本页面展示沪铝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：
如果您对期货套利以及其它低风险投资感兴趣，可以关注我们的公众号：财有你我 ，加群交流。
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。
关于沪铝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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022-03-23 | 23065.00 | 23085.00 | 23145.00 | 22835.00 | 23055.00 | 23070.00 | 23120.00 | 22820.00 | 10.00 | 15.00 | 25.00 | 15.00 |
| 2022-03-22 | 23105.00 | 22950.00 | 23210.00 | 22790.00 | 23025.00 | 22930.00 | 23180.00 | 22775.00 | 80.00 | 20.00 | 30.00 | 15.00 |
| 2022-03-21 | 22720.00 | 23105.00 | 23300.00 | 22700.00 | 22580.00 | 23085.00 | 23275.00 | 22580.00 | 140.00 | 20.00 | 25.00 | 120.00 |
| 2022-03-18 | 22225.00 | 22830.00 | 22880.00 | 22225.00 | 22340.00 | 22810.00 | 22845.00 | 22220.00 | -115.00 | 20.00 | 35.00 | 5.00 |
| 2022-03-17 | 21895.00 | 22200.00 | 22300.00 | 21870.00 | 22005.00 | 22210.00 | 22305.00 | 21890.00 | -110.00 | -10.00 | -5.00 | -20.00 |
| 2022-03-16 | 21235.00 | 21960.00 | 22100.00 | 21235.00 | 21500.00 | 21965.00 | 22110.00 | 21310.00 | -265.00 | -5.00 | -10.00 | -75.00 |
| 2022-03-15 | 21800.00 | 21590.00 | 21885.00 | 21565.00 | 21585.00 | 21595.00 | 21870.00 | 21570.00 | 215.00 | -5.00 | 15.00 | -5.00 |
| 2022-03-14 | 21880.00 | 21855.00 | 22160.00 | 21720.00 | 21995.00 | 21870.00 | 22145.00 | 21720.00 | -115.00 | -15.00 | 15.00 | 0.00 |
| 2022-03-11 | 22100.00 | 22035.00 | 22100.00 | 21730.00 | 22155.00 | 22030.00 | 22160.00 | 21745.00 | -55.00 | 5.00 | -60.00 | -15.00 |
| 2022-03-10 | 21825.00 | 21735.00 | 21825.00 | 21135.00 | 21640.00 | 21755.00 | 21805.00 | 21165.00 | 185.00 | -20.00 | 20.00 | -30.00 |
| 2022-03-09 | 21200.00 | 21830.00 | 22425.00 | 21085.00 | 22000.00 | 21895.00 | 22450.00 | 21060.00 | -800.00 | -65.00 | -25.00 | 25.00 |
| 2022-03-08 | 24020.00 | 23105.00 | 24020.00 | 22550.00 | 23930.00 | 23170.00 | 23980.00 | 22585.00 | 90.00 | -65.00 | 40.00 | -35.00 |
| 2022-03-07 | 23400.00 | 24020.00 | 24255.00 | 23400.00 | 23525.00 | 24060.00 | 24280.00 | 23440.00 | -125.00 | -40.00 | -25.00 | -40.00 |
| 2022-03-04 | 23810.00 | 23570.00 | 23870.00 | 23420.00 | 23920.00 | 23600.00 | 23940.00 | 23440.00 | -110.00 | -30.00 | -70.00 | -20.00 |
| 2022-03-03 | 23200.00 | 23775.00 | 23900.00 | 23080.00 | 23195.00 | 23795.00 | 23900.00 | 23075.00 | 5.00 | -20.00 | 0.00 | 5.00 |
| 2022-03-02 | 22890.00 | 22955.00 | 23025.00 | 22840.00 | 22920.00 | 22945.00 | 23015.00 | 22840.00 | -30.00 | 10.00 | 10.00 | 0.00 |
| 2022-03-01 | 22710.00 | 22730.00 | 22760.00 | 22545.00 | 22680.00 | 22725.00 | 22745.00 | 22535.00 | 30.00 | 5.00 | 15.00 | 10.00 |
| 2022-02-28 | 22370.00 | 22855.00 | 22915.00 | 22305.00 | 22340.00 | 22840.00 | 22890.00 | 22315.00 | 30.00 | 15.00 | 25.00 | -10.00 |
| 2022-02-25 | 23190.00 | 22510.00 | 23265.00 | 22450.00 | 23210.00 | 22500.00 | 23280.00 | 22455.00 | -20.00 | 10.00 | -15.00 | -5.00 |
| 2022-02-24 | 22680.00 | 22950.00 | 23240.00 | 22620.00 | 22745.00 | 22915.00 | 23205.00 | 22610.00 | -65.00 | 35.00 | 35.00 | 10.00 |
| 2022-02-23 | 23045.00 | 22805.00 | 23090.00 | 22730.00 | 23000.00 | 22780.00 | 23070.00 | 22725.00 | 45.00 | 25.00 | 20.00 | 5.00 |
| 2022-02-22 | 22600.00 | 22930.00 | 23145.00 | 22595.00 | 22610.00 | 22930.00 | 23140.00 | 22595.00 | -10.00 | 0.00 | 5.00 | 0.00 |
| 2022-02-21 | 22760.00 | 22595.00 | 22785.00 | 22450.00 | 22750.00 | 22590.00 | 22780.00 | 22440.00 | 10.00 | 5.00 | 5.00 | 10.00 |
| 2022-02-18 | 22620.00 | 22840.00 | 22890.00 | 22570.00 | 22525.00 | 22830.00 | 22870.00 | 22525.00 | 95.00 | 10.00 | 20.00 | 45.00 |
| 2022-02-17 | 22745.00 | 22585.00 | 22780.00 | 22565.00 | 22610.00 | 22550.00 | 22750.00 | 22545.00 | 135.00 | 35.00 | 30.00 | 20.00 |
| 2022-02-16 | 22645.00 | 22615.00 | 22690.00 | 22360.00 | 22665.00 | 22590.00 | 22665.00 | 22335.00 | -20.00 | 25.00 | 25.00 | 25.00 |
| 2022-02-15 | 22715.00 | 22685.00 | 22790.00 | 22315.00 | 22750.00 | 22665.00 | 22755.00 | 22315.00 | -35.00 | 20.00 | 35.00 | 0.00 |
| 2022-02-14 | 22670.00 | 22715.00 | 22830.00 | 22185.00 | 22600.00 | 22695.00 | 22800.00 | 22165.00 | 70.00 | 20.00 | 30.00 | 20.00 |
| 2022-02-11 | 23300.00 | 22670.00 | 23365.00 | 22610.00 | 23285.00 | 22635.00 | 23310.00 | 22590.00 | 15.00 | 35.00 | 55.00 | 20.00 |
| 2022-02-10 | 22975.00 | 23290.00 | 23415.00 | 22925.00 | 22930.00 | 23240.00 | 23350.00 | 22870.00 | 45.00 | 50.00 | 65.00 | 55.00 |
| 2022-02-09 | 22730.00 | 22870.00 | 22955.00 | 22605.00 | 22785.00 | 22825.00 | 22930.00 | 22550.00 | -55.00 | 45.00 | 25.00 | 55.00 |
| 2022-02-08 | 22250.00 | 22685.00 | 22770.00 | 21935.00 | 22245.00 | 22650.00 | 22745.00 | 21905.00 | 5.00 | 35.00 | 25.00 | 30.00 |
| 2022-02-07 | 21920.00 | 22290.00 | 22335.00 | 21885.00 | 21900.00 | 22260.00 | 22300.00 | 21855.00 | 20.00 | 30.00 | 35.00 | 30.00 |
| 2022-01-28 | 21515.00 | 21950.00 | 21950.00 | 21480.00 | 21565.00 | 21895.00 | 21895.00 | 21485.00 | -50.00 | 55.00 | 55.00 | -5.00 |
| 2022-01-27 | 21460.00 | 21540.00 | 21680.00 | 21360.00 | 21445.00 | 21540.00 | 21670.00 | 21365.00 | 15.00 | 0.00 | 10.00 | -5.00 |
| 2022-01-26 | 21190.00 | 21525.00 | 21640.00 | 21115.00 | 21200.00 | 21525.00 | 21620.00 | 21120.00 | -10.00 | 0.00 | 20.00 | -5.00 |
| 2022-01-25 | 21040.00 | 21055.00 | 21280.00 | 20995.00 | 20985.00 | 21050.00 | 21260.00 | 20985.00 | 55.00 | 5.00 | 20.00 | 10.00 |
| 2022-01-24 | 21310.00 | 21025.00 | 21600.00 | 20920.00 | 21360.00 | 21015.00 | 21565.00 | 20920.00 | -50.00 | 10.00 | 35.00 | 0.00 |
| 2022-01-21 | 21600.00 | 21430.00 | 21805.00 | 21280.00 | 21610.00 | 21405.00 | 21770.00 | 21260.00 | -10.00 | 25.00 | 35.00 | 20.00 |
| 2022-01-20 | 21660.00 | 21485.00 | 21820.00 | 21220.00 | 21645.00 | 21470.00 | 21780.00 | 21200.00 | 15.00 | 15.00 | 40.00 | 20.00 |
| 2022-01-19 | 21215.00 | 21530.00 | 21660.00 | 21200.00 | 21250.00 | 21555.00 | 21690.00 | 21235.00 | -35.00 | -25.00 | -30.00 | -35.00 |
| 2022-01-18 | 21060.00 | 21290.00 | 21365.00 | 21015.00 | 21245.00 | 21330.00 | 21400.00 | 21040.00 | -185.00 | -40.00 | -35.00 | -25.00 |
| 2022-01-17 | 21230.00 | 21125.00 | 21315.00 | 20860.00 | 21265.00 | 21150.00 | 21340.00 | 20875.00 | -35.00 | -25.00 | -25.00 | -15.00 |
| 2022-01-14 | 21515.00 | 21160.00 | 21540.00 | 20980.00 | 21510.00 | 21170.00 | 21545.00 | 20990.00 | 5.00 | -10.00 | -5.00 | -10.00 |
| 2022-01-13 | 21665.00 | 21375.00 | 21930.00 | 21205.00 | 21800.00 | 21385.00 | 21945.00 | 21230.00 | -135.00 | -10.00 | -15.00 | -25.00 |
| 2022-01-12 | 21550.00 | 21605.00 | 21795.00 | 21515.00 | 21555.00 | 21635.00 | 21800.00 | 21535.00 | -5.00 | -30.00 | -5.00 | -20.00 |
| 2022-01-11 | 21225.00 | 21495.00 | 21600.00 | 21120.00 | 21205.00 | 21500.00 | 21600.00 | 21110.00 | 20.00 | -5.00 | 0.00 | 10.00 |
| 2022-01-10 | 21100.00 | 21225.00 | 21260.00 | 20950.00 | 21120.00 | 21230.00 | 21260.00 | 20960.00 | -20.00 | -5.00 | 0.00 | -10.00 |
| 2022-01-07 | 20805.00 | 21130.00 | 21405.00 | 20685.00 | 20820.00 | 21150.00 | 21410.00 | 20710.00 | -15.00 | -20.00 | -5.00 | -25.00 |
| 2022-01-06 | 20465.00 | 20685.00 | 20835.00 | 20460.00 | 20485.00 | 20715.00 | 20870.00 | 20485.00 | -20.00 | -30.00 | -35.00 | -25.00 |
| 2022-01-05 | 20300.00 | 20380.00 | 20430.00 | 20120.00 | 20325.00 | 20415.00 | 20450.00 | 20155.00 | -25.00 | -35.00 | -20.00 | -35.00 |
| 2022-01-04 | 20500.00 | 20210.00 | 20580.00 | 20075.00 | 20460.00 | 20240.00 | 20610.00 | 20100.00 | 40.00 | -30.00 | -30.00 | -25.00 |
| 2021-12-31 | 20455.00 | 20380.00 | 20525.00 | 20330.00 | 20440.00 | 20405.00 | 20550.00 | 20340.00 | 15.00 | -25.00 | -25.00 | -10.00 |
| 2021-12-30 | 19990.00 | 20460.00 | 20585.00 | 19940.00 | 20000.00 | 20475.00 | 20610.00 | 19980.00 | -10.00 | -15.00 | -25.00 | -40.00 |
| 2021-12-29 | 19860.00 | 19910.00 | 20005.00 | 19770.00 | 19925.00 | 19935.00 | 20035.00 | 19805.00 | -65.00 | -25.00 | -30.00 | -35.00 |
| 2021-12-28 | 19700.00 | 19860.00 | 19880.00 | 19630.00 | 19755.00 | 19870.00 | 19905.00 | 19670.00 | -55.00 | -10.00 | -25.00 | -40.00 |
| 2021-12-27 | 20265.00 | 19665.00 | 20275.00 | 19630.00 | 20170.00 | 19650.00 | 20235.00 | 19610.00 | 95.00 | 15.00 | 40.00 | 20.00 |
| 2021-12-24 | 20240.00 | 20185.00 | 20285.00 | 19990.00 | 20190.00 | 20145.00 | 20230.00 | 19955.00 | 50.00 | 40.00 | 55.00 | 35.00 |
| 2021-12-23 | 20300.00 | 20315.00 | 20390.00 | 20165.00 | 20200.00 | 20260.00 | 20335.00 | 20105.00 | 100.00 | 55.00 | 55.00 | 60.00 |
| 2021-12-22 | 19715.00 | 20045.00 | 20055.00 | 19675.00 | 19680.00 | 20080.00 | 20100.00 | 19680.00 | 35.00 | -35.00 | -45.00 | -5.00 |
| 2021-12-21 | 19505.00 | 19600.00 | 19630.00 | 19440.00 | 19535.00 | 19630.00 | 19660.00 | 19455.00 | -30.00 | -30.00 | -30.00 | -15.00 |
| 2021-12-20 | 19785.00 | 19605.00 | 19845.00 | 19575.00 | 19770.00 | 19625.00 | 19890.00 | 19600.00 | 15.00 | -20.00 | -45.00 | -25.00 |
| 2021-12-17 | 19215.00 | 19720.00 | 19765.00 | 19215.00 | 19350.00 | 19765.00 | 19815.00 | 19250.00 | -135.00 | -45.00 | -50.00 | -35.00 |
| 2021-12-16 | 18945.00 | 19205.00 | 19280.00 | 18870.00 | 18850.00 | 19230.00 | 19300.00 | 18850.00 | 95.00 | -25.00 | -20.00 | 20.00 |
| 2021-12-15 | 19135.00 | 18960.00 | 19245.00 | 18950.00 | 19220.00 | 18990.00 | 19285.00 | 18990.00 | -85.00 | -30.00 | -40.00 | -40.00 |
| 2021-12-14 | 19200.00 | 19210.00 | 19315.00 | 19120.00 | 19280.00 | 19255.00 | 19365.00 | 19165.00 | -80.00 | -45.00 | -50.00 | -45.00 |
| 2021-12-13 | 18825.00 | 19220.00 | 19250.00 | 18710.00 | 18880.00 | 19260.00 | 19300.00 | 18750.00 | -55.00 | -40.00 | -50.00 | -40.00 |
| 2021-12-10 | 18800.00 | 18900.00 | 18990.00 | 18690.00 | 18870.00 | 18950.00 | 19030.00 | 18730.00 | -70.00 | -50.00 | -40.00 | -40.00 |
| 2021-12-09 | 18900.00 | 18770.00 | 18930.00 | 18700.00 | 18900.00 | 18795.00 | 18965.00 | 18725.00 | 0.00 | -25.00 | -35.00 | -25.00 |
| 2021-12-08 | 18815.00 | 18870.00 | 18945.00 | 18720.00 | 18930.00 | 18910.00 | 18985.00 | 18760.00 | -115.00 | -40.00 | -40.00 | -40.00 |
| 2021-12-07 | 18770.00 | 18790.00 | 18900.00 | 18660.00 | 18705.00 | 18820.00 | 18945.00 | 18695.00 | 65.00 | -30.00 | -45.00 | -35.00 |
| 2021-12-06 | 18925.00 | 18710.00 | 19075.00 | 18605.00 | 18910.00 | 18750.00 | 19115.00 | 18650.00 | 15.00 | -40.00 | -40.00 | -45.00 |
| 2021-12-03 | 18840.00 | 18975.00 | 19055.00 | 18580.00 | 18825.00 | 19000.00 | 19100.00 | 18620.00 | 15.00 | -25.00 | -45.00 | -40.00 |
| 2021-12-02 | 19120.00 | 18765.00 | 19185.00 | 18725.00 | 19180.00 | 18810.00 | 19220.00 | 18775.00 | -60.00 | -45.00 | -35.00 | -50.00 |
| 2021-12-01 | 18955.00 | 19120.00 | 19195.00 | 18825.00 | 18970.00 | 19155.00 | 19235.00 | 18865.00 | -15.00 | -35.00 | -40.00 | -40.00 |
| 2021-11-30 | 19015.00 | 18905.00 | 19250.00 | 18750.00 | 19055.00 | 18950.00 | 19290.00 | 18790.00 | -40.00 | -45.00 | -40.00 | -40.00 |
| 2021-11-29 | 18800.00 | 19015.00 | 19190.00 | 18625.00 | 18800.00 | 19055.00 | 19235.00 | 18685.00 | 0.00 | -40.00 | -45.00 | -60.00 |
| 2021-11-26 | 19595.00 | 18960.00 | 19645.00 | 18910.00 | 19520.00 | 19000.00 | 19670.00 | 18960.00 | 75.00 | -40.00 | -25.00 | -50.00 |
| 2021-11-25 | 19320.00 | 19560.00 | 19575.00 | 19280.00 | 19350.00 | 19580.00 | 19600.00 | 19320.00 | -30.00 | -20.00 | -25.00 | -40.00 |
| 2021-11-24 | 19135.00 | 19250.00 | 19350.00 | 19050.00 | 19180.00 | 19220.00 | 19320.00 | 19045.00 | -45.00 | 30.00 | 30.00 | 5.00 |
| 2021-11-23 | 19050.00 | 19135.00 | 19400.00 | 18975.00 | 19050.00 | 19110.00 | 19350.00 | 18965.00 | 0.00 | 25.00 | 50.00 | 10.00 |
| 2021-11-22 | 18965.00 | 19095.00 | 19400.00 | 18940.00 | 18995.00 | 19080.00 | 19360.00 | 18915.00 | -30.00 | 15.00 | 40.00 | 25.00 |
| 2021-11-19 | 18475.00 | 19205.00 | 19310.00 | 18230.00 | 18565.00 | 19180.00 | 19270.00 | 18225.00 | -90.00 | 25.00 | 40.00 | 5.00 |
| 2021-11-18 | 18700.00 | 18475.00 | 18830.00 | 18320.00 | 18780.00 | 18465.00 | 18815.00 | 18310.00 | -80.00 | 10.00 | 15.00 | 10.00 |
| 2021-11-17 | 18600.00 | 18645.00 | 18760.00 | 18280.00 | 18750.00 | 18625.00 | 18750.00 | 18260.00 | -150.00 | 20.00 | 10.00 | 20.00 |
| 2021-11-16 | 19310.00 | 18705.00 | 19350.00 | 18635.00 | 19330.00 | 18680.00 | 19370.00 | 18615.00 | -20.00 | 25.00 | -20.00 | 20.00 |
| 2021-11-15 | 19550.00 | 19200.00 | 19680.00 | 19190.00 | 19560.00 | 19240.00 | 19730.00 | 19230.00 | -10.00 | -40.00 | -50.00 | -40.00 |
| 2021-11-12 | 19600.00 | 19315.00 | 19650.00 | 19265.00 | 19585.00 | 19350.00 | 19685.00 | 19315.00 | 15.00 | -35.00 | -35.00 | -50.00 |
| 2021-11-11 | 18895.00 | 19370.00 | 19530.00 | 18720.00 | 18920.00 | 19415.00 | 19560.00 | 18750.00 | -25.00 | -45.00 | -30.00 | -30.00 |
| 2021-11-10 | 19030.00 | 18895.00 | 19060.00 | 18550.00 | 19075.00 | 18905.00 | 19080.00 | 18580.00 | -45.00 | -10.00 | -20.00 | -30.00 |
| 2021-11-09 | 19055.00 | 19005.00 | 19265.00 | 18760.00 | 19080.00 | 19030.00 | 19280.00 | 18785.00 | -25.00 | -25.00 | -15.00 | -25.00 |
| 2021-11-08 | 18685.00 | 18980.00 | 19200.00 | 18575.00 | 18800.00 | 19010.00 | 19225.00 | 18600.00 | -115.00 | -30.00 | -25.00 | -25.00 |
| 2021-11-05 | 19780.00 | 18680.00 | 19815.00 | 18470.00 | 19830.00 | 18705.00 | 19835.00 | 18500.00 | -50.00 | -25.00 | -20.00 | -30.00 |
| 2021-11-04 | 20275.00 | 19780.00 | 20355.00 | 19680.00 | 20350.00 | 19810.00 | 20355.00 | 19700.00 | -75.00 | -30.00 | 0.00 | -20.00 |
| 2021-11-03 | 20045.00 | 20375.00 | 20480.00 | 19875.00 | 20030.00 | 20390.00 | 20480.00 | 19875.00 | 15.00 | -15.00 | 0.00 | 0.00 |
| 2021-11-02 | 20085.00 | 20095.00 | 20340.00 | 19470.00 | 20080.00 | 20075.00 | 20320.00 | 19500.00 | 5.00 | 20.00 | 20.00 | -30.00 |
| 2021-11-01 | 19650.00 | 20025.00 | 20495.00 | 19550.00 | 19615.00 | 20025.00 | 20495.00 | 19580.00 | 35.00 | 0.00 | 0.00 | -30.00 |
| 2021-10-29 | 20100.00 | 19870.00 | 20565.00 | 19555.00 | 20185.00 | 19860.00 | 20590.00 | 19560.00 | -85.00 | 10.00 | -25.00 | -5.00 |
| 2021-10-28 | 20000.00 | 19920.00 | 20360.00 | 19200.00 | 20025.00 | 19915.00 | 20350.00 | 19260.00 | -25.00 | 5.00 | 10.00 | -60.00 |
| 2021-10-27 | 21115.00 | 20135.00 | 21375.00 | 20065.00 | 21165.00 | 20150.00 | 21395.00 | 20100.00 | -50.00 | -15.00 | -20.00 | -35.00 |