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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020-12-24 | 15730.00 | 15940.00 | 15975.00 | 15690.00 | 15925.00 | 16100.00 | 16150.00 | 15900.00 | -195.00 | -160.00 | -175.00 | -210.00 |
| 2020-12-23 | 15875.00 | 15890.00 | 15995.00 | 15775.00 | 15670.00 | 15705.00 | 15825.00 | 15575.00 | 205.00 | 185.00 | 170.00 | 200.00 |
| 2020-12-22 | 16230.00 | 15840.00 | 16230.00 | 15760.00 | 16070.00 | 15655.00 | 16075.00 | 15615.00 | 160.00 | 185.00 | 155.00 | 145.00 |
| 2020-12-21 | 16655.00 | 16280.00 | 16760.00 | 16230.00 | 16500.00 | 16135.00 | 16550.00 | 16050.00 | 155.00 | 145.00 | 210.00 | 180.00 |
| 2020-12-18 | 16495.00 | 16780.00 | 16805.00 | 16480.00 | 16285.00 | 16570.00 | 16615.00 | 16255.00 | 210.00 | 210.00 | 190.00 | 225.00 |
| 2020-12-17 | 16410.00 | 16515.00 | 16560.00 | 16370.00 | 16200.00 | 16280.00 | 16325.00 | 16125.00 | 210.00 | 235.00 | 235.00 | 245.00 |
| 2020-12-16 | 16260.00 | 16370.00 | 16425.00 | 16180.00 | 16015.00 | 16150.00 | 16190.00 | 15960.00 | 245.00 | 220.00 | 235.00 | 220.00 |
| 2020-12-15 | 16325.00 | 16230.00 | 16410.00 | 16165.00 | 16150.00 | 16005.00 | 16190.00 | 15940.00 | 175.00 | 225.00 | 220.00 | 225.00 |
| 2020-12-14 | 16085.00 | 16315.00 | 16515.00 | 16085.00 | 15875.00 | 16100.00 | 16280.00 | 15865.00 | 210.00 | 215.00 | 235.00 | 220.00 |
| 2020-12-11 | 16335.00 | 16110.00 | 16620.00 | 16015.00 | 16140.00 | 15890.00 | 16385.00 | 15805.00 | 195.00 | 220.00 | 235.00 | 210.00 |
| 2020-12-10 | 16000.00 | 16335.00 | 16405.00 | 16000.00 | 15850.00 | 16140.00 | 16190.00 | 15800.00 | 150.00 | 195.00 | 215.00 | 200.00 |
| 2020-12-09 | 16085.00 | 15955.00 | 16145.00 | 15860.00 | 15880.00 | 15735.00 | 15930.00 | 15660.00 | 205.00 | 220.00 | 215.00 | 200.00 |
| 2020-12-08 | 16075.00 | 16070.00 | 16220.00 | 16010.00 | 15890.00 | 15885.00 | 16010.00 | 15830.00 | 185.00 | 185.00 | 210.00 | 180.00 |
| 2020-12-07 | 16400.00 | 16075.00 | 16465.00 | 15935.00 | 16235.00 | 15880.00 | 16265.00 | 15745.00 | 165.00 | 195.00 | 200.00 | 190.00 |
| 2020-12-04 | 16260.00 | 16350.00 | 16450.00 | 15860.00 | 16100.00 | 16160.00 | 16265.00 | 15735.00 | 160.00 | 190.00 | 185.00 | 125.00 |
| 2020-12-03 | 16775.00 | 16170.00 | 16780.00 | 16130.00 | 16560.00 | 15990.00 | 16580.00 | 15940.00 | 215.00 | 180.00 | 200.00 | 190.00 |
| 2020-12-02 | 16605.00 | 16835.00 | 16925.00 | 16605.00 | 16450.00 | 16630.00 | 16705.00 | 16400.00 | 155.00 | 205.00 | 220.00 | 205.00 |
| 2020-12-01 | 16505.00 | 16615.00 | 16765.00 | 16485.00 | 16275.00 | 16400.00 | 16540.00 | 16250.00 | 230.00 | 215.00 | 225.00 | 235.00 |
| 2020-11-30 | 16135.00 | 16485.00 | 16600.00 | 16085.00 | 16205.00 | 16720.00 | 16770.00 | 16200.00 | -70.00 | -235.00 | -170.00 | -115.00 |
| 2020-11-27 | 15865.00 | 16090.00 | 16160.00 | 15830.00 | 15960.00 | 16240.00 | 16300.00 | 15905.00 | -95.00 | -150.00 | -140.00 | -75.00 |
| 2020-11-26 | 16025.00 | 16005.00 | 16045.00 | 15890.00 | 15830.00 | 15870.00 | 15885.00 | 15725.00 | 195.00 | 135.00 | 160.00 | 165.00 |
| 2020-11-25 | 15865.00 | 16060.00 | 16110.00 | 15810.00 | 15605.00 | 15880.00 | 15935.00 | 15605.00 | 260.00 | 180.00 | 175.00 | 205.00 |
| 2020-11-24 | 15865.00 | 15880.00 | 15880.00 | 15750.00 | 15680.00 | 15605.00 | 15680.00 | 15565.00 | 185.00 | 275.00 | 200.00 | 185.00 |
| 2020-11-23 | 15960.00 | 15865.00 | 16000.00 | 15780.00 | 15660.00 | 15640.00 | 15755.00 | 15555.00 | 300.00 | 225.00 | 245.00 | 225.00 |
| 2020-11-20 | 15770.00 | 15960.00 | 15980.00 | 15680.00 | 15525.00 | 15660.00 | 15710.00 | 15450.00 | 245.00 | 300.00 | 270.00 | 230.00 |
| 2020-11-19 | 15785.00 | 15755.00 | 15945.00 | 15650.00 | 15530.00 | 15500.00 | 15690.00 | 15395.00 | 255.00 | 255.00 | 255.00 | 255.00 |
| 2020-11-18 | 15425.00 | 15785.00 | 15790.00 | 15395.00 | 15185.00 | 15525.00 | 15540.00 | 15165.00 | 240.00 | 260.00 | 250.00 | 230.00 |
| 2020-11-17 | 15415.00 | 15390.00 | 15460.00 | 15285.00 | 15165.00 | 15160.00 | 15210.00 | 15030.00 | 250.00 | 230.00 | 250.00 | 255.00 |
| 2020-11-16 | 15530.00 | 15390.00 | 15585.00 | 15360.00 | 15320.00 | 15135.00 | 15350.00 | 15120.00 | 210.00 | 255.00 | 235.00 | 240.00 |
| 2020-11-13 | 15350.00 | 15530.00 | 15565.00 | 15335.00 | 15110.00 | 15300.00 | 15315.00 | 15105.00 | 240.00 | 230.00 | 250.00 | 230.00 |
| 2020-11-12 | 15180.00 | 15350.00 | 15415.00 | 15130.00 | 14955.00 | 15130.00 | 15180.00 | 14905.00 | 225.00 | 220.00 | 235.00 | 225.00 |
| 2020-11-11 | 14960.00 | 15180.00 | 15190.00 | 14875.00 | 14735.00 | 14950.00 | 14960.00 | 14660.00 | 225.00 | 230.00 | 230.00 | 215.00 |
| 2020-11-10 | 14945.00 | 14945.00 | 15080.00 | 14790.00 | 14705.00 | 14720.00 | 14840.00 | 14590.00 | 240.00 | 225.00 | 240.00 | 200.00 |
| 2020-11-09 | 14855.00 | 14870.00 | 14985.00 | 14850.00 | 14660.00 | 14650.00 | 14780.00 | 14650.00 | 195.00 | 220.00 | 205.00 | 200.00 |
| 2020-11-06 | 14850.00 | 14845.00 | 14860.00 | 14755.00 | 14650.00 | 14650.00 | 14665.00 | 14560.00 | 200.00 | 195.00 | 195.00 | 195.00 |
| 2020-11-05 | 14750.00 | 14850.00 | 14870.00 | 14710.00 | 14615.00 | 14650.00 | 14670.00 | 14520.00 | 135.00 | 200.00 | 200.00 | 190.00 |
| 2020-11-04 | 14845.00 | 14750.00 | 14960.00 | 14625.00 | 14600.00 | 14545.00 | 14735.00 | 14430.00 | 245.00 | 205.00 | 225.00 | 195.00 |
| 2020-11-03 | 14810.00 | 14760.00 | 14890.00 | 14730.00 | 14580.00 | 14545.00 | 14645.00 | 14520.00 | 230.00 | 215.00 | 245.00 | 210.00 |
| 2020-11-02 | 14410.00 | 14825.00 | 14850.00 | 14410.00 | 14230.00 | 14590.00 | 14595.00 | 14200.00 | 180.00 | 235.00 | 255.00 | 210.00 |
| 2020-10-30 | 14370.00 | 14370.00 | 14475.00 | 14320.00 | 14580.00 | 14625.00 | 14665.00 | 14520.00 | -210.00 | -255.00 | -190.00 | -200.00 |
| 2020-10-29 | 14395.00 | 14440.00 | 14480.00 | 14250.00 | 14520.00 | 14630.00 | 14665.00 | 14455.00 | -125.00 | -190.00 | -185.00 | -205.00 |
| 2020-10-28 | 14700.00 | 14585.00 | 14710.00 | 14550.00 | 14540.00 | 14400.00 | 14550.00 | 14340.00 | 160.00 | 185.00 | 160.00 | 210.00 |
| 2020-10-27 | 14700.00 | 14715.00 | 14820.00 | 14695.00 | 14485.00 | 14550.00 | 14575.00 | 14460.00 | 215.00 | 165.00 | 245.00 | 235.00 |
| 2020-10-26 | 14745.00 | 14740.00 | 14820.00 | 14690.00 | 14490.00 | 14485.00 | 14555.00 | 14445.00 | 255.00 | 255.00 | 265.00 | 245.00 |
| 2020-10-23 | 14685.00 | 14725.00 | 14770.00 | 14685.00 | 14505.00 | 14470.00 | 14510.00 | 14445.00 | 180.00 | 255.00 | 260.00 | 240.00 |
| 2020-10-22 | 14750.00 | 14725.00 | 14835.00 | 14700.00 | 14515.00 | 14475.00 | 14585.00 | 14460.00 | 235.00 | 250.00 | 250.00 | 240.00 |
| 2020-10-21 | 14760.00 | 14720.00 | 14820.00 | 14650.00 | 14505.00 | 14480.00 | 14565.00 | 14425.00 | 255.00 | 240.00 | 255.00 | 225.00 |
| 2020-10-20 | 14800.00 | 14750.00 | 14835.00 | 14725.00 | 14550.00 | 14495.00 | 14590.00 | 14480.00 | 250.00 | 255.00 | 245.00 | 245.00 |
| 2020-10-19 | 14710.00 | 14800.00 | 14910.00 | 14710.00 | 14505.00 | 14550.00 | 14630.00 | 14495.00 | 205.00 | 250.00 | 280.00 | 215.00 |
| 2020-10-16 | 14660.00 | 14710.00 | 14780.00 | 14515.00 | 14450.00 | 14480.00 | 14540.00 | 14305.00 | 210.00 | 230.00 | 240.00 | 210.00 |
| 2020-10-15 | 14695.00 | 14680.00 | 14705.00 | 14590.00 | 14485.00 | 14460.00 | 14490.00 | 14380.00 | 210.00 | 220.00 | 215.00 | 210.00 |
| 2020-10-14 | 14620.00 | 14650.00 | 14750.00 | 14575.00 | 14400.00 | 14450.00 | 14510.00 | 14370.00 | 220.00 | 200.00 | 240.00 | 205.00 |
| 2020-10-13 | 14610.00 | 14620.00 | 14690.00 | 14540.00 | 14375.00 | 14400.00 | 14450.00 | 14335.00 | 235.00 | 220.00 | 240.00 | 205.00 |
| 2020-10-12 | 14490.00 | 14595.00 | 14600.00 | 14430.00 | 14290.00 | 14375.00 | 14395.00 | 14235.00 | 200.00 | 220.00 | 205.00 | 195.00 |
| 2020-10-09 | 14235.00 | 14420.00 | 14480.00 | 14230.00 | 14180.00 | 14235.00 | 14305.00 | 13890.00 | 55.00 | 185.00 | 175.00 | 340.00 |
| 2020-09-30 | 14185.00 | 14145.00 | 14320.00 | 14105.00 | 14420.00 | 14385.00 | 14495.00 | 14350.00 | -235.00 | -240.00 | -175.00 | -245.00 |
| 2020-09-29 | 14155.00 | 14205.00 | 14295.00 | 14125.00 | 14300.00 | 14400.00 | 14460.00 | 14295.00 | -145.00 | -195.00 | -165.00 | -170.00 |
| 2020-09-28 | 13945.00 | 14100.00 | 14115.00 | 13830.00 | 14125.00 | 14295.00 | 14310.00 | 14035.00 | -180.00 | -195.00 | -195.00 | -205.00 |
| 2020-09-25 | 13940.00 | 14090.00 | 14150.00 | 13670.00 | 13700.00 | 13945.00 | 13995.00 | 13510.00 | 240.00 | 145.00 | 155.00 | 160.00 |
| 2020-09-24 | 14325.00 | 13940.00 | 14345.00 | 13760.00 | 14160.00 | 13750.00 | 14160.00 | 13735.00 | 165.00 | 190.00 | 185.00 | 25.00 |
| 2020-09-23 | 14580.00 | 14345.00 | 14620.00 | 14345.00 | 14380.00 | 14170.00 | 14440.00 | 14155.00 | 200.00 | 175.00 | 180.00 | 190.00 |
| 2020-09-22 | 14625.00 | 14525.00 | 14675.00 | 14520.00 | 14455.00 | 14350.00 | 14475.00 | 14320.00 | 170.00 | 175.00 | 200.00 | 200.00 |
| 2020-09-21 | 14625.00 | 14665.00 | 14740.00 | 14595.00 | 14410.00 | 14455.00 | 14515.00 | 14390.00 | 215.00 | 210.00 | 225.00 | 205.00 |
| 2020-09-18 | 14530.00 | 14640.00 | 14675.00 | 14470.00 | 14340.00 | 14430.00 | 14460.00 | 14300.00 | 190.00 | 210.00 | 215.00 | 170.00 |
| 2020-09-17 | 14570.00 | 14505.00 | 14600.00 | 14445.00 | 14385.00 | 14325.00 | 14420.00 | 14280.00 | 185.00 | 180.00 | 180.00 | 165.00 |
| 2020-09-16 | 14580.00 | 14550.00 | 14615.00 | 14490.00 | 14395.00 | 14390.00 | 14445.00 | 14325.00 | 185.00 | 160.00 | 170.00 | 165.00 |
| 2020-09-15 | 14525.00 | 14570.00 | 14595.00 | 14425.00 | 14380.00 | 14395.00 | 14425.00 | 14270.00 | 145.00 | 175.00 | 170.00 | 155.00 |
| 2020-09-14 | 14205.00 | 14515.00 | 14540.00 | 14155.00 | 14090.00 | 14340.00 | 14375.00 | 14005.00 | 115.00 | 175.00 | 165.00 | 150.00 |
| 2020-09-11 | 14360.00 | 14235.00 | 14515.00 | 14230.00 | 14235.00 | 14090.00 | 14350.00 | 14080.00 | 125.00 | 145.00 | 165.00 | 150.00 |
| 2020-09-10 | 14390.00 | 14340.00 | 14415.00 | 14335.00 | 14235.00 | 14210.00 | 14280.00 | 14200.00 | 155.00 | 130.00 | 135.00 | 135.00 |
| 2020-09-09 | 14415.00 | 14355.00 | 14460.00 | 14310.00 | 14300.00 | 14225.00 | 14325.00 | 14180.00 | 115.00 | 130.00 | 135.00 | 130.00 |
| 2020-09-08 | 14505.00 | 14485.00 | 14545.00 | 14460.00 | 14340.00 | 14360.00 | 14395.00 | 14310.00 | 165.00 | 125.00 | 150.00 | 150.00 |
| 2020-09-07 | 14310.00 | 14480.00 | 14550.00 | 14260.00 | 14150.00 | 14330.00 | 14405.00 | 14135.00 | 160.00 | 150.00 | 145.00 | 125.00 |
| 2020-09-04 | 14335.00 | 14270.00 | 14380.00 | 14180.00 | 14190.00 | 14135.00 | 14255.00 | 14070.00 | 145.00 | 135.00 | 125.00 | 110.00 |
| 2020-09-03 | 14445.00 | 14310.00 | 14490.00 | 14290.00 | 14315.00 | 14205.00 | 14370.00 | 14195.00 | 130.00 | 105.00 | 120.00 | 95.00 |
| 2020-09-02 | 14570.00 | 14505.00 | 14585.00 | 14350.00 | 14440.00 | 14380.00 | 14440.00 | 14240.00 | 130.00 | 125.00 | 145.00 | 110.00 |
| 2020-09-01 | 14580.00 | 14555.00 | 14635.00 | 14530.00 | 14380.00 | 14405.00 | 14465.00 | 14375.00 | 200.00 | 150.00 | 170.00 | 155.00 |
| 2020-08-31 | 14660.00 | 14540.00 | 14690.00 | 14480.00 | 14515.00 | 14380.00 | 14530.00 | 14320.00 | 145.00 | 160.00 | 160.00 | 160.00 |
| 2020-08-28 | 14575.00 | 14605.00 | 14645.00 | 14465.00 | 14665.00 | 14695.00 | 14730.00 | 14575.00 | -90.00 | -90.00 | -85.00 | -110.00 |
| 2020-08-27 | 14680.00 | 14555.00 | 14710.00 | 14530.00 | 14730.00 | 14650.00 | 14780.00 | 14620.00 | -50.00 | -95.00 | -70.00 | -90.00 |
| 2020-08-26 | 14600.00 | 14765.00 | 14790.00 | 14590.00 | 14460.00 | 14665.00 | 14670.00 | 14460.00 | 140.00 | 100.00 | 120.00 | 130.00 |
| 2020-08-25 | 14765.00 | 14590.00 | 14765.00 | 14590.00 | 14600.00 | 14450.00 | 14610.00 | 14450.00 | 165.00 | 140.00 | 155.00 | 140.00 |
| 2020-08-24 | 14640.00 | 14755.00 | 14775.00 | 14585.00 | 14490.00 | 14590.00 | 14615.00 | 14445.00 | 150.00 | 165.00 | 160.00 | 140.00 |
| 2020-08-21 | 14780.00 | 14710.00 | 14985.00 | 14690.00 | 14555.00 | 14580.00 | 14805.00 | 14555.00 | 225.00 | 130.00 | 180.00 | 135.00 |
| 2020-08-20 | 14640.00 | 14675.00 | 14815.00 | 14640.00 | 14540.00 | 14525.00 | 14660.00 | 14500.00 | 100.00 | 150.00 | 155.00 | 140.00 |
| 2020-08-19 | 14500.00 | 14635.00 | 14665.00 | 14475.00 | 14370.00 | 14480.00 | 14500.00 | 14335.00 | 130.00 | 155.00 | 165.00 | 140.00 |
| 2020-08-18 | 14410.00 | 14435.00 | 14485.00 | 14370.00 | 14300.00 | 14315.00 | 14370.00 | 14270.00 | 110.00 | 120.00 | 115.00 | 100.00 |
| 2020-08-17 | 14395.00 | 14405.00 | 14450.00 | 14245.00 | 14300.00 | 14285.00 | 14335.00 | 14150.00 | 95.00 | 120.00 | 115.00 | 95.00 |
| 2020-08-14 | 14315.00 | 14405.00 | 14450.00 | 14255.00 | 14235.00 | 14285.00 | 14330.00 | 14155.00 | 80.00 | 120.00 | 120.00 | 100.00 |
| 2020-08-13 | 14250.00 | 14360.00 | 14475.00 | 14245.00 | 14170.00 | 14245.00 | 14345.00 | 14150.00 | 80.00 | 115.00 | 130.00 | 95.00 |
| 2020-08-12 | 14235.00 | 14235.00 | 14305.00 | 14200.00 | 14160.00 | 14160.00 | 14205.00 | 14115.00 | 75.00 | 75.00 | 100.00 | 85.00 |
| 2020-08-11 | 14385.00 | 14220.00 | 14435.00 | 14195.00 | 14320.00 | 14130.00 | 14350.00 | 14110.00 | 65.00 | 90.00 | 85.00 | 85.00 |
| 2020-08-10 | 14525.00 | 14355.00 | 14615.00 | 14275.00 | 14450.00 | 14250.00 | 14475.00 | 14145.00 | 75.00 | 105.00 | 140.00 | 130.00 |
| 2020-08-07 | 14505.00 | 14555.00 | 14590.00 | 14405.00 | 14340.00 | 14440.00 | 14465.00 | 14300.00 | 165.00 | 115.00 | 125.00 | 105.00 |
| 2020-08-06 | 14660.00 | 14505.00 | 14685.00 | 14420.00 | 14520.00 | 14385.00 | 14555.00 | 14285.00 | 140.00 | 120.00 | 130.00 | 135.00 |
| 2020-08-05 | 14700.00 | 14660.00 | 14815.00 | 14605.00 | 14525.00 | 14525.00 | 14625.00 | 14430.00 | 175.00 | 135.00 | 190.00 | 175.00 |
| 2020-08-04 | 14675.00 | 14695.00 | 14830.00 | 14635.00 | 14430.00 | 14495.00 | 14600.00 | 14430.00 | 245.00 | 200.00 | 230.00 | 205.00 |
| 2020-08-03 | 14675.00 | 14600.00 | 14695.00 | 14470.00 | 14420.00 | 14375.00 | 14455.00 | 14255.00 | 255.00 | 225.00 | 240.00 | 215.00 |
| 2020-07-31 | 14720.00 | 14685.00 | 14770.00 | 14525.00 | 14480.00 | 14450.00 | 14540.00 | 14295.00 | 240.00 | 235.00 | 230.00 | 230.00 |
| 2020-07-30 | 14500.00 | 14720.00 | 14805.00 | 14485.00 | 14655.00 | 14950.00 | 15000.00 | 14655.00 | -155.00 | -230.00 | -195.00 | -170.00 |