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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020-03-03 | 135010.00 | 135640.00 | 136300.00 | 134800.00 | 135350.00 | 135740.00 | 136720.00 | 134800.00 | -340.00 | -100.00 | -420.00 | 0.00 |
| 2020-03-02 | 131490.00 | 134500.00 | 134650.00 | 131380.00 | 131650.00 | 134360.00 | 134510.00 | 131350.00 | -160.00 | 140.00 | 140.00 | 30.00 |
| 2020-02-28 | 135170.00 | 131770.00 | 135170.00 | 131560.00 | 135170.00 | 131650.00 | 135170.00 | 131470.00 | 0.00 | 120.00 | 0.00 | 90.00 |
| 2020-02-27 | 135800.00 | 136230.00 | 136800.00 | 135340.00 | 135770.00 | 135960.00 | 136610.00 | 135170.00 | 30.00 | 270.00 | 190.00 | 170.00 |
| 2020-02-26 | 136900.00 | 135900.00 | 137440.00 | 135760.00 | 136500.00 | 135680.00 | 137120.00 | 135670.00 | 400.00 | 220.00 | 320.00 | 90.00 |
| 2020-02-25 | 136690.00 | 136670.00 | 136980.00 | 135830.00 | 135360.00 | 136810.00 | 136810.00 | 135360.00 | 1330.00 | -140.00 | 170.00 | 470.00 |
| 2020-02-24 | 135820.00 | 137080.00 | 137430.00 | 135660.00 | 135730.00 | 136830.00 | 137090.00 | 135540.00 | 90.00 | 250.00 | 340.00 | 120.00 |
| 2020-02-21 | 135800.00 | 136100.00 | 136100.00 | 135010.00 | 135750.00 | 135730.00 | 135870.00 | 134860.00 | 50.00 | 370.00 | 230.00 | 150.00 |
| 2020-02-20 | 135150.00 | 135860.00 | 136280.00 | 135150.00 | 135410.00 | 135750.00 | 135890.00 | 135150.00 | -260.00 | 110.00 | 390.00 | 0.00 |
| 2020-02-19 | 135360.00 | 135700.00 | 135950.00 | 134860.00 | 134950.00 | 135410.00 | 135740.00 | 134830.00 | 410.00 | 290.00 | 210.00 | 30.00 |
| 2020-02-18 | 135160.00 | 135470.00 | 136660.00 | 134800.00 | 136020.00 | 135230.00 | 136270.00 | 134610.00 | -860.00 | 240.00 | 390.00 | 190.00 |
| 2020-02-17 | 134920.00 | 135530.00 | 135600.00 | 134010.00 | 134220.00 | 135230.00 | 135250.00 | 133860.00 | 700.00 | 300.00 | 350.00 | 150.00 |
| 2020-02-14 | 134560.00 | 134600.00 | 134870.00 | 134300.00 | 136250.00 | 135320.00 | 136250.00 | 134980.00 | -1690.00 | -720.00 | -1380.00 | -680.00 |
| 2020-02-13 | 134050.00 | 134550.00 | 134980.00 | 133980.00 | 133180.00 | 134670.00 | 134830.00 | 133180.00 | 870.00 | -120.00 | 150.00 | 800.00 |
| 2020-02-12 | 134600.00 | 134100.00 | 135180.00 | 133900.00 | 134010.00 | 134090.00 | 134970.00 | 133820.00 | 590.00 | 10.00 | 210.00 | 80.00 |
| 2020-02-11 | 133800.00 | 134800.00 | 135200.00 | 133610.00 | 134380.00 | 134710.00 | 135080.00 | 133520.00 | -580.00 | 90.00 | 120.00 | 90.00 |
| 2020-02-10 | 133980.00 | 133910.00 | 134500.00 | 132700.00 | 133320.00 | 133840.00 | 134380.00 | 132380.00 | 660.00 | 70.00 | 120.00 | 320.00 |
| 2020-02-07 | 133960.00 | 133980.00 | 135290.00 | 133210.00 | 133240.00 | 133840.00 | 135120.00 | 133130.00 | 720.00 | 140.00 | 170.00 | 80.00 |
| 2020-02-06 | 132000.00 | 133380.00 | 133860.00 | 132000.00 | 132330.00 | 133240.00 | 133550.00 | 131970.00 | -330.00 | 140.00 | 310.00 | 30.00 |
| 2020-02-05 | 130560.00 | 131690.00 | 132340.00 | 130560.00 | 130850.00 | 131730.00 | 132500.00 | 130790.00 | -290.00 | -40.00 | -160.00 | -230.00 |
| 2020-02-04 | 130790.00 | 131750.00 | 132760.00 | 129620.00 | 133130.00 | 132400.00 | 133390.00 | 130620.00 | -2340.00 | -650.00 | -630.00 | -1000.00 |
| 2020-02-03 | 133300.00 | 130790.00 | 133350.00 | 130280.00 | 134000.00 | 130380.00 | 134000.00 | 130370.00 | -700.00 | 410.00 | -650.00 | -90.00 |
| 2020-01-23 | 140500.00 | 137340.00 | 140500.00 | 137050.00 | 139830.00 | 137320.00 | 139830.00 | 136880.00 | 670.00 | 20.00 | 670.00 | 170.00 |
| 2020-01-22 | 138410.00 | 140050.00 | 140590.00 | 138410.00 | 138520.00 | 140220.00 | 140290.00 | 138410.00 | -110.00 | -170.00 | 300.00 | 0.00 |
| 2020-01-21 | 140150.00 | 139000.00 | 141150.00 | 138880.00 | 140850.00 | 139800.00 | 141620.00 | 139750.00 | -700.00 | -800.00 | -470.00 | -870.00 |
| 2020-01-20 | 140710.00 | 139920.00 | 140850.00 | 138510.00 | 141390.00 | 140720.00 | 141600.00 | 139530.00 | -680.00 | -800.00 | -750.00 | -1020.00 |
| 2020-01-17 | 140700.00 | 140690.00 | 140910.00 | 139850.00 | 141100.00 | 141290.00 | 141460.00 | 140600.00 | -400.00 | -600.00 | -550.00 | -750.00 |
| 2020-01-16 | 139660.00 | 139730.00 | 141250.00 | 139210.00 | 140530.00 | 140260.00 | 141100.00 | 140000.00 | -870.00 | -530.00 | 150.00 | -790.00 |
| 2020-01-15 | 138750.00 | 139660.00 | 139900.00 | 138130.00 | 139020.00 | 140380.00 | 140560.00 | 138800.00 | -270.00 | -720.00 | -660.00 | -670.00 |
| 2020-01-14 | 138500.00 | 138240.00 | 138950.00 | 137550.00 | 138900.00 | 138990.00 | 139690.00 | 138320.00 | -400.00 | -750.00 | -740.00 | -770.00 |
| 2020-01-13 | 137750.00 | 138090.00 | 138100.00 | 137050.00 | 138690.00 | 138880.00 | 138900.00 | 137830.00 | -940.00 | -790.00 | -800.00 | -780.00 |
| 2020-01-10 | 137620.00 | 137550.00 | 138090.00 | 137150.00 | 138020.00 | 138520.00 | 138860.00 | 138020.00 | -400.00 | -970.00 | -770.00 | -870.00 |
| 2020-01-09 | 135600.00 | 137720.00 | 137770.00 | 135570.00 | 134780.00 | 137270.00 | 137350.00 | 134780.00 | 820.00 | 450.00 | 420.00 | 790.00 |
| 2020-01-08 | 135140.00 | 135560.00 | 136410.00 | 134910.00 | 134820.00 | 134780.00 | 136010.00 | 134550.00 | 320.00 | 780.00 | 400.00 | 360.00 |
| 2020-01-07 | 134570.00 | 135120.00 | 135120.00 | 134310.00 | 134320.00 | 134820.00 | 134820.00 | 133980.00 | 250.00 | 300.00 | 300.00 | 330.00 |
| 2020-01-06 | 134000.00 | 134570.00 | 135190.00 | 133010.00 | 135080.00 | 135770.00 | 135990.00 | 134650.00 | -1080.00 | -1200.00 | -800.00 | -1640.00 |
| 2020-01-03 | 136100.00 | 135020.00 | 136510.00 | 134820.00 | 136510.00 | 136070.00 | 137110.00 | 135920.00 | -410.00 | -1050.00 | -600.00 | -1100.00 |
| 2020-01-02 | 134200.00 | 135200.00 | 135570.00 | 133820.00 | 137280.00 | 136320.00 | 137600.00 | 135360.00 | -3080.00 | -1120.00 | -2030.00 | -1540.00 |
| 2019-12-31 | 136200.00 | 135250.00 | 136480.00 | 135150.00 | 135500.00 | 134810.00 | 136030.00 | 134270.00 | 700.00 | 440.00 | 450.00 | 880.00 |
| 2019-12-30 | 137810.00 | 136360.00 | 137820.00 | 133000.00 | 137500.00 | 134800.00 | 137890.00 | 134010.00 | 310.00 | 1560.00 | -70.00 | -1010.00 |
| 2019-12-27 | 138850.00 | 137840.00 | 138850.00 | 137820.00 | 137540.00 | 137530.00 | 138480.00 | 137530.00 | 1310.00 | 310.00 | 370.00 | 290.00 |
| 2019-12-26 | 138430.00 | 138490.00 | 139000.00 | 137810.00 | 142740.00 | 142970.00 | 143250.00 | 142640.00 | -4310.00 | -4480.00 | -4250.00 | -4830.00 |
| 2019-12-25 | 138770.00 | 138000.00 | 138990.00 | 137700.00 | 143940.00 | 142630.00 | 143940.00 | 142300.00 | -5170.00 | -4630.00 | -4950.00 | -4600.00 |
| 2019-12-24 | 139900.00 | 138700.00 | 140500.00 | 138600.00 | 143900.00 | 143130.00 | 144380.00 | 142880.00 | -4000.00 | -4430.00 | -3880.00 | -4280.00 |
| 2019-12-23 | 139050.00 | 139920.00 | 140700.00 | 138880.00 | 142330.00 | 144100.00 | 144530.00 | 142000.00 | -3280.00 | -4180.00 | -3830.00 | -3120.00 |
| 2019-12-20 | 139850.00 | 139520.00 | 140280.00 | 139430.00 | 141210.00 | 142330.00 | 142500.00 | 141210.00 | -1360.00 | -2810.00 | -2220.00 | -1780.00 |
| 2019-12-19 | 139220.00 | 140100.00 | 140530.00 | 139000.00 | 140600.00 | 141740.00 | 142250.00 | 140570.00 | -1380.00 | -1640.00 | -1720.00 | -1570.00 |
| 2019-12-18 | 138870.00 | 139710.00 | 139860.00 | 138850.00 | 140490.00 | 141100.00 | 141350.00 | 140490.00 | -1620.00 | -1390.00 | -1490.00 | -1640.00 |
| 2019-12-17 | 139610.00 | 138850.00 | 139630.00 | 138100.00 | 141120.00 | 140580.00 | 141620.00 | 140000.00 | -1510.00 | -1730.00 | -1990.00 | -1900.00 |
| 2019-12-16 | 139600.00 | 140700.00 | 141200.00 | 139500.00 | 138350.00 | 139170.00 | 139170.00 | 137660.00 | 1250.00 | 1530.00 | 2030.00 | 1840.00 |
| 2019-12-13 | 140650.00 | 139800.00 | 140740.00 | 139750.00 | 139140.00 | 137860.00 | 139140.00 | 137860.00 | 1510.00 | 1940.00 | 1600.00 | 1890.00 |
| 2019-12-12 | 141670.00 | 140710.00 | 141810.00 | 140300.00 | 139730.00 | 139280.00 | 140160.00 | 138690.00 | 1940.00 | 1430.00 | 1650.00 | 1610.00 |
| 2019-12-11 | 141300.00 | 141610.00 | 141950.00 | 140900.00 | 139820.00 | 140060.00 | 140230.00 | 139300.00 | 1480.00 | 1550.00 | 1720.00 | 1600.00 |
| 2019-12-10 | 140230.00 | 141350.00 | 141750.00 | 140150.00 | 138630.00 | 139580.00 | 140020.00 | 138630.00 | 1600.00 | 1770.00 | 1730.00 | 1520.00 |
| 2019-12-09 | 139030.00 | 140230.00 | 140470.00 | 139030.00 | 137800.00 | 138760.00 | 138760.00 | 137400.00 | 1230.00 | 1470.00 | 1710.00 | 1630.00 |
| 2019-12-06 | 139000.00 | 139210.00 | 139590.00 | 138800.00 | 137520.00 | 137530.00 | 137760.00 | 137110.00 | 1480.00 | 1680.00 | 1830.00 | 1690.00 |
| 2019-12-05 | 139350.00 | 139080.00 | 139350.00 | 138150.00 | 137540.00 | 137300.00 | 137870.00 | 136250.00 | 1810.00 | 1780.00 | 1480.00 | 1900.00 |
| 2019-12-04 | 138830.00 | 138940.00 | 139600.00 | 138430.00 | 137500.00 | 137320.00 | 137720.00 | 136660.00 | 1330.00 | 1620.00 | 1880.00 | 1770.00 |
| 2019-12-03 | 139300.00 | 138600.00 | 139300.00 | 137900.00 | 136640.00 | 136610.00 | 136970.00 | 136060.00 | 2660.00 | 1990.00 | 2330.00 | 1840.00 |
| 2019-12-02 | 138460.00 | 139360.00 | 139360.00 | 138150.00 | 135310.00 | 137170.00 | 137300.00 | 135240.00 | 3150.00 | 2190.00 | 2060.00 | 2910.00 |
| 2019-11-29 | 138580.00 | 138410.00 | 139040.00 | 137730.00 | 135840.00 | 135560.00 | 136210.00 | 135030.00 | 2740.00 | 2850.00 | 2830.00 | 2700.00 |
| 2019-11-28 | 138040.00 | 138530.00 | 139170.00 | 138040.00 | 135600.00 | 135650.00 | 136490.00 | 135600.00 | 2440.00 | 2880.00 | 2680.00 | 2440.00 |
| 2019-11-27 | 138510.00 | 138180.00 | 138890.00 | 138030.00 | 135900.00 | 135600.00 | 135970.00 | 135380.00 | 2610.00 | 2580.00 | 2920.00 | 2650.00 |
| 2019-11-26 | 138890.00 | 138640.00 | 139090.00 | 138100.00 | 136060.00 | 135980.00 | 136290.00 | 135280.00 | 2830.00 | 2660.00 | 2800.00 | 2820.00 |
| 2019-11-25 | 138700.00 | 138880.00 | 139250.00 | 138240.00 | 135980.00 | 135930.00 | 136240.00 | 135440.00 | 2720.00 | 2950.00 | 3010.00 | 2800.00 |
| 2019-11-22 | 137720.00 | 139050.00 | 139430.00 | 137360.00 | 135600.00 | 136160.00 | 136750.00 | 134900.00 | 2120.00 | 2890.00 | 2680.00 | 2460.00 |
| 2019-11-21 | 135010.00 | 137740.00 | 137980.00 | 134860.00 | 133290.00 | 135520.00 | 135860.00 | 133290.00 | 1720.00 | 2220.00 | 2120.00 | 1570.00 |
| 2019-11-20 | 134500.00 | 135000.00 | 135170.00 | 134200.00 | 132750.00 | 133150.00 | 133590.00 | 132450.00 | 1750.00 | 1850.00 | 1580.00 | 1750.00 |
| 2019-11-19 | 135530.00 | 134850.00 | 135530.00 | 133700.00 | 134000.00 | 132950.00 | 134000.00 | 132410.00 | 1530.00 | 1900.00 | 1530.00 | 1290.00 |
| 2019-11-18 | 134450.00 | 135550.00 | 135760.00 | 133870.00 | 134460.00 | 134350.00 | 134820.00 | 133620.00 | -10.00 | 1200.00 | 940.00 | 250.00 |
| 2019-11-15 | 134610.00 | 134490.00 | 135280.00 | 134200.00 | 134690.00 | 134300.00 | 135040.00 | 134040.00 | -80.00 | 190.00 | 240.00 | 160.00 |
| 2019-11-14 | 134960.00 | 134700.00 | 135070.00 | 133450.00 | 134990.00 | 134440.00 | 134990.00 | 133400.00 | -30.00 | 260.00 | 80.00 | 50.00 |
| 2019-11-13 | 136510.00 | 134600.00 | 136520.00 | 134240.00 | 136460.00 | 134620.00 | 136460.00 | 130500.00 | 50.00 | -20.00 | 60.00 | 3740.00 |
| 2019-11-12 | 137450.00 | 136330.00 | 137450.00 | 136100.00 | 137290.00 | 136160.00 | 137290.00 | 136050.00 | 160.00 | 170.00 | 160.00 | 50.00 |
| 2019-11-11 | 137080.00 | 137450.00 | 138130.00 | 136620.00 | 137150.00 | 137290.00 | 137990.00 | 136630.00 | -70.00 | 160.00 | 140.00 | -10.00 |
| 2019-11-08 | 137290.00 | 137180.00 | 137500.00 | 136910.00 | 136350.00 | 137140.00 | 137430.00 | 136350.00 | 940.00 | 40.00 | 70.00 | 560.00 |
| 2019-11-07 | 136500.00 | 136940.00 | 137480.00 | 136410.00 | 136450.00 | 136850.00 | 137330.00 | 136290.00 | 50.00 | 90.00 | 150.00 | 120.00 |
| 2019-11-06 | 136850.00 | 136600.00 | 137120.00 | 136020.00 | 136890.00 | 136310.00 | 136990.00 | 136010.00 | -40.00 | 290.00 | 130.00 | 10.00 |
| 2019-11-05 | 136320.00 | 136970.00 | 137400.00 | 136100.00 | 136520.00 | 136860.00 | 137190.00 | 136090.00 | -200.00 | 110.00 | 210.00 | 10.00 |
| 2019-11-04 | 137200.00 | 136640.00 | 137660.00 | 136250.00 | 138000.00 | 136600.00 | 138000.00 | 136210.00 | -800.00 | 40.00 | -340.00 | 40.00 |
| 2019-11-01 | 138380.00 | 137220.00 | 138870.00 | 136620.00 | 138220.00 | 137080.00 | 138390.00 | 136460.00 | 160.00 | 140.00 | 480.00 | 160.00 |
| 2019-10-31 | 138690.00 | 138340.00 | 138690.00 | 137820.00 | 138000.00 | 138200.00 | 138390.00 | 137640.00 | 690.00 | 140.00 | 300.00 | 180.00 |
| 2019-10-30 | 138440.00 | 138750.00 | 138930.00 | 138320.00 | 138180.00 | 138530.00 | 138680.00 | 138180.00 | 260.00 | 220.00 | 250.00 | 140.00 |
| 2019-10-29 | 139110.00 | 138540.00 | 139400.00 | 138230.00 | 139170.00 | 138250.00 | 139330.00 | 138100.00 | -60.00 | 290.00 | 70.00 | 130.00 |
| 2019-10-28 | 138260.00 | 139020.00 | 139680.00 | 138000.00 | 138090.00 | 138990.00 | 139550.00 | 138090.00 | 170.00 | 30.00 | 130.00 | -90.00 |
| 2019-10-25 | 138200.00 | 138200.00 | 139380.00 | 137560.00 | 138220.00 | 138350.00 | 139380.00 | 137680.00 | -20.00 | -150.00 | 0.00 | -120.00 |
| 2019-10-24 | 138600.00 | 138110.00 | 138600.00 | 137360.00 | 138300.00 | 138310.00 | 138390.00 | 137440.00 | 300.00 | -200.00 | 210.00 | -80.00 |
| 2019-10-23 | 137850.00 | 138380.00 | 139310.00 | 137630.00 | 137860.00 | 138310.00 | 139180.00 | 137860.00 | -10.00 | 70.00 | 130.00 | -230.00 |
| 2019-10-22 | 138030.00 | 137800.00 | 138090.00 | 137210.00 | 137730.00 | 137900.00 | 138110.00 | 137430.00 | 300.00 | -100.00 | -20.00 | -220.00 |
| 2019-10-21 | 139500.00 | 137980.00 | 139790.00 | 137030.00 | 139450.00 | 138130.00 | 139550.00 | 137110.00 | 50.00 | -150.00 | 240.00 | -80.00 |
| 2019-10-18 | 140500.00 | 140530.00 | 141790.00 | 139880.00 | 141180.00 | 140200.00 | 141590.00 | 140100.00 | -680.00 | 330.00 | 200.00 | -220.00 |
| 2019-10-17 | 138720.00 | 139620.00 | 139900.00 | 138360.00 | 139030.00 | 139580.00 | 139800.00 | 138420.00 | -310.00 | 40.00 | 100.00 | -60.00 |
| 2019-10-16 | 137020.00 | 138790.00 | 139100.00 | 136900.00 | 137300.00 | 138640.00 | 139180.00 | 137300.00 | -280.00 | 150.00 | -80.00 | -400.00 |
| 2019-10-15 | 137350.00 | 136850.00 | 137700.00 | 136180.00 | 137530.00 | 137070.00 | 137620.00 | 136300.00 | -180.00 | -220.00 | 80.00 | -120.00 |
| 2019-10-14 | 136480.00 | 137220.00 | 138050.00 | 136050.00 | 136550.00 | 137500.00 | 138130.00 | 136380.00 | -70.00 | -280.00 | -80.00 | -330.00 |
| 2019-10-11 | 136520.00 | 136150.00 | 137050.00 | 135590.00 | 136410.00 | 136280.00 | 136720.00 | 135700.00 | 110.00 | -130.00 | 330.00 | -110.00 |
| 2019-10-10 | 136770.00 | 136670.00 | 137280.00 | 135350.00 | 136480.00 | 136400.00 | 136990.00 | 135820.00 | 290.00 | 270.00 | 290.00 | -470.00 |
| 2019-10-09 | 135210.00 | 136930.00 | 137000.00 | 135200.00 | 135610.00 | 136500.00 | 136970.00 | 135550.00 | -400.00 | 430.00 | 30.00 | -350.00 |
| 2019-10-08 | 135040.00 | 135260.00 | 135640.00 | 133720.00 | 134100.00 | 134930.00 | 135320.00 | 133630.00 | 940.00 | 330.00 | 320.00 | 90.00 |
| 2019-09-30 | 135490.00 | 134800.00 | 135590.00 | 133260.00 | 134670.00 | 134450.00 | 134670.00 | 133300.00 | 820.00 | 350.00 | 920.00 | -40.00 |