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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020-07-29 | 18030.00 | 18695.00 | 18720.00 | 18015.00 | 18000.00 | 18610.00 | 18630.00 | 17965.00 | 30.00 | 85.00 | 90.00 | 50.00 |
| 2020-07-28 | 18060.00 | 17980.00 | 18530.00 | 17890.00 | 18040.00 | 17930.00 | 18435.00 | 17835.00 | 20.00 | 50.00 | 95.00 | 55.00 |
| 2020-07-27 | 17945.00 | 18130.00 | 18220.00 | 17910.00 | 17925.00 | 18145.00 | 18230.00 | 17925.00 | 20.00 | -15.00 | -10.00 | -15.00 |
| 2020-07-24 | 17970.00 | 17910.00 | 18300.00 | 17740.00 | 18030.00 | 17915.00 | 18315.00 | 17760.00 | -60.00 | -5.00 | -15.00 | -20.00 |
| 2020-07-23 | 17930.00 | 18065.00 | 18070.00 | 17575.00 | 17990.00 | 18095.00 | 18095.00 | 17595.00 | -60.00 | -30.00 | -25.00 | -20.00 |
| 2020-07-22 | 17910.00 | 18025.00 | 18330.00 | 17910.00 | 17975.00 | 18035.00 | 18330.00 | 17890.00 | -65.00 | -10.00 | 0.00 | 20.00 |
| 2020-07-21 | 17700.00 | 17870.00 | 17990.00 | 17700.00 | 17660.00 | 17840.00 | 17960.00 | 17660.00 | 40.00 | 30.00 | 30.00 | 40.00 |
| 2020-07-20 | 17790.00 | 17685.00 | 17860.00 | 17560.00 | 17850.00 | 17655.00 | 17850.00 | 17515.00 | -60.00 | 30.00 | 10.00 | 45.00 |
| 2020-07-17 | 17800.00 | 17875.00 | 18000.00 | 17735.00 | 17725.00 | 17860.00 | 17970.00 | 17705.00 | 75.00 | 15.00 | 30.00 | 30.00 |
| 2020-07-16 | 17930.00 | 17730.00 | 17975.00 | 17525.00 | 17885.00 | 17675.00 | 17950.00 | 17500.00 | 45.00 | 55.00 | 25.00 | 25.00 |
| 2020-07-15 | 17925.00 | 17880.00 | 18020.00 | 17770.00 | 17840.00 | 17855.00 | 17995.00 | 17735.00 | 85.00 | 25.00 | 25.00 | 35.00 |
| 2020-07-14 | 18030.00 | 17945.00 | 18455.00 | 17825.00 | 18070.00 | 17930.00 | 18430.00 | 17790.00 | -40.00 | 15.00 | 25.00 | 35.00 |
| 2020-07-13 | 17625.00 | 18030.00 | 18195.00 | 17625.00 | 17620.00 | 17965.00 | 18135.00 | 17585.00 | 5.00 | 65.00 | 60.00 | 40.00 |
| 2020-07-10 | 17545.00 | 17555.00 | 17755.00 | 17375.00 | 17550.00 | 17505.00 | 17710.00 | 17345.00 | -5.00 | 50.00 | 45.00 | 30.00 |
| 2020-07-09 | 17160.00 | 17540.00 | 17650.00 | 17115.00 | 17140.00 | 17505.00 | 17610.00 | 17110.00 | 20.00 | 35.00 | 40.00 | 5.00 |
| 2020-07-08 | 16745.00 | 17090.00 | 17115.00 | 16690.00 | 16700.00 | 17075.00 | 17090.00 | 16660.00 | 45.00 | 15.00 | 25.00 | 30.00 |
| 2020-07-07 | 16820.00 | 16705.00 | 16855.00 | 16635.00 | 16760.00 | 16705.00 | 16820.00 | 16610.00 | 60.00 | 0.00 | 35.00 | 25.00 |
| 2020-07-06 | 16695.00 | 16820.00 | 16820.00 | 16615.00 | 16690.00 | 16780.00 | 16780.00 | 16585.00 | 5.00 | 40.00 | 40.00 | 30.00 |
| 2020-07-03 | 16765.00 | 16745.00 | 16780.00 | 16670.00 | 16705.00 | 16715.00 | 16750.00 | 16645.00 | 60.00 | 30.00 | 30.00 | 25.00 |
| 2020-07-02 | 16645.00 | 16775.00 | 16815.00 | 16585.00 | 16600.00 | 16740.00 | 16775.00 | 16550.00 | 45.00 | 35.00 | 40.00 | 35.00 |
| 2020-07-01 | 16835.00 | 16685.00 | 16885.00 | 16660.00 | 16835.00 | 16650.00 | 16855.00 | 16620.00 | 0.00 | 35.00 | 30.00 | 40.00 |
| 2020-06-30 | 16700.00 | 16835.00 | 16900.00 | 16655.00 | 16575.00 | 16795.00 | 16860.00 | 16575.00 | 125.00 | 40.00 | 40.00 | 80.00 |
| 2020-06-29 | 16685.00 | 16625.00 | 16765.00 | 16580.00 | 16770.00 | 16705.00 | 16825.00 | 16660.00 | -85.00 | -80.00 | -60.00 | -80.00 |
| 2020-06-24 | 16780.00 | 16740.00 | 16835.00 | 16655.00 | 16850.00 | 16805.00 | 16890.00 | 16715.00 | -70.00 | -65.00 | -55.00 | -60.00 |
| 2020-06-23 | 16880.00 | 16790.00 | 17055.00 | 16730.00 | 16950.00 | 16850.00 | 17105.00 | 16800.00 | -70.00 | -60.00 | -50.00 | -70.00 |
| 2020-06-22 | 17000.00 | 16825.00 | 17015.00 | 16760.00 | 16985.00 | 16870.00 | 17075.00 | 16820.00 | 15.00 | -45.00 | -60.00 | -60.00 |
| 2020-06-19 | 16790.00 | 16985.00 | 17050.00 | 16765.00 | 16700.00 | 16935.00 | 16965.00 | 16680.00 | 90.00 | 50.00 | 85.00 | 85.00 |
| 2020-06-18 | 16730.00 | 16720.00 | 16835.00 | 16620.00 | 16670.00 | 16625.00 | 16795.00 | 16545.00 | 60.00 | 95.00 | 40.00 | 75.00 |
| 2020-06-17 | 16560.00 | 16750.00 | 16765.00 | 16445.00 | 16545.00 | 16670.00 | 16685.00 | 16380.00 | 15.00 | 80.00 | 80.00 | 65.00 |
| 2020-06-16 | 16285.00 | 16540.00 | 16580.00 | 16265.00 | 16210.00 | 16475.00 | 16510.00 | 16200.00 | 75.00 | 65.00 | 70.00 | 65.00 |
| 2020-06-15 | 16470.00 | 16285.00 | 16515.00 | 16230.00 | 16350.00 | 16225.00 | 16445.00 | 16175.00 | 120.00 | 60.00 | 70.00 | 55.00 |
| 2020-06-12 | 16345.00 | 16455.00 | 16505.00 | 16215.00 | 16270.00 | 16380.00 | 16435.00 | 16165.00 | 75.00 | 75.00 | 70.00 | 50.00 |
| 2020-06-11 | 16440.00 | 16395.00 | 16875.00 | 16335.00 | 16445.00 | 16325.00 | 16825.00 | 16280.00 | -5.00 | 70.00 | 50.00 | 55.00 |
| 2020-06-10 | 16485.00 | 16420.00 | 16560.00 | 16350.00 | 16360.00 | 16345.00 | 16495.00 | 16290.00 | 125.00 | 75.00 | 65.00 | 60.00 |
| 2020-06-09 | 16535.00 | 16505.00 | 16725.00 | 16460.00 | 16455.00 | 16410.00 | 16635.00 | 16365.00 | 80.00 | 95.00 | 90.00 | 95.00 |
| 2020-06-08 | 16730.00 | 16505.00 | 16805.00 | 16250.00 | 16650.00 | 16435.00 | 16745.00 | 16200.00 | 80.00 | 70.00 | 60.00 | 50.00 |
| 2020-06-05 | 16530.00 | 16635.00 | 16710.00 | 16485.00 | 16500.00 | 16580.00 | 16650.00 | 16435.00 | 30.00 | 55.00 | 60.00 | 50.00 |
| 2020-06-04 | 16680.00 | 16530.00 | 16710.00 | 16515.00 | 16600.00 | 16485.00 | 16660.00 | 16465.00 | 80.00 | 45.00 | 50.00 | 50.00 |
| 2020-06-03 | 16650.00 | 16590.00 | 16795.00 | 16470.00 | 16610.00 | 16515.00 | 16730.00 | 16415.00 | 40.00 | 75.00 | 65.00 | 55.00 |
| 2020-06-02 | 16515.00 | 16620.00 | 16680.00 | 16470.00 | 16400.00 | 16550.00 | 16600.00 | 16390.00 | 115.00 | 70.00 | 80.00 | 80.00 |
| 2020-06-01 | 16535.00 | 16515.00 | 16665.00 | 16400.00 | 16410.00 | 16435.00 | 16570.00 | 16315.00 | 125.00 | 80.00 | 95.00 | 85.00 |
| 2020-05-29 | 16170.00 | 16400.00 | 16475.00 | 16125.00 | 16160.00 | 16310.00 | 16370.00 | 16030.00 | 10.00 | 90.00 | 105.00 | 95.00 |
| 2020-05-28 | 16100.00 | 16180.00 | 16260.00 | 15980.00 | 15925.00 | 16095.00 | 16170.00 | 15895.00 | 175.00 | 85.00 | 90.00 | 85.00 |
| 2020-05-27 | 16320.00 | 16075.00 | 16450.00 | 16065.00 | 16240.00 | 15995.00 | 16380.00 | 15985.00 | 80.00 | 80.00 | 70.00 | 80.00 |
| 2020-05-26 | 16370.00 | 16285.00 | 16470.00 | 16220.00 | 16305.00 | 16220.00 | 16385.00 | 16155.00 | 65.00 | 65.00 | 85.00 | 65.00 |
| 2020-05-25 | 16390.00 | 16330.00 | 16515.00 | 16170.00 | 16310.00 | 16260.00 | 16430.00 | 16115.00 | 80.00 | 70.00 | 85.00 | 55.00 |
| 2020-05-22 | 16480.00 | 16395.00 | 16545.00 | 16165.00 | 16380.00 | 16310.00 | 16495.00 | 16145.00 | 100.00 | 85.00 | 50.00 | 20.00 |
| 2020-05-21 | 16770.00 | 16495.00 | 16780.00 | 16405.00 | 16730.00 | 16420.00 | 16740.00 | 16365.00 | 40.00 | 75.00 | 40.00 | 40.00 |
| 2020-05-20 | 16775.00 | 16750.00 | 16880.00 | 16725.00 | 16760.00 | 16800.00 | 16915.00 | 16760.00 | 15.00 | -50.00 | -35.00 | -35.00 |
| 2020-05-19 | 16725.00 | 16750.00 | 16965.00 | 16685.00 | 16735.00 | 16790.00 | 16975.00 | 16735.00 | -10.00 | -40.00 | -10.00 | -50.00 |
| 2020-05-18 | 16415.00 | 16595.00 | 16735.00 | 16365.00 | 16490.00 | 16645.00 | 16770.00 | 16420.00 | -75.00 | -50.00 | -35.00 | -55.00 |
| 2020-05-15 | 16365.00 | 16465.00 | 16515.00 | 16245.00 | 16415.00 | 16545.00 | 16560.00 | 16305.00 | -50.00 | -80.00 | -45.00 | -60.00 |
| 2020-05-14 | 16630.00 | 16430.00 | 16635.00 | 16325.00 | 16635.00 | 16485.00 | 16705.00 | 16410.00 | -5.00 | -55.00 | -70.00 | -85.00 |
| 2020-05-13 | 16820.00 | 16615.00 | 16885.00 | 16440.00 | 16780.00 | 16675.00 | 16920.00 | 16530.00 | 40.00 | -60.00 | -35.00 | -90.00 |
| 2020-05-12 | 16830.00 | 16815.00 | 16985.00 | 16800.00 | 16875.00 | 16850.00 | 17020.00 | 16845.00 | -45.00 | -35.00 | -35.00 | -45.00 |
| 2020-05-11 | 16925.00 | 16830.00 | 16950.00 | 16815.00 | 16925.00 | 16890.00 | 16985.00 | 16850.00 | 0.00 | -60.00 | -35.00 | -35.00 |
| 2020-05-08 | 16820.00 | 16985.00 | 17050.00 | 16715.00 | 16700.00 | 16940.00 | 17015.00 | 16660.00 | 120.00 | 45.00 | 35.00 | 55.00 |
| 2020-05-07 | 16525.00 | 16680.00 | 16785.00 | 16500.00 | 16425.00 | 16615.00 | 16700.00 | 16405.00 | 100.00 | 65.00 | 85.00 | 95.00 |
| 2020-05-06 | 16280.00 | 16485.00 | 16610.00 | 16260.00 | 16225.00 | 16385.00 | 16515.00 | 16225.00 | 55.00 | 100.00 | 95.00 | 35.00 |
| 2020-04-30 | 16430.00 | 16400.00 | 16480.00 | 16280.00 | 16355.00 | 16320.00 | 16365.00 | 16215.00 | 75.00 | 80.00 | 115.00 | 65.00 |
| 2020-04-29 | 16245.00 | 16365.00 | 16415.00 | 16200.00 | 16180.00 | 16305.00 | 16335.00 | 16135.00 | 65.00 | 60.00 | 80.00 | 65.00 |
| 2020-04-28 | 16045.00 | 16125.00 | 16160.00 | 15970.00 | 16055.00 | 16075.00 | 16090.00 | 15915.00 | -10.00 | 50.00 | 70.00 | 55.00 |
| 2020-04-27 | 15900.00 | 16090.00 | 16235.00 | 15900.00 | 15850.00 | 16000.00 | 16120.00 | 15850.00 | 50.00 | 90.00 | 115.00 | 50.00 |
| 2020-04-24 | 15670.00 | 15825.00 | 15900.00 | 15625.00 | 15610.00 | 15755.00 | 15815.00 | 15580.00 | 60.00 | 70.00 | 85.00 | 45.00 |
| 2020-04-23 | 15805.00 | 15795.00 | 15915.00 | 15745.00 | 15775.00 | 15770.00 | 15870.00 | 15715.00 | 30.00 | 25.00 | 45.00 | 30.00 |
| 2020-04-22 | 15625.00 | 15860.00 | 15885.00 | 15585.00 | 15590.00 | 15820.00 | 15860.00 | 15580.00 | 35.00 | 40.00 | 25.00 | 5.00 |
| 2020-04-21 | 16015.00 | 15635.00 | 16040.00 | 15535.00 | 16420.00 | 15635.00 | 16420.00 | 15535.00 | -405.00 | 0.00 | -380.00 | 0.00 |
| 2020-04-20 | 16140.00 | 16130.00 | 16240.00 | 15975.00 | 16150.00 | 16135.00 | 16240.00 | 15990.00 | -10.00 | -5.00 | 0.00 | -15.00 |
| 2020-04-17 | 16075.00 | 16130.00 | 16195.00 | 16025.00 | 16100.00 | 16145.00 | 16200.00 | 16025.00 | -25.00 | -15.00 | -5.00 | 0.00 |
| 2020-04-16 | 15835.00 | 15970.00 | 16035.00 | 15765.00 | 15810.00 | 15955.00 | 16020.00 | 15780.00 | 25.00 | 15.00 | 15.00 | -15.00 |
| 2020-04-15 | 15880.00 | 15805.00 | 16000.00 | 15775.00 | 15820.00 | 15830.00 | 15985.00 | 15780.00 | 60.00 | -25.00 | 15.00 | -5.00 |
| 2020-04-14 | 15675.00 | 15900.00 | 15980.00 | 15675.00 | 15775.00 | 15900.00 | 15955.00 | 15705.00 | -100.00 | 0.00 | 25.00 | -30.00 |
| 2020-04-13 | 15660.00 | 15735.00 | 15805.00 | 15610.00 | 15730.00 | 15760.00 | 15790.00 | 15610.00 | -70.00 | -25.00 | 15.00 | 0.00 |
| 2020-04-10 | 15550.00 | 15660.00 | 15735.00 | 15450.00 | 15530.00 | 15665.00 | 15720.00 | 15450.00 | 20.00 | -5.00 | 15.00 | 0.00 |
| 2020-04-09 | 15700.00 | 15555.00 | 15790.00 | 15540.00 | 15675.00 | 15540.00 | 15810.00 | 15530.00 | 25.00 | 15.00 | -20.00 | 10.00 |
| 2020-04-08 | 15800.00 | 15675.00 | 15810.00 | 15660.00 | 15710.00 | 15650.00 | 15760.00 | 15630.00 | 90.00 | 25.00 | 50.00 | 30.00 |
| 2020-04-07 | 15730.00 | 15845.00 | 15950.00 | 15675.00 | 15585.00 | 15815.00 | 15880.00 | 15585.00 | 145.00 | 30.00 | 70.00 | 90.00 |
| 2020-04-03 | 15420.00 | 15560.00 | 15565.00 | 15335.00 | 15370.00 | 15495.00 | 15505.00 | 15280.00 | 50.00 | 65.00 | 60.00 | 55.00 |
| 2020-04-02 | 15185.00 | 15415.00 | 15520.00 | 14935.00 | 15080.00 | 15370.00 | 15480.00 | 14895.00 | 105.00 | 45.00 | 40.00 | 40.00 |
| 2020-04-01 | 15230.00 | 15140.00 | 15350.00 | 15075.00 | 15255.00 | 15100.00 | 15325.00 | 15055.00 | -25.00 | 40.00 | 25.00 | 20.00 |
| 2020-03-31 | 15230.00 | 15175.00 | 15240.00 | 15135.00 | 15220.00 | 15160.00 | 15240.00 | 15135.00 | 10.00 | 15.00 | 0.00 | 0.00 |
| 2020-03-30 | 15225.00 | 15080.00 | 15230.00 | 14955.00 | 15215.00 | 15085.00 | 15220.00 | 14970.00 | 10.00 | -5.00 | 10.00 | -15.00 |
| 2020-03-27 | 15050.00 | 15385.00 | 15390.00 | 14985.00 | 15000.00 | 15370.00 | 15390.00 | 15000.00 | 50.00 | 15.00 | 0.00 | -15.00 |
| 2020-03-26 | 14920.00 | 14860.00 | 15150.00 | 14825.00 | 14800.00 | 14890.00 | 15140.00 | 14800.00 | 120.00 | -30.00 | 10.00 | 25.00 |
| 2020-03-25 | 14990.00 | 14905.00 | 14995.00 | 14715.00 | 15000.00 | 14935.00 | 15130.00 | 14750.00 | -10.00 | -30.00 | -135.00 | -35.00 |
| 2020-03-24 | 14900.00 | 14895.00 | 15015.00 | 14610.00 | 14885.00 | 14915.00 | 15015.00 | 14640.00 | 15.00 | -20.00 | 0.00 | -30.00 |
| 2020-03-23 | 14480.00 | 14630.00 | 14745.00 | 14250.00 | 14370.00 | 14630.00 | 14785.00 | 14295.00 | 110.00 | 0.00 | -40.00 | -45.00 |
| 2020-03-20 | 14770.00 | 15055.00 | 15125.00 | 14585.00 | 14845.00 | 15095.00 | 15135.00 | 14640.00 | -75.00 | -40.00 | -10.00 | -55.00 |
| 2020-03-19 | 15090.00 | 14420.00 | 15090.00 | 14245.00 | 15065.00 | 14460.00 | 15120.00 | 14265.00 | 25.00 | -40.00 | -30.00 | -20.00 |
| 2020-03-18 | 15300.00 | 14880.00 | 15530.00 | 14710.00 | 15480.00 | 14905.00 | 15560.00 | 14745.00 | -180.00 | -25.00 | -30.00 | -35.00 |
| 2020-03-17 | 15620.00 | 15660.00 | 15750.00 | 15555.00 | 15585.00 | 15620.00 | 15705.00 | 15510.00 | 35.00 | 40.00 | 45.00 | 45.00 |
| 2020-03-16 | 15685.00 | 15540.00 | 15865.00 | 15525.00 | 15880.00 | 15505.00 | 15880.00 | 15505.00 | -195.00 | 35.00 | -15.00 | 20.00 |
| 2020-03-13 | 15635.00 | 15805.00 | 15940.00 | 15505.00 | 15610.00 | 15775.00 | 15890.00 | 15480.00 | 25.00 | 30.00 | 50.00 | 25.00 |
| 2020-03-12 | 15880.00 | 15835.00 | 16015.00 | 15795.00 | 15990.00 | 15790.00 | 15990.00 | 15755.00 | -110.00 | 45.00 | 25.00 | 40.00 |
| 2020-03-11 | 16005.00 | 16010.00 | 16160.00 | 15980.00 | 16030.00 | 15965.00 | 16115.00 | 15940.00 | -25.00 | 45.00 | 45.00 | 40.00 |
| 2020-03-10 | 15755.00 | 16025.00 | 16115.00 | 15755.00 | 15750.00 | 15980.00 | 16055.00 | 15720.00 | 5.00 | 45.00 | 60.00 | 35.00 |
| 2020-03-09 | 15705.00 | 15565.00 | 15730.00 | 15235.00 | 15755.00 | 15510.00 | 15755.00 | 15225.00 | -50.00 | 55.00 | -25.00 | 10.00 |
| 2020-03-06 | 16010.00 | 16020.00 | 16090.00 | 15950.00 | 16065.00 | 16055.00 | 16130.00 | 15990.00 | -55.00 | -35.00 | -40.00 | -40.00 |
| 2020-03-05 | 15930.00 | 16055.00 | 16105.00 | 15920.00 | 15995.00 | 16095.00 | 16165.00 | 15975.00 | -65.00 | -40.00 | -60.00 | -55.00 |
| 2020-03-04 | 15920.00 | 15995.00 | 16025.00 | 15850.00 | 16130.00 | 16050.00 | 16130.00 | 15905.00 | -210.00 | -55.00 | -105.00 | -55.00 |