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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019-09-27 | 18715.00 | 18745.00 | 18795.00 | 18535.00 | 18665.00 | 18715.00 | 18775.00 | 18530.00 | 50.00 | 30.00 | 20.00 | 5.00 |
| 2019-09-26 | 18625.00 | 18615.00 | 18720.00 | 18585.00 | 18580.00 | 18575.00 | 18685.00 | 18560.00 | 45.00 | 40.00 | 35.00 | 25.00 |
| 2019-09-25 | 18740.00 | 18660.00 | 18790.00 | 18570.00 | 18730.00 | 18625.00 | 18765.00 | 18540.00 | 10.00 | 35.00 | 25.00 | 30.00 |
| 2019-09-24 | 18890.00 | 18800.00 | 19045.00 | 18750.00 | 18865.00 | 18810.00 | 19040.00 | 18780.00 | 25.00 | -10.00 | 5.00 | -30.00 |
| 2019-09-23 | 18900.00 | 18850.00 | 18930.00 | 18805.00 | 18880.00 | 18865.00 | 18935.00 | 18820.00 | 20.00 | -15.00 | -5.00 | -15.00 |
| 2019-09-20 | 18950.00 | 18905.00 | 19045.00 | 18830.00 | 18970.00 | 18915.00 | 19040.00 | 18840.00 | -20.00 | -10.00 | 5.00 | -10.00 |
| 2019-09-19 | 19010.00 | 18950.00 | 19090.00 | 18930.00 | 19035.00 | 18955.00 | 19080.00 | 18940.00 | -25.00 | -5.00 | 10.00 | -10.00 |
| 2019-09-18 | 19100.00 | 19125.00 | 19210.00 | 19055.00 | 19125.00 | 19135.00 | 19210.00 | 19065.00 | -25.00 | -10.00 | 0.00 | -10.00 |
| 2019-09-17 | 19260.00 | 19110.00 | 19295.00 | 19060.00 | 19255.00 | 19130.00 | 19300.00 | 19075.00 | 5.00 | -20.00 | -5.00 | -15.00 |
| 2019-09-16 | 19385.00 | 19280.00 | 19395.00 | 19230.00 | 19400.00 | 19275.00 | 19400.00 | 19225.00 | -15.00 | 5.00 | -5.00 | 5.00 |
| 2019-09-12 | 19315.00 | 19245.00 | 19375.00 | 19155.00 | 19285.00 | 19240.00 | 19355.00 | 19150.00 | 30.00 | 5.00 | 20.00 | 5.00 |
| 2019-09-11 | 18980.00 | 19265.00 | 19305.00 | 18925.00 | 19005.00 | 19250.00 | 19285.00 | 18950.00 | -25.00 | 15.00 | 20.00 | -25.00 |
| 2019-09-10 | 19035.00 | 19025.00 | 19120.00 | 18965.00 | 19025.00 | 19040.00 | 19120.00 | 18980.00 | 10.00 | -15.00 | 0.00 | -15.00 |
| 2019-09-09 | 19015.00 | 19115.00 | 19125.00 | 18920.00 | 18960.00 | 19100.00 | 19105.00 | 18895.00 | 55.00 | 15.00 | 20.00 | 25.00 |
| 2019-09-06 | 19220.00 | 19065.00 | 19260.00 | 19035.00 | 19170.00 | 19025.00 | 19225.00 | 19005.00 | 50.00 | 40.00 | 35.00 | 30.00 |
| 2019-09-05 | 18915.00 | 19050.00 | 19175.00 | 18890.00 | 18820.00 | 19035.00 | 19080.00 | 18795.00 | 95.00 | 15.00 | 95.00 | 95.00 |
| 2019-09-04 | 18530.00 | 18785.00 | 18790.00 | 18490.00 | 18430.00 | 18700.00 | 18700.00 | 18390.00 | 100.00 | 85.00 | 90.00 | 100.00 |
| 2019-09-03 | 18615.00 | 18680.00 | 18805.00 | 18595.00 | 18540.00 | 18595.00 | 18695.00 | 18490.00 | 75.00 | 85.00 | 110.00 | 105.00 |
| 2019-09-02 | 18720.00 | 18640.00 | 18900.00 | 18560.00 | 18610.00 | 18540.00 | 18795.00 | 18465.00 | 110.00 | 100.00 | 105.00 | 95.00 |
| 2019-08-30 | 18805.00 | 18745.00 | 18840.00 | 18700.00 | 18720.00 | 18650.00 | 18740.00 | 18610.00 | 85.00 | 95.00 | 100.00 | 90.00 |
| 2019-08-29 | 18800.00 | 18805.00 | 18860.00 | 18660.00 | 18690.00 | 18715.00 | 18765.00 | 18590.00 | 110.00 | 90.00 | 95.00 | 70.00 |
| 2019-08-28 | 18815.00 | 18835.00 | 18915.00 | 18690.00 | 18700.00 | 18755.00 | 18810.00 | 18585.00 | 115.00 | 80.00 | 105.00 | 105.00 |
| 2019-08-27 | 18380.00 | 18720.00 | 18750.00 | 18380.00 | 18310.00 | 18635.00 | 18655.00 | 18305.00 | 70.00 | 85.00 | 95.00 | 75.00 |
| 2019-08-26 | 18555.00 | 18350.00 | 18645.00 | 18270.00 | 18465.00 | 18290.00 | 18565.00 | 18205.00 | 90.00 | 60.00 | 80.00 | 65.00 |
| 2019-08-23 | 18615.00 | 18665.00 | 18670.00 | 18430.00 | 18570.00 | 18575.00 | 18580.00 | 18365.00 | 45.00 | 90.00 | 90.00 | 65.00 |
| 2019-08-22 | 18530.00 | 18625.00 | 18725.00 | 18530.00 | 18480.00 | 18540.00 | 18640.00 | 18430.00 | 50.00 | 85.00 | 85.00 | 100.00 |
| 2019-08-21 | 18600.00 | 18470.00 | 18605.00 | 18390.00 | 18725.00 | 18540.00 | 18725.00 | 18485.00 | -125.00 | -70.00 | -120.00 | -95.00 |
| 2019-08-20 | 18520.00 | 18610.00 | 18730.00 | 18505.00 | 18575.00 | 18690.00 | 18785.00 | 18575.00 | -55.00 | -80.00 | -55.00 | -70.00 |
| 2019-08-19 | 18660.00 | 18540.00 | 18760.00 | 18505.00 | 18710.00 | 18605.00 | 18815.00 | 18595.00 | -50.00 | -65.00 | -55.00 | -90.00 |
| 2019-08-16 | 18660.00 | 18640.00 | 18760.00 | 18560.00 | 18730.00 | 18710.00 | 18815.00 | 18630.00 | -70.00 | -70.00 | -55.00 | -70.00 |
| 2019-08-15 | 18580.00 | 18670.00 | 18690.00 | 18550.00 | 18680.00 | 18745.00 | 18750.00 | 18635.00 | -100.00 | -75.00 | -60.00 | -85.00 |
| 2019-08-14 | 18720.00 | 18730.00 | 18940.00 | 18640.00 | 18760.00 | 18795.00 | 18980.00 | 18710.00 | -40.00 | -65.00 | -40.00 | -70.00 |
| 2019-08-13 | 18620.00 | 18725.00 | 18760.00 | 18600.00 | 18700.00 | 18785.00 | 18825.00 | 18680.00 | -80.00 | -60.00 | -65.00 | -80.00 |
| 2019-08-12 | 18525.00 | 18675.00 | 18725.00 | 18330.00 | 18670.00 | 18735.00 | 18800.00 | 18470.00 | -145.00 | -60.00 | -75.00 | -140.00 |
| 2019-08-09 | 18710.00 | 18550.00 | 18835.00 | 18375.00 | 18810.00 | 18680.00 | 18930.00 | 18545.00 | -100.00 | -130.00 | -95.00 | -170.00 |
| 2019-08-08 | 18700.00 | 18665.00 | 18850.00 | 18600.00 | 18810.00 | 18760.00 | 18940.00 | 18715.00 | -110.00 | -95.00 | -90.00 | -115.00 |
| 2019-08-07 | 19250.00 | 18850.00 | 19250.00 | 18850.00 | 19160.00 | 18765.00 | 19165.00 | 18745.00 | 90.00 | 85.00 | 85.00 | 105.00 |
| 2019-08-06 | 19260.00 | 19265.00 | 19310.00 | 19150.00 | 19200.00 | 19200.00 | 19245.00 | 19080.00 | 60.00 | 65.00 | 65.00 | 70.00 |
| 2019-08-05 | 19070.00 | 19365.00 | 19375.00 | 19055.00 | 19000.00 | 19305.00 | 19310.00 | 18990.00 | 70.00 | 60.00 | 65.00 | 65.00 |
| 2019-08-02 | 19215.00 | 19275.00 | 19290.00 | 19130.00 | 19150.00 | 19230.00 | 19250.00 | 19085.00 | 65.00 | 45.00 | 40.00 | 45.00 |
| 2019-08-01 | 19335.00 | 19265.00 | 19460.00 | 19235.00 | 19305.00 | 19225.00 | 19415.00 | 19185.00 | 30.00 | 40.00 | 45.00 | 50.00 |
| 2019-07-31 | 19610.00 | 19385.00 | 19660.00 | 19370.00 | 19600.00 | 19325.00 | 19625.00 | 19320.00 | 10.00 | 60.00 | 35.00 | 50.00 |
| 2019-07-30 | 19525.00 | 19690.00 | 19785.00 | 19460.00 | 19500.00 | 19655.00 | 19750.00 | 19425.00 | 25.00 | 35.00 | 35.00 | 35.00 |
| 2019-07-29 | 19205.00 | 19495.00 | 19545.00 | 19200.00 | 19195.00 | 19465.00 | 19490.00 | 19170.00 | 10.00 | 30.00 | 55.00 | 30.00 |
| 2019-07-26 | 19255.00 | 19250.00 | 19345.00 | 19140.00 | 19215.00 | 19210.00 | 19310.00 | 19120.00 | 40.00 | 40.00 | 35.00 | 20.00 |
| 2019-07-25 | 19400.00 | 19270.00 | 19415.00 | 19245.00 | 19500.00 | 19235.00 | 19500.00 | 19210.00 | -100.00 | 35.00 | -85.00 | 35.00 |
| 2019-07-24 | 19230.00 | 19350.00 | 19395.00 | 19135.00 | 19225.00 | 19320.00 | 19355.00 | 19115.00 | 5.00 | 30.00 | 40.00 | 20.00 |
| 2019-07-23 | 19225.00 | 19285.00 | 19350.00 | 19200.00 | 19180.00 | 19245.00 | 19325.00 | 19175.00 | 45.00 | 40.00 | 25.00 | 25.00 |
| 2019-07-22 | 19445.00 | 19235.00 | 19490.00 | 19180.00 | 19380.00 | 19210.00 | 19455.00 | 19150.00 | 65.00 | 25.00 | 35.00 | 30.00 |
| 2019-07-19 | 19595.00 | 19575.00 | 19660.00 | 19355.00 | 19560.00 | 19565.00 | 19665.00 | 19385.00 | 35.00 | 10.00 | -5.00 | -30.00 |
| 2019-07-18 | 19430.00 | 19600.00 | 19645.00 | 19340.00 | 19460.00 | 19600.00 | 19650.00 | 19375.00 | -30.00 | 0.00 | -5.00 | -35.00 |
| 2019-07-17 | 19355.00 | 19355.00 | 19550.00 | 19315.00 | 19355.00 | 19380.00 | 19585.00 | 19345.00 | 0.00 | -25.00 | -35.00 | -30.00 |
| 2019-07-16 | 19235.00 | 19250.00 | 19380.00 | 19165.00 | 19320.00 | 19280.00 | 19410.00 | 19210.00 | -85.00 | -30.00 | -30.00 | -45.00 |
| 2019-07-15 | 19105.00 | 19220.00 | 19320.00 | 19090.00 | 19175.00 | 19255.00 | 19365.00 | 19140.00 | -70.00 | -35.00 | -45.00 | -50.00 |
| 2019-07-12 | 19065.00 | 19045.00 | 19195.00 | 18960.00 | 19105.00 | 19105.00 | 19240.00 | 19060.00 | -40.00 | -60.00 | -45.00 | -100.00 |
| 2019-07-11 | 19200.00 | 19060.00 | 19290.00 | 19005.00 | 19235.00 | 19115.00 | 19285.00 | 19065.00 | -35.00 | -55.00 | 5.00 | -60.00 |
| 2019-07-10 | 19160.00 | 19190.00 | 19210.00 | 19005.00 | 19050.00 | 19180.00 | 19205.00 | 18925.00 | 110.00 | 10.00 | 5.00 | 80.00 |
| 2019-07-09 | 19240.00 | 19105.00 | 19310.00 | 19100.00 | 19135.00 | 19005.00 | 19200.00 | 19000.00 | 105.00 | 100.00 | 110.00 | 100.00 |
| 2019-07-08 | 19305.00 | 19235.00 | 19520.00 | 19190.00 | 19200.00 | 19135.00 | 19405.00 | 19085.00 | 105.00 | 100.00 | 115.00 | 105.00 |
| 2019-07-05 | 19560.00 | 19405.00 | 19580.00 | 19365.00 | 19435.00 | 19295.00 | 19435.00 | 19245.00 | 125.00 | 110.00 | 145.00 | 120.00 |
| 2019-07-04 | 19675.00 | 19665.00 | 19745.00 | 19585.00 | 19520.00 | 19515.00 | 19610.00 | 19445.00 | 155.00 | 150.00 | 135.00 | 140.00 |
| 2019-07-03 | 19590.00 | 19650.00 | 19775.00 | 19540.00 | 19450.00 | 19505.00 | 19625.00 | 19410.00 | 140.00 | 145.00 | 150.00 | 130.00 |
| 2019-07-02 | 19800.00 | 19615.00 | 19810.00 | 19525.00 | 19665.00 | 19460.00 | 19680.00 | 19400.00 | 135.00 | 155.00 | 130.00 | 125.00 |
| 2019-07-01 | 19855.00 | 19860.00 | 20095.00 | 19800.00 | 19760.00 | 19740.00 | 19975.00 | 19685.00 | 95.00 | 120.00 | 120.00 | 115.00 |
| 2019-06-28 | 19820.00 | 19775.00 | 19980.00 | 19745.00 | 19695.00 | 19675.00 | 19830.00 | 19630.00 | 125.00 | 100.00 | 150.00 | 115.00 |
| 2019-06-27 | 20035.00 | 19935.00 | 20120.00 | 19865.00 | 19875.00 | 19780.00 | 19965.00 | 19715.00 | 160.00 | 155.00 | 155.00 | 150.00 |
| 2019-06-26 | 20000.00 | 20085.00 | 20180.00 | 19980.00 | 19830.00 | 19940.00 | 20025.00 | 19815.00 | 170.00 | 145.00 | 155.00 | 165.00 |
| 2019-06-25 | 19665.00 | 19935.00 | 19950.00 | 19650.00 | 19515.00 | 19775.00 | 19785.00 | 19500.00 | 150.00 | 160.00 | 165.00 | 150.00 |
| 2019-06-24 | 19420.00 | 19585.00 | 19645.00 | 19305.00 | 19275.00 | 19440.00 | 19495.00 | 19180.00 | 145.00 | 145.00 | 150.00 | 125.00 |
| 2019-06-21 | 19850.00 | 19450.00 | 19915.00 | 19405.00 | 20050.00 | 19705.00 | 20100.00 | 19670.00 | -200.00 | -255.00 | -185.00 | -265.00 |
| 2019-06-20 | 19920.00 | 19865.00 | 19985.00 | 19660.00 | 20150.00 | 20035.00 | 20190.00 | 19875.00 | -230.00 | -170.00 | -205.00 | -215.00 |
| 2019-06-19 | 19965.00 | 19945.00 | 20245.00 | 19870.00 | 20220.00 | 20170.00 | 20465.00 | 20110.00 | -255.00 | -225.00 | -220.00 | -240.00 |
| 2019-06-18 | 19835.00 | 19930.00 | 20135.00 | 19740.00 | 20180.00 | 20195.00 | 20365.00 | 20050.00 | -345.00 | -265.00 | -230.00 | -310.00 |
| 2019-06-17 | 20045.00 | 19900.00 | 20105.00 | 19880.00 | 20435.00 | 20220.00 | 20450.00 | 20185.00 | -390.00 | -320.00 | -345.00 | -305.00 |
| 2019-06-14 | 20250.00 | 20100.00 | 20325.00 | 19990.00 | 20655.00 | 20480.00 | 20700.00 | 20365.00 | -405.00 | -380.00 | -375.00 | -375.00 |
| 2019-06-13 | 20635.00 | 20675.00 | 20775.00 | 20535.00 | 20290.00 | 20285.00 | 20415.00 | 20160.00 | 345.00 | 390.00 | 360.00 | 375.00 |
| 2019-06-12 | 20895.00 | 20615.00 | 20910.00 | 20550.00 | 20545.00 | 20245.00 | 20580.00 | 20195.00 | 350.00 | 370.00 | 330.00 | 355.00 |
| 2019-06-11 | 20600.00 | 20805.00 | 20885.00 | 20530.00 | 20175.00 | 20445.00 | 20510.00 | 20110.00 | 425.00 | 360.00 | 375.00 | 420.00 |
| 2019-06-10 | 20680.00 | 20660.00 | 20825.00 | 20505.00 | 20210.00 | 20255.00 | 20420.00 | 20070.00 | 470.00 | 405.00 | 405.00 | 435.00 |
| 2019-06-06 | 20255.00 | 20690.00 | 20750.00 | 20220.00 | 19860.00 | 20250.00 | 20300.00 | 19820.00 | 395.00 | 440.00 | 450.00 | 400.00 |
| 2019-06-05 | 20360.00 | 20275.00 | 20395.00 | 20210.00 | 19985.00 | 19875.00 | 20040.00 | 19840.00 | 375.00 | 400.00 | 355.00 | 370.00 |
| 2019-06-04 | 20410.00 | 20305.00 | 20515.00 | 20080.00 | 20040.00 | 19945.00 | 20165.00 | 19690.00 | 370.00 | 360.00 | 350.00 | 390.00 |
| 2019-06-03 | 20490.00 | 20480.00 | 20680.00 | 20460.00 | 20115.00 | 20120.00 | 20350.00 | 20100.00 | 375.00 | 360.00 | 330.00 | 360.00 |
| 2019-05-31 | 20695.00 | 20545.00 | 20860.00 | 20525.00 | 20310.00 | 20200.00 | 20475.00 | 20125.00 | 385.00 | 345.00 | 385.00 | 400.00 |
| 2019-05-30 | 20580.00 | 20725.00 | 20810.00 | 20565.00 | 20170.00 | 20335.00 | 20380.00 | 20170.00 | 410.00 | 390.00 | 430.00 | 395.00 |
| 2019-05-29 | 20690.00 | 20575.00 | 20790.00 | 20520.00 | 20360.00 | 20195.00 | 20470.00 | 20160.00 | 330.00 | 380.00 | 320.00 | 360.00 |
| 2019-05-28 | 20440.00 | 20665.00 | 20795.00 | 20410.00 | 20080.00 | 20340.00 | 20495.00 | 20080.00 | 360.00 | 325.00 | 300.00 | 330.00 |
| 2019-05-27 | 20390.00 | 20360.00 | 20415.00 | 20185.00 | 20160.00 | 20115.00 | 20205.00 | 19960.00 | 230.00 | 245.00 | 210.00 | 225.00 |
| 2019-05-24 | 20225.00 | 20435.00 | 20590.00 | 20000.00 | 20060.00 | 20215.00 | 20370.00 | 19830.00 | 165.00 | 220.00 | 220.00 | 170.00 |
| 2019-05-23 | 20500.00 | 20270.00 | 20600.00 | 20260.00 | 20710.00 | 20510.00 | 20845.00 | 20495.00 | -210.00 | -240.00 | -245.00 | -235.00 |
| 2019-05-22 | 20640.00 | 20455.00 | 20775.00 | 20415.00 | 20925.00 | 20710.00 | 21010.00 | 20705.00 | -285.00 | -255.00 | -235.00 | -290.00 |
| 2019-05-21 | 20580.00 | 20670.00 | 20755.00 | 20515.00 | 20880.00 | 20940.00 | 21000.00 | 20800.00 | -300.00 | -270.00 | -245.00 | -285.00 |
| 2019-05-20 | 20910.00 | 20615.00 | 21070.00 | 20550.00 | 21160.00 | 20900.00 | 21310.00 | 20830.00 | -250.00 | -285.00 | -240.00 | -280.00 |
| 2019-05-17 | 21090.00 | 20870.00 | 21160.00 | 20835.00 | 21430.00 | 21135.00 | 21440.00 | 21110.00 | -340.00 | -265.00 | -280.00 | -275.00 |
| 2019-05-16 | 20910.00 | 21085.00 | 21165.00 | 20895.00 | 21210.00 | 21370.00 | 21455.00 | 21210.00 | -300.00 | -285.00 | -290.00 | -315.00 |
| 2019-05-15 | 21040.00 | 21270.00 | 21285.00 | 20960.00 | 20680.00 | 20965.00 | 20995.00 | 20680.00 | 360.00 | 305.00 | 290.00 | 280.00 |
| 2019-05-14 | 21000.00 | 20970.00 | 21025.00 | 20735.00 | 20750.00 | 20690.00 | 20775.00 | 20490.00 | 250.00 | 280.00 | 250.00 | 245.00 |
| 2019-05-13 | 21135.00 | 21060.00 | 21155.00 | 20990.00 | 20815.00 | 20830.00 | 20920.00 | 20750.00 | 320.00 | 230.00 | 235.00 | 240.00 |
| 2019-05-10 | 21035.00 | 21095.00 | 21310.00 | 20970.00 | 20740.00 | 20830.00 | 21080.00 | 20720.00 | 295.00 | 265.00 | 230.00 | 250.00 |
| 2019-05-09 | 21090.00 | 21090.00 | 21165.00 | 20995.00 | 20850.00 | 20840.00 | 20925.00 | 20765.00 | 240.00 | 250.00 | 240.00 | 230.00 |