本页面展示沪锡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。
关于沪锡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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021-05-27 | 197960.00 | 198850.00 | 199440.00 | 197110.00 | 197300.00 | 198230.00 | 198760.00 | 196580.00 | 660.00 | 620.00 | 680.00 | 530.00 |
| 2021-05-26 | 195750.00 | 197420.00 | 198100.00 | 195320.00 | 195740.00 | 197050.00 | 197580.00 | 194770.00 | 10.00 | 370.00 | 520.00 | 550.00 |
| 2021-05-25 | 194000.00 | 196950.00 | 197250.00 | 193640.00 | 192660.00 | 196440.00 | 196600.00 | 192660.00 | 1340.00 | 510.00 | 650.00 | 980.00 |
| 2021-05-24 | 197200.00 | 192930.00 | 198500.00 | 191430.00 | 197090.00 | 192460.00 | 198100.00 | 191060.00 | 110.00 | 470.00 | 400.00 | 370.00 |
| 2021-05-21 | 195290.00 | 197290.00 | 198780.00 | 193710.00 | 195770.00 | 197000.00 | 198330.00 | 193580.00 | -480.00 | 290.00 | 450.00 | 130.00 |
| 2021-05-20 | 198200.00 | 195290.00 | 198200.00 | 192390.00 | 197430.00 | 195000.00 | 197430.00 | 192210.00 | 770.00 | 290.00 | 770.00 | 180.00 |
| 2021-05-19 | 199300.00 | 198830.00 | 200450.00 | 198200.00 | 199410.00 | 198120.00 | 200100.00 | 197950.00 | -110.00 | 710.00 | 350.00 | 250.00 |
| 2021-05-18 | 198060.00 | 198690.00 | 199980.00 | 197670.00 | 197900.00 | 198460.00 | 199750.00 | 197560.00 | 160.00 | 230.00 | 230.00 | 110.00 |
| 2021-05-17 | 193760.00 | 197420.00 | 198080.00 | 193250.00 | 194290.00 | 197140.00 | 197850.00 | 194050.00 | -530.00 | 280.00 | 230.00 | -800.00 |
| 2021-05-14 | 193600.00 | 192920.00 | 194300.00 | 190220.00 | 193010.00 | 193110.00 | 194460.00 | 190480.00 | 590.00 | -190.00 | -160.00 | -260.00 |
| 2021-05-13 | 195990.00 | 192230.00 | 197600.00 | 190600.00 | 195900.00 | 192150.00 | 197400.00 | 190360.00 | 90.00 | 80.00 | 200.00 | 240.00 |
| 2021-05-12 | 195780.00 | 196710.00 | 197670.00 | 194800.00 | 194610.00 | 196300.00 | 197220.00 | 194380.00 | 1170.00 | 410.00 | 450.00 | 420.00 |
| 2021-05-11 | 195570.00 | 194800.00 | 195700.00 | 192540.00 | 195800.00 | 194340.00 | 195800.00 | 192150.00 | -230.00 | 460.00 | -100.00 | 390.00 |
| 2021-05-10 | 196880.00 | 195710.00 | 198480.00 | 194320.00 | 197300.00 | 195430.00 | 198000.00 | 193830.00 | -420.00 | 280.00 | 480.00 | 490.00 |
| 2021-05-07 | 198070.00 | 197800.00 | 200500.00 | 195360.00 | 200000.00 | 198160.00 | 200590.00 | 195710.00 | -1930.00 | -360.00 | -90.00 | -350.00 |
| 2021-05-06 | 198200.00 | 197240.00 | 200780.00 | 196100.00 | 198100.00 | 197580.00 | 209790.00 | 196500.00 | 100.00 | -340.00 | -9010.00 | -400.00 |
| 2021-04-30 | 193310.00 | 193780.00 | 194460.00 | 189960.00 | 192270.00 | 194020.00 | 194760.00 | 190240.00 | 1040.00 | -240.00 | -300.00 | -280.00 |
| 2021-04-29 | 188280.00 | 192150.00 | 193500.00 | 187380.00 | 189000.00 | 192270.00 | 193680.00 | 187350.00 | -720.00 | -120.00 | -180.00 | 30.00 |
| 2021-04-28 | 186140.00 | 185070.00 | 187610.00 | 184390.00 | 186800.00 | 185320.00 | 187890.00 | 184750.00 | -660.00 | -250.00 | -280.00 | -360.00 |
| 2021-04-27 | 186140.00 | 186140.00 | 188780.00 | 185120.00 | 187090.00 | 186790.00 | 189220.00 | 185520.00 | -950.00 | -650.00 | -440.00 | -400.00 |
| 2021-04-26 | 184110.00 | 186520.00 | 187180.00 | 183210.00 | 184150.00 | 187090.00 | 187600.00 | 183580.00 | -40.00 | -570.00 | -420.00 | -370.00 |
| 2021-04-23 | 183500.00 | 183730.00 | 184220.00 | 181740.00 | 183680.00 | 184150.00 | 184490.00 | 182170.00 | -180.00 | -420.00 | -270.00 | -430.00 |
| 2021-04-22 | 184000.00 | 183240.00 | 185600.00 | 182530.00 | 184400.00 | 183500.00 | 185800.00 | 182900.00 | -400.00 | -260.00 | -200.00 | -370.00 |
| 2021-04-21 | 185670.00 | 183910.00 | 185820.00 | 182860.00 | 185730.00 | 184100.00 | 186080.00 | 183120.00 | -60.00 | -190.00 | -260.00 | -260.00 |
| 2021-04-20 | 185000.00 | 185300.00 | 186150.00 | 182200.00 | 185330.00 | 185330.00 | 186060.00 | 182250.00 | -330.00 | -30.00 | 90.00 | -50.00 |
| 2021-04-19 | 183660.00 | 185200.00 | 186690.00 | 183660.00 | 183640.00 | 185330.00 | 186670.00 | 183640.00 | 20.00 | -130.00 | 20.00 | 20.00 |
| 2021-04-16 | 180960.00 | 183460.00 | 183720.00 | 180560.00 | 180910.00 | 183440.00 | 183710.00 | 180750.00 | 50.00 | 20.00 | 10.00 | -190.00 |
| 2021-04-15 | 178220.00 | 179960.00 | 180590.00 | 178210.00 | 178300.00 | 180070.00 | 180760.00 | 178300.00 | -80.00 | -110.00 | -170.00 | -90.00 |
| 2021-04-14 | 178690.00 | 177680.00 | 179080.00 | 176800.00 | 178800.00 | 177980.00 | 179390.00 | 177060.00 | -110.00 | -300.00 | -310.00 | -260.00 |
| 2021-04-13 | 178390.00 | 177970.00 | 178940.00 | 176230.00 | 178580.00 | 178180.00 | 179220.00 | 176530.00 | -190.00 | -210.00 | -280.00 | -300.00 |
| 2021-04-12 | 181560.00 | 178190.00 | 181920.00 | 176530.00 | 181980.00 | 178580.00 | 181990.00 | 176870.00 | -420.00 | -390.00 | -70.00 | -340.00 |
| 2021-04-09 | 183190.00 | 181560.00 | 184680.00 | 180850.00 | 182170.00 | 181300.00 | 184280.00 | 180600.00 | 1020.00 | 260.00 | 400.00 | 250.00 |
| 2021-04-08 | 183790.00 | 183100.00 | 183890.00 | 181340.00 | 183350.00 | 182870.00 | 183380.00 | 181030.00 | 440.00 | 230.00 | 510.00 | 310.00 |
| 2021-04-07 | 184300.00 | 184820.00 | 186050.00 | 183630.00 | 184520.00 | 184280.00 | 185640.00 | 183360.00 | -220.00 | 540.00 | 410.00 | 270.00 |
| 2021-04-06 | 182650.00 | 184300.00 | 188400.00 | 182600.00 | 182730.00 | 183890.00 | 187790.00 | 182520.00 | -80.00 | 410.00 | 610.00 | 80.00 |
| 2021-04-02 | 176560.00 | 182650.00 | 183300.00 | 176300.00 | 176330.00 | 182510.00 | 183150.00 | 175600.00 | 230.00 | 140.00 | 150.00 | 700.00 |
| 2021-04-01 | 173800.00 | 176330.00 | 177290.00 | 173800.00 | 175870.00 | 176550.00 | 177500.00 | 174000.00 | -2070.00 | -220.00 | -210.00 | -200.00 |
| 2021-03-31 | 175510.00 | 173800.00 | 176040.00 | 172380.00 | 175450.00 | 173870.00 | 176240.00 | 172700.00 | 60.00 | -70.00 | -200.00 | -320.00 |
| 2021-03-30 | 175300.00 | 175510.00 | 176580.00 | 174640.00 | 175240.00 | 175800.00 | 176870.00 | 174890.00 | 60.00 | -290.00 | -290.00 | -250.00 |
| 2021-03-29 | 174660.00 | 175300.00 | 175870.00 | 173610.00 | 175400.00 | 175600.00 | 176250.00 | 173970.00 | -740.00 | -300.00 | -380.00 | -360.00 |
| 2021-03-26 | 171080.00 | 174660.00 | 174990.00 | 169600.00 | 171500.00 | 175190.00 | 175400.00 | 170120.00 | -420.00 | -530.00 | -410.00 | -520.00 |
| 2021-03-25 | 173100.00 | 171370.00 | 174030.00 | 171040.00 | 173500.00 | 171820.00 | 174420.00 | 171510.00 | -400.00 | -450.00 | -390.00 | -470.00 |
| 2021-03-24 | 176740.00 | 173320.00 | 178140.00 | 172710.00 | 177460.00 | 173850.00 | 178500.00 | 173150.00 | -720.00 | -530.00 | -360.00 | -440.00 |
| 2021-03-23 | 177450.00 | 176550.00 | 179230.00 | 175380.00 | 177950.00 | 176960.00 | 179600.00 | 175880.00 | -500.00 | -410.00 | -370.00 | -500.00 |
| 2021-03-22 | 174790.00 | 177860.00 | 179090.00 | 174140.00 | 174250.00 | 178250.00 | 179370.00 | 174250.00 | 540.00 | -390.00 | -280.00 | -110.00 |
| 2021-03-19 | 177120.00 | 174870.00 | 178490.00 | 174700.00 | 177930.00 | 175250.00 | 178790.00 | 175040.00 | -810.00 | -380.00 | -300.00 | -340.00 |
| 2021-03-18 | 177150.00 | 176480.00 | 177970.00 | 175200.00 | 177460.00 | 176930.00 | 178260.00 | 175610.00 | -310.00 | -450.00 | -290.00 | -410.00 |
| 2021-03-17 | 175000.00 | 176040.00 | 176800.00 | 173970.00 | 175640.00 | 176450.00 | 177210.00 | 174450.00 | -640.00 | -410.00 | -410.00 | -480.00 |
| 2021-03-16 | 176390.00 | 174690.00 | 177740.00 | 173820.00 | 176600.00 | 174990.00 | 178070.00 | 174260.00 | -210.00 | -300.00 | -330.00 | -440.00 |
| 2021-03-15 | 179800.00 | 176390.00 | 179800.00 | 174580.00 | 181720.00 | 176110.00 | 181720.00 | 174170.00 | -1920.00 | 280.00 | -1920.00 | 410.00 |
| 2021-03-12 | 182500.00 | 180370.00 | 183100.00 | 178020.00 | 181940.00 | 179830.00 | 182630.00 | 177540.00 | 560.00 | 540.00 | 470.00 | 480.00 |
| 2021-03-11 | 174500.00 | 180050.00 | 180370.00 | 173780.00 | 174900.00 | 179010.00 | 179710.00 | 173710.00 | -400.00 | 1040.00 | 660.00 | 70.00 |
| 2021-03-10 | 171800.00 | 174080.00 | 177130.00 | 171500.00 | 172500.00 | 173770.00 | 176760.00 | 171250.00 | -700.00 | 310.00 | 370.00 | 250.00 |
| 2021-03-09 | 172530.00 | 170810.00 | 174800.00 | 170800.00 | 172000.00 | 170650.00 | 174490.00 | 170480.00 | 530.00 | 160.00 | 310.00 | 320.00 |
| 2021-03-08 | 174700.00 | 170460.00 | 178570.00 | 170020.00 | 175260.00 | 170850.00 | 178890.00 | 170500.00 | -560.00 | -390.00 | -320.00 | -480.00 |
| 2021-03-05 | 173100.00 | 173200.00 | 177370.00 | 170830.00 | 173690.00 | 173690.00 | 177800.00 | 171520.00 | -590.00 | -490.00 | -430.00 | -690.00 |
| 2021-03-04 | 179230.00 | 173200.00 | 179460.00 | 172640.00 | 178000.00 | 173690.00 | 179200.00 | 173130.00 | 1230.00 | -490.00 | 260.00 | -490.00 |
| 2021-03-03 | 178300.00 | 178030.00 | 181480.00 | 177000.00 | 179800.00 | 178270.00 | 181670.00 | 177610.00 | -1500.00 | -240.00 | -190.00 | -610.00 |
| 2021-03-02 | 171270.00 | 177110.00 | 178400.00 | 171270.00 | 177000.00 | 177630.00 | 178800.00 | 173060.00 | -5730.00 | -520.00 | -400.00 | -1790.00 |
| 2021-03-01 | 183000.00 | 182310.00 | 186180.00 | 181170.00 | 183030.00 | 182630.00 | 186500.00 | 181300.00 | -30.00 | -320.00 | -320.00 | -130.00 |
| 2021-02-26 | 191810.00 | 184400.00 | 194790.00 | 183370.00 | 194100.00 | 184720.00 | 195200.00 | 183560.00 | -2290.00 | -320.00 | -410.00 | -190.00 |
| 2021-02-25 | 189010.00 | 191790.00 | 199470.00 | 187700.00 | 188950.00 | 192190.00 | 199760.00 | 188030.00 | 60.00 | -400.00 | -290.00 | -330.00 |
| 2021-02-24 | 191290.00 | 188520.00 | 191840.00 | 186100.00 | 190350.00 | 188800.00 | 191860.00 | 186210.00 | 940.00 | -280.00 | -20.00 | -110.00 |
| 2021-02-23 | 191300.00 | 190660.00 | 194000.00 | 187060.00 | 192690.00 | 190700.00 | 193940.00 | 187310.00 | -1390.00 | -40.00 | 60.00 | -250.00 |
| 2021-02-22 | 182570.00 | 192770.00 | 194680.00 | 182000.00 | 182560.00 | 192900.00 | 194640.00 | 182060.00 | 10.00 | -130.00 | 40.00 | -60.00 |
| 2021-02-19 | 174920.00 | 181660.00 | 181660.00 | 174880.00 | 176700.00 | 181560.00 | 181560.00 | 175000.00 | -1780.00 | 100.00 | 100.00 | -120.00 |
| 2021-02-18 | 169000.00 | 174370.00 | 174550.00 | 167920.00 | 166120.00 | 174600.00 | 174630.00 | 166120.00 | 2880.00 | -230.00 | -80.00 | 1800.00 |
| 2021-02-10 | 163470.00 | 163760.00 | 166210.00 | 163310.00 | 163800.00 | 164000.00 | 166300.00 | 163610.00 | -330.00 | -240.00 | -90.00 | -300.00 |
| 2021-02-09 | 165510.00 | 163460.00 | 166020.00 | 162330.00 | 166440.00 | 163310.00 | 166440.00 | 162000.00 | -930.00 | 150.00 | -420.00 | 330.00 |
| 2021-02-08 | 164980.00 | 166260.00 | 167300.00 | 164170.00 | 164040.00 | 166080.00 | 167000.00 | 164040.00 | 940.00 | 180.00 | 300.00 | 130.00 |
| 2021-02-05 | 162900.00 | 163550.00 | 165000.00 | 162500.00 | 163700.00 | 163660.00 | 165240.00 | 162700.00 | -800.00 | -110.00 | -240.00 | -200.00 |
| 2021-02-04 | 164180.00 | 163720.00 | 165000.00 | 162800.00 | 165000.00 | 163990.00 | 165010.00 | 163010.00 | -820.00 | -270.00 | -10.00 | -210.00 |
| 2021-02-03 | 167310.00 | 164180.00 | 168400.00 | 163250.00 | 168450.00 | 164250.00 | 168630.00 | 163100.00 | -1140.00 | -70.00 | -230.00 | 150.00 |
| 2021-02-02 | 169860.00 | 166720.00 | 170300.00 | 166710.00 | 170230.00 | 167140.00 | 170650.00 | 166800.00 | -370.00 | -420.00 | -350.00 | -90.00 |
| 2021-02-01 | 172950.00 | 169450.00 | 173450.00 | 165890.00 | 173800.00 | 169760.00 | 173800.00 | 165110.00 | -850.00 | -310.00 | -350.00 | 780.00 |
| 2021-01-29 | 171500.00 | 172110.00 | 174880.00 | 170650.00 | 172010.00 | 172270.00 | 174990.00 | 170880.00 | -510.00 | -160.00 | -110.00 | -230.00 |
| 2021-01-28 | 171470.00 | 170920.00 | 172970.00 | 169870.00 | 170000.00 | 170930.00 | 172960.00 | 169700.00 | 1470.00 | -10.00 | 10.00 | 170.00 |
| 2021-01-27 | 172900.00 | 171090.00 | 173890.00 | 169360.00 | 172350.00 | 171140.00 | 173840.00 | 169230.00 | 550.00 | -50.00 | 50.00 | 130.00 |
| 2021-01-26 | 170310.00 | 170490.00 | 173070.00 | 168500.00 | 170080.00 | 170840.00 | 173000.00 | 168200.00 | 230.00 | -350.00 | 70.00 | 300.00 |
| 2021-01-25 | 162500.00 | 169760.00 | 171460.00 | 162010.00 | 161270.00 | 169480.00 | 170830.00 | 161270.00 | 1230.00 | 280.00 | 630.00 | 740.00 |
| 2021-01-22 | 161230.00 | 162830.00 | 164350.00 | 161200.00 | 161580.00 | 162260.00 | 163960.00 | 161150.00 | -350.00 | 570.00 | 390.00 | 50.00 |
| 2021-01-21 | 158400.00 | 161720.00 | 161800.00 | 158400.00 | 158400.00 | 161580.00 | 161580.00 | 158400.00 | 0.00 | 140.00 | 220.00 | 0.00 |
| 2021-01-20 | 158000.00 | 157870.00 | 158780.00 | 157340.00 | 157890.00 | 158110.00 | 158800.00 | 157450.00 | 110.00 | -240.00 | -20.00 | -110.00 |
| 2021-01-19 | 156760.00 | 157920.00 | 158440.00 | 156530.00 | 157200.00 | 157890.00 | 158500.00 | 156760.00 | -440.00 | 30.00 | -60.00 | -230.00 |
| 2021-01-18 | 153680.00 | 156760.00 | 157060.00 | 153650.00 | 154130.00 | 157150.00 | 157180.00 | 154130.00 | -450.00 | -390.00 | -120.00 | -480.00 |
| 2021-01-15 | 153520.00 | 153680.00 | 154840.00 | 153380.00 | 153980.00 | 154130.00 | 155250.00 | 153780.00 | -460.00 | -450.00 | -410.00 | -400.00 |
| 2021-01-14 | 153390.00 | 153470.00 | 154100.00 | 152090.00 | 153660.00 | 153760.00 | 154450.00 | 152510.00 | -270.00 | -290.00 | -350.00 | -420.00 |
| 2021-01-13 | 153770.00 | 153240.00 | 154460.00 | 152600.00 | 153890.00 | 153680.00 | 154780.00 | 152940.00 | -120.00 | -440.00 | -320.00 | -340.00 |
| 2021-01-12 | 153050.00 | 153240.00 | 154660.00 | 151520.00 | 153860.00 | 153500.00 | 154990.00 | 151970.00 | -810.00 | -260.00 | -330.00 | -450.00 |
| 2021-01-11 | 158650.00 | 153770.00 | 158650.00 | 152500.00 | 158670.00 | 154090.00 | 158730.00 | 153030.00 | -20.00 | -320.00 | -80.00 | -530.00 |
| 2021-01-08 | 157790.00 | 158650.00 | 158850.00 | 156510.00 | 158400.00 | 158670.00 | 158930.00 | 156800.00 | -610.00 | -20.00 | -80.00 | -290.00 |
| 2021-01-07 | 158500.00 | 158650.00 | 159500.00 | 157360.00 | 158710.00 | 158920.00 | 159620.00 | 157500.00 | -210.00 | -270.00 | -120.00 | -140.00 |
| 2021-01-06 | 158390.00 | 158690.00 | 159330.00 | 157210.00 | 158650.00 | 158980.00 | 159480.00 | 157380.00 | -260.00 | -290.00 | -150.00 | -170.00 |
| 2021-01-05 | 154510.00 | 159050.00 | 159800.00 | 154440.00 | 155390.00 | 158910.00 | 161780.00 | 154790.00 | -880.00 | 140.00 | -1980.00 | -350.00 |
| 2021-01-04 | 151870.00 | 154350.00 | 154500.00 | 151000.00 | 151410.00 | 154690.00 | 154800.00 | 151410.00 | 460.00 | -340.00 | -300.00 | -410.00 |
| 2020-12-31 | 151350.00 | 151170.00 | 152550.00 | 150540.00 | 151510.00 | 150430.00 | 151970.00 | 150040.00 | -160.00 | 740.00 | 580.00 | 500.00 |
| 2020-12-30 | 153550.00 | 151800.00 | 154380.00 | 151650.00 | 152790.00 | 151310.00 | 153800.00 | 151100.00 | 760.00 | 490.00 | 580.00 | 550.00 |
| 2020-12-29 | 154200.00 | 153380.00 | 154240.00 | 152430.00 | 152300.00 | 152790.00 | 153770.00 | 151820.00 | 1900.00 | 590.00 | 470.00 | 610.00 |
| 2020-12-28 | 152900.00 | 153320.00 | 153900.00 | 151510.00 | 153800.00 | 153490.00 | 154090.00 | 151900.00 | -900.00 | -170.00 | -190.00 | -390.00 |
| 2020-12-25 | 151410.00 | 153170.00 | 153790.00 | 151400.00 | 152110.00 | 153520.00 | 153970.00 | 151840.00 | -700.00 | -350.00 | -180.00 | -440.00 |