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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019-09-27 | 16935.00 | 16980.00 | 16990.00 | 16840.00 | 16880.00 | 16905.00 | 16925.00 | 16790.00 | 55.00 | 75.00 | 65.00 | 50.00 |
| 2019-09-26 | 16930.00 | 16855.00 | 17075.00 | 16850.00 | 16850.00 | 16795.00 | 17035.00 | 16790.00 | 80.00 | 60.00 | 40.00 | 60.00 |
| 2019-09-25 | 16740.00 | 16900.00 | 16970.00 | 16700.00 | 16815.00 | 16980.00 | 17035.00 | 16805.00 | -75.00 | -80.00 | -65.00 | -105.00 |
| 2019-09-24 | 16850.00 | 16750.00 | 16895.00 | 16650.00 | 16950.00 | 16830.00 | 16960.00 | 16800.00 | -100.00 | -80.00 | -65.00 | -150.00 |
| 2019-09-23 | 16900.00 | 16895.00 | 16930.00 | 16805.00 | 17070.00 | 16960.00 | 17070.00 | 16915.00 | -170.00 | -65.00 | -140.00 | -110.00 |
| 2019-09-20 | 16890.00 | 16870.00 | 16935.00 | 16785.00 | 16985.00 | 17000.00 | 17055.00 | 16890.00 | -95.00 | -130.00 | -120.00 | -105.00 |
| 2019-09-19 | 16885.00 | 16855.00 | 16950.00 | 16750.00 | 16900.00 | 16935.00 | 17035.00 | 16810.00 | -15.00 | -80.00 | -85.00 | -60.00 |
| 2019-09-18 | 16810.00 | 16925.00 | 16955.00 | 16715.00 | 16755.00 | 16870.00 | 16920.00 | 16640.00 | 55.00 | 55.00 | 35.00 | 75.00 |
| 2019-09-17 | 17385.00 | 16825.00 | 17395.00 | 16770.00 | 17220.00 | 16795.00 | 17245.00 | 16705.00 | 165.00 | 30.00 | 150.00 | 65.00 |
| 2019-09-16 | 17355.00 | 17360.00 | 17435.00 | 17320.00 | 17285.00 | 17220.00 | 17425.00 | 17190.00 | 70.00 | 140.00 | 10.00 | 130.00 |
| 2019-09-12 | 17390.00 | 17345.00 | 17490.00 | 17330.00 | 17250.00 | 17220.00 | 17300.00 | 17175.00 | 140.00 | 125.00 | 190.00 | 155.00 |
| 2019-09-11 | 17460.00 | 17365.00 | 17485.00 | 17305.00 | 17275.00 | 17225.00 | 17320.00 | 17145.00 | 185.00 | 140.00 | 165.00 | 160.00 |
| 2019-09-10 | 17425.00 | 17415.00 | 17495.00 | 17305.00 | 17290.00 | 17255.00 | 17330.00 | 17170.00 | 135.00 | 160.00 | 165.00 | 135.00 |
| 2019-09-09 | 17450.00 | 17400.00 | 17580.00 | 17355.00 | 17230.00 | 17250.00 | 17360.00 | 17165.00 | 220.00 | 150.00 | 220.00 | 190.00 |
| 2019-09-06 | 17385.00 | 17470.00 | 17590.00 | 17325.00 | 17285.00 | 17270.00 | 17380.00 | 17185.00 | 100.00 | 200.00 | 210.00 | 140.00 |
| 2019-09-05 | 17375.00 | 17360.00 | 17415.00 | 17225.00 | 17170.00 | 17225.00 | 17290.00 | 17070.00 | 205.00 | 135.00 | 125.00 | 155.00 |
| 2019-09-04 | 17320.00 | 17280.00 | 17340.00 | 17205.00 | 17080.00 | 17095.00 | 17125.00 | 17015.00 | 240.00 | 185.00 | 215.00 | 190.00 |
| 2019-09-03 | 17315.00 | 17360.00 | 17480.00 | 17270.00 | 17190.00 | 17140.00 | 17265.00 | 17060.00 | 125.00 | 220.00 | 215.00 | 210.00 |
| 2019-09-02 | 17275.00 | 17350.00 | 17375.00 | 17180.00 | 17135.00 | 17190.00 | 17220.00 | 17035.00 | 140.00 | 160.00 | 155.00 | 145.00 |
| 2019-08-30 | 17270.00 | 17245.00 | 17380.00 | 17200.00 | 17130.00 | 17090.00 | 17220.00 | 17060.00 | 140.00 | 155.00 | 160.00 | 140.00 |
| 2019-08-29 | 17365.00 | 17330.00 | 17425.00 | 17205.00 | 17215.00 | 17160.00 | 17250.00 | 17070.00 | 150.00 | 170.00 | 175.00 | 135.00 |
| 2019-08-28 | 17250.00 | 17435.00 | 17460.00 | 17185.00 | 17190.00 | 17265.00 | 17310.00 | 17065.00 | 60.00 | 170.00 | 150.00 | 120.00 |
| 2019-08-27 | 16960.00 | 17180.00 | 17275.00 | 16920.00 | 16950.00 | 17160.00 | 17240.00 | 16900.00 | 10.00 | 20.00 | 35.00 | 20.00 |
| 2019-08-26 | 17080.00 | 16935.00 | 17115.00 | 16880.00 | 17090.00 | 16930.00 | 17100.00 | 16885.00 | -10.00 | 5.00 | 15.00 | -5.00 |
| 2019-08-23 | 17100.00 | 17140.00 | 17150.00 | 16980.00 | 17085.00 | 17115.00 | 17140.00 | 16960.00 | 15.00 | 25.00 | 10.00 | 20.00 |
| 2019-08-22 | 17145.00 | 17045.00 | 17190.00 | 16970.00 | 17190.00 | 17020.00 | 17190.00 | 16960.00 | -45.00 | 25.00 | 0.00 | 10.00 |
| 2019-08-21 | 16950.00 | 17120.00 | 17155.00 | 16920.00 | 16915.00 | 17110.00 | 17140.00 | 16885.00 | 35.00 | 10.00 | 15.00 | 35.00 |
| 2019-08-20 | 16770.00 | 16950.00 | 16960.00 | 16735.00 | 16760.00 | 16975.00 | 16995.00 | 16735.00 | 10.00 | -25.00 | -35.00 | 0.00 |
| 2019-08-19 | 16665.00 | 16750.00 | 16775.00 | 16635.00 | 16650.00 | 16775.00 | 16775.00 | 16645.00 | 15.00 | -25.00 | 0.00 | -10.00 |
| 2019-08-16 | 16640.00 | 16720.00 | 16795.00 | 16590.00 | 16620.00 | 16720.00 | 16800.00 | 16580.00 | 20.00 | 0.00 | -5.00 | 10.00 |
| 2019-08-15 | 16650.00 | 16620.00 | 16660.00 | 16520.00 | 16635.00 | 16630.00 | 16660.00 | 16520.00 | 15.00 | -10.00 | 0.00 | 0.00 |
| 2019-08-14 | 16640.00 | 16715.00 | 16760.00 | 16545.00 | 16615.00 | 16705.00 | 16755.00 | 16540.00 | 25.00 | 10.00 | 5.00 | 5.00 |
| 2019-08-13 | 16915.00 | 16630.00 | 16920.00 | 16585.00 | 16840.00 | 16615.00 | 16900.00 | 16570.00 | 75.00 | 15.00 | 20.00 | 15.00 |
| 2019-08-12 | 16760.00 | 16900.00 | 16995.00 | 16710.00 | 16800.00 | 16890.00 | 16970.00 | 16680.00 | -40.00 | 10.00 | 25.00 | 30.00 |
| 2019-08-09 | 16850.00 | 16785.00 | 16950.00 | 16605.00 | 16865.00 | 16760.00 | 16945.00 | 16585.00 | -15.00 | 25.00 | 5.00 | 20.00 |
| 2019-08-08 | 16460.00 | 16780.00 | 16815.00 | 16425.00 | 16495.00 | 16785.00 | 16830.00 | 16440.00 | -35.00 | -5.00 | -15.00 | -15.00 |
| 2019-08-07 | 16630.00 | 16470.00 | 16695.00 | 16460.00 | 16615.00 | 16495.00 | 16685.00 | 16475.00 | 15.00 | -25.00 | 10.00 | -15.00 |
| 2019-08-06 | 16305.00 | 16595.00 | 16600.00 | 16265.00 | 16270.00 | 16580.00 | 16585.00 | 16255.00 | 35.00 | 15.00 | 15.00 | 10.00 |
| 2019-08-05 | 16350.00 | 16325.00 | 16380.00 | 16210.00 | 16335.00 | 16315.00 | 16350.00 | 16200.00 | 15.00 | 10.00 | 30.00 | 10.00 |
| 2019-08-02 | 16410.00 | 16380.00 | 16430.00 | 16310.00 | 16395.00 | 16390.00 | 16415.00 | 16310.00 | 15.00 | -10.00 | 15.00 | 0.00 |
| 2019-08-01 | 16465.00 | 16385.00 | 16600.00 | 16360.00 | 16455.00 | 16375.00 | 16570.00 | 16355.00 | 10.00 | 10.00 | 30.00 | 5.00 |
| 2019-07-31 | 16725.00 | 16505.00 | 16760.00 | 16485.00 | 16655.00 | 16465.00 | 16700.00 | 16445.00 | 70.00 | 40.00 | 60.00 | 40.00 |
| 2019-07-30 | 16590.00 | 16835.00 | 16850.00 | 16550.00 | 16550.00 | 16785.00 | 16800.00 | 16525.00 | 40.00 | 50.00 | 50.00 | 25.00 |
| 2019-07-29 | 16705.00 | 16670.00 | 16760.00 | 16630.00 | 16715.00 | 16640.00 | 16730.00 | 16605.00 | -10.00 | 30.00 | 30.00 | 25.00 |
| 2019-07-26 | 16795.00 | 16765.00 | 16930.00 | 16745.00 | 16755.00 | 16755.00 | 16885.00 | 16720.00 | 40.00 | 10.00 | 45.00 | 25.00 |
| 2019-07-25 | 16755.00 | 16695.00 | 16765.00 | 16590.00 | 16675.00 | 16690.00 | 16735.00 | 16575.00 | 80.00 | 5.00 | 30.00 | 15.00 |
| 2019-07-24 | 16465.00 | 16640.00 | 16670.00 | 16415.00 | 16450.00 | 16620.00 | 16635.00 | 16400.00 | 15.00 | 20.00 | 35.00 | 15.00 |
| 2019-07-23 | 16365.00 | 16455.00 | 16515.00 | 16360.00 | 16350.00 | 16420.00 | 16490.00 | 16350.00 | 15.00 | 35.00 | 25.00 | 10.00 |
| 2019-07-22 | 16815.00 | 16430.00 | 16915.00 | 16355.00 | 16755.00 | 16410.00 | 16880.00 | 16345.00 | 60.00 | 20.00 | 35.00 | 10.00 |
| 2019-07-19 | 16530.00 | 16675.00 | 16725.00 | 16505.00 | 16500.00 | 16650.00 | 16690.00 | 16485.00 | 30.00 | 25.00 | 35.00 | 20.00 |
| 2019-07-18 | 16305.00 | 16500.00 | 16635.00 | 16260.00 | 16290.00 | 16460.00 | 16595.00 | 16240.00 | 15.00 | 40.00 | 40.00 | 20.00 |
| 2019-07-17 | 16270.00 | 16305.00 | 16395.00 | 16220.00 | 16295.00 | 16290.00 | 16380.00 | 16225.00 | -25.00 | 15.00 | 15.00 | -5.00 |
| 2019-07-16 | 16075.00 | 16285.00 | 16300.00 | 16045.00 | 16070.00 | 16275.00 | 16290.00 | 16050.00 | 5.00 | 10.00 | 10.00 | -5.00 |
| 2019-07-15 | 16080.00 | 16060.00 | 16170.00 | 15965.00 | 16050.00 | 16040.00 | 16170.00 | 15980.00 | 30.00 | 20.00 | 0.00 | -15.00 |
| 2019-07-12 | 16005.00 | 16105.00 | 16155.00 | 15975.00 | 16025.00 | 16110.00 | 16135.00 | 16000.00 | -20.00 | -5.00 | 20.00 | -25.00 |
| 2019-07-11 | 16060.00 | 16105.00 | 16155.00 | 16005.00 | 16050.00 | 16110.00 | 16150.00 | 16010.00 | 10.00 | -5.00 | 5.00 | -5.00 |
| 2019-07-10 | 15720.00 | 15995.00 | 16450.00 | 15675.00 | 15755.00 | 16000.00 | 16185.00 | 15675.00 | -35.00 | -5.00 | 265.00 | 0.00 |
| 2019-07-09 | 16000.00 | 15655.00 | 16005.00 | 15655.00 | 16000.00 | 15665.00 | 16015.00 | 15665.00 | 0.00 | -10.00 | -10.00 | -10.00 |
| 2019-07-08 | 16005.00 | 15960.00 | 16065.00 | 15910.00 | 15955.00 | 15960.00 | 16080.00 | 15925.00 | 50.00 | 0.00 | -15.00 | -15.00 |
| 2019-07-05 | 16135.00 | 16010.00 | 16195.00 | 15975.00 | 16105.00 | 16005.00 | 16170.00 | 15980.00 | 30.00 | 5.00 | 25.00 | -5.00 |
| 2019-07-04 | 16020.00 | 16150.00 | 16170.00 | 15925.00 | 16020.00 | 16130.00 | 16200.00 | 15940.00 | 0.00 | 20.00 | -30.00 | -15.00 |
| 2019-07-03 | 16095.00 | 16015.00 | 16160.00 | 16010.00 | 16070.00 | 16025.00 | 16150.00 | 16020.00 | 25.00 | -10.00 | 10.00 | -10.00 |
| 2019-07-02 | 16285.00 | 16170.00 | 16300.00 | 16110.00 | 16255.00 | 16130.00 | 16295.00 | 16075.00 | 30.00 | 40.00 | 5.00 | 35.00 |
| 2019-07-01 | 16020.00 | 16275.00 | 16275.00 | 15990.00 | 16015.00 | 16245.00 | 16245.00 | 16000.00 | 5.00 | 30.00 | 30.00 | -10.00 |
| 2019-06-28 | 16025.00 | 16020.00 | 16085.00 | 15985.00 | 16095.00 | 16010.00 | 16095.00 | 16000.00 | -70.00 | 10.00 | -10.00 | -15.00 |
| 2019-06-27 | 16175.00 | 16040.00 | 16220.00 | 16035.00 | 16170.00 | 16025.00 | 16200.00 | 16010.00 | 5.00 | 15.00 | 20.00 | 25.00 |
| 2019-06-26 | 16235.00 | 16185.00 | 16310.00 | 16140.00 | 16215.00 | 16180.00 | 16300.00 | 16140.00 | 20.00 | 5.00 | 10.00 | 0.00 |
| 2019-06-25 | 16185.00 | 16235.00 | 16290.00 | 16145.00 | 16165.00 | 16255.00 | 16300.00 | 16165.00 | 20.00 | -20.00 | -10.00 | -20.00 |
| 2019-06-24 | 15910.00 | 16160.00 | 16165.00 | 15910.00 | 15960.00 | 16165.00 | 16185.00 | 15930.00 | -50.00 | -5.00 | -20.00 | -20.00 |
| 2019-06-21 | 16110.00 | 16010.00 | 16160.00 | 15975.00 | 16145.00 | 15965.00 | 16155.00 | 15945.00 | -35.00 | 45.00 | 5.00 | 30.00 |
| 2019-06-20 | 16220.00 | 16090.00 | 16225.00 | 16060.00 | 16190.00 | 16095.00 | 16210.00 | 16060.00 | 30.00 | -5.00 | 15.00 | 0.00 |
| 2019-06-19 | 16130.00 | 16270.00 | 16340.00 | 16120.00 | 16145.00 | 16235.00 | 16325.00 | 16130.00 | -15.00 | 35.00 | 15.00 | -10.00 |
| 2019-06-18 | 16120.00 | 16140.00 | 16255.00 | 16060.00 | 16050.00 | 16130.00 | 16200.00 | 16030.00 | 70.00 | 10.00 | 55.00 | 30.00 |
| 2019-06-17 | 16090.00 | 16145.00 | 16200.00 | 16020.00 | 16085.00 | 16090.00 | 16150.00 | 15980.00 | 5.00 | 55.00 | 50.00 | 40.00 |
| 2019-06-14 | 16050.00 | 16135.00 | 16175.00 | 16000.00 | 16025.00 | 16100.00 | 16130.00 | 15970.00 | 25.00 | 35.00 | 45.00 | 30.00 |
| 2019-06-13 | 16050.00 | 16065.00 | 16170.00 | 16020.00 | 16045.00 | 16065.00 | 16130.00 | 16005.00 | 5.00 | 0.00 | 40.00 | 15.00 |
| 2019-06-12 | 16215.00 | 16045.00 | 16265.00 | 16025.00 | 16210.00 | 16020.00 | 16240.00 | 16015.00 | 5.00 | 25.00 | 25.00 | 10.00 |
| 2019-06-11 | 16300.00 | 16180.00 | 16320.00 | 16160.00 | 16225.00 | 16160.00 | 16245.00 | 16145.00 | 75.00 | 20.00 | 75.00 | 15.00 |
| 2019-06-10 | 16080.00 | 16220.00 | 16270.00 | 15920.00 | 15950.00 | 16165.00 | 16210.00 | 15850.00 | 130.00 | 55.00 | 60.00 | 70.00 |
| 2019-06-06 | 16125.00 | 16090.00 | 16145.00 | 15985.00 | 16030.00 | 16005.00 | 16065.00 | 15900.00 | 95.00 | 85.00 | 80.00 | 85.00 |
| 2019-06-05 | 15990.00 | 16030.00 | 16100.00 | 15935.00 | 15940.00 | 15960.00 | 16035.00 | 15855.00 | 50.00 | 70.00 | 65.00 | 80.00 |
| 2019-06-04 | 15960.00 | 15870.00 | 16030.00 | 15860.00 | 15895.00 | 15805.00 | 15985.00 | 15800.00 | 65.00 | 65.00 | 45.00 | 60.00 |
| 2019-06-03 | 15930.00 | 15960.00 | 16090.00 | 15920.00 | 15855.00 | 15885.00 | 16025.00 | 15845.00 | 75.00 | 75.00 | 65.00 | 75.00 |
| 2019-05-31 | 16120.00 | 15925.00 | 16165.00 | 15920.00 | 16020.00 | 15855.00 | 16070.00 | 15835.00 | 100.00 | 70.00 | 95.00 | 85.00 |
| 2019-05-30 | 15970.00 | 16175.00 | 16185.00 | 15920.00 | 15910.00 | 16070.00 | 16100.00 | 15880.00 | 60.00 | 105.00 | 85.00 | 40.00 |
| 2019-05-29 | 15965.00 | 15945.00 | 16040.00 | 15865.00 | 15890.00 | 15910.00 | 16000.00 | 15830.00 | 75.00 | 35.00 | 40.00 | 35.00 |
| 2019-05-28 | 16020.00 | 15955.00 | 16135.00 | 15935.00 | 16115.00 | 16060.00 | 16195.00 | 16050.00 | -95.00 | -105.00 | -60.00 | -115.00 |
| 2019-05-27 | 16305.00 | 16020.00 | 16350.00 | 15990.00 | 16320.00 | 16080.00 | 16405.00 | 16035.00 | -15.00 | -60.00 | -55.00 | -45.00 |
| 2019-05-24 | 16025.00 | 16265.00 | 16295.00 | 16025.00 | 16145.00 | 16295.00 | 16330.00 | 16060.00 | -120.00 | -30.00 | -35.00 | -35.00 |
| 2019-05-23 | 16030.00 | 16125.00 | 16275.00 | 16020.00 | 16090.00 | 16150.00 | 16275.00 | 16040.00 | -60.00 | -25.00 | 0.00 | -20.00 |
| 2019-05-22 | 16105.00 | 16085.00 | 16145.00 | 16020.00 | 16115.00 | 16100.00 | 16170.00 | 16030.00 | -10.00 | -15.00 | -25.00 | -10.00 |
| 2019-05-21 | 16015.00 | 16150.00 | 16155.00 | 15880.00 | 16010.00 | 16135.00 | 16155.00 | 15870.00 | 5.00 | 15.00 | 0.00 | 10.00 |
| 2019-05-20 | 16075.00 | 16080.00 | 16180.00 | 16030.00 | 16080.00 | 16065.00 | 16175.00 | 16020.00 | -5.00 | 15.00 | 5.00 | 10.00 |
| 2019-05-17 | 16360.00 | 16120.00 | 16400.00 | 16080.00 | 16320.00 | 16100.00 | 16350.00 | 16080.00 | 40.00 | 20.00 | 50.00 | 0.00 |
| 2019-05-16 | 16020.00 | 16275.00 | 16280.00 | 15965.00 | 15980.00 | 16250.00 | 16250.00 | 15960.00 | 40.00 | 25.00 | 30.00 | 5.00 |
| 2019-05-15 | 15820.00 | 16065.00 | 16130.00 | 15810.00 | 15845.00 | 16060.00 | 16100.00 | 15805.00 | -25.00 | 5.00 | 30.00 | 5.00 |
| 2019-05-14 | 15875.00 | 15890.00 | 15995.00 | 15790.00 | 15895.00 | 15870.00 | 15980.00 | 15790.00 | -20.00 | 20.00 | 15.00 | 0.00 |
| 2019-05-13 | 16120.00 | 15955.00 | 16140.00 | 15940.00 | 16095.00 | 15940.00 | 16110.00 | 15940.00 | 25.00 | 15.00 | 30.00 | 0.00 |
| 2019-05-10 | 16110.00 | 16155.00 | 16255.00 | 16100.00 | 16150.00 | 16130.00 | 16225.00 | 16065.00 | -40.00 | 25.00 | 30.00 | 35.00 |
| 2019-05-09 | 16305.00 | 16180.00 | 16380.00 | 16155.00 | 16330.00 | 16155.00 | 16350.00 | 16135.00 | -25.00 | 25.00 | 30.00 | 20.00 |