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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020-03-03 | 16135.00 | 16190.00 | 16245.00 | 16135.00 | 16270.00 | 16255.00 | 16305.00 | 16205.00 | -135.00 | -65.00 | -60.00 | -70.00 |
| 2020-03-02 | 15995.00 | 16160.00 | 16225.00 | 15945.00 | 15960.00 | 16225.00 | 16285.00 | 15960.00 | 35.00 | -65.00 | -60.00 | -15.00 |
| 2020-02-28 | 16370.00 | 15860.00 | 16370.00 | 15675.00 | 16440.00 | 15935.00 | 16440.00 | 15740.00 | -70.00 | -75.00 | -70.00 | -65.00 |
| 2020-02-27 | 16450.00 | 16460.00 | 16540.00 | 16450.00 | 16540.00 | 16480.00 | 16575.00 | 16480.00 | -90.00 | -20.00 | -35.00 | -30.00 |
| 2020-02-26 | 16445.00 | 16455.00 | 16520.00 | 16370.00 | 16560.00 | 16480.00 | 16560.00 | 16410.00 | -115.00 | -25.00 | -40.00 | -40.00 |
| 2020-02-25 | 16550.00 | 16560.00 | 16650.00 | 16440.00 | 16550.00 | 16605.00 | 16680.00 | 16490.00 | 0.00 | -45.00 | -30.00 | -50.00 |
| 2020-02-24 | 16980.00 | 16595.00 | 16995.00 | 16570.00 | 17050.00 | 16630.00 | 17050.00 | 16600.00 | -70.00 | -35.00 | -55.00 | -30.00 |
| 2020-02-21 | 17105.00 | 17030.00 | 17145.00 | 17020.00 | 17140.00 | 17075.00 | 17180.00 | 17055.00 | -35.00 | -45.00 | -35.00 | -35.00 |
| 2020-02-20 | 17165.00 | 17180.00 | 17210.00 | 17100.00 | 17190.00 | 17195.00 | 17245.00 | 17130.00 | -25.00 | -15.00 | -35.00 | -30.00 |
| 2020-02-19 | 17185.00 | 17170.00 | 17195.00 | 17135.00 | 17185.00 | 17195.00 | 17220.00 | 17165.00 | 0.00 | -25.00 | -25.00 | -30.00 |
| 2020-02-18 | 17265.00 | 17190.00 | 17270.00 | 17150.00 | 17195.00 | 17155.00 | 17225.00 | 17110.00 | 70.00 | 35.00 | 45.00 | 40.00 |
| 2020-02-17 | 17145.00 | 17260.00 | 17265.00 | 17130.00 | 17120.00 | 17195.00 | 17200.00 | 17090.00 | 25.00 | 65.00 | 65.00 | 40.00 |
| 2020-02-14 | 17155.00 | 17225.00 | 17235.00 | 17140.00 | 17110.00 | 17180.00 | 17180.00 | 17105.00 | 45.00 | 45.00 | 55.00 | 35.00 |
| 2020-02-13 | 17060.00 | 17120.00 | 17180.00 | 17040.00 | 17070.00 | 17080.00 | 17140.00 | 16995.00 | -10.00 | 40.00 | 40.00 | 45.00 |
| 2020-02-12 | 17130.00 | 17080.00 | 17175.00 | 16975.00 | 17075.00 | 17030.00 | 17150.00 | 16955.00 | 55.00 | 50.00 | 25.00 | 20.00 |
| 2020-02-11 | 17140.00 | 17125.00 | 17170.00 | 17100.00 | 17075.00 | 17100.00 | 17145.00 | 17065.00 | 65.00 | 25.00 | 25.00 | 35.00 |
| 2020-02-10 | 17150.00 | 17140.00 | 17185.00 | 17105.00 | 17115.00 | 17155.00 | 17210.00 | 17115.00 | 35.00 | -15.00 | -25.00 | -10.00 |
| 2020-02-07 | 17280.00 | 17295.00 | 17365.00 | 17270.00 | 17350.00 | 17315.00 | 17395.00 | 17300.00 | -70.00 | -20.00 | -30.00 | -30.00 |
| 2020-02-06 | 17360.00 | 17335.00 | 17400.00 | 17315.00 | 17350.00 | 17370.00 | 17420.00 | 17350.00 | 10.00 | -35.00 | -20.00 | -35.00 |
| 2020-02-05 | 17230.00 | 17280.00 | 17350.00 | 17230.00 | 17250.00 | 17315.00 | 17385.00 | 17250.00 | -20.00 | -35.00 | -35.00 | -20.00 |
| 2020-02-04 | 16915.00 | 17340.00 | 17380.00 | 16915.00 | 17020.00 | 17365.00 | 17425.00 | 17000.00 | -105.00 | -25.00 | -45.00 | -85.00 |
| 2020-02-03 | 17200.00 | 17300.00 | 17475.00 | 17160.00 | 17270.00 | 17330.00 | 17490.00 | 17170.00 | -70.00 | -30.00 | -15.00 | -10.00 |
| 2020-01-23 | 18305.00 | 18160.00 | 18320.00 | 18085.00 | 18350.00 | 18145.00 | 18350.00 | 18085.00 | -45.00 | 15.00 | -30.00 | 0.00 |
| 2020-01-22 | 18285.00 | 18315.00 | 18375.00 | 18175.00 | 18290.00 | 18325.00 | 18365.00 | 18185.00 | -5.00 | -10.00 | 10.00 | -10.00 |
| 2020-01-21 | 18425.00 | 18200.00 | 18490.00 | 18135.00 | 18430.00 | 18200.00 | 18470.00 | 18135.00 | -5.00 | 0.00 | 20.00 | 0.00 |
| 2020-01-20 | 18400.00 | 18420.00 | 18480.00 | 18325.00 | 18400.00 | 18405.00 | 18460.00 | 18305.00 | 0.00 | 15.00 | 20.00 | 20.00 |
| 2020-01-17 | 18405.00 | 18360.00 | 18465.00 | 18270.00 | 18355.00 | 18335.00 | 18435.00 | 18240.00 | 50.00 | 25.00 | 30.00 | 30.00 |
| 2020-01-16 | 18235.00 | 18295.00 | 18350.00 | 18100.00 | 18165.00 | 18270.00 | 18320.00 | 18090.00 | 70.00 | 25.00 | 30.00 | 10.00 |
| 2020-01-15 | 18135.00 | 18235.00 | 18245.00 | 18095.00 | 18145.00 | 18210.00 | 18220.00 | 18080.00 | -10.00 | 25.00 | 25.00 | 15.00 |
| 2020-01-14 | 18230.00 | 18185.00 | 18345.00 | 18020.00 | 18175.00 | 18155.00 | 18305.00 | 18015.00 | 55.00 | 30.00 | 40.00 | 5.00 |
| 2020-01-13 | 18365.00 | 18260.00 | 18365.00 | 18185.00 | 18265.00 | 18230.00 | 18320.00 | 18170.00 | 100.00 | 30.00 | 45.00 | 15.00 |
| 2020-01-10 | 18420.00 | 18340.00 | 18435.00 | 18210.00 | 18430.00 | 18295.00 | 18430.00 | 18175.00 | -10.00 | 45.00 | 5.00 | 35.00 |
| 2020-01-09 | 18470.00 | 18345.00 | 18555.00 | 18295.00 | 18490.00 | 18310.00 | 18520.00 | 18265.00 | -20.00 | 35.00 | 35.00 | 30.00 |
| 2020-01-08 | 18200.00 | 18365.00 | 18475.00 | 18185.00 | 18195.00 | 18345.00 | 18480.00 | 18195.00 | 5.00 | 20.00 | -5.00 | -10.00 |
| 2020-01-07 | 18120.00 | 18190.00 | 18215.00 | 18040.00 | 18080.00 | 18175.00 | 18185.00 | 18010.00 | 40.00 | 15.00 | 30.00 | 30.00 |
| 2020-01-06 | 17660.00 | 18155.00 | 18190.00 | 17635.00 | 17685.00 | 18110.00 | 18140.00 | 17610.00 | -25.00 | 45.00 | 50.00 | 25.00 |
| 2020-01-03 | 17945.00 | 17755.00 | 17985.00 | 17730.00 | 17810.00 | 17715.00 | 17960.00 | 17690.00 | 135.00 | 40.00 | 25.00 | 40.00 |
| 2020-01-02 | 17900.00 | 17880.00 | 18000.00 | 17855.00 | 17945.00 | 17855.00 | 17995.00 | 17820.00 | -45.00 | 25.00 | 5.00 | 35.00 |
| 2019-12-31 | 18085.00 | 17950.00 | 18100.00 | 17940.00 | 18040.00 | 17940.00 | 18060.00 | 17925.00 | 45.00 | 10.00 | 40.00 | 15.00 |
| 2019-12-30 | 17985.00 | 18105.00 | 18115.00 | 17970.00 | 17905.00 | 18060.00 | 18060.00 | 17905.00 | 80.00 | 45.00 | 55.00 | 65.00 |
| 2019-12-27 | 17835.00 | 17960.00 | 17960.00 | 17825.00 | 17790.00 | 17890.00 | 17900.00 | 17760.00 | 45.00 | 70.00 | 60.00 | 65.00 |
| 2019-12-26 | 17960.00 | 17840.00 | 17980.00 | 17800.00 | 17900.00 | 17775.00 | 17915.00 | 17740.00 | 60.00 | 65.00 | 65.00 | 60.00 |
| 2019-12-25 | 17850.00 | 17945.00 | 17960.00 | 17845.00 | 17805.00 | 17900.00 | 17900.00 | 17785.00 | 45.00 | 45.00 | 60.00 | 60.00 |
| 2019-12-24 | 17940.00 | 17915.00 | 17985.00 | 17835.00 | 17900.00 | 17845.00 | 17920.00 | 17785.00 | 40.00 | 70.00 | 65.00 | 50.00 |
| 2019-12-23 | 18180.00 | 18000.00 | 18235.00 | 17980.00 | 18070.00 | 17945.00 | 18145.00 | 17920.00 | 110.00 | 55.00 | 90.00 | 60.00 |
| 2019-12-20 | 18060.00 | 18110.00 | 18195.00 | 18050.00 | 17970.00 | 18025.00 | 18100.00 | 17955.00 | 90.00 | 85.00 | 95.00 | 95.00 |
| 2019-12-19 | 18035.00 | 18070.00 | 18070.00 | 17925.00 | 17920.00 | 17970.00 | 17980.00 | 17850.00 | 115.00 | 100.00 | 90.00 | 75.00 |
| 2019-12-18 | 18065.00 | 17960.00 | 18105.00 | 17920.00 | 18000.00 | 17890.00 | 18040.00 | 17845.00 | 65.00 | 70.00 | 65.00 | 75.00 |
| 2019-12-17 | 18050.00 | 18040.00 | 18150.00 | 18005.00 | 18020.00 | 17990.00 | 18115.00 | 17975.00 | 30.00 | 50.00 | 35.00 | 30.00 |
| 2019-12-16 | 18080.00 | 18025.00 | 18225.00 | 17930.00 | 18165.00 | 18115.00 | 18270.00 | 18070.00 | -85.00 | -90.00 | -45.00 | -140.00 |
| 2019-12-13 | 18000.00 | 18100.00 | 18155.00 | 17970.00 | 18105.00 | 18195.00 | 18250.00 | 18090.00 | -105.00 | -95.00 | -95.00 | -120.00 |
| 2019-12-12 | 17830.00 | 18055.00 | 18095.00 | 17830.00 | 18035.00 | 18165.00 | 18200.00 | 18010.00 | -205.00 | -110.00 | -105.00 | -180.00 |
| 2019-12-11 | 17870.00 | 17850.00 | 17940.00 | 17800.00 | 18015.00 | 18020.00 | 18100.00 | 17995.00 | -145.00 | -170.00 | -160.00 | -195.00 |
| 2019-12-10 | 17845.00 | 17925.00 | 17950.00 | 17725.00 | 18030.00 | 18095.00 | 18100.00 | 17930.00 | -185.00 | -170.00 | -150.00 | -205.00 |
| 2019-12-09 | 18005.00 | 18065.00 | 18150.00 | 17990.00 | 17840.00 | 17900.00 | 17995.00 | 17810.00 | 165.00 | 165.00 | 155.00 | 180.00 |
| 2019-12-06 | 17980.00 | 18025.00 | 18075.00 | 17930.00 | 17795.00 | 17860.00 | 17945.00 | 17780.00 | 185.00 | 165.00 | 130.00 | 150.00 |
| 2019-12-05 | 17880.00 | 18000.00 | 18060.00 | 17870.00 | 17730.00 | 17820.00 | 17875.00 | 17705.00 | 150.00 | 180.00 | 185.00 | 165.00 |
| 2019-12-04 | 17740.00 | 17840.00 | 17850.00 | 17675.00 | 17645.00 | 17700.00 | 17710.00 | 17570.00 | 95.00 | 140.00 | 140.00 | 105.00 |
| 2019-12-03 | 17775.00 | 17815.00 | 17870.00 | 17680.00 | 17695.00 | 17715.00 | 17785.00 | 17605.00 | 80.00 | 100.00 | 85.00 | 75.00 |
| 2019-12-02 | 17940.00 | 17785.00 | 18015.00 | 17675.00 | 17880.00 | 17715.00 | 17970.00 | 17605.00 | 60.00 | 70.00 | 45.00 | 70.00 |
| 2019-11-29 | 17995.00 | 18040.00 | 18070.00 | 17890.00 | 17915.00 | 17960.00 | 17985.00 | 17825.00 | 80.00 | 80.00 | 85.00 | 65.00 |
| 2019-11-28 | 18060.00 | 18040.00 | 18105.00 | 17960.00 | 17935.00 | 17955.00 | 18010.00 | 17870.00 | 125.00 | 85.00 | 95.00 | 90.00 |
| 2019-11-27 | 17945.00 | 18075.00 | 18090.00 | 17830.00 | 17845.00 | 17980.00 | 18015.00 | 17715.00 | 100.00 | 95.00 | 75.00 | 115.00 |
| 2019-11-26 | 18010.00 | 17975.00 | 18080.00 | 17900.00 | 17945.00 | 17850.00 | 18010.00 | 17805.00 | 65.00 | 125.00 | 70.00 | 95.00 |
| 2019-11-25 | 17950.00 | 18035.00 | 18120.00 | 17885.00 | 17890.00 | 17960.00 | 18030.00 | 17835.00 | 60.00 | 75.00 | 90.00 | 50.00 |
| 2019-11-22 | 18010.00 | 17970.00 | 18160.00 | 17965.00 | 17960.00 | 17930.00 | 18100.00 | 17920.00 | 50.00 | 40.00 | 60.00 | 45.00 |
| 2019-11-21 | 18305.00 | 18060.00 | 18365.00 | 17915.00 | 18250.00 | 18020.00 | 18335.00 | 17885.00 | 55.00 | 40.00 | 30.00 | 30.00 |
| 2019-11-20 | 18250.00 | 18340.00 | 18400.00 | 18230.00 | 18385.00 | 18430.00 | 18490.00 | 18345.00 | -135.00 | -90.00 | -90.00 | -115.00 |
| 2019-11-19 | 18315.00 | 18305.00 | 18345.00 | 18120.00 | 18430.00 | 18400.00 | 18430.00 | 18270.00 | -115.00 | -95.00 | -85.00 | -150.00 |
| 2019-11-18 | 18330.00 | 18390.00 | 18415.00 | 18200.00 | 18375.00 | 18465.00 | 18515.00 | 18330.00 | -45.00 | -75.00 | -100.00 | -130.00 |
| 2019-11-15 | 18340.00 | 18340.00 | 18430.00 | 18285.00 | 18380.00 | 18425.00 | 18460.00 | 18350.00 | -40.00 | -85.00 | -30.00 | -65.00 |
| 2019-11-14 | 18470.00 | 18395.00 | 18520.00 | 18225.00 | 18485.00 | 18430.00 | 18530.00 | 18275.00 | -15.00 | -35.00 | -10.00 | -50.00 |
| 2019-11-13 | 18700.00 | 18540.00 | 18735.00 | 18465.00 | 18710.00 | 18560.00 | 18750.00 | 18485.00 | -10.00 | -20.00 | -15.00 | -20.00 |
| 2019-11-12 | 18650.00 | 18810.00 | 18825.00 | 18610.00 | 18640.00 | 18805.00 | 18805.00 | 18595.00 | 10.00 | 5.00 | 20.00 | 15.00 |
| 2019-11-11 | 18585.00 | 18610.00 | 18690.00 | 18510.00 | 18600.00 | 18575.00 | 18695.00 | 18510.00 | -15.00 | 35.00 | -5.00 | 0.00 |
| 2019-11-08 | 18770.00 | 18590.00 | 18795.00 | 18585.00 | 18785.00 | 18610.00 | 18795.00 | 18595.00 | -15.00 | -20.00 | 0.00 | -10.00 |
| 2019-11-07 | 18760.00 | 18670.00 | 18765.00 | 18575.00 | 18765.00 | 18690.00 | 18790.00 | 18590.00 | -5.00 | -20.00 | -25.00 | -15.00 |
| 2019-11-06 | 18935.00 | 18740.00 | 19160.00 | 18725.00 | 18965.00 | 18765.00 | 19165.00 | 18760.00 | -30.00 | -25.00 | -5.00 | -35.00 |
| 2019-11-05 | 19035.00 | 18915.00 | 19095.00 | 18910.00 | 19060.00 | 18945.00 | 19110.00 | 18930.00 | -25.00 | -30.00 | -15.00 | -20.00 |
| 2019-11-04 | 18955.00 | 19085.00 | 19095.00 | 18905.00 | 18970.00 | 19100.00 | 19105.00 | 18915.00 | -15.00 | -15.00 | -10.00 | -10.00 |
| 2019-11-01 | 18975.00 | 18955.00 | 19010.00 | 18840.00 | 19000.00 | 18975.00 | 19030.00 | 18855.00 | -25.00 | -20.00 | -20.00 | -15.00 |
| 2019-10-31 | 19050.00 | 18995.00 | 19065.00 | 18900.00 | 19080.00 | 19010.00 | 19085.00 | 18920.00 | -30.00 | -15.00 | -20.00 | -20.00 |
| 2019-10-30 | 19130.00 | 19105.00 | 19170.00 | 19040.00 | 19140.00 | 19130.00 | 19185.00 | 19060.00 | -10.00 | -25.00 | -15.00 | -20.00 |
| 2019-10-29 | 19150.00 | 19110.00 | 19225.00 | 19060.00 | 19180.00 | 19110.00 | 19215.00 | 19070.00 | -30.00 | 0.00 | 10.00 | -10.00 |
| 2019-10-28 | 18705.00 | 19110.00 | 19165.00 | 18690.00 | 18705.00 | 19120.00 | 19150.00 | 18695.00 | 0.00 | -10.00 | 15.00 | -5.00 |
| 2019-10-25 | 18910.00 | 18675.00 | 18990.00 | 18655.00 | 18920.00 | 18690.00 | 19010.00 | 18675.00 | -10.00 | -15.00 | -20.00 | -20.00 |
| 2019-10-24 | 18835.00 | 18880.00 | 18900.00 | 18805.00 | 18865.00 | 18890.00 | 18905.00 | 18815.00 | -30.00 | -10.00 | -5.00 | -10.00 |
| 2019-10-23 | 18965.00 | 18800.00 | 19065.00 | 18760.00 | 18955.00 | 18825.00 | 19060.00 | 18775.00 | 10.00 | -25.00 | 5.00 | -15.00 |
| 2019-10-22 | 18990.00 | 18930.00 | 18990.00 | 18865.00 | 18955.00 | 18925.00 | 18980.00 | 18875.00 | 35.00 | 5.00 | 10.00 | -10.00 |
| 2019-10-21 | 19005.00 | 18925.00 | 19080.00 | 18885.00 | 18970.00 | 18895.00 | 19050.00 | 18870.00 | 35.00 | 30.00 | 30.00 | 15.00 |
| 2019-10-18 | 18800.00 | 18860.00 | 18890.00 | 18760.00 | 18755.00 | 18855.00 | 18860.00 | 18740.00 | 45.00 | 5.00 | 30.00 | 20.00 |
| 2019-10-17 | 18880.00 | 18735.00 | 18960.00 | 18705.00 | 18860.00 | 18710.00 | 18910.00 | 18685.00 | 20.00 | 25.00 | 50.00 | 20.00 |
| 2019-10-16 | 19100.00 | 18915.00 | 19110.00 | 18875.00 | 19120.00 | 18880.00 | 19120.00 | 18840.00 | -20.00 | 35.00 | -10.00 | 35.00 |
| 2019-10-15 | 18925.00 | 19055.00 | 19070.00 | 18880.00 | 18955.00 | 19070.00 | 19090.00 | 18890.00 | -30.00 | -15.00 | -20.00 | -10.00 |
| 2019-10-14 | 19070.00 | 18910.00 | 19165.00 | 18910.00 | 19045.00 | 18925.00 | 19175.00 | 18920.00 | 25.00 | -15.00 | -10.00 | -10.00 |
| 2019-10-11 | 19030.00 | 18975.00 | 19040.00 | 18920.00 | 19005.00 | 18960.00 | 19040.00 | 18915.00 | 25.00 | 15.00 | 0.00 | 5.00 |
| 2019-10-10 | 18705.00 | 18850.00 | 18900.00 | 18635.00 | 18720.00 | 18840.00 | 18860.00 | 18620.00 | -15.00 | 10.00 | 40.00 | 15.00 |
| 2019-10-09 | 18625.00 | 18660.00 | 18765.00 | 18620.00 | 18625.00 | 18650.00 | 18745.00 | 18610.00 | 0.00 | 10.00 | 20.00 | 10.00 |
| 2019-10-08 | 18665.00 | 18700.00 | 18795.00 | 18630.00 | 18600.00 | 18690.00 | 18770.00 | 18600.00 | 65.00 | 10.00 | 25.00 | 30.00 |
| 2019-09-30 | 18720.00 | 18695.00 | 18820.00 | 18650.00 | 18700.00 | 18675.00 | 18790.00 | 18620.00 | 20.00 | 20.00 | 30.00 | 30.00 |