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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019-05-08 | 16355.00 | 16355.00 | 16395.00 | 16295.00 | 16310.00 | 16330.00 | 16370.00 | 16280.00 | 45.00 | 25.00 | 25.00 | 15.00 |
| 2019-05-07 | 16365.00 | 16365.00 | 16420.00 | 16325.00 | 16345.00 | 16325.00 | 16385.00 | 16300.00 | 20.00 | 40.00 | 35.00 | 25.00 |
| 2019-05-06 | 16305.00 | 16380.00 | 16595.00 | 16210.00 | 16410.00 | 16365.00 | 16560.00 | 16200.00 | -105.00 | 15.00 | 35.00 | 10.00 |
| 2019-04-30 | 16730.00 | 16685.00 | 16750.00 | 16650.00 | 16690.00 | 16615.00 | 16695.00 | 16580.00 | 40.00 | 70.00 | 55.00 | 70.00 |
| 2019-04-29 | 16625.00 | 16710.00 | 16780.00 | 16590.00 | 16585.00 | 16650.00 | 16695.00 | 16540.00 | 40.00 | 60.00 | 85.00 | 50.00 |
| 2019-04-26 | 16475.00 | 16590.00 | 16610.00 | 16430.00 | 16520.00 | 16635.00 | 16640.00 | 16465.00 | -45.00 | -45.00 | -30.00 | -35.00 |
| 2019-04-25 | 16360.00 | 16545.00 | 16550.00 | 16350.00 | 16395.00 | 16560.00 | 16570.00 | 16390.00 | -35.00 | -15.00 | -20.00 | -40.00 |
| 2019-04-24 | 16510.00 | 16345.00 | 16535.00 | 16340.00 | 16575.00 | 16375.00 | 16580.00 | 16375.00 | -65.00 | -30.00 | -45.00 | -35.00 |
| 2019-04-23 | 16600.00 | 16500.00 | 16665.00 | 16470.00 | 16605.00 | 16560.00 | 16715.00 | 16515.00 | -5.00 | -60.00 | -50.00 | -45.00 |
| 2019-04-22 | 16475.00 | 16575.00 | 16580.00 | 16450.00 | 16540.00 | 16605.00 | 16605.00 | 16490.00 | -65.00 | -30.00 | -25.00 | -40.00 |
| 2019-04-19 | 16410.00 | 16500.00 | 16540.00 | 16355.00 | 16450.00 | 16540.00 | 16560.00 | 16420.00 | -40.00 | -40.00 | -20.00 | -65.00 |
| 2019-04-18 | 16500.00 | 16365.00 | 16515.00 | 16340.00 | 16540.00 | 16425.00 | 16540.00 | 16400.00 | -40.00 | -60.00 | -25.00 | -60.00 |
| 2019-04-17 | 16465.00 | 16440.00 | 16545.00 | 16350.00 | 16595.00 | 16470.00 | 16615.00 | 16375.00 | -130.00 | -30.00 | -70.00 | -25.00 |
| 2019-04-16 | 16450.00 | 16520.00 | 16530.00 | 16335.00 | 16355.00 | 16555.00 | 16565.00 | 16355.00 | 95.00 | -35.00 | -35.00 | -20.00 |
| 2019-04-15 | 16355.00 | 16440.00 | 16475.00 | 16225.00 | 16365.00 | 16420.00 | 16440.00 | 16235.00 | -10.00 | 20.00 | 35.00 | -10.00 |
| 2019-04-12 | 16465.00 | 16345.00 | 16515.00 | 16260.00 | 16455.00 | 16345.00 | 16520.00 | 16275.00 | 10.00 | 0.00 | -5.00 | -15.00 |
| 2019-04-11 | 16690.00 | 16445.00 | 16690.00 | 16410.00 | 16690.00 | 16455.00 | 16720.00 | 16435.00 | 0.00 | -10.00 | -30.00 | -25.00 |
| 2019-04-10 | 16855.00 | 16685.00 | 16940.00 | 16665.00 | 16915.00 | 16725.00 | 16950.00 | 16700.00 | -60.00 | -40.00 | -10.00 | -35.00 |
| 2019-04-09 | 16900.00 | 16900.00 | 16930.00 | 16820.00 | 16900.00 | 16915.00 | 16950.00 | 16845.00 | 0.00 | -15.00 | -20.00 | -25.00 |
| 2019-04-08 | 16810.00 | 16880.00 | 16945.00 | 16775.00 | 16860.00 | 16890.00 | 16950.00 | 16815.00 | -50.00 | -10.00 | -5.00 | -40.00 |
| 2019-04-04 | 16890.00 | 16920.00 | 16945.00 | 16815.00 | 16880.00 | 16945.00 | 16970.00 | 16820.00 | 10.00 | -25.00 | -25.00 | -5.00 |
| 2019-04-03 | 16750.00 | 16895.00 | 16910.00 | 16735.00 | 16785.00 | 16885.00 | 16915.00 | 16755.00 | -35.00 | 10.00 | -5.00 | -20.00 |
| 2019-04-02 | 16990.00 | 16820.00 | 16990.00 | 16775.00 | 16960.00 | 16835.00 | 16960.00 | 16785.00 | 30.00 | -15.00 | 30.00 | -10.00 |
| 2019-04-01 | 16765.00 | 16945.00 | 16960.00 | 16765.00 | 16850.00 | 16945.00 | 16955.00 | 16775.00 | -85.00 | 0.00 | 5.00 | -10.00 |
| 2019-03-29 | 16760.00 | 16730.00 | 16795.00 | 16700.00 | 16765.00 | 16735.00 | 16785.00 | 16710.00 | -5.00 | -5.00 | 10.00 | -10.00 |
| 2019-03-28 | 16820.00 | 16760.00 | 16870.00 | 16735.00 | 16810.00 | 16765.00 | 16860.00 | 16740.00 | 10.00 | -5.00 | 10.00 | -5.00 |
| 2019-03-27 | 16750.00 | 16835.00 | 16865.00 | 16745.00 | 16790.00 | 16810.00 | 16860.00 | 16785.00 | -40.00 | 25.00 | 5.00 | -40.00 |
| 2019-03-26 | 16805.00 | 16815.00 | 16890.00 | 16755.00 | 16840.00 | 16840.00 | 16895.00 | 16770.00 | -35.00 | -25.00 | -5.00 | -15.00 |
| 2019-03-25 | 16930.00 | 16850.00 | 16960.00 | 16785.00 | 16905.00 | 16840.00 | 16950.00 | 16800.00 | 25.00 | 10.00 | 10.00 | -15.00 |
| 2019-03-22 | 16960.00 | 16980.00 | 17050.00 | 16865.00 | 16980.00 | 16985.00 | 17070.00 | 16850.00 | -20.00 | -5.00 | -20.00 | 15.00 |
| 2019-03-21 | 16845.00 | 16990.00 | 17005.00 | 16815.00 | 16810.00 | 17000.00 | 17020.00 | 16810.00 | 35.00 | -10.00 | -15.00 | 5.00 |
| 2019-03-20 | 16885.00 | 16880.00 | 16910.00 | 16760.00 | 16840.00 | 16875.00 | 16900.00 | 16780.00 | 45.00 | 5.00 | 10.00 | -20.00 |
| 2019-03-19 | 16840.00 | 16855.00 | 16985.00 | 16810.00 | 16845.00 | 16840.00 | 16945.00 | 16800.00 | -5.00 | 15.00 | 40.00 | 10.00 |
| 2019-03-18 | 17150.00 | 16910.00 | 17155.00 | 16910.00 | 17165.00 | 16885.00 | 17165.00 | 16880.00 | -15.00 | 25.00 | -10.00 | 30.00 |
| 2019-03-15 | 17325.00 | 17200.00 | 17400.00 | 17190.00 | 17270.00 | 17230.00 | 17315.00 | 17210.00 | 55.00 | -30.00 | 85.00 | -20.00 |
| 2019-03-14 | 17500.00 | 17325.00 | 17580.00 | 17310.00 | 17400.00 | 17270.00 | 17465.00 | 17255.00 | 100.00 | 55.00 | 115.00 | 55.00 |
| 2019-03-13 | 17390.00 | 17450.00 | 17550.00 | 17390.00 | 17300.00 | 17310.00 | 17405.00 | 17280.00 | 90.00 | 140.00 | 145.00 | 110.00 |
| 2019-03-12 | 17430.00 | 17415.00 | 17490.00 | 17355.00 | 17295.00 | 17300.00 | 17360.00 | 17200.00 | 135.00 | 115.00 | 130.00 | 155.00 |
| 2019-03-11 | 17445.00 | 17465.00 | 17555.00 | 17365.00 | 17325.00 | 17345.00 | 17380.00 | 17255.00 | 120.00 | 120.00 | 175.00 | 110.00 |
| 2019-03-08 | 17525.00 | 17475.00 | 17565.00 | 17395.00 | 17485.00 | 17340.00 | 17485.00 | 17275.00 | 40.00 | 135.00 | 80.00 | 120.00 |
| 2019-03-07 | 17555.00 | 17575.00 | 17595.00 | 17470.00 | 17400.00 | 17440.00 | 17500.00 | 17365.00 | 155.00 | 135.00 | 95.00 | 105.00 |
| 2019-03-06 | 17620.00 | 17525.00 | 17635.00 | 17490.00 | 17450.00 | 17385.00 | 18380.00 | 17300.00 | 170.00 | 140.00 | -745.00 | 190.00 |
| 2019-03-05 | 17615.00 | 17570.00 | 17705.00 | 17540.00 | 17550.00 | 17430.00 | 17560.00 | 17225.00 | 65.00 | 140.00 | 145.00 | 315.00 |
| 2019-03-04 | 17780.00 | 17710.00 | 17800.00 | 17650.00 | 17680.00 | 17620.00 | 17705.00 | 17555.00 | 100.00 | 90.00 | 95.00 | 95.00 |
| 2019-03-01 | 17415.00 | 17780.00 | 17850.00 | 17415.00 | 17350.00 | 17675.00 | 17750.00 | 17350.00 | 65.00 | 105.00 | 100.00 | 65.00 |
| 2019-02-28 | 17250.00 | 17365.00 | 17375.00 | 17185.00 | 17195.00 | 17285.00 | 17315.00 | 17165.00 | 55.00 | 80.00 | 60.00 | 20.00 |
| 2019-02-27 | 17025.00 | 17145.00 | 17200.00 | 16985.00 | 17025.00 | 17115.00 | 17130.00 | 16970.00 | 0.00 | 30.00 | 70.00 | 15.00 |
| 2019-02-26 | 17140.00 | 17025.00 | 17180.00 | 16965.00 | 17225.00 | 17050.00 | 17225.00 | 16990.00 | -85.00 | -25.00 | -45.00 | -25.00 |
| 2019-02-25 | 17085.00 | 17125.00 | 17225.00 | 16970.00 | 17060.00 | 17165.00 | 17190.00 | 16960.00 | 25.00 | -40.00 | 35.00 | 10.00 |
| 2019-02-22 | 16755.00 | 17045.00 | 17045.00 | 16735.00 | 16850.00 | 17040.00 | 17045.00 | 16745.00 | -95.00 | 5.00 | 0.00 | -10.00 |
| 2019-02-21 | 16780.00 | 16770.00 | 16860.00 | 16740.00 | 16900.00 | 16765.00 | 16900.00 | 16720.00 | -120.00 | 5.00 | -40.00 | 20.00 |
| 2019-02-20 | 16770.00 | 16790.00 | 16870.00 | 16735.00 | 16835.00 | 16785.00 | 16880.00 | 16740.00 | -65.00 | 5.00 | -10.00 | -5.00 |
| 2019-02-19 | 16935.00 | 16830.00 | 16940.00 | 16740.00 | 16925.00 | 16840.00 | 16955.00 | 16755.00 | 10.00 | -10.00 | -15.00 | -15.00 |
| 2019-02-18 | 17010.00 | 16965.00 | 17120.00 | 16925.00 | 17040.00 | 16955.00 | 17090.00 | 16900.00 | -30.00 | 10.00 | 30.00 | 25.00 |
| 2019-02-15 | 16860.00 | 16870.00 | 16920.00 | 16785.00 | 16895.00 | 16850.00 | 16895.00 | 16775.00 | -35.00 | 20.00 | 25.00 | 10.00 |
| 2019-02-14 | 16680.00 | 16875.00 | 16895.00 | 16630.00 | 16665.00 | 16845.00 | 16855.00 | 16635.00 | 15.00 | 30.00 | 40.00 | -5.00 |
| 2019-02-13 | 16800.00 | 16710.00 | 16825.00 | 16510.00 | 16825.00 | 16690.00 | 16875.00 | 16555.00 | -25.00 | 20.00 | -50.00 | -45.00 |
| 2019-02-12 | 16795.00 | 16800.00 | 16945.00 | 16790.00 | 16800.00 | 16835.00 | 16985.00 | 16800.00 | -5.00 | -35.00 | -40.00 | -10.00 |
| 2019-02-11 | 17345.00 | 16770.00 | 17345.00 | 16675.00 | 17260.00 | 16825.00 | 17350.00 | 16735.00 | 85.00 | -55.00 | -5.00 | -60.00 |
| 2019-02-01 | 17400.00 | 17375.00 | 17515.00 | 17330.00 | 17430.00 | 17390.00 | 17560.00 | 17200.00 | -30.00 | -15.00 | -45.00 | 130.00 |
| 2019-01-31 | 17515.00 | 17410.00 | 17590.00 | 17395.00 | 17475.00 | 17430.00 | 17640.00 | 17415.00 | 40.00 | -20.00 | -50.00 | -20.00 |
| 2019-01-30 | 17660.00 | 17500.00 | 17670.00 | 17490.00 | 17610.00 | 17475.00 | 17665.00 | 17470.00 | 50.00 | 25.00 | 5.00 | 20.00 |
| 2019-01-29 | 17775.00 | 17645.00 | 17785.00 | 17620.00 | 17750.00 | 17600.00 | 17810.00 | 17590.00 | 25.00 | 45.00 | -25.00 | 30.00 |
| 2019-01-28 | 17690.00 | 17705.00 | 17860.00 | 17675.00 | 17700.00 | 17730.00 | 17875.00 | 17695.00 | -10.00 | -25.00 | -15.00 | -20.00 |
| 2019-01-25 | 17650.00 | 17660.00 | 17815.00 | 17615.00 | 17780.00 | 17680.00 | 17875.00 | 17680.00 | -130.00 | -20.00 | -60.00 | -65.00 |
| 2019-01-24 | 17565.00 | 17605.00 | 17690.00 | 17530.00 | 17680.00 | 17725.00 | 17805.00 | 17660.00 | -115.00 | -120.00 | -115.00 | -130.00 |
| 2019-01-23 | 17525.00 | 17555.00 | 17585.00 | 17500.00 | 17685.00 | 17675.00 | 17705.00 | 17630.00 | -160.00 | -120.00 | -120.00 | -130.00 |
| 2019-01-22 | 17595.00 | 17500.00 | 17655.00 | 17480.00 | 17700.00 | 17640.00 | 17790.00 | 17620.00 | -105.00 | -140.00 | -135.00 | -140.00 |
| 2019-01-21 | 17715.00 | 17715.00 | 17810.00 | 17685.00 | 17590.00 | 17580.00 | 17710.00 | 17565.00 | 125.00 | 135.00 | 100.00 | 120.00 |
| 2019-01-18 | 17670.00 | 17715.00 | 17730.00 | 17595.00 | 17500.00 | 17575.00 | 17610.00 | 17465.00 | 170.00 | 140.00 | 120.00 | 130.00 |
| 2019-01-17 | 17560.00 | 17650.00 | 17665.00 | 17555.00 | 17450.00 | 17500.00 | 17530.00 | 17415.00 | 110.00 | 150.00 | 135.00 | 140.00 |
| 2019-01-16 | 17480.00 | 17590.00 | 17630.00 | 17440.00 | 17380.00 | 17500.00 | 17500.00 | 17320.00 | 100.00 | 90.00 | 130.00 | 120.00 |
| 2019-01-15 | 17420.00 | 17555.00 | 17570.00 | 17345.00 | 17275.00 | 17415.00 | 17450.00 | 17215.00 | 145.00 | 140.00 | 120.00 | 130.00 |
| 2019-01-14 | 17465.00 | 17470.00 | 17500.00 | 17335.00 | 17310.00 | 17315.00 | 17360.00 | 17225.00 | 155.00 | 155.00 | 140.00 | 110.00 |
| 2019-01-11 | 17465.00 | 17485.00 | 17595.00 | 17275.00 | 17295.00 | 17340.00 | 17420.00 | 17070.00 | 170.00 | 145.00 | 175.00 | 205.00 |
| 2019-01-10 | 17550.00 | 17450.00 | 17620.00 | 17395.00 | 17405.00 | 17310.00 | 17450.00 | 17230.00 | 145.00 | 140.00 | 170.00 | 165.00 |
| 2019-01-09 | 17450.00 | 17570.00 | 17615.00 | 17430.00 | 17310.00 | 17425.00 | 17460.00 | 17260.00 | 140.00 | 145.00 | 155.00 | 170.00 |
| 2019-01-08 | 17655.00 | 17410.00 | 17660.00 | 17365.00 | 17460.00 | 17240.00 | 17470.00 | 17215.00 | 195.00 | 170.00 | 190.00 | 150.00 |
| 2019-01-07 | 17720.00 | 17670.00 | 17755.00 | 17570.00 | 17480.00 | 17475.00 | 17590.00 | 17375.00 | 240.00 | 195.00 | 165.00 | 195.00 |
| 2019-01-04 | 17760.00 | 17735.00 | 17820.00 | 17520.00 | 17500.00 | 17505.00 | 17560.00 | 17280.00 | 260.00 | 230.00 | 260.00 | 240.00 |
| 2019-01-03 | 17915.00 | 17770.00 | 17925.00 | 17755.00 | 17630.00 | 17520.00 | 17640.00 | 17480.00 | 285.00 | 250.00 | 285.00 | 275.00 |
| 2019-01-02 | 18000.00 | 18000.00 | 18140.00 | 17960.00 | 17770.00 | 17705.00 | 17885.00 | 17680.00 | 230.00 | 295.00 | 255.00 | 280.00 |
| 2018-12-28 | 17995.00 | 18050.00 | 18080.00 | 17935.00 | 18450.00 | 18620.00 | 18645.00 | 18440.00 | -455.00 | -570.00 | -565.00 | -505.00 |
| 2018-12-27 | 17825.00 | 17930.00 | 17995.00 | 17795.00 | 18360.00 | 18465.00 | 18470.00 | 18300.00 | -535.00 | -535.00 | -475.00 | -505.00 |
| 2018-12-26 | 17870.00 | 17825.00 | 17880.00 | 17655.00 | 18310.00 | 18325.00 | 18370.00 | 18170.00 | -440.00 | -500.00 | -490.00 | -515.00 |
| 2018-12-25 | 18015.00 | 17835.00 | 18085.00 | 17820.00 | 18365.00 | 18310.00 | 18465.00 | 18305.00 | -350.00 | -475.00 | -380.00 | -485.00 |
| 2018-12-24 | 18030.00 | 17950.00 | 18060.00 | 17900.00 | 18355.00 | 18335.00 | 18460.00 | 18310.00 | -325.00 | -385.00 | -400.00 | -410.00 |
| 2018-12-21 | 18075.00 | 18035.00 | 18160.00 | 18010.00 | 18480.00 | 18390.00 | 18510.00 | 18380.00 | -405.00 | -355.00 | -350.00 | -370.00 |
| 2018-12-20 | 18025.00 | 18045.00 | 18170.00 | 18005.00 | 18410.00 | 18405.00 | 18505.00 | 18355.00 | -385.00 | -360.00 | -335.00 | -350.00 |
| 2018-12-19 | 17945.00 | 18080.00 | 18115.00 | 17915.00 | 18245.00 | 18420.00 | 18490.00 | 18205.00 | -300.00 | -340.00 | -375.00 | -290.00 |
| 2018-12-18 | 18275.00 | 18220.00 | 18340.00 | 18200.00 | 17965.00 | 17930.00 | 18035.00 | 17880.00 | 310.00 | 290.00 | 305.00 | 320.00 |
| 2018-12-17 | 18380.00 | 18380.00 | 18415.00 | 18255.00 | 17995.00 | 18090.00 | 18100.00 | 17940.00 | 385.00 | 290.00 | 315.00 | 315.00 |
| 2018-12-14 | 18440.00 | 18390.00 | 18500.00 | 18355.00 | 18050.00 | 18025.00 | 18100.00 | 17990.00 | 390.00 | 365.00 | 400.00 | 365.00 |
| 2018-12-13 | 18500.00 | 18500.00 | 18550.00 | 18450.00 | 18100.00 | 18110.00 | 18145.00 | 18030.00 | 400.00 | 390.00 | 405.00 | 420.00 |
| 2018-12-12 | 18430.00 | 18560.00 | 18590.00 | 18425.00 | 18005.00 | 18145.00 | 18175.00 | 18005.00 | 425.00 | 415.00 | 415.00 | 420.00 |
| 2018-12-11 | 18530.00 | 18380.00 | 18560.00 | 18370.00 | 18105.00 | 17965.00 | 18145.00 | 17930.00 | 425.00 | 415.00 | 415.00 | 440.00 |
| 2018-12-10 | 18520.00 | 18530.00 | 18605.00 | 18480.00 | 18150.00 | 18070.00 | 18200.00 | 18045.00 | 370.00 | 460.00 | 405.00 | 435.00 |
| 2018-12-07 | 18435.00 | 18590.00 | 18620.00 | 18370.00 | 18030.00 | 18210.00 | 18220.00 | 17990.00 | 405.00 | 380.00 | 400.00 | 380.00 |
| 2018-12-06 | 18530.00 | 18465.00 | 18630.00 | 18430.00 | 18100.00 | 18075.00 | 18200.00 | 18020.00 | 430.00 | 390.00 | 430.00 | 410.00 |
| 2018-12-05 | 18525.00 | 18535.00 | 18635.00 | 18520.00 | 18115.00 | 18135.00 | 18210.00 | 18110.00 | 410.00 | 400.00 | 425.00 | 410.00 |