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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019-09-27 | 136490.00 | 135590.00 | 137250.00 | 135050.00 | 136340.00 | 135650.00 | 137050.00 | 135250.00 | 150.00 | -60.00 | 200.00 | -200.00 |
| 2019-09-26 | 136360.00 | 136110.00 | 137560.00 | 135500.00 | 136520.00 | 136000.00 | 137300.00 | 135510.00 | -160.00 | 110.00 | 260.00 | -10.00 |
| 2019-09-25 | 136500.00 | 136280.00 | 136800.00 | 136050.00 | 136240.00 | 136140.00 | 136600.00 | 136000.00 | 260.00 | 140.00 | 200.00 | 50.00 |
| 2019-09-24 | 137390.00 | 136550.00 | 137620.00 | 136240.00 | 137120.00 | 136600.00 | 137140.00 | 136310.00 | 270.00 | -50.00 | 480.00 | -70.00 |
| 2019-09-23 | 136440.00 | 137320.00 | 138450.00 | 136160.00 | 136170.00 | 137300.00 | 138490.00 | 136080.00 | 270.00 | 20.00 | -40.00 | 80.00 |
| 2019-09-20 | 136320.00 | 136890.00 | 137270.00 | 135900.00 | 135880.00 | 136720.00 | 136870.00 | 135850.00 | 440.00 | 170.00 | 400.00 | 50.00 |
| 2019-09-19 | 137230.00 | 137360.00 | 137600.00 | 136810.00 | 137000.00 | 137080.00 | 137250.00 | 136650.00 | 230.00 | 280.00 | 350.00 | 160.00 |
| 2019-09-18 | 136800.00 | 137280.00 | 137900.00 | 136300.00 | 136260.00 | 137100.00 | 137600.00 | 136240.00 | 540.00 | 180.00 | 300.00 | 60.00 |
| 2019-09-17 | 137160.00 | 137040.00 | 138880.00 | 136600.00 | 136830.00 | 136950.00 | 138300.00 | 136350.00 | 330.00 | 90.00 | 580.00 | 250.00 |
| 2019-09-16 | 136730.00 | 137210.00 | 139250.00 | 135350.00 | 137910.00 | 136800.00 | 138050.00 | 134740.00 | -1180.00 | 410.00 | 1200.00 | 610.00 |
| 2019-09-12 | 140110.00 | 141650.00 | 142360.00 | 139500.00 | 139500.00 | 141160.00 | 141160.00 | 139500.00 | 610.00 | 490.00 | 1200.00 | 0.00 |
| 2019-09-11 | 140420.00 | 139850.00 | 140720.00 | 139310.00 | 139240.00 | 139500.00 | 140000.00 | 138900.00 | 1180.00 | 350.00 | 720.00 | 410.00 |
| 2019-09-10 | 139300.00 | 140770.00 | 141300.00 | 139140.00 | 138600.00 | 139650.00 | 140060.00 | 138600.00 | 700.00 | 1120.00 | 1240.00 | 540.00 |
| 2019-09-09 | 140790.00 | 139280.00 | 142150.00 | 138210.00 | 141150.00 | 138600.00 | 141210.00 | 137140.00 | -360.00 | 680.00 | 940.00 | 1070.00 |
| 2019-09-06 | 141500.00 | 140520.00 | 143610.00 | 140140.00 | 141140.00 | 140090.00 | 142200.00 | 140000.00 | 360.00 | 430.00 | 1410.00 | 140.00 |
| 2019-09-05 | 140340.00 | 142890.00 | 145090.00 | 138210.00 | 139840.00 | 141840.00 | 143600.00 | 139480.00 | 500.00 | 1050.00 | 1490.00 | -1270.00 |
| 2019-09-04 | 134930.00 | 140110.00 | 141610.00 | 134280.00 | 135000.00 | 139380.00 | 140500.00 | 134300.00 | -70.00 | 730.00 | 1110.00 | -20.00 |
| 2019-09-03 | 137500.00 | 135290.00 | 138800.00 | 133540.00 | 136500.00 | 135650.00 | 138600.00 | 134780.00 | 1000.00 | -360.00 | 200.00 | -1240.00 |
| 2019-09-02 | 129960.00 | 135540.00 | 135760.00 | 129960.00 | 131000.00 | 135600.00 | 136000.00 | 131000.00 | -1040.00 | -60.00 | -240.00 | -1040.00 |
| 2019-08-30 | 128740.00 | 129480.00 | 129640.00 | 128500.00 | 130120.00 | 130040.00 | 130990.00 | 130000.00 | -1380.00 | -560.00 | -1350.00 | -1500.00 |
| 2019-08-29 | 128830.00 | 128700.00 | 129980.00 | 128530.00 | 130420.00 | 130300.00 | 131450.00 | 130190.00 | -1590.00 | -1600.00 | -1470.00 | -1660.00 |
| 2019-08-28 | 128300.00 | 129000.00 | 129190.00 | 127910.00 | 129880.00 | 130370.00 | 130580.00 | 129420.00 | -1580.00 | -1370.00 | -1390.00 | -1510.00 |
| 2019-08-27 | 128820.00 | 128020.00 | 129500.00 | 128020.00 | 130350.00 | 129670.00 | 130350.00 | 129520.00 | -1530.00 | -1650.00 | -850.00 | -1500.00 |
| 2019-08-26 | 129300.00 | 128800.00 | 130400.00 | 127700.00 | 129040.00 | 129810.00 | 130710.00 | 129040.00 | 260.00 | -1010.00 | -310.00 | -1340.00 |
| 2019-08-23 | 130790.00 | 129730.00 | 131000.00 | 128920.00 | 130900.00 | 130500.00 | 131270.00 | 129600.00 | -110.00 | -770.00 | -270.00 | -680.00 |
| 2019-08-22 | 131490.00 | 131340.00 | 131500.00 | 130150.00 | 131600.00 | 131630.00 | 131760.00 | 130680.00 | -110.00 | -290.00 | -260.00 | -530.00 |
| 2019-08-21 | 131300.00 | 131660.00 | 133500.00 | 130800.00 | 132090.00 | 131810.00 | 132400.00 | 131200.00 | -790.00 | -150.00 | 1100.00 | -400.00 |
| 2019-08-20 | 130830.00 | 131260.00 | 131490.00 | 130100.00 | 130970.00 | 131840.00 | 132490.00 | 129870.00 | -140.00 | -580.00 | -1000.00 | 230.00 |
| 2019-08-19 | 133060.00 | 130210.00 | 133210.00 | 129820.00 | 132680.00 | 130520.00 | 133570.00 | 130020.00 | 380.00 | -310.00 | -360.00 | -200.00 |
| 2019-08-16 | 133600.00 | 133010.00 | 135300.00 | 133010.00 | 134050.00 | 133100.00 | 135580.00 | 133100.00 | -450.00 | -90.00 | -280.00 | -90.00 |
| 2019-08-15 | 133810.00 | 133890.00 | 134650.00 | 133110.00 | 134800.00 | 134030.00 | 135150.00 | 133430.00 | -990.00 | -140.00 | -500.00 | -320.00 |
| 2019-08-14 | 133560.00 | 134460.00 | 135060.00 | 133490.00 | 134000.00 | 135150.00 | 135700.00 | 133950.00 | -440.00 | -690.00 | -640.00 | -460.00 |
| 2019-08-13 | 133120.00 | 133520.00 | 135060.00 | 133120.00 | 132920.00 | 134090.00 | 136140.00 | 132920.00 | 200.00 | -570.00 | -1080.00 | 200.00 |
| 2019-08-12 | 135500.00 | 133250.00 | 135890.00 | 131600.00 | 135940.00 | 133940.00 | 136400.00 | 132000.00 | -440.00 | -690.00 | -510.00 | -400.00 |
| 2019-08-09 | 135370.00 | 135150.00 | 136370.00 | 135010.00 | 136200.00 | 135370.00 | 136600.00 | 135040.00 | -830.00 | -220.00 | -230.00 | -30.00 |
| 2019-08-08 | 134370.00 | 135300.00 | 138500.00 | 133410.00 | 134600.00 | 135540.00 | 138200.00 | 133620.00 | -230.00 | -240.00 | 300.00 | -210.00 |
| 2019-08-07 | 134630.00 | 134440.00 | 134770.00 | 133690.00 | 135080.00 | 134800.00 | 135230.00 | 134060.00 | -450.00 | -360.00 | -460.00 | -370.00 |
| 2019-08-06 | 132960.00 | 134530.00 | 134890.00 | 132960.00 | 133720.00 | 135060.00 | 135490.00 | 133720.00 | -760.00 | -530.00 | -600.00 | -760.00 |
| 2019-08-05 | 135000.00 | 133290.00 | 135400.00 | 132940.00 | 136000.00 | 133950.00 | 136000.00 | 133110.00 | -1000.00 | -660.00 | -600.00 | -170.00 |
| 2019-08-02 | 134130.00 | 134950.00 | 135100.00 | 133700.00 | 135360.00 | 135800.00 | 136000.00 | 134650.00 | -1230.00 | -850.00 | -900.00 | -950.00 |
| 2019-08-01 | 133790.00 | 134330.00 | 135390.00 | 133500.00 | 135000.00 | 135360.00 | 136680.00 | 134790.00 | -1210.00 | -1030.00 | -1290.00 | -1290.00 |
| 2019-07-31 | 134300.00 | 133840.00 | 134930.00 | 133530.00 | 135600.00 | 135100.00 | 136120.00 | 134870.00 | -1300.00 | -1260.00 | -1190.00 | -1340.00 |
| 2019-07-30 | 134020.00 | 134400.00 | 134900.00 | 133620.00 | 135500.00 | 135920.00 | 136170.00 | 135030.00 | -1480.00 | -1520.00 | -1270.00 | -1410.00 |
| 2019-07-29 | 135500.00 | 134400.00 | 135500.00 | 133400.00 | 136630.00 | 135850.00 | 136680.00 | 134710.00 | -1130.00 | -1450.00 | -1180.00 | -1310.00 |
| 2019-07-26 | 134780.00 | 135300.00 | 135650.00 | 134330.00 | 136070.00 | 136540.00 | 136900.00 | 135790.00 | -1290.00 | -1240.00 | -1250.00 | -1460.00 |
| 2019-07-25 | 133990.00 | 134800.00 | 136220.00 | 133960.00 | 134890.00 | 136260.00 | 137500.00 | 134890.00 | -900.00 | -1460.00 | -1280.00 | -930.00 |
| 2019-07-24 | 134580.00 | 133730.00 | 134580.00 | 130760.00 | 135990.00 | 134850.00 | 135990.00 | 132210.00 | -1410.00 | -1120.00 | -1410.00 | -1450.00 |
| 2019-07-23 | 134800.00 | 134660.00 | 135600.00 | 134430.00 | 136060.00 | 136040.00 | 136960.00 | 135930.00 | -1260.00 | -1380.00 | -1360.00 | -1500.00 |
| 2019-07-22 | 135030.00 | 134210.00 | 135750.00 | 133580.00 | 136700.00 | 135740.00 | 137000.00 | 135120.00 | -1670.00 | -1530.00 | -1250.00 | -1540.00 |
| 2019-07-19 | 134500.00 | 134950.00 | 136010.00 | 134010.00 | 135980.00 | 136500.00 | 137280.00 | 135440.00 | -1480.00 | -1550.00 | -1270.00 | -1430.00 |
| 2019-07-18 | 134190.00 | 134700.00 | 136550.00 | 133500.00 | 135190.00 | 135950.00 | 137550.00 | 134880.00 | -1000.00 | -1250.00 | -1000.00 | -1380.00 |
| 2019-07-17 | 134500.00 | 134160.00 | 134900.00 | 133080.00 | 135630.00 | 135310.00 | 136110.00 | 134480.00 | -1130.00 | -1150.00 | -1210.00 | -1400.00 |
| 2019-07-16 | 133260.00 | 134890.00 | 135390.00 | 132100.00 | 134630.00 | 136200.00 | 136530.00 | 133520.00 | -1370.00 | -1310.00 | -1140.00 | -1420.00 |
| 2019-07-15 | 134170.00 | 133220.00 | 134500.00 | 132900.00 | 135510.00 | 134660.00 | 135680.00 | 134310.00 | -1340.00 | -1440.00 | -1180.00 | -1410.00 |
| 2019-07-12 | 133810.00 | 134660.00 | 135450.00 | 133170.00 | 134520.00 | 135920.00 | 136500.00 | 134500.00 | -710.00 | -1260.00 | -1050.00 | -1330.00 |
| 2019-07-11 | 136000.00 | 133680.00 | 136370.00 | 132840.00 | 137480.00 | 134950.00 | 137690.00 | 134220.00 | -1480.00 | -1270.00 | -1320.00 | -1380.00 |
| 2019-07-10 | 135560.00 | 136560.00 | 136950.00 | 135120.00 | 137460.00 | 137960.00 | 138250.00 | 136680.00 | -1900.00 | -1400.00 | -1300.00 | -1560.00 |
| 2019-07-09 | 136900.00 | 135850.00 | 137500.00 | 135100.00 | 138400.00 | 137470.00 | 138500.00 | 136540.00 | -1500.00 | -1620.00 | -1000.00 | -1440.00 |
| 2019-07-08 | 133900.00 | 136580.00 | 136980.00 | 133620.00 | 135250.00 | 137980.00 | 138290.00 | 135190.00 | -1350.00 | -1400.00 | -1310.00 | -1570.00 |
| 2019-07-05 | 134120.00 | 134000.00 | 134490.00 | 133460.00 | 135260.00 | 135350.00 | 135900.00 | 134900.00 | -1140.00 | -1350.00 | -1410.00 | -1440.00 |
| 2019-07-04 | 132860.00 | 133580.00 | 135330.00 | 132860.00 | 135000.00 | 135070.00 | 136500.00 | 134500.00 | -2140.00 | -1490.00 | -1170.00 | -1640.00 |
| 2019-07-03 | 134980.00 | 132500.00 | 135830.00 | 127780.00 | 136970.00 | 134020.00 | 137000.00 | 132510.00 | -1990.00 | -1520.00 | -1170.00 | -4730.00 |
| 2019-07-02 | 142330.00 | 135310.00 | 142620.00 | 135310.00 | 144000.00 | 136650.00 | 144000.00 | 136650.00 | -1670.00 | -1340.00 | -1380.00 | -1340.00 |
| 2019-07-01 | 143080.00 | 142300.00 | 143290.00 | 141850.00 | 144500.00 | 143630.00 | 144550.00 | 143360.00 | -1420.00 | -1330.00 | -1260.00 | -1510.00 |
| 2019-06-28 | 143890.00 | 143110.00 | 143890.00 | 143060.00 | 145130.00 | 144580.00 | 145190.00 | 144530.00 | -1240.00 | -1470.00 | -1300.00 | -1470.00 |
| 2019-06-27 | 143680.00 | 143690.00 | 143900.00 | 143060.00 | 145270.00 | 145000.00 | 145370.00 | 144500.00 | -1590.00 | -1310.00 | -1470.00 | -1440.00 |
| 2019-06-26 | 144100.00 | 143480.00 | 144280.00 | 143480.00 | 146320.00 | 144970.00 | 146350.00 | 144960.00 | -2220.00 | -1490.00 | -2070.00 | -1480.00 |
| 2019-06-25 | 143660.00 | 144090.00 | 144230.00 | 143550.00 | 145190.00 | 145420.00 | 145600.00 | 145150.00 | -1530.00 | -1330.00 | -1370.00 | -1600.00 |
| 2019-06-24 | 144110.00 | 143380.00 | 144350.00 | 143220.00 | 145360.00 | 144820.00 | 145690.00 | 144820.00 | -1250.00 | -1440.00 | -1340.00 | -1600.00 |
| 2019-06-21 | 144500.00 | 144300.00 | 144740.00 | 144100.00 | 145740.00 | 145800.00 | 146050.00 | 145620.00 | -1240.00 | -1500.00 | -1310.00 | -1520.00 |
| 2019-06-20 | 143540.00 | 144100.00 | 144290.00 | 143520.00 | 145090.00 | 145560.00 | 145560.00 | 145090.00 | -1550.00 | -1460.00 | -1270.00 | -1570.00 |
| 2019-06-19 | 143840.00 | 144050.00 | 144990.00 | 143410.00 | 146390.00 | 145420.00 | 146390.00 | 144870.00 | -2550.00 | -1370.00 | -1400.00 | -1460.00 |
| 2019-06-18 | 144210.00 | 143640.00 | 144490.00 | 143500.00 | 145680.00 | 144910.00 | 145710.00 | 144880.00 | -1470.00 | -1270.00 | -1220.00 | -1380.00 |
| 2019-06-17 | 145080.00 | 144410.00 | 145080.00 | 144320.00 | 146020.00 | 145710.00 | 146300.00 | 145710.00 | -940.00 | -1300.00 | -1220.00 | -1390.00 |
| 2019-06-14 | 145430.00 | 144880.00 | 146000.00 | 144640.00 | 146830.00 | 146150.00 | 147100.00 | 146040.00 | -1400.00 | -1270.00 | -1100.00 | -1400.00 |
| 2019-06-13 | 145280.00 | 145530.00 | 145750.00 | 144820.00 | 146060.00 | 146790.00 | 146900.00 | 146030.00 | -780.00 | -1260.00 | -1150.00 | -1210.00 |
| 2019-06-12 | 145520.00 | 145320.00 | 145700.00 | 144750.00 | 146500.00 | 146610.00 | 146860.00 | 146090.00 | -980.00 | -1290.00 | -1160.00 | -1340.00 |
| 2019-06-11 | 144100.00 | 145490.00 | 145620.00 | 144000.00 | 145970.00 | 146790.00 | 146790.00 | 145700.00 | -1870.00 | -1300.00 | -1170.00 | -1700.00 |
| 2019-06-10 | 143530.00 | 144300.00 | 144440.00 | 143000.00 | 144440.00 | 144710.00 | 144710.00 | 144440.00 | -910.00 | -410.00 | -270.00 | -1440.00 |
| 2019-06-06 | 143300.00 | 143300.00 | 143700.00 | 142970.00 | 144650.00 | 144370.00 | 144650.00 | 144200.00 | -1350.00 | -1070.00 | -950.00 | -1230.00 |
| 2019-06-05 | 143270.00 | 143300.00 | 143610.00 | 142900.00 | 144500.00 | 144430.00 | 144890.00 | 144310.00 | -1230.00 | -1130.00 | -1280.00 | -1410.00 |
| 2019-06-04 | 143210.00 | 143330.00 | 143830.00 | 143010.00 | 144490.00 | 144730.00 | 144800.00 | 144490.00 | -1280.00 | -1400.00 | -970.00 | -1480.00 |
| 2019-06-03 | 143520.00 | 143080.00 | 143520.00 | 142530.00 | 144550.00 | 144100.00 | 144550.00 | 143100.00 | -1030.00 | -1020.00 | -1030.00 | -570.00 |
| 2019-05-31 | 143160.00 | 143380.00 | 143980.00 | 142800.00 | 144460.00 | 144170.00 | 144750.00 | 144170.00 | -1300.00 | -790.00 | -770.00 | -1370.00 |
| 2019-05-30 | 144470.00 | 143140.00 | 145280.00 | 143100.00 | 145850.00 | 144550.00 | 145850.00 | 144550.00 | -1380.00 | -1410.00 | -570.00 | -1450.00 |
| 2019-05-29 | 145850.00 | 145500.00 | 146080.00 | 145460.00 | 146750.00 | 146730.00 | 147040.00 | 146730.00 | -900.00 | -1230.00 | -960.00 | -1270.00 |
| 2019-05-28 | 145310.00 | 146150.00 | 146170.00 | 145070.00 | 146700.00 | 147040.00 | 147380.00 | 146700.00 | -1390.00 | -890.00 | -1210.00 | -1630.00 |
| 2019-05-27 | 144110.00 | 145550.00 | 145950.00 | 143700.00 | 145270.00 | 147050.00 | 147220.00 | 145270.00 | -1160.00 | -1500.00 | -1270.00 | -1570.00 |
| 2019-05-24 | 144670.00 | 144430.00 | 144670.00 | 143500.00 | 145600.00 | 145230.00 | 145600.00 | 144980.00 | -930.00 | -800.00 | -930.00 | -1480.00 |
| 2019-05-23 | 144650.00 | 144420.00 | 144970.00 | 144040.00 | 145980.00 | 145600.00 | 145980.00 | 145600.00 | -1330.00 | -1180.00 | -1010.00 | -1560.00 |
| 2019-05-22 | 145340.00 | 144670.00 | 145550.00 | 144460.00 | 146660.00 | 145850.00 | 146660.00 | 145820.00 | -1320.00 | -1180.00 | -1110.00 | -1360.00 |
| 2019-05-21 | 145460.00 | 145150.00 | 145540.00 | 145010.00 | 146550.00 | 146520.00 | 146940.00 | 146510.00 | -1090.00 | -1370.00 | -1400.00 | -1500.00 |
| 2019-05-20 | 145240.00 | 145540.00 | 145850.00 | 145020.00 | 147120.00 | 146470.00 | 147120.00 | 146470.00 | -1880.00 | -930.00 | -1270.00 | -1450.00 |
| 2019-05-17 | 146400.00 | 145340.00 | 146400.00 | 145300.00 | 147350.00 | 146800.00 | 147350.00 | 146800.00 | -950.00 | -1460.00 | -950.00 | -1500.00 |
| 2019-05-15 | 146000.00 | 145950.00 | 146260.00 | 145560.00 | 144890.00 | 143900.00 | 145200.00 | 143800.00 | 1110.00 | 2050.00 | 1060.00 | 1760.00 |
| 2019-05-14 | 145500.00 | 145400.00 | 146300.00 | 145100.00 | 144210.00 | 144890.00 | 144890.00 | 143860.00 | 1290.00 | 510.00 | 1410.00 | 1240.00 |
| 2019-05-13 | 146290.00 | 145680.00 | 146970.00 | 145500.00 | 144820.00 | 144400.00 | 144920.00 | 144360.00 | 1470.00 | 1280.00 | 2050.00 | 1140.00 |
| 2019-05-10 | 145990.00 | 146290.00 | 146350.00 | 145550.00 | 144500.00 | 144930.00 | 145300.00 | 144250.00 | 1490.00 | 1360.00 | 1050.00 | 1300.00 |
| 2019-05-09 | 146920.00 | 146070.00 | 147490.00 | 145910.00 | 145240.00 | 144510.00 | 145730.00 | 144510.00 | 1680.00 | 1560.00 | 1760.00 | 1400.00 |
| 2019-05-08 | 147460.00 | 147200.00 | 147730.00 | 146930.00 | 145820.00 | 145410.00 | 146150.00 | 145410.00 | 1640.00 | 1790.00 | 1580.00 | 1520.00 |