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：
如果您对期货套利以及其它低风险投资感兴趣，可以关注我们的公众号：财有你我 ，加群交流。
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-01-16 | 18495.00 | 18485.00 | 18640.00 | 18395.00 | 18460.00 | 18505.00 | 18650.00 | 18400.00 | 35.00 | -20.00 | -10.00 | -5.00 |
| 2023-01-13 | 18365.00 | 18515.00 | 18545.00 | 18200.00 | 18345.00 | 18520.00 | 18550.00 | 18220.00 | 20.00 | -5.00 | -5.00 | -20.00 |
| 2023-01-12 | 18310.00 | 18340.00 | 18400.00 | 18250.00 | 18330.00 | 18360.00 | 18420.00 | 18265.00 | -20.00 | -20.00 | -20.00 | -15.00 |
| 2023-01-11 | 18160.00 | 18245.00 | 18320.00 | 18160.00 | 18210.00 | 18260.00 | 18340.00 | 18195.00 | -50.00 | -15.00 | -20.00 | -35.00 |
| 2023-01-10 | 18050.00 | 18160.00 | 18265.00 | 18005.00 | 18125.00 | 18200.00 | 18295.00 | 18045.00 | -75.00 | -40.00 | -30.00 | -40.00 |
| 2023-01-09 | 17825.00 | 17950.00 | 18075.00 | 17775.00 | 17815.00 | 17990.00 | 18100.00 | 17815.00 | 10.00 | -40.00 | -25.00 | -40.00 |
| 2023-01-06 | 17950.00 | 17850.00 | 17990.00 | 17750.00 | 17990.00 | 17875.00 | 18005.00 | 17770.00 | -40.00 | -25.00 | -15.00 | -20.00 |
| 2023-01-05 | 17800.00 | 17905.00 | 17920.00 | 17685.00 | 17795.00 | 17915.00 | 17930.00 | 17700.00 | 5.00 | -10.00 | -10.00 | -15.00 |
| 2023-01-04 | 18170.00 | 17865.00 | 18195.00 | 17820.00 | 18200.00 | 17875.00 | 18205.00 | 17830.00 | -30.00 | -10.00 | -10.00 | -10.00 |
| 2023-01-03 | 18660.00 | 18270.00 | 18680.00 | 18160.00 | 18600.00 | 18260.00 | 18640.00 | 18000.00 | 60.00 | 10.00 | 40.00 | 160.00 |
| 2022-12-30 | 18685.00 | 18700.00 | 18750.00 | 18615.00 | 18690.00 | 18660.00 | 18735.00 | 18605.00 | -5.00 | 40.00 | 15.00 | 10.00 |
| 2022-12-29 | 18730.00 | 18685.00 | 18785.00 | 18655.00 | 18685.00 | 18670.00 | 18775.00 | 18640.00 | 45.00 | 15.00 | 10.00 | 15.00 |
| 2022-12-28 | 19060.00 | 18785.00 | 19120.00 | 18735.00 | 19020.00 | 18810.00 | 19105.00 | 18770.00 | 40.00 | -25.00 | 15.00 | -35.00 |
| 2022-12-27 | 18600.00 | 19105.00 | 19120.00 | 18560.00 | 18695.00 | 19110.00 | 19125.00 | 18655.00 | -95.00 | -5.00 | -5.00 | -95.00 |
| 2022-12-26 | 18615.00 | 18715.00 | 18775.00 | 18545.00 | 18490.00 | 18645.00 | 18690.00 | 18450.00 | 125.00 | 70.00 | 85.00 | 95.00 |
| 2022-12-23 | 18660.00 | 18680.00 | 18690.00 | 18570.00 | 18560.00 | 18575.00 | 18600.00 | 18475.00 | 100.00 | 105.00 | 90.00 | 95.00 |
| 2022-12-22 | 18655.00 | 18635.00 | 18780.00 | 18620.00 | 18630.00 | 18560.00 | 18700.00 | 18545.00 | 25.00 | 75.00 | 80.00 | 75.00 |
| 2022-12-21 | 18600.00 | 18655.00 | 18710.00 | 18560.00 | 18460.00 | 18585.00 | 18625.00 | 18460.00 | 140.00 | 70.00 | 85.00 | 100.00 |
| 2022-12-20 | 18530.00 | 18590.00 | 18650.00 | 18465.00 | 18460.00 | 18490.00 | 18585.00 | 18375.00 | 70.00 | 100.00 | 65.00 | 90.00 |
| 2022-12-19 | 18755.00 | 18540.00 | 18820.00 | 18510.00 | 18660.00 | 18500.00 | 18775.00 | 18460.00 | 95.00 | 40.00 | 45.00 | 50.00 |
| 2022-12-16 | 18740.00 | 18740.00 | 18880.00 | 18630.00 | 18710.00 | 18685.00 | 18840.00 | 18610.00 | 30.00 | 55.00 | 40.00 | 20.00 |
| 2022-12-15 | 18730.00 | 18800.00 | 18855.00 | 18680.00 | 18665.00 | 18765.00 | 18815.00 | 18630.00 | 65.00 | 35.00 | 40.00 | 50.00 |
| 2022-12-14 | 18725.00 | 18800.00 | 18865.00 | 18725.00 | 18720.00 | 18765.00 | 18845.00 | 18715.00 | 5.00 | 35.00 | 20.00 | 10.00 |
| 2022-12-13 | 18720.00 | 18740.00 | 18825.00 | 18575.00 | 18730.00 | 18715.00 | 18800.00 | 18565.00 | -10.00 | 25.00 | 25.00 | 10.00 |
| 2022-12-12 | 19200.00 | 18775.00 | 19235.00 | 18720.00 | 19150.00 | 18755.00 | 19195.00 | 18690.00 | 50.00 | 20.00 | 40.00 | 30.00 |
| 2022-12-09 | 19190.00 | 19260.00 | 19330.00 | 19105.00 | 19220.00 | 19225.00 | 19275.00 | 19065.00 | -30.00 | 35.00 | 55.00 | 40.00 |
| 2022-12-08 | 19140.00 | 19235.00 | 19280.00 | 19085.00 | 19120.00 | 19185.00 | 19230.00 | 19030.00 | 20.00 | 50.00 | 50.00 | 55.00 |
| 2022-12-07 | 19220.00 | 19140.00 | 19375.00 | 19110.00 | 19115.00 | 19080.00 | 19315.00 | 19060.00 | 105.00 | 60.00 | 60.00 | 50.00 |
| 2022-12-06 | 19200.00 | 19185.00 | 19335.00 | 19120.00 | 19200.00 | 19125.00 | 19280.00 | 19085.00 | 0.00 | 60.00 | 55.00 | 35.00 |
| 2022-12-05 | 19190.00 | 19320.00 | 19435.00 | 19100.00 | 19150.00 | 19275.00 | 19375.00 | 19065.00 | 40.00 | 45.00 | 60.00 | 35.00 |
| 2022-12-02 | 19070.00 | 19245.00 | 19270.00 | 19045.00 | 19070.00 | 19195.00 | 19215.00 | 19040.00 | 0.00 | 50.00 | 55.00 | 5.00 |
| 2022-12-01 | 19025.00 | 19125.00 | 19295.00 | 18955.00 | 18910.00 | 19090.00 | 19250.00 | 18910.00 | 115.00 | 35.00 | 45.00 | 45.00 |
| 2022-11-30 | 18920.00 | 18795.00 | 19005.00 | 18715.00 | 18975.00 | 18880.00 | 19045.00 | 18795.00 | -55.00 | -85.00 | -40.00 | -80.00 |
| 2022-11-29 | 18740.00 | 19030.00 | 19135.00 | 18695.00 | 18770.00 | 19075.00 | 19165.00 | 18740.00 | -30.00 | -45.00 | -30.00 | -45.00 |
| 2022-11-28 | 18915.00 | 18690.00 | 18965.00 | 18515.00 | 18880.00 | 18760.00 | 18975.00 | 18575.00 | 35.00 | -70.00 | -10.00 | -60.00 |
| 2022-11-25 | 18960.00 | 18925.00 | 19015.00 | 18830.00 | 18965.00 | 18895.00 | 19020.00 | 18810.00 | -5.00 | 30.00 | -5.00 | 20.00 |
| 2022-11-24 | 18820.00 | 19055.00 | 19110.00 | 18820.00 | 18780.00 | 19025.00 | 19090.00 | 18760.00 | 40.00 | 30.00 | 20.00 | 60.00 |
| 2022-11-23 | 18960.00 | 18895.00 | 19085.00 | 18835.00 | 18995.00 | 18855.00 | 19050.00 | 18800.00 | -35.00 | 40.00 | 35.00 | 35.00 |
| 2022-11-22 | 18900.00 | 18875.00 | 19030.00 | 18810.00 | 18795.00 | 18810.00 | 18960.00 | 18755.00 | 105.00 | 65.00 | 70.00 | 55.00 |
| 2022-11-21 | 19160.00 | 18945.00 | 19245.00 | 18840.00 | 19100.00 | 18875.00 | 19155.00 | 18745.00 | 60.00 | 70.00 | 90.00 | 95.00 |
| 2022-11-18 | 18915.00 | 19200.00 | 19210.00 | 18880.00 | 18900.00 | 19110.00 | 19135.00 | 18830.00 | 15.00 | 90.00 | 75.00 | 50.00 |
| 2022-11-17 | 18870.00 | 19015.00 | 19070.00 | 18715.00 | 18840.00 | 18985.00 | 19030.00 | 18680.00 | 30.00 | 30.00 | 40.00 | 35.00 |
| 2022-11-16 | 18850.00 | 18895.00 | 19085.00 | 18830.00 | 18850.00 | 18865.00 | 19035.00 | 18780.00 | 0.00 | 30.00 | 50.00 | 50.00 |
| 2022-11-15 | 18775.00 | 18925.00 | 18975.00 | 18710.00 | 18710.00 | 18880.00 | 18930.00 | 18660.00 | 65.00 | 45.00 | 45.00 | 50.00 |
| 2022-11-14 | 18920.00 | 18780.00 | 19130.00 | 18720.00 | 18880.00 | 18750.00 | 19065.00 | 18670.00 | 40.00 | 30.00 | 65.00 | 50.00 |
| 2022-11-11 | 18490.00 | 18755.00 | 18945.00 | 18475.00 | 18435.00 | 18700.00 | 18880.00 | 18410.00 | 55.00 | 55.00 | 65.00 | 65.00 |
| 2022-11-10 | 18565.00 | 18590.00 | 18635.00 | 18460.00 | 18475.00 | 18520.00 | 18540.00 | 18385.00 | 90.00 | 70.00 | 95.00 | 75.00 |
| 2022-11-09 | 18405.00 | 18650.00 | 18655.00 | 18375.00 | 18375.00 | 18550.00 | 18575.00 | 18275.00 | 30.00 | 100.00 | 80.00 | 100.00 |
| 2022-11-08 | 18345.00 | 18450.00 | 18520.00 | 18275.00 | 18170.00 | 18365.00 | 18395.00 | 18155.00 | 175.00 | 85.00 | 125.00 | 120.00 |
| 2022-11-07 | 18500.00 | 18275.00 | 18565.00 | 18190.00 | 18380.00 | 18175.00 | 18450.00 | 18080.00 | 120.00 | 100.00 | 115.00 | 110.00 |
| 2022-11-04 | 18005.00 | 18385.00 | 18410.00 | 18000.00 | 17940.00 | 18260.00 | 18285.00 | 17880.00 | 65.00 | 125.00 | 125.00 | 120.00 |
| 2022-11-03 | 17860.00 | 18085.00 | 18200.00 | 17820.00 | 17695.00 | 17970.00 | 18100.00 | 17695.00 | 165.00 | 115.00 | 100.00 | 125.00 |
| 2022-11-02 | 17985.00 | 17860.00 | 18000.00 | 17745.00 | 17890.00 | 17750.00 | 17920.00 | 17650.00 | 95.00 | 110.00 | 80.00 | 95.00 |
| 2022-11-01 | 17535.00 | 17905.00 | 17980.00 | 17425.00 | 17400.00 | 17805.00 | 17885.00 | 17330.00 | 135.00 | 100.00 | 95.00 | 95.00 |
| 2022-10-31 | 18040.00 | 17535.00 | 18085.00 | 17480.00 | 18220.00 | 17650.00 | 18220.00 | 17630.00 | -180.00 | -115.00 | -135.00 | -150.00 |
| 2022-10-28 | 18565.00 | 18075.00 | 18595.00 | 18020.00 | 18645.00 | 18215.00 | 18655.00 | 18155.00 | -80.00 | -140.00 | -60.00 | -135.00 |
| 2022-10-27 | 18695.00 | 18565.00 | 18810.00 | 18530.00 | 18660.00 | 18500.00 | 18720.00 | 18445.00 | 35.00 | 65.00 | 90.00 | 85.00 |
| 2022-10-26 | 18480.00 | 18685.00 | 18755.00 | 18480.00 | 18410.00 | 18570.00 | 18660.00 | 18390.00 | 70.00 | 115.00 | 95.00 | 90.00 |
| 2022-10-25 | 18465.00 | 18530.00 | 18620.00 | 18420.00 | 18465.00 | 18425.00 | 18505.00 | 18320.00 | 0.00 | 105.00 | 115.00 | 100.00 |
| 2022-10-24 | 18490.00 | 18575.00 | 18710.00 | 18460.00 | 18335.00 | 18480.00 | 18600.00 | 18335.00 | 155.00 | 95.00 | 110.00 | 125.00 |
| 2022-10-21 | 18535.00 | 18535.00 | 18735.00 | 18470.00 | 18410.00 | 18425.00 | 18600.00 | 18365.00 | 125.00 | 110.00 | 135.00 | 105.00 |
| 2022-10-20 | 18305.00 | 18460.00 | 18510.00 | 18285.00 | 18155.00 | 18355.00 | 18390.00 | 18155.00 | 150.00 | 105.00 | 120.00 | 130.00 |
| 2022-10-19 | 18310.00 | 18305.00 | 18390.00 | 18180.00 | 18200.00 | 18180.00 | 18275.00 | 18100.00 | 110.00 | 125.00 | 115.00 | 80.00 |
| 2022-10-18 | 18400.00 | 18315.00 | 18420.00 | 18230.00 | 18320.00 | 18220.00 | 18330.00 | 18140.00 | 80.00 | 95.00 | 90.00 | 90.00 |
| 2022-10-17 | 18730.00 | 18435.00 | 18780.00 | 18325.00 | 18650.00 | 18330.00 | 18680.00 | 18225.00 | 80.00 | 105.00 | 100.00 | 100.00 |
| 2022-10-14 | 18410.00 | 18830.00 | 18865.00 | 18380.00 | 18310.00 | 18730.00 | 18740.00 | 18255.00 | 100.00 | 100.00 | 125.00 | 125.00 |
| 2022-10-13 | 18280.00 | 18355.00 | 18580.00 | 18210.00 | 18220.00 | 18240.00 | 18465.00 | 18100.00 | 60.00 | 115.00 | 115.00 | 110.00 |
| 2022-10-12 | 18485.00 | 18340.00 | 18500.00 | 18245.00 | 18395.00 | 18260.00 | 18415.00 | 18140.00 | 90.00 | 80.00 | 85.00 | 105.00 |
| 2022-10-11 | 18610.00 | 18465.00 | 18680.00 | 18405.00 | 18520.00 | 18365.00 | 18555.00 | 18300.00 | 90.00 | 100.00 | 125.00 | 105.00 |
| 2022-10-10 | 18310.00 | 18565.00 | 18600.00 | 18300.00 | 18255.00 | 18455.00 | 18500.00 | 18230.00 | 55.00 | 110.00 | 100.00 | 70.00 |
| 2022-09-30 | 18430.00 | 18270.00 | 18525.00 | 18155.00 | 18220.00 | 18155.00 | 18385.00 | 18055.00 | 210.00 | 115.00 | 140.00 | 100.00 |
| 2022-09-29 | 17905.00 | 17990.00 | 18080.00 | 17845.00 | 18090.00 | 18170.00 | 18210.00 | 18010.00 | -185.00 | -180.00 | -130.00 | -165.00 |
| 2022-09-28 | 18100.00 | 17865.00 | 18260.00 | 17745.00 | 18300.00 | 18005.00 | 18370.00 | 17900.00 | -200.00 | -140.00 | -110.00 | -155.00 |
| 2022-09-27 | 18275.00 | 18265.00 | 18415.00 | 18115.00 | 18030.00 | 18165.00 | 18345.00 | 18010.00 | 245.00 | 100.00 | 70.00 | 105.00 |
| 2022-09-26 | 18480.00 | 18075.00 | 18550.00 | 18055.00 | 18355.00 | 18005.00 | 18475.00 | 18000.00 | 125.00 | 70.00 | 75.00 | 55.00 |
| 2022-09-23 | 18740.00 | 18630.00 | 18860.00 | 18610.00 | 18710.00 | 18560.00 | 18790.00 | 18540.00 | 30.00 | 70.00 | 70.00 | 70.00 |
| 2022-09-22 | 18590.00 | 18685.00 | 18775.00 | 18450.00 | 18525.00 | 18620.00 | 18695.00 | 18375.00 | 65.00 | 65.00 | 80.00 | 75.00 |
| 2022-09-21 | 18655.00 | 18670.00 | 18750.00 | 18465.00 | 18565.00 | 18610.00 | 18690.00 | 18405.00 | 90.00 | 60.00 | 60.00 | 60.00 |
| 2022-09-20 | 18620.00 | 18650.00 | 18840.00 | 18610.00 | 18585.00 | 18580.00 | 18745.00 | 18545.00 | 35.00 | 70.00 | 95.00 | 65.00 |
| 2022-09-19 | 18790.00 | 18710.00 | 19020.00 | 18680.00 | 18675.00 | 18630.00 | 18915.00 | 18610.00 | 115.00 | 80.00 | 105.00 | 70.00 |
| 2022-09-16 | 18880.00 | 18735.00 | 19100.00 | 18735.00 | 18840.00 | 18645.00 | 19020.00 | 18645.00 | 40.00 | 90.00 | 80.00 | 90.00 |
| 2022-09-15 | 18470.00 | 18880.00 | 18950.00 | 18420.00 | 18400.00 | 18795.00 | 18910.00 | 18345.00 | 70.00 | 85.00 | 40.00 | 75.00 |
| 2022-09-14 | 18790.00 | 18625.00 | 18790.00 | 18555.00 | 18715.00 | 18560.00 | 18715.00 | 18470.00 | 75.00 | 65.00 | 75.00 | 85.00 |
| 2022-09-13 | 18900.00 | 18765.00 | 19045.00 | 18640.00 | 18830.00 | 18655.00 | 18920.00 | 18550.00 | 70.00 | 110.00 | 125.00 | 90.00 |
| 2022-09-09 | 18525.00 | 18965.00 | 18965.00 | 18515.00 | 18470.00 | 18855.00 | 18860.00 | 18390.00 | 55.00 | 110.00 | 105.00 | 125.00 |
| 2022-09-08 | 18290.00 | 18605.00 | 18625.00 | 18205.00 | 18135.00 | 18470.00 | 18485.00 | 18105.00 | 155.00 | 135.00 | 140.00 | 100.00 |
| 2022-09-07 | 18345.00 | 18300.00 | 18405.00 | 18160.00 | 18380.00 | 18195.00 | 18380.00 | 18070.00 | -35.00 | 105.00 | 25.00 | 90.00 |
| 2022-09-06 | 18355.00 | 18505.00 | 18520.00 | 18305.00 | 18210.00 | 18410.00 | 18425.00 | 18205.00 | 145.00 | 95.00 | 95.00 | 100.00 |
| 2022-09-05 | 18110.00 | 18355.00 | 18420.00 | 18065.00 | 18025.00 | 18260.00 | 18340.00 | 17995.00 | 85.00 | 95.00 | 80.00 | 70.00 |
| 2022-09-02 | 17900.00 | 18110.00 | 18175.00 | 17790.00 | 17700.00 | 18045.00 | 18100.00 | 17700.00 | 200.00 | 65.00 | 75.00 | 90.00 |
| 2022-09-01 | 18235.00 | 17900.00 | 18430.00 | 17865.00 | 18170.00 | 17800.00 | 18395.00 | 17800.00 | 65.00 | 100.00 | 35.00 | 65.00 |
| 2022-08-31 | 18245.00 | 18410.00 | 18490.00 | 18220.00 | 18350.00 | 18550.00 | 18555.00 | 18310.00 | -105.00 | -140.00 | -65.00 | -90.00 |
| 2022-08-30 | 18675.00 | 18360.00 | 18755.00 | 18330.00 | 18785.00 | 18430.00 | 18795.00 | 18400.00 | -110.00 | -70.00 | -40.00 | -70.00 |
| 2022-08-29 | 19030.00 | 18675.00 | 19250.00 | 18610.00 | 18970.00 | 18725.00 | 19270.00 | 18675.00 | 60.00 | -50.00 | -20.00 | -65.00 |
| 2022-08-26 | 18915.00 | 18860.00 | 18960.00 | 18740.00 | 18940.00 | 18820.00 | 18940.00 | 18700.00 | -25.00 | 40.00 | 20.00 | 40.00 |
| 2022-08-25 | 18940.00 | 18910.00 | 19025.00 | 18840.00 | 18910.00 | 18860.00 | 18955.00 | 18775.00 | 30.00 | 50.00 | 70.00 | 65.00 |
| 2022-08-24 | 18780.00 | 19090.00 | 19120.00 | 18665.00 | 18640.00 | 18970.00 | 19000.00 | 18555.00 | 140.00 | 120.00 | 120.00 | 110.00 |
| 2022-08-23 | 18440.00 | 18685.00 | 18750.00 | 18440.00 | 18465.00 | 18575.00 | 18625.00 | 18345.00 | -25.00 | 110.00 | 125.00 | 95.00 |
| 2022-08-22 | 18400.00 | 18580.00 | 18730.00 | 18355.00 | 18305.00 | 18435.00 | 18590.00 | 18195.00 | 95.00 | 145.00 | 140.00 | 160.00 |
| 2022-08-19 | 18490.00 | 18425.00 | 18565.00 | 18370.00 | 18300.00 | 18255.00 | 18410.00 | 18205.00 | 190.00 | 170.00 | 155.00 | 165.00 |