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：
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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021-05-27 | 18280.00 | 18480.00 | 18615.00 | 18235.00 | 18160.00 | 18445.00 | 18580.00 | 18160.00 | 120.00 | 35.00 | 35.00 | 75.00 |
| 2021-05-26 | 18310.00 | 18210.00 | 18430.00 | 18155.00 | 18335.00 | 18235.00 | 18440.00 | 18185.00 | -25.00 | -25.00 | -10.00 | -30.00 |
| 2021-05-25 | 18130.00 | 18370.00 | 18470.00 | 18110.00 | 18105.00 | 18395.00 | 18470.00 | 18105.00 | 25.00 | -25.00 | 0.00 | 5.00 |
| 2021-05-24 | 19120.00 | 18105.00 | 19180.00 | 17935.00 | 19200.00 | 18110.00 | 19210.00 | 17965.00 | -80.00 | -5.00 | -30.00 | -30.00 |
| 2021-05-21 | 19100.00 | 18710.00 | 19140.00 | 18390.00 | 19060.00 | 18715.00 | 19115.00 | 18395.00 | 40.00 | -5.00 | 25.00 | -5.00 |
| 2021-05-20 | 19220.00 | 19125.00 | 19240.00 | 18800.00 | 19210.00 | 19140.00 | 19235.00 | 18800.00 | 10.00 | -15.00 | 5.00 | 0.00 |
| 2021-05-19 | 19610.00 | 19290.00 | 19745.00 | 19220.00 | 19655.00 | 19280.00 | 19755.00 | 19210.00 | -45.00 | 10.00 | -10.00 | 10.00 |
| 2021-05-18 | 19695.00 | 19715.00 | 19890.00 | 19580.00 | 19690.00 | 19715.00 | 19895.00 | 19590.00 | 5.00 | 0.00 | -5.00 | -10.00 |
| 2021-05-17 | 19375.00 | 19700.00 | 19880.00 | 19360.00 | 19400.00 | 19690.00 | 19870.00 | 19365.00 | -25.00 | 10.00 | 10.00 | -5.00 |
| 2021-05-14 | 19575.00 | 19315.00 | 19740.00 | 18880.00 | 19560.00 | 19295.00 | 19710.00 | 18860.00 | 15.00 | 20.00 | 30.00 | 20.00 |
| 2021-05-13 | 19685.00 | 19675.00 | 19910.00 | 19545.00 | 19615.00 | 19635.00 | 19890.00 | 19510.00 | 70.00 | 40.00 | 20.00 | 35.00 |
| 2021-05-12 | 20025.00 | 19985.00 | 20065.00 | 19810.00 | 19900.00 | 19970.00 | 20055.00 | 19800.00 | 125.00 | 15.00 | 10.00 | 10.00 |
| 2021-05-11 | 20400.00 | 19945.00 | 20400.00 | 19410.00 | 20350.00 | 19925.00 | 20375.00 | 19400.00 | 50.00 | 20.00 | 25.00 | 10.00 |
| 2021-05-10 | 19800.00 | 20420.00 | 20445.00 | 19795.00 | 19810.00 | 20410.00 | 20435.00 | 19800.00 | -10.00 | 10.00 | 10.00 | -5.00 |
| 2021-05-07 | 19455.00 | 19855.00 | 19945.00 | 19385.00 | 19450.00 | 19855.00 | 19935.00 | 19380.00 | 5.00 | 0.00 | 10.00 | 5.00 |
| 2021-05-06 | 19080.00 | 19385.00 | 19450.00 | 19080.00 | 19080.00 | 19375.00 | 19445.00 | 19065.00 | 0.00 | 10.00 | 5.00 | 15.00 |
| 2021-04-30 | 18835.00 | 18990.00 | 19015.00 | 18760.00 | 18860.00 | 18990.00 | 19000.00 | 18755.00 | -25.00 | 0.00 | 15.00 | 5.00 |
| 2021-04-29 | 18505.00 | 18865.00 | 19000.00 | 18450.00 | 18490.00 | 18860.00 | 18995.00 | 18445.00 | 15.00 | 5.00 | 5.00 | 5.00 |
| 2021-04-28 | 18505.00 | 18480.00 | 18530.00 | 18310.00 | 18490.00 | 18470.00 | 18490.00 | 18315.00 | 15.00 | 10.00 | 40.00 | -5.00 |
| 2021-04-27 | 18460.00 | 18605.00 | 18655.00 | 18390.00 | 18445.00 | 18595.00 | 18630.00 | 18380.00 | 15.00 | 10.00 | 25.00 | 10.00 |
| 2021-04-26 | 18355.00 | 18360.00 | 18490.00 | 18150.00 | 18340.00 | 18355.00 | 18475.00 | 18155.00 | 15.00 | 5.00 | 15.00 | -5.00 |
| 2021-04-23 | 18160.00 | 18355.00 | 18425.00 | 18105.00 | 18180.00 | 18340.00 | 18415.00 | 18100.00 | -20.00 | 15.00 | 10.00 | 5.00 |
| 2021-04-22 | 18090.00 | 18100.00 | 18315.00 | 18015.00 | 18020.00 | 18095.00 | 18300.00 | 18010.00 | 70.00 | 5.00 | 15.00 | 5.00 |
| 2021-04-21 | 18010.00 | 18010.00 | 18110.00 | 17895.00 | 18005.00 | 18000.00 | 18100.00 | 17870.00 | 5.00 | 10.00 | 10.00 | 25.00 |
| 2021-04-20 | 18180.00 | 18095.00 | 18295.00 | 18040.00 | 18240.00 | 18070.00 | 18295.00 | 18030.00 | -60.00 | 25.00 | 0.00 | 10.00 |
| 2021-04-19 | 18000.00 | 18220.00 | 18270.00 | 17920.00 | 17995.00 | 18215.00 | 18265.00 | 17910.00 | 5.00 | 5.00 | 5.00 | 10.00 |
| 2021-04-16 | 18345.00 | 18005.00 | 18460.00 | 17905.00 | 18340.00 | 17995.00 | 18440.00 | 17905.00 | 5.00 | 10.00 | 20.00 | 0.00 |
| 2021-04-15 | 17880.00 | 18320.00 | 18360.00 | 17860.00 | 17880.00 | 18300.00 | 18325.00 | 17840.00 | 0.00 | 20.00 | 35.00 | 20.00 |
| 2021-04-14 | 17740.00 | 17895.00 | 18045.00 | 17625.00 | 17695.00 | 17880.00 | 18000.00 | 17565.00 | 45.00 | 15.00 | 45.00 | 60.00 |
| 2021-04-13 | 17455.00 | 17740.00 | 17820.00 | 17360.00 | 17370.00 | 17695.00 | 17785.00 | 17330.00 | 85.00 | 45.00 | 35.00 | 30.00 |
| 2021-04-12 | 17485.00 | 17395.00 | 17595.00 | 17265.00 | 17435.00 | 17360.00 | 17560.00 | 17230.00 | 50.00 | 35.00 | 35.00 | 35.00 |
| 2021-04-09 | 17555.00 | 17485.00 | 17595.00 | 17450.00 | 17590.00 | 17455.00 | 17600.00 | 17445.00 | -35.00 | 30.00 | -5.00 | 5.00 |
| 2021-04-08 | 17455.00 | 17525.00 | 17550.00 | 17405.00 | 17400.00 | 17505.00 | 17540.00 | 17400.00 | 55.00 | 20.00 | 10.00 | 5.00 |
| 2021-04-07 | 17515.00 | 17460.00 | 17595.00 | 17370.00 | 17535.00 | 17455.00 | 17575.00 | 17360.00 | -20.00 | 5.00 | 20.00 | 10.00 |
| 2021-04-06 | 17620.00 | 17515.00 | 17650.00 | 17445.00 | 17605.00 | 17505.00 | 17640.00 | 17430.00 | 15.00 | 10.00 | 10.00 | 15.00 |
| 2021-04-02 | 17400.00 | 17515.00 | 17595.00 | 17360.00 | 17430.00 | 17495.00 | 17585.00 | 17330.00 | -30.00 | 20.00 | 10.00 | 30.00 |
| 2021-04-01 | 17160.00 | 17400.00 | 17495.00 | 17065.00 | 17135.00 | 17380.00 | 17465.00 | 17025.00 | 25.00 | 20.00 | 30.00 | 40.00 |
| 2021-03-31 | 17235.00 | 17155.00 | 17275.00 | 17065.00 | 17245.00 | 17120.00 | 17245.00 | 17020.00 | -10.00 | 35.00 | 30.00 | 45.00 |
| 2021-03-30 | 17330.00 | 17345.00 | 17490.00 | 17295.00 | 17290.00 | 17300.00 | 17435.00 | 17255.00 | 40.00 | 45.00 | 55.00 | 40.00 |
| 2021-03-29 | 17455.00 | 17405.00 | 17615.00 | 17280.00 | 17425.00 | 17360.00 | 17540.00 | 17235.00 | 30.00 | 45.00 | 75.00 | 45.00 |
| 2021-03-26 | 17060.00 | 17420.00 | 17460.00 | 16990.00 | 16970.00 | 17355.00 | 17395.00 | 16955.00 | 90.00 | 65.00 | 65.00 | 35.00 |
| 2021-03-25 | 17275.00 | 17060.00 | 17300.00 | 17030.00 | 17215.00 | 17005.00 | 17255.00 | 16985.00 | 60.00 | 55.00 | 45.00 | 45.00 |
| 2021-03-24 | 17075.00 | 17075.00 | 17135.00 | 16965.00 | 17050.00 | 17055.00 | 17100.00 | 16955.00 | 25.00 | 20.00 | 35.00 | 10.00 |
| 2021-03-23 | 17650.00 | 17085.00 | 17715.00 | 16480.00 | 17600.00 | 17080.00 | 17670.00 | 16435.00 | 50.00 | 5.00 | 45.00 | 45.00 |
| 2021-03-22 | 17520.00 | 17535.00 | 17725.00 | 17350.00 | 17515.00 | 17540.00 | 17725.00 | 17380.00 | 5.00 | -5.00 | 0.00 | -30.00 |
| 2021-03-19 | 17475.00 | 17415.00 | 17535.00 | 17295.00 | 17520.00 | 17430.00 | 17550.00 | 17310.00 | -45.00 | -15.00 | -15.00 | -15.00 |
| 2021-03-18 | 17850.00 | 17475.00 | 17930.00 | 17415.00 | 17815.00 | 17500.00 | 17940.00 | 17445.00 | 35.00 | -25.00 | -10.00 | -30.00 |
| 2021-03-17 | 17510.00 | 17710.00 | 17725.00 | 17500.00 | 17520.00 | 17740.00 | 17750.00 | 17520.00 | -10.00 | -30.00 | -25.00 | -20.00 |
| 2021-03-16 | 17680.00 | 17575.00 | 17955.00 | 17560.00 | 17665.00 | 17630.00 | 17980.00 | 17625.00 | 15.00 | -55.00 | -25.00 | -65.00 |
| 2021-03-15 | 17300.00 | 17650.00 | 17830.00 | 17245.00 | 17245.00 | 17605.00 | 17770.00 | 17145.00 | 55.00 | 45.00 | 60.00 | 100.00 |
| 2021-03-12 | 17520.00 | 17310.00 | 17570.00 | 17145.00 | 17380.00 | 17240.00 | 17510.00 | 17075.00 | 140.00 | 70.00 | 60.00 | 70.00 |
| 2021-03-11 | 17160.00 | 17530.00 | 17630.00 | 17145.00 | 17115.00 | 17470.00 | 17560.00 | 17065.00 | 45.00 | 60.00 | 70.00 | 80.00 |
| 2021-03-10 | 17050.00 | 17185.00 | 17385.00 | 16870.00 | 17030.00 | 17105.00 | 17310.00 | 16785.00 | 20.00 | 80.00 | 75.00 | 85.00 |
| 2021-03-09 | 17230.00 | 16990.00 | 17385.00 | 16960.00 | 17120.00 | 16900.00 | 17310.00 | 16885.00 | 110.00 | 90.00 | 75.00 | 75.00 |
| 2021-03-08 | 17315.00 | 17260.00 | 17545.00 | 17170.00 | 17240.00 | 17190.00 | 17470.00 | 17090.00 | 75.00 | 70.00 | 75.00 | 80.00 |
| 2021-03-05 | 17225.00 | 17245.00 | 17435.00 | 17010.00 | 17040.00 | 17140.00 | 17330.00 | 16875.00 | 185.00 | 105.00 | 105.00 | 135.00 |
| 2021-03-04 | 17570.00 | 17130.00 | 17870.00 | 17110.00 | 17470.00 | 17015.00 | 17740.00 | 17015.00 | 100.00 | 115.00 | 130.00 | 95.00 |
| 2021-03-03 | 17250.00 | 17640.00 | 17650.00 | 17115.00 | 17140.00 | 17545.00 | 17570.00 | 17055.00 | 110.00 | 95.00 | 80.00 | 60.00 |
| 2021-03-02 | 17060.00 | 16890.00 | 17155.00 | 16745.00 | 16990.00 | 16810.00 | 17100.00 | 16670.00 | 70.00 | 80.00 | 55.00 | 75.00 |
| 2021-03-01 | 17325.00 | 17020.00 | 17350.00 | 16845.00 | 17245.00 | 16960.00 | 17265.00 | 16780.00 | 80.00 | 60.00 | 85.00 | 65.00 |
| 2021-02-26 | 17450.00 | 17465.00 | 17695.00 | 17010.00 | 17400.00 | 17375.00 | 17620.00 | 16950.00 | 50.00 | 90.00 | 75.00 | 60.00 |
| 2021-02-25 | 16670.00 | 17480.00 | 17635.00 | 16670.00 | 16700.00 | 17405.00 | 17580.00 | 16610.00 | -30.00 | 75.00 | 55.00 | 60.00 |
| 2021-02-24 | 16630.00 | 16630.00 | 16820.00 | 16520.00 | 16600.00 | 16570.00 | 16765.00 | 16470.00 | 30.00 | 60.00 | 55.00 | 50.00 |
| 2021-02-23 | 16735.00 | 16690.00 | 16855.00 | 16565.00 | 16655.00 | 16720.00 | 16855.00 | 16570.00 | 80.00 | -30.00 | 0.00 | -5.00 |
| 2021-02-22 | 16545.00 | 16735.00 | 16965.00 | 16455.00 | 16490.00 | 16715.00 | 16950.00 | 16390.00 | 55.00 | 20.00 | 15.00 | 65.00 |
| 2021-02-19 | 16650.00 | 16485.00 | 16660.00 | 16385.00 | 16680.00 | 16490.00 | 16680.00 | 16385.00 | -30.00 | -5.00 | -20.00 | 0.00 |
| 2021-02-18 | 16025.00 | 16510.00 | 16560.00 | 16025.00 | 16100.00 | 16515.00 | 16560.00 | 16055.00 | -75.00 | -5.00 | 0.00 | -30.00 |
| 2021-02-10 | 15865.00 | 15900.00 | 15950.00 | 15760.00 | 15900.00 | 15900.00 | 15930.00 | 15705.00 | -35.00 | 0.00 | 20.00 | 55.00 |
| 2021-02-09 | 15810.00 | 15865.00 | 15960.00 | 15735.00 | 15765.00 | 15850.00 | 15935.00 | 15700.00 | 45.00 | 15.00 | 25.00 | 35.00 |
| 2021-02-08 | 15630.00 | 15780.00 | 15820.00 | 15540.00 | 15520.00 | 15740.00 | 15770.00 | 15490.00 | 110.00 | 40.00 | 50.00 | 50.00 |
| 2021-02-05 | 15230.00 | 15555.00 | 15600.00 | 15230.00 | 15245.00 | 15485.00 | 15490.00 | 15205.00 | -15.00 | 70.00 | 110.00 | 25.00 |
| 2021-02-04 | 14970.00 | 15280.00 | 15350.00 | 14955.00 | 14990.00 | 15255.00 | 15320.00 | 14930.00 | -20.00 | 25.00 | 30.00 | 25.00 |
| 2021-02-03 | 14980.00 | 14965.00 | 15070.00 | 14920.00 | 14920.00 | 14945.00 | 15035.00 | 14890.00 | 60.00 | 20.00 | 35.00 | 30.00 |
| 2021-02-02 | 15245.00 | 14945.00 | 15290.00 | 14895.00 | 15225.00 | 14920.00 | 15275.00 | 14875.00 | 20.00 | 25.00 | 15.00 | 20.00 |
| 2021-02-01 | 15000.00 | 15260.00 | 15465.00 | 14950.00 | 15000.00 | 15240.00 | 15430.00 | 14945.00 | 0.00 | 20.00 | 35.00 | 5.00 |
| 2021-01-29 | 14830.00 | 15005.00 | 15025.00 | 14815.00 | 14810.00 | 14995.00 | 15010.00 | 14810.00 | 20.00 | 10.00 | 15.00 | 5.00 |
| 2021-01-28 | 14830.00 | 14815.00 | 14910.00 | 14740.00 | 14790.00 | 14810.00 | 14915.00 | 14745.00 | 40.00 | 5.00 | -5.00 | -5.00 |
| 2021-01-27 | 14870.00 | 14885.00 | 14930.00 | 14825.00 | 14885.00 | 14885.00 | 14935.00 | 14835.00 | -15.00 | 0.00 | -5.00 | -10.00 |
| 2021-01-26 | 14980.00 | 14845.00 | 15030.00 | 14775.00 | 14980.00 | 14845.00 | 15035.00 | 14785.00 | 0.00 | 0.00 | -5.00 | -10.00 |
| 2021-01-25 | 14840.00 | 14945.00 | 15120.00 | 14760.00 | 14880.00 | 14965.00 | 15105.00 | 14765.00 | -40.00 | -20.00 | 15.00 | -5.00 |
| 2021-01-22 | 14975.00 | 14905.00 | 15155.00 | 14780.00 | 14965.00 | 14900.00 | 15135.00 | 14795.00 | 10.00 | 5.00 | 20.00 | -15.00 |
| 2021-01-21 | 14770.00 | 14975.00 | 15040.00 | 14710.00 | 14805.00 | 14965.00 | 15020.00 | 14725.00 | -35.00 | 10.00 | 20.00 | -15.00 |
| 2021-01-20 | 14745.00 | 14805.00 | 14865.00 | 14635.00 | 14770.00 | 14810.00 | 14860.00 | 14650.00 | -25.00 | -5.00 | 5.00 | -15.00 |
| 2021-01-19 | 14925.00 | 14745.00 | 14970.00 | 14720.00 | 14900.00 | 14760.00 | 14990.00 | 14730.00 | 25.00 | -15.00 | -20.00 | -10.00 |
| 2021-01-18 | 14800.00 | 14940.00 | 15045.00 | 14750.00 | 14865.00 | 14960.00 | 15090.00 | 14795.00 | -65.00 | -20.00 | -45.00 | -45.00 |
| 2021-01-15 | 14830.00 | 14865.00 | 14970.00 | 14715.00 | 14765.00 | 14875.00 | 14965.00 | 14740.00 | 65.00 | -10.00 | 5.00 | -25.00 |
| 2021-01-14 | 14725.00 | 14795.00 | 14880.00 | 14600.00 | 14730.00 | 14805.00 | 14890.00 | 14620.00 | -5.00 | -10.00 | -10.00 | -20.00 |
| 2021-01-13 | 14955.00 | 14755.00 | 14995.00 | 14715.00 | 14925.00 | 14760.00 | 14980.00 | 14720.00 | 30.00 | -5.00 | 15.00 | -5.00 |
| 2021-01-12 | 15070.00 | 14955.00 | 15080.00 | 14770.00 | 14940.00 | 14905.00 | 15015.00 | 14740.00 | 130.00 | 50.00 | 65.00 | 30.00 |
| 2021-01-11 | 15385.00 | 15010.00 | 15415.00 | 14975.00 | 15320.00 | 14940.00 | 15335.00 | 14935.00 | 65.00 | 70.00 | 80.00 | 40.00 |
| 2021-01-08 | 15285.00 | 15340.00 | 15630.00 | 15210.00 | 15250.00 | 15290.00 | 15550.00 | 15190.00 | 35.00 | 50.00 | 80.00 | 20.00 |
| 2021-01-07 | 15445.00 | 15320.00 | 15460.00 | 15160.00 | 15415.00 | 15315.00 | 15450.00 | 15165.00 | 30.00 | 5.00 | 10.00 | -5.00 |
| 2021-01-06 | 15425.00 | 15400.00 | 15490.00 | 15275.00 | 15365.00 | 15380.00 | 15460.00 | 15220.00 | 60.00 | 20.00 | 30.00 | 55.00 |
| 2021-01-05 | 15470.00 | 15370.00 | 15570.00 | 15300.00 | 15450.00 | 15310.00 | 15475.00 | 15230.00 | 20.00 | 60.00 | 95.00 | 70.00 |
| 2021-01-04 | 15430.00 | 15430.00 | 15460.00 | 15180.00 | 15325.00 | 15330.00 | 15360.00 | 15065.00 | 105.00 | 100.00 | 100.00 | 115.00 |
| 2020-12-31 | 15530.00 | 15460.00 | 15595.00 | 15380.00 | 15360.00 | 15310.00 | 15465.00 | 15260.00 | 170.00 | 150.00 | 130.00 | 120.00 |
| 2020-12-30 | 15410.00 | 15490.00 | 15575.00 | 15325.00 | 15230.00 | 15375.00 | 15455.00 | 15215.00 | 180.00 | 115.00 | 120.00 | 110.00 |
| 2020-12-29 | 15590.00 | 15365.00 | 15665.00 | 15295.00 | 15810.00 | 15570.00 | 15880.00 | 15540.00 | -220.00 | -205.00 | -215.00 | -245.00 |
| 2020-12-28 | 15975.00 | 15565.00 | 16000.00 | 15520.00 | 16180.00 | 15805.00 | 16200.00 | 15750.00 | -205.00 | -240.00 | -200.00 | -230.00 |
| 2020-12-25 | 15960.00 | 15900.00 | 16040.00 | 15855.00 | 16085.00 | 16980.00 | 16980.00 | 16035.00 | -125.00 | -1080.00 | -940.00 | -180.00 |