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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-11-15 | 18940.00 | 18995.00 | 19135.00 | 18935.00 | 18925.00 | 18960.00 | 19085.00 | 18905.00 | 15.00 | 35.00 | 50.00 | 30.00 |
| 2023-11-14 | 18960.00 | 18965.00 | 19010.00 | 18890.00 | 18870.00 | 18930.00 | 18975.00 | 18855.00 | 90.00 | 35.00 | 35.00 | 35.00 |
| 2023-11-13 | 19070.00 | 18880.00 | 19070.00 | 18830.00 | 19025.00 | 18835.00 | 19030.00 | 18805.00 | 45.00 | 45.00 | 40.00 | 25.00 |
| 2023-11-10 | 19105.00 | 19100.00 | 19190.00 | 19080.00 | 19080.00 | 19070.00 | 19165.00 | 19055.00 | 25.00 | 30.00 | 25.00 | 25.00 |
| 2023-11-09 | 19260.00 | 19150.00 | 19285.00 | 19110.00 | 19200.00 | 19105.00 | 19245.00 | 19085.00 | 60.00 | 45.00 | 40.00 | 25.00 |
| 2023-11-08 | 19170.00 | 19270.00 | 19315.00 | 19120.00 | 19145.00 | 19235.00 | 19275.00 | 19080.00 | 25.00 | 35.00 | 40.00 | 40.00 |
| 2023-11-07 | 19305.00 | 19175.00 | 19370.00 | 19160.00 | 19250.00 | 19130.00 | 19330.00 | 19120.00 | 55.00 | 45.00 | 40.00 | 40.00 |
| 2023-11-06 | 19195.00 | 19240.00 | 19260.00 | 19080.00 | 19145.00 | 19195.00 | 19200.00 | 19020.00 | 50.00 | 45.00 | 60.00 | 60.00 |
| 2023-11-03 | 19190.00 | 19195.00 | 19240.00 | 19115.00 | 19135.00 | 19145.00 | 19180.00 | 19065.00 | 55.00 | 50.00 | 60.00 | 50.00 |
| 2023-11-02 | 19265.00 | 19205.00 | 19290.00 | 19170.00 | 19200.00 | 19145.00 | 19225.00 | 19120.00 | 65.00 | 60.00 | 65.00 | 50.00 |
| 2023-11-01 | 19215.00 | 19235.00 | 19260.00 | 19130.00 | 19165.00 | 19175.00 | 19200.00 | 19075.00 | 50.00 | 60.00 | 60.00 | 55.00 |
| 2023-10-31 | 19270.00 | 19215.00 | 19305.00 | 19115.00 | 19270.00 | 19165.00 | 19270.00 | 19075.00 | 0.00 | 50.00 | 35.00 | 40.00 |
| 2023-10-30 | 18925.00 | 19195.00 | 19230.00 | 18910.00 | 18865.00 | 19160.00 | 19185.00 | 18865.00 | 60.00 | 35.00 | 45.00 | 45.00 |
| 2023-10-27 | 19000.00 | 18905.00 | 19000.00 | 18795.00 | 19100.00 | 18980.00 | 19100.00 | 18880.00 | -100.00 | -75.00 | -100.00 | -85.00 |
| 2023-10-26 | 19055.00 | 19000.00 | 19090.00 | 18895.00 | 19160.00 | 19050.00 | 19160.00 | 18975.00 | -105.00 | -50.00 | -70.00 | -80.00 |
| 2023-10-25 | 18820.00 | 19045.00 | 19105.00 | 18800.00 | 18965.00 | 19095.00 | 19170.00 | 18895.00 | -145.00 | -50.00 | -65.00 | -95.00 |
| 2023-10-24 | 19000.00 | 18920.00 | 19000.00 | 18830.00 | 18645.00 | 18810.00 | 18825.00 | 18645.00 | 355.00 | 110.00 | 175.00 | 185.00 |
| 2023-10-23 | 18965.00 | 18850.00 | 19005.00 | 18820.00 | 18820.00 | 18730.00 | 18880.00 | 18705.00 | 145.00 | 120.00 | 125.00 | 115.00 |
| 2023-10-20 | 19020.00 | 18930.00 | 19045.00 | 18905.00 | 18865.00 | 18810.00 | 18920.00 | 18790.00 | 155.00 | 120.00 | 125.00 | 115.00 |
| 2023-10-19 | 18965.00 | 18975.00 | 19045.00 | 18920.00 | 18805.00 | 18860.00 | 18930.00 | 18805.00 | 160.00 | 115.00 | 115.00 | 115.00 |
| 2023-10-18 | 18820.00 | 18910.00 | 18970.00 | 18780.00 | 18700.00 | 18815.00 | 18890.00 | 18700.00 | 120.00 | 95.00 | 80.00 | 80.00 |
| 2023-10-17 | 18975.00 | 18780.00 | 18980.00 | 18755.00 | 18900.00 | 18695.00 | 18910.00 | 18675.00 | 75.00 | 85.00 | 70.00 | 80.00 |
| 2023-10-16 | 18985.00 | 18985.00 | 19020.00 | 18870.00 | 18855.00 | 18920.00 | 18945.00 | 18805.00 | 130.00 | 65.00 | 75.00 | 65.00 |
| 2023-10-13 | 19050.00 | 18940.00 | 19080.00 | 18885.00 | 18975.00 | 18845.00 | 18980.00 | 18800.00 | 75.00 | 95.00 | 100.00 | 85.00 |
| 2023-10-12 | 19055.00 | 19105.00 | 19155.00 | 19020.00 | 18970.00 | 19005.00 | 19035.00 | 18915.00 | 85.00 | 100.00 | 120.00 | 105.00 |
| 2023-10-11 | 19020.00 | 19110.00 | 19180.00 | 18965.00 | 18895.00 | 19005.00 | 19055.00 | 18855.00 | 125.00 | 105.00 | 125.00 | 110.00 |
| 2023-10-10 | 19150.00 | 19020.00 | 19225.00 | 18940.00 | 19005.00 | 18895.00 | 19100.00 | 18825.00 | 145.00 | 125.00 | 125.00 | 115.00 |
| 2023-10-09 | 19420.00 | 19165.00 | 19420.00 | 19155.00 | 19310.00 | 19030.00 | 19325.00 | 19030.00 | 110.00 | 135.00 | 95.00 | 125.00 |
| 2023-09-28 | 19420.00 | 19445.00 | 19645.00 | 19390.00 | 19620.00 | 19710.00 | 19835.00 | 19600.00 | -200.00 | -265.00 | -190.00 | -210.00 |
| 2023-09-27 | 19405.00 | 19420.00 | 19445.00 | 19350.00 | 19630.00 | 19630.00 | 19630.00 | 19510.00 | -225.00 | -210.00 | -185.00 | -160.00 |
| 2023-09-26 | 19325.00 | 19335.00 | 19460.00 | 19295.00 | 19575.00 | 19515.00 | 19615.00 | 19460.00 | -250.00 | -180.00 | -155.00 | -165.00 |
| 2023-09-25 | 19505.00 | 19335.00 | 19510.00 | 19245.00 | 19620.00 | 19510.00 | 19670.00 | 19425.00 | -115.00 | -175.00 | -160.00 | -180.00 |
| 2023-09-22 | 19350.00 | 19620.00 | 19675.00 | 19280.00 | 19125.00 | 19415.00 | 19495.00 | 19105.00 | 225.00 | 205.00 | 180.00 | 175.00 |
| 2023-09-21 | 19405.00 | 19410.00 | 19510.00 | 19330.00 | 19235.00 | 19240.00 | 19350.00 | 19175.00 | 170.00 | 170.00 | 160.00 | 155.00 |
| 2023-09-20 | 19325.00 | 19310.00 | 19330.00 | 19150.00 | 19125.00 | 19150.00 | 19160.00 | 19000.00 | 200.00 | 160.00 | 170.00 | 150.00 |
| 2023-09-19 | 19285.00 | 19240.00 | 19350.00 | 19195.00 | 19030.00 | 19070.00 | 19180.00 | 19030.00 | 255.00 | 170.00 | 170.00 | 165.00 |
| 2023-09-18 | 19280.00 | 19195.00 | 19285.00 | 19050.00 | 19055.00 | 19020.00 | 19090.00 | 18890.00 | 225.00 | 175.00 | 195.00 | 160.00 |
| 2023-09-15 | 19360.00 | 19335.00 | 19390.00 | 19235.00 | 19190.00 | 19155.00 | 19230.00 | 19080.00 | 170.00 | 180.00 | 160.00 | 155.00 |
| 2023-09-14 | 19175.00 | 19310.00 | 19365.00 | 19110.00 | 19015.00 | 19140.00 | 19195.00 | 18955.00 | 160.00 | 170.00 | 170.00 | 155.00 |
| 2023-09-13 | 19300.00 | 19135.00 | 19300.00 | 19065.00 | 19070.00 | 18980.00 | 19125.00 | 18880.00 | 230.00 | 155.00 | 175.00 | 185.00 |
| 2023-09-12 | 19180.00 | 19260.00 | 19330.00 | 19140.00 | 18980.00 | 19080.00 | 19150.00 | 18975.00 | 200.00 | 180.00 | 180.00 | 165.00 |
| 2023-09-11 | 19045.00 | 19150.00 | 19190.00 | 18940.00 | 18790.00 | 18985.00 | 19030.00 | 18785.00 | 255.00 | 165.00 | 160.00 | 155.00 |
| 2023-09-08 | 19175.00 | 18965.00 | 19175.00 | 18905.00 | 18990.00 | 18815.00 | 19030.00 | 18780.00 | 185.00 | 150.00 | 145.00 | 125.00 |
| 2023-09-07 | 19180.00 | 19175.00 | 19245.00 | 19070.00 | 19020.00 | 19020.00 | 19105.00 | 18935.00 | 160.00 | 155.00 | 140.00 | 135.00 |
| 2023-09-06 | 18980.00 | 19120.00 | 19180.00 | 18965.00 | 18830.00 | 18980.00 | 19050.00 | 18830.00 | 150.00 | 140.00 | 130.00 | 135.00 |
| 2023-09-05 | 18950.00 | 18980.00 | 19080.00 | 18890.00 | 18800.00 | 18830.00 | 18935.00 | 18745.00 | 150.00 | 150.00 | 145.00 | 145.00 |
| 2023-09-04 | 19330.00 | 18965.00 | 19585.00 | 18910.00 | 19220.00 | 18815.00 | 19400.00 | 18760.00 | 110.00 | 150.00 | 185.00 | 150.00 |
| 2023-09-01 | 18975.00 | 19330.00 | 19435.00 | 18930.00 | 18880.00 | 19180.00 | 19270.00 | 18795.00 | 95.00 | 150.00 | 165.00 | 135.00 |
| 2023-08-31 | 18840.00 | 18980.00 | 19035.00 | 18830.00 | 19040.00 | 19215.00 | 19230.00 | 19030.00 | -200.00 | -235.00 | -195.00 | -200.00 |
| 2023-08-30 | 18660.00 | 18775.00 | 18805.00 | 18650.00 | 18815.00 | 18990.00 | 18990.00 | 18790.00 | -155.00 | -215.00 | -185.00 | -140.00 |
| 2023-08-29 | 18620.00 | 18675.00 | 18765.00 | 18545.00 | 18700.00 | 18825.00 | 18885.00 | 18690.00 | -80.00 | -150.00 | -120.00 | -145.00 |
| 2023-08-28 | 18555.00 | 18585.00 | 18645.00 | 18525.00 | 18700.00 | 18735.00 | 18750.00 | 18665.00 | -145.00 | -150.00 | -105.00 | -140.00 |
| 2023-08-25 | 18535.00 | 18555.00 | 18600.00 | 18505.00 | 18575.00 | 18675.00 | 18685.00 | 18525.00 | -40.00 | -120.00 | -85.00 | -20.00 |
| 2023-08-24 | 18730.00 | 18615.00 | 18740.00 | 18605.00 | 18650.00 | 18555.00 | 18660.00 | 18540.00 | 80.00 | 60.00 | 80.00 | 65.00 |
| 2023-08-23 | 18700.00 | 18725.00 | 18765.00 | 18655.00 | 18595.00 | 18650.00 | 18675.00 | 18565.00 | 105.00 | 75.00 | 90.00 | 90.00 |
| 2023-08-22 | 18460.00 | 18675.00 | 18740.00 | 18455.00 | 18315.00 | 18560.00 | 18630.00 | 18315.00 | 145.00 | 115.00 | 110.00 | 140.00 |
| 2023-08-21 | 18400.00 | 18490.00 | 18545.00 | 18360.00 | 18295.00 | 18370.00 | 18435.00 | 18250.00 | 105.00 | 120.00 | 110.00 | 110.00 |
| 2023-08-18 | 18555.00 | 18400.00 | 18580.00 | 18340.00 | 18390.00 | 18280.00 | 18440.00 | 18230.00 | 165.00 | 120.00 | 140.00 | 110.00 |
| 2023-08-17 | 18485.00 | 18465.00 | 18540.00 | 18440.00 | 18295.00 | 18315.00 | 18360.00 | 18280.00 | 190.00 | 150.00 | 180.00 | 160.00 |
| 2023-08-16 | 18405.00 | 18455.00 | 18535.00 | 18390.00 | 18315.00 | 18315.00 | 18430.00 | 18300.00 | 90.00 | 140.00 | 105.00 | 90.00 |
| 2023-08-15 | 18210.00 | 18475.00 | 18510.00 | 18165.00 | 18110.00 | 18395.00 | 18420.00 | 18110.00 | 100.00 | 80.00 | 90.00 | 55.00 |
| 2023-08-14 | 18400.00 | 18220.00 | 18405.00 | 18200.00 | 18300.00 | 18155.00 | 18320.00 | 18150.00 | 100.00 | 65.00 | 85.00 | 50.00 |
| 2023-08-11 | 18540.00 | 18425.00 | 18560.00 | 18420.00 | 18440.00 | 18365.00 | 18490.00 | 18365.00 | 100.00 | 60.00 | 70.00 | 55.00 |
| 2023-08-10 | 18480.00 | 18505.00 | 18530.00 | 18450.00 | 18420.00 | 18420.00 | 18455.00 | 18370.00 | 60.00 | 85.00 | 75.00 | 80.00 |
| 2023-08-09 | 18385.00 | 18530.00 | 18570.00 | 18345.00 | 18325.00 | 18460.00 | 18495.00 | 18310.00 | 60.00 | 70.00 | 75.00 | 35.00 |
| 2023-08-08 | 18535.00 | 18470.00 | 18570.00 | 18430.00 | 18475.00 | 18425.00 | 18525.00 | 18385.00 | 60.00 | 45.00 | 45.00 | 45.00 |
| 2023-08-07 | 18460.00 | 18485.00 | 18530.00 | 18425.00 | 18490.00 | 18445.00 | 18490.00 | 18390.00 | -30.00 | 40.00 | 40.00 | 35.00 |
| 2023-08-04 | 18415.00 | 18500.00 | 18615.00 | 18390.00 | 18405.00 | 18470.00 | 18565.00 | 18355.00 | 10.00 | 30.00 | 50.00 | 35.00 |
| 2023-08-03 | 18435.00 | 18460.00 | 18500.00 | 18385.00 | 18420.00 | 18420.00 | 18460.00 | 18350.00 | 15.00 | 40.00 | 40.00 | 35.00 |
| 2023-08-02 | 18520.00 | 18525.00 | 18590.00 | 18480.00 | 18460.00 | 18490.00 | 18555.00 | 18445.00 | 60.00 | 35.00 | 35.00 | 35.00 |
| 2023-08-01 | 18490.00 | 18570.00 | 18695.00 | 18460.00 | 18420.00 | 18535.00 | 18655.00 | 18420.00 | 70.00 | 35.00 | 40.00 | 40.00 |
| 2023-07-31 | 18390.00 | 18380.00 | 18415.00 | 18305.00 | 18385.00 | 18350.00 | 18390.00 | 18280.00 | 5.00 | 30.00 | 25.00 | 25.00 |
| 2023-07-28 | 18400.00 | 18390.00 | 18445.00 | 18310.00 | 18380.00 | 18355.00 | 18425.00 | 18290.00 | 20.00 | 35.00 | 20.00 | 20.00 |
| 2023-07-27 | 18295.00 | 18420.00 | 18515.00 | 18270.00 | 18320.00 | 18430.00 | 18520.00 | 18290.00 | -25.00 | -10.00 | -5.00 | -20.00 |
| 2023-07-26 | 18395.00 | 18330.00 | 18435.00 | 18300.00 | 18395.00 | 18335.00 | 18440.00 | 18315.00 | 0.00 | -5.00 | -5.00 | -15.00 |
| 2023-07-25 | 18230.00 | 18400.00 | 18425.00 | 18225.00 | 18310.00 | 18410.00 | 18430.00 | 18230.00 | -80.00 | -10.00 | -5.00 | -5.00 |
| 2023-07-24 | 18305.00 | 18295.00 | 18360.00 | 18235.00 | 18250.00 | 18260.00 | 18345.00 | 18205.00 | 55.00 | 35.00 | 15.00 | 30.00 |
| 2023-07-21 | 18315.00 | 18320.00 | 18325.00 | 18205.00 | 18270.00 | 18280.00 | 18305.00 | 18170.00 | 45.00 | 40.00 | 20.00 | 35.00 |
| 2023-07-20 | 18255.00 | 18275.00 | 18345.00 | 18205.00 | 18180.00 | 18230.00 | 18280.00 | 18160.00 | 75.00 | 45.00 | 65.00 | 45.00 |
| 2023-07-19 | 18155.00 | 18255.00 | 18280.00 | 18115.00 | 18060.00 | 18190.00 | 18215.00 | 18060.00 | 95.00 | 65.00 | 65.00 | 55.00 |
| 2023-07-18 | 18210.00 | 18250.00 | 18295.00 | 18130.00 | 18115.00 | 18210.00 | 18260.00 | 18085.00 | 95.00 | 40.00 | 35.00 | 45.00 |
| 2023-07-17 | 18370.00 | 18220.00 | 18370.00 | 18165.00 | 18240.00 | 18150.00 | 18265.00 | 18095.00 | 130.00 | 70.00 | 105.00 | 70.00 |
| 2023-07-14 | 18340.00 | 18300.00 | 18460.00 | 18290.00 | 18270.00 | 18225.00 | 18375.00 | 18205.00 | 70.00 | 75.00 | 85.00 | 85.00 |
| 2023-07-13 | 18225.00 | 18305.00 | 18305.00 | 18190.00 | 18035.00 | 18190.00 | 18200.00 | 18035.00 | 190.00 | 115.00 | 105.00 | 155.00 |
| 2023-07-12 | 18085.00 | 18100.00 | 18130.00 | 18015.00 | 18020.00 | 17970.00 | 18020.00 | 17890.00 | 65.00 | 130.00 | 110.00 | 125.00 |
| 2023-07-11 | 17945.00 | 18140.00 | 18145.00 | 17945.00 | 17835.00 | 18030.00 | 18035.00 | 17835.00 | 110.00 | 110.00 | 110.00 | 110.00 |
| 2023-07-10 | 17880.00 | 17990.00 | 18045.00 | 17850.00 | 17730.00 | 17865.00 | 17895.00 | 17705.00 | 150.00 | 125.00 | 150.00 | 145.00 |
| 2023-07-07 | 17865.00 | 17845.00 | 17920.00 | 17790.00 | 17760.00 | 17710.00 | 17800.00 | 17665.00 | 105.00 | 135.00 | 120.00 | 125.00 |
| 2023-07-06 | 17820.00 | 17865.00 | 17970.00 | 17765.00 | 17670.00 | 17760.00 | 17855.00 | 17655.00 | 150.00 | 105.00 | 115.00 | 110.00 |
| 2023-07-05 | 17975.00 | 17820.00 | 18030.00 | 17805.00 | 17805.00 | 17690.00 | 17885.00 | 17685.00 | 170.00 | 130.00 | 145.00 | 120.00 |
| 2023-07-04 | 18090.00 | 17980.00 | 18150.00 | 17930.00 | 17935.00 | 17840.00 | 18000.00 | 17790.00 | 155.00 | 140.00 | 150.00 | 140.00 |
| 2023-07-03 | 17970.00 | 18120.00 | 18180.00 | 17880.00 | 17805.00 | 17965.00 | 18025.00 | 17715.00 | 165.00 | 155.00 | 155.00 | 165.00 |
| 2023-06-30 | 17920.00 | 18010.00 | 18115.00 | 17895.00 | 17775.00 | 17850.00 | 17950.00 | 17710.00 | 145.00 | 160.00 | 165.00 | 185.00 |
| 2023-06-29 | 18065.00 | 17980.00 | 18065.00 | 17920.00 | 18285.00 | 18245.00 | 18295.00 | 18175.00 | -220.00 | -265.00 | -230.00 | -255.00 |
| 2023-06-28 | 18165.00 | 18070.00 | 18180.00 | 18000.00 | 18370.00 | 18300.00 | 18390.00 | 18245.00 | -205.00 | -230.00 | -210.00 | -245.00 |
| 2023-06-27 | 18150.00 | 18315.00 | 18325.00 | 18070.00 | 17885.00 | 18100.00 | 18110.00 | 17810.00 | 265.00 | 215.00 | 215.00 | 260.00 |
| 2023-06-26 | 18295.00 | 18180.00 | 18295.00 | 18130.00 | 18000.00 | 17925.00 | 18050.00 | 17865.00 | 295.00 | 255.00 | 245.00 | 265.00 |
| 2023-06-21 | 18550.00 | 18390.00 | 18590.00 | 18370.00 | 18235.00 | 18180.00 | 18340.00 | 18155.00 | 315.00 | 210.00 | 250.00 | 215.00 |
| 2023-06-20 | 18455.00 | 18545.00 | 18585.00 | 18395.00 | 18135.00 | 18270.00 | 18310.00 | 18125.00 | 320.00 | 275.00 | 275.00 | 270.00 |
| 2023-06-19 | 18650.00 | 18455.00 | 18660.00 | 18350.00 | 18365.00 | 18185.00 | 18425.00 | 18075.00 | 285.00 | 270.00 | 235.00 | 275.00 |