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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020-03-03 | 14715.00 | 14580.00 | 15200.00 | 14575.00 | 14705.00 | 14550.00 | 14790.00 | 14545.00 | 10.00 | 30.00 | 410.00 | 30.00 |
| 2020-03-02 | 14450.00 | 14640.00 | 14660.00 | 14435.00 | 14340.00 | 14605.00 | 14610.00 | 14340.00 | 110.00 | 35.00 | 50.00 | 95.00 |
| 2020-02-28 | 14505.00 | 14335.00 | 14535.00 | 14240.00 | 14520.00 | 14300.00 | 14520.00 | 14225.00 | -15.00 | 35.00 | 15.00 | 15.00 |
| 2020-02-27 | 14525.00 | 14520.00 | 14590.00 | 14460.00 | 14540.00 | 14535.00 | 14580.00 | 14470.00 | -15.00 | -15.00 | 10.00 | -10.00 |
| 2020-02-26 | 14575.00 | 14560.00 | 14620.00 | 14500.00 | 14520.00 | 14560.00 | 14620.00 | 14500.00 | 55.00 | 0.00 | 0.00 | 0.00 |
| 2020-02-25 | 14530.00 | 14560.00 | 14595.00 | 14485.00 | 14590.00 | 14560.00 | 14610.00 | 14505.00 | -60.00 | 0.00 | -15.00 | -20.00 |
| 2020-02-24 | 14460.00 | 14505.00 | 14585.00 | 14420.00 | 14580.00 | 14530.00 | 14610.00 | 14450.00 | -120.00 | -25.00 | -25.00 | -30.00 |
| 2020-02-21 | 14495.00 | 14640.00 | 14670.00 | 14480.00 | 14480.00 | 14590.00 | 14620.00 | 14425.00 | 15.00 | 50.00 | 50.00 | 55.00 |
| 2020-02-20 | 14550.00 | 14540.00 | 14560.00 | 14450.00 | 14450.00 | 14495.00 | 14515.00 | 14400.00 | 100.00 | 45.00 | 45.00 | 50.00 |
| 2020-02-19 | 14550.00 | 14555.00 | 14575.00 | 14475.00 | 14525.00 | 14500.00 | 14525.00 | 14430.00 | 25.00 | 55.00 | 50.00 | 45.00 |
| 2020-02-18 | 14420.00 | 14450.00 | 14515.00 | 14385.00 | 14375.00 | 14395.00 | 14475.00 | 14340.00 | 45.00 | 55.00 | 40.00 | 45.00 |
| 2020-02-17 | 14335.00 | 14445.00 | 14450.00 | 14285.00 | 14300.00 | 14400.00 | 14410.00 | 14240.00 | 35.00 | 45.00 | 40.00 | 45.00 |
| 2020-02-14 | 14330.00 | 14405.00 | 14430.00 | 14270.00 | 14245.00 | 14365.00 | 14390.00 | 14240.00 | 85.00 | 40.00 | 40.00 | 30.00 |
| 2020-02-13 | 14175.00 | 14240.00 | 14260.00 | 14090.00 | 14105.00 | 14190.00 | 14210.00 | 14050.00 | 70.00 | 50.00 | 50.00 | 40.00 |
| 2020-02-12 | 14245.00 | 14170.00 | 14245.00 | 14080.00 | 14165.00 | 14200.00 | 14245.00 | 14115.00 | 80.00 | -30.00 | 0.00 | -35.00 |
| 2020-02-11 | 13950.00 | 14070.00 | 14080.00 | 13950.00 | 14030.00 | 14115.00 | 14125.00 | 14015.00 | -80.00 | -45.00 | -45.00 | -65.00 |
| 2020-02-10 | 13970.00 | 14010.00 | 14045.00 | 13815.00 | 13975.00 | 14060.00 | 14090.00 | 13920.00 | -5.00 | -50.00 | -45.00 | -105.00 |
| 2020-02-07 | 14140.00 | 14070.00 | 14210.00 | 14035.00 | 14215.00 | 14120.00 | 14245.00 | 14100.00 | -75.00 | -50.00 | -35.00 | -65.00 |
| 2020-02-06 | 14195.00 | 14175.00 | 14210.00 | 14120.00 | 14185.00 | 14205.00 | 14235.00 | 14150.00 | 10.00 | -30.00 | -25.00 | -30.00 |
| 2020-02-05 | 14305.00 | 14105.00 | 14315.00 | 14075.00 | 14330.00 | 14115.00 | 14340.00 | 14090.00 | -25.00 | -10.00 | -25.00 | -15.00 |
| 2020-02-04 | 14120.00 | 14320.00 | 14330.00 | 14065.00 | 14055.00 | 14345.00 | 14360.00 | 14055.00 | 65.00 | -25.00 | -30.00 | 10.00 |
| 2020-02-03 | 14500.00 | 14220.00 | 14505.00 | 14020.00 | 14400.00 | 14250.00 | 14520.00 | 14035.00 | 100.00 | -30.00 | -15.00 | -15.00 |
| 2020-01-23 | 15130.00 | 14850.00 | 15130.00 | 14820.00 | 15130.00 | 14875.00 | 15140.00 | 14825.00 | 0.00 | -25.00 | -10.00 | -5.00 |
| 2020-01-22 | 15105.00 | 15155.00 | 15225.00 | 15090.00 | 15175.00 | 15170.00 | 15220.00 | 15100.00 | -70.00 | -15.00 | 5.00 | -10.00 |
| 2020-01-21 | 15435.00 | 15085.00 | 15505.00 | 15075.00 | 15385.00 | 15100.00 | 15505.00 | 15090.00 | 50.00 | -15.00 | 0.00 | -15.00 |
| 2020-01-20 | 15200.00 | 15470.00 | 15515.00 | 15145.00 | 15120.00 | 15450.00 | 15485.00 | 15120.00 | 80.00 | 20.00 | 30.00 | 25.00 |
| 2020-01-17 | 15300.00 | 15225.00 | 15405.00 | 15140.00 | 15265.00 | 15205.00 | 15395.00 | 15125.00 | 35.00 | 20.00 | 10.00 | 15.00 |
| 2020-01-16 | 15170.00 | 15300.00 | 15320.00 | 15125.00 | 15195.00 | 15290.00 | 15320.00 | 15105.00 | -25.00 | 10.00 | 0.00 | 20.00 |
| 2020-01-15 | 14895.00 | 15140.00 | 15160.00 | 14875.00 | 14930.00 | 15130.00 | 15150.00 | 14890.00 | -35.00 | 10.00 | 10.00 | -15.00 |
| 2020-01-14 | 14925.00 | 14905.00 | 14950.00 | 14780.00 | 14920.00 | 14915.00 | 15010.00 | 14770.00 | 5.00 | -10.00 | -60.00 | 10.00 |
| 2020-01-13 | 15000.00 | 14990.00 | 15075.00 | 14940.00 | 14950.00 | 15025.00 | 15095.00 | 14950.00 | 50.00 | -35.00 | -20.00 | -10.00 |
| 2020-01-10 | 14920.00 | 14975.00 | 15015.00 | 14920.00 | 14945.00 | 14975.00 | 15025.00 | 14940.00 | -25.00 | 0.00 | -10.00 | -20.00 |
| 2020-01-09 | 14960.00 | 14925.00 | 15015.00 | 14880.00 | 14990.00 | 14945.00 | 15050.00 | 14895.00 | -30.00 | -20.00 | -35.00 | -15.00 |
| 2020-01-08 | 14845.00 | 14960.00 | 14965.00 | 14765.00 | 14820.00 | 14980.00 | 14985.00 | 14785.00 | 25.00 | -20.00 | -20.00 | -20.00 |
| 2020-01-07 | 14775.00 | 14820.00 | 14825.00 | 14725.00 | 14750.00 | 14840.00 | 14860.00 | 14750.00 | 25.00 | -20.00 | -35.00 | -25.00 |
| 2020-01-06 | 14610.00 | 14755.00 | 14805.00 | 14575.00 | 14685.00 | 14800.00 | 14840.00 | 14620.00 | -75.00 | -45.00 | -35.00 | -45.00 |
| 2020-01-03 | 14940.00 | 14595.00 | 14960.00 | 14545.00 | 14955.00 | 14630.00 | 15000.00 | 14585.00 | -15.00 | -35.00 | -40.00 | -40.00 |
| 2020-01-02 | 15060.00 | 14910.00 | 15120.00 | 14890.00 | 15100.00 | 14945.00 | 15140.00 | 14935.00 | -40.00 | -35.00 | -20.00 | -45.00 |
| 2019-12-31 | 15215.00 | 15050.00 | 15240.00 | 15020.00 | 15235.00 | 15105.00 | 15245.00 | 15055.00 | -20.00 | -55.00 | -5.00 | -35.00 |
| 2019-12-30 | 15210.00 | 15185.00 | 15265.00 | 15140.00 | 15235.00 | 15200.00 | 15260.00 | 15155.00 | -25.00 | -15.00 | 5.00 | -15.00 |
| 2019-12-27 | 15220.00 | 15235.00 | 15285.00 | 15160.00 | 15175.00 | 15230.00 | 15285.00 | 15160.00 | 45.00 | 5.00 | 0.00 | 0.00 |
| 2019-12-26 | 15200.00 | 15215.00 | 15340.00 | 15135.00 | 15200.00 | 15215.00 | 15335.00 | 15140.00 | 0.00 | 0.00 | 5.00 | -5.00 |
| 2019-12-25 | 15060.00 | 15225.00 | 15235.00 | 15000.00 | 15015.00 | 15215.00 | 15225.00 | 14990.00 | 45.00 | 10.00 | 10.00 | 10.00 |
| 2019-12-24 | 14800.00 | 15090.00 | 15090.00 | 14770.00 | 14785.00 | 15055.00 | 15060.00 | 14755.00 | 15.00 | 35.00 | 30.00 | 15.00 |
| 2019-12-23 | 15020.00 | 14795.00 | 15070.00 | 14775.00 | 15020.00 | 14785.00 | 15060.00 | 14745.00 | 0.00 | 10.00 | 10.00 | 30.00 |
| 2019-12-20 | 15050.00 | 14985.00 | 15090.00 | 14950.00 | 15075.00 | 15040.00 | 15165.00 | 15010.00 | -25.00 | -55.00 | -75.00 | -60.00 |
| 2019-12-19 | 14945.00 | 15070.00 | 15080.00 | 14945.00 | 15075.00 | 15140.00 | 15150.00 | 15045.00 | -130.00 | -70.00 | -70.00 | -100.00 |
| 2019-12-18 | 14930.00 | 14955.00 | 14980.00 | 14750.00 | 15060.00 | 15040.00 | 15060.00 | 14855.00 | -130.00 | -85.00 | -80.00 | -105.00 |
| 2019-12-17 | 14950.00 | 14945.00 | 15000.00 | 14910.00 | 15095.00 | 15020.00 | 15130.00 | 14990.00 | -145.00 | -75.00 | -130.00 | -80.00 |
| 2019-12-16 | 15260.00 | 15070.00 | 15325.00 | 15025.00 | 15135.00 | 14975.00 | 15180.00 | 14930.00 | 125.00 | 95.00 | 145.00 | 95.00 |
| 2019-12-13 | 15275.00 | 15255.00 | 15330.00 | 15230.00 | 15140.00 | 15100.00 | 15190.00 | 15100.00 | 135.00 | 155.00 | 140.00 | 130.00 |
| 2019-12-12 | 15185.00 | 15300.00 | 15315.00 | 15160.00 | 15050.00 | 15160.00 | 15185.00 | 15035.00 | 135.00 | 140.00 | 130.00 | 125.00 |
| 2019-12-11 | 15120.00 | 15200.00 | 15225.00 | 15105.00 | 15025.00 | 15040.00 | 15095.00 | 15010.00 | 95.00 | 160.00 | 130.00 | 95.00 |
| 2019-12-10 | 15125.00 | 15130.00 | 15155.00 | 15065.00 | 15025.00 | 15025.00 | 15065.00 | 14980.00 | 100.00 | 105.00 | 90.00 | 85.00 |
| 2019-12-09 | 15080.00 | 15140.00 | 15180.00 | 15020.00 | 15005.00 | 15030.00 | 15085.00 | 14965.00 | 75.00 | 110.00 | 95.00 | 55.00 |
| 2019-12-06 | 15055.00 | 15120.00 | 15120.00 | 14995.00 | 14960.00 | 15040.00 | 15055.00 | 14935.00 | 95.00 | 80.00 | 65.00 | 60.00 |
| 2019-12-05 | 15050.00 | 15060.00 | 15145.00 | 15020.00 | 14940.00 | 14995.00 | 15060.00 | 14940.00 | 110.00 | 65.00 | 85.00 | 80.00 |
| 2019-12-04 | 15070.00 | 15025.00 | 15100.00 | 14970.00 | 14990.00 | 14935.00 | 15010.00 | 14900.00 | 80.00 | 90.00 | 90.00 | 70.00 |
| 2019-12-03 | 15265.00 | 15050.00 | 15270.00 | 15030.00 | 15205.00 | 14965.00 | 15205.00 | 14930.00 | 60.00 | 85.00 | 65.00 | 100.00 |
| 2019-12-02 | 15420.00 | 15300.00 | 15460.00 | 15240.00 | 15425.00 | 15210.00 | 15425.00 | 15160.00 | -5.00 | 90.00 | 35.00 | 80.00 |
| 2019-11-29 | 15445.00 | 15435.00 | 15600.00 | 15420.00 | 15345.00 | 15400.00 | 15550.00 | 15295.00 | 100.00 | 35.00 | 50.00 | 125.00 |
| 2019-11-28 | 15300.00 | 15480.00 | 15510.00 | 15205.00 | 15205.00 | 15360.00 | 15405.00 | 15040.00 | 95.00 | 120.00 | 105.00 | 165.00 |
| 2019-11-27 | 15360.00 | 15290.00 | 15415.00 | 15245.00 | 15230.00 | 15200.00 | 15350.00 | 15090.00 | 130.00 | 90.00 | 65.00 | 155.00 |
| 2019-11-26 | 15570.00 | 15360.00 | 15580.00 | 15315.00 | 15475.00 | 15280.00 | 15510.00 | 15230.00 | 95.00 | 80.00 | 70.00 | 85.00 |
| 2019-11-25 | 15525.00 | 15560.00 | 15640.00 | 15515.00 | 15400.00 | 15495.00 | 15665.00 | 15400.00 | 125.00 | 65.00 | -25.00 | 115.00 |
| 2019-11-22 | 15530.00 | 15520.00 | 15595.00 | 15435.00 | 15465.00 | 15465.00 | 15530.00 | 15285.00 | 65.00 | 55.00 | 65.00 | 150.00 |
| 2019-11-21 | 15675.00 | 15550.00 | 15710.00 | 15390.00 | 15790.00 | 15745.00 | 15880.00 | 15590.00 | -115.00 | -195.00 | -170.00 | -200.00 |
| 2019-11-20 | 15635.00 | 15655.00 | 15725.00 | 15610.00 | 15830.00 | 15845.00 | 15910.00 | 15810.00 | -195.00 | -190.00 | -185.00 | -200.00 |
| 2019-11-19 | 15820.00 | 15640.00 | 15860.00 | 15560.00 | 16020.00 | 15830.00 | 16030.00 | 15770.00 | -200.00 | -190.00 | -170.00 | -210.00 |
| 2019-11-18 | 15740.00 | 15885.00 | 16015.00 | 15665.00 | 15920.00 | 16070.00 | 16120.00 | 15840.00 | -180.00 | -185.00 | -105.00 | -175.00 |
| 2019-11-15 | 15725.00 | 15810.00 | 15840.00 | 15660.00 | 15820.00 | 15975.00 | 15975.00 | 15770.00 | -95.00 | -165.00 | -135.00 | -110.00 |
| 2019-11-14 | 15780.00 | 15810.00 | 15875.00 | 15720.00 | 15785.00 | 15730.00 | 15830.00 | 15670.00 | -5.00 | 80.00 | 45.00 | 50.00 |
| 2019-11-13 | 15920.00 | 15875.00 | 16100.00 | 15820.00 | 15930.00 | 15850.00 | 16090.00 | 15840.00 | -10.00 | 25.00 | 10.00 | -20.00 |
| 2019-11-12 | 16010.00 | 16025.00 | 16055.00 | 15780.00 | 15910.00 | 16000.00 | 16040.00 | 15725.00 | 100.00 | 25.00 | 15.00 | 55.00 |
| 2019-11-11 | 16025.00 | 15965.00 | 16090.00 | 15895.00 | 15960.00 | 15905.00 | 16005.00 | 15800.00 | 65.00 | 60.00 | 85.00 | 95.00 |
| 2019-11-08 | 16115.00 | 16100.00 | 16130.00 | 16005.00 | 16045.00 | 16020.00 | 16065.00 | 15925.00 | 70.00 | 80.00 | 65.00 | 80.00 |
| 2019-11-07 | 16155.00 | 16090.00 | 16235.00 | 16070.00 | 16110.00 | 16020.00 | 16150.00 | 16010.00 | 45.00 | 70.00 | 85.00 | 60.00 |
| 2019-11-06 | 16400.00 | 16155.00 | 16430.00 | 16060.00 | 16345.00 | 16110.00 | 16395.00 | 16000.00 | 55.00 | 45.00 | 35.00 | 60.00 |
| 2019-11-05 | 16460.00 | 16390.00 | 16475.00 | 16360.00 | 16430.00 | 16340.00 | 16440.00 | 16325.00 | 30.00 | 50.00 | 35.00 | 35.00 |
| 2019-11-04 | 16510.00 | 16470.00 | 16545.00 | 16410.00 | 16520.00 | 16430.00 | 16530.00 | 16400.00 | -10.00 | 40.00 | 15.00 | 10.00 |
| 2019-11-01 | 16620.00 | 16575.00 | 16640.00 | 16455.00 | 16630.00 | 16555.00 | 16630.00 | 16445.00 | -10.00 | 20.00 | 10.00 | 10.00 |
| 2019-10-31 | 16715.00 | 16600.00 | 16715.00 | 16520.00 | 16675.00 | 16600.00 | 16700.00 | 16510.00 | 40.00 | 0.00 | 15.00 | 10.00 |
| 2019-10-30 | 16680.00 | 16730.00 | 16760.00 | 16640.00 | 16690.00 | 16725.00 | 16750.00 | 16640.00 | -10.00 | 5.00 | 10.00 | 0.00 |
| 2019-10-29 | 16675.00 | 16670.00 | 16785.00 | 16630.00 | 16725.00 | 16700.00 | 16790.00 | 16645.00 | -50.00 | -30.00 | -5.00 | -15.00 |
| 2019-10-28 | 16740.00 | 16700.00 | 16810.00 | 16655.00 | 16750.00 | 16725.00 | 16805.00 | 16665.00 | -10.00 | -25.00 | 5.00 | -10.00 |
| 2019-10-25 | 16660.00 | 16750.00 | 16785.00 | 16605.00 | 16710.00 | 16780.00 | 16780.00 | 16605.00 | -50.00 | -30.00 | 5.00 | 0.00 |
| 2019-10-24 | 16700.00 | 16630.00 | 16740.00 | 16600.00 | 16765.00 | 16655.00 | 16790.00 | 16630.00 | -65.00 | -25.00 | -50.00 | -30.00 |
| 2019-10-23 | 16835.00 | 16665.00 | 16845.00 | 16640.00 | 16920.00 | 16755.00 | 16980.00 | 16725.00 | -85.00 | -90.00 | -135.00 | -85.00 |
| 2019-10-22 | 16980.00 | 16945.00 | 17060.00 | 16870.00 | 16840.00 | 16840.00 | 16920.00 | 16740.00 | 140.00 | 105.00 | 140.00 | 130.00 |
| 2019-10-21 | 17135.00 | 16910.00 | 17165.00 | 16895.00 | 16975.00 | 16800.00 | 17005.00 | 16790.00 | 160.00 | 110.00 | 160.00 | 105.00 |
| 2019-10-18 | 17105.00 | 17055.00 | 17200.00 | 16995.00 | 16920.00 | 16910.00 | 16990.00 | 16855.00 | 185.00 | 145.00 | 210.00 | 140.00 |
| 2019-10-17 | 16935.00 | 17095.00 | 17145.00 | 16935.00 | 16845.00 | 16890.00 | 16945.00 | 16815.00 | 90.00 | 205.00 | 200.00 | 120.00 |
| 2019-10-16 | 16820.00 | 16895.00 | 16985.00 | 16805.00 | 16740.00 | 16790.00 | 16860.00 | 16685.00 | 80.00 | 105.00 | 125.00 | 120.00 |
| 2019-10-15 | 16845.00 | 16810.00 | 16895.00 | 16725.00 | 16790.00 | 16695.00 | 16790.00 | 16670.00 | 55.00 | 115.00 | 105.00 | 55.00 |
| 2019-10-14 | 16930.00 | 16920.00 | 17065.00 | 16860.00 | 16910.00 | 16830.00 | 16940.00 | 16790.00 | 20.00 | 90.00 | 125.00 | 70.00 |
| 2019-10-11 | 16945.00 | 16900.00 | 16995.00 | 16835.00 | 16915.00 | 16850.00 | 16935.00 | 16780.00 | 30.00 | 50.00 | 60.00 | 55.00 |
| 2019-10-10 | 16945.00 | 16950.00 | 16980.00 | 16865.00 | 16830.00 | 16895.00 | 16915.00 | 16810.00 | 115.00 | 55.00 | 65.00 | 55.00 |
| 2019-10-09 | 17180.00 | 16915.00 | 17230.00 | 16905.00 | 17125.00 | 16865.00 | 17145.00 | 16855.00 | 55.00 | 50.00 | 85.00 | 50.00 |
| 2019-10-08 | 17100.00 | 17205.00 | 17280.00 | 17075.00 | 17050.00 | 17135.00 | 17200.00 | 16960.00 | 50.00 | 70.00 | 80.00 | 115.00 |
| 2019-09-30 | 16935.00 | 16920.00 | 17050.00 | 16850.00 | 16845.00 | 16820.00 | 16940.00 | 16740.00 | 90.00 | 100.00 | 110.00 | 110.00 |