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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020-07-29 | 15435.00 | 15555.00 | 15580.00 | 15355.00 | 15335.00 | 15470.00 | 15495.00 | 15280.00 | 100.00 | 85.00 | 85.00 | 75.00 |
| 2020-07-28 | 15195.00 | 15435.00 | 15560.00 | 15135.00 | 15235.00 | 15450.00 | 15555.00 | 15175.00 | -40.00 | -15.00 | 5.00 | -40.00 |
| 2020-07-27 | 14970.00 | 15160.00 | 15260.00 | 14915.00 | 14945.00 | 15200.00 | 15315.00 | 14945.00 | 25.00 | -40.00 | -55.00 | -30.00 |
| 2020-07-24 | 14840.00 | 14975.00 | 15030.00 | 14800.00 | 14850.00 | 15005.00 | 15065.00 | 14820.00 | -10.00 | -30.00 | -35.00 | -20.00 |
| 2020-07-23 | 14950.00 | 14865.00 | 15020.00 | 14790.00 | 14945.00 | 14850.00 | 15000.00 | 14765.00 | 5.00 | 15.00 | 20.00 | 25.00 |
| 2020-07-22 | 15015.00 | 14990.00 | 15235.00 | 14950.00 | 15045.00 | 14980.00 | 15215.00 | 14930.00 | -30.00 | 10.00 | 20.00 | 20.00 |
| 2020-07-21 | 14870.00 | 15075.00 | 15095.00 | 14835.00 | 14850.00 | 15075.00 | 15075.00 | 14800.00 | 20.00 | 0.00 | 20.00 | 35.00 |
| 2020-07-20 | 14905.00 | 14795.00 | 14925.00 | 14665.00 | 14900.00 | 14775.00 | 14905.00 | 14685.00 | 5.00 | 20.00 | 20.00 | -20.00 |
| 2020-07-17 | 14950.00 | 14925.00 | 15005.00 | 14860.00 | 14860.00 | 14885.00 | 14960.00 | 14850.00 | 90.00 | 40.00 | 45.00 | 10.00 |
| 2020-07-16 | 15390.00 | 14890.00 | 15410.00 | 14835.00 | 15310.00 | 14840.00 | 15345.00 | 14800.00 | 80.00 | 50.00 | 65.00 | 35.00 |
| 2020-07-15 | 15415.00 | 15345.00 | 15445.00 | 15310.00 | 15225.00 | 15295.00 | 15365.00 | 15225.00 | 190.00 | 50.00 | 80.00 | 85.00 |
| 2020-07-14 | 15480.00 | 15365.00 | 15635.00 | 15295.00 | 15365.00 | 15305.00 | 15540.00 | 15230.00 | 115.00 | 60.00 | 95.00 | 65.00 |
| 2020-07-13 | 15130.00 | 15460.00 | 15545.00 | 15130.00 | 15060.00 | 15365.00 | 15420.00 | 15045.00 | 70.00 | 95.00 | 125.00 | 85.00 |
| 2020-07-10 | 15135.00 | 15070.00 | 15175.00 | 15020.00 | 14995.00 | 14975.00 | 15070.00 | 14935.00 | 140.00 | 95.00 | 105.00 | 85.00 |
| 2020-07-09 | 14840.00 | 15075.00 | 15145.00 | 14775.00 | 14765.00 | 14995.00 | 15060.00 | 14720.00 | 75.00 | 80.00 | 85.00 | 55.00 |
| 2020-07-08 | 14700.00 | 14840.00 | 14840.00 | 14670.00 | 14565.00 | 14760.00 | 14780.00 | 14565.00 | 135.00 | 80.00 | 60.00 | 105.00 |
| 2020-07-07 | 14710.00 | 14670.00 | 14710.00 | 14585.00 | 14555.00 | 14580.00 | 14615.00 | 14510.00 | 155.00 | 90.00 | 95.00 | 75.00 |
| 2020-07-06 | 14705.00 | 14650.00 | 14710.00 | 14565.00 | 14560.00 | 14555.00 | 14595.00 | 14480.00 | 145.00 | 95.00 | 115.00 | 85.00 |
| 2020-07-03 | 14770.00 | 14650.00 | 14770.00 | 14615.00 | 14655.00 | 14565.00 | 14665.00 | 14515.00 | 115.00 | 85.00 | 105.00 | 100.00 |
| 2020-07-02 | 14795.00 | 14790.00 | 14940.00 | 14710.00 | 14695.00 | 14690.00 | 14840.00 | 14625.00 | 100.00 | 100.00 | 100.00 | 85.00 |
| 2020-07-01 | 14840.00 | 14785.00 | 14915.00 | 14725.00 | 14725.00 | 14685.00 | 14815.00 | 14650.00 | 115.00 | 100.00 | 100.00 | 75.00 |
| 2020-06-30 | 14695.00 | 14770.00 | 14785.00 | 14640.00 | 14695.00 | 14685.00 | 14700.00 | 14560.00 | 0.00 | 85.00 | 85.00 | 80.00 |
| 2020-06-29 | 14560.00 | 14685.00 | 14720.00 | 14510.00 | 14615.00 | 14770.00 | 14795.00 | 14595.00 | -55.00 | -85.00 | -75.00 | -85.00 |
| 2020-06-24 | 14500.00 | 14470.00 | 14515.00 | 14390.00 | 14530.00 | 14535.00 | 14600.00 | 14485.00 | -30.00 | -65.00 | -85.00 | -95.00 |
| 2020-06-23 | 14525.00 | 14455.00 | 14645.00 | 14400.00 | 14640.00 | 14540.00 | 14745.00 | 14475.00 | -115.00 | -85.00 | -100.00 | -75.00 |
| 2020-06-22 | 14545.00 | 14645.00 | 14730.00 | 14545.00 | 14535.00 | 14560.00 | 14645.00 | 14460.00 | 10.00 | 85.00 | 85.00 | 85.00 |
| 2020-06-19 | 14495.00 | 14605.00 | 14635.00 | 14450.00 | 14415.00 | 14500.00 | 14535.00 | 14380.00 | 80.00 | 105.00 | 100.00 | 70.00 |
| 2020-06-18 | 14330.00 | 14485.00 | 14500.00 | 14330.00 | 14305.00 | 14385.00 | 14405.00 | 14265.00 | 25.00 | 100.00 | 95.00 | 65.00 |
| 2020-06-17 | 14350.00 | 14360.00 | 14395.00 | 14215.00 | 14220.00 | 14300.00 | 14320.00 | 14160.00 | 130.00 | 60.00 | 75.00 | 55.00 |
| 2020-06-16 | 14070.00 | 14260.00 | 14290.00 | 14020.00 | 14095.00 | 14220.00 | 14240.00 | 13980.00 | -25.00 | 40.00 | 50.00 | 40.00 |
| 2020-06-15 | 14215.00 | 14080.00 | 14235.00 | 14060.00 | 14185.00 | 14050.00 | 14205.00 | 14025.00 | 30.00 | 30.00 | 30.00 | 35.00 |
| 2020-06-12 | 14180.00 | 14145.00 | 14235.00 | 14035.00 | 14115.00 | 14115.00 | 14180.00 | 14010.00 | 65.00 | 30.00 | 55.00 | 25.00 |
| 2020-06-11 | 14460.00 | 14160.00 | 14460.00 | 14140.00 | 14395.00 | 14135.00 | 14400.00 | 14105.00 | 65.00 | 25.00 | 60.00 | 35.00 |
| 2020-06-10 | 14360.00 | 14420.00 | 14475.00 | 14270.00 | 14300.00 | 14380.00 | 14420.00 | 14240.00 | 60.00 | 40.00 | 55.00 | 30.00 |
| 2020-06-09 | 14300.00 | 14340.00 | 14445.00 | 14255.00 | 14295.00 | 14300.00 | 14390.00 | 14225.00 | 5.00 | 40.00 | 55.00 | 30.00 |
| 2020-06-08 | 14435.00 | 14340.00 | 14490.00 | 14270.00 | 14410.00 | 14290.00 | 14460.00 | 14235.00 | 25.00 | 50.00 | 30.00 | 35.00 |
| 2020-06-05 | 14325.00 | 14390.00 | 14445.00 | 14285.00 | 14230.00 | 14375.00 | 14405.00 | 14230.00 | 95.00 | 15.00 | 40.00 | 55.00 |
| 2020-06-04 | 14465.00 | 14285.00 | 14505.00 | 14280.00 | 14400.00 | 14230.00 | 14435.00 | 14230.00 | 65.00 | 55.00 | 70.00 | 50.00 |
| 2020-06-03 | 14595.00 | 14465.00 | 14645.00 | 14415.00 | 14380.00 | 14350.00 | 14495.00 | 14290.00 | 215.00 | 115.00 | 150.00 | 125.00 |
| 2020-06-02 | 14525.00 | 14495.00 | 14620.00 | 14420.00 | 14355.00 | 14345.00 | 14460.00 | 14270.00 | 170.00 | 150.00 | 160.00 | 150.00 |
| 2020-06-01 | 14280.00 | 14550.00 | 14580.00 | 14220.00 | 14145.00 | 14385.00 | 14430.00 | 14095.00 | 135.00 | 165.00 | 150.00 | 125.00 |
| 2020-05-29 | 14215.00 | 14220.00 | 14295.00 | 14125.00 | 14130.00 | 14125.00 | 14175.00 | 14000.00 | 85.00 | 95.00 | 120.00 | 125.00 |
| 2020-05-28 | 14260.00 | 14305.00 | 14380.00 | 14170.00 | 14125.00 | 14175.00 | 14250.00 | 14045.00 | 135.00 | 130.00 | 130.00 | 125.00 |
| 2020-05-27 | 14375.00 | 14260.00 | 14495.00 | 14155.00 | 14230.00 | 14135.00 | 14360.00 | 14025.00 | 145.00 | 125.00 | 135.00 | 130.00 |
| 2020-05-26 | 14400.00 | 14310.00 | 14405.00 | 14200.00 | 14410.00 | 14410.00 | 14495.00 | 14320.00 | -10.00 | -100.00 | -90.00 | -120.00 |
| 2020-05-25 | 13935.00 | 14350.00 | 14430.00 | 13935.00 | 14080.00 | 14465.00 | 14535.00 | 14060.00 | -145.00 | -115.00 | -105.00 | -125.00 |
| 2020-05-22 | 14150.00 | 14045.00 | 14280.00 | 13970.00 | 14135.00 | 14175.00 | 14375.00 | 14085.00 | 15.00 | -130.00 | -95.00 | -115.00 |
| 2020-05-21 | 14145.00 | 14170.00 | 14280.00 | 14065.00 | 14200.00 | 14265.00 | 14335.00 | 14125.00 | -55.00 | -95.00 | -55.00 | -60.00 |
| 2020-05-20 | 14095.00 | 14200.00 | 14230.00 | 13995.00 | 13980.00 | 14090.00 | 14145.00 | 13945.00 | 115.00 | 110.00 | 85.00 | 50.00 |
| 2020-05-19 | 14005.00 | 14045.00 | 14190.00 | 13990.00 | 13890.00 | 13955.00 | 14095.00 | 13880.00 | 115.00 | 90.00 | 95.00 | 110.00 |
| 2020-05-18 | 13895.00 | 13955.00 | 14005.00 | 13835.00 | 13750.00 | 13830.00 | 13890.00 | 13730.00 | 145.00 | 125.00 | 115.00 | 105.00 |
| 2020-05-15 | 13800.00 | 13940.00 | 13980.00 | 13730.00 | 13735.00 | 13805.00 | 13830.00 | 13610.00 | 65.00 | 135.00 | 150.00 | 120.00 |
| 2020-05-14 | 13865.00 | 13860.00 | 13920.00 | 13745.00 | 13760.00 | 13715.00 | 13790.00 | 13595.00 | 105.00 | 145.00 | 130.00 | 150.00 |
| 2020-05-13 | 14140.00 | 13885.00 | 14215.00 | 13865.00 | 13950.00 | 13765.00 | 14025.00 | 13665.00 | 190.00 | 120.00 | 190.00 | 200.00 |
| 2020-05-12 | 13895.00 | 14150.00 | 14340.00 | 13875.00 | 13720.00 | 13935.00 | 14150.00 | 13710.00 | 175.00 | 215.00 | 190.00 | 165.00 |
| 2020-05-11 | 13900.00 | 13895.00 | 13925.00 | 13805.00 | 13715.00 | 13720.00 | 13755.00 | 13650.00 | 185.00 | 175.00 | 170.00 | 155.00 |
| 2020-05-08 | 13910.00 | 13895.00 | 14000.00 | 13850.00 | 13740.00 | 13705.00 | 13850.00 | 13675.00 | 170.00 | 190.00 | 150.00 | 175.00 |
| 2020-05-07 | 13820.00 | 13885.00 | 13945.00 | 13770.00 | 13645.00 | 13695.00 | 13760.00 | 13600.00 | 175.00 | 190.00 | 185.00 | 170.00 |
| 2020-05-06 | 13605.00 | 13835.00 | 13840.00 | 13605.00 | 13475.00 | 13645.00 | 13645.00 | 13470.00 | 130.00 | 190.00 | 195.00 | 135.00 |
| 2020-04-30 | 13800.00 | 13660.00 | 13800.00 | 13625.00 | 13600.00 | 13500.00 | 13650.00 | 13480.00 | 200.00 | 160.00 | 150.00 | 145.00 |
| 2020-04-29 | 13800.00 | 13745.00 | 13820.00 | 13730.00 | 13665.00 | 13625.00 | 13695.00 | 13610.00 | 135.00 | 120.00 | 125.00 | 120.00 |
| 2020-04-28 | 13995.00 | 13770.00 | 14000.00 | 13755.00 | 13790.00 | 13655.00 | 13820.00 | 13640.00 | 205.00 | 115.00 | 180.00 | 115.00 |
| 2020-04-27 | 13790.00 | 13940.00 | 14030.00 | 13790.00 | 13670.00 | 13790.00 | 13875.00 | 13665.00 | 120.00 | 150.00 | 155.00 | 125.00 |
| 2020-04-24 | 13720.00 | 13775.00 | 13810.00 | 13700.00 | 13615.00 | 13650.00 | 13680.00 | 13580.00 | 105.00 | 125.00 | 130.00 | 120.00 |
| 2020-04-23 | 13710.00 | 13825.00 | 13830.00 | 13665.00 | 13925.00 | 14050.00 | 14050.00 | 13870.00 | -215.00 | -225.00 | -220.00 | -205.00 |
| 2020-04-22 | 13550.00 | 13645.00 | 13735.00 | 13425.00 | 13820.00 | 13875.00 | 13925.00 | 13710.00 | -270.00 | -230.00 | -190.00 | -285.00 |
| 2020-04-21 | 13605.00 | 13620.00 | 13695.00 | 13510.00 | 13700.00 | 13835.00 | 13915.00 | 13700.00 | -95.00 | -215.00 | -220.00 | -190.00 |
| 2020-04-20 | 13630.00 | 13595.00 | 13710.00 | 13555.00 | 13800.00 | 13775.00 | 13850.00 | 13720.00 | -170.00 | -180.00 | -140.00 | -165.00 |
| 2020-04-17 | 13800.00 | 13715.00 | 13850.00 | 13645.00 | 13800.00 | 13890.00 | 14025.00 | 13800.00 | 0.00 | -175.00 | -175.00 | -155.00 |
| 2020-04-16 | 13805.00 | 13810.00 | 13855.00 | 13750.00 | 13650.00 | 13680.00 | 13700.00 | 13585.00 | 155.00 | 130.00 | 155.00 | 165.00 |
| 2020-04-15 | 14035.00 | 13845.00 | 14045.00 | 13815.00 | 13765.00 | 13630.00 | 13770.00 | 13615.00 | 270.00 | 215.00 | 275.00 | 200.00 |
| 2020-04-14 | 13985.00 | 14060.00 | 14235.00 | 13935.00 | 13770.00 | 13765.00 | 13945.00 | 13705.00 | 215.00 | 295.00 | 290.00 | 230.00 |
| 2020-04-13 | 13780.00 | 13945.00 | 13950.00 | 13740.00 | 13665.00 | 13695.00 | 13745.00 | 13575.00 | 115.00 | 250.00 | 205.00 | 165.00 |
| 2020-04-10 | 13780.00 | 13835.00 | 13910.00 | 13685.00 | 13545.00 | 13660.00 | 13735.00 | 13545.00 | 235.00 | 175.00 | 175.00 | 140.00 |
| 2020-04-09 | 13725.00 | 13700.00 | 13795.00 | 13655.00 | 13660.00 | 13530.00 | 13665.00 | 13510.00 | 65.00 | 170.00 | 130.00 | 145.00 |
| 2020-04-08 | 13930.00 | 13715.00 | 13945.00 | 13675.00 | 13740.00 | 13575.00 | 13765.00 | 13540.00 | 190.00 | 140.00 | 180.00 | 135.00 |
| 2020-04-07 | 13710.00 | 13865.00 | 13980.00 | 13710.00 | 13650.00 | 13735.00 | 13840.00 | 13615.00 | 60.00 | 130.00 | 140.00 | 95.00 |
| 2020-04-03 | 13725.00 | 13810.00 | 13840.00 | 13660.00 | 13615.00 | 13680.00 | 13705.00 | 13540.00 | 110.00 | 130.00 | 135.00 | 120.00 |
| 2020-04-02 | 13740.00 | 13790.00 | 13795.00 | 13520.00 | 13555.00 | 13650.00 | 13660.00 | 13400.00 | 185.00 | 140.00 | 135.00 | 120.00 |
| 2020-04-01 | 13930.00 | 13680.00 | 13975.00 | 13680.00 | 13810.00 | 13560.00 | 13850.00 | 13560.00 | 120.00 | 120.00 | 125.00 | 120.00 |
| 2020-03-31 | 13825.00 | 13885.00 | 13925.00 | 13825.00 | 13730.00 | 13735.00 | 13795.00 | 13720.00 | 95.00 | 150.00 | 130.00 | 105.00 |
| 2020-03-30 | 13625.00 | 13745.00 | 13835.00 | 13560.00 | 13690.00 | 13620.00 | 13705.00 | 13455.00 | -65.00 | 125.00 | 130.00 | 105.00 |
| 2020-03-27 | 13695.00 | 13845.00 | 13895.00 | 13660.00 | 13595.00 | 13765.00 | 13805.00 | 13525.00 | 100.00 | 80.00 | 90.00 | 135.00 |
| 2020-03-26 | 13650.00 | 13515.00 | 13650.00 | 13500.00 | 13445.00 | 13380.00 | 13495.00 | 13345.00 | 205.00 | 135.00 | 155.00 | 155.00 |
| 2020-03-25 | 13325.00 | 13550.00 | 13555.00 | 13325.00 | 13375.00 | 13400.00 | 13420.00 | 13225.00 | -50.00 | 150.00 | 135.00 | 100.00 |
| 2020-03-24 | 13360.00 | 13460.00 | 13535.00 | 13330.00 | 13195.00 | 13340.00 | 13430.00 | 13195.00 | 165.00 | 120.00 | 105.00 | 135.00 |
| 2020-03-23 | 13200.00 | 13225.00 | 13270.00 | 12910.00 | 13190.00 | 13175.00 | 13225.00 | 12600.00 | 10.00 | 50.00 | 45.00 | 310.00 |
| 2020-03-20 | 13070.00 | 13310.00 | 13410.00 | 13005.00 | 13440.00 | 13410.00 | 13495.00 | 13135.00 | -370.00 | -100.00 | -85.00 | -130.00 |
| 2020-03-19 | 13500.00 | 12945.00 | 13515.00 | 12620.00 | 13515.00 | 13050.00 | 13560.00 | 12730.00 | -15.00 | -105.00 | -45.00 | -110.00 |
| 2020-03-18 | 13500.00 | 13075.00 | 13565.00 | 13075.00 | 13450.00 | 13160.00 | 13670.00 | 13155.00 | 50.00 | -85.00 | -105.00 | -80.00 |
| 2020-03-17 | 14205.00 | 13720.00 | 14220.00 | 13615.00 | 14250.00 | 13795.00 | 14290.00 | 13710.00 | -45.00 | -75.00 | -70.00 | -95.00 |
| 2020-03-16 | 14170.00 | 14185.00 | 14210.00 | 14045.00 | 14160.00 | 14240.00 | 14305.00 | 14155.00 | 10.00 | -55.00 | -95.00 | -110.00 |
| 2020-03-13 | 14190.00 | 14150.00 | 14250.00 | 14040.00 | 14385.00 | 14240.00 | 14385.00 | 14135.00 | -195.00 | -90.00 | -135.00 | -95.00 |
| 2020-03-12 | 14260.00 | 14250.00 | 14390.00 | 14180.00 | 14295.00 | 14365.00 | 14500.00 | 14275.00 | -35.00 | -115.00 | -110.00 | -95.00 |
| 2020-03-11 | 14530.00 | 14365.00 | 14600.00 | 14365.00 | 14500.00 | 14315.00 | 14520.00 | 14310.00 | 30.00 | 50.00 | 80.00 | 55.00 |
| 2020-03-10 | 14470.00 | 14555.00 | 14610.00 | 14465.00 | 14555.00 | 14500.00 | 14555.00 | 14435.00 | -85.00 | 55.00 | 55.00 | 30.00 |
| 2020-03-09 | 14390.00 | 14485.00 | 14555.00 | 14105.00 | 14265.00 | 14445.00 | 14505.00 | 14030.00 | 125.00 | 40.00 | 50.00 | 75.00 |
| 2020-03-06 | 14400.00 | 14470.00 | 14515.00 | 14380.00 | 14455.00 | 14465.00 | 14500.00 | 14390.00 | -55.00 | 5.00 | 15.00 | -10.00 |
| 2020-03-05 | 14385.00 | 14430.00 | 14480.00 | 14360.00 | 14390.00 | 14455.00 | 14485.00 | 14390.00 | -5.00 | -25.00 | -5.00 | -30.00 |
| 2020-03-04 | 14550.00 | 14455.00 | 14650.00 | 14380.00 | 14520.00 | 14470.00 | 14600.00 | 14385.00 | 30.00 | -15.00 | 50.00 | -5.00 |