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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020-07-29 | 14375.00 | 14505.00 | 14555.00 | 14330.00 | 14515.00 | 14705.00 | 14755.00 | 14515.00 | -140.00 | -200.00 | -200.00 | -185.00 |
| 2020-07-28 | 14175.00 | 14330.00 | 14400.00 | 14170.00 | 14295.00 | 14525.00 | 14605.00 | 14260.00 | -120.00 | -195.00 | -205.00 | -90.00 |
| 2020-07-27 | 14420.00 | 14440.00 | 14515.00 | 14350.00 | 14165.00 | 14220.00 | 14290.00 | 14125.00 | 255.00 | 220.00 | 225.00 | 225.00 |
| 2020-07-24 | 14415.00 | 14405.00 | 14545.00 | 14305.00 | 14165.00 | 14160.00 | 14270.00 | 14080.00 | 250.00 | 245.00 | 275.00 | 225.00 |
| 2020-07-23 | 14305.00 | 14395.00 | 14480.00 | 14255.00 | 14105.00 | 14160.00 | 14215.00 | 14025.00 | 200.00 | 235.00 | 265.00 | 230.00 |
| 2020-07-22 | 14360.00 | 14390.00 | 14450.00 | 14285.00 | 14040.00 | 14155.00 | 14190.00 | 14035.00 | 320.00 | 235.00 | 260.00 | 250.00 |
| 2020-07-21 | 14230.00 | 14245.00 | 14310.00 | 14185.00 | 13940.00 | 13975.00 | 14040.00 | 13935.00 | 290.00 | 270.00 | 270.00 | 250.00 |
| 2020-07-20 | 14120.00 | 14245.00 | 14340.00 | 14105.00 | 13915.00 | 13965.00 | 14065.00 | 13905.00 | 205.00 | 280.00 | 275.00 | 200.00 |
| 2020-07-17 | 14000.00 | 14155.00 | 14180.00 | 13990.00 | 13825.00 | 13920.00 | 13950.00 | 13775.00 | 175.00 | 235.00 | 230.00 | 215.00 |
| 2020-07-16 | 14485.00 | 13975.00 | 14495.00 | 13960.00 | 14185.00 | 13795.00 | 14220.00 | 13770.00 | 300.00 | 180.00 | 275.00 | 190.00 |
| 2020-07-15 | 14520.00 | 14475.00 | 14560.00 | 14425.00 | 14175.00 | 14180.00 | 14285.00 | 14145.00 | 345.00 | 295.00 | 275.00 | 280.00 |
| 2020-07-14 | 14675.00 | 14485.00 | 14735.00 | 14460.00 | 14375.00 | 14190.00 | 14405.00 | 14145.00 | 300.00 | 295.00 | 330.00 | 315.00 |
| 2020-07-13 | 14390.00 | 14730.00 | 14860.00 | 14390.00 | 14140.00 | 14385.00 | 14555.00 | 14140.00 | 250.00 | 345.00 | 305.00 | 250.00 |
| 2020-07-10 | 14295.00 | 14375.00 | 14465.00 | 14205.00 | 14050.00 | 14125.00 | 14230.00 | 13980.00 | 245.00 | 250.00 | 235.00 | 225.00 |
| 2020-07-09 | 14205.00 | 14290.00 | 14315.00 | 14135.00 | 13950.00 | 14070.00 | 14090.00 | 13920.00 | 255.00 | 220.00 | 225.00 | 215.00 |
| 2020-07-08 | 14045.00 | 14150.00 | 14165.00 | 13945.00 | 13840.00 | 13925.00 | 13925.00 | 13750.00 | 205.00 | 225.00 | 240.00 | 195.00 |
| 2020-07-07 | 14155.00 | 14060.00 | 14205.00 | 14005.00 | 13895.00 | 13835.00 | 13960.00 | 13785.00 | 260.00 | 225.00 | 245.00 | 220.00 |
| 2020-07-06 | 14060.00 | 14125.00 | 14155.00 | 14005.00 | 13840.00 | 13880.00 | 13920.00 | 13790.00 | 220.00 | 245.00 | 235.00 | 215.00 |
| 2020-07-03 | 13965.00 | 14055.00 | 14075.00 | 13935.00 | 13790.00 | 13845.00 | 13850.00 | 13750.00 | 175.00 | 210.00 | 225.00 | 185.00 |
| 2020-07-02 | 14010.00 | 13965.00 | 14035.00 | 13920.00 | 13835.00 | 13775.00 | 13855.00 | 13725.00 | 175.00 | 190.00 | 180.00 | 195.00 |
| 2020-07-01 | 13825.00 | 14030.00 | 14050.00 | 13825.00 | 13665.00 | 13850.00 | 13860.00 | 13650.00 | 160.00 | 180.00 | 190.00 | 175.00 |
| 2020-06-30 | 13760.00 | 13830.00 | 13845.00 | 13755.00 | 13940.00 | 14070.00 | 14075.00 | 13920.00 | -180.00 | -240.00 | -230.00 | -165.00 |
| 2020-06-29 | 13625.00 | 13775.00 | 13795.00 | 13600.00 | 13770.00 | 13940.00 | 13955.00 | 13770.00 | -145.00 | -165.00 | -160.00 | -170.00 |
| 2020-06-24 | 13655.00 | 13605.00 | 13700.00 | 13590.00 | 13835.00 | 13770.00 | 13850.00 | 13765.00 | -180.00 | -165.00 | -150.00 | -175.00 |
| 2020-06-23 | 13725.00 | 13655.00 | 13755.00 | 13620.00 | 13865.00 | 13810.00 | 13900.00 | 13780.00 | -140.00 | -155.00 | -145.00 | -160.00 |
| 2020-06-22 | 13800.00 | 13865.00 | 13885.00 | 13700.00 | 13640.00 | 13695.00 | 13705.00 | 13515.00 | 160.00 | 170.00 | 180.00 | 185.00 |
| 2020-06-19 | 13730.00 | 13795.00 | 13820.00 | 13675.00 | 13550.00 | 13620.00 | 13620.00 | 13480.00 | 180.00 | 175.00 | 200.00 | 195.00 |
| 2020-06-18 | 13840.00 | 13745.00 | 13875.00 | 13725.00 | 13600.00 | 13555.00 | 13640.00 | 13510.00 | 240.00 | 190.00 | 235.00 | 215.00 |
| 2020-06-17 | 13865.00 | 13840.00 | 13965.00 | 13805.00 | 13605.00 | 13570.00 | 13695.00 | 13540.00 | 260.00 | 270.00 | 270.00 | 265.00 |
| 2020-06-16 | 13625.00 | 13875.00 | 13910.00 | 13610.00 | 13355.00 | 13600.00 | 13635.00 | 13350.00 | 270.00 | 275.00 | 275.00 | 260.00 |
| 2020-06-15 | 13615.00 | 13605.00 | 13690.00 | 13490.00 | 13380.00 | 13360.00 | 13455.00 | 13245.00 | 235.00 | 245.00 | 235.00 | 245.00 |
| 2020-06-12 | 13510.00 | 13625.00 | 13650.00 | 13450.00 | 13315.00 | 13395.00 | 13435.00 | 13220.00 | 195.00 | 230.00 | 215.00 | 230.00 |
| 2020-06-11 | 13775.00 | 13535.00 | 13840.00 | 13470.00 | 13580.00 | 13330.00 | 13640.00 | 13260.00 | 195.00 | 205.00 | 200.00 | 210.00 |
| 2020-06-10 | 13520.00 | 13670.00 | 13730.00 | 13480.00 | 13295.00 | 13475.00 | 13500.00 | 13250.00 | 225.00 | 195.00 | 230.00 | 230.00 |
| 2020-06-09 | 13425.00 | 13555.00 | 13650.00 | 13425.00 | 13270.00 | 13340.00 | 13440.00 | 13245.00 | 155.00 | 215.00 | 210.00 | 180.00 |
| 2020-06-08 | 13225.00 | 13420.00 | 13450.00 | 13200.00 | 13055.00 | 13230.00 | 13260.00 | 13030.00 | 170.00 | 190.00 | 190.00 | 170.00 |
| 2020-06-05 | 13165.00 | 13180.00 | 13225.00 | 13090.00 | 13025.00 | 13020.00 | 13060.00 | 12935.00 | 140.00 | 160.00 | 165.00 | 155.00 |
| 2020-06-04 | 13155.00 | 13165.00 | 13230.00 | 13135.00 | 13030.00 | 13020.00 | 13075.00 | 12980.00 | 125.00 | 145.00 | 155.00 | 155.00 |
| 2020-06-03 | 13025.00 | 13150.00 | 13185.00 | 13020.00 | 12860.00 | 13005.00 | 13035.00 | 12860.00 | 165.00 | 145.00 | 150.00 | 160.00 |
| 2020-06-02 | 13110.00 | 13025.00 | 13185.00 | 13000.00 | 12985.00 | 12860.00 | 13010.00 | 12845.00 | 125.00 | 165.00 | 175.00 | 155.00 |
| 2020-06-01 | 13245.00 | 13160.00 | 13265.00 | 13090.00 | 13065.00 | 12975.00 | 13080.00 | 12925.00 | 180.00 | 185.00 | 185.00 | 165.00 |
| 2020-05-29 | 13130.00 | 13215.00 | 13260.00 | 13110.00 | 12990.00 | 13060.00 | 13075.00 | 12940.00 | 140.00 | 155.00 | 185.00 | 170.00 |
| 2020-05-28 | 13075.00 | 13155.00 | 13175.00 | 13000.00 | 12850.00 | 12990.00 | 12990.00 | 12815.00 | 225.00 | 165.00 | 185.00 | 185.00 |
| 2020-05-27 | 12965.00 | 13015.00 | 13040.00 | 12885.00 | 12780.00 | 12825.00 | 12850.00 | 12725.00 | 185.00 | 190.00 | 190.00 | 160.00 |
| 2020-05-26 | 12835.00 | 12940.00 | 12965.00 | 12830.00 | 12665.00 | 12770.00 | 12790.00 | 12660.00 | 170.00 | 170.00 | 175.00 | 170.00 |
| 2020-05-25 | 12805.00 | 12840.00 | 12890.00 | 12765.00 | 12635.00 | 12670.00 | 12720.00 | 12615.00 | 170.00 | 170.00 | 170.00 | 150.00 |
| 2020-05-22 | 12765.00 | 12790.00 | 12880.00 | 12730.00 | 12690.00 | 12645.00 | 12750.00 | 12605.00 | 75.00 | 145.00 | 130.00 | 125.00 |
| 2020-05-21 | 12860.00 | 12775.00 | 13020.00 | 12640.00 | 13230.00 | 13040.00 | 13345.00 | 12935.00 | -370.00 | -265.00 | -325.00 | -295.00 |
| 2020-05-20 | 12825.00 | 12875.00 | 12935.00 | 12785.00 | 13120.00 | 13225.00 | 13280.00 | 13090.00 | -295.00 | -350.00 | -345.00 | -305.00 |
| 2020-05-19 | 12770.00 | 12850.00 | 12980.00 | 12770.00 | 13040.00 | 13160.00 | 13325.00 | 13040.00 | -270.00 | -310.00 | -345.00 | -270.00 |
| 2020-05-18 | 12580.00 | 12760.00 | 12830.00 | 12520.00 | 12805.00 | 13075.00 | 13130.00 | 12785.00 | -225.00 | -315.00 | -300.00 | -265.00 |
| 2020-05-15 | 12485.00 | 12600.00 | 12635.00 | 12465.00 | 12730.00 | 12850.00 | 12880.00 | 12665.00 | -245.00 | -250.00 | -245.00 | -200.00 |
| 2020-05-14 | 12515.00 | 12530.00 | 12575.00 | 12410.00 | 12615.00 | 12720.00 | 12785.00 | 12605.00 | -100.00 | -190.00 | -210.00 | -195.00 |
| 2020-05-13 | 12420.00 | 12495.00 | 12525.00 | 12285.00 | 12610.00 | 12675.00 | 12705.00 | 12490.00 | -190.00 | -180.00 | -180.00 | -205.00 |
| 2020-05-12 | 12530.00 | 12415.00 | 12620.00 | 12415.00 | 12775.00 | 12660.00 | 12845.00 | 12635.00 | -245.00 | -245.00 | -225.00 | -220.00 |
| 2020-05-11 | 12420.00 | 12535.00 | 12570.00 | 12390.00 | 12630.00 | 12745.00 | 12765.00 | 12570.00 | -210.00 | -210.00 | -195.00 | -180.00 |
| 2020-05-08 | 12510.00 | 12430.00 | 12530.00 | 12320.00 | 12650.00 | 12620.00 | 12675.00 | 12510.00 | -140.00 | -190.00 | -145.00 | -190.00 |
| 2020-05-07 | 12730.00 | 12620.00 | 12765.00 | 12570.00 | 12570.00 | 12460.00 | 12625.00 | 12405.00 | 160.00 | 160.00 | 140.00 | 165.00 |
| 2020-05-06 | 12595.00 | 12740.00 | 12760.00 | 12565.00 | 12400.00 | 12585.00 | 12615.00 | 12400.00 | 195.00 | 155.00 | 145.00 | 165.00 |
| 2020-04-30 | 12610.00 | 12660.00 | 12670.00 | 12490.00 | 12540.00 | 12500.00 | 12540.00 | 12410.00 | 70.00 | 160.00 | 130.00 | 80.00 |
| 2020-04-29 | 12500.00 | 12585.00 | 12700.00 | 12500.00 | 12370.00 | 12475.00 | 12530.00 | 12370.00 | 130.00 | 110.00 | 170.00 | 130.00 |
| 2020-04-28 | 12370.00 | 12485.00 | 12515.00 | 12360.00 | 12295.00 | 12365.00 | 12405.00 | 12280.00 | 75.00 | 120.00 | 110.00 | 80.00 |
| 2020-04-27 | 12420.00 | 12410.00 | 12450.00 | 12310.00 | 12280.00 | 12325.00 | 12355.00 | 12240.00 | 140.00 | 85.00 | 95.00 | 70.00 |
| 2020-04-24 | 12195.00 | 12285.00 | 12330.00 | 12195.00 | 12135.00 | 12220.00 | 12270.00 | 12135.00 | 60.00 | 65.00 | 60.00 | 60.00 |
| 2020-04-23 | 12265.00 | 12245.00 | 12375.00 | 12215.00 | 12305.00 | 12180.00 | 12335.00 | 12160.00 | -40.00 | 65.00 | 40.00 | 55.00 |
| 2020-04-22 | 12085.00 | 12195.00 | 12245.00 | 12045.00 | 12075.00 | 12150.00 | 12205.00 | 12020.00 | 10.00 | 45.00 | 40.00 | 25.00 |
| 2020-04-21 | 12290.00 | 12105.00 | 12315.00 | 12005.00 | 12305.00 | 12085.00 | 12305.00 | 12000.00 | -15.00 | 20.00 | 10.00 | 5.00 |
| 2020-04-20 | 12335.00 | 12340.00 | 12460.00 | 12270.00 | 12360.00 | 12315.00 | 12430.00 | 12240.00 | -25.00 | 25.00 | 30.00 | 30.00 |
| 2020-04-17 | 12165.00 | 12410.00 | 12430.00 | 12090.00 | 12085.00 | 12395.00 | 12410.00 | 12085.00 | 80.00 | 15.00 | 20.00 | 5.00 |
| 2020-04-16 | 11915.00 | 12085.00 | 12125.00 | 11875.00 | 11975.00 | 12110.00 | 12145.00 | 11900.00 | -60.00 | -25.00 | -20.00 | -25.00 |
| 2020-04-15 | 11830.00 | 11950.00 | 12015.00 | 11780.00 | 11810.00 | 11990.00 | 12040.00 | 11785.00 | 20.00 | -40.00 | -25.00 | -5.00 |
| 2020-04-14 | 11760.00 | 11770.00 | 11815.00 | 11730.00 | 11800.00 | 11775.00 | 11810.00 | 11735.00 | -40.00 | -5.00 | 5.00 | -5.00 |
| 2020-04-13 | 11845.00 | 11755.00 | 11850.00 | 11730.00 | 11900.00 | 11760.00 | 11900.00 | 11730.00 | -55.00 | -5.00 | -50.00 | 0.00 |
| 2020-04-10 | 11665.00 | 11845.00 | 11850.00 | 11660.00 | 11635.00 | 11830.00 | 11835.00 | 11635.00 | 30.00 | 15.00 | 15.00 | 25.00 |
| 2020-04-09 | 11625.00 | 11655.00 | 11695.00 | 11605.00 | 11625.00 | 11650.00 | 11670.00 | 11595.00 | 0.00 | 5.00 | 25.00 | 10.00 |
| 2020-04-08 | 11535.00 | 11620.00 | 11645.00 | 11515.00 | 11615.00 | 11615.00 | 11650.00 | 11510.00 | -80.00 | 5.00 | -5.00 | 5.00 |
| 2020-04-07 | 11565.00 | 11620.00 | 11725.00 | 11530.00 | 11585.00 | 11625.00 | 11745.00 | 11575.00 | -20.00 | -5.00 | -20.00 | -45.00 |
| 2020-04-03 | 11530.00 | 11545.00 | 11590.00 | 11445.00 | 11640.00 | 11555.00 | 11640.00 | 11440.00 | -110.00 | -10.00 | -50.00 | 5.00 |
| 2020-04-02 | 11430.00 | 11475.00 | 11515.00 | 11225.00 | 11400.00 | 11485.00 | 11510.00 | 11250.00 | 30.00 | -10.00 | 5.00 | -25.00 |
| 2020-04-01 | 11570.00 | 11445.00 | 11655.00 | 11425.00 | 11650.00 | 11460.00 | 11655.00 | 11445.00 | -80.00 | -15.00 | 0.00 | -20.00 |
| 2020-03-31 | 11520.00 | 11570.00 | 11620.00 | 11520.00 | 11580.00 | 11590.00 | 11640.00 | 11540.00 | -60.00 | -20.00 | -20.00 | -20.00 |
| 2020-03-30 | 11720.00 | 11515.00 | 11720.00 | 11495.00 | 11680.00 | 11540.00 | 11700.00 | 11500.00 | 40.00 | -25.00 | 20.00 | -5.00 |
| 2020-03-27 | 11650.00 | 11740.00 | 11780.00 | 11575.00 | 11700.00 | 11755.00 | 11790.00 | 11600.00 | -50.00 | -15.00 | -10.00 | -25.00 |
| 2020-03-26 | 11650.00 | 11640.00 | 11730.00 | 11580.00 | 11630.00 | 11680.00 | 11760.00 | 11620.00 | 20.00 | -40.00 | -30.00 | -40.00 |
| 2020-03-25 | 11410.00 | 11700.00 | 11710.00 | 11405.00 | 11530.00 | 11750.00 | 11750.00 | 11465.00 | -120.00 | -50.00 | -40.00 | -60.00 |
| 2020-03-24 | 11465.00 | 11435.00 | 11510.00 | 11340.00 | 11420.00 | 11490.00 | 11555.00 | 11385.00 | 45.00 | -55.00 | -45.00 | -45.00 |
| 2020-03-23 | 11700.00 | 11345.00 | 11700.00 | 11275.00 | 11600.00 | 11395.00 | 11720.00 | 11330.00 | 100.00 | -50.00 | -20.00 | -55.00 |
| 2020-03-20 | 11995.00 | 11995.00 | 12170.00 | 11845.00 | 11985.00 | 12060.00 | 12215.00 | 11905.00 | 10.00 | -65.00 | -45.00 | -60.00 |
| 2020-03-19 | 12475.00 | 11805.00 | 12475.00 | 11730.00 | 12400.00 | 11850.00 | 12480.00 | 11800.00 | 75.00 | -45.00 | -5.00 | -70.00 |
| 2020-03-18 | 12630.00 | 12300.00 | 12720.00 | 12235.00 | 12720.00 | 12360.00 | 12775.00 | 12300.00 | -90.00 | -60.00 | -55.00 | -65.00 |
| 2020-03-17 | 12830.00 | 12740.00 | 12845.00 | 12700.00 | 12760.00 | 12685.00 | 12785.00 | 12645.00 | 70.00 | 55.00 | 60.00 | 55.00 |
| 2020-03-16 | 12945.00 | 12820.00 | 13000.00 | 12795.00 | 12850.00 | 12760.00 | 12940.00 | 12735.00 | 95.00 | 60.00 | 60.00 | 60.00 |
| 2020-03-13 | 12850.00 | 12920.00 | 13015.00 | 12745.00 | 12800.00 | 12865.00 | 12950.00 | 12700.00 | 50.00 | 55.00 | 65.00 | 45.00 |
| 2020-03-12 | 12850.00 | 12870.00 | 12910.00 | 12825.00 | 12850.00 | 12825.00 | 12855.00 | 12780.00 | 0.00 | 45.00 | 55.00 | 45.00 |
| 2020-03-11 | 13000.00 | 12935.00 | 13015.00 | 12930.00 | 12960.00 | 12885.00 | 12960.00 | 12880.00 | 40.00 | 50.00 | 55.00 | 50.00 |
| 2020-03-10 | 13000.00 | 12985.00 | 13045.00 | 12910.00 | 12885.00 | 12945.00 | 12995.00 | 12865.00 | 115.00 | 40.00 | 50.00 | 45.00 |
| 2020-03-09 | 13000.00 | 12890.00 | 13030.00 | 12830.00 | 13025.00 | 12850.00 | 13025.00 | 12805.00 | -25.00 | 40.00 | 5.00 | 25.00 |
| 2020-03-06 | 13200.00 | 13175.00 | 13240.00 | 13080.00 | 13200.00 | 13140.00 | 13205.00 | 13045.00 | 0.00 | 35.00 | 35.00 | 35.00 |
| 2020-03-05 | 13230.00 | 13245.00 | 13275.00 | 13190.00 | 13230.00 | 13205.00 | 13230.00 | 13155.00 | 0.00 | 40.00 | 45.00 | 35.00 |
| 2020-03-04 | 13295.00 | 13205.00 | 13300.00 | 13105.00 | 13385.00 | 13250.00 | 13385.00 | 13155.00 | -90.00 | -45.00 | -85.00 | -50.00 |