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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020-12-24 | 150740.00 | 151400.00 | 151880.00 | 150270.00 | 151200.00 | 151830.00 | 152230.00 | 150720.00 | -460.00 | -430.00 | -350.00 | -450.00 |
| 2020-12-23 | 150740.00 | 150380.00 | 152460.00 | 149030.00 | 151680.00 | 150810.00 | 152700.00 | 149550.00 | -940.00 | -430.00 | -240.00 | -520.00 |
| 2020-12-22 | 152090.00 | 150740.00 | 152500.00 | 150720.00 | 151850.00 | 151120.00 | 152800.00 | 151000.00 | 240.00 | -380.00 | -300.00 | -280.00 |
| 2020-12-21 | 155800.00 | 152090.00 | 155940.00 | 151500.00 | 155410.00 | 152450.00 | 155640.00 | 151850.00 | 390.00 | -360.00 | 300.00 | -350.00 |
| 2020-12-18 | 154300.00 | 154750.00 | 155470.00 | 153050.00 | 155000.00 | 154700.00 | 155330.00 | 152990.00 | -700.00 | 50.00 | 140.00 | 60.00 |
| 2020-12-17 | 153490.00 | 154610.00 | 155290.00 | 152890.00 | 153620.00 | 154590.00 | 155050.00 | 152940.00 | -130.00 | 20.00 | 240.00 | -50.00 |
| 2020-12-16 | 152180.00 | 153490.00 | 154480.00 | 151750.00 | 152120.00 | 153320.00 | 154800.00 | 151530.00 | 60.00 | 170.00 | -320.00 | 220.00 |
| 2020-12-15 | 151490.00 | 151560.00 | 153770.00 | 151130.00 | 151330.00 | 151520.00 | 154000.00 | 151330.00 | 160.00 | 40.00 | -230.00 | -200.00 |
| 2020-12-14 | 149980.00 | 150670.00 | 152030.00 | 149600.00 | 150600.00 | 151050.00 | 152270.00 | 149920.00 | -620.00 | -380.00 | -240.00 | -320.00 |
| 2020-12-11 | 151950.00 | 149980.00 | 153990.00 | 148550.00 | 152120.00 | 150300.00 | 154000.00 | 149030.00 | -170.00 | -320.00 | -10.00 | -480.00 |
| 2020-12-10 | 150000.00 | 151330.00 | 151920.00 | 150000.00 | 150500.00 | 151610.00 | 152080.00 | 150280.00 | -500.00 | -280.00 | -160.00 | -280.00 |
| 2020-12-09 | 149200.00 | 149540.00 | 150550.00 | 148330.00 | 150290.00 | 149880.00 | 150710.00 | 148600.00 | -1090.00 | -340.00 | -160.00 | -270.00 |
| 2020-12-08 | 148700.00 | 149400.00 | 150140.00 | 148510.00 | 148520.00 | 149950.00 | 150270.00 | 148520.00 | 180.00 | -550.00 | -130.00 | -10.00 |
| 2020-12-07 | 147780.00 | 148820.00 | 148980.00 | 147120.00 | 147590.00 | 148490.00 | 148520.00 | 146870.00 | 190.00 | 330.00 | 460.00 | 250.00 |
| 2020-12-04 | 146010.00 | 147940.00 | 148060.00 | 145910.00 | 146690.00 | 147590.00 | 147630.00 | 145680.00 | -680.00 | 350.00 | 430.00 | 230.00 |
| 2020-12-03 | 146230.00 | 145900.00 | 146570.00 | 145200.00 | 146300.00 | 145760.00 | 146300.00 | 145000.00 | -70.00 | 140.00 | 270.00 | 200.00 |
| 2020-12-02 | 146000.00 | 146380.00 | 147420.00 | 145720.00 | 146370.00 | 146040.00 | 147200.00 | 145510.00 | -370.00 | 340.00 | 220.00 | 210.00 |
| 2020-12-01 | 149380.00 | 145570.00 | 149510.00 | 145300.00 | 149670.00 | 146000.00 | 149690.00 | 145600.00 | -290.00 | -430.00 | -180.00 | -300.00 |
| 2020-11-30 | 148670.00 | 149220.00 | 149490.00 | 147610.00 | 148860.00 | 149660.00 | 149900.00 | 147900.00 | -190.00 | -440.00 | -410.00 | -290.00 |
| 2020-11-27 | 146200.00 | 148300.00 | 148920.00 | 146140.00 | 146790.00 | 148700.00 | 149320.00 | 146510.00 | -590.00 | -400.00 | -400.00 | -370.00 |
| 2020-11-26 | 145190.00 | 146410.00 | 146590.00 | 145160.00 | 145700.00 | 146850.00 | 146890.00 | 145540.00 | -510.00 | -440.00 | -300.00 | -380.00 |
| 2020-11-25 | 146410.00 | 145190.00 | 146700.00 | 145100.00 | 146670.00 | 145630.00 | 146990.00 | 145320.00 | -260.00 | -440.00 | -290.00 | -220.00 |
| 2020-11-24 | 146750.00 | 146410.00 | 147000.00 | 145350.00 | 146920.00 | 146550.00 | 147120.00 | 145600.00 | -170.00 | -140.00 | -120.00 | -250.00 |
| 2020-11-23 | 147000.00 | 146840.00 | 147200.00 | 146040.00 | 147130.00 | 146920.00 | 147330.00 | 146270.00 | -130.00 | -80.00 | -130.00 | -230.00 |
| 2020-11-20 | 147000.00 | 146750.00 | 147750.00 | 146200.00 | 147000.00 | 146760.00 | 147720.00 | 146350.00 | 0.00 | -10.00 | 30.00 | -150.00 |
| 2020-11-19 | 151600.00 | 147000.00 | 151600.00 | 147000.00 | 151230.00 | 147120.00 | 151230.00 | 147110.00 | 370.00 | -120.00 | 370.00 | -110.00 |
| 2020-11-18 | 148600.00 | 151600.00 | 152580.00 | 148550.00 | 149300.00 | 151390.00 | 152360.00 | 148770.00 | -700.00 | 210.00 | 220.00 | -220.00 |
| 2020-11-17 | 149000.00 | 148500.00 | 150450.00 | 148130.00 | 149180.00 | 148740.00 | 150400.00 | 148200.00 | -180.00 | -240.00 | 50.00 | -70.00 |
| 2020-11-16 | 146500.00 | 148870.00 | 148970.00 | 145890.00 | 146930.00 | 148870.00 | 149000.00 | 146100.00 | -430.00 | 0.00 | -30.00 | -210.00 |
| 2020-11-13 | 145970.00 | 146440.00 | 146760.00 | 145150.00 | 145660.00 | 146780.00 | 146910.00 | 145380.00 | 310.00 | -340.00 | -150.00 | -230.00 |
| 2020-11-12 | 145300.00 | 145470.00 | 146590.00 | 145100.00 | 145570.00 | 145660.00 | 146780.00 | 145380.00 | -270.00 | -190.00 | -190.00 | -280.00 |
| 2020-11-11 | 145960.00 | 145520.00 | 146650.00 | 145290.00 | 146020.00 | 145650.00 | 146770.00 | 145540.00 | -60.00 | -130.00 | -120.00 | -250.00 |
| 2020-11-10 | 146140.00 | 145970.00 | 147130.00 | 145760.00 | 147000.00 | 146150.00 | 147360.00 | 145950.00 | -860.00 | -180.00 | -230.00 | -190.00 |
| 2020-11-09 | 146860.00 | 146470.00 | 147550.00 | 145800.00 | 147100.00 | 146690.00 | 147590.00 | 145940.00 | -240.00 | -220.00 | -40.00 | -140.00 |
| 2020-11-06 | 146450.00 | 146740.00 | 147080.00 | 145530.00 | 146410.00 | 146930.00 | 147150.00 | 145670.00 | 40.00 | -190.00 | -70.00 | -140.00 |
| 2020-11-05 | 145850.00 | 146220.00 | 146660.00 | 145500.00 | 145750.00 | 146410.00 | 146750.00 | 145630.00 | 100.00 | -190.00 | -90.00 | -130.00 |
| 2020-11-04 | 145790.00 | 145270.00 | 146590.00 | 144740.00 | 146000.00 | 144900.00 | 146350.00 | 144530.00 | -210.00 | 370.00 | 240.00 | 210.00 |
| 2020-11-03 | 144080.00 | 145820.00 | 145950.00 | 143420.00 | 143600.00 | 145660.00 | 145790.00 | 143380.00 | 480.00 | 160.00 | 160.00 | 40.00 |
| 2020-11-02 | 142000.00 | 144080.00 | 144320.00 | 141980.00 | 142380.00 | 144150.00 | 144260.00 | 141800.00 | -380.00 | -70.00 | 60.00 | 180.00 |
| 2020-10-30 | 143370.00 | 142720.00 | 144070.00 | 142130.00 | 142980.00 | 142680.00 | 143840.00 | 142020.00 | 390.00 | 40.00 | 230.00 | 110.00 |
| 2020-10-29 | 143440.00 | 143680.00 | 143920.00 | 142500.00 | 143780.00 | 143500.00 | 143780.00 | 142310.00 | -340.00 | 180.00 | 140.00 | 190.00 |
| 2020-10-28 | 144860.00 | 144230.00 | 145110.00 | 143460.00 | 143830.00 | 144080.00 | 144900.00 | 143300.00 | 1030.00 | 150.00 | 210.00 | 160.00 |
| 2020-10-27 | 142800.00 | 143830.00 | 144750.00 | 142340.00 | 142250.00 | 144110.00 | 144760.00 | 142250.00 | 550.00 | -280.00 | -10.00 | 90.00 |
| 2020-10-26 | 146210.00 | 143270.00 | 146380.00 | 143230.00 | 145520.00 | 143220.00 | 146800.00 | 143220.00 | 690.00 | 50.00 | -420.00 | 10.00 |
| 2020-10-23 | 145970.00 | 146110.00 | 146450.00 | 145300.00 | 145790.00 | 146170.00 | 146520.00 | 145410.00 | 180.00 | -60.00 | -70.00 | -110.00 |
| 2020-10-22 | 147660.00 | 145640.00 | 148360.00 | 145520.00 | 147720.00 | 145800.00 | 148340.00 | 145600.00 | -60.00 | -160.00 | 20.00 | -80.00 |
| 2020-10-21 | 147410.00 | 147130.00 | 148120.00 | 147090.00 | 147680.00 | 147120.00 | 148190.00 | 147120.00 | -270.00 | 10.00 | -70.00 | -30.00 |
| 2020-10-20 | 147800.00 | 147300.00 | 148400.00 | 146530.00 | 147990.00 | 147380.00 | 148450.00 | 146640.00 | -190.00 | -80.00 | -50.00 | -110.00 |
| 2020-10-19 | 146120.00 | 146990.00 | 147280.00 | 144810.00 | 146980.00 | 147110.00 | 147450.00 | 144960.00 | -860.00 | -120.00 | -170.00 | -150.00 |
| 2020-10-16 | 146160.00 | 146300.00 | 147090.00 | 145470.00 | 146180.00 | 146390.00 | 147150.00 | 145600.00 | -20.00 | -90.00 | -60.00 | -130.00 |
| 2020-10-15 | 145990.00 | 146150.00 | 147100.00 | 145810.00 | 146500.00 | 146380.00 | 147260.00 | 145950.00 | -510.00 | -230.00 | -160.00 | -140.00 |
| 2020-10-14 | 146100.00 | 146010.00 | 146600.00 | 145600.00 | 146550.00 | 146230.00 | 146680.00 | 145750.00 | -450.00 | -220.00 | -80.00 | -150.00 |
| 2020-10-13 | 147100.00 | 146420.00 | 147340.00 | 145890.00 | 147180.00 | 146400.00 | 147320.00 | 145960.00 | -80.00 | 20.00 | 20.00 | -70.00 |
| 2020-10-12 | 146590.00 | 146360.00 | 147900.00 | 146320.00 | 146820.00 | 146530.00 | 147790.00 | 146200.00 | -230.00 | -170.00 | 110.00 | 120.00 |
| 2020-10-09 | 146230.00 | 147290.00 | 149000.00 | 146230.00 | 147890.00 | 146720.00 | 148790.00 | 146390.00 | -1660.00 | 570.00 | 210.00 | -160.00 |
| 2020-09-30 | 142580.00 | 145500.00 | 145690.00 | 142580.00 | 143200.00 | 145730.00 | 145950.00 | 142500.00 | -620.00 | -230.00 | -260.00 | 80.00 |
| 2020-09-29 | 141060.00 | 143400.00 | 143440.00 | 141060.00 | 141700.00 | 143300.00 | 143500.00 | 141400.00 | -640.00 | 100.00 | -60.00 | -340.00 |
| 2020-09-28 | 139500.00 | 141720.00 | 142030.00 | 138180.00 | 140800.00 | 141700.00 | 142220.00 | 138550.00 | -1300.00 | 20.00 | -190.00 | -370.00 |
| 2020-09-25 | 140590.00 | 141100.00 | 141800.00 | 138760.00 | 141000.00 | 141430.00 | 141950.00 | 139180.00 | -410.00 | -330.00 | -150.00 | -420.00 |
| 2020-09-24 | 144040.00 | 141270.00 | 144170.00 | 141140.00 | 144680.00 | 141710.00 | 144680.00 | 141520.00 | -640.00 | -440.00 | -510.00 | -380.00 |
| 2020-09-23 | 143900.00 | 144880.00 | 146700.00 | 143900.00 | 144200.00 | 145310.00 | 146920.00 | 144200.00 | -300.00 | -430.00 | -220.00 | -300.00 |
| 2020-09-22 | 144660.00 | 143900.00 | 144750.00 | 142680.00 | 145350.00 | 144230.00 | 145350.00 | 143020.00 | -690.00 | -330.00 | -600.00 | -340.00 |
| 2020-09-21 | 143320.00 | 145050.00 | 145200.00 | 141940.00 | 143900.00 | 145600.00 | 145670.00 | 142370.00 | -580.00 | -550.00 | -470.00 | -430.00 |
| 2020-09-18 | 142050.00 | 143750.00 | 143950.00 | 141120.00 | 141930.00 | 144120.00 | 144240.00 | 141500.00 | 120.00 | -370.00 | -290.00 | -380.00 |
| 2020-09-17 | 143980.00 | 141690.00 | 144730.00 | 141570.00 | 144320.00 | 142030.00 | 145020.00 | 142020.00 | -340.00 | -340.00 | -290.00 | -450.00 |
| 2020-09-16 | 143750.00 | 143820.00 | 144990.00 | 143620.00 | 143830.00 | 144050.00 | 145260.00 | 143830.00 | -80.00 | -230.00 | -270.00 | -210.00 |
| 2020-09-15 | 144760.00 | 143750.00 | 144760.00 | 143140.00 | 145820.00 | 144230.00 | 145820.00 | 143550.00 | -1060.00 | -480.00 | -1060.00 | -410.00 |
| 2020-09-14 | 142350.00 | 144820.00 | 145240.00 | 142230.00 | 142760.00 | 145190.00 | 145550.00 | 142650.00 | -410.00 | -370.00 | -310.00 | -420.00 |
| 2020-09-11 | 144140.00 | 141980.00 | 144140.00 | 141450.00 | 144160.00 | 142530.00 | 144190.00 | 141820.00 | -20.00 | -550.00 | -50.00 | -370.00 |
| 2020-09-10 | 144020.00 | 143310.00 | 145520.00 | 143000.00 | 144440.00 | 143820.00 | 145840.00 | 143350.00 | -420.00 | -510.00 | -320.00 | -350.00 |
| 2020-09-09 | 146980.00 | 144460.00 | 146980.00 | 144010.00 | 147120.00 | 144820.00 | 147120.00 | 144310.00 | -140.00 | -360.00 | -140.00 | -300.00 |
| 2020-09-08 | 146080.00 | 147220.00 | 148150.00 | 146070.00 | 146300.00 | 147570.00 | 148320.00 | 146300.00 | -220.00 | -350.00 | -170.00 | -230.00 |
| 2020-09-07 | 146070.00 | 145630.00 | 147420.00 | 145500.00 | 146370.00 | 145940.00 | 147770.00 | 145130.00 | -300.00 | -310.00 | -350.00 | 370.00 |
| 2020-09-04 | 147080.00 | 146070.00 | 147210.00 | 144770.00 | 146610.00 | 146360.00 | 147450.00 | 145100.00 | 470.00 | -290.00 | -240.00 | -330.00 |
| 2020-09-03 | 146510.00 | 147290.00 | 148690.00 | 146340.00 | 146990.00 | 147560.00 | 148970.00 | 146630.00 | -480.00 | -270.00 | -280.00 | -290.00 |
| 2020-09-02 | 145930.00 | 146530.00 | 147000.00 | 145370.00 | 146020.00 | 146900.00 | 147300.00 | 145690.00 | -90.00 | -370.00 | -300.00 | -320.00 |
| 2020-09-01 | 145250.00 | 145800.00 | 146140.00 | 144620.00 | 145300.00 | 145530.00 | 145700.00 | 144320.00 | -50.00 | 270.00 | 440.00 | 300.00 |
| 2020-08-31 | 144410.00 | 145250.00 | 145980.00 | 143530.00 | 144090.00 | 144700.00 | 145670.00 | 143210.00 | 320.00 | 550.00 | 310.00 | 320.00 |
| 2020-08-28 | 143210.00 | 144450.00 | 144650.00 | 143180.00 | 143500.00 | 143940.00 | 144280.00 | 143010.00 | -290.00 | 510.00 | 370.00 | 170.00 |
| 2020-08-27 | 142580.00 | 143830.00 | 143950.00 | 141800.00 | 141570.00 | 143430.00 | 143790.00 | 141530.00 | 1010.00 | 400.00 | 160.00 | 270.00 |
| 2020-08-26 | 141050.00 | 141420.00 | 141860.00 | 140250.00 | 141360.00 | 141580.00 | 142090.00 | 140720.00 | -310.00 | -160.00 | -230.00 | -470.00 |
| 2020-08-25 | 140600.00 | 141050.00 | 141960.00 | 140590.00 | 140910.00 | 141400.00 | 142330.00 | 140910.00 | -310.00 | -350.00 | -370.00 | -320.00 |
| 2020-08-24 | 143790.00 | 141190.00 | 143790.00 | 140560.00 | 144160.00 | 141550.00 | 144160.00 | 140910.00 | -370.00 | -360.00 | -370.00 | -350.00 |
| 2020-08-21 | 141910.00 | 143870.00 | 144360.00 | 141820.00 | 142500.00 | 144160.00 | 144580.00 | 142100.00 | -590.00 | -290.00 | -220.00 | -280.00 |
| 2020-08-20 | 143000.00 | 141820.00 | 144540.00 | 141600.00 | 143390.00 | 142330.00 | 144780.00 | 141920.00 | -390.00 | -510.00 | -240.00 | -320.00 |
| 2020-08-19 | 142680.00 | 142460.00 | 143400.00 | 141840.00 | 143400.00 | 142940.00 | 143700.00 | 142150.00 | -720.00 | -480.00 | -300.00 | -310.00 |
| 2020-08-18 | 142860.00 | 142860.00 | 143320.00 | 141720.00 | 141980.00 | 143080.00 | 143670.00 | 141980.00 | 880.00 | -220.00 | -350.00 | -260.00 |
| 2020-08-17 | 142640.00 | 142860.00 | 144140.00 | 141480.00 | 142900.00 | 143200.00 | 144390.00 | 141940.00 | -260.00 | -340.00 | -250.00 | -460.00 |
| 2020-08-14 | 141650.00 | 141820.00 | 143410.00 | 141310.00 | 142000.00 | 142490.00 | 143760.00 | 141690.00 | -350.00 | -670.00 | -350.00 | -380.00 |
| 2020-08-13 | 144190.00 | 141660.00 | 144300.00 | 141050.00 | 144180.00 | 141980.00 | 144500.00 | 141500.00 | 10.00 | -320.00 | -200.00 | -450.00 |
| 2020-08-12 | 143490.00 | 143540.00 | 144250.00 | 141520.00 | 143190.00 | 143730.00 | 144530.00 | 142000.00 | 300.00 | -190.00 | -280.00 | -480.00 |
| 2020-08-11 | 145800.00 | 142860.00 | 146550.00 | 142600.00 | 145780.00 | 143250.00 | 146840.00 | 143020.00 | 20.00 | -390.00 | -290.00 | -420.00 |
| 2020-08-10 | 146500.00 | 144860.00 | 147360.00 | 144420.00 | 146940.00 | 145270.00 | 147630.00 | 144700.00 | -440.00 | -410.00 | -270.00 | -280.00 |
| 2020-08-07 | 146020.00 | 146530.00 | 148640.00 | 145770.00 | 146320.00 | 146940.00 | 148920.00 | 146080.00 | -300.00 | -410.00 | -280.00 | -310.00 |
| 2020-08-06 | 145950.00 | 145980.00 | 147560.00 | 145100.00 | 146300.00 | 146150.00 | 147920.00 | 145340.00 | -350.00 | -170.00 | -360.00 | -240.00 |
| 2020-08-05 | 146110.00 | 145900.00 | 147250.00 | 145240.00 | 146390.00 | 146390.00 | 147490.00 | 145520.00 | -280.00 | -490.00 | -240.00 | -280.00 |
| 2020-08-04 | 146200.00 | 146070.00 | 148300.00 | 145050.00 | 146350.00 | 146180.00 | 148460.00 | 145320.00 | -150.00 | -110.00 | -160.00 | -270.00 |
| 2020-08-03 | 146300.00 | 146600.00 | 147500.00 | 143530.00 | 146150.00 | 146370.00 | 147720.00 | 143500.00 | 150.00 | 230.00 | -220.00 | 30.00 |
| 2020-07-31 | 146890.00 | 146620.00 | 147210.00 | 145220.00 | 147200.00 | 146390.00 | 147200.00 | 145000.00 | -310.00 | 230.00 | 10.00 | 220.00 |
| 2020-07-30 | 146720.00 | 147280.00 | 148210.00 | 146550.00 | 147230.00 | 146900.00 | 147880.00 | 146220.00 | -510.00 | 380.00 | 330.00 | 330.00 |