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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-11-15 | 16415.00 | 16505.00 | 16545.00 | 16370.00 | 16350.00 | 16465.00 | 16495.00 | 16345.00 | 65.00 | 40.00 | 50.00 | 25.00 |
| 2023-11-14 | 16540.00 | 16415.00 | 16580.00 | 16360.00 | 16525.00 | 16380.00 | 16525.00 | 16300.00 | 15.00 | 35.00 | 55.00 | 60.00 |
| 2023-11-13 | 16455.00 | 16605.00 | 16630.00 | 16400.00 | 16405.00 | 16560.00 | 16575.00 | 16345.00 | 50.00 | 45.00 | 55.00 | 55.00 |
| 2023-11-10 | 16490.00 | 16505.00 | 16545.00 | 16455.00 | 16435.00 | 16450.00 | 16495.00 | 16410.00 | 55.00 | 55.00 | 50.00 | 45.00 |
| 2023-11-09 | 16450.00 | 16465.00 | 16550.00 | 16425.00 | 16425.00 | 16415.00 | 16510.00 | 16395.00 | 25.00 | 50.00 | 40.00 | 30.00 |
| 2023-11-08 | 16550.00 | 16435.00 | 16575.00 | 16415.00 | 16460.00 | 16400.00 | 16515.00 | 16370.00 | 90.00 | 35.00 | 60.00 | 45.00 |
| 2023-11-07 | 16550.00 | 16490.00 | 16590.00 | 16455.00 | 16550.00 | 16445.00 | 16550.00 | 16400.00 | 0.00 | 45.00 | 40.00 | 55.00 |
| 2023-11-06 | 16670.00 | 16595.00 | 16695.00 | 16565.00 | 16585.00 | 16530.00 | 16610.00 | 16505.00 | 85.00 | 65.00 | 85.00 | 60.00 |
| 2023-11-03 | 16490.00 | 16620.00 | 16625.00 | 16475.00 | 16360.00 | 16535.00 | 16545.00 | 16360.00 | 130.00 | 85.00 | 80.00 | 115.00 |
| 2023-11-02 | 16285.00 | 16460.00 | 16460.00 | 16260.00 | 16250.00 | 16365.00 | 16365.00 | 16185.00 | 35.00 | 95.00 | 95.00 | 75.00 |
| 2023-11-01 | 16290.00 | 16270.00 | 16380.00 | 16230.00 | 16445.00 | 16430.00 | 16500.00 | 16395.00 | -155.00 | -160.00 | -120.00 | -165.00 |
| 2023-10-31 | 16340.00 | 16320.00 | 16360.00 | 16250.00 | 16495.00 | 16485.00 | 16500.00 | 16385.00 | -155.00 | -165.00 | -140.00 | -135.00 |
| 2023-10-30 | 16295.00 | 16305.00 | 16340.00 | 16260.00 | 16455.00 | 16455.00 | 16510.00 | 16420.00 | -160.00 | -150.00 | -170.00 | -160.00 |
| 2023-10-27 | 16155.00 | 16285.00 | 16300.00 | 16135.00 | 16355.00 | 16460.00 | 16460.00 | 16320.00 | -200.00 | -175.00 | -160.00 | -185.00 |
| 2023-10-26 | 16220.00 | 16185.00 | 16275.00 | 16150.00 | 16445.00 | 16345.00 | 16445.00 | 16315.00 | -225.00 | -160.00 | -170.00 | -165.00 |
| 2023-10-25 | 16435.00 | 16425.00 | 16525.00 | 16390.00 | 16330.00 | 16285.00 | 16345.00 | 16260.00 | 105.00 | 140.00 | 180.00 | 130.00 |
| 2023-10-24 | 16500.00 | 16455.00 | 16515.00 | 16425.00 | 16320.00 | 16310.00 | 16325.00 | 16220.00 | 180.00 | 145.00 | 190.00 | 205.00 |
| 2023-10-23 | 16430.00 | 16480.00 | 16595.00 | 16385.00 | 16295.00 | 16290.00 | 16360.00 | 16275.00 | 135.00 | 190.00 | 235.00 | 110.00 |
| 2023-10-20 | 16475.00 | 16440.00 | 16560.00 | 16435.00 | 16350.00 | 16290.00 | 16395.00 | 16285.00 | 125.00 | 150.00 | 165.00 | 150.00 |
| 2023-10-19 | 16430.00 | 16475.00 | 16475.00 | 16380.00 | 16280.00 | 16315.00 | 16325.00 | 16235.00 | 150.00 | 160.00 | 150.00 | 145.00 |
| 2023-10-18 | 16255.00 | 16380.00 | 16455.00 | 16245.00 | 16165.00 | 16250.00 | 16290.00 | 16160.00 | 90.00 | 130.00 | 165.00 | 85.00 |
| 2023-10-17 | 16135.00 | 16285.00 | 16305.00 | 16125.00 | 16070.00 | 16210.00 | 16225.00 | 16070.00 | 65.00 | 75.00 | 80.00 | 55.00 |
| 2023-10-16 | 16160.00 | 16135.00 | 16230.00 | 16080.00 | 16095.00 | 16070.00 | 16160.00 | 16025.00 | 65.00 | 65.00 | 70.00 | 55.00 |
| 2023-10-13 | 16300.00 | 16220.00 | 16310.00 | 16160.00 | 16210.00 | 16150.00 | 16245.00 | 16080.00 | 90.00 | 70.00 | 65.00 | 80.00 |
| 2023-10-12 | 16355.00 | 16370.00 | 16425.00 | 16305.00 | 16255.00 | 16300.00 | 16350.00 | 16235.00 | 100.00 | 70.00 | 75.00 | 70.00 |
| 2023-10-11 | 16335.00 | 16345.00 | 16410.00 | 16295.00 | 16220.00 | 16270.00 | 16335.00 | 16220.00 | 115.00 | 75.00 | 75.00 | 75.00 |
| 2023-10-10 | 16545.00 | 16415.00 | 16630.00 | 16375.00 | 16560.00 | 16345.00 | 16580.00 | 16310.00 | -15.00 | 70.00 | 50.00 | 65.00 |
| 2023-10-09 | 16800.00 | 16655.00 | 16820.00 | 16655.00 | 17825.00 | 16605.00 | 17825.00 | 16550.00 | -1025.00 | 50.00 | -1005.00 | 105.00 |
| 2023-09-28 | 16530.00 | 16490.00 | 16625.00 | 16475.00 | 16655.00 | 16800.00 | 16800.00 | 16590.00 | -125.00 | -310.00 | -175.00 | -115.00 |
| 2023-09-27 | 16820.00 | 16620.00 | 16825.00 | 16615.00 | 16730.00 | 16590.00 | 16775.00 | 16565.00 | 90.00 | 30.00 | 50.00 | 50.00 |
| 2023-09-26 | 16880.00 | 16760.00 | 16900.00 | 16705.00 | 17020.00 | 16930.00 | 17080.00 | 16910.00 | -140.00 | -170.00 | -180.00 | -205.00 |
| 2023-09-25 | 16840.00 | 16825.00 | 16940.00 | 16805.00 | 17170.00 | 17025.00 | 17190.00 | 17000.00 | -330.00 | -200.00 | -250.00 | -195.00 |
| 2023-09-22 | 16855.00 | 17115.00 | 17115.00 | 16800.00 | 16650.00 | 16875.00 | 16910.00 | 16610.00 | 205.00 | 240.00 | 205.00 | 190.00 |
| 2023-09-21 | 17350.00 | 16920.00 | 17375.00 | 16910.00 | 17100.00 | 16770.00 | 17110.00 | 16745.00 | 250.00 | 150.00 | 265.00 | 165.00 |
| 2023-09-20 | 17240.00 | 17325.00 | 17365.00 | 17225.00 | 17035.00 | 17065.00 | 17080.00 | 16985.00 | 205.00 | 260.00 | 285.00 | 240.00 |
| 2023-09-19 | 17150.00 | 17275.00 | 17305.00 | 17095.00 | 17040.00 | 17085.00 | 17130.00 | 16945.00 | 110.00 | 190.00 | 175.00 | 150.00 |
| 2023-09-18 | 17005.00 | 17255.00 | 17285.00 | 17000.00 | 16950.00 | 17090.00 | 17115.00 | 16905.00 | 55.00 | 165.00 | 170.00 | 95.00 |
| 2023-09-15 | 16890.00 | 17110.00 | 17185.00 | 16845.00 | 16820.00 | 17035.00 | 17085.00 | 16755.00 | 70.00 | 75.00 | 100.00 | 90.00 |
| 2023-09-14 | 16880.00 | 16870.00 | 16960.00 | 16835.00 | 16760.00 | 16780.00 | 16820.00 | 16695.00 | 120.00 | 90.00 | 140.00 | 140.00 |
| 2023-09-13 | 16920.00 | 16930.00 | 16985.00 | 16800.00 | 16810.00 | 16770.00 | 16815.00 | 16655.00 | 110.00 | 160.00 | 170.00 | 145.00 |
| 2023-09-12 | 17090.00 | 16965.00 | 17175.00 | 16925.00 | 16920.00 | 16800.00 | 16990.00 | 16755.00 | 170.00 | 165.00 | 185.00 | 170.00 |
| 2023-09-11 | 17025.00 | 17085.00 | 17165.00 | 16830.00 | 16825.00 | 16885.00 | 16960.00 | 16660.00 | 200.00 | 200.00 | 205.00 | 170.00 |
| 2023-09-08 | 17075.00 | 17025.00 | 17100.00 | 16880.00 | 16855.00 | 16825.00 | 16910.00 | 16740.00 | 220.00 | 200.00 | 190.00 | 140.00 |
| 2023-09-07 | 16745.00 | 17075.00 | 17125.00 | 16745.00 | 16720.00 | 16900.00 | 16915.00 | 16685.00 | 25.00 | 175.00 | 210.00 | 60.00 |
| 2023-09-06 | 16575.00 | 16750.00 | 16865.00 | 16530.00 | 16520.00 | 16680.00 | 16785.00 | 16470.00 | 55.00 | 70.00 | 80.00 | 60.00 |
| 2023-09-05 | 16595.00 | 16515.00 | 16680.00 | 16450.00 | 16600.00 | 16440.00 | 16630.00 | 16395.00 | -5.00 | 75.00 | 50.00 | 55.00 |
| 2023-09-04 | 17150.00 | 16595.00 | 17540.00 | 16520.00 | 17035.00 | 16535.00 | 17465.00 | 16470.00 | 115.00 | 60.00 | 75.00 | 50.00 |
| 2023-09-01 | 16385.00 | 17055.00 | 17210.00 | 16360.00 | 16300.00 | 16965.00 | 17100.00 | 16300.00 | 85.00 | 90.00 | 110.00 | 60.00 |
| 2023-08-31 | 16310.00 | 16310.00 | 16400.00 | 16285.00 | 16340.00 | 16295.00 | 16395.00 | 16275.00 | -30.00 | 15.00 | 5.00 | 10.00 |
| 2023-08-30 | 16185.00 | 16305.00 | 16350.00 | 16155.00 | 16200.00 | 16300.00 | 16345.00 | 16155.00 | -15.00 | 5.00 | 5.00 | 0.00 |
| 2023-08-29 | 16375.00 | 16105.00 | 16375.00 | 16070.00 | 16340.00 | 16095.00 | 16360.00 | 16070.00 | 35.00 | 10.00 | 15.00 | 0.00 |
| 2023-08-28 | 16380.00 | 16330.00 | 16415.00 | 16325.00 | 16405.00 | 16350.00 | 16430.00 | 16340.00 | -25.00 | -20.00 | -15.00 | -15.00 |
| 2023-08-25 | 16470.00 | 16435.00 | 16480.00 | 16360.00 | 16480.00 | 16445.00 | 16480.00 | 16375.00 | -10.00 | -10.00 | 0.00 | -15.00 |
| 2023-08-24 | 16435.00 | 16425.00 | 16565.00 | 16350.00 | 16450.00 | 16435.00 | 16565.00 | 16360.00 | -15.00 | -10.00 | 0.00 | -10.00 |
| 2023-08-23 | 16350.00 | 16430.00 | 16450.00 | 16255.00 | 16260.00 | 16435.00 | 16455.00 | 16260.00 | 90.00 | -5.00 | -5.00 | -5.00 |
| 2023-08-22 | 16180.00 | 16300.00 | 16330.00 | 16170.00 | 16165.00 | 16295.00 | 16300.00 | 16155.00 | 15.00 | 5.00 | 30.00 | 15.00 |
| 2023-08-21 | 16070.00 | 16155.00 | 16160.00 | 16055.00 | 16055.00 | 16135.00 | 16145.00 | 16050.00 | 15.00 | 20.00 | 15.00 | 5.00 |
| 2023-08-18 | 16145.00 | 16070.00 | 16145.00 | 16000.00 | 16055.00 | 16055.00 | 16130.00 | 15990.00 | 90.00 | 15.00 | 15.00 | 10.00 |
| 2023-08-17 | 16000.00 | 16040.00 | 16080.00 | 15965.00 | 16025.00 | 16035.00 | 16065.00 | 15965.00 | -25.00 | 5.00 | 15.00 | 0.00 |
| 2023-08-16 | 15920.00 | 16005.00 | 16100.00 | 15920.00 | 15935.00 | 15990.00 | 16090.00 | 15915.00 | -15.00 | 15.00 | 10.00 | 5.00 |
| 2023-08-15 | 15890.00 | 15955.00 | 15955.00 | 15855.00 | 15825.00 | 15930.00 | 15940.00 | 15825.00 | 65.00 | 25.00 | 15.00 | 30.00 |
| 2023-08-14 | 15900.00 | 15875.00 | 15950.00 | 15860.00 | 15915.00 | 15855.00 | 15940.00 | 15850.00 | -15.00 | 20.00 | 10.00 | 10.00 |
| 2023-08-11 | 15960.00 | 15950.00 | 16000.00 | 15925.00 | 16000.00 | 15950.00 | 16000.00 | 15920.00 | -40.00 | 0.00 | 0.00 | 5.00 |
| 2023-08-10 | 15950.00 | 15985.00 | 16005.00 | 15940.00 | 15940.00 | 15975.00 | 15990.00 | 15930.00 | 10.00 | 10.00 | 15.00 | 10.00 |
| 2023-08-09 | 15885.00 | 15950.00 | 15980.00 | 15840.00 | 15880.00 | 15945.00 | 15965.00 | 15840.00 | 5.00 | 5.00 | 15.00 | 0.00 |
| 2023-08-08 | 15980.00 | 15945.00 | 16050.00 | 15920.00 | 15925.00 | 15930.00 | 16030.00 | 15915.00 | 55.00 | 15.00 | 20.00 | 5.00 |
| 2023-08-07 | 15925.00 | 15920.00 | 15940.00 | 15825.00 | 15920.00 | 15910.00 | 15920.00 | 15810.00 | 5.00 | 10.00 | 20.00 | 15.00 |
| 2023-08-04 | 15930.00 | 15950.00 | 16030.00 | 15910.00 | 15920.00 | 15940.00 | 16020.00 | 15905.00 | 10.00 | 10.00 | 10.00 | 5.00 |
| 2023-08-03 | 15935.00 | 15925.00 | 15965.00 | 15890.00 | 15925.00 | 15920.00 | 15955.00 | 15880.00 | 10.00 | 5.00 | 10.00 | 10.00 |
| 2023-08-02 | 15925.00 | 15935.00 | 15975.00 | 15910.00 | 15890.00 | 15930.00 | 15960.00 | 15890.00 | 35.00 | 5.00 | 15.00 | 20.00 |
| 2023-08-01 | 15945.00 | 15895.00 | 15960.00 | 15840.00 | 15945.00 | 15870.00 | 15950.00 | 15835.00 | 0.00 | 25.00 | 10.00 | 5.00 |
| 2023-07-31 | 15975.00 | 15970.00 | 16030.00 | 15940.00 | 15970.00 | 15950.00 | 16045.00 | 15945.00 | 5.00 | 20.00 | -15.00 | -5.00 |
| 2023-07-28 | 15960.00 | 15960.00 | 16005.00 | 15920.00 | 15945.00 | 15975.00 | 16030.00 | 15925.00 | 15.00 | -15.00 | -25.00 | -5.00 |
| 2023-07-27 | 15970.00 | 15925.00 | 15970.00 | 15895.00 | 16040.00 | 15950.00 | 16040.00 | 15915.00 | -70.00 | -25.00 | -70.00 | -20.00 |
| 2023-07-26 | 16055.00 | 15975.00 | 16080.00 | 15915.00 | 16080.00 | 16010.00 | 16115.00 | 15960.00 | -25.00 | -35.00 | -35.00 | -45.00 |
| 2023-07-25 | 15975.00 | 16135.00 | 16210.00 | 15975.00 | 15950.00 | 16100.00 | 16170.00 | 15945.00 | 25.00 | 35.00 | 40.00 | 30.00 |
| 2023-07-24 | 15935.00 | 15980.00 | 15985.00 | 15910.00 | 15900.00 | 15945.00 | 15945.00 | 15870.00 | 35.00 | 35.00 | 40.00 | 40.00 |
| 2023-07-21 | 15825.00 | 15925.00 | 15930.00 | 15815.00 | 15820.00 | 15890.00 | 15895.00 | 15750.00 | 5.00 | 35.00 | 35.00 | 65.00 |
| 2023-07-20 | 15795.00 | 15825.00 | 15850.00 | 15740.00 | 15720.00 | 15800.00 | 15810.00 | 15710.00 | 75.00 | 25.00 | 40.00 | 30.00 |
| 2023-07-19 | 15680.00 | 15755.00 | 15775.00 | 15680.00 | 15670.00 | 15715.00 | 15760.00 | 15670.00 | 10.00 | 40.00 | 15.00 | 10.00 |
| 2023-07-18 | 15700.00 | 15705.00 | 15760.00 | 15675.00 | 15680.00 | 15690.00 | 15730.00 | 15650.00 | 20.00 | 15.00 | 30.00 | 25.00 |
| 2023-07-17 | 15790.00 | 15750.00 | 15790.00 | 15655.00 | 15740.00 | 15720.00 | 15750.00 | 15625.00 | 50.00 | 30.00 | 40.00 | 30.00 |
| 2023-07-14 | 15655.00 | 15740.00 | 15830.00 | 15635.00 | 15650.00 | 15700.00 | 15780.00 | 15600.00 | 5.00 | 40.00 | 50.00 | 35.00 |
| 2023-07-13 | 15585.00 | 15655.00 | 15665.00 | 15565.00 | 15520.00 | 15630.00 | 15645.00 | 15520.00 | 65.00 | 25.00 | 20.00 | 45.00 |
| 2023-07-12 | 15525.00 | 15520.00 | 15535.00 | 15480.00 | 15555.00 | 15515.00 | 15555.00 | 15480.00 | -30.00 | 5.00 | -20.00 | 0.00 |
| 2023-07-11 | 15510.00 | 15560.00 | 15610.00 | 15500.00 | 15530.00 | 15560.00 | 15600.00 | 15500.00 | -20.00 | 0.00 | 10.00 | 0.00 |
| 2023-07-10 | 15490.00 | 15510.00 | 15540.00 | 15425.00 | 15460.00 | 15500.00 | 15525.00 | 15415.00 | 30.00 | 10.00 | 15.00 | 10.00 |
| 2023-07-07 | 15510.00 | 15505.00 | 15545.00 | 15475.00 | 15500.00 | 15495.00 | 15530.00 | 15460.00 | 10.00 | 10.00 | 15.00 | 15.00 |
| 2023-07-06 | 15495.00 | 15555.00 | 15580.00 | 15485.00 | 15480.00 | 15540.00 | 15575.00 | 15480.00 | 15.00 | 15.00 | 5.00 | 5.00 |
| 2023-07-05 | 15505.00 | 15490.00 | 15510.00 | 15455.00 | 15510.00 | 15490.00 | 15510.00 | 15455.00 | -5.00 | 0.00 | 0.00 | 0.00 |
| 2023-07-04 | 15580.00 | 15520.00 | 15630.00 | 15515.00 | 15585.00 | 15520.00 | 15625.00 | 15515.00 | -5.00 | 0.00 | 5.00 | 0.00 |
| 2023-07-03 | 15485.00 | 15615.00 | 15650.00 | 15470.00 | 15475.00 | 15600.00 | 15650.00 | 15475.00 | 10.00 | 15.00 | 0.00 | -5.00 |
| 2023-06-30 | 15420.00 | 15440.00 | 15480.00 | 15405.00 | 15430.00 | 15440.00 | 15485.00 | 15410.00 | -10.00 | 0.00 | -5.00 | -5.00 |
| 2023-06-29 | 15470.00 | 15460.00 | 15485.00 | 15435.00 | 15480.00 | 15470.00 | 15485.00 | 15450.00 | -10.00 | -10.00 | 0.00 | -15.00 |
| 2023-06-28 | 15470.00 | 15475.00 | 15510.00 | 15445.00 | 15500.00 | 15485.00 | 15505.00 | 15445.00 | -30.00 | -10.00 | 5.00 | 0.00 |
| 2023-06-27 | 15535.00 | 15490.00 | 15585.00 | 15470.00 | 15560.00 | 15500.00 | 15580.00 | 15470.00 | -25.00 | -10.00 | 5.00 | 0.00 |
| 2023-06-26 | 15615.00 | 15550.00 | 15690.00 | 15540.00 | 15590.00 | 15560.00 | 15700.00 | 15550.00 | 25.00 | -10.00 | -10.00 | -10.00 |
| 2023-06-21 | 15530.00 | 15595.00 | 15635.00 | 15500.00 | 15520.00 | 15600.00 | 15640.00 | 15505.00 | 10.00 | -5.00 | -5.00 | -5.00 |
| 2023-06-20 | 15500.00 | 15545.00 | 15550.00 | 15480.00 | 15510.00 | 15545.00 | 15550.00 | 15480.00 | -10.00 | 0.00 | 0.00 | 0.00 |
| 2023-06-19 | 15415.00 | 15495.00 | 15535.00 | 15415.00 | 15450.00 | 15485.00 | 15525.00 | 15420.00 | -35.00 | 10.00 | 10.00 | -5.00 |