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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2018-12-04 | 18510.00 | 18475.00 | 18580.00 | 18405.00 | 18095.00 | 18095.00 | 18140.00 | 17985.00 | 415.00 | 380.00 | 440.00 | 420.00 |
| 2018-12-03 | 18395.00 | 18570.00 | 18765.00 | 18320.00 | 17960.00 | 18130.00 | 18355.00 | 17885.00 | 435.00 | 440.00 | 410.00 | 435.00 |
| 2018-11-30 | 18255.00 | 18290.00 | 18330.00 | 18175.00 | 17780.00 | 17850.00 | 17880.00 | 17735.00 | 475.00 | 440.00 | 450.00 | 440.00 |
| 2018-11-29 | 18230.00 | 18190.00 | 18315.00 | 18135.00 | 18710.00 | 18595.00 | 18735.00 | 18580.00 | -480.00 | -405.00 | -420.00 | -445.00 |
| 2018-11-28 | 17950.00 | 18150.00 | 18175.00 | 17920.00 | 18540.00 | 18660.00 | 18680.00 | 18480.00 | -590.00 | -510.00 | -505.00 | -560.00 |
| 2018-11-27 | 18095.00 | 17945.00 | 18190.00 | 17935.00 | 18575.00 | 18510.00 | 18680.00 | 18465.00 | -480.00 | -565.00 | -490.00 | -530.00 |
| 2018-11-26 | 18385.00 | 18120.00 | 18425.00 | 18105.00 | 18755.00 | 18605.00 | 18785.00 | 18570.00 | -370.00 | -485.00 | -360.00 | -465.00 |
| 2018-11-23 | 18360.00 | 18480.00 | 18585.00 | 18215.00 | 18655.00 | 18825.00 | 18880.00 | 18555.00 | -295.00 | -345.00 | -295.00 | -340.00 |
| 2018-11-22 | 18250.00 | 18345.00 | 18385.00 | 18215.00 | 18565.00 | 18625.00 | 18680.00 | 18525.00 | -315.00 | -280.00 | -295.00 | -310.00 |
| 2018-11-21 | 18335.00 | 18290.00 | 18335.00 | 18070.00 | 18550.00 | 18565.00 | 18600.00 | 18410.00 | -215.00 | -275.00 | -265.00 | -340.00 |
| 2018-11-20 | 18295.00 | 18300.00 | 18355.00 | 18200.00 | 18550.00 | 18545.00 | 18605.00 | 18475.00 | -255.00 | -245.00 | -250.00 | -275.00 |
| 2018-11-19 | 18220.00 | 18205.00 | 18445.00 | 18160.00 | 18440.00 | 18475.00 | 18645.00 | 18400.00 | -220.00 | -270.00 | -200.00 | -240.00 |
| 2018-11-16 | 18210.00 | 18140.00 | 18265.00 | 18020.00 | 18515.00 | 18390.00 | 18575.00 | 18290.00 | -305.00 | -250.00 | -310.00 | -270.00 |
| 2018-11-15 | 18140.00 | 18250.00 | 18320.00 | 18030.00 | 18505.00 | 18575.00 | 18640.00 | 18425.00 | -365.00 | -325.00 | -320.00 | -395.00 |
| 2018-11-14 | 18380.00 | 18505.00 | 18540.00 | 18315.00 | 17950.00 | 18080.00 | 18120.00 | 17835.00 | 430.00 | 425.00 | 420.00 | 480.00 |
| 2018-11-13 | 18495.00 | 18475.00 | 18575.00 | 18420.00 | 18015.00 | 17985.00 | 18100.00 | 17930.00 | 480.00 | 490.00 | 475.00 | 490.00 |
| 2018-11-12 | 18545.00 | 18605.00 | 18680.00 | 18385.00 | 18070.00 | 18155.00 | 18200.00 | 17865.00 | 475.00 | 450.00 | 480.00 | 520.00 |
| 2018-11-09 | 18520.00 | 18550.00 | 18765.00 | 18500.00 | 18100.00 | 18115.00 | 18305.00 | 18080.00 | 420.00 | 435.00 | 460.00 | 420.00 |
| 2018-11-08 | 18365.00 | 18465.00 | 18520.00 | 18320.00 | 17930.00 | 18015.00 | 18080.00 | 17895.00 | 435.00 | 450.00 | 440.00 | 425.00 |
| 2018-11-07 | 18420.00 | 18390.00 | 18465.00 | 18260.00 | 17965.00 | 17960.00 | 17985.00 | 17785.00 | 455.00 | 430.00 | 480.00 | 475.00 |
| 2018-11-06 | 18580.00 | 18420.00 | 18660.00 | 18420.00 | 18105.00 | 17965.00 | 18170.00 | 17925.00 | 475.00 | 455.00 | 490.00 | 495.00 |
| 2018-11-05 | 18850.00 | 18635.00 | 18860.00 | 18630.00 | 18350.00 | 18090.00 | 18390.00 | 18090.00 | 500.00 | 545.00 | 470.00 | 540.00 |
| 2018-11-02 | 18785.00 | 18750.00 | 18790.00 | 18610.00 | 18300.00 | 18280.00 | 18310.00 | 18115.00 | 485.00 | 470.00 | 480.00 | 495.00 |
| 2018-11-01 | 18295.00 | 18740.00 | 18800.00 | 18210.00 | 17925.00 | 18260.00 | 18320.00 | 17815.00 | 370.00 | 480.00 | 480.00 | 395.00 |
| 2018-10-31 | 18350.00 | 18425.00 | 18465.00 | 18225.00 | 18020.00 | 18070.00 | 18115.00 | 17900.00 | 330.00 | 355.00 | 350.00 | 325.00 |
| 2018-10-30 | 18545.00 | 18405.00 | 18555.00 | 18370.00 | 18200.00 | 18075.00 | 18255.00 | 18065.00 | 345.00 | 330.00 | 300.00 | 305.00 |
| 2018-10-29 | 18465.00 | 18560.00 | 18625.00 | 18450.00 | 18630.00 | 18700.00 | 18760.00 | 18590.00 | -165.00 | -140.00 | -135.00 | -140.00 |
| 2018-10-26 | 18420.00 | 18520.00 | 18540.00 | 18340.00 | 18550.00 | 18665.00 | 18665.00 | 18480.00 | -130.00 | -145.00 | -125.00 | -140.00 |
| 2018-10-25 | 18100.00 | 18420.00 | 18455.00 | 18100.00 | 18280.00 | 18560.00 | 18590.00 | 18280.00 | -180.00 | -140.00 | -135.00 | -180.00 |
| 2018-10-24 | 18040.00 | 18150.00 | 18310.00 | 18040.00 | 18255.00 | 18340.00 | 18460.00 | 18205.00 | -215.00 | -190.00 | -150.00 | -165.00 |
| 2018-10-23 | 18205.00 | 18125.00 | 18270.00 | 18035.00 | 18475.00 | 18305.00 | 18490.00 | 18240.00 | -270.00 | -180.00 | -220.00 | -205.00 |
| 2018-10-22 | 18175.00 | 18250.00 | 18270.00 | 17950.00 | 18180.00 | 18470.00 | 18505.00 | 18130.00 | -5.00 | -220.00 | -235.00 | -180.00 |
| 2018-10-19 | 18435.00 | 18275.00 | 18480.00 | 18260.00 | 18200.00 | 18105.00 | 18235.00 | 18085.00 | 235.00 | 170.00 | 245.00 | 175.00 |
| 2018-10-18 | 18630.00 | 18500.00 | 18760.00 | 18480.00 | 18350.00 | 18290.00 | 18495.00 | 18230.00 | 280.00 | 210.00 | 265.00 | 250.00 |
| 2018-10-17 | 18825.00 | 18670.00 | 18875.00 | 18600.00 | 18560.00 | 18400.00 | 18580.00 | 18340.00 | 265.00 | 270.00 | 295.00 | 260.00 |
| 2018-10-16 | 18955.00 | 18750.00 | 19060.00 | 18715.00 | 18630.00 | 18450.00 | 18685.00 | 18415.00 | 325.00 | 300.00 | 375.00 | 300.00 |
| 2018-10-15 | 18780.00 | 18815.00 | 18995.00 | 18700.00 | 18500.00 | 18480.00 | 18640.00 | 18440.00 | 280.00 | 335.00 | 355.00 | 260.00 |
| 2018-10-12 | 18480.00 | 18600.00 | 18750.00 | 18330.00 | 18005.00 | 18350.00 | 18525.00 | 17900.00 | 475.00 | 250.00 | 225.00 | 430.00 |
| 2018-10-11 | 18140.00 | 18210.00 | 18410.00 | 18055.00 | 17805.00 | 17755.00 | 18030.00 | 17665.00 | 335.00 | 455.00 | 380.00 | 390.00 |
| 2018-10-10 | 18185.00 | 18250.00 | 18320.00 | 18005.00 | 17995.00 | 17910.00 | 17995.00 | 17660.00 | 190.00 | 340.00 | 325.00 | 345.00 |
| 2018-10-09 | 18160.00 | 18335.00 | 18345.00 | 18050.00 | 17855.00 | 18090.00 | 18095.00 | 17805.00 | 305.00 | 245.00 | 250.00 | 245.00 |
| 2018-10-08 | 18045.00 | 18130.00 | 18170.00 | 17945.00 | 17730.00 | 17855.00 | 17925.00 | 17660.00 | 315.00 | 275.00 | 245.00 | 285.00 |
| 2018-09-28 | 17815.00 | 18115.00 | 18175.00 | 17780.00 | 17520.00 | 17810.00 | 17885.00 | 17520.00 | 295.00 | 305.00 | 290.00 | 260.00 |
| 2018-09-27 | 18080.00 | 17840.00 | 18085.00 | 17760.00 | 17795.00 | 17610.00 | 17845.00 | 17555.00 | 285.00 | 230.00 | 240.00 | 205.00 |
| 2018-09-26 | 18360.00 | 18015.00 | 18370.00 | 17975.00 | 18650.00 | 18370.00 | 18660.00 | 18355.00 | -290.00 | -355.00 | -290.00 | -380.00 |
| 2018-09-25 | 18325.00 | 18310.00 | 18395.00 | 18155.00 | 18720.00 | 18595.00 | 18815.00 | 18540.00 | -395.00 | -285.00 | -420.00 | -385.00 |
| 2018-09-21 | 18410.00 | 18290.00 | 18470.00 | 18205.00 | 18795.00 | 18710.00 | 18860.00 | 18570.00 | -385.00 | -420.00 | -390.00 | -365.00 |
| 2018-09-20 | 18420.00 | 18470.00 | 18645.00 | 18335.00 | 18755.00 | 18830.00 | 18995.00 | 18730.00 | -335.00 | -360.00 | -350.00 | -395.00 |