 | 14855.00 | 14920.00 | 15080.00 | 14805.00 | 95.00 | -40.00 | -40.00 | -50.00 |
| 2021-03-08 | 15085.00 | 14825.00 | 15085.00 | 14790.00 | 15150.00 | 14875.00 | 15150.00 | 14845.00 | -65.00 | -50.00 | -65.00 | -55.00 |
| 2021-03-05 | 15160.00 | 15080.00 | 15335.00 | 14850.00 | 15180.00 | 15125.00 | 15360.00 | 14905.00 | -20.00 | -45.00 | -25.00 | -55.00 |
| 2021-03-04 | 15295.00 | 15105.00 | 15540.00 | 15050.00 | 15310.00 | 15140.00 | 15575.00 | 15090.00 | -15.00 | -35.00 | -35.00 | -40.00 |
| 2021-03-03 | 15395.00 | 15355.00 | 15475.00 | 15260.00 | 15440.00 | 15395.00 | 15535.00 | 15305.00 | -45.00 | -40.00 | -60.00 | -45.00 |
| 2021-03-02 | 15325.00 | 15360.00 | 15435.00 | 15155.00 | 15405.00 | 15405.00 | 15480.00 | 15205.00 | -80.00 | -45.00 | -45.00 | -50.00 |
| 2021-03-01 | 15550.00 | 15330.00 | 15635.00 | 15250.00 | 15600.00 | 15385.00 | 15655.00 | 15305.00 | -50.00 | -55.00 | -20.00 | -55.00 |
| 2021-02-26 | 15930.00 | 15595.00 | 15965.00 | 15510.00 | 15990.00 | 15630.00 | 15995.00 | 15550.00 | -60.00 | -35.00 | -30.00 | -40.00 |
| 2021-02-25 | 15665.00 | 15775.00 | 16145.00 | 15630.00 | 15700.00 | 15825.00 | 16170.00 | 15670.00 | -35.00 | -50.00 | -25.00 | -40.00 |
| 2021-02-24 | 15840.00 | 15595.00 | 15865.00 | 15510.00 | 15735.00 | 15550.00 | 15785.00 | 15450.00 | 105.00 | 45.00 | 80.00 | 60.00 |
| 2021-02-23 | 15815.00 | 15880.00 | 16120.00 | 15625.00 | 15755.00 | 15820.00 | 16050.00 | 15580.00 | 60.00 | 60.00 | 70.00 | 45.00 |
| 2021-02-22 | 15700.00 | 15810.00 | 15955.00 | 15450.00 | 15680.00 | 15840.00 | 15995.00 | 15560.00 | 20.00 | -30.00 | -40.00 | -110.00 |
| 2021-02-19 | 15640.00 | 15570.00 | 15670.00 | 15245.00 | 15625.00 | 15600.00 | 15685.00 | 15300.00 | 15.00 | -30.00 | -15.00 | -55.00 |
| 2021-02-18 | 15370.00 | 15560.00 | 15625.00 | 15270.00 | 15480.00 | 15595.00 | 15615.00 | 15290.00 | -110.00 | -35.00 | 10.00 | -20.00 |
| 2021-02-10 | 15245.00 | 15430.00 | 15520.00 | 15025.00 | 15240.00 | 15405.00 | 15455.00 | 15060.00 | 5.00 | 25.00 | 65.00 | -35.00 |
| 2021-02-09 | 15135.00 | 15190.00 | 15380.00 | 15115.00 | 15170.00 | 15210.00 | 15355.00 | 15145.00 | -35.00 | -20.00 | 25.00 | -30.00 |
| 2021-02-08 | 15250.00 | 15145.00 | 15250.00 | 15040.00 | 15220.00 | 15140.00 | 15230.00 | 15075.00 | 30.00 | 5.00 | 20.00 | -35.00 |
| 2021-02-05 | 14900.00 | 15275.00 | 15300.00 | 14890.00 | 15025.00 | 15245.00 | 15280.00 | 14950.00 | -125.00 | 30.00 | 20.00 | -60.00 |
| 2021-02-04 | 14840.00 | 15020.00 | 15070.00 | 14820.00 | 14875.00 | 15035.00 | 15065.00 | 14855.00 | -35.00 | -15.00 | 5.00 | -35.00 |
| 2021-02-03 | 15070.00 | 14765.00 | 15085.00 | 14760.00 | 14950.00 | 14810.00 | 15100.00 | 14800.00 | 120.00 | -45.00 | -15.00 | -40.00 |
| 2021-02-02 | 15035.00 | 14910.00 | 15130.00 | 14880.00 | 15125.00 | 14950.00 | 15150.00 | 14920.00 | -90.00 | -40.00 | -20.00 | -40.00 |
| 2021-02-01 | 15280.00 | 15070.00 | 15320.00 | 14995.00 | 15200.00 | 15065.00 | 15305.00 | 15020.00 | 80.00 | 5.00 | 15.00 | -25.00 |
| 2021-01-29 | 15355.00 | 15110.00 | 15510.00 | 15085.00 | 15335.00 | 15100.00 | 15475.00 | 15080.00 | 20.00 | 10.00 | 35.00 | 5.00 |
| 2021-01-28 | 15305.00 | 15380.00 | 15500.00 | 15235.00 | 15275.00 | 15335.00 | 15425.00 | 15190.00 | 30.00 | 45.00 | 75.00 | 45.00 |
| 2021-01-27 | 15480.00 | 15420.00 | 15765.00 | 15320.00 | 15375.00 | 15335.00 | 15700.00 | 15270.00 | 105.00 | 85.00 | 65.00 | 50.00 |
| 2021-01-26 | 15495.00 | 15430.00 | 15665.00 | 15315.00 | 15415.00 | 15375.00 | 15625.00 | 15285.00 | 80.00 | 55.00 | 40.00 | 30.00 |
| 2021-01-25 | 15100.00 | 15555.00 | 15635.00 | 15020.00 | 15095.00 | 15510.00 | 15630.00 | 15040.00 | 5.00 | 45.00 | 5.00 | -20.00 |
| 2021-01-22 | 15295.00 | 15085.00 | 15320.00 | 14970.00 | 15210.00 | 15065.00 | 15285.00 | 14945.00 | 85.00 | 20.00 | 35.00 | 25.00 |
| 2021-01-21 | 15140.00 | 15190.00 | 15280.00 | 15085.00 | 15100.00 | 15150.00 | 15240.00 | 15060.00 | 40.00 | 40.00 | 40.00 | 25.00 |
| 2021-01-20 | 14820.00 | 15130.00 | 15150.00 | 14815.00 | 14800.00 | 15080.00 | 15095.00 | 14800.00 | 20.00 | 50.00 | 55.00 | 15.00 |
| 2021-01-19 | 14980.00 | 14785.00 | 15045.00 | 14740.00 | 14985.00 | 14775.00 | 14995.00 | 14720.00 | -5.00 | 10.00 | 50.00 | 20.00 |
| 2021-01-18 | 14870.00 | 14985.00 | 15115.00 | 14845.00 | 14960.00 | 14925.00 | 15055.00 | 14700.00 | -90.00 | 60.00 | 60.00 | 145.00 |
| 2021-01-15 | 14970.00 | 14905.00 | 15110.00 | 14825.00 | 14930.00 | 14905.00 | 15085.00 | 14820.00 | 40.00 | 0.00 | 25.00 | 5.00 |
| 2021-01-14 | 14805.00 | 14910.00 | 14980.00 | 14745.00 | 14800.00 | 14910.00 | 14960.00 | 14750.00 | 5.00 | 0.00 | 20.00 | -5.00 |
| 2021-01-13 | 14505.00 | 14795.00 | 14800.00 | 14390.00 | 14530.00 | 14795.00 | 14820.00 | 14445.00 | -25.00 | 0.00 | -20.00 | -55.00 |
| 2021-01-12 | 14595.00 | 14505.00 | 14625.00 | 14380.00 | 14520.00 | 14550.00 | 14660.00 | 14430.00 | 75.00 | -45.00 | -35.00 | -50.00 |
| 2021-01-11 | 14800.00 | 14470.00 | 14880.00 | 14350.00 | 14995.00 | 14530.00 | 14995.00 | 14405.00 | -195.00 | -60.00 | -115.00 | -55.00 |
| 2021-01-08 | 15060.00 | 14950.00 | 15230.00 | 14815.00 | 15155.00 | 15010.00 | 15235.00 | 14875.00 | -95.00 | -60.00 | -5.00 | -60.00 |
| 2021-01-07 | 15050.00 | 15230.00 | 15230.00 | 14725.00 | 15080.00 | 15250.00 | 15250.00 | 14830.00 | -30.00 | -20.00 | -20.00 | -105.00 |
| 2021-01-06 | 15050.00 | 15035.00 | 15165.00 | 14940.00 | 15015.00 | 15080.00 | 15175.00 | 14965.00 | 35.00 | -45.00 | -10.00 | -25.00 |
| 2021-01-05 | 15140.00 | 15010.00 | 15185.00 | 14865.00 | 15155.00 | 15015.00 | 15205.00 | 14895.00 | -15.00 | -5.00 | -20.00 | -30.00 |
| 2021-01-04 | 14745.00 | 15045.00 | 15140.00 | 14660.00 | 14610.00 | 15110.00 | 15155.00 | 14610.00 | 135.00 | -65.00 | -15.00 | 50.00 |
| 2020-12-31 | 14650.00 | 14625.00 | 14980.00 | 14560.00 | 14750.00 | 14660.00 | 14985.00 | 14620.00 | -100.00 | -35.00 | -5.00 | -60.00 |
| 2020-12-30 | 14660.00 | 14720.00 | 14835.00 | 14575.00 | 14700.00 | 14760.00 | 14870.00 | 14630.00 | -40.00 | -40.00 | -35.00 | -55.00 |
| 2020-12-29 | 14800.00 | 14715.00 | 14990.00 | 14595.00 | 14880.00 | 14730.00 | 15010.00 | 14645.00 | -80.00 | -15.00 | -20.00 | -50.00 |
| 2020-12-28 | 14730.00 | 14860.00 | 14970.00 | 14720.00 | 14725.00 | 14835.00 | 14925.00 | 14695.00 | 5.00 | 25.00 | 45.00 | 25.00 |
| 2020-12-25 | 14620.00 | 14670.00 | 14780.00 | 14520.00 | 14690.00 | 14680.00 | 14775.00 | 14525.00 | -70.00 | -10.00 | 5.00 | -5.00 |