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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022-08-18 | 18640.00 | 18330.00 | 18690.00 | 18320.00 | 18500.00 | 18185.00 | 18555.00 | 18175.00 | 140.00 | 145.00 | 135.00 | 145.00 |
| 2022-08-17 | 18250.00 | 18660.00 | 18755.00 | 18245.00 | 18180.00 | 18510.00 | 18600.00 | 18150.00 | 70.00 | 150.00 | 155.00 | 95.00 |
| 2022-08-16 | 17975.00 | 18225.00 | 18230.00 | 17725.00 | 17900.00 | 18095.00 | 18120.00 | 17675.00 | 75.00 | 130.00 | 110.00 | 50.00 |
| 2022-08-15 | 18530.00 | 18010.00 | 18545.00 | 18005.00 | 18440.00 | 17940.00 | 18440.00 | 17910.00 | 90.00 | 70.00 | 105.00 | 95.00 |
| 2022-08-12 | 18750.00 | 18725.00 | 18805.00 | 18505.00 | 18650.00 | 18575.00 | 18650.00 | 18380.00 | 100.00 | 150.00 | 155.00 | 125.00 |
| 2022-08-11 | 18765.00 | 18745.00 | 18880.00 | 18600.00 | 18600.00 | 18585.00 | 18725.00 | 18460.00 | 165.00 | 160.00 | 155.00 | 140.00 |
| 2022-08-10 | 18630.00 | 18685.00 | 18830.00 | 18575.00 | 18510.00 | 18545.00 | 18660.00 | 18445.00 | 120.00 | 140.00 | 170.00 | 130.00 |
| 2022-08-09 | 18470.00 | 18540.00 | 18670.00 | 18355.00 | 18380.00 | 18405.00 | 18515.00 | 18250.00 | 90.00 | 135.00 | 155.00 | 105.00 |
| 2022-08-08 | 18510.00 | 18415.00 | 18605.00 | 18280.00 | 18500.00 | 18320.00 | 18500.00 | 18180.00 | 10.00 | 95.00 | 105.00 | 100.00 |
| 2022-08-05 | 18200.00 | 18515.00 | 18610.00 | 18130.00 | 18100.00 | 18425.00 | 18510.00 | 18045.00 | 100.00 | 90.00 | 100.00 | 85.00 |
| 2022-08-04 | 18190.00 | 18190.00 | 18305.00 | 18085.00 | 18175.00 | 18110.00 | 18250.00 | 18035.00 | 15.00 | 80.00 | 55.00 | 50.00 |
| 2022-08-03 | 18070.00 | 18250.00 | 18375.00 | 17995.00 | 18045.00 | 18195.00 | 18315.00 | 17960.00 | 25.00 | 55.00 | 60.00 | 35.00 |
| 2022-08-02 | 18190.00 | 18070.00 | 18240.00 | 17880.00 | 18185.00 | 18035.00 | 18210.00 | 17855.00 | 5.00 | 35.00 | 30.00 | 25.00 |
| 2022-08-01 | 18720.00 | 18205.00 | 18780.00 | 18020.00 | 18645.00 | 18180.00 | 18725.00 | 18005.00 | 75.00 | 25.00 | 55.00 | 15.00 |
| 2022-07-29 | 18700.00 | 18750.00 | 18780.00 | 18565.00 | 18575.00 | 18700.00 | 18730.00 | 18525.00 | 125.00 | 50.00 | 50.00 | 40.00 |
| 2022-07-28 | 18025.00 | 18730.00 | 18755.00 | 17965.00 | 17975.00 | 18775.00 | 18800.00 | 17975.00 | 50.00 | -45.00 | -45.00 | -10.00 |
| 2022-07-27 | 17985.00 | 18055.00 | 18145.00 | 17840.00 | 17960.00 | 18080.00 | 18185.00 | 17885.00 | 25.00 | -25.00 | -40.00 | -45.00 |
| 2022-07-26 | 17845.00 | 18030.00 | 18090.00 | 17730.00 | 17775.00 | 17995.00 | 18050.00 | 17690.00 | 70.00 | 35.00 | 40.00 | 40.00 |
| 2022-07-25 | 18050.00 | 17810.00 | 18225.00 | 17710.00 | 17970.00 | 17775.00 | 18205.00 | 17665.00 | 80.00 | 35.00 | 20.00 | 45.00 |
| 2022-07-22 | 17905.00 | 17995.00 | 18065.00 | 17790.00 | 17910.00 | 17970.00 | 18040.00 | 17760.00 | -5.00 | 25.00 | 25.00 | 30.00 |
| 2022-07-21 | 18045.00 | 17945.00 | 18195.00 | 17805.00 | 18065.00 | 17910.00 | 18165.00 | 17770.00 | -20.00 | 35.00 | 30.00 | 35.00 |
| 2022-07-20 | 18030.00 | 17905.00 | 18065.00 | 17760.00 | 17890.00 | 17875.00 | 18050.00 | 17750.00 | 140.00 | 30.00 | 15.00 | 10.00 |
| 2022-07-19 | 17830.00 | 17960.00 | 18315.00 | 17825.00 | 17830.00 | 17905.00 | 18275.00 | 17795.00 | 0.00 | 55.00 | 40.00 | 30.00 |
| 2022-07-18 | 17330.00 | 17830.00 | 17835.00 | 17270.00 | 17280.00 | 17780.00 | 17805.00 | 17240.00 | 50.00 | 50.00 | 30.00 | 30.00 |
| 2022-07-15 | 17255.00 | 17155.00 | 17460.00 | 17110.00 | 17160.00 | 17125.00 | 17410.00 | 17070.00 | 95.00 | 30.00 | 50.00 | 40.00 |
| 2022-07-14 | 17170.00 | 17255.00 | 17500.00 | 17025.00 | 17120.00 | 17225.00 | 17460.00 | 17000.00 | 50.00 | 30.00 | 40.00 | 25.00 |
| 2022-07-13 | 17650.00 | 17225.00 | 17710.00 | 17210.00 | 17575.00 | 17190.00 | 17680.00 | 17180.00 | 75.00 | 35.00 | 30.00 | 30.00 |
| 2022-07-12 | 18180.00 | 17585.00 | 18180.00 | 17565.00 | 17820.00 | 17560.00 | 18140.00 | 17535.00 | 360.00 | 25.00 | 40.00 | 30.00 |
| 2022-07-11 | 18435.00 | 18180.00 | 18530.00 | 18055.00 | 18310.00 | 18165.00 | 18495.00 | 18035.00 | 125.00 | 15.00 | 35.00 | 20.00 |
| 2022-07-08 | 18500.00 | 18360.00 | 18645.00 | 18340.00 | 18470.00 | 18330.00 | 18620.00 | 18320.00 | 30.00 | 30.00 | 25.00 | 20.00 |
| 2022-07-07 | 18330.00 | 18360.00 | 18500.00 | 18175.00 | 18290.00 | 18330.00 | 18470.00 | 18135.00 | 40.00 | 30.00 | 30.00 | 40.00 |
| 2022-07-06 | 18340.00 | 18330.00 | 18400.00 | 17975.00 | 18280.00 | 18290.00 | 18360.00 | 17930.00 | 60.00 | 40.00 | 40.00 | 45.00 |
| 2022-07-05 | 19000.00 | 18485.00 | 19140.00 | 18405.00 | 18960.00 | 18450.00 | 19075.00 | 18375.00 | 40.00 | 35.00 | 65.00 | 30.00 |
| 2022-07-04 | 18905.00 | 18980.00 | 19200.00 | 18810.00 | 18935.00 | 18945.00 | 19155.00 | 18795.00 | -30.00 | 35.00 | 45.00 | 15.00 |
| 2022-07-01 | 18940.00 | 18900.00 | 19110.00 | 18820.00 | 18930.00 | 18870.00 | 19085.00 | 18805.00 | 10.00 | 30.00 | 25.00 | 15.00 |
| 2022-06-30 | 19305.00 | 19060.00 | 19390.00 | 19030.00 | 19315.00 | 19035.00 | 19380.00 | 19010.00 | -10.00 | 25.00 | 10.00 | 20.00 |
| 2022-06-29 | 19445.00 | 19280.00 | 19485.00 | 19180.00 | 19485.00 | 19270.00 | 19485.00 | 19180.00 | -40.00 | 10.00 | 0.00 | 0.00 |
| 2022-06-28 | 19170.00 | 19445.00 | 19450.00 | 19135.00 | 19285.00 | 19475.00 | 19475.00 | 19200.00 | -115.00 | -30.00 | -25.00 | -65.00 |
| 2022-06-27 | 18870.00 | 19135.00 | 19310.00 | 18605.00 | 19040.00 | 19205.00 | 19365.00 | 18705.00 | -170.00 | -70.00 | -55.00 | -100.00 |
| 2022-06-24 | 19425.00 | 18970.00 | 19570.00 | 18960.00 | 19350.00 | 18870.00 | 19495.00 | 18870.00 | 75.00 | 100.00 | 75.00 | 90.00 |
| 2022-06-23 | 19300.00 | 19485.00 | 19575.00 | 19220.00 | 19295.00 | 19405.00 | 19475.00 | 19125.00 | 5.00 | 80.00 | 100.00 | 95.00 |
| 2022-06-22 | 19740.00 | 19430.00 | 19955.00 | 19400.00 | 19680.00 | 19355.00 | 19885.00 | 19310.00 | 60.00 | 75.00 | 70.00 | 90.00 |
| 2022-06-21 | 19480.00 | 19780.00 | 19880.00 | 19450.00 | 19455.00 | 19705.00 | 19795.00 | 19425.00 | 25.00 | 75.00 | 85.00 | 25.00 |
| 2022-06-20 | 19760.00 | 19510.00 | 19890.00 | 19500.00 | 19725.00 | 19425.00 | 19825.00 | 19400.00 | 35.00 | 85.00 | 65.00 | 100.00 |
| 2022-06-17 | 19820.00 | 19805.00 | 19945.00 | 19445.00 | 19700.00 | 19775.00 | 19930.00 | 19430.00 | 120.00 | 30.00 | 15.00 | 15.00 |
| 2022-06-16 | 19915.00 | 20005.00 | 20250.00 | 19855.00 | 19850.00 | 19990.00 | 20235.00 | 19850.00 | 65.00 | 15.00 | 15.00 | 5.00 |
| 2022-06-15 | 19890.00 | 19805.00 | 20160.00 | 19710.00 | 19950.00 | 19815.00 | 20180.00 | 19730.00 | -60.00 | -10.00 | -20.00 | -20.00 |
| 2022-06-14 | 19850.00 | 20005.00 | 20110.00 | 19815.00 | 19845.00 | 20015.00 | 20125.00 | 19840.00 | 5.00 | -10.00 | -15.00 | -25.00 |
| 2022-06-13 | 20480.00 | 19995.00 | 20535.00 | 19915.00 | 20450.00 | 20010.00 | 20530.00 | 19935.00 | 30.00 | -15.00 | 5.00 | -20.00 |
| 2022-06-10 | 20695.00 | 20605.00 | 20700.00 | 20490.00 | 20650.00 | 20610.00 | 20680.00 | 20490.00 | 45.00 | -5.00 | 20.00 | 0.00 |
| 2022-06-09 | 20805.00 | 20845.00 | 20995.00 | 20775.00 | 20870.00 | 20845.00 | 20980.00 | 20765.00 | -65.00 | 0.00 | 15.00 | 10.00 |
| 2022-06-08 | 20710.00 | 20755.00 | 20880.00 | 20655.00 | 20640.00 | 20745.00 | 20855.00 | 20625.00 | 70.00 | 10.00 | 25.00 | 30.00 |
| 2022-06-07 | 20955.00 | 20730.00 | 20960.00 | 20700.00 | 20925.00 | 20705.00 | 20930.00 | 20680.00 | 30.00 | 25.00 | 30.00 | 20.00 |
| 2022-06-06 | 20695.00 | 20955.00 | 21220.00 | 20685.00 | 20705.00 | 20940.00 | 21195.00 | 20695.00 | -10.00 | 15.00 | 25.00 | -10.00 |
| 2022-06-02 | 20200.00 | 20665.00 | 20685.00 | 20160.00 | 20175.00 | 20645.00 | 20665.00 | 20150.00 | 25.00 | 20.00 | 20.00 | 10.00 |
| 2022-06-01 | 20650.00 | 20280.00 | 20695.00 | 20030.00 | 20645.00 | 20275.00 | 20670.00 | 20030.00 | 5.00 | 5.00 | 25.00 | 0.00 |
| 2022-05-31 | 20840.00 | 20795.00 | 20895.00 | 20720.00 | 20825.00 | 20775.00 | 20900.00 | 20730.00 | 15.00 | 20.00 | -5.00 | -10.00 |
| 2022-05-30 | 20700.00 | 20765.00 | 20850.00 | 20670.00 | 20790.00 | 20775.00 | 20860.00 | 20685.00 | -90.00 | -10.00 | -10.00 | -15.00 |
| 2022-05-27 | 20635.00 | 20775.00 | 20830.00 | 20555.00 | 20515.00 | 20790.00 | 20840.00 | 20515.00 | 120.00 | -15.00 | -10.00 | 40.00 |
| 2022-05-26 | 20435.00 | 20500.00 | 20630.00 | 20405.00 | 20505.00 | 20515.00 | 20650.00 | 20430.00 | -70.00 | -15.00 | -20.00 | -25.00 |
| 2022-05-25 | 20305.00 | 20495.00 | 20600.00 | 20305.00 | 20365.00 | 20485.00 | 20585.00 | 20330.00 | -60.00 | 10.00 | 15.00 | -25.00 |
| 2022-05-24 | 20870.00 | 20465.00 | 20920.00 | 20455.00 | 20875.00 | 20465.00 | 20905.00 | 20445.00 | -5.00 | 0.00 | 15.00 | 10.00 |
| 2022-05-23 | 20820.00 | 20870.00 | 21030.00 | 20750.00 | 20810.00 | 20860.00 | 21020.00 | 20740.00 | 10.00 | 10.00 | 10.00 | 10.00 |
| 2022-05-20 | 20505.00 | 20820.00 | 20930.00 | 20505.00 | 20500.00 | 20805.00 | 20900.00 | 20500.00 | 5.00 | 15.00 | 30.00 | 5.00 |
| 2022-05-19 | 20335.00 | 20560.00 | 20670.00 | 20150.00 | 20280.00 | 20545.00 | 20630.00 | 20135.00 | 55.00 | 15.00 | 40.00 | 15.00 |
| 2022-05-18 | 20480.00 | 20360.00 | 20530.00 | 20320.00 | 20465.00 | 20345.00 | 20515.00 | 20310.00 | 15.00 | 15.00 | 15.00 | 10.00 |
| 2022-05-17 | 20600.00 | 20300.00 | 20690.00 | 20210.00 | 20520.00 | 20285.00 | 20650.00 | 20200.00 | 80.00 | 15.00 | 40.00 | 10.00 |
| 2022-05-16 | 20365.00 | 20555.00 | 20810.00 | 20335.00 | 20265.00 | 20520.00 | 20775.00 | 20265.00 | 100.00 | 35.00 | 35.00 | 70.00 |
| 2022-05-13 | 19945.00 | 20305.00 | 20335.00 | 19865.00 | 19950.00 | 20280.00 | 20320.00 | 19825.00 | -5.00 | 25.00 | 15.00 | 40.00 |
| 2022-05-12 | 20150.00 | 20045.00 | 20425.00 | 20005.00 | 20125.00 | 20035.00 | 20420.00 | 20000.00 | 25.00 | 10.00 | 5.00 | 5.00 |
| 2022-05-11 | 19710.00 | 20265.00 | 20320.00 | 19710.00 | 19745.00 | 20260.00 | 20305.00 | 19730.00 | -35.00 | 5.00 | 15.00 | -20.00 |
| 2022-05-10 | 19580.00 | 19845.00 | 19935.00 | 19540.00 | 19580.00 | 19845.00 | 19915.00 | 19545.00 | 0.00 | 0.00 | 20.00 | -5.00 |
| 2022-05-09 | 19880.00 | 19775.00 | 19955.00 | 19575.00 | 19920.00 | 19785.00 | 19960.00 | 19595.00 | -40.00 | -10.00 | -5.00 | -20.00 |
| 2022-05-06 | 20400.00 | 20010.00 | 20510.00 | 19985.00 | 20415.00 | 20020.00 | 20515.00 | 20005.00 | -15.00 | -10.00 | -5.00 | -20.00 |
| 2022-05-05 | 20800.00 | 20525.00 | 21020.00 | 20460.00 | 20805.00 | 20530.00 | 21040.00 | 20470.00 | -5.00 | -5.00 | -20.00 | -10.00 |
| 2022-04-29 | 20855.00 | 20890.00 | 20900.00 | 20725.00 | 20830.00 | 20900.00 | 20910.00 | 20730.00 | 25.00 | -10.00 | -10.00 | -5.00 |
| 2022-04-28 | 20800.00 | 20915.00 | 21010.00 | 20710.00 | 20780.00 | 20925.00 | 21015.00 | 20725.00 | 20.00 | -10.00 | -5.00 | -15.00 |
| 2022-04-27 | 20545.00 | 20765.00 | 20830.00 | 20540.00 | 20605.00 | 20750.00 | 20820.00 | 20540.00 | -60.00 | 15.00 | 10.00 | 0.00 |
| 2022-04-26 | 20600.00 | 20715.00 | 21035.00 | 20295.00 | 20500.00 | 20720.00 | 21020.00 | 20285.00 | 100.00 | -5.00 | 15.00 | 10.00 |
| 2022-04-25 | 21880.00 | 20700.00 | 21880.00 | 20660.00 | 21845.00 | 20715.00 | 21860.00 | 20650.00 | 35.00 | -15.00 | 20.00 | 10.00 |
| 2022-04-22 | 21950.00 | 21920.00 | 21980.00 | 21825.00 | 21895.00 | 21905.00 | 21950.00 | 21820.00 | 55.00 | 15.00 | 30.00 | 5.00 |
| 2022-04-21 | 21710.00 | 21775.00 | 22015.00 | 21710.00 | 21845.00 | 21770.00 | 21990.00 | 21730.00 | -135.00 | 5.00 | 25.00 | -20.00 |
| 2022-04-20 | 21795.00 | 21790.00 | 21900.00 | 21720.00 | 21835.00 | 21800.00 | 21895.00 | 21720.00 | -40.00 | -10.00 | 5.00 | 0.00 |
| 2022-04-19 | 21895.00 | 21920.00 | 22200.00 | 21885.00 | 21900.00 | 21915.00 | 22200.00 | 21900.00 | -5.00 | 5.00 | 0.00 | -15.00 |
| 2022-04-18 | 21820.00 | 21840.00 | 21910.00 | 21670.00 | 21880.00 | 21825.00 | 21950.00 | 21675.00 | -60.00 | 15.00 | -40.00 | -5.00 |
| 2022-04-15 | 21495.00 | 21850.00 | 21925.00 | 21440.00 | 21400.00 | 21870.00 | 21925.00 | 21400.00 | 95.00 | -20.00 | 0.00 | 40.00 |
| 2022-04-14 | 21215.00 | 21440.00 | 21535.00 | 21160.00 | 21150.00 | 21470.00 | 21560.00 | 21150.00 | 65.00 | -30.00 | -25.00 | 10.00 |
| 2022-04-13 | 20860.00 | 21270.00 | 21380.00 | 20860.00 | 20885.00 | 21300.00 | 21410.00 | 20885.00 | -25.00 | -30.00 | -30.00 | -25.00 |
| 2022-04-12 | 20975.00 | 21070.00 | 21160.00 | 20605.00 | 20960.00 | 21095.00 | 21185.00 | 20630.00 | 15.00 | -25.00 | -25.00 | -25.00 |
| 2022-04-11 | 21810.00 | 21005.00 | 21855.00 | 20840.00 | 21840.00 | 21035.00 | 21870.00 | 20855.00 | -30.00 | -30.00 | -15.00 | -15.00 |
| 2022-04-08 | 21450.00 | 21825.00 | 21925.00 | 21450.00 | 21680.00 | 21840.00 | 21945.00 | 21505.00 | -230.00 | -15.00 | -20.00 | -55.00 |
| 2022-04-07 | 22580.00 | 21815.00 | 22620.00 | 21770.00 | 22615.00 | 21840.00 | 22625.00 | 21795.00 | -35.00 | -25.00 | -5.00 | -25.00 |
| 2022-04-06 | 22735.00 | 22540.00 | 22740.00 | 22500.00 | 22610.00 | 22545.00 | 22735.00 | 22520.00 | 125.00 | -5.00 | 5.00 | -20.00 |
| 2022-04-01 | 22730.00 | 22640.00 | 22870.00 | 22620.00 | 22750.00 | 22655.00 | 22875.00 | 22640.00 | -20.00 | -15.00 | -5.00 | -20.00 |
| 2022-03-31 | 22970.00 | 22730.00 | 23030.00 | 22620.00 | 22980.00 | 22750.00 | 23010.00 | 22625.00 | -10.00 | -20.00 | 20.00 | -5.00 |
| 2022-03-30 | 22410.00 | 22935.00 | 22940.00 | 22360.00 | 22735.00 | 22930.00 | 22935.00 | 22330.00 | -325.00 | 5.00 | 5.00 | 30.00 |
| 2022-03-29 | 22960.00 | 22960.00 | 23125.00 | 22925.00 | 23030.00 | 22980.00 | 23125.00 | 22930.00 | -70.00 | -20.00 | 0.00 | -5.00 |
| 2022-03-28 | 23150.00 | 23030.00 | 23185.00 | 22900.00 | 23100.00 | 23010.00 | 23150.00 | 22885.00 | 50.00 | 20.00 | 35.00 | 15.00 |
| 2022-03-25 | 23190.00 | 23090.00 | 23235.00 | 22920.00 | 23140.00 | 23060.00 | 23220.00 | 22900.00 | 50.00 | 30.00 | 15.00 | 20.00 |
| 2022-03-24 | 23260.00 | 23190.00 | 23465.00 | 23130.00 | 23150.00 | 23170.00 | 23430.00 | 23105.00 | 110.00 | 20.00 | 35.00 | 25.00 |