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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020-12-24 | 21400.00 | 21450.00 | 21540.00 | 21390.00 | 21390.00 | 21435.00 | 21530.00 | 21375.00 | 10.00 | 15.00 | 10.00 | 15.00 |
| 2020-12-23 | 21595.00 | 21335.00 | 21660.00 | 21195.00 | 21540.00 | 21345.00 | 21655.00 | 21210.00 | 55.00 | -10.00 | 5.00 | -15.00 |
| 2020-12-22 | 21900.00 | 21510.00 | 22020.00 | 21460.00 | 21945.00 | 21520.00 | 22010.00 | 21485.00 | -45.00 | -10.00 | 10.00 | -25.00 |
| 2020-12-21 | 21850.00 | 22200.00 | 22305.00 | 21785.00 | 21920.00 | 22180.00 | 22315.00 | 21780.00 | -70.00 | 20.00 | -10.00 | 5.00 |
| 2020-12-18 | 21860.00 | 21950.00 | 22085.00 | 21765.00 | 21875.00 | 21930.00 | 22060.00 | 21710.00 | -15.00 | 20.00 | 25.00 | 55.00 |
| 2020-12-17 | 21580.00 | 21945.00 | 21955.00 | 21465.00 | 21585.00 | 21890.00 | 21900.00 | 21430.00 | -5.00 | 55.00 | 55.00 | 35.00 |
| 2020-12-16 | 21565.00 | 21645.00 | 21670.00 | 21325.00 | 21485.00 | 21585.00 | 21620.00 | 21300.00 | 80.00 | 60.00 | 50.00 | 25.00 |
| 2020-12-15 | 21360.00 | 21455.00 | 21535.00 | 21320.00 | 21385.00 | 21415.00 | 21490.00 | 21285.00 | -25.00 | 40.00 | 45.00 | 35.00 |
| 2020-12-14 | 21525.00 | 21350.00 | 21630.00 | 21310.00 | 21470.00 | 21325.00 | 21585.00 | 21265.00 | 55.00 | 25.00 | 45.00 | 45.00 |
| 2020-12-11 | 21405.00 | 21525.00 | 21975.00 | 21405.00 | 21420.00 | 21495.00 | 21925.00 | 21350.00 | -15.00 | 30.00 | 50.00 | 55.00 |
| 2020-12-10 | 21500.00 | 21440.00 | 21635.00 | 21305.00 | 21400.00 | 21385.00 | 21565.00 | 21245.00 | 100.00 | 55.00 | 70.00 | 60.00 |
| 2020-12-09 | 21285.00 | 21455.00 | 21600.00 | 21165.00 | 21205.00 | 21380.00 | 21520.00 | 21090.00 | 80.00 | 75.00 | 80.00 | 75.00 |
| 2020-12-08 | 21045.00 | 21275.00 | 21350.00 | 21010.00 | 20960.00 | 21215.00 | 21285.00 | 20935.00 | 85.00 | 60.00 | 65.00 | 75.00 |
| 2020-12-07 | 20925.00 | 21045.00 | 21060.00 | 20740.00 | 20960.00 | 20990.00 | 21000.00 | 20690.00 | -35.00 | 55.00 | 60.00 | 50.00 |
| 2020-12-04 | 21030.00 | 21060.00 | 21160.00 | 20825.00 | 20990.00 | 20985.00 | 21090.00 | 20765.00 | 40.00 | 75.00 | 70.00 | 60.00 |
| 2020-12-03 | 21035.00 | 21015.00 | 21130.00 | 20780.00 | 20975.00 | 20950.00 | 21075.00 | 20735.00 | 60.00 | 65.00 | 55.00 | 45.00 |
| 2020-12-02 | 21345.00 | 21160.00 | 21475.00 | 21115.00 | 21245.00 | 21125.00 | 21395.00 | 21030.00 | 100.00 | 35.00 | 80.00 | 85.00 |
| 2020-12-01 | 21550.00 | 21315.00 | 21610.00 | 21235.00 | 21450.00 | 21245.00 | 21545.00 | 21150.00 | 100.00 | 70.00 | 65.00 | 85.00 |
| 2020-11-30 | 21135.00 | 21535.00 | 21685.00 | 21080.00 | 20975.00 | 21460.00 | 21620.00 | 20975.00 | 160.00 | 75.00 | 65.00 | 105.00 |
| 2020-11-27 | 20960.00 | 21050.00 | 21200.00 | 20735.00 | 21040.00 | 21075.00 | 21190.00 | 20760.00 | -80.00 | -25.00 | 10.00 | -25.00 |
| 2020-11-26 | 20785.00 | 21045.00 | 21140.00 | 20695.00 | 20710.00 | 21050.00 | 21135.00 | 20700.00 | 75.00 | -5.00 | 5.00 | -5.00 |
| 2020-11-25 | 20960.00 | 20710.00 | 21030.00 | 20695.00 | 21000.00 | 20715.00 | 21040.00 | 20710.00 | -40.00 | -5.00 | -10.00 | -15.00 |
| 2020-11-24 | 20945.00 | 20960.00 | 21125.00 | 20680.00 | 21000.00 | 20930.00 | 21110.00 | 20665.00 | -55.00 | 30.00 | 15.00 | 15.00 |
| 2020-11-23 | 21305.00 | 21070.00 | 21305.00 | 21030.00 | 21180.00 | 21030.00 | 21260.00 | 20990.00 | 125.00 | 40.00 | 45.00 | 40.00 |
| 2020-11-20 | 20760.00 | 21240.00 | 21290.00 | 20740.00 | 20735.00 | 21200.00 | 21250.00 | 20705.00 | 25.00 | 40.00 | 40.00 | 35.00 |
| 2020-11-19 | 20790.00 | 20845.00 | 20850.00 | 20560.00 | 20700.00 | 20800.00 | 20810.00 | 20520.00 | 90.00 | 45.00 | 40.00 | 40.00 |
| 2020-11-18 | 20370.00 | 20770.00 | 20870.00 | 20365.00 | 20335.00 | 20690.00 | 20785.00 | 20315.00 | 35.00 | 80.00 | 85.00 | 50.00 |
| 2020-11-17 | 20350.00 | 20355.00 | 20470.00 | 20205.00 | 20275.00 | 20310.00 | 20400.00 | 20160.00 | 75.00 | 45.00 | 70.00 | 45.00 |
| 2020-11-16 | 20020.00 | 20280.00 | 20325.00 | 19985.00 | 20025.00 | 20230.00 | 20275.00 | 19940.00 | -5.00 | 50.00 | 50.00 | 45.00 |
| 2020-11-13 | 19960.00 | 20020.00 | 20090.00 | 19835.00 | 19930.00 | 19980.00 | 20045.00 | 19800.00 | 30.00 | 40.00 | 45.00 | 35.00 |
| 2020-11-12 | 20185.00 | 20020.00 | 20185.00 | 19870.00 | 20075.00 | 19975.00 | 20115.00 | 19820.00 | 110.00 | 45.00 | 70.00 | 50.00 |
| 2020-11-11 | 20165.00 | 20135.00 | 20290.00 | 20120.00 | 20010.00 | 20060.00 | 20210.00 | 20010.00 | 155.00 | 75.00 | 80.00 | 110.00 |
| 2020-11-10 | 20495.00 | 20115.00 | 20560.00 | 20065.00 | 20480.00 | 20050.00 | 20480.00 | 20000.00 | 15.00 | 65.00 | 80.00 | 65.00 |
| 2020-11-09 | 20020.00 | 20465.00 | 20475.00 | 19975.00 | 19970.00 | 20350.00 | 20360.00 | 19890.00 | 50.00 | 115.00 | 115.00 | 85.00 |
| 2020-11-06 | 19965.00 | 19975.00 | 20035.00 | 19810.00 | 19900.00 | 19875.00 | 19950.00 | 19745.00 | 65.00 | 100.00 | 85.00 | 65.00 |
| 2020-11-05 | 19870.00 | 19845.00 | 20165.00 | 19835.00 | 19800.00 | 19765.00 | 20080.00 | 19755.00 | 70.00 | 80.00 | 85.00 | 80.00 |
| 2020-11-04 | 19985.00 | 19810.00 | 20075.00 | 19620.00 | 19900.00 | 19745.00 | 20000.00 | 19550.00 | 85.00 | 65.00 | 75.00 | 70.00 |
| 2020-11-03 | 19755.00 | 19950.00 | 19985.00 | 19680.00 | 19690.00 | 19860.00 | 19910.00 | 19625.00 | 65.00 | 90.00 | 75.00 | 55.00 |
| 2020-11-02 | 19640.00 | 19755.00 | 19810.00 | 19510.00 | 19575.00 | 19690.00 | 19745.00 | 19445.00 | 65.00 | 65.00 | 65.00 | 65.00 |
| 2020-10-30 | 19540.00 | 19580.00 | 19830.00 | 19465.00 | 19440.00 | 19500.00 | 19750.00 | 19405.00 | 100.00 | 80.00 | 80.00 | 60.00 |
| 2020-10-29 | 19800.00 | 19690.00 | 19840.00 | 19550.00 | 19850.00 | 19745.00 | 20180.00 | 19620.00 | -50.00 | -55.00 | -340.00 | -70.00 |
| 2020-10-28 | 19680.00 | 20065.00 | 20135.00 | 19565.00 | 19735.00 | 20090.00 | 20180.00 | 19625.00 | -55.00 | -25.00 | -45.00 | -60.00 |
| 2020-10-27 | 19585.00 | 19680.00 | 19840.00 | 19575.00 | 19490.00 | 19610.00 | 19765.00 | 19485.00 | 95.00 | 70.00 | 75.00 | 90.00 |
| 2020-10-26 | 19965.00 | 19615.00 | 20030.00 | 19590.00 | 19875.00 | 19525.00 | 19950.00 | 19515.00 | 90.00 | 90.00 | 80.00 | 75.00 |
| 2020-10-23 | 19825.00 | 19870.00 | 19950.00 | 19755.00 | 19745.00 | 19785.00 | 19850.00 | 19680.00 | 80.00 | 85.00 | 100.00 | 75.00 |
| 2020-10-22 | 19850.00 | 19845.00 | 19925.00 | 19720.00 | 19745.00 | 19745.00 | 19825.00 | 19620.00 | 105.00 | 100.00 | 100.00 | 100.00 |
| 2020-10-21 | 19430.00 | 19780.00 | 19820.00 | 19415.00 | 19315.00 | 19690.00 | 19710.00 | 19300.00 | 115.00 | 90.00 | 110.00 | 115.00 |
| 2020-10-20 | 19490.00 | 19370.00 | 19520.00 | 19255.00 | 19425.00 | 19255.00 | 19425.00 | 19130.00 | 65.00 | 115.00 | 95.00 | 125.00 |
| 2020-10-19 | 19110.00 | 19325.00 | 19350.00 | 18990.00 | 18990.00 | 19190.00 | 19220.00 | 18890.00 | 120.00 | 135.00 | 130.00 | 100.00 |
| 2020-10-16 | 19130.00 | 19040.00 | 19335.00 | 18930.00 | 19055.00 | 18915.00 | 19215.00 | 18810.00 | 75.00 | 125.00 | 120.00 | 120.00 |
| 2020-10-15 | 19190.00 | 19265.00 | 19295.00 | 18975.00 | 19030.00 | 19155.00 | 19170.00 | 18855.00 | 160.00 | 110.00 | 125.00 | 120.00 |
| 2020-10-14 | 19330.00 | 19120.00 | 19340.00 | 19080.00 | 19125.00 | 18990.00 | 19180.00 | 18935.00 | 205.00 | 130.00 | 160.00 | 145.00 |
| 2020-10-13 | 19450.00 | 19245.00 | 19550.00 | 19215.00 | 19315.00 | 19090.00 | 19395.00 | 19065.00 | 135.00 | 155.00 | 155.00 | 150.00 |
| 2020-10-12 | 19330.00 | 19465.00 | 19500.00 | 19045.00 | 19155.00 | 19315.00 | 19350.00 | 18885.00 | 175.00 | 150.00 | 150.00 | 160.00 |
| 2020-10-09 | 19170.00 | 19265.00 | 19400.00 | 19090.00 | 18950.00 | 19125.00 | 19230.00 | 18915.00 | 220.00 | 140.00 | 170.00 | 175.00 |
| 2020-09-30 | 19280.00 | 19285.00 | 19390.00 | 19200.00 | 19125.00 | 19145.00 | 19285.00 | 19085.00 | 155.00 | 140.00 | 105.00 | 115.00 |
| 2020-09-29 | 19170.00 | 19355.00 | 19415.00 | 19125.00 | 18935.00 | 19205.00 | 19250.00 | 18935.00 | 235.00 | 150.00 | 165.00 | 190.00 |
| 2020-09-28 | 18915.00 | 19055.00 | 19085.00 | 18765.00 | 19135.00 | 19240.00 | 19295.00 | 18995.00 | -220.00 | -185.00 | -210.00 | -230.00 |
| 2020-09-25 | 18940.00 | 19070.00 | 19110.00 | 18680.00 | 19225.00 | 19295.00 | 19355.00 | 18935.00 | -285.00 | -225.00 | -245.00 | -255.00 |
| 2020-09-24 | 19170.00 | 18985.00 | 19290.00 | 18930.00 | 19400.00 | 19230.00 | 19540.00 | 19200.00 | -230.00 | -245.00 | -250.00 | -270.00 |
| 2020-09-23 | 19815.00 | 19520.00 | 19850.00 | 19405.00 | 19585.00 | 19250.00 | 19625.00 | 19135.00 | 230.00 | 270.00 | 225.00 | 270.00 |
| 2020-09-22 | 19900.00 | 19770.00 | 19950.00 | 19525.00 | 19710.00 | 19530.00 | 19740.00 | 19310.00 | 190.00 | 240.00 | 210.00 | 215.00 |
| 2020-09-21 | 20140.00 | 20020.00 | 20265.00 | 19980.00 | 19940.00 | 19820.00 | 20065.00 | 19785.00 | 200.00 | 200.00 | 200.00 | 195.00 |
| 2020-09-18 | 19790.00 | 20215.00 | 20255.00 | 19630.00 | 19575.00 | 20015.00 | 20025.00 | 19435.00 | 215.00 | 200.00 | 230.00 | 195.00 |
| 2020-09-17 | 20010.00 | 19685.00 | 20035.00 | 19650.00 | 19800.00 | 19490.00 | 19855.00 | 19470.00 | 210.00 | 195.00 | 180.00 | 180.00 |
| 2020-09-16 | 20100.00 | 19955.00 | 20130.00 | 19820.00 | 19900.00 | 19780.00 | 19925.00 | 19650.00 | 200.00 | 175.00 | 205.00 | 170.00 |
| 2020-09-15 | 19770.00 | 20010.00 | 20065.00 | 19710.00 | 19610.00 | 19835.00 | 19885.00 | 19540.00 | 160.00 | 175.00 | 180.00 | 170.00 |
| 2020-09-14 | 19550.00 | 19770.00 | 19845.00 | 19430.00 | 19450.00 | 19620.00 | 19685.00 | 19340.00 | 100.00 | 150.00 | 160.00 | 90.00 |
| 2020-09-11 | 19175.00 | 19435.00 | 19495.00 | 19130.00 | 19100.00 | 19335.00 | 19395.00 | 19040.00 | 75.00 | 100.00 | 100.00 | 90.00 |
| 2020-09-10 | 19325.00 | 19055.00 | 19410.00 | 19045.00 | 19240.00 | 18960.00 | 19310.00 | 18960.00 | 85.00 | 95.00 | 100.00 | 85.00 |
| 2020-09-09 | 19570.00 | 19275.00 | 19580.00 | 19205.00 | 19540.00 | 19180.00 | 19540.00 | 19115.00 | 30.00 | 95.00 | 40.00 | 90.00 |
| 2020-09-08 | 19880.00 | 19800.00 | 19955.00 | 19780.00 | 19770.00 | 19725.00 | 19870.00 | 19705.00 | 110.00 | 75.00 | 85.00 | 75.00 |
| 2020-09-07 | 19835.00 | 19805.00 | 20060.00 | 19710.00 | 19805.00 | 19710.00 | 19965.00 | 19620.00 | 30.00 | 95.00 | 95.00 | 90.00 |
| 2020-09-04 | 20180.00 | 19860.00 | 20295.00 | 19670.00 | 20000.00 | 19775.00 | 20190.00 | 19590.00 | 180.00 | 85.00 | 105.00 | 80.00 |
| 2020-09-03 | 20330.00 | 20180.00 | 20365.00 | 20130.00 | 20190.00 | 20080.00 | 20255.00 | 20045.00 | 140.00 | 100.00 | 110.00 | 85.00 |
| 2020-09-02 | 20430.00 | 20325.00 | 20440.00 | 20170.00 | 20335.00 | 20215.00 | 20345.00 | 20070.00 | 95.00 | 110.00 | 95.00 | 100.00 |
| 2020-09-01 | 19985.00 | 20450.00 | 20460.00 | 19905.00 | 19855.00 | 20335.00 | 20350.00 | 19825.00 | 130.00 | 115.00 | 110.00 | 80.00 |
| 2020-08-31 | 20215.00 | 19905.00 | 20245.00 | 19850.00 | 20150.00 | 19840.00 | 20150.00 | 19780.00 | 65.00 | 65.00 | 95.00 | 70.00 |
| 2020-08-28 | 19815.00 | 20060.00 | 20105.00 | 19685.00 | 19855.00 | 20080.00 | 20145.00 | 19750.00 | -40.00 | -20.00 | -40.00 | -65.00 |
| 2020-08-27 | 19880.00 | 19850.00 | 19930.00 | 19745.00 | 19930.00 | 19890.00 | 19960.00 | 19800.00 | -50.00 | -40.00 | -30.00 | -55.00 |
| 2020-08-26 | 19950.00 | 19810.00 | 20030.00 | 19755.00 | 19970.00 | 19860.00 | 20055.00 | 19805.00 | -20.00 | -50.00 | -25.00 | -50.00 |
| 2020-08-25 | 19840.00 | 19840.00 | 19890.00 | 19610.00 | 19880.00 | 19875.00 | 19920.00 | 19660.00 | -40.00 | -35.00 | -30.00 | -50.00 |
| 2020-08-24 | 19920.00 | 19845.00 | 19940.00 | 19685.00 | 19950.00 | 19880.00 | 19985.00 | 19760.00 | -30.00 | -35.00 | -45.00 | -75.00 |
| 2020-08-21 | 20195.00 | 20060.00 | 20220.00 | 20020.00 | 20120.00 | 20005.00 | 20170.00 | 19950.00 | 75.00 | 55.00 | 50.00 | 70.00 |
| 2020-08-20 | 20215.00 | 20095.00 | 20430.00 | 19955.00 | 20195.00 | 20045.00 | 20375.00 | 19900.00 | 20.00 | 50.00 | 55.00 | 55.00 |
| 2020-08-19 | 20080.00 | 20175.00 | 20180.00 | 19890.00 | 19960.00 | 20100.00 | 20100.00 | 19795.00 | 120.00 | 75.00 | 80.00 | 95.00 |
| 2020-08-18 | 19875.00 | 19900.00 | 20060.00 | 19800.00 | 19700.00 | 19800.00 | 19930.00 | 19660.00 | 175.00 | 100.00 | 130.00 | 140.00 |
| 2020-08-17 | 19450.00 | 19790.00 | 19855.00 | 19270.00 | 19360.00 | 19665.00 | 19715.00 | 19150.00 | 90.00 | 125.00 | 140.00 | 120.00 |
| 2020-08-14 | 19410.00 | 19455.00 | 19525.00 | 19245.00 | 19255.00 | 19325.00 | 19395.00 | 19145.00 | 155.00 | 130.00 | 130.00 | 100.00 |
| 2020-08-13 | 19390.00 | 19390.00 | 19490.00 | 19290.00 | 19340.00 | 19280.00 | 19375.00 | 19175.00 | 50.00 | 110.00 | 115.00 | 115.00 |
| 2020-08-12 | 19380.00 | 19370.00 | 19620.00 | 19065.00 | 19255.00 | 19260.00 | 19465.00 | 18960.00 | 125.00 | 110.00 | 155.00 | 105.00 |
| 2020-08-11 | 19300.00 | 19285.00 | 19455.00 | 19235.00 | 19275.00 | 19200.00 | 19365.00 | 19135.00 | 25.00 | 85.00 | 90.00 | 100.00 |
| 2020-08-10 | 19490.00 | 19220.00 | 19655.00 | 19145.00 | 19350.00 | 19140.00 | 19570.00 | 19060.00 | 140.00 | 80.00 | 85.00 | 85.00 |
| 2020-08-07 | 19435.00 | 19430.00 | 19570.00 | 19250.00 | 19345.00 | 19350.00 | 19495.00 | 19185.00 | 90.00 | 80.00 | 75.00 | 65.00 |
| 2020-08-06 | 19150.00 | 19365.00 | 19550.00 | 19005.00 | 19030.00 | 19300.00 | 19475.00 | 18955.00 | 120.00 | 65.00 | 75.00 | 50.00 |
| 2020-08-05 | 18830.00 | 18850.00 | 19070.00 | 18770.00 | 18820.00 | 18805.00 | 19020.00 | 18730.00 | 10.00 | 45.00 | 50.00 | 40.00 |
| 2020-08-04 | 18940.00 | 18870.00 | 19010.00 | 18735.00 | 18860.00 | 18815.00 | 18950.00 | 18685.00 | 80.00 | 55.00 | 60.00 | 50.00 |
| 2020-08-03 | 18990.00 | 18790.00 | 19095.00 | 18670.00 | 18945.00 | 18750.00 | 19015.00 | 18605.00 | 45.00 | 40.00 | 80.00 | 65.00 |
| 2020-07-31 | 18660.00 | 19080.00 | 19130.00 | 18490.00 | 18595.00 | 18985.00 | 19035.00 | 18425.00 | 65.00 | 95.00 | 95.00 | 65.00 |
| 2020-07-30 | 18720.00 | 18745.00 | 18925.00 | 18480.00 | 18630.00 | 18685.00 | 18840.00 | 18405.00 | 90.00 | 60.00 | 85.00 | 75.00 |