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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025-02-14 | 20505.00 | 20710.00 | 20740.00 | 20470.00 | 20530.00 | 20745.00 | 20785.00 | 20510.00 | -25.00 | -35.00 | -45.00 | -40.00 |
| 2025-02-13 | 20530.00 | 20550.00 | 20640.00 | 20490.00 | 20605.00 | 20590.00 | 20685.00 | 20535.00 | -75.00 | -40.00 | -45.00 | -45.00 |
| 2025-02-12 | 20610.00 | 20575.00 | 20690.00 | 20520.00 | 20645.00 | 20610.00 | 20730.00 | 20560.00 | -35.00 | -35.00 | -40.00 | -40.00 |
| 2025-02-11 | 20585.00 | 20675.00 | 20780.00 | 20560.00 | 20590.00 | 20715.00 | 20820.00 | 20590.00 | -5.00 | -40.00 | -40.00 | -30.00 |
| 2025-02-10 | 20530.00 | 20550.00 | 20600.00 | 20405.00 | 20600.00 | 20590.00 | 20640.00 | 20445.00 | -70.00 | -40.00 | -40.00 | -40.00 |
| 2025-02-07 | 20350.00 | 20600.00 | 20670.00 | 20305.00 | 20370.00 | 20640.00 | 20700.00 | 20345.00 | -20.00 | -40.00 | -30.00 | -40.00 |
| 2025-02-06 | 20150.00 | 20335.00 | 20380.00 | 20085.00 | 20185.00 | 20385.00 | 20420.00 | 20130.00 | -35.00 | -50.00 | -40.00 | -45.00 |
| 2025-02-05 | 20320.00 | 20215.00 | 20390.00 | 20155.00 | 20295.00 | 20260.00 | 20425.00 | 20200.00 | 25.00 | -45.00 | -35.00 | -45.00 |
| 2025-01-27 | 20425.00 | 20240.00 | 20425.00 | 20150.00 | 20400.00 | 20280.00 | 20435.00 | 20195.00 | 25.00 | -40.00 | -10.00 | -45.00 |
| 2025-01-24 | 20160.00 | 20400.00 | 20425.00 | 20160.00 | 20180.00 | 20440.00 | 20460.00 | 20180.00 | -20.00 | -40.00 | -35.00 | -20.00 |
| 2025-01-23 | 20280.00 | 20130.00 | 20300.00 | 20060.00 | 20340.00 | 20170.00 | 20340.00 | 20105.00 | -60.00 | -40.00 | -40.00 | -45.00 |
| 2025-01-22 | 20335.00 | 20315.00 | 20375.00 | 20275.00 | 20350.00 | 20360.00 | 20405.00 | 20315.00 | -15.00 | -45.00 | -30.00 | -40.00 |
| 2025-01-21 | 20440.00 | 20415.00 | 20490.00 | 20375.00 | 20495.00 | 20440.00 | 20525.00 | 20415.00 | -55.00 | -25.00 | -35.00 | -40.00 |
| 2025-01-20 | 20550.00 | 20405.00 | 20550.00 | 20345.00 | 20575.00 | 20430.00 | 20575.00 | 20375.00 | -25.00 | -25.00 | -25.00 | -30.00 |
| 2025-01-17 | 20430.00 | 20470.00 | 20540.00 | 20335.00 | 20365.00 | 20420.00 | 20490.00 | 20295.00 | 65.00 | 50.00 | 50.00 | 40.00 |
| 2025-01-16 | 20200.00 | 20300.00 | 20425.00 | 20180.00 | 20165.00 | 20265.00 | 20380.00 | 20130.00 | 35.00 | 35.00 | 45.00 | 50.00 |
| 2025-01-15 | 20285.00 | 20185.00 | 20300.00 | 20025.00 | 20230.00 | 20150.00 | 20260.00 | 19985.00 | 55.00 | 35.00 | 40.00 | 40.00 |
| 2025-01-14 | 20260.00 | 20300.00 | 20360.00 | 20200.00 | 20185.00 | 20255.00 | 20315.00 | 20160.00 | 75.00 | 45.00 | 45.00 | 40.00 |
| 2025-01-13 | 20235.00 | 20215.00 | 20275.00 | 20125.00 | 20225.00 | 20255.00 | 20320.00 | 20160.00 | 10.00 | -40.00 | -45.00 | -35.00 |
| 2025-01-10 | 19960.00 | 20145.00 | 20185.00 | 19930.00 | 20020.00 | 20165.00 | 20215.00 | 19965.00 | -60.00 | -20.00 | -30.00 | -35.00 |
| 2025-01-09 | 19670.00 | 19945.00 | 20000.00 | 19610.00 | 19705.00 | 19945.00 | 20015.00 | 19645.00 | -35.00 | 0.00 | -15.00 | -35.00 |
| 2025-01-08 | 19735.00 | 19715.00 | 19790.00 | 19680.00 | 19800.00 | 19745.00 | 19820.00 | 19715.00 | -65.00 | -30.00 | -30.00 | -35.00 |
| 2025-01-07 | 19630.00 | 19680.00 | 19725.00 | 19615.00 | 19695.00 | 19710.00 | 19760.00 | 19655.00 | -65.00 | -30.00 | -35.00 | -40.00 |
| 2025-01-06 | 19780.00 | 19565.00 | 19815.00 | 19530.00 | 19835.00 | 19620.00 | 19855.00 | 19575.00 | -55.00 | -55.00 | -40.00 | -45.00 |
| 2025-01-03 | 19920.00 | 19840.00 | 20025.00 | 19780.00 | 19920.00 | 19870.00 | 20055.00 | 19820.00 | 0.00 | -30.00 | -30.00 | -40.00 |
| 2025-01-02 | 19850.00 | 19945.00 | 19985.00 | 19790.00 | 19780.00 | 19965.00 | 20005.00 | 19780.00 | 70.00 | -20.00 | -20.00 | 10.00 |
| 2024-12-31 | 19805.00 | 19780.00 | 19835.00 | 19750.00 | 19835.00 | 19805.00 | 19860.00 | 19785.00 | -30.00 | -25.00 | -25.00 | -35.00 |
| 2024-12-30 | 19770.00 | 19805.00 | 19910.00 | 19695.00 | 19820.00 | 19840.00 | 19945.00 | 19730.00 | -50.00 | -35.00 | -35.00 | -35.00 |
| 2024-12-27 | 19800.00 | 19795.00 | 19850.00 | 19715.00 | 19825.00 | 19835.00 | 19870.00 | 19750.00 | -25.00 | -40.00 | -20.00 | -35.00 |
| 2024-12-26 | 19875.00 | 19760.00 | 19935.00 | 19710.00 | 19880.00 | 19760.00 | 19915.00 | 19705.00 | -5.00 | 0.00 | 20.00 | 5.00 |
| 2024-12-25 | 19980.00 | 19895.00 | 19990.00 | 19840.00 | 20005.00 | 19940.00 | 20020.00 | 19875.00 | -25.00 | -45.00 | -30.00 | -35.00 |
| 2024-12-24 | 19945.00 | 19880.00 | 19965.00 | 19780.00 | 20005.00 | 19905.00 | 20005.00 | 19815.00 | -60.00 | -25.00 | -40.00 | -35.00 |
| 2024-12-23 | 19945.00 | 19915.00 | 20055.00 | 19880.00 | 19970.00 | 19955.00 | 20085.00 | 19920.00 | -25.00 | -40.00 | -30.00 | -40.00 |
| 2024-12-20 | 19845.00 | 19975.00 | 20025.00 | 19825.00 | 19865.00 | 20020.00 | 20060.00 | 19845.00 | -20.00 | -45.00 | -35.00 | -20.00 |
| 2024-12-19 | 19930.00 | 19850.00 | 19950.00 | 19770.00 | 20000.00 | 19885.00 | 20000.00 | 19805.00 | -70.00 | -35.00 | -50.00 | -35.00 |
| 2024-12-18 | 19945.00 | 19925.00 | 19995.00 | 19850.00 | 19880.00 | 19920.00 | 19975.00 | 19835.00 | 65.00 | 5.00 | 20.00 | 15.00 |
| 2024-12-17 | 20170.00 | 19925.00 | 20205.00 | 19910.00 | 20150.00 | 19910.00 | 20180.00 | 19890.00 | 20.00 | 15.00 | 25.00 | 20.00 |
| 2024-12-16 | 20395.00 | 20215.00 | 20465.00 | 20180.00 | 20395.00 | 20205.00 | 20435.00 | 20160.00 | 0.00 | 10.00 | 30.00 | 20.00 |
| 2024-12-13 | 20485.00 | 20350.00 | 20515.00 | 20215.00 | 20460.00 | 20345.00 | 20480.00 | 20225.00 | 25.00 | 5.00 | 35.00 | -10.00 |
| 2024-12-12 | 20370.00 | 20560.00 | 20590.00 | 20345.00 | 20370.00 | 20525.00 | 20560.00 | 20345.00 | 0.00 | 35.00 | 30.00 | 0.00 |
| 2024-12-11 | 20340.00 | 20400.00 | 20465.00 | 20290.00 | 20275.00 | 20400.00 | 20475.00 | 20275.00 | 65.00 | 0.00 | -10.00 | 15.00 |
| 2024-12-10 | 20420.00 | 20295.00 | 20535.00 | 20265.00 | 20430.00 | 20320.00 | 20560.00 | 20280.00 | -10.00 | -25.00 | -25.00 | -15.00 |
| 2024-12-09 | 20290.00 | 20340.00 | 20415.00 | 20275.00 | 20350.00 | 20370.00 | 20450.00 | 20320.00 | -60.00 | -30.00 | -35.00 | -45.00 |
| 2024-12-06 | 20560.00 | 20310.00 | 20570.00 | 20290.00 | 20590.00 | 20355.00 | 20610.00 | 20330.00 | -30.00 | -45.00 | -40.00 | -40.00 |
| 2024-12-05 | 20535.00 | 20505.00 | 20695.00 | 20470.00 | 20575.00 | 20550.00 | 20730.00 | 20505.00 | -40.00 | -45.00 | -35.00 | -35.00 |
| 2024-12-04 | 20430.00 | 20580.00 | 20625.00 | 20340.00 | 20450.00 | 20620.00 | 20655.00 | 20390.00 | -20.00 | -40.00 | -30.00 | -50.00 |
| 2024-12-03 | 20380.00 | 20385.00 | 20475.00 | 20295.00 | 20410.00 | 20415.00 | 20510.00 | 20340.00 | -30.00 | -30.00 | -35.00 | -45.00 |
| 2024-12-02 | 20370.00 | 20390.00 | 20480.00 | 20320.00 | 20385.00 | 20420.00 | 20520.00 | 20360.00 | -15.00 | -30.00 | -40.00 | -40.00 |
| 2024-11-29 | 20235.00 | 20390.00 | 20455.00 | 20220.00 | 20290.00 | 20430.00 | 20495.00 | 20265.00 | -55.00 | -40.00 | -40.00 | -45.00 |
| 2024-11-28 | 20555.00 | 20225.00 | 20570.00 | 20220.00 | 20565.00 | 20270.00 | 20600.00 | 20260.00 | -10.00 | -45.00 | -30.00 | -40.00 |
| 2024-11-27 | 20560.00 | 20575.00 | 20615.00 | 20475.00 | 20600.00 | 20610.00 | 20645.00 | 20510.00 | -40.00 | -35.00 | -30.00 | -35.00 |
| 2024-11-26 | 20590.00 | 20560.00 | 20705.00 | 20520.00 | 20610.00 | 20590.00 | 20730.00 | 20550.00 | -20.00 | -30.00 | -25.00 | -30.00 |
| 2024-11-25 | 20360.00 | 20620.00 | 20630.00 | 20355.00 | 20400.00 | 20650.00 | 20650.00 | 20380.00 | -40.00 | -30.00 | -20.00 | -25.00 |
| 2024-11-22 | 20700.00 | 20420.00 | 20710.00 | 20405.00 | 20710.00 | 20440.00 | 20720.00 | 20430.00 | -10.00 | -20.00 | -10.00 | -25.00 |
| 2024-11-21 | 20750.00 | 20720.00 | 20815.00 | 20605.00 | 20750.00 | 20730.00 | 20820.00 | 20620.00 | 0.00 | -10.00 | -5.00 | -15.00 |
| 2024-11-20 | 20540.00 | 20800.00 | 20840.00 | 20520.00 | 20500.00 | 20780.00 | 20800.00 | 20485.00 | 40.00 | 20.00 | 40.00 | 35.00 |
| 2024-11-19 | 20350.00 | 20585.00 | 20640.00 | 20325.00 | 20365.00 | 20560.00 | 20605.00 | 20300.00 | -15.00 | 25.00 | 35.00 | 25.00 |
| 2024-11-18 | 20955.00 | 20515.00 | 20955.00 | 20290.00 | 20950.00 | 20485.00 | 20950.00 | 20275.00 | 5.00 | 30.00 | 5.00 | 15.00 |
| 2024-11-15 | 20635.00 | 20780.00 | 20895.00 | 20635.00 | 20650.00 | 20800.00 | 20915.00 | 20650.00 | -15.00 | -20.00 | -20.00 | -15.00 |
| 2024-11-14 | 20765.00 | 20560.00 | 20820.00 | 20515.00 | 20785.00 | 20580.00 | 20840.00 | 20550.00 | -20.00 | -20.00 | -20.00 | -35.00 |
| 2024-11-13 | 20870.00 | 20765.00 | 20955.00 | 20660.00 | 20920.00 | 20785.00 | 20965.00 | 20680.00 | -50.00 | -20.00 | -10.00 | -20.00 |
| 2024-11-12 | 21280.00 | 20915.00 | 21325.00 | 20860.00 | 21310.00 | 20920.00 | 21335.00 | 20865.00 | -30.00 | -5.00 | -10.00 | -5.00 |
| 2024-11-11 | 21490.00 | 21390.00 | 21630.00 | 21300.00 | 21445.00 | 21390.00 | 21625.00 | 21300.00 | 45.00 | 0.00 | 5.00 | 0.00 |
| 2024-11-08 | 21650.00 | 21690.00 | 21820.00 | 21560.00 | 21600.00 | 21670.00 | 21790.00 | 21530.00 | 50.00 | 20.00 | 30.00 | 30.00 |
| 2024-11-07 | 20865.00 | 21450.00 | 21490.00 | 20820.00 | 20960.00 | 21410.00 | 21470.00 | 20840.00 | -95.00 | 40.00 | 20.00 | -20.00 |
| 2024-11-06 | 21050.00 | 20960.00 | 21205.00 | 20955.00 | 21005.00 | 20970.00 | 21150.00 | 20950.00 | 45.00 | -10.00 | 55.00 | 5.00 |
| 2024-11-05 | 20805.00 | 21010.00 | 21085.00 | 20785.00 | 20825.00 | 20985.00 | 21045.00 | 20785.00 | -20.00 | 25.00 | 40.00 | 0.00 |
| 2024-11-04 | 20880.00 | 20855.00 | 20910.00 | 20540.00 | 20850.00 | 20855.00 | 20900.00 | 20565.00 | 30.00 | 0.00 | 10.00 | -25.00 |
| 2024-11-01 | 20775.00 | 20795.00 | 20870.00 | 20705.00 | 20780.00 | 20795.00 | 20885.00 | 20720.00 | -5.00 | 0.00 | -15.00 | -15.00 |
| 2024-10-31 | 20810.00 | 20710.00 | 20835.00 | 20630.00 | 20820.00 | 20735.00 | 20850.00 | 20665.00 | -10.00 | -25.00 | -15.00 | -35.00 |
| 2024-10-30 | 20870.00 | 20865.00 | 20885.00 | 20720.00 | 20850.00 | 20870.00 | 20905.00 | 20745.00 | 20.00 | -5.00 | -20.00 | -25.00 |
| 2024-10-29 | 20830.00 | 20790.00 | 20870.00 | 20700.00 | 20880.00 | 20820.00 | 20900.00 | 20740.00 | -50.00 | -30.00 | -30.00 | -40.00 |
| 2024-10-28 | 20875.00 | 20895.00 | 21030.00 | 20850.00 | 20910.00 | 20930.00 | 21045.00 | 20880.00 | -35.00 | -35.00 | -15.00 | -30.00 |
| 2024-10-25 | 21025.00 | 20760.00 | 21075.00 | 20610.00 | 21005.00 | 20805.00 | 21095.00 | 20650.00 | 20.00 | -45.00 | -20.00 | -40.00 |
| 2024-10-24 | 20875.00 | 21105.00 | 21185.00 | 20820.00 | 20780.00 | 21065.00 | 21135.00 | 20780.00 | 95.00 | 40.00 | 50.00 | 40.00 |
| 2024-10-23 | 20940.00 | 20875.00 | 21015.00 | 20820.00 | 20865.00 | 20815.00 | 20955.00 | 20775.00 | 75.00 | 60.00 | 60.00 | 45.00 |
| 2024-10-22 | 20860.00 | 20840.00 | 20890.00 | 20680.00 | 20805.00 | 20785.00 | 20840.00 | 20635.00 | 55.00 | 55.00 | 50.00 | 45.00 |
| 2024-10-21 | 20735.00 | 20940.00 | 20940.00 | 20650.00 | 20700.00 | 20885.00 | 20890.00 | 20610.00 | 35.00 | 55.00 | 50.00 | 40.00 |
| 2024-10-18 | 20565.00 | 20640.00 | 20715.00 | 20525.00 | 20500.00 | 20600.00 | 20675.00 | 20475.00 | 65.00 | 40.00 | 40.00 | 50.00 |
| 2024-10-17 | 20755.00 | 20485.00 | 20830.00 | 20480.00 | 20800.00 | 20530.00 | 20875.00 | 20515.00 | -45.00 | -45.00 | -45.00 | -35.00 |
| 2024-10-16 | 20570.00 | 20705.00 | 20750.00 | 20560.00 | 20585.00 | 20740.00 | 20790.00 | 20585.00 | -15.00 | -35.00 | -40.00 | -25.00 |
| 2024-10-15 | 20780.00 | 20605.00 | 20850.00 | 20540.00 | 20790.00 | 20640.00 | 20875.00 | 20570.00 | -10.00 | -35.00 | -25.00 | -30.00 |
| 2024-10-14 | 20940.00 | 20880.00 | 20990.00 | 20730.00 | 20950.00 | 20900.00 | 21000.00 | 20750.00 | -10.00 | -20.00 | -10.00 | -20.00 |
| 2024-10-11 | 20670.00 | 20825.00 | 20845.00 | 20630.00 | 20660.00 | 20840.00 | 20860.00 | 20650.00 | 10.00 | -15.00 | -15.00 | -20.00 |
| 2024-10-10 | 20390.00 | 20585.00 | 20645.00 | 20300.00 | 20425.00 | 20605.00 | 20665.00 | 20340.00 | -35.00 | -20.00 | -20.00 | -40.00 |
| 2024-10-09 | 20600.00 | 20500.00 | 20660.00 | 20470.00 | 20635.00 | 20540.00 | 20690.00 | 20510.00 | -35.00 | -40.00 | -30.00 | -40.00 |
| 2024-10-08 | 20600.00 | 20625.00 | 20935.00 | 20540.00 | 20740.00 | 20655.00 | 20965.00 | 20570.00 | -140.00 | -30.00 | -30.00 | -30.00 |
| 2024-09-30 | 20355.00 | 20460.00 | 20635.00 | 20330.00 | 20465.00 | 20510.00 | 20680.00 | 20370.00 | -110.00 | -50.00 | -45.00 | -40.00 |
| 2024-09-27 | 20295.00 | 20455.00 | 20475.00 | 20225.00 | 20300.00 | 20490.00 | 20505.00 | 20260.00 | -5.00 | -35.00 | -30.00 | -35.00 |
| 2024-09-26 | 20010.00 | 20150.00 | 20165.00 | 19985.00 | 20045.00 | 20190.00 | 20200.00 | 20020.00 | -35.00 | -40.00 | -35.00 | -35.00 |
| 2024-09-25 | 20065.00 | 20055.00 | 20315.00 | 20035.00 | 20045.00 | 20020.00 | 20260.00 | 20000.00 | 20.00 | 35.00 | 55.00 | 35.00 |
| 2024-09-24 | 19785.00 | 19980.00 | 20025.00 | 19780.00 | 19820.00 | 19990.00 | 20030.00 | 19800.00 | -35.00 | -10.00 | -5.00 | -20.00 |
| 2024-09-23 | 19980.00 | 19740.00 | 20000.00 | 19730.00 | 19930.00 | 19720.00 | 19970.00 | 19705.00 | 50.00 | 20.00 | 30.00 | 25.00 |
| 2024-09-20 | 20105.00 | 20070.00 | 20135.00 | 20000.00 | 20035.00 | 20040.00 | 20090.00 | 19960.00 | 70.00 | 30.00 | 45.00 | 40.00 |
| 2024-09-19 | 20000.00 | 20130.00 | 20135.00 | 19805.00 | 19960.00 | 20085.00 | 20090.00 | 19760.00 | 40.00 | 45.00 | 45.00 | 45.00 |
| 2024-09-18 | 19900.00 | 19875.00 | 20000.00 | 19825.00 | 20050.00 | 19925.00 | 20050.00 | 19850.00 | -150.00 | -50.00 | -50.00 | -25.00 |
| 2024-09-13 | 19745.00 | 19745.00 | 19830.00 | 19710.00 | 19750.00 | 19755.00 | 19830.00 | 19705.00 | -5.00 | -10.00 | 0.00 | 5.00 |
| 2024-09-12 | 19450.00 | 19725.00 | 19740.00 | 19385.00 | 19450.00 | 19705.00 | 19720.00 | 19375.00 | 0.00 | 20.00 | 20.00 | 10.00 |
| 2024-09-11 | 19350.00 | 19450.00 | 19455.00 | 19260.00 | 19350.00 | 19440.00 | 19445.00 | 19240.00 | 0.00 | 10.00 | 10.00 | 20.00 |
| 2024-09-10 | 19185.00 | 19390.00 | 19480.00 | 19150.00 | 19200.00 | 19380.00 | 19465.00 | 19155.00 | -15.00 | 10.00 | 15.00 | -5.00 |