本页面展示沪锌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。
关于沪锌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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021-10-26 | 24820.00 | 24435.00 | 24935.00 | 24120.00 | 24665.00 | 24405.00 | 24900.00 | 24080.00 | 155.00 | 30.00 | 35.00 | 40.00 |
| 2021-10-25 | 24710.00 | 24700.00 | 25060.00 | 24015.00 | 24675.00 | 24750.00 | 25120.00 | 24040.00 | 35.00 | -50.00 | -60.00 | -25.00 |
| 2021-10-22 | 25185.00 | 24675.00 | 25365.00 | 24055.00 | 25150.00 | 24695.00 | 25395.00 | 24080.00 | 35.00 | -20.00 | -30.00 | -25.00 |
| 2021-10-21 | 25565.00 | 25365.00 | 26185.00 | 25350.00 | 25700.00 | 25400.00 | 26225.00 | 25400.00 | -135.00 | -35.00 | -40.00 | -50.00 |
| 2021-10-20 | 26880.00 | 25415.00 | 26880.00 | 25125.00 | 26795.00 | 25450.00 | 26875.00 | 25050.00 | 85.00 | -35.00 | 5.00 | 75.00 |
| 2021-10-19 | 27295.00 | 27275.00 | 27585.00 | 26900.00 | 27440.00 | 27310.00 | 27600.00 | 26920.00 | -145.00 | -35.00 | -15.00 | -20.00 |
| 2021-10-18 | 27480.00 | 27720.00 | 27720.00 | 26860.00 | 27445.00 | 27725.00 | 27725.00 | 26880.00 | 35.00 | -5.00 | -5.00 | -20.00 |
| 2021-10-15 | 25675.00 | 25720.00 | 26060.00 | 25410.00 | 25600.00 | 25720.00 | 26050.00 | 25430.00 | 75.00 | 0.00 | 10.00 | -20.00 |
| 2021-10-14 | 24495.00 | 25700.00 | 25700.00 | 24455.00 | 24400.00 | 25710.00 | 25710.00 | 24400.00 | 95.00 | -10.00 | -10.00 | 55.00 |
| 2021-10-13 | 23805.00 | 24000.00 | 24000.00 | 23520.00 | 23830.00 | 24000.00 | 24010.00 | 23535.00 | -25.00 | 0.00 | -10.00 | -15.00 |
| 2021-10-12 | 23450.00 | 23730.00 | 23880.00 | 23385.00 | 23500.00 | 23740.00 | 23885.00 | 23390.00 | -50.00 | -10.00 | -5.00 | -5.00 |
| 2021-10-11 | 23060.00 | 23240.00 | 23445.00 | 22980.00 | 23050.00 | 23240.00 | 23420.00 | 22970.00 | 10.00 | 0.00 | 25.00 | 10.00 |
| 2021-10-08 | 22555.00 | 22945.00 | 22980.00 | 22555.00 | 22500.00 | 22930.00 | 22960.00 | 22500.00 | 55.00 | 15.00 | 20.00 | 55.00 |
| 2021-09-30 | 22625.00 | 22370.00 | 22700.00 | 22350.00 | 22655.00 | 22370.00 | 22705.00 | 22355.00 | -30.00 | 0.00 | -5.00 | -5.00 |
| 2021-09-29 | 22665.00 | 22690.00 | 22780.00 | 22620.00 | 22655.00 | 22680.00 | 22760.00 | 22610.00 | 10.00 | 10.00 | 20.00 | 10.00 |
| 2021-09-28 | 22880.00 | 22715.00 | 22955.00 | 22655.00 | 22940.00 | 22690.00 | 22940.00 | 22650.00 | -60.00 | 25.00 | 15.00 | 5.00 |
| 2021-09-27 | 23065.00 | 23020.00 | 23285.00 | 22860.00 | 22995.00 | 22960.00 | 23250.00 | 22830.00 | 70.00 | 60.00 | 35.00 | 30.00 |
| 2021-09-24 | 22725.00 | 22985.00 | 23045.00 | 22675.00 | 22780.00 | 22980.00 | 23045.00 | 22670.00 | -55.00 | 5.00 | 0.00 | 5.00 |
| 2021-09-23 | 22740.00 | 22670.00 | 22840.00 | 22530.00 | 22805.00 | 22660.00 | 22830.00 | 22530.00 | -65.00 | 10.00 | 10.00 | 0.00 |
| 2021-09-22 | 22485.00 | 22790.00 | 22810.00 | 22380.00 | 22430.00 | 22775.00 | 22800.00 | 22380.00 | 55.00 | 15.00 | 10.00 | 0.00 |
| 2021-09-17 | 22600.00 | 22780.00 | 22880.00 | 22585.00 | 22590.00 | 22770.00 | 22865.00 | 22585.00 | 10.00 | 10.00 | 15.00 | 0.00 |
| 2021-09-16 | 22630.00 | 22520.00 | 22745.00 | 22505.00 | 22650.00 | 22505.00 | 22745.00 | 22505.00 | -20.00 | 15.00 | 0.00 | 0.00 |
| 2021-09-15 | 22505.00 | 22575.00 | 22630.00 | 22470.00 | 22505.00 | 22570.00 | 22625.00 | 22465.00 | 0.00 | 5.00 | 5.00 | 5.00 |
| 2021-09-14 | 22975.00 | 22585.00 | 23010.00 | 22570.00 | 22930.00 | 22565.00 | 23000.00 | 22565.00 | 45.00 | 20.00 | 10.00 | 5.00 |
| 2021-09-13 | 23000.00 | 22885.00 | 23225.00 | 22860.00 | 23000.00 | 22885.00 | 23210.00 | 22855.00 | 0.00 | 0.00 | 15.00 | 5.00 |
| 2021-09-10 | 22910.00 | 22940.00 | 22985.00 | 22745.00 | 22960.00 | 22930.00 | 22970.00 | 22735.00 | -50.00 | 10.00 | 15.00 | 10.00 |
| 2021-09-09 | 22695.00 | 22960.00 | 22980.00 | 22645.00 | 22720.00 | 22940.00 | 22960.00 | 22640.00 | -25.00 | 20.00 | 20.00 | 5.00 |
| 2021-09-08 | 22645.00 | 22630.00 | 22725.00 | 22530.00 | 22570.00 | 22625.00 | 22710.00 | 22525.00 | 75.00 | 5.00 | 15.00 | 5.00 |
| 2021-09-07 | 22545.00 | 22505.00 | 22600.00 | 22395.00 | 22580.00 | 22500.00 | 22580.00 | 22390.00 | -35.00 | 5.00 | 20.00 | 5.00 |
| 2021-09-06 | 22415.00 | 22585.00 | 22590.00 | 22360.00 | 22400.00 | 22580.00 | 22585.00 | 22355.00 | 15.00 | 5.00 | 5.00 | 5.00 |
| 2021-09-03 | 22200.00 | 22415.00 | 22505.00 | 22180.00 | 22225.00 | 22395.00 | 22495.00 | 22170.00 | -25.00 | 20.00 | 10.00 | 10.00 |
| 2021-09-02 | 22190.00 | 22270.00 | 22300.00 | 22010.00 | 22125.00 | 22260.00 | 22290.00 | 22005.00 | 65.00 | 10.00 | 10.00 | 5.00 |
| 2021-09-01 | 22480.00 | 22165.00 | 22500.00 | 22160.00 | 22490.00 | 22160.00 | 22495.00 | 22155.00 | -10.00 | 5.00 | 5.00 | 5.00 |
| 2021-08-31 | 22635.00 | 22350.00 | 22635.00 | 22285.00 | 22615.00 | 22350.00 | 22635.00 | 22280.00 | 20.00 | 0.00 | 0.00 | 5.00 |
| 2021-08-30 | 22365.00 | 22635.00 | 22660.00 | 22320.00 | 22395.00 | 22615.00 | 22640.00 | 22310.00 | -30.00 | 20.00 | 20.00 | 10.00 |
| 2021-08-27 | 22505.00 | 22385.00 | 22520.00 | 22240.00 | 22480.00 | 22395.00 | 22525.00 | 22260.00 | 25.00 | -10.00 | -5.00 | -20.00 |
| 2021-08-26 | 22700.00 | 22510.00 | 22735.00 | 22440.00 | 22720.00 | 22505.00 | 22730.00 | 22455.00 | -20.00 | 5.00 | 5.00 | -15.00 |
| 2021-08-25 | 22450.00 | 22590.00 | 22610.00 | 22430.00 | 22455.00 | 22600.00 | 22615.00 | 22450.00 | -5.00 | -10.00 | -5.00 | -20.00 |
| 2021-08-24 | 22300.00 | 22330.00 | 22400.00 | 22115.00 | 22265.00 | 22355.00 | 22420.00 | 22135.00 | 35.00 | -25.00 | -20.00 | -20.00 |
| 2021-08-23 | 22395.00 | 22240.00 | 22430.00 | 22215.00 | 22280.00 | 22230.00 | 22435.00 | 22205.00 | 115.00 | 10.00 | -5.00 | 10.00 |
| 2021-08-20 | 22210.00 | 22440.00 | 22505.00 | 22180.00 | 22200.00 | 22430.00 | 22495.00 | 22160.00 | 10.00 | 10.00 | 10.00 | 20.00 |
| 2021-08-19 | 22620.00 | 22420.00 | 22655.00 | 22400.00 | 22620.00 | 22410.00 | 22635.00 | 22385.00 | 0.00 | 10.00 | 20.00 | 15.00 |
| 2021-08-18 | 22520.00 | 22640.00 | 22805.00 | 22520.00 | 22580.00 | 22625.00 | 22775.00 | 22510.00 | -60.00 | 15.00 | 30.00 | 10.00 |
| 2021-08-17 | 22560.00 | 22790.00 | 22845.00 | 22510.00 | 22445.00 | 22770.00 | 22830.00 | 22445.00 | 115.00 | 20.00 | 15.00 | 65.00 |
| 2021-08-16 | 22530.00 | 22400.00 | 22675.00 | 22330.00 | 22415.00 | 22385.00 | 22660.00 | 22320.00 | 115.00 | 15.00 | 15.00 | 10.00 |
| 2021-08-13 | 22610.00 | 22360.00 | 22650.00 | 22300.00 | 22650.00 | 22360.00 | 22650.00 | 22305.00 | -40.00 | 0.00 | 0.00 | -5.00 |
| 2021-08-12 | 22660.00 | 22795.00 | 22820.00 | 22590.00 | 22625.00 | 22770.00 | 22800.00 | 22550.00 | 35.00 | 25.00 | 20.00 | 40.00 |
| 2021-08-11 | 22400.00 | 22520.00 | 22545.00 | 22360.00 | 22495.00 | 22500.00 | 22530.00 | 22350.00 | -95.00 | 20.00 | 15.00 | 10.00 |
| 2021-08-10 | 22220.00 | 22430.00 | 22450.00 | 22200.00 | 22200.00 | 22420.00 | 22430.00 | 22190.00 | 20.00 | 10.00 | 20.00 | 10.00 |
| 2021-08-09 | 22430.00 | 22395.00 | 22500.00 | 22250.00 | 22450.00 | 22390.00 | 22485.00 | 22250.00 | -20.00 | 5.00 | 15.00 | 0.00 |
| 2021-08-06 | 22220.00 | 22580.00 | 22600.00 | 22180.00 | 22175.00 | 22555.00 | 22590.00 | 22175.00 | 45.00 | 25.00 | 10.00 | 5.00 |
| 2021-08-05 | 22050.00 | 22090.00 | 22180.00 | 21990.00 | 22030.00 | 22080.00 | 22175.00 | 22000.00 | 20.00 | 10.00 | 5.00 | -10.00 |
| 2021-08-04 | 22020.00 | 22050.00 | 22130.00 | 21960.00 | 21980.00 | 22060.00 | 22140.00 | 21980.00 | 40.00 | -10.00 | -10.00 | -20.00 |
| 2021-08-03 | 22660.00 | 22120.00 | 22665.00 | 22105.00 | 22660.00 | 22125.00 | 22660.00 | 22115.00 | 0.00 | -5.00 | 5.00 | -10.00 |
| 2021-08-02 | 22615.00 | 22570.00 | 22700.00 | 22445.00 | 22595.00 | 22560.00 | 22690.00 | 22435.00 | 20.00 | 10.00 | 10.00 | 10.00 |
| 2021-07-30 | 22305.00 | 22495.00 | 22540.00 | 22290.00 | 22400.00 | 22485.00 | 22540.00 | 22305.00 | -95.00 | 10.00 | 0.00 | -15.00 |
| 2021-07-29 | 22255.00 | 22360.00 | 22380.00 | 22205.00 | 22280.00 | 22350.00 | 22360.00 | 22195.00 | -25.00 | 10.00 | 20.00 | 10.00 |
| 2021-07-28 | 22395.00 | 22240.00 | 22410.00 | 22215.00 | 22385.00 | 22215.00 | 22385.00 | 22185.00 | 10.00 | 25.00 | 25.00 | 30.00 |
| 2021-07-27 | 22395.00 | 22375.00 | 22685.00 | 22330.00 | 22355.00 | 22335.00 | 22645.00 | 22310.00 | 40.00 | 40.00 | 40.00 | 20.00 |
| 2021-07-26 | 22270.00 | 22375.00 | 22540.00 | 22210.00 | 22300.00 | 22380.00 | 22545.00 | 22225.00 | -30.00 | -5.00 | -5.00 | -15.00 |
| 2021-07-23 | 22150.00 | 22210.00 | 22325.00 | 22060.00 | 22180.00 | 22210.00 | 22320.00 | 22060.00 | -30.00 | 0.00 | 5.00 | 0.00 |
| 2021-07-22 | 22175.00 | 22185.00 | 22225.00 | 22105.00 | 22225.00 | 22170.00 | 22225.00 | 22100.00 | -50.00 | 15.00 | 0.00 | 5.00 |
| 2021-07-21 | 22440.00 | 22170.00 | 22600.00 | 22095.00 | 22400.00 | 22155.00 | 22555.00 | 22090.00 | 40.00 | 15.00 | 45.00 | 5.00 |
| 2021-07-20 | 22295.00 | 22545.00 | 22615.00 | 22280.00 | 22255.00 | 22490.00 | 22555.00 | 22245.00 | 40.00 | 55.00 | 60.00 | 35.00 |
| 2021-07-19 | 22490.00 | 22495.00 | 22635.00 | 22415.00 | 22470.00 | 22450.00 | 22585.00 | 22375.00 | 20.00 | 45.00 | 50.00 | 40.00 |
| 2021-07-16 | 22080.00 | 22465.00 | 22500.00 | 22070.00 | 22110.00 | 22440.00 | 22450.00 | 22060.00 | -30.00 | 25.00 | 50.00 | 10.00 |
| 2021-07-15 | 21910.00 | 22130.00 | 22145.00 | 21785.00 | 21990.00 | 22110.00 | 22120.00 | 21780.00 | -80.00 | 20.00 | 25.00 | 5.00 |
| 2021-07-14 | 21925.00 | 21980.00 | 22025.00 | 21770.00 | 21900.00 | 21960.00 | 22010.00 | 21760.00 | 25.00 | 20.00 | 15.00 | 10.00 |
| 2021-07-13 | 22160.00 | 21995.00 | 22235.00 | 21990.00 | 22170.00 | 21975.00 | 22200.00 | 21965.00 | -10.00 | 20.00 | 35.00 | 25.00 |
| 2021-07-12 | 22445.00 | 22185.00 | 22695.00 | 22165.00 | 22395.00 | 22145.00 | 22645.00 | 22130.00 | 50.00 | 40.00 | 50.00 | 35.00 |
| 2021-07-09 | 22230.00 | 22360.00 | 22420.00 | 22155.00 | 22110.00 | 22325.00 | 22385.00 | 22110.00 | 120.00 | 35.00 | 35.00 | 45.00 |
| 2021-07-08 | 22260.00 | 22190.00 | 22365.00 | 22100.00 | 22320.00 | 22160.00 | 22330.00 | 22080.00 | -60.00 | 30.00 | 35.00 | 20.00 |
| 2021-07-07 | 22385.00 | 22350.00 | 22410.00 | 21965.00 | 22220.00 | 22310.00 | 22365.00 | 21945.00 | 165.00 | 40.00 | 45.00 | 20.00 |
| 2021-07-06 | 22150.00 | 22295.00 | 22330.00 | 22090.00 | 22150.00 | 22255.00 | 22295.00 | 22075.00 | 0.00 | 40.00 | 35.00 | 15.00 |
| 2021-07-05 | 22110.00 | 22200.00 | 22340.00 | 21825.00 | 22000.00 | 22185.00 | 22315.00 | 21820.00 | 110.00 | 15.00 | 25.00 | 5.00 |
| 2021-07-02 | 22160.00 | 22020.00 | 22200.00 | 21930.00 | 22100.00 | 22010.00 | 22175.00 | 21925.00 | 60.00 | 10.00 | 25.00 | 5.00 |
| 2021-07-01 | 22055.00 | 22180.00 | 22255.00 | 22000.00 | 21960.00 | 22170.00 | 22240.00 | 21960.00 | 95.00 | 10.00 | 15.00 | 40.00 |
| 2021-06-30 | 21905.00 | 21965.00 | 22080.00 | 21810.00 | 21925.00 | 21950.00 | 22070.00 | 21815.00 | -20.00 | 15.00 | 10.00 | -5.00 |
| 2021-06-29 | 21745.00 | 21905.00 | 21955.00 | 21670.00 | 21770.00 | 21890.00 | 21940.00 | 21675.00 | -25.00 | 15.00 | 15.00 | -5.00 |
| 2021-06-28 | 21845.00 | 21745.00 | 21995.00 | 21710.00 | 21780.00 | 21730.00 | 21965.00 | 21705.00 | 65.00 | 15.00 | 30.00 | 5.00 |
| 2021-06-25 | 21805.00 | 21760.00 | 22025.00 | 21760.00 | 21785.00 | 21745.00 | 22000.00 | 21745.00 | 20.00 | 15.00 | 25.00 | 15.00 |
| 2021-06-24 | 21905.00 | 21690.00 | 22010.00 | 21685.00 | 21880.00 | 21700.00 | 22000.00 | 21700.00 | 25.00 | -10.00 | 10.00 | -15.00 |
| 2021-06-23 | 21560.00 | 21820.00 | 21855.00 | 21545.00 | 21530.00 | 21805.00 | 21825.00 | 21525.00 | 30.00 | 15.00 | 30.00 | 20.00 |
| 2021-06-22 | 21515.00 | 21650.00 | 21730.00 | 21485.00 | 21480.00 | 21635.00 | 21710.00 | 21455.00 | 35.00 | 15.00 | 20.00 | 30.00 |
| 2021-06-21 | 21770.00 | 21515.00 | 21790.00 | 21390.00 | 21805.00 | 21475.00 | 21805.00 | 21370.00 | -35.00 | 40.00 | -15.00 | 20.00 |
| 2021-06-18 | 22450.00 | 21935.00 | 22495.00 | 21845.00 | 22365.00 | 21915.00 | 22415.00 | 21835.00 | 85.00 | 20.00 | 80.00 | 10.00 |
| 2021-06-17 | 22350.00 | 22650.00 | 22830.00 | 22310.00 | 22305.00 | 22595.00 | 22770.00 | 22290.00 | 45.00 | 55.00 | 60.00 | 20.00 |
| 2021-06-16 | 22480.00 | 22310.00 | 22795.00 | 22300.00 | 22375.00 | 22270.00 | 22750.00 | 22260.00 | 105.00 | 40.00 | 45.00 | 40.00 |
| 2021-06-15 | 22750.00 | 22460.00 | 22845.00 | 22310.00 | 22795.00 | 22440.00 | 22805.00 | 22295.00 | -45.00 | 20.00 | 40.00 | 15.00 |
| 2021-06-11 | 22440.00 | 22740.00 | 22890.00 | 22345.00 | 22380.00 | 22715.00 | 22855.00 | 22325.00 | 60.00 | 25.00 | 35.00 | 20.00 |
| 2021-06-10 | 22605.00 | 22400.00 | 22710.00 | 22230.00 | 22610.00 | 22380.00 | 22690.00 | 22210.00 | -5.00 | 20.00 | 20.00 | 20.00 |
| 2021-06-09 | 22505.00 | 22685.00 | 22735.00 | 22420.00 | 22485.00 | 22660.00 | 22720.00 | 22410.00 | 20.00 | 25.00 | 15.00 | 10.00 |
| 2021-06-08 | 22525.00 | 22505.00 | 22790.00 | 22460.00 | 22350.00 | 22495.00 | 22765.00 | 22350.00 | 175.00 | 10.00 | 25.00 | 110.00 |
| 2021-06-07 | 22590.00 | 22410.00 | 22705.00 | 22405.00 | 22585.00 | 22405.00 | 22695.00 | 22390.00 | 5.00 | 5.00 | 10.00 | 15.00 |
| 2021-06-04 | 22500.00 | 22520.00 | 22595.00 | 22350.00 | 22485.00 | 22505.00 | 22585.00 | 22340.00 | 15.00 | 15.00 | 10.00 | 10.00 |
| 2021-06-03 | 23155.00 | 22890.00 | 23195.00 | 22780.00 | 23100.00 | 22875.00 | 23175.00 | 22770.00 | 55.00 | 15.00 | 20.00 | 10.00 |
| 2021-06-02 | 22930.00 | 23140.00 | 23210.00 | 22850.00 | 22985.00 | 23130.00 | 23190.00 | 22830.00 | -55.00 | 10.00 | 20.00 | 20.00 |
| 2021-06-01 | 22815.00 | 23075.00 | 23085.00 | 22600.00 | 22830.00 | 23050.00 | 23060.00 | 22575.00 | -15.00 | 25.00 | 25.00 | 25.00 |
| 2021-05-31 | 22940.00 | 22900.00 | 23125.00 | 22790.00 | 22845.00 | 22870.00 | 23090.00 | 22760.00 | 95.00 | 30.00 | 35.00 | 30.00 |
| 2021-05-28 | 22505.00 | 23045.00 | 23100.00 | 22500.00 | 22600.00 | 22995.00 | 23060.00 | 22480.00 | -95.00 | 50.00 | 40.00 | 20.00 |