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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-04-16 | 20585.00 | 20165.00 | 20720.00 | 20160.00 | 20620.00 | 20150.00 | 20690.00 | 20145.00 | -35.00 | 15.00 | 30.00 | 15.00 |
| 2024-04-15 | 20750.00 | 20685.00 | 21345.00 | 20605.00 | 20740.00 | 20645.00 | 21300.00 | 20585.00 | 10.00 | 40.00 | 45.00 | 20.00 |
| 2024-04-12 | 20425.00 | 20735.00 | 20790.00 | 20380.00 | 20455.00 | 20705.00 | 20760.00 | 20355.00 | -30.00 | 30.00 | 30.00 | 25.00 |
| 2024-04-11 | 20500.00 | 20460.00 | 20595.00 | 20220.00 | 20475.00 | 20445.00 | 20560.00 | 20195.00 | 25.00 | 15.00 | 35.00 | 25.00 |
| 2024-04-10 | 20280.00 | 20505.00 | 20535.00 | 20215.00 | 20230.00 | 20470.00 | 20495.00 | 20180.00 | 50.00 | 35.00 | 40.00 | 35.00 |
| 2024-04-09 | 20250.00 | 20205.00 | 20310.00 | 20105.00 | 20225.00 | 20230.00 | 20320.00 | 20120.00 | 25.00 | -25.00 | -10.00 | -15.00 |
| 2024-04-08 | 20125.00 | 20205.00 | 20385.00 | 19915.00 | 20090.00 | 20205.00 | 20400.00 | 19935.00 | 35.00 | 0.00 | -15.00 | -20.00 |
| 2024-04-03 | 19885.00 | 19925.00 | 19965.00 | 19810.00 | 19830.00 | 19925.00 | 19960.00 | 19805.00 | 55.00 | 0.00 | 5.00 | 5.00 |
| 2024-04-02 | 19760.00 | 19810.00 | 19815.00 | 19685.00 | 19745.00 | 19800.00 | 19815.00 | 19685.00 | 15.00 | 10.00 | 0.00 | 0.00 |
| 2024-04-01 | 19710.00 | 19770.00 | 19820.00 | 19615.00 | 19725.00 | 19760.00 | 19800.00 | 19610.00 | -15.00 | 10.00 | 20.00 | 5.00 |
| 2024-03-29 | 19500.00 | 19710.00 | 19745.00 | 19490.00 | 19505.00 | 19695.00 | 19740.00 | 19505.00 | -5.00 | 15.00 | 5.00 | -15.00 |
| 2024-03-28 | 19380.00 | 19475.00 | 19510.00 | 19355.00 | 19405.00 | 19495.00 | 19525.00 | 19370.00 | -25.00 | -20.00 | -15.00 | -15.00 |
| 2024-03-27 | 19490.00 | 19415.00 | 19520.00 | 19365.00 | 19505.00 | 19430.00 | 19540.00 | 19385.00 | -15.00 | -15.00 | -20.00 | -20.00 |
| 2024-03-26 | 19490.00 | 19490.00 | 19625.00 | 19465.00 | 19510.00 | 19500.00 | 19630.00 | 19485.00 | -20.00 | -10.00 | -5.00 | -20.00 |
| 2024-03-25 | 19445.00 | 19455.00 | 19595.00 | 19400.00 | 19420.00 | 19460.00 | 19575.00 | 19390.00 | 25.00 | -5.00 | 20.00 | 10.00 |
| 2024-03-22 | 19510.00 | 19400.00 | 19530.00 | 19335.00 | 19500.00 | 19390.00 | 19515.00 | 19325.00 | 10.00 | 10.00 | 15.00 | 10.00 |
| 2024-03-21 | 19320.00 | 19485.00 | 19490.00 | 19295.00 | 19320.00 | 19470.00 | 19480.00 | 19290.00 | 0.00 | 15.00 | 10.00 | 5.00 |
| 2024-03-20 | 19165.00 | 19285.00 | 19315.00 | 19150.00 | 19160.00 | 19280.00 | 19310.00 | 19150.00 | 5.00 | 5.00 | 5.00 | 0.00 |
| 2024-03-19 | 19290.00 | 19215.00 | 19430.00 | 19175.00 | 19285.00 | 19215.00 | 19425.00 | 19175.00 | 5.00 | 0.00 | 5.00 | 0.00 |
| 2024-03-18 | 19280.00 | 19275.00 | 19340.00 | 19210.00 | 19330.00 | 19270.00 | 19345.00 | 19210.00 | -50.00 | 5.00 | -5.00 | 0.00 |
| 2024-03-15 | 19150.00 | 19295.00 | 19310.00 | 19130.00 | 19115.00 | 19295.00 | 19310.00 | 19115.00 | 35.00 | 0.00 | 0.00 | 15.00 |
| 2024-03-14 | 19270.00 | 19150.00 | 19360.00 | 19150.00 | 19250.00 | 19140.00 | 19345.00 | 19135.00 | 20.00 | 10.00 | 15.00 | 15.00 |
| 2024-03-13 | 19205.00 | 19235.00 | 19270.00 | 19130.00 | 19195.00 | 19220.00 | 19245.00 | 19105.00 | 10.00 | 15.00 | 25.00 | 25.00 |
| 2024-03-12 | 19200.00 | 19180.00 | 19250.00 | 19145.00 | 19160.00 | 19155.00 | 19215.00 | 19105.00 | 40.00 | 25.00 | 35.00 | 40.00 |
| 2024-03-11 | 19230.00 | 19180.00 | 19230.00 | 19065.00 | 19190.00 | 19150.00 | 19195.00 | 19045.00 | 40.00 | 30.00 | 35.00 | 20.00 |
| 2024-03-08 | 19200.00 | 19200.00 | 19235.00 | 19145.00 | 19170.00 | 19175.00 | 19200.00 | 19120.00 | 30.00 | 25.00 | 35.00 | 25.00 |
| 2024-03-07 | 19065.00 | 19130.00 | 19150.00 | 19025.00 | 19065.00 | 19110.00 | 19135.00 | 19010.00 | 0.00 | 20.00 | 15.00 | 15.00 |
| 2024-03-06 | 19080.00 | 19055.00 | 19125.00 | 18955.00 | 19055.00 | 19045.00 | 19100.00 | 18940.00 | 25.00 | 10.00 | 25.00 | 15.00 |
| 2024-03-05 | 18990.00 | 19060.00 | 19130.00 | 18965.00 | 19000.00 | 19035.00 | 19100.00 | 18940.00 | -10.00 | 25.00 | 30.00 | 25.00 |
| 2024-03-04 | 18985.00 | 19030.00 | 19055.00 | 18920.00 | 18960.00 | 19000.00 | 19020.00 | 18900.00 | 25.00 | 30.00 | 35.00 | 20.00 |
| 2024-03-01 | 18945.00 | 18965.00 | 19015.00 | 18930.00 | 18925.00 | 18940.00 | 18970.00 | 18895.00 | 20.00 | 25.00 | 45.00 | 35.00 |
| 2024-02-29 | 18765.00 | 18925.00 | 18950.00 | 18750.00 | 18735.00 | 18885.00 | 18910.00 | 18730.00 | 30.00 | 40.00 | 40.00 | 20.00 |
| 2024-02-28 | 18845.00 | 18790.00 | 18880.00 | 18770.00 | 18860.00 | 18765.00 | 18865.00 | 18750.00 | -15.00 | 25.00 | 15.00 | 20.00 |
| 2024-02-27 | 18800.00 | 18835.00 | 18930.00 | 18765.00 | 18770.00 | 18820.00 | 18895.00 | 18740.00 | 30.00 | 15.00 | 35.00 | 25.00 |
| 2024-02-26 | 18785.00 | 18795.00 | 18840.00 | 18700.00 | 18790.00 | 18760.00 | 18820.00 | 18680.00 | -5.00 | 35.00 | 20.00 | 20.00 |
| 2024-02-23 | 18785.00 | 18850.00 | 18915.00 | 18685.00 | 18780.00 | 18815.00 | 18885.00 | 18675.00 | 5.00 | 35.00 | 30.00 | 10.00 |
| 2024-02-22 | 18960.00 | 18800.00 | 18975.00 | 18725.00 | 18975.00 | 18810.00 | 18975.00 | 18735.00 | -15.00 | -10.00 | 0.00 | -10.00 |
| 2024-02-21 | 18675.00 | 18945.00 | 19100.00 | 18655.00 | 18700.00 | 18940.00 | 19115.00 | 18675.00 | -25.00 | 5.00 | -15.00 | -20.00 |
| 2024-02-20 | 18725.00 | 18690.00 | 18790.00 | 18630.00 | 18755.00 | 18700.00 | 18825.00 | 18645.00 | -30.00 | -10.00 | -35.00 | -15.00 |
| 2024-02-19 | 18840.00 | 18775.00 | 19035.00 | 18745.00 | 18900.00 | 18775.00 | 19035.00 | 18740.00 | -60.00 | 0.00 | 0.00 | 5.00 |
| 2024-02-08 | 18900.00 | 18905.00 | 18995.00 | 18815.00 | 18890.00 | 18895.00 | 18985.00 | 18820.00 | 10.00 | 10.00 | 10.00 | -5.00 |
| 2024-02-07 | 18905.00 | 18895.00 | 19020.00 | 18855.00 | 18875.00 | 18885.00 | 19010.00 | 18860.00 | 30.00 | 10.00 | 10.00 | -5.00 |
| 2024-02-06 | 18740.00 | 18850.00 | 18865.00 | 18705.00 | 18760.00 | 18845.00 | 18865.00 | 18725.00 | -20.00 | 5.00 | 0.00 | -20.00 |
| 2024-02-05 | 18870.00 | 18815.00 | 18890.00 | 18725.00 | 18860.00 | 18820.00 | 18900.00 | 18735.00 | 10.00 | -5.00 | -10.00 | -10.00 |
| 2024-02-02 | 18900.00 | 18810.00 | 18980.00 | 18795.00 | 18890.00 | 18820.00 | 18990.00 | 18800.00 | 10.00 | -10.00 | -10.00 | -5.00 |
| 2024-02-01 | 19050.00 | 18900.00 | 19185.00 | 18865.00 | 19050.00 | 18910.00 | 19180.00 | 18875.00 | 0.00 | -10.00 | 5.00 | -10.00 |
| 2024-01-31 | 18990.00 | 19010.00 | 19060.00 | 18940.00 | 19000.00 | 19015.00 | 19060.00 | 18950.00 | -10.00 | -5.00 | 0.00 | -10.00 |
| 2024-01-30 | 19005.00 | 18950.00 | 19060.00 | 18930.00 | 19010.00 | 18965.00 | 19065.00 | 18940.00 | -5.00 | -15.00 | -5.00 | -10.00 |
| 2024-01-29 | 19115.00 | 19005.00 | 19250.00 | 18915.00 | 19125.00 | 19005.00 | 19240.00 | 18920.00 | -10.00 | 0.00 | 10.00 | -5.00 |
| 2024-01-26 | 18925.00 | 19055.00 | 19140.00 | 18875.00 | 18905.00 | 19060.00 | 19130.00 | 18875.00 | 20.00 | -5.00 | 10.00 | 0.00 |
| 2024-01-25 | 19075.00 | 18865.00 | 19080.00 | 18830.00 | 19070.00 | 18865.00 | 19070.00 | 18835.00 | 5.00 | 0.00 | 10.00 | -5.00 |
| 2024-01-24 | 18700.00 | 19025.00 | 19025.00 | 18695.00 | 18705.00 | 19015.00 | 19020.00 | 18705.00 | -5.00 | 10.00 | 5.00 | -10.00 |
| 2024-01-23 | 18655.00 | 18675.00 | 18710.00 | 18595.00 | 18650.00 | 18670.00 | 18705.00 | 18595.00 | 5.00 | 5.00 | 5.00 | 0.00 |
| 2024-01-22 | 18690.00 | 18695.00 | 18800.00 | 18630.00 | 18685.00 | 18695.00 | 18795.00 | 18630.00 | 5.00 | 0.00 | 5.00 | 0.00 |
| 2024-01-19 | 18745.00 | 18660.00 | 18770.00 | 18610.00 | 18765.00 | 18675.00 | 18795.00 | 18645.00 | -20.00 | -15.00 | -25.00 | -35.00 |
| 2024-01-18 | 18810.00 | 18795.00 | 18815.00 | 18705.00 | 18830.00 | 18810.00 | 18850.00 | 18750.00 | -20.00 | -15.00 | -35.00 | -45.00 |
| 2024-01-17 | 18830.00 | 18830.00 | 18945.00 | 18810.00 | 18860.00 | 18860.00 | 18970.00 | 18850.00 | -30.00 | -30.00 | -25.00 | -40.00 |
| 2024-01-16 | 18825.00 | 18805.00 | 18910.00 | 18760.00 | 18850.00 | 18845.00 | 18915.00 | 18780.00 | -25.00 | -40.00 | -5.00 | -20.00 |
| 2024-01-15 | 19000.00 | 18885.00 | 19050.00 | 18835.00 | 18960.00 | 18880.00 | 19040.00 | 18835.00 | 40.00 | 5.00 | 10.00 | 0.00 |
| 2024-01-12 | 19080.00 | 19030.00 | 19085.00 | 18935.00 | 19050.00 | 19030.00 | 19070.00 | 18935.00 | 30.00 | 0.00 | 15.00 | 0.00 |
| 2024-01-11 | 19050.00 | 19055.00 | 19095.00 | 18975.00 | 18965.00 | 19055.00 | 19085.00 | 18960.00 | 85.00 | 0.00 | 10.00 | 15.00 |
| 2024-01-10 | 18980.00 | 18995.00 | 19145.00 | 18970.00 | 19045.00 | 19000.00 | 19155.00 | 18975.00 | -65.00 | -5.00 | -10.00 | -5.00 |
| 2024-01-09 | 19070.00 | 18970.00 | 19070.00 | 18925.00 | 19090.00 | 18970.00 | 19090.00 | 18935.00 | -20.00 | 0.00 | -20.00 | -10.00 |
| 2024-01-08 | 19120.00 | 19130.00 | 19255.00 | 19035.00 | 19100.00 | 19135.00 | 19250.00 | 19040.00 | 20.00 | -5.00 | 5.00 | -5.00 |
| 2024-01-05 | 19180.00 | 19195.00 | 19255.00 | 19115.00 | 19160.00 | 19180.00 | 19245.00 | 19105.00 | 20.00 | 15.00 | 10.00 | 10.00 |
| 2024-01-04 | 19330.00 | 19215.00 | 19405.00 | 19145.00 | 19290.00 | 19200.00 | 19390.00 | 19140.00 | 40.00 | 15.00 | 15.00 | 5.00 |
| 2024-01-03 | 19670.00 | 19340.00 | 19750.00 | 19325.00 | 19690.00 | 19315.00 | 19690.00 | 19305.00 | -20.00 | 25.00 | 60.00 | 20.00 |
| 2024-01-02 | 19525.00 | 19755.00 | 19800.00 | 19315.00 | 19465.00 | 19710.00 | 19745.00 | 19275.00 | 60.00 | 45.00 | 55.00 | 40.00 |
| 2023-12-29 | 19445.00 | 19505.00 | 19615.00 | 19375.00 | 19380.00 | 19465.00 | 19565.00 | 19350.00 | 65.00 | 40.00 | 50.00 | 25.00 |
| 2023-12-28 | 19430.00 | 19520.00 | 19675.00 | 19420.00 | 19390.00 | 19480.00 | 19630.00 | 19390.00 | 40.00 | 40.00 | 45.00 | 30.00 |
| 2023-12-27 | 19235.00 | 19325.00 | 19350.00 | 19200.00 | 19200.00 | 19300.00 | 19330.00 | 19185.00 | 35.00 | 25.00 | 20.00 | 15.00 |
| 2023-12-26 | 19155.00 | 19235.00 | 19290.00 | 19085.00 | 19120.00 | 19220.00 | 19280.00 | 19060.00 | 35.00 | 15.00 | 10.00 | 25.00 |
| 2023-12-25 | 19215.00 | 19110.00 | 19395.00 | 19030.00 | 19200.00 | 19095.00 | 19360.00 | 19010.00 | 15.00 | 15.00 | 35.00 | 20.00 |
| 2023-12-22 | 18970.00 | 19165.00 | 19245.00 | 18955.00 | 18925.00 | 19160.00 | 19215.00 | 18920.00 | 45.00 | 5.00 | 30.00 | 35.00 |
| 2023-12-21 | 18940.00 | 18995.00 | 19000.00 | 18880.00 | 19000.00 | 19035.00 | 19035.00 | 18920.00 | -60.00 | -40.00 | -35.00 | -40.00 |
| 2023-12-20 | 18965.00 | 19020.00 | 19045.00 | 18860.00 | 18965.00 | 19045.00 | 19065.00 | 18900.00 | 0.00 | -25.00 | -20.00 | -40.00 |
| 2023-12-19 | 18950.00 | 18990.00 | 19015.00 | 18885.00 | 18885.00 | 18950.00 | 18975.00 | 18825.00 | 65.00 | 40.00 | 40.00 | 60.00 |
| 2023-12-18 | 18860.00 | 18910.00 | 18950.00 | 18775.00 | 18770.00 | 18820.00 | 18850.00 | 18685.00 | 90.00 | 90.00 | 100.00 | 90.00 |
| 2023-12-15 | 18720.00 | 18740.00 | 18800.00 | 18700.00 | 18565.00 | 18620.00 | 18670.00 | 18525.00 | 155.00 | 120.00 | 130.00 | 175.00 |
| 2023-12-14 | 18385.00 | 18650.00 | 18675.00 | 18380.00 | 18260.00 | 18475.00 | 18500.00 | 18250.00 | 125.00 | 175.00 | 175.00 | 130.00 |
| 2023-12-13 | 18435.00 | 18325.00 | 18485.00 | 18300.00 | 18325.00 | 18215.00 | 18370.00 | 18190.00 | 110.00 | 110.00 | 115.00 | 110.00 |
| 2023-12-12 | 18360.00 | 18430.00 | 18475.00 | 18335.00 | 18235.00 | 18315.00 | 18365.00 | 18215.00 | 125.00 | 115.00 | 110.00 | 120.00 |
| 2023-12-11 | 18470.00 | 18380.00 | 18530.00 | 18240.00 | 18390.00 | 18275.00 | 18440.00 | 18160.00 | 80.00 | 105.00 | 90.00 | 80.00 |
| 2023-12-08 | 18410.00 | 18490.00 | 18525.00 | 18305.00 | 18305.00 | 18395.00 | 18425.00 | 18215.00 | 105.00 | 95.00 | 100.00 | 90.00 |
| 2023-12-07 | 18430.00 | 18435.00 | 18490.00 | 18365.00 | 18335.00 | 18325.00 | 18380.00 | 18260.00 | 95.00 | 110.00 | 110.00 | 105.00 |
| 2023-12-06 | 18390.00 | 18480.00 | 18500.00 | 18370.00 | 18325.00 | 18375.00 | 18390.00 | 18265.00 | 65.00 | 105.00 | 110.00 | 105.00 |
| 2023-12-05 | 18560.00 | 18445.00 | 18575.00 | 18380.00 | 18515.00 | 18360.00 | 18515.00 | 18315.00 | 45.00 | 85.00 | 60.00 | 65.00 |
| 2023-12-04 | 18545.00 | 18595.00 | 18765.00 | 18530.00 | 18470.00 | 18525.00 | 18680.00 | 18470.00 | 75.00 | 70.00 | 85.00 | 60.00 |
| 2023-12-01 | 18545.00 | 18530.00 | 18625.00 | 18500.00 | 18515.00 | 18465.00 | 18580.00 | 18435.00 | 30.00 | 65.00 | 45.00 | 65.00 |
| 2023-11-30 | 18565.00 | 18600.00 | 18630.00 | 18520.00 | 18510.00 | 18570.00 | 18595.00 | 18500.00 | 55.00 | 30.00 | 35.00 | 20.00 |
| 2023-11-29 | 18795.00 | 18520.00 | 18865.00 | 18490.00 | 18730.00 | 18490.00 | 18810.00 | 18465.00 | 65.00 | 30.00 | 55.00 | 25.00 |
| 2023-11-28 | 18880.00 | 18810.00 | 18895.00 | 18755.00 | 18825.00 | 18760.00 | 18850.00 | 18710.00 | 55.00 | 50.00 | 45.00 | 45.00 |
| 2023-11-27 | 18750.00 | 18905.00 | 18945.00 | 18680.00 | 18840.00 | 18945.00 | 18980.00 | 18740.00 | -90.00 | -40.00 | -35.00 | -60.00 |
| 2023-11-24 | 18725.00 | 18775.00 | 18820.00 | 18675.00 | 18825.00 | 18815.00 | 18860.00 | 18750.00 | -100.00 | -40.00 | -40.00 | -75.00 |
| 2023-11-23 | 18785.00 | 18725.00 | 18810.00 | 18675.00 | 18860.00 | 18785.00 | 18860.00 | 18725.00 | -75.00 | -60.00 | -50.00 | -50.00 |
| 2023-11-22 | 18880.00 | 18765.00 | 18940.00 | 18705.00 | 18945.00 | 18810.00 | 18965.00 | 18765.00 | -65.00 | -45.00 | -25.00 | -60.00 |
| 2023-11-21 | 18905.00 | 18875.00 | 19000.00 | 18865.00 | 18990.00 | 18920.00 | 19035.00 | 18905.00 | -85.00 | -45.00 | -35.00 | -40.00 |
| 2023-11-20 | 18870.00 | 18960.00 | 19045.00 | 18805.00 | 18800.00 | 18920.00 | 19000.00 | 18765.00 | 70.00 | 40.00 | 45.00 | 40.00 |
| 2023-11-17 | 18980.00 | 18865.00 | 18980.00 | 18775.00 | 18920.00 | 18820.00 | 18945.00 | 18745.00 | 60.00 | 45.00 | 35.00 | 30.00 |
| 2023-11-16 | 19030.00 | 18965.00 | 19030.00 | 18915.00 | 18960.00 | 18935.00 | 18980.00 | 18890.00 | 70.00 | 30.00 | 50.00 | 25.00 |