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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-04-16 | 16770.00 | 16940.00 | 16985.00 | 16720.00 | 16820.00 | 16990.00 | 17030.00 | 16735.00 | -50.00 | -50.00 | -45.00 | -15.00 |
| 2024-04-15 | 16795.00 | 16755.00 | 16940.00 | 16680.00 | 16840.00 | 16770.00 | 16955.00 | 16695.00 | -45.00 | -15.00 | -15.00 | -15.00 |
| 2024-04-12 | 16690.00 | 16760.00 | 16780.00 | 16615.00 | 16670.00 | 16765.00 | 16785.00 | 16620.00 | 20.00 | -5.00 | -5.00 | -5.00 |
| 2024-04-11 | 16800.00 | 16685.00 | 16835.00 | 16620.00 | 16805.00 | 16680.00 | 16835.00 | 16620.00 | -5.00 | 5.00 | 0.00 | 0.00 |
| 2024-04-10 | 16640.00 | 16805.00 | 16840.00 | 16590.00 | 16620.00 | 16805.00 | 16830.00 | 16580.00 | 20.00 | 0.00 | 10.00 | 10.00 |
| 2024-04-09 | 16550.00 | 16595.00 | 16640.00 | 16495.00 | 16535.00 | 16575.00 | 16620.00 | 16490.00 | 15.00 | 20.00 | 20.00 | 5.00 |
| 2024-04-08 | 16625.00 | 16470.00 | 16735.00 | 16430.00 | 16600.00 | 16460.00 | 16695.00 | 16415.00 | 25.00 | 10.00 | 40.00 | 15.00 |
| 2024-04-03 | 16490.00 | 16460.00 | 16505.00 | 16395.00 | 16480.00 | 16440.00 | 16485.00 | 16375.00 | 10.00 | 20.00 | 20.00 | 20.00 |
| 2024-04-02 | 16425.00 | 16490.00 | 16515.00 | 16380.00 | 16445.00 | 16475.00 | 16490.00 | 16350.00 | -20.00 | 15.00 | 25.00 | 30.00 |
| 2024-04-01 | 16740.00 | 16490.00 | 16780.00 | 16425.00 | 16725.00 | 16445.00 | 16725.00 | 16380.00 | 15.00 | 45.00 | 55.00 | 45.00 |
| 2024-03-29 | 16490.00 | 16815.00 | 16895.00 | 16480.00 | 16460.00 | 16680.00 | 16740.00 | 16200.00 | 30.00 | 135.00 | 155.00 | 280.00 |
| 2024-03-28 | 16185.00 | 16465.00 | 16515.00 | 16150.00 | 16150.00 | 16420.00 | 16475.00 | 16150.00 | 35.00 | 45.00 | 40.00 | 0.00 |
| 2024-03-27 | 16150.00 | 16185.00 | 16235.00 | 16120.00 | 16175.00 | 16190.00 | 16240.00 | 16135.00 | -25.00 | -5.00 | -5.00 | -15.00 |
| 2024-03-26 | 16235.00 | 16155.00 | 16255.00 | 16145.00 | 16250.00 | 16175.00 | 16260.00 | 16160.00 | -15.00 | -20.00 | -5.00 | -15.00 |
| 2024-03-25 | 16225.00 | 16240.00 | 16290.00 | 16185.00 | 16220.00 | 16255.00 | 16280.00 | 16195.00 | 5.00 | -15.00 | 10.00 | -10.00 |
| 2024-03-22 | 16260.00 | 16235.00 | 16275.00 | 16165.00 | 16270.00 | 16235.00 | 16275.00 | 16170.00 | -10.00 | 0.00 | 0.00 | -5.00 |
| 2024-03-21 | 16215.00 | 16230.00 | 16250.00 | 16175.00 | 16185.00 | 16220.00 | 16240.00 | 16180.00 | 30.00 | 10.00 | 10.00 | -5.00 |
| 2024-03-20 | 16260.00 | 16255.00 | 16300.00 | 16225.00 | 16250.00 | 16250.00 | 16300.00 | 16225.00 | 10.00 | 5.00 | 0.00 | 0.00 |
| 2024-03-19 | 16265.00 | 16215.00 | 16325.00 | 16200.00 | 16280.00 | 16210.00 | 16320.00 | 16195.00 | -15.00 | 5.00 | 5.00 | 5.00 |
| 2024-03-18 | 16245.00 | 16255.00 | 16320.00 | 16200.00 | 16250.00 | 16245.00 | 16320.00 | 16210.00 | -5.00 | 10.00 | 0.00 | -10.00 |
| 2024-03-15 | 16275.00 | 16310.00 | 16335.00 | 16255.00 | 16250.00 | 16315.00 | 16335.00 | 16250.00 | 25.00 | -5.00 | 0.00 | 5.00 |
| 2024-03-14 | 16360.00 | 16275.00 | 16380.00 | 16240.00 | 16350.00 | 16285.00 | 16385.00 | 16245.00 | 10.00 | -10.00 | -5.00 | -5.00 |
| 2024-03-13 | 16310.00 | 16340.00 | 16345.00 | 16235.00 | 16320.00 | 16340.00 | 16345.00 | 16240.00 | -10.00 | 0.00 | 0.00 | -5.00 |
| 2024-03-12 | 16280.00 | 16270.00 | 16315.00 | 16235.00 | 16285.00 | 16260.00 | 16310.00 | 16210.00 | -5.00 | 10.00 | 5.00 | 25.00 |
| 2024-03-11 | 16205.00 | 16250.00 | 16280.00 | 16130.00 | 16240.00 | 16250.00 | 16270.00 | 16135.00 | -35.00 | 0.00 | 10.00 | -5.00 |
| 2024-03-08 | 16065.00 | 16220.00 | 16270.00 | 16040.00 | 16090.00 | 16230.00 | 16270.00 | 16050.00 | -25.00 | -10.00 | 0.00 | -10.00 |
| 2024-03-07 | 16095.00 | 16040.00 | 16095.00 | 16000.00 | 16045.00 | 16045.00 | 16090.00 | 16000.00 | 50.00 | -5.00 | 5.00 | 0.00 |
| 2024-03-06 | 15980.00 | 16020.00 | 16060.00 | 15965.00 | 15975.00 | 16005.00 | 16040.00 | 15950.00 | 5.00 | 15.00 | 20.00 | 15.00 |
| 2024-03-05 | 15955.00 | 15990.00 | 16010.00 | 15950.00 | 15940.00 | 15970.00 | 15990.00 | 15940.00 | 15.00 | 20.00 | 20.00 | 10.00 |
| 2024-03-04 | 15970.00 | 15995.00 | 16025.00 | 15915.00 | 15965.00 | 15970.00 | 16005.00 | 15910.00 | 5.00 | 25.00 | 20.00 | 5.00 |
| 2024-03-01 | 15950.00 | 15970.00 | 16085.00 | 15930.00 | 15950.00 | 15965.00 | 16080.00 | 15935.00 | 0.00 | 5.00 | 5.00 | -5.00 |
| 2024-02-29 | 15905.00 | 15970.00 | 15995.00 | 15900.00 | 15925.00 | 15975.00 | 16000.00 | 15910.00 | -20.00 | -5.00 | -5.00 | -10.00 |
| 2024-02-28 | 15955.00 | 15945.00 | 15965.00 | 15900.00 | 15975.00 | 15950.00 | 15990.00 | 15910.00 | -20.00 | -5.00 | -25.00 | -10.00 |
| 2024-02-27 | 15955.00 | 15955.00 | 15980.00 | 15910.00 | 15930.00 | 15955.00 | 15970.00 | 15900.00 | 25.00 | 0.00 | 10.00 | 10.00 |
| 2024-02-26 | 15845.00 | 15895.00 | 15950.00 | 15845.00 | 15860.00 | 15885.00 | 15935.00 | 15835.00 | -15.00 | 10.00 | 15.00 | 10.00 |
| 2024-02-23 | 15890.00 | 15885.00 | 15985.00 | 15830.00 | 15845.00 | 15865.00 | 15970.00 | 15825.00 | 45.00 | 20.00 | 15.00 | 5.00 |
| 2024-02-22 | 15845.00 | 15865.00 | 15920.00 | 15835.00 | 15845.00 | 15875.00 | 15920.00 | 15845.00 | 0.00 | -10.00 | 0.00 | -10.00 |
| 2024-02-21 | 15890.00 | 15840.00 | 15890.00 | 15790.00 | 15810.00 | 15840.00 | 15875.00 | 15800.00 | 80.00 | 0.00 | 15.00 | -10.00 |
| 2024-02-20 | 15860.00 | 15845.00 | 15890.00 | 15825.00 | 15940.00 | 15850.00 | 15940.00 | 15820.00 | -80.00 | -5.00 | -50.00 | 5.00 |
| 2024-02-19 | 16165.00 | 15910.00 | 16180.00 | 15860.00 | 16200.00 | 15910.00 | 16200.00 | 15860.00 | -35.00 | 0.00 | -20.00 | 0.00 |
| 2024-02-08 | 16180.00 | 16250.00 | 16330.00 | 16140.00 | 16130.00 | 16240.00 | 16310.00 | 16125.00 | 50.00 | 10.00 | 20.00 | 15.00 |
| 2024-02-07 | 16185.00 | 16180.00 | 16215.00 | 16150.00 | 16180.00 | 16170.00 | 16215.00 | 16140.00 | 5.00 | 10.00 | 0.00 | 10.00 |
| 2024-02-06 | 16205.00 | 16185.00 | 16330.00 | 16125.00 | 16210.00 | 16195.00 | 16320.00 | 16135.00 | -5.00 | -10.00 | 10.00 | -10.00 |
| 2024-02-05 | 16180.00 | 16205.00 | 16250.00 | 16155.00 | 16220.00 | 16210.00 | 16270.00 | 16170.00 | -40.00 | -5.00 | -20.00 | -15.00 |
| 2024-02-02 | 16245.00 | 16240.00 | 16280.00 | 16150.00 | 16235.00 | 16250.00 | 16280.00 | 16150.00 | 10.00 | -10.00 | 0.00 | 0.00 |
| 2024-02-01 | 16210.00 | 16230.00 | 16250.00 | 16120.00 | 16255.00 | 16235.00 | 16295.00 | 16145.00 | -45.00 | -5.00 | -45.00 | -25.00 |
| 2024-01-31 | 16255.00 | 16300.00 | 16320.00 | 16205.00 | 16230.00 | 16300.00 | 16405.00 | 16210.00 | 25.00 | 0.00 | -85.00 | -5.00 |
| 2024-01-30 | 16255.00 | 16240.00 | 16335.00 | 16175.00 | 16260.00 | 16230.00 | 16370.00 | 16180.00 | -5.00 | 10.00 | -35.00 | -5.00 |
| 2024-01-29 | 16275.00 | 16240.00 | 16315.00 | 16205.00 | 16255.00 | 16235.00 | 16300.00 | 16185.00 | 20.00 | 5.00 | 15.00 | 20.00 |
| 2024-01-26 | 16335.00 | 16225.00 | 16410.00 | 16200.00 | 16355.00 | 16205.00 | 16370.00 | 16190.00 | -20.00 | 20.00 | 40.00 | 10.00 |
| 2024-01-25 | 16690.00 | 16310.00 | 16690.00 | 16305.00 | 16600.00 | 16295.00 | 16645.00 | 16280.00 | 90.00 | 15.00 | 45.00 | 25.00 |
| 2024-01-24 | 16665.00 | 16665.00 | 16725.00 | 16575.00 | 16605.00 | 16580.00 | 16625.00 | 16500.00 | 60.00 | 85.00 | 100.00 | 75.00 |
| 2024-01-23 | 16360.00 | 16685.00 | 16730.00 | 16360.00 | 16330.00 | 16605.00 | 16630.00 | 16325.00 | 30.00 | 80.00 | 100.00 | 35.00 |
| 2024-01-22 | 16455.00 | 16355.00 | 16545.00 | 16350.00 | 16405.00 | 16395.00 | 16550.00 | 16345.00 | 50.00 | -40.00 | -5.00 | 5.00 |
| 2024-01-19 | 16220.00 | 16360.00 | 16410.00 | 16195.00 | 16195.00 | 16365.00 | 16410.00 | 16185.00 | 25.00 | -5.00 | 0.00 | 10.00 |
| 2024-01-18 | 16170.00 | 16215.00 | 16265.00 | 16140.00 | 16100.00 | 16195.00 | 16265.00 | 16100.00 | 70.00 | 20.00 | 0.00 | 40.00 |
| 2024-01-17 | 16250.00 | 16170.00 | 16270.00 | 16155.00 | 16230.00 | 16150.00 | 16290.00 | 16150.00 | 20.00 | 20.00 | -20.00 | 5.00 |
| 2024-01-16 | 16210.00 | 16230.00 | 16295.00 | 16135.00 | 16180.00 | 16215.00 | 16285.00 | 16110.00 | 30.00 | 15.00 | 10.00 | 25.00 |
| 2024-01-15 | 16345.00 | 16200.00 | 16345.00 | 16155.00 | 16300.00 | 16210.00 | 16335.00 | 16160.00 | 45.00 | -10.00 | 10.00 | -5.00 |
| 2024-01-12 | 16455.00 | 16325.00 | 16550.00 | 16305.00 | 16510.00 | 16330.00 | 16555.00 | 16320.00 | -55.00 | -5.00 | -5.00 | -15.00 |
| 2024-01-11 | 16415.00 | 16475.00 | 16520.00 | 16330.00 | 16400.00 | 16485.00 | 16515.00 | 16325.00 | 15.00 | -10.00 | 5.00 | 5.00 |
| 2024-01-10 | 16150.00 | 16385.00 | 16415.00 | 16150.00 | 16180.00 | 16385.00 | 16395.00 | 16145.00 | -30.00 | 0.00 | 20.00 | 5.00 |
| 2024-01-09 | 16105.00 | 16185.00 | 16210.00 | 16070.00 | 16090.00 | 16180.00 | 16215.00 | 16075.00 | 15.00 | 5.00 | -5.00 | -5.00 |
| 2024-01-08 | 16095.00 | 16140.00 | 16180.00 | 16050.00 | 16060.00 | 16140.00 | 16175.00 | 16050.00 | 35.00 | 0.00 | 5.00 | 0.00 |
| 2024-01-05 | 15940.00 | 16055.00 | 16105.00 | 15920.00 | 15950.00 | 16055.00 | 16105.00 | 15930.00 | -10.00 | 0.00 | 0.00 | -10.00 |
| 2024-01-04 | 15995.00 | 15965.00 | 16020.00 | 15930.00 | 15955.00 | 15980.00 | 16015.00 | 15930.00 | 40.00 | -15.00 | 5.00 | 0.00 |
| 2024-01-03 | 15970.00 | 15980.00 | 15985.00 | 15860.00 | 15955.00 | 15975.00 | 15980.00 | 15860.00 | 15.00 | 5.00 | 5.00 | 0.00 |
| 2024-01-02 | 15900.00 | 15955.00 | 16000.00 | 15870.00 | 15850.00 | 15955.00 | 15995.00 | 15825.00 | 50.00 | 0.00 | 5.00 | 45.00 |
| 2023-12-29 | 15870.00 | 15875.00 | 15910.00 | 15820.00 | 15845.00 | 15875.00 | 15895.00 | 15800.00 | 25.00 | 0.00 | 15.00 | 20.00 |
| 2023-12-28 | 15820.00 | 15900.00 | 15960.00 | 15795.00 | 15810.00 | 15885.00 | 15930.00 | 15770.00 | 10.00 | 15.00 | 30.00 | 25.00 |
| 2023-12-27 | 15705.00 | 15840.00 | 15860.00 | 15700.00 | 15735.00 | 15810.00 | 15825.00 | 15670.00 | -30.00 | 30.00 | 35.00 | 30.00 |
| 2023-12-26 | 15710.00 | 15745.00 | 15765.00 | 15695.00 | 15690.00 | 15715.00 | 15740.00 | 15680.00 | 20.00 | 30.00 | 25.00 | 15.00 |
| 2023-12-25 | 15710.00 | 15720.00 | 15775.00 | 15630.00 | 15655.00 | 15710.00 | 15755.00 | 15615.00 | 55.00 | 10.00 | 20.00 | 15.00 |
| 2023-12-22 | 15620.00 | 15665.00 | 15685.00 | 15585.00 | 15650.00 | 15650.00 | 15670.00 | 15585.00 | -30.00 | 15.00 | 15.00 | 0.00 |
| 2023-12-21 | 15685.00 | 15660.00 | 15705.00 | 15615.00 | 15675.00 | 15670.00 | 15730.00 | 15645.00 | 10.00 | -10.00 | -25.00 | -30.00 |
| 2023-12-20 | 15670.00 | 15670.00 | 15695.00 | 15610.00 | 15790.00 | 15705.00 | 15790.00 | 15640.00 | -120.00 | -35.00 | -95.00 | -30.00 |
| 2023-12-19 | 15795.00 | 15675.00 | 15810.00 | 15605.00 | 15795.00 | 15680.00 | 15840.00 | 15650.00 | 0.00 | -5.00 | -30.00 | -45.00 |
| 2023-12-18 | 15605.00 | 15720.00 | 15785.00 | 15565.00 | 15690.00 | 15745.00 | 15795.00 | 15610.00 | -85.00 | -25.00 | -10.00 | -45.00 |
| 2023-12-15 | 15575.00 | 15620.00 | 15655.00 | 15530.00 | 15550.00 | 15655.00 | 15675.00 | 15550.00 | 25.00 | -35.00 | -20.00 | -20.00 |
| 2023-12-14 | 15595.00 | 15560.00 | 15635.00 | 15470.00 | 15545.00 | 15555.00 | 15615.00 | 15465.00 | 50.00 | 5.00 | 20.00 | 5.00 |
| 2023-12-13 | 15625.00 | 15545.00 | 15645.00 | 15500.00 | 15580.00 | 15540.00 | 15600.00 | 15485.00 | 45.00 | 5.00 | 45.00 | 15.00 |
| 2023-12-12 | 15545.00 | 15575.00 | 15650.00 | 15510.00 | 15500.00 | 15545.00 | 15615.00 | 15480.00 | 45.00 | 30.00 | 35.00 | 30.00 |
| 2023-12-11 | 15490.00 | 15550.00 | 15700.00 | 15485.00 | 15470.00 | 15510.00 | 15645.00 | 15435.00 | 20.00 | 40.00 | 55.00 | 50.00 |
| 2023-12-08 | 15525.00 | 15410.00 | 15570.00 | 15405.00 | 15475.00 | 15410.00 | 15540.00 | 15405.00 | 50.00 | 0.00 | 30.00 | 0.00 |
| 2023-12-07 | 15515.00 | 15535.00 | 15595.00 | 15480.00 | 15520.00 | 15505.00 | 15595.00 | 15455.00 | -5.00 | 30.00 | 0.00 | 25.00 |
| 2023-12-06 | 15570.00 | 15580.00 | 15635.00 | 15480.00 | 15580.00 | 15590.00 | 15650.00 | 15470.00 | -10.00 | -10.00 | -15.00 | 10.00 |
| 2023-12-05 | 15700.00 | 15610.00 | 15770.00 | 15580.00 | 15680.00 | 15630.00 | 15770.00 | 15585.00 | 20.00 | -20.00 | 0.00 | -5.00 |
| 2023-12-04 | 15810.00 | 15645.00 | 15850.00 | 15560.00 | 15790.00 | 15645.00 | 15860.00 | 15555.00 | 20.00 | 0.00 | -10.00 | 5.00 |
| 2023-12-01 | 15825.00 | 15785.00 | 16015.00 | 15740.00 | 15850.00 | 15800.00 | 16050.00 | 15765.00 | -25.00 | -15.00 | -35.00 | -25.00 |
| 2023-11-30 | 15965.00 | 15810.00 | 15975.00 | 15810.00 | 16000.00 | 15850.00 | 16020.00 | 15845.00 | -35.00 | -40.00 | -45.00 | -35.00 |
| 2023-11-29 | 16085.00 | 16020.00 | 16120.00 | 15965.00 | 16145.00 | 16055.00 | 16165.00 | 16005.00 | -60.00 | -35.00 | -45.00 | -40.00 |
| 2023-11-28 | 16105.00 | 16135.00 | 16230.00 | 16055.00 | 16205.00 | 16180.00 | 16270.00 | 16095.00 | -100.00 | -45.00 | -40.00 | -40.00 |
| 2023-11-27 | 16465.00 | 16145.00 | 16470.00 | 16120.00 | 16485.00 | 16195.00 | 16495.00 | 16170.00 | -20.00 | -50.00 | -25.00 | -50.00 |
| 2023-11-24 | 16530.00 | 16465.00 | 16560.00 | 16440.00 | 16500.00 | 16425.00 | 16540.00 | 16400.00 | 30.00 | 40.00 | 20.00 | 40.00 |
| 2023-11-23 | 16640.00 | 16530.00 | 16645.00 | 16475.00 | 16665.00 | 16500.00 | 16685.00 | 16485.00 | -25.00 | 30.00 | -40.00 | -10.00 |
| 2023-11-22 | 16775.00 | 16700.00 | 16840.00 | 16650.00 | 16790.00 | 16730.00 | 16885.00 | 16690.00 | -15.00 | -30.00 | -45.00 | -40.00 |
| 2023-11-21 | 17010.00 | 16830.00 | 17040.00 | 16790.00 | 17000.00 | 16760.00 | 17000.00 | 16735.00 | 10.00 | 70.00 | 40.00 | 55.00 |
| 2023-11-20 | 17100.00 | 17045.00 | 17195.00 | 17035.00 | 16995.00 | 16975.00 | 17095.00 | 16965.00 | 105.00 | 70.00 | 100.00 | 70.00 |
| 2023-11-17 | 16905.00 | 17030.00 | 17060.00 | 16870.00 | 16750.00 | 16955.00 | 16980.00 | 16750.00 | 155.00 | 75.00 | 80.00 | 120.00 |
| 2023-11-16 | 16550.00 | 16770.00 | 16810.00 | 16540.00 | 16500.00 | 16725.00 | 16760.00 | 16490.00 | 50.00 | 45.00 | 50.00 | 50.00 |