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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-09-09 | 16880.00 | 16475.00 | 16905.00 | 16370.00 | 16840.00 | 16425.00 | 16840.00 | 16315.00 | 40.00 | 50.00 | 65.00 | 55.00 |
| 2024-09-06 | 17000.00 | 16915.00 | 17070.00 | 16710.00 | 16890.00 | 16840.00 | 16995.00 | 16640.00 | 110.00 | 75.00 | 75.00 | 70.00 |
| 2024-09-05 | 17065.00 | 16925.00 | 17240.00 | 16860.00 | 17000.00 | 16850.00 | 17160.00 | 16780.00 | 65.00 | 75.00 | 80.00 | 80.00 |
| 2024-09-04 | 17200.00 | 17120.00 | 17300.00 | 17105.00 | 17175.00 | 17060.00 | 17225.00 | 17035.00 | 25.00 | 60.00 | 75.00 | 70.00 |
| 2024-09-03 | 17090.00 | 17255.00 | 17420.00 | 17090.00 | 17065.00 | 17195.00 | 17330.00 | 17040.00 | 25.00 | 60.00 | 90.00 | 50.00 |
| 2024-09-02 | 17345.00 | 17130.00 | 17600.00 | 17125.00 | 17285.00 | 17080.00 | 17505.00 | 17070.00 | 60.00 | 50.00 | 95.00 | 55.00 |
| 2024-08-30 | 17380.00 | 17345.00 | 17390.00 | 17195.00 | 17490.00 | 17420.00 | 17490.00 | 17295.00 | -110.00 | -75.00 | -100.00 | -100.00 |
| 2024-08-29 | 17310.00 | 17450.00 | 17505.00 | 17275.00 | 17410.00 | 17535.00 | 17595.00 | 17395.00 | -100.00 | -85.00 | -90.00 | -120.00 |
| 2024-08-28 | 17615.00 | 17375.00 | 17660.00 | 17360.00 | 17670.00 | 17515.00 | 17770.00 | 17485.00 | -55.00 | -140.00 | -110.00 | -125.00 |
| 2024-08-27 | 17750.00 | 17695.00 | 17795.00 | 17570.00 | 17575.00 | 17580.00 | 17605.00 | 17425.00 | 175.00 | 115.00 | 190.00 | 145.00 |
| 2024-08-26 | 17570.00 | 17830.00 | 17840.00 | 17505.00 | 17280.00 | 17610.00 | 17630.00 | 17260.00 | 290.00 | 220.00 | 210.00 | 245.00 |
| 2024-08-23 | 17425.00 | 17420.00 | 17555.00 | 17305.00 | 17205.00 | 17205.00 | 17320.00 | 17085.00 | 220.00 | 215.00 | 235.00 | 220.00 |
| 2024-08-22 | 17680.00 | 17480.00 | 17720.00 | 17435.00 | 17430.00 | 17265.00 | 17430.00 | 17225.00 | 250.00 | 215.00 | 290.00 | 210.00 |
| 2024-08-21 | 17820.00 | 17660.00 | 17915.00 | 17390.00 | 17395.00 | 17385.00 | 17520.00 | 17110.00 | 425.00 | 275.00 | 395.00 | 280.00 |
| 2024-08-20 | 17615.00 | 17640.00 | 17675.00 | 17455.00 | 17145.00 | 17265.00 | 17280.00 | 17080.00 | 470.00 | 375.00 | 395.00 | 375.00 |
| 2024-08-19 | 17700.00 | 17660.00 | 17840.00 | 17510.00 | 17150.00 | 17215.00 | 17300.00 | 16945.00 | 550.00 | 445.00 | 540.00 | 565.00 |
| 2024-08-16 | 17585.00 | 17795.00 | 17805.00 | 17525.00 | 17160.00 | 17190.00 | 17270.00 | 16980.00 | 425.00 | 605.00 | 535.00 | 545.00 |
| 2024-08-15 | 17355.00 | 17530.00 | 17645.00 | 17355.00 | 16850.00 | 17065.00 | 17145.00 | 16825.00 | 505.00 | 465.00 | 500.00 | 530.00 |
| 2024-08-14 | 17705.00 | 17290.00 | 17720.00 | 17275.00 | 17015.00 | 16790.00 | 17050.00 | 16770.00 | 690.00 | 500.00 | 670.00 | 505.00 |
| 2024-08-13 | 18270.00 | 17730.00 | 18270.00 | 17705.00 | 17655.00 | 17080.00 | 17660.00 | 17060.00 | 615.00 | 650.00 | 610.00 | 645.00 |
| 2024-08-12 | 17980.00 | 18270.00 | 18305.00 | 17825.00 | 17460.00 | 17670.00 | 17695.00 | 17300.00 | 520.00 | 600.00 | 610.00 | 525.00 |
| 2024-08-09 | 17430.00 | 17905.00 | 17985.00 | 17325.00 | 16985.00 | 17405.00 | 17495.00 | 16950.00 | 445.00 | 500.00 | 490.00 | 375.00 |
| 2024-08-08 | 17360.00 | 17345.00 | 17395.00 | 17235.00 | 16990.00 | 16955.00 | 17040.00 | 16880.00 | 370.00 | 390.00 | 355.00 | 355.00 |
| 2024-08-07 | 17225.00 | 17295.00 | 17435.00 | 17225.00 | 16825.00 | 16920.00 | 17040.00 | 16805.00 | 400.00 | 375.00 | 395.00 | 420.00 |
| 2024-08-06 | 17300.00 | 17215.00 | 17415.00 | 17040.00 | 16930.00 | 16790.00 | 16980.00 | 16645.00 | 370.00 | 425.00 | 435.00 | 395.00 |
| 2024-08-05 | 18160.00 | 17590.00 | 18205.00 | 17525.00 | 17740.00 | 17115.00 | 17750.00 | 17065.00 | 420.00 | 475.00 | 455.00 | 460.00 |
| 2024-08-02 | 18725.00 | 18165.00 | 18735.00 | 18015.00 | 18245.00 | 17740.00 | 18245.00 | 17625.00 | 480.00 | 425.00 | 490.00 | 390.00 |
| 2024-08-01 | 18820.00 | 18660.00 | 19080.00 | 18590.00 | 18425.00 | 18115.00 | 18585.00 | 18045.00 | 395.00 | 545.00 | 495.00 | 545.00 |
| 2024-07-31 | 18640.00 | 18805.00 | 18970.00 | 18520.00 | 18140.00 | 18280.00 | 18410.00 | 18030.00 | 500.00 | 525.00 | 560.00 | 490.00 |
| 2024-07-30 | 18710.00 | 18730.00 | 18765.00 | 18585.00 | 18260.00 | 18195.00 | 18325.00 | 18050.00 | 450.00 | 535.00 | 440.00 | 535.00 |
| 2024-07-29 | 18665.00 | 18710.00 | 18860.00 | 18485.00 | 18300.00 | 18305.00 | 18435.00 | 18135.00 | 365.00 | 405.00 | 425.00 | 350.00 |
| 2024-07-26 | 18720.00 | 18610.00 | 18910.00 | 18595.00 | 18200.00 | 18245.00 | 18495.00 | 18180.00 | 520.00 | 365.00 | 415.00 | 415.00 |
| 2024-07-25 | 19180.00 | 18725.00 | 19180.00 | 18645.00 | 18580.00 | 18255.00 | 18625.00 | 18170.00 | 600.00 | 470.00 | 555.00 | 475.00 |
| 2024-07-24 | 19025.00 | 19165.00 | 19210.00 | 18780.00 | 18500.00 | 18605.00 | 18675.00 | 18095.00 | 525.00 | 560.00 | 535.00 | 685.00 |
| 2024-07-23 | 19030.00 | 19055.00 | 19255.00 | 18970.00 | 19610.00 | 19575.00 | 19760.00 | 19565.00 | -580.00 | -520.00 | -505.00 | -595.00 |
| 2024-07-22 | 19465.00 | 19125.00 | 19475.00 | 19090.00 | 19770.00 | 19650.00 | 19860.00 | 19630.00 | -305.00 | -525.00 | -385.00 | -540.00 |
| 2024-07-19 | 19850.00 | 19830.00 | 19915.00 | 19715.00 | 19430.00 | 19445.00 | 19545.00 | 19305.00 | 420.00 | 385.00 | 370.00 | 410.00 |
| 2024-07-18 | 19985.00 | 19965.00 | 20050.00 | 19805.00 | 19600.00 | 19570.00 | 19680.00 | 19405.00 | 385.00 | 395.00 | 370.00 | 400.00 |
| 2024-07-17 | 19700.00 | 19885.00 | 19895.00 | 19670.00 | 19370.00 | 19455.00 | 19540.00 | 19340.00 | 330.00 | 430.00 | 355.00 | 330.00 |
| 2024-07-16 | 19585.00 | 19725.00 | 19795.00 | 19575.00 | 19360.00 | 19410.00 | 19515.00 | 19335.00 | 225.00 | 315.00 | 280.00 | 240.00 |
| 2024-07-15 | 19480.00 | 19595.00 | 19700.00 | 19480.00 | 19280.00 | 19360.00 | 19450.00 | 19250.00 | 200.00 | 235.00 | 250.00 | 230.00 |
| 2024-07-12 | 19555.00 | 19455.00 | 19640.00 | 19450.00 | 19335.00 | 19230.00 | 19450.00 | 19225.00 | 220.00 | 225.00 | 190.00 | 225.00 |
| 2024-07-11 | 19455.00 | 19535.00 | 19585.00 | 19360.00 | 19205.00 | 19290.00 | 19340.00 | 19125.00 | 250.00 | 245.00 | 245.00 | 235.00 |
| 2024-07-10 | 19560.00 | 19430.00 | 19590.00 | 19400.00 | 19350.00 | 19175.00 | 19350.00 | 19165.00 | 210.00 | 255.00 | 240.00 | 235.00 |
| 2024-07-09 | 19675.00 | 19625.00 | 19810.00 | 19530.00 | 19400.00 | 19380.00 | 19520.00 | 19260.00 | 275.00 | 245.00 | 290.00 | 270.00 |
| 2024-07-08 | 19755.00 | 19575.00 | 19760.00 | 19525.00 | 19500.00 | 19350.00 | 19530.00 | 19315.00 | 255.00 | 225.00 | 230.00 | 210.00 |
| 2024-07-05 | 19520.00 | 19660.00 | 19815.00 | 19520.00 | 19410.00 | 19450.00 | 19585.00 | 19350.00 | 110.00 | 210.00 | 230.00 | 170.00 |
| 2024-07-04 | 19500.00 | 19570.00 | 19640.00 | 19410.00 | 19345.00 | 19400.00 | 19455.00 | 19250.00 | 155.00 | 170.00 | 185.00 | 160.00 |
| 2024-07-03 | 19740.00 | 19500.00 | 19780.00 | 19390.00 | 19600.00 | 19320.00 | 19600.00 | 19230.00 | 140.00 | 180.00 | 180.00 | 160.00 |
| 2024-07-02 | 19680.00 | 19740.00 | 19820.00 | 19420.00 | 19495.00 | 19565.00 | 19595.00 | 19260.00 | 185.00 | 175.00 | 225.00 | 160.00 |
| 2024-07-01 | 19480.00 | 19655.00 | 19705.00 | 19440.00 | 19350.00 | 19450.00 | 19525.00 | 19295.00 | 130.00 | 205.00 | 180.00 | 145.00 |
| 2024-06-28 | 19275.00 | 19440.00 | 19490.00 | 19190.00 | 19155.00 | 19310.00 | 19355.00 | 19075.00 | 120.00 | 130.00 | 135.00 | 115.00 |
| 2024-06-27 | 19265.00 | 19215.00 | 19340.00 | 19175.00 | 19180.00 | 19105.00 | 19220.00 | 19080.00 | 85.00 | 110.00 | 120.00 | 95.00 |
| 2024-06-26 | 18995.00 | 19240.00 | 19260.00 | 18925.00 | 18810.00 | 19125.00 | 19150.00 | 18810.00 | 185.00 | 115.00 | 110.00 | 115.00 |
| 2024-06-25 | 18890.00 | 18885.00 | 18970.00 | 18750.00 | 18795.00 | 18795.00 | 18840.00 | 18635.00 | 95.00 | 90.00 | 130.00 | 115.00 |
| 2024-06-24 | 18735.00 | 18890.00 | 19000.00 | 18635.00 | 18610.00 | 18780.00 | 18850.00 | 18540.00 | 125.00 | 110.00 | 150.00 | 95.00 |
| 2024-06-21 | 18805.00 | 18735.00 | 18905.00 | 18680.00 | 18620.00 | 18620.00 | 18800.00 | 18565.00 | 185.00 | 115.00 | 105.00 | 115.00 |
| 2024-06-20 | 19500.00 | 18790.00 | 19560.00 | 18695.00 | 19250.00 | 18650.00 | 19330.00 | 18570.00 | 250.00 | 140.00 | 230.00 | 125.00 |
| 2024-06-19 | 18890.00 | 19485.00 | 19495.00 | 18860.00 | 18735.00 | 19250.00 | 19250.00 | 18680.00 | 155.00 | 235.00 | 245.00 | 180.00 |
| 2024-06-18 | 18655.00 | 18895.00 | 19015.00 | 18650.00 | 18530.00 | 18715.00 | 18820.00 | 18515.00 | 125.00 | 180.00 | 195.00 | 135.00 |
| 2024-06-17 | 18540.00 | 18665.00 | 18845.00 | 18415.00 | 18610.00 | 18730.00 | 18900.00 | 18515.00 | -70.00 | -65.00 | -55.00 | -100.00 |
| 2024-06-14 | 18645.00 | 18630.00 | 18655.00 | 18495.00 | 18690.00 | 18660.00 | 18690.00 | 18530.00 | -45.00 | -30.00 | -35.00 | -35.00 |
| 2024-06-13 | 18690.00 | 18580.00 | 18785.00 | 18490.00 | 18700.00 | 18610.00 | 18795.00 | 18520.00 | -10.00 | -30.00 | -10.00 | -30.00 |
| 2024-06-12 | 18630.00 | 18605.00 | 18735.00 | 18505.00 | 18650.00 | 18635.00 | 18760.00 | 18515.00 | -20.00 | -30.00 | -25.00 | -10.00 |
| 2024-06-11 | 18790.00 | 18705.00 | 18885.00 | 18645.00 | 18705.00 | 18690.00 | 18875.00 | 18635.00 | 85.00 | 15.00 | 10.00 | 10.00 |
| 2024-06-07 | 18890.00 | 18870.00 | 19020.00 | 18755.00 | 18900.00 | 18850.00 | 19005.00 | 18750.00 | -10.00 | 20.00 | 15.00 | 5.00 |
| 2024-06-06 | 18670.00 | 18890.00 | 19070.00 | 18590.00 | 18660.00 | 18870.00 | 19055.00 | 18585.00 | 10.00 | 20.00 | 15.00 | 5.00 |
| 2024-06-05 | 18815.00 | 18690.00 | 18905.00 | 18670.00 | 18830.00 | 18680.00 | 18875.00 | 18655.00 | -15.00 | 10.00 | 30.00 | 15.00 |
| 2024-06-04 | 18860.00 | 18995.00 | 19140.00 | 18840.00 | 18800.00 | 18950.00 | 19080.00 | 18800.00 | 60.00 | 45.00 | 60.00 | 40.00 |
| 2024-06-03 | 18840.00 | 18770.00 | 18975.00 | 18640.00 | 18865.00 | 18755.00 | 18965.00 | 18640.00 | -25.00 | 15.00 | 10.00 | 0.00 |
| 2024-05-31 | 18750.00 | 18840.00 | 18910.00 | 18655.00 | 18780.00 | 18840.00 | 18915.00 | 18650.00 | -30.00 | 0.00 | -5.00 | 5.00 |
| 2024-05-30 | 18880.00 | 18760.00 | 19060.00 | 18750.00 | 18945.00 | 18780.00 | 19055.00 | 18760.00 | -65.00 | -20.00 | 5.00 | -10.00 |
| 2024-05-29 | 18870.00 | 19040.00 | 19075.00 | 18795.00 | 18885.00 | 19040.00 | 19065.00 | 18805.00 | -15.00 | 0.00 | 10.00 | -10.00 |
| 2024-05-28 | 18625.00 | 18860.00 | 18975.00 | 18600.00 | 18520.00 | 18865.00 | 18965.00 | 18520.00 | 105.00 | -5.00 | 10.00 | 80.00 |
| 2024-05-27 | 18475.00 | 18550.00 | 18680.00 | 18400.00 | 18460.00 | 18515.00 | 18625.00 | 18395.00 | 15.00 | 35.00 | 55.00 | 5.00 |
| 2024-05-24 | 18360.00 | 18490.00 | 18595.00 | 18350.00 | 18305.00 | 18480.00 | 18550.00 | 18305.00 | 55.00 | 10.00 | 45.00 | 45.00 |
| 2024-05-23 | 18685.00 | 18365.00 | 18685.00 | 18320.00 | 18635.00 | 18300.00 | 18635.00 | 18265.00 | 50.00 | 65.00 | 50.00 | 55.00 |
| 2024-05-22 | 18730.00 | 18710.00 | 18765.00 | 18300.00 | 18680.00 | 18630.00 | 18690.00 | 18240.00 | 50.00 | 80.00 | 75.00 | 60.00 |
| 2024-05-21 | 18890.00 | 18655.00 | 19175.00 | 18560.00 | 18855.00 | 18655.00 | 19175.00 | 18565.00 | 35.00 | 0.00 | 0.00 | -5.00 |
| 2024-05-20 | 18730.00 | 18830.00 | 19060.00 | 18670.00 | 18785.00 | 18820.00 | 19060.00 | 18680.00 | -55.00 | 10.00 | 0.00 | -10.00 |
| 2024-05-17 | 18730.00 | 18695.00 | 18855.00 | 18650.00 | 18730.00 | 18710.00 | 18865.00 | 18670.00 | 0.00 | -15.00 | -10.00 | -20.00 |
| 2024-05-16 | 18820.00 | 18635.00 | 18950.00 | 18460.00 | 18815.00 | 18650.00 | 19100.00 | 18475.00 | 5.00 | -15.00 | -150.00 | -15.00 |
| 2024-05-15 | 18300.00 | 18790.00 | 18860.00 | 18300.00 | 18430.00 | 18810.00 | 18895.00 | 18340.00 | -130.00 | -20.00 | -35.00 | -40.00 |
| 2024-05-14 | 18235.00 | 18370.00 | 18475.00 | 18220.00 | 18170.00 | 18345.00 | 18455.00 | 18170.00 | 65.00 | 25.00 | 20.00 | 50.00 |
| 2024-05-13 | 18060.00 | 18225.00 | 18285.00 | 17955.00 | 17990.00 | 18200.00 | 18260.00 | 17915.00 | 70.00 | 25.00 | 25.00 | 40.00 |
| 2024-05-10 | 18065.00 | 18070.00 | 18205.00 | 17830.00 | 17975.00 | 18050.00 | 18155.00 | 17755.00 | 90.00 | 20.00 | 50.00 | 75.00 |
| 2024-05-09 | 17800.00 | 18065.00 | 18145.00 | 17765.00 | 17790.00 | 18015.00 | 18070.00 | 17720.00 | 10.00 | 50.00 | 75.00 | 45.00 |
| 2024-05-08 | 17750.00 | 17870.00 | 18055.00 | 17740.00 | 17735.00 | 17845.00 | 17980.00 | 17720.00 | 15.00 | 25.00 | 75.00 | 20.00 |
| 2024-05-07 | 17755.00 | 17735.00 | 17825.00 | 17560.00 | 17705.00 | 17685.00 | 17810.00 | 17530.00 | 50.00 | 50.00 | 15.00 | 30.00 |
| 2024-05-06 | 17230.00 | 17740.00 | 17750.00 | 17215.00 | 17280.00 | 17705.00 | 17720.00 | 17220.00 | -50.00 | 35.00 | 30.00 | -5.00 |
| 2024-04-30 | 17290.00 | 17350.00 | 17475.00 | 17230.00 | 17260.00 | 17340.00 | 17450.00 | 17220.00 | 30.00 | 10.00 | 25.00 | 10.00 |
| 2024-04-29 | 17380.00 | 17240.00 | 17395.00 | 17180.00 | 17370.00 | 17220.00 | 17380.00 | 17170.00 | 10.00 | 20.00 | 15.00 | 10.00 |
| 2024-04-26 | 17160.00 | 17380.00 | 17400.00 | 17060.00 | 17200.00 | 17360.00 | 17395.00 | 17055.00 | -40.00 | 20.00 | 5.00 | 5.00 |
| 2024-04-25 | 17095.00 | 17175.00 | 17180.00 | 16985.00 | 17030.00 | 17160.00 | 17165.00 | 16970.00 | 65.00 | 15.00 | 15.00 | 15.00 |
| 2024-04-24 | 16805.00 | 17030.00 | 17155.00 | 16780.00 | 16785.00 | 17020.00 | 17125.00 | 16755.00 | 20.00 | 10.00 | 30.00 | 25.00 |
| 2024-04-23 | 16880.00 | 16830.00 | 16910.00 | 16750.00 | 16890.00 | 16800.00 | 16890.00 | 16735.00 | -10.00 | 30.00 | 20.00 | 15.00 |
| 2024-04-22 | 17400.00 | 16920.00 | 17560.00 | 16920.00 | 17350.00 | 16900.00 | 17475.00 | 16900.00 | 50.00 | 20.00 | 85.00 | 20.00 |
| 2024-04-19 | 17120.00 | 17315.00 | 17415.00 | 17065.00 | 17105.00 | 17305.00 | 17410.00 | 17075.00 | 15.00 | 10.00 | 5.00 | -10.00 |
| 2024-04-18 | 16960.00 | 17070.00 | 17130.00 | 16915.00 | 16975.00 | 17080.00 | 17145.00 | 16930.00 | -15.00 | -10.00 | -15.00 | -15.00 |
| 2024-04-17 | 16940.00 | 16885.00 | 17115.00 | 16830.00 | 16980.00 | 16905.00 | 17165.00 | 16860.00 | -40.00 | -20.00 | -50.00 | -30.00 |