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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020-07-29 | 148710.00 | 147570.00 | 150840.00 | 145650.00 | 147690.00 | 147240.00 | 150380.00 | 145070.00 | 1020.00 | 330.00 | 460.00 | 580.00 |
| 2020-07-28 | 146700.00 | 148170.00 | 154400.00 | 145940.00 | 145780.00 | 148140.00 | 154150.00 | 145400.00 | 920.00 | 30.00 | 250.00 | 540.00 |
| 2020-07-27 | 141130.00 | 146510.00 | 147000.00 | 141130.00 | 141900.00 | 146790.00 | 147090.00 | 141530.00 | -770.00 | -280.00 | -90.00 | -400.00 |
| 2020-07-24 | 141950.00 | 141840.00 | 143500.00 | 141450.00 | 142170.00 | 141920.00 | 143620.00 | 141660.00 | -220.00 | -80.00 | -120.00 | -210.00 |
| 2020-07-23 | 142790.00 | 141240.00 | 142920.00 | 140450.00 | 143240.00 | 141600.00 | 143450.00 | 140780.00 | -450.00 | -360.00 | -530.00 | -330.00 |
| 2020-07-22 | 142170.00 | 142790.00 | 143770.00 | 141630.00 | 142110.00 | 143080.00 | 143920.00 | 141990.00 | 60.00 | -290.00 | -150.00 | -360.00 |
| 2020-07-21 | 140110.00 | 141460.00 | 142500.00 | 140110.00 | 140600.00 | 141630.00 | 142550.00 | 140450.00 | -490.00 | -170.00 | -50.00 | -340.00 |
| 2020-07-20 | 141200.00 | 140280.00 | 141360.00 | 139690.00 | 141600.00 | 140550.00 | 141600.00 | 139970.00 | -400.00 | -270.00 | -240.00 | -280.00 |
| 2020-07-17 | 140620.00 | 141200.00 | 142150.00 | 140390.00 | 140400.00 | 141440.00 | 142170.00 | 140400.00 | 220.00 | -240.00 | -20.00 | -10.00 |
| 2020-07-16 | 142480.00 | 139920.00 | 142480.00 | 139070.00 | 142500.00 | 139950.00 | 142500.00 | 139210.00 | -20.00 | -30.00 | -20.00 | -140.00 |
| 2020-07-15 | 142510.00 | 142140.00 | 143110.00 | 141700.00 | 142550.00 | 142250.00 | 143110.00 | 141750.00 | -40.00 | -110.00 | 0.00 | -50.00 |
| 2020-07-14 | 143900.00 | 142740.00 | 144000.00 | 141670.00 | 143650.00 | 142800.00 | 144000.00 | 141700.00 | 250.00 | -60.00 | 0.00 | -30.00 |
| 2020-07-13 | 138900.00 | 143900.00 | 144570.00 | 138710.00 | 138590.00 | 144100.00 | 144480.00 | 137910.00 | 310.00 | -200.00 | 90.00 | 800.00 |
| 2020-07-10 | 141700.00 | 138900.00 | 142590.00 | 138610.00 | 141550.00 | 138760.00 | 142570.00 | 138660.00 | 150.00 | 140.00 | 20.00 | -50.00 |
| 2020-07-09 | 141100.00 | 140880.00 | 141490.00 | 139700.00 | 141160.00 | 140770.00 | 141480.00 | 139770.00 | -60.00 | 110.00 | 10.00 | -70.00 |
| 2020-07-08 | 140420.00 | 141150.00 | 141680.00 | 140330.00 | 140300.00 | 140920.00 | 141580.00 | 140270.00 | 120.00 | 230.00 | 100.00 | 60.00 |
| 2020-07-07 | 142800.00 | 141130.00 | 142800.00 | 140400.00 | 141450.00 | 140700.00 | 142420.00 | 140510.00 | 1350.00 | 430.00 | 380.00 | -110.00 |
| 2020-07-06 | 140050.00 | 142380.00 | 142650.00 | 139200.00 | 140470.00 | 142490.00 | 142660.00 | 139260.00 | -420.00 | -110.00 | -10.00 | -60.00 |
| 2020-07-03 | 138300.00 | 139790.00 | 140240.00 | 138080.00 | 138100.00 | 139790.00 | 140330.00 | 138100.00 | 200.00 | 0.00 | -90.00 | -20.00 |
| 2020-07-02 | 138450.00 | 138350.00 | 138610.00 | 137440.00 | 137980.00 | 138380.00 | 138580.00 | 137520.00 | 470.00 | -30.00 | 30.00 | -80.00 |
| 2020-07-01 | 138310.00 | 138610.00 | 139060.00 | 137440.00 | 138520.00 | 138430.00 | 138990.00 | 137460.00 | -210.00 | 180.00 | 70.00 | -20.00 |
| 2020-06-30 | 137000.00 | 138830.00 | 138990.00 | 136860.00 | 137060.00 | 138520.00 | 138820.00 | 136780.00 | -60.00 | 310.00 | 170.00 | 80.00 |
| 2020-06-29 | 138050.00 | 137420.00 | 138380.00 | 136820.00 | 137920.00 | 137180.00 | 138160.00 | 136680.00 | 130.00 | 240.00 | 220.00 | 140.00 |
| 2020-06-24 | 138000.00 | 138220.00 | 138480.00 | 137550.00 | 137820.00 | 138090.00 | 138180.00 | 137280.00 | 180.00 | 130.00 | 300.00 | 270.00 |
| 2020-06-23 | 137540.00 | 138260.00 | 138500.00 | 136740.00 | 136820.00 | 137820.00 | 138110.00 | 136400.00 | 720.00 | 440.00 | 390.00 | 340.00 |
| 2020-06-22 | 137790.00 | 137010.00 | 138880.00 | 136420.00 | 137000.00 | 136820.00 | 138260.00 | 136090.00 | 790.00 | 190.00 | 620.00 | 330.00 |
| 2020-06-19 | 138500.00 | 137410.00 | 139080.00 | 136580.00 | 138100.00 | 137010.00 | 139800.00 | 135300.00 | 400.00 | 400.00 | -720.00 | 1280.00 |
| 2020-06-18 | 138050.00 | 138490.00 | 138820.00 | 137600.00 | 137910.00 | 137950.00 | 138200.00 | 137060.00 | 140.00 | 540.00 | 620.00 | 540.00 |
| 2020-06-17 | 137980.00 | 138420.00 | 138570.00 | 137410.00 | 137290.00 | 137620.00 | 137920.00 | 136880.00 | 690.00 | 800.00 | 650.00 | 530.00 |
| 2020-06-16 | 135400.00 | 137970.00 | 138160.00 | 134640.00 | 134180.00 | 137230.00 | 137390.00 | 134100.00 | 1220.00 | 740.00 | 770.00 | 540.00 |
| 2020-06-15 | 137300.00 | 134730.00 | 137610.00 | 134460.00 | 136390.00 | 134180.00 | 136750.00 | 133900.00 | 910.00 | 550.00 | 860.00 | 560.00 |
| 2020-06-12 | 136200.00 | 137040.00 | 137440.00 | 135400.00 | 136290.00 | 136280.00 | 136530.00 | 134620.00 | -90.00 | 760.00 | 910.00 | 780.00 |
| 2020-06-11 | 138400.00 | 137220.00 | 139480.00 | 136510.00 | 139680.00 | 138220.00 | 140670.00 | 137550.00 | -1280.00 | -1000.00 | -1190.00 | -1040.00 |
| 2020-06-10 | 137850.00 | 138260.00 | 138590.00 | 136930.00 | 139200.00 | 139230.00 | 139530.00 | 138230.00 | -1350.00 | -970.00 | -940.00 | -1300.00 |
| 2020-06-09 | 136960.00 | 138240.00 | 138390.00 | 136360.00 | 137930.00 | 139520.00 | 139670.00 | 137680.00 | -970.00 | -1280.00 | -1280.00 | -1320.00 |
| 2020-06-08 | 135950.00 | 136980.00 | 137410.00 | 135860.00 | 136800.00 | 138060.00 | 138780.00 | 136800.00 | -850.00 | -1080.00 | -1370.00 | -940.00 |
| 2020-06-05 | 134600.00 | 134700.00 | 135100.00 | 133800.00 | 134550.00 | 136140.00 | 136570.00 | 134550.00 | 50.00 | -1440.00 | -1470.00 | -750.00 |
| 2020-06-04 | 135800.00 | 133650.00 | 136500.00 | 133330.00 | 137400.00 | 135100.00 | 137450.00 | 134750.00 | -1600.00 | -1450.00 | -950.00 | -1420.00 |
| 2020-06-03 | 135720.00 | 136630.00 | 136850.00 | 134970.00 | 136030.00 | 137730.00 | 137950.00 | 136030.00 | -310.00 | -1100.00 | -1100.00 | -1060.00 |
| 2020-06-02 | 135140.00 | 134500.00 | 135570.00 | 133720.00 | 136220.00 | 135730.00 | 136720.00 | 135020.00 | -1080.00 | -1230.00 | -1150.00 | -1300.00 |
| 2020-06-01 | 134420.00 | 135140.00 | 135410.00 | 133320.00 | 134830.00 | 136220.00 | 136450.00 | 134620.00 | -410.00 | -1080.00 | -1040.00 | -1300.00 |
| 2020-05-29 | 133060.00 | 134420.00 | 134740.00 | 133060.00 | 134300.00 | 135560.00 | 136040.00 | 134100.00 | -1240.00 | -1140.00 | -1300.00 | -1040.00 |
| 2020-05-28 | 133430.00 | 134520.00 | 134720.00 | 133030.00 | 133820.00 | 133670.00 | 133820.00 | 131900.00 | -390.00 | 850.00 | 900.00 | 1130.00 |
| 2020-05-27 | 133440.00 | 134100.00 | 134930.00 | 133440.00 | 132500.00 | 132980.00 | 133630.00 | 132120.00 | 940.00 | 1120.00 | 1300.00 | 1320.00 |
| 2020-05-26 | 134180.00 | 134080.00 | 134230.00 | 132380.00 | 132070.00 | 132500.00 | 132690.00 | 131100.00 | 2110.00 | 1580.00 | 1540.00 | 1280.00 |
| 2020-05-25 | 132700.00 | 133360.00 | 135180.00 | 132220.00 | 130630.00 | 132010.00 | 133570.00 | 130630.00 | 2070.00 | 1350.00 | 1610.00 | 1590.00 |
| 2020-05-22 | 134990.00 | 131710.00 | 135030.00 | 131620.00 | 133300.00 | 130480.00 | 133520.00 | 130390.00 | 1690.00 | 1230.00 | 1510.00 | 1230.00 |
| 2020-05-21 | 134600.00 | 134770.00 | 136180.00 | 133820.00 | 132780.00 | 133280.00 | 134480.00 | 132170.00 | 1820.00 | 1490.00 | 1700.00 | 1650.00 |
| 2020-05-20 | 130920.00 | 134920.00 | 135390.00 | 130920.00 | 129250.00 | 133160.00 | 133410.00 | 129250.00 | 1670.00 | 1760.00 | 1980.00 | 1670.00 |
| 2020-05-19 | 131350.00 | 130610.00 | 131800.00 | 130070.00 | 129450.00 | 129250.00 | 130970.00 | 128880.00 | 1900.00 | 1360.00 | 830.00 | 1190.00 |
| 2020-05-18 | 128750.00 | 130750.00 | 130840.00 | 127510.00 | 127520.00 | 129490.00 | 129500.00 | 126440.00 | 1230.00 | 1260.00 | 1340.00 | 1070.00 |
| 2020-05-15 | 129570.00 | 129240.00 | 129710.00 | 127810.00 | 128370.00 | 127890.00 | 128370.00 | 126540.00 | 1200.00 | 1350.00 | 1340.00 | 1270.00 |
| 2020-05-14 | 130250.00 | 129600.00 | 130560.00 | 129150.00 | 128850.00 | 128440.00 | 129260.00 | 127810.00 | 1400.00 | 1160.00 | 1300.00 | 1340.00 |
| 2020-05-13 | 131590.00 | 130250.00 | 131590.00 | 129110.00 | 128670.00 | 128970.00 | 130100.00 | 127850.00 | 2920.00 | 1280.00 | 1490.00 | 1260.00 |
| 2020-05-12 | 130540.00 | 130290.00 | 131580.00 | 129660.00 | 129110.00 | 128630.00 | 130200.00 | 128580.00 | 1430.00 | 1660.00 | 1380.00 | 1080.00 |
| 2020-05-11 | 130550.00 | 131130.00 | 131640.00 | 129400.00 | 129270.00 | 130080.00 | 130350.00 | 128330.00 | 1280.00 | 1050.00 | 1290.00 | 1070.00 |
| 2020-05-08 | 129600.00 | 130180.00 | 131000.00 | 129020.00 | 127660.00 | 129150.00 | 129710.00 | 127660.00 | 1940.00 | 1030.00 | 1290.00 | 1360.00 |
| 2020-05-07 | 127370.00 | 128850.00 | 129890.00 | 127200.00 | 126630.00 | 127430.00 | 128500.00 | 126300.00 | 740.00 | 1420.00 | 1390.00 | 900.00 |
| 2020-05-06 | 127400.00 | 128680.00 | 129700.00 | 127390.00 | 128150.00 | 130630.00 | 131100.00 | 128150.00 | -750.00 | -1950.00 | -1400.00 | -760.00 |
| 2020-04-30 | 128210.00 | 127390.00 | 129040.00 | 126330.00 | 130500.00 | 129550.00 | 130500.00 | 128730.00 | -2290.00 | -2160.00 | -1460.00 | -2400.00 |
| 2020-04-29 | 126890.00 | 128070.00 | 129120.00 | 126890.00 | 131200.00 | 129830.00 | 131200.00 | 129250.00 | -4310.00 | -1760.00 | -2080.00 | -2360.00 |
| 2020-04-28 | 130630.00 | 129850.00 | 132070.00 | 129140.00 | 131920.00 | 128090.00 | 131980.00 | 127980.00 | -1290.00 | 1760.00 | 90.00 | 1160.00 |
| 2020-04-27 | 129110.00 | 132710.00 | 134780.00 | 129100.00 | 126810.00 | 129890.00 | 131720.00 | 126500.00 | 2300.00 | 2820.00 | 3060.00 | 2600.00 |
| 2020-04-24 | 128740.00 | 128870.00 | 129320.00 | 127100.00 | 125000.00 | 125780.00 | 126270.00 | 124200.00 | 3740.00 | 3090.00 | 3050.00 | 2900.00 |
| 2020-04-23 | 124890.00 | 129050.00 | 130140.00 | 124670.00 | 122900.00 | 126030.00 | 126560.00 | 122900.00 | 1990.00 | 3020.00 | 3580.00 | 1770.00 |
| 2020-04-22 | 124840.00 | 123250.00 | 124840.00 | 122200.00 | 123730.00 | 121600.00 | 123730.00 | 120520.00 | 1110.00 | 1650.00 | 1110.00 | 1680.00 |
| 2020-04-21 | 127900.00 | 125530.00 | 128000.00 | 125520.00 | 128010.00 | 123950.00 | 128010.00 | 123800.00 | -110.00 | 1580.00 | -10.00 | 1720.00 |
| 2020-04-20 | 126980.00 | 128270.00 | 129490.00 | 126750.00 | 125800.00 | 126310.00 | 127730.00 | 125220.00 | 1180.00 | 1960.00 | 1760.00 | 1530.00 |
| 2020-04-17 | 127000.00 | 128140.00 | 128870.00 | 126640.00 | 124910.00 | 126460.00 | 127220.00 | 124910.00 | 2090.00 | 1680.00 | 1650.00 | 1730.00 |
| 2020-04-16 | 125960.00 | 126180.00 | 126380.00 | 124850.00 | 124200.00 | 124500.00 | 124940.00 | 123560.00 | 1760.00 | 1680.00 | 1440.00 | 1290.00 |
| 2020-04-15 | 126200.00 | 126920.00 | 127590.00 | 125740.00 | 126130.00 | 125600.00 | 126360.00 | 124620.00 | 70.00 | 1320.00 | 1230.00 | 1120.00 |
| 2020-04-14 | 128000.00 | 126370.00 | 128880.00 | 125600.00 | 126140.00 | 125280.00 | 127490.00 | 124730.00 | 1860.00 | 1090.00 | 1390.00 | 870.00 |
| 2020-04-13 | 127000.00 | 126990.00 | 128730.00 | 126290.00 | 125500.00 | 125990.00 | 127410.00 | 124960.00 | 1500.00 | 1000.00 | 1320.00 | 1330.00 |
| 2020-04-10 | 122630.00 | 126410.00 | 126750.00 | 122630.00 | 122210.00 | 124960.00 | 125370.00 | 121550.00 | 420.00 | 1450.00 | 1380.00 | 1080.00 |
| 2020-04-09 | 123550.00 | 122700.00 | 123550.00 | 121430.00 | 120600.00 | 120930.00 | 121600.00 | 120210.00 | 2950.00 | 1770.00 | 1950.00 | 1220.00 |
| 2020-04-08 | 121350.00 | 122100.00 | 122120.00 | 119540.00 | 119900.00 | 120600.00 | 120890.00 | 118820.00 | 1450.00 | 1500.00 | 1230.00 | 720.00 |
| 2020-04-07 | 122510.00 | 121240.00 | 123680.00 | 120600.00 | 120500.00 | 120120.00 | 121600.00 | 119710.00 | 2010.00 | 1120.00 | 2080.00 | 890.00 |
| 2020-04-03 | 118550.00 | 120580.00 | 121280.00 | 118550.00 | 118400.00 | 119480.00 | 120520.00 | 117950.00 | 150.00 | 1100.00 | 760.00 | 600.00 |
| 2020-04-02 | 121000.00 | 119970.00 | 122210.00 | 118500.00 | 119500.00 | 119600.00 | 121200.00 | 117100.00 | 1500.00 | 370.00 | 1010.00 | 1400.00 |
| 2020-04-01 | 120730.00 | 121290.00 | 122780.00 | 120350.00 | 120000.00 | 120000.00 | 121200.00 | 118930.00 | 730.00 | 1290.00 | 1580.00 | 1420.00 |
| 2020-03-31 | 119200.00 | 120650.00 | 121350.00 | 118020.00 | 117870.00 | 118910.00 | 119440.00 | 117300.00 | 1330.00 | 1740.00 | 1910.00 | 720.00 |
| 2020-03-30 | 117530.00 | 118800.00 | 119900.00 | 115780.00 | 116990.00 | 117330.00 | 117500.00 | 114120.00 | 540.00 | 1470.00 | 2400.00 | 1660.00 |
| 2020-03-27 | 116500.00 | 119400.00 | 119410.00 | 115860.00 | 116230.00 | 117500.00 | 117860.00 | 115230.00 | 270.00 | 1900.00 | 1550.00 | 630.00 |
| 2020-03-26 | 117000.00 | 115440.00 | 118040.00 | 115130.00 | 118730.00 | 114930.00 | 118730.00 | 114710.00 | -1730.00 | 510.00 | -690.00 | 420.00 |
| 2020-03-25 | 114040.00 | 116760.00 | 117000.00 | 113270.00 | 114510.00 | 116420.00 | 116600.00 | 112900.00 | -470.00 | 340.00 | 400.00 | 370.00 |
| 2020-03-24 | 111530.00 | 113990.00 | 114800.00 | 110510.00 | 108450.00 | 113450.00 | 113750.00 | 108450.00 | 3080.00 | 540.00 | 1050.00 | 2060.00 |
| 2020-03-23 | 110100.00 | 107360.00 | 110500.00 | 103200.00 | 110500.00 | 106750.00 | 110500.00 | 102890.00 | -400.00 | 610.00 | 0.00 | 310.00 |
| 2020-03-20 | 110010.00 | 114450.00 | 115200.00 | 104450.00 | 113010.00 | 115250.00 | 115970.00 | 106130.00 | -3000.00 | -800.00 | -770.00 | -1680.00 |
| 2020-03-19 | 115200.00 | 108190.00 | 116000.00 | 108190.00 | 111810.00 | 108130.00 | 114290.00 | 108130.00 | 3390.00 | 60.00 | 1710.00 | 60.00 |
| 2020-03-18 | 117900.00 | 117390.00 | 120300.00 | 117390.00 | 120000.00 | 117300.00 | 120220.00 | 117300.00 | -2100.00 | 90.00 | 80.00 | 90.00 |
| 2020-03-17 | 126500.00 | 123510.00 | 126650.00 | 123010.00 | 125100.00 | 123580.00 | 126450.00 | 122820.00 | 1400.00 | -70.00 | 200.00 | 190.00 |
| 2020-03-16 | 129500.00 | 127140.00 | 129650.00 | 126000.00 | 129910.00 | 126990.00 | 130150.00 | 126200.00 | -410.00 | 150.00 | -500.00 | -200.00 |
| 2020-03-13 | 130840.00 | 129800.00 | 132010.00 | 126830.00 | 131910.00 | 130020.00 | 132090.00 | 127240.00 | -1070.00 | -220.00 | -80.00 | -410.00 |
| 2020-03-12 | 135480.00 | 133990.00 | 135480.00 | 133320.00 | 134800.00 | 133790.00 | 135220.00 | 133260.00 | 680.00 | 200.00 | 260.00 | 60.00 |
| 2020-03-11 | 135100.00 | 135660.00 | 135950.00 | 134820.00 | 135210.00 | 135620.00 | 135950.00 | 134840.00 | -110.00 | 40.00 | 0.00 | -20.00 |
| 2020-03-10 | 135100.00 | 135400.00 | 136500.00 | 134370.00 | 134310.00 | 135200.00 | 136520.00 | 134310.00 | 790.00 | 200.00 | -20.00 | 60.00 |
| 2020-03-09 | 134200.00 | 133240.00 | 134560.00 | 132870.00 | 134940.00 | 133360.00 | 134940.00 | 132890.00 | -740.00 | -120.00 | -380.00 | -20.00 |
| 2020-03-06 | 137100.00 | 135620.00 | 137180.00 | 135400.00 | 136850.00 | 135380.00 | 137130.00 | 134970.00 | 250.00 | 240.00 | 50.00 | 430.00 |
| 2020-03-05 | 136780.00 | 136760.00 | 137560.00 | 136300.00 | 135860.00 | 136740.00 | 137440.00 | 135860.00 | 920.00 | 20.00 | 120.00 | 440.00 |
| 2020-03-04 | 135500.00 | 136420.00 | 136420.00 | 135100.00 | 135550.00 | 136190.00 | 136340.00 | 135110.00 | -50.00 | 230.00 | 80.00 | -10.00 |