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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019-09-27 | 14030.00 | 13975.00 | 14035.00 | 13920.00 | 14005.00 | 13915.00 | 14010.00 | 13885.00 | 25.00 | 60.00 | 25.00 | 35.00 |
| 2019-09-26 | 14105.00 | 14040.00 | 14125.00 | 14040.00 | 14060.00 | 14010.00 | 14090.00 | 14005.00 | 45.00 | 30.00 | 35.00 | 35.00 |
| 2019-09-25 | 14130.00 | 14110.00 | 14185.00 | 14105.00 | 14075.00 | 14065.00 | 14145.00 | 14060.00 | 55.00 | 45.00 | 40.00 | 45.00 |
| 2019-09-24 | 14210.00 | 14155.00 | 14255.00 | 14105.00 | 14270.00 | 14235.00 | 14305.00 | 14205.00 | -60.00 | -80.00 | -50.00 | -100.00 |
| 2019-09-23 | 14215.00 | 14215.00 | 14245.00 | 14190.00 | 14285.00 | 14275.00 | 14295.00 | 14255.00 | -70.00 | -60.00 | -50.00 | -65.00 |
| 2019-09-20 | 14150.00 | 14225.00 | 14240.00 | 14115.00 | 14135.00 | 14185.00 | 14190.00 | 14085.00 | 15.00 | 40.00 | 50.00 | 30.00 |
| 2019-09-19 | 14200.00 | 14135.00 | 14205.00 | 14095.00 | 14270.00 | 14210.00 | 14270.00 | 14205.00 | -70.00 | -75.00 | -65.00 | -110.00 |
| 2019-09-18 | 14225.00 | 14215.00 | 14295.00 | 14210.00 | 14265.00 | 14275.00 | 14335.00 | 14265.00 | -40.00 | -60.00 | -40.00 | -55.00 |
| 2019-09-17 | 14295.00 | 14240.00 | 14315.00 | 14205.00 | 14345.00 | 14295.00 | 14385.00 | 14260.00 | -50.00 | -55.00 | -70.00 | -55.00 |
| 2019-09-16 | 14460.00 | 14280.00 | 14510.00 | 14270.00 | 14420.00 | 14340.00 | 14530.00 | 14330.00 | 40.00 | -60.00 | -20.00 | -60.00 |
| 2019-09-12 | 14420.00 | 14425.00 | 14470.00 | 14390.00 | 14420.00 | 14460.00 | 14490.00 | 14415.00 | 0.00 | -35.00 | -20.00 | -25.00 |
| 2019-09-11 | 14370.00 | 14415.00 | 14425.00 | 14350.00 | 14370.00 | 14425.00 | 14440.00 | 14350.00 | 0.00 | -10.00 | -15.00 | 0.00 |
| 2019-09-10 | 14410.00 | 14355.00 | 14445.00 | 14340.00 | 14420.00 | 14360.00 | 14465.00 | 14350.00 | -10.00 | -5.00 | -20.00 | -10.00 |
| 2019-09-09 | 14410.00 | 14420.00 | 14680.00 | 14280.00 | 14385.00 | 14385.00 | 14675.00 | 14225.00 | 25.00 | 35.00 | 5.00 | 55.00 |
| 2019-09-06 | 14355.00 | 14395.00 | 14430.00 | 14345.00 | 14330.00 | 14375.00 | 14415.00 | 14320.00 | 25.00 | 20.00 | 15.00 | 25.00 |
| 2019-09-05 | 14360.00 | 14330.00 | 14385.00 | 14310.00 | 14335.00 | 14300.00 | 14360.00 | 14275.00 | 25.00 | 30.00 | 25.00 | 35.00 |
| 2019-09-04 | 14315.00 | 14355.00 | 14400.00 | 14305.00 | 14300.00 | 14325.00 | 14380.00 | 14290.00 | 15.00 | 30.00 | 20.00 | 15.00 |
| 2019-09-03 | 14320.00 | 14310.00 | 14360.00 | 14290.00 | 14310.00 | 14290.00 | 14340.00 | 14270.00 | 10.00 | 20.00 | 20.00 | 20.00 |
| 2019-09-02 | 14250.00 | 14355.00 | 14365.00 | 14225.00 | 14220.00 | 14335.00 | 14340.00 | 14190.00 | 30.00 | 20.00 | 25.00 | 35.00 |
| 2019-08-30 | 14205.00 | 14260.00 | 14280.00 | 14195.00 | 14190.00 | 14220.00 | 14255.00 | 14170.00 | 15.00 | 40.00 | 25.00 | 25.00 |
| 2019-08-29 | 14285.00 | 14225.00 | 14340.00 | 14200.00 | 14255.00 | 14205.00 | 14315.00 | 14190.00 | 30.00 | 20.00 | 25.00 | 10.00 |
| 2019-08-28 | 14260.00 | 14290.00 | 14350.00 | 14235.00 | 14260.00 | 14265.00 | 14325.00 | 14220.00 | 0.00 | 25.00 | 25.00 | 15.00 |
| 2019-08-27 | 14220.00 | 14250.00 | 14290.00 | 14205.00 | 14200.00 | 14240.00 | 14280.00 | 14195.00 | 20.00 | 10.00 | 10.00 | 10.00 |
| 2019-08-26 | 14280.00 | 14215.00 | 14335.00 | 14185.00 | 14260.00 | 14200.00 | 14305.00 | 14180.00 | 20.00 | 15.00 | 30.00 | 5.00 |
| 2019-08-23 | 14355.00 | 14285.00 | 14370.00 | 14240.00 | 14305.00 | 14255.00 | 14335.00 | 14220.00 | 50.00 | 30.00 | 35.00 | 20.00 |
| 2019-08-22 | 14325.00 | 14340.00 | 14355.00 | 14310.00 | 14280.00 | 14305.00 | 14320.00 | 14275.00 | 45.00 | 35.00 | 35.00 | 35.00 |
| 2019-08-21 | 14335.00 | 14335.00 | 14380.00 | 14280.00 | 14310.00 | 14300.00 | 14345.00 | 14260.00 | 25.00 | 35.00 | 35.00 | 20.00 |
| 2019-08-20 | 14380.00 | 14335.00 | 14455.00 | 14310.00 | 14355.00 | 14310.00 | 14440.00 | 14290.00 | 25.00 | 25.00 | 15.00 | 20.00 |
| 2019-08-19 | 14205.00 | 14395.00 | 14395.00 | 14155.00 | 14185.00 | 14360.00 | 14360.00 | 14140.00 | 20.00 | 35.00 | 35.00 | 15.00 |
| 2019-08-16 | 14205.00 | 14170.00 | 14270.00 | 14120.00 | 14180.00 | 14155.00 | 14240.00 | 14110.00 | 25.00 | 15.00 | 30.00 | 10.00 |
| 2019-08-15 | 14140.00 | 14200.00 | 14315.00 | 14135.00 | 14160.00 | 14210.00 | 14320.00 | 14150.00 | -20.00 | -10.00 | -5.00 | -15.00 |
| 2019-08-14 | 14185.00 | 14175.00 | 14215.00 | 14105.00 | 14185.00 | 14165.00 | 14195.00 | 14090.00 | 0.00 | 10.00 | 20.00 | 15.00 |
| 2019-08-13 | 14155.00 | 14200.00 | 14285.00 | 14095.00 | 14130.00 | 14185.00 | 14255.00 | 14060.00 | 25.00 | 15.00 | 30.00 | 35.00 |
| 2019-08-12 | 13915.00 | 14185.00 | 14215.00 | 13910.00 | 13900.00 | 14150.00 | 14175.00 | 13890.00 | 15.00 | 35.00 | 40.00 | 20.00 |
| 2019-08-09 | 13890.00 | 13910.00 | 13955.00 | 13865.00 | 13875.00 | 13915.00 | 13965.00 | 13855.00 | 15.00 | -5.00 | -10.00 | 10.00 |
| 2019-08-08 | 13790.00 | 13885.00 | 13890.00 | 13785.00 | 13795.00 | 13885.00 | 13885.00 | 13775.00 | -5.00 | 0.00 | 5.00 | 10.00 |
| 2019-08-07 | 13865.00 | 13805.00 | 13900.00 | 13805.00 | 13865.00 | 13795.00 | 13890.00 | 13790.00 | 0.00 | 10.00 | 10.00 | 15.00 |
| 2019-08-06 | 13885.00 | 13865.00 | 13910.00 | 13860.00 | 13860.00 | 13865.00 | 13910.00 | 13850.00 | 25.00 | 0.00 | 0.00 | 10.00 |
| 2019-08-05 | 13770.00 | 13880.00 | 13915.00 | 13755.00 | 13765.00 | 13870.00 | 13900.00 | 13755.00 | 5.00 | 10.00 | 15.00 | 0.00 |
| 2019-08-02 | 13830.00 | 13795.00 | 13845.00 | 13775.00 | 13835.00 | 13770.00 | 13835.00 | 13765.00 | -5.00 | 25.00 | 10.00 | 10.00 |
| 2019-08-01 | 13905.00 | 13855.00 | 13905.00 | 13840.00 | 13890.00 | 13845.00 | 13890.00 | 13830.00 | 15.00 | 10.00 | 15.00 | 10.00 |
| 2019-07-31 | 13910.00 | 13895.00 | 13935.00 | 13880.00 | 13910.00 | 13880.00 | 13920.00 | 13875.00 | 0.00 | 15.00 | 15.00 | 5.00 |
| 2019-07-30 | 13880.00 | 13930.00 | 13950.00 | 13870.00 | 13885.00 | 13915.00 | 13935.00 | 13855.00 | -5.00 | 15.00 | 15.00 | 15.00 |
| 2019-07-29 | 13865.00 | 13880.00 | 13900.00 | 13845.00 | 13855.00 | 13870.00 | 13895.00 | 13840.00 | 10.00 | 10.00 | 5.00 | 5.00 |
| 2019-07-26 | 13890.00 | 13875.00 | 13950.00 | 13870.00 | 13890.00 | 13875.00 | 13940.00 | 13865.00 | 0.00 | 0.00 | 10.00 | 5.00 |
| 2019-07-25 | 13790.00 | 13890.00 | 13895.00 | 13790.00 | 13815.00 | 13885.00 | 13895.00 | 13800.00 | -25.00 | 5.00 | 0.00 | -10.00 |
| 2019-07-24 | 13765.00 | 13790.00 | 13805.00 | 13735.00 | 13760.00 | 13775.00 | 13795.00 | 13735.00 | 5.00 | 15.00 | 10.00 | 0.00 |
| 2019-07-23 | 13840.00 | 13750.00 | 13865.00 | 13750.00 | 13835.00 | 13755.00 | 13840.00 | 13745.00 | 5.00 | -5.00 | 25.00 | 5.00 |
| 2019-07-22 | 13935.00 | 13860.00 | 13995.00 | 13840.00 | 13900.00 | 13845.00 | 13965.00 | 13820.00 | 35.00 | 15.00 | 30.00 | 20.00 |
| 2019-07-19 | 13885.00 | 13935.00 | 13975.00 | 13875.00 | 13850.00 | 13900.00 | 13945.00 | 13840.00 | 35.00 | 35.00 | 30.00 | 35.00 |
| 2019-07-18 | 13880.00 | 13870.00 | 13900.00 | 13825.00 | 13855.00 | 13845.00 | 13875.00 | 13800.00 | 25.00 | 25.00 | 25.00 | 25.00 |
| 2019-07-17 | 13875.00 | 13865.00 | 13905.00 | 13830.00 | 13895.00 | 13885.00 | 13930.00 | 13855.00 | -20.00 | -20.00 | -25.00 | -25.00 |
| 2019-07-16 | 13855.00 | 13885.00 | 13905.00 | 13825.00 | 13875.00 | 13895.00 | 13925.00 | 13855.00 | -20.00 | -10.00 | -20.00 | -30.00 |
| 2019-07-15 | 13780.00 | 13865.00 | 13885.00 | 13750.00 | 13790.00 | 13865.00 | 13900.00 | 13780.00 | -10.00 | 0.00 | -15.00 | -30.00 |
| 2019-07-12 | 13785.00 | 13770.00 | 13790.00 | 13730.00 | 13800.00 | 13795.00 | 13820.00 | 13765.00 | -15.00 | -25.00 | -30.00 | -35.00 |
| 2019-07-11 | 13855.00 | 13805.00 | 14015.00 | 13790.00 | 13870.00 | 13835.00 | 14055.00 | 13825.00 | -15.00 | -30.00 | -40.00 | -35.00 |
| 2019-07-10 | 13735.00 | 13815.00 | 13820.00 | 13690.00 | 13770.00 | 13845.00 | 13845.00 | 13715.00 | -35.00 | -30.00 | -25.00 | -25.00 |
| 2019-07-09 | 13790.00 | 13745.00 | 13805.00 | 13720.00 | 13780.00 | 13770.00 | 13815.00 | 13735.00 | 10.00 | -25.00 | -10.00 | -15.00 |
| 2019-07-08 | 13770.00 | 13770.00 | 13820.00 | 13735.00 | 13780.00 | 13780.00 | 13820.00 | 13705.00 | -10.00 | -10.00 | 0.00 | 30.00 |
| 2019-07-05 | 13785.00 | 13790.00 | 13895.00 | 13760.00 | 13795.00 | 13790.00 | 13870.00 | 13770.00 | -10.00 | 0.00 | 25.00 | -10.00 |
| 2019-07-04 | 13670.00 | 13775.00 | 13780.00 | 13655.00 | 13665.00 | 13785.00 | 13795.00 | 13665.00 | 5.00 | -10.00 | -15.00 | -10.00 |
| 2019-07-03 | 13675.00 | 13650.00 | 13700.00 | 13620.00 | 13705.00 | 13665.00 | 13705.00 | 13630.00 | -30.00 | -15.00 | -5.00 | -10.00 |
| 2019-07-02 | 13745.00 | 13710.00 | 13750.00 | 13630.00 | 13745.00 | 13710.00 | 13755.00 | 13645.00 | 0.00 | 0.00 | -5.00 | -15.00 |
| 2019-07-01 | 13830.00 | 13750.00 | 13855.00 | 13720.00 | 13825.00 | 13745.00 | 13855.00 | 13735.00 | 5.00 | 5.00 | 0.00 | -15.00 |
| 2019-06-28 | 13870.00 | 13830.00 | 13885.00 | 13780.00 | 13860.00 | 13820.00 | 13875.00 | 13770.00 | 10.00 | 10.00 | 10.00 | 10.00 |
| 2019-06-27 | 13915.00 | 13900.00 | 13945.00 | 13875.00 | 13885.00 | 13880.00 | 13920.00 | 13855.00 | 30.00 | 20.00 | 25.00 | 20.00 |
| 2019-06-26 | 13915.00 | 13910.00 | 13920.00 | 13870.00 | 13955.00 | 13930.00 | 13955.00 | 13890.00 | -40.00 | -20.00 | -35.00 | -20.00 |
| 2019-06-25 | 13855.00 | 13910.00 | 13915.00 | 13830.00 | 13915.00 | 13930.00 | 13935.00 | 13860.00 | -60.00 | -20.00 | -20.00 | -30.00 |
| 2019-06-24 | 13755.00 | 13830.00 | 13845.00 | 13750.00 | 13820.00 | 13865.00 | 13875.00 | 13795.00 | -65.00 | -35.00 | -30.00 | -45.00 |
| 2019-06-21 | 13915.00 | 13765.00 | 13930.00 | 13745.00 | 13930.00 | 13825.00 | 13950.00 | 13785.00 | -15.00 | -60.00 | -20.00 | -40.00 |
| 2019-06-20 | 13870.00 | 13910.00 | 13920.00 | 13850.00 | 13895.00 | 13930.00 | 13945.00 | 13880.00 | -25.00 | -20.00 | -25.00 | -30.00 |
| 2019-06-19 | 13815.00 | 13865.00 | 13890.00 | 13805.00 | 13865.00 | 13895.00 | 13920.00 | 13850.00 | -50.00 | -30.00 | -30.00 | -45.00 |
| 2019-06-18 | 13790.00 | 13810.00 | 13825.00 | 13765.00 | 13850.00 | 13850.00 | 13880.00 | 13810.00 | -60.00 | -40.00 | -55.00 | -45.00 |
| 2019-06-17 | 13910.00 | 13855.00 | 13930.00 | 13800.00 | 13890.00 | 13810.00 | 13895.00 | 13760.00 | 20.00 | 45.00 | 35.00 | 40.00 |
| 2019-06-14 | 14015.00 | 13935.00 | 14030.00 | 13920.00 | 13955.00 | 13910.00 | 13980.00 | 13880.00 | 60.00 | 25.00 | 50.00 | 40.00 |
| 2019-06-13 | 14000.00 | 13995.00 | 14040.00 | 13975.00 | 13930.00 | 13955.00 | 13985.00 | 13920.00 | 70.00 | 40.00 | 55.00 | 55.00 |
| 2019-06-12 | 14060.00 | 13980.00 | 14080.00 | 13955.00 | 14020.00 | 13930.00 | 14025.00 | 13915.00 | 40.00 | 50.00 | 55.00 | 40.00 |
| 2019-06-11 | 13935.00 | 14035.00 | 14040.00 | 13935.00 | 13875.00 | 13985.00 | 13985.00 | 13870.00 | 60.00 | 50.00 | 55.00 | 65.00 |
| 2019-06-10 | 13950.00 | 13940.00 | 13990.00 | 13910.00 | 13915.00 | 13875.00 | 13945.00 | 13860.00 | 35.00 | 65.00 | 45.00 | 50.00 |
| 2019-06-06 | 14080.00 | 13950.00 | 14130.00 | 13950.00 | 14070.00 | 13930.00 | 14100.00 | 13925.00 | 10.00 | 20.00 | 30.00 | 25.00 |
| 2019-06-05 | 14050.00 | 14085.00 | 14105.00 | 14015.00 | 14025.00 | 14070.00 | 14080.00 | 13990.00 | 25.00 | 15.00 | 25.00 | 25.00 |
| 2019-06-04 | 14105.00 | 14030.00 | 14165.00 | 14030.00 | 14110.00 | 14010.00 | 14140.00 | 14005.00 | -5.00 | 20.00 | 25.00 | 25.00 |
| 2019-06-03 | 14165.00 | 14125.00 | 14220.00 | 14100.00 | 14135.00 | 14100.00 | 14200.00 | 14085.00 | 30.00 | 25.00 | 20.00 | 15.00 |
| 2019-05-31 | 14120.00 | 14155.00 | 14180.00 | 14120.00 | 14130.00 | 14130.00 | 14165.00 | 14110.00 | -10.00 | 25.00 | 15.00 | 10.00 |
| 2019-05-30 | 14175.00 | 14140.00 | 14210.00 | 14115.00 | 14150.00 | 14130.00 | 14200.00 | 14110.00 | 25.00 | 10.00 | 10.00 | 5.00 |
| 2019-05-29 | 14245.00 | 14170.00 | 14300.00 | 14165.00 | 14215.00 | 14155.00 | 14285.00 | 14155.00 | 30.00 | 15.00 | 15.00 | 10.00 |
| 2019-05-28 | 14310.00 | 14240.00 | 14320.00 | 14230.00 | 14280.00 | 14220.00 | 14300.00 | 14210.00 | 30.00 | 20.00 | 20.00 | 20.00 |
| 2019-05-27 | 14220.00 | 14310.00 | 14340.00 | 14210.00 | 14200.00 | 14285.00 | 14310.00 | 14190.00 | 20.00 | 25.00 | 30.00 | 20.00 |
| 2019-05-24 | 14100.00 | 14240.00 | 14240.00 | 14085.00 | 14050.00 | 14210.00 | 14215.00 | 14050.00 | 50.00 | 30.00 | 25.00 | 35.00 |
| 2019-05-23 | 14085.00 | 14110.00 | 14160.00 | 14060.00 | 14095.00 | 14095.00 | 14145.00 | 14050.00 | -10.00 | 15.00 | 15.00 | 10.00 |
| 2019-05-22 | 14255.00 | 14125.00 | 14260.00 | 14120.00 | 14235.00 | 14140.00 | 14255.00 | 14140.00 | 20.00 | -15.00 | 5.00 | -20.00 |
| 2019-05-21 | 14280.00 | 14250.00 | 14320.00 | 14220.00 | 14270.00 | 14240.00 | 14295.00 | 14220.00 | 10.00 | 10.00 | 25.00 | 0.00 |
| 2019-05-20 | 14295.00 | 14285.00 | 14330.00 | 14265.00 | 14245.00 | 14275.00 | 14315.00 | 14240.00 | 50.00 | 10.00 | 15.00 | 25.00 |
| 2019-05-17 | 14365.00 | 14310.00 | 14420.00 | 14300.00 | 14350.00 | 14290.00 | 14390.00 | 14280.00 | 15.00 | 20.00 | 30.00 | 20.00 |
| 2019-05-16 | 14335.00 | 14355.00 | 14395.00 | 14325.00 | 14325.00 | 14335.00 | 14365.00 | 14310.00 | 10.00 | 20.00 | 30.00 | 15.00 |
| 2019-05-15 | 14210.00 | 14335.00 | 14365.00 | 14185.00 | 14200.00 | 14340.00 | 14360.00 | 14185.00 | 10.00 | -5.00 | 5.00 | 0.00 |
| 2019-05-14 | 14225.00 | 14190.00 | 14260.00 | 14165.00 | 14185.00 | 14180.00 | 14235.00 | 14140.00 | 40.00 | 10.00 | 25.00 | 25.00 |
| 2019-05-13 | 14155.00 | 14225.00 | 14240.00 | 14140.00 | 14150.00 | 14200.00 | 14215.00 | 14120.00 | 5.00 | 25.00 | 25.00 | 20.00 |
| 2019-05-10 | 14010.00 | 14170.00 | 14190.00 | 14000.00 | 13975.00 | 14160.00 | 14170.00 | 13970.00 | 35.00 | 10.00 | 20.00 | 30.00 |
| 2019-05-09 | 13990.00 | 14005.00 | 14040.00 | 13960.00 | 14000.00 | 13975.00 | 14020.00 | 13955.00 | -10.00 | 30.00 | 20.00 | 5.00 |