本页面展示棉花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。
关于棉花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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020-12-24 | 14805.00 | 14790.00 | 14840.00 | 14705.00 | 14760.00 | 14800.00 | 14830.00 | 14685.00 | 45.00 | -10.00 | 10.00 | 20.00 |
| 2020-12-23 | 14640.00 | 14725.00 | 14735.00 | 14505.00 | 14600.00 | 14690.00 | 14700.00 | 14520.00 | 40.00 | 35.00 | 35.00 | -15.00 |
| 2020-12-22 | 15000.00 | 14535.00 | 15000.00 | 14510.00 | 14860.00 | 14530.00 | 14860.00 | 14515.00 | 140.00 | 5.00 | 140.00 | -5.00 |
| 2020-12-21 | 14900.00 | 15100.00 | 15100.00 | 14900.00 | 14775.00 | 14960.00 | 14960.00 | 14775.00 | 125.00 | 140.00 | 140.00 | 125.00 |
| 2020-12-18 | 14865.00 | 14935.00 | 15020.00 | 14865.00 | 14740.00 | 14810.00 | 14850.00 | 14715.00 | 125.00 | 125.00 | 170.00 | 150.00 |
| 2020-12-17 | 14845.00 | 14845.00 | 14910.00 | 14800.00 | 14720.00 | 14705.00 | 14765.00 | 14675.00 | 125.00 | 140.00 | 145.00 | 125.00 |
| 2020-12-16 | 14835.00 | 14815.00 | 14885.00 | 14800.00 | 14735.00 | 14695.00 | 14740.00 | 14675.00 | 100.00 | 120.00 | 145.00 | 125.00 |
| 2020-12-15 | 14885.00 | 14820.00 | 14980.00 | 14780.00 | 14710.00 | 14670.00 | 14785.00 | 14625.00 | 175.00 | 150.00 | 195.00 | 155.00 |
| 2020-12-14 | 14835.00 | 14885.00 | 14930.00 | 14725.00 | 14635.00 | 14720.00 | 14730.00 | 14575.00 | 200.00 | 165.00 | 200.00 | 150.00 |
| 2020-12-11 | 14615.00 | 14835.00 | 14835.00 | 14565.00 | 14500.00 | 14625.00 | 14635.00 | 14445.00 | 115.00 | 210.00 | 200.00 | 120.00 |
| 2020-12-10 | 14540.00 | 14575.00 | 14690.00 | 14500.00 | 14455.00 | 14455.00 | 14560.00 | 14400.00 | 85.00 | 120.00 | 130.00 | 100.00 |
| 2020-12-09 | 14580.00 | 14530.00 | 14610.00 | 14470.00 | 14470.00 | 14430.00 | 14490.00 | 14385.00 | 110.00 | 100.00 | 120.00 | 85.00 |
| 2020-12-08 | 14570.00 | 14485.00 | 14625.00 | 14460.00 | 14650.00 | 14570.00 | 14745.00 | 14560.00 | -80.00 | -85.00 | -120.00 | -100.00 |
| 2020-12-07 | 14320.00 | 14570.00 | 14570.00 | 14320.00 | 14405.00 | 14660.00 | 14660.00 | 14395.00 | -85.00 | -90.00 | -90.00 | -75.00 |
| 2020-12-04 | 14425.00 | 14315.00 | 14435.00 | 14260.00 | 14490.00 | 14385.00 | 14495.00 | 14320.00 | -65.00 | -70.00 | -60.00 | -60.00 |
| 2020-12-03 | 14355.00 | 14425.00 | 14440.00 | 14300.00 | 14380.00 | 14490.00 | 14500.00 | 14290.00 | -25.00 | -65.00 | -60.00 | 10.00 |
| 2020-12-02 | 14490.00 | 14370.00 | 14590.00 | 14365.00 | 14565.00 | 14420.00 | 14675.00 | 14410.00 | -75.00 | -50.00 | -85.00 | -45.00 |
| 2020-12-01 | 14570.00 | 14480.00 | 14620.00 | 14405.00 | 14625.00 | 14555.00 | 14690.00 | 14450.00 | -55.00 | -75.00 | -70.00 | -45.00 |
| 2020-11-30 | 14560.00 | 14565.00 | 14600.00 | 14450.00 | 14640.00 | 14620.00 | 14675.00 | 14515.00 | -80.00 | -55.00 | -75.00 | -65.00 |
| 2020-11-27 | 14375.00 | 14555.00 | 14575.00 | 14350.00 | 14400.00 | 14630.00 | 14630.00 | 14390.00 | -25.00 | -75.00 | -55.00 | -40.00 |
| 2020-11-26 | 14435.00 | 14360.00 | 14490.00 | 14325.00 | 14490.00 | 14400.00 | 14530.00 | 14345.00 | -55.00 | -40.00 | -40.00 | -20.00 |
| 2020-11-25 | 14500.00 | 14430.00 | 14530.00 | 14405.00 | 14550.00 | 14490.00 | 14575.00 | 14460.00 | -50.00 | -60.00 | -45.00 | -55.00 |
| 2020-11-24 | 14450.00 | 14575.00 | 14600.00 | 14445.00 | 14460.00 | 14625.00 | 14650.00 | 14435.00 | -10.00 | -50.00 | -50.00 | 10.00 |
| 2020-11-23 | 14310.00 | 14430.00 | 14495.00 | 14270.00 | 14290.00 | 14420.00 | 14450.00 | 14255.00 | 20.00 | 10.00 | 45.00 | 15.00 |
| 2020-11-20 | 14345.00 | 14265.00 | 14530.00 | 14245.00 | 14295.00 | 14235.00 | 14440.00 | 14215.00 | 50.00 | 30.00 | 90.00 | 30.00 |
| 2020-11-19 | 14180.00 | 14360.00 | 14365.00 | 14150.00 | 14200.00 | 14310.00 | 14310.00 | 14150.00 | -20.00 | 50.00 | 55.00 | 0.00 |
| 2020-11-18 | 14150.00 | 14145.00 | 14230.00 | 14100.00 | 14125.00 | 14160.00 | 14230.00 | 14105.00 | 25.00 | -15.00 | 0.00 | -5.00 |
| 2020-11-17 | 14320.00 | 14150.00 | 14370.00 | 14115.00 | 14215.00 | 14145.00 | 14310.00 | 14110.00 | 105.00 | 5.00 | 60.00 | 5.00 |
| 2020-11-16 | 14220.00 | 14270.00 | 14315.00 | 14035.00 | 14175.00 | 14185.00 | 14230.00 | 14010.00 | 45.00 | 85.00 | 85.00 | 25.00 |
| 2020-11-13 | 14320.00 | 14220.00 | 14375.00 | 14190.00 | 14295.00 | 14170.00 | 14340.00 | 14155.00 | 25.00 | 50.00 | 35.00 | 35.00 |
| 2020-11-12 | 14345.00 | 14295.00 | 14410.00 | 14260.00 | 14290.00 | 14280.00 | 14345.00 | 14230.00 | 55.00 | 15.00 | 65.00 | 30.00 |
| 2020-11-11 | 14240.00 | 14370.00 | 14440.00 | 14205.00 | 14190.00 | 14285.00 | 14375.00 | 14165.00 | 50.00 | 85.00 | 65.00 | 40.00 |
| 2020-11-10 | 14305.00 | 14225.00 | 14340.00 | 14175.00 | 14315.00 | 14170.00 | 14350.00 | 14160.00 | -10.00 | 55.00 | -10.00 | 15.00 |
| 2020-11-09 | 14065.00 | 14225.00 | 14255.00 | 13920.00 | 14110.00 | 14200.00 | 14260.00 | 13980.00 | -45.00 | 25.00 | -5.00 | -60.00 |
| 2020-11-06 | 14400.00 | 14050.00 | 14430.00 | 14035.00 | 14430.00 | 14120.00 | 14465.00 | 14100.00 | -30.00 | -70.00 | -35.00 | -65.00 |
| 2020-11-05 | 14525.00 | 14360.00 | 14525.00 | 14305.00 | 14520.00 | 14395.00 | 14540.00 | 14335.00 | 5.00 | -35.00 | -15.00 | -30.00 |
| 2020-11-04 | 14360.00 | 14475.00 | 14590.00 | 14295.00 | 14305.00 | 14475.00 | 14590.00 | 14260.00 | 55.00 | 0.00 | 0.00 | 35.00 |
| 2020-11-03 | 14385.00 | 14310.00 | 14475.00 | 14275.00 | 14275.00 | 14235.00 | 14375.00 | 14215.00 | 110.00 | 75.00 | 100.00 | 60.00 |
| 2020-11-02 | 14500.00 | 14375.00 | 14575.00 | 14325.00 | 14445.00 | 14280.00 | 14450.00 | 14280.00 | 55.00 | 95.00 | 125.00 | 45.00 |
| 2020-10-30 | 14395.00 | 14505.00 | 14630.00 | 14220.00 | 14405.00 | 14390.00 | 14530.00 | 14255.00 | -10.00 | 115.00 | 100.00 | -35.00 |
| 2020-10-29 | 14495.00 | 14435.00 | 14585.00 | 14350.00 | 14590.00 | 14470.00 | 14655.00 | 14390.00 | -95.00 | -35.00 | -70.00 | -40.00 |
| 2020-10-28 | 14500.00 | 14680.00 | 14775.00 | 14420.00 | 14595.00 | 14750.00 | 14840.00 | 14525.00 | -95.00 | -70.00 | -65.00 | -105.00 |
| 2020-10-27 | 14490.00 | 14480.00 | 14590.00 | 14390.00 | 14585.00 | 14575.00 | 14690.00 | 14495.00 | -95.00 | -95.00 | -100.00 | -105.00 |
| 2020-10-26 | 14470.00 | 14490.00 | 14660.00 | 14330.00 | 14590.00 | 14595.00 | 14770.00 | 14430.00 | -120.00 | -105.00 | -110.00 | -100.00 |
| 2020-10-23 | 14530.00 | 14425.00 | 14745.00 | 14410.00 | 14660.00 | 14550.00 | 14830.00 | 14545.00 | -130.00 | -125.00 | -85.00 | -135.00 |
| 2020-10-22 | 14735.00 | 14505.00 | 14750.00 | 14350.00 | 14850.00 | 14635.00 | 14880.00 | 14500.00 | -115.00 | -130.00 | -130.00 | -150.00 |
| 2020-10-21 | 14850.00 | 14635.00 | 14865.00 | 14545.00 | 14955.00 | 14780.00 | 14990.00 | 14715.00 | -105.00 | -145.00 | -125.00 | -170.00 |
| 2020-10-20 | 14935.00 | 14830.00 | 14980.00 | 14605.00 | 15070.00 | 14950.00 | 15125.00 | 14750.00 | -135.00 | -120.00 | -145.00 | -145.00 |
| 2020-10-19 | 14620.00 | 14935.00 | 15305.00 | 14505.00 | 14725.00 | 15075.00 | 15350.00 | 14600.00 | -105.00 | -140.00 | -45.00 | -95.00 |
| 2020-10-16 | 14265.00 | 14560.00 | 14675.00 | 14170.00 | 14475.00 | 14675.00 | 14800.00 | 14365.00 | -210.00 | -115.00 | -125.00 | -195.00 |
| 2020-10-15 | 14345.00 | 14325.00 | 14400.00 | 14230.00 | 14535.00 | 14530.00 | 14580.00 | 14410.00 | -190.00 | -205.00 | -180.00 | -180.00 |
| 2020-10-14 | 14100.00 | 14320.00 | 14335.00 | 14020.00 | 14345.00 | 14495.00 | 14505.00 | 14250.00 | -245.00 | -175.00 | -170.00 | -230.00 |
| 2020-10-13 | 13880.00 | 14025.00 | 14145.00 | 13760.00 | 14180.00 | 14290.00 | 14405.00 | 14050.00 | -300.00 | -265.00 | -260.00 | -290.00 |
| 2020-10-12 | 13300.00 | 13870.00 | 13970.00 | 13300.00 | 13600.00 | 14160.00 | 14290.00 | 13585.00 | -300.00 | -290.00 | -320.00 | -285.00 |
| 2020-10-09 | 13130.00 | 13295.00 | 13300.00 | 13055.00 | 12810.00 | 12970.00 | 12980.00 | 12735.00 | 320.00 | 325.00 | 320.00 | 320.00 |
| 2020-09-30 | 12740.00 | 12795.00 | 12885.00 | 12715.00 | 12385.00 | 12445.00 | 12545.00 | 12385.00 | 355.00 | 350.00 | 340.00 | 330.00 |
| 2020-09-29 | 12840.00 | 12755.00 | 12860.00 | 12660.00 | 12510.00 | 12425.00 | 12530.00 | 12320.00 | 330.00 | 330.00 | 330.00 | 340.00 |
| 2020-09-28 | 12710.00 | 12815.00 | 12830.00 | 12650.00 | 12375.00 | 12485.00 | 12505.00 | 12330.00 | 335.00 | 330.00 | 325.00 | 320.00 |
| 2020-09-25 | 12705.00 | 12675.00 | 12840.00 | 12670.00 | 12395.00 | 12360.00 | 12525.00 | 12350.00 | 310.00 | 315.00 | 315.00 | 320.00 |
| 2020-09-24 | 12800.00 | 12710.00 | 12880.00 | 12660.00 | 12475.00 | 12405.00 | 12550.00 | 12335.00 | 325.00 | 305.00 | 330.00 | 325.00 |
| 2020-09-23 | 12945.00 | 12820.00 | 12995.00 | 12710.00 | 12580.00 | 12500.00 | 12670.00 | 12395.00 | 365.00 | 320.00 | 325.00 | 315.00 |
| 2020-09-22 | 12900.00 | 12960.00 | 13005.00 | 12730.00 | 12550.00 | 12630.00 | 12680.00 | 12400.00 | 350.00 | 330.00 | 325.00 | 330.00 |
| 2020-09-21 | 12795.00 | 12940.00 | 12940.00 | 12770.00 | 12460.00 | 12615.00 | 12625.00 | 12460.00 | 335.00 | 325.00 | 315.00 | 310.00 |
| 2020-09-18 | 12785.00 | 12815.00 | 12825.00 | 12685.00 | 12505.00 | 12505.00 | 12510.00 | 12395.00 | 280.00 | 310.00 | 315.00 | 290.00 |
| 2020-09-17 | 12775.00 | 12780.00 | 12840.00 | 12740.00 | 12490.00 | 12495.00 | 12545.00 | 12450.00 | 285.00 | 285.00 | 295.00 | 290.00 |
| 2020-09-16 | 12785.00 | 12775.00 | 12815.00 | 12720.00 | 12495.00 | 12490.00 | 12525.00 | 12435.00 | 290.00 | 285.00 | 290.00 | 285.00 |
| 2020-09-15 | 12675.00 | 12800.00 | 12845.00 | 12655.00 | 12375.00 | 12515.00 | 12560.00 | 12375.00 | 300.00 | 285.00 | 285.00 | 280.00 |
| 2020-09-14 | 12580.00 | 12630.00 | 12650.00 | 12555.00 | 12295.00 | 12350.00 | 12375.00 | 12270.00 | 285.00 | 280.00 | 275.00 | 285.00 |
| 2020-09-11 | 12590.00 | 12590.00 | 12630.00 | 12540.00 | 12340.00 | 12305.00 | 12350.00 | 12265.00 | 250.00 | 285.00 | 280.00 | 275.00 |
| 2020-09-10 | 12495.00 | 12580.00 | 12660.00 | 12470.00 | 12200.00 | 12305.00 | 12370.00 | 12200.00 | 295.00 | 275.00 | 290.00 | 270.00 |
| 2020-09-09 | 12910.00 | 12430.00 | 12920.00 | 12215.00 | 12590.00 | 12160.00 | 12620.00 | 11955.00 | 320.00 | 270.00 | 300.00 | 260.00 |
| 2020-09-08 | 12940.00 | 12960.00 | 12990.00 | 12910.00 | 12620.00 | 12650.00 | 12675.00 | 12605.00 | 320.00 | 310.00 | 315.00 | 305.00 |
| 2020-09-07 | 12890.00 | 12925.00 | 12965.00 | 12875.00 | 12585.00 | 12610.00 | 12660.00 | 12575.00 | 305.00 | 315.00 | 305.00 | 300.00 |
| 2020-09-04 | 12995.00 | 12870.00 | 13040.00 | 12820.00 | 12675.00 | 12560.00 | 12725.00 | 12510.00 | 320.00 | 310.00 | 315.00 | 310.00 |
| 2020-09-03 | 13085.00 | 13025.00 | 13105.00 | 12985.00 | 12795.00 | 12710.00 | 12795.00 | 12675.00 | 290.00 | 315.00 | 310.00 | 310.00 |
| 2020-09-02 | 13140.00 | 13125.00 | 13180.00 | 13085.00 | 12840.00 | 12810.00 | 12870.00 | 12775.00 | 300.00 | 315.00 | 310.00 | 310.00 |
| 2020-09-01 | 13125.00 | 13135.00 | 13150.00 | 13040.00 | 12815.00 | 12825.00 | 12835.00 | 12725.00 | 310.00 | 310.00 | 315.00 | 315.00 |
| 2020-08-31 | 13010.00 | 13125.00 | 13180.00 | 13005.00 | 12695.00 | 12805.00 | 12860.00 | 12690.00 | 315.00 | 320.00 | 320.00 | 315.00 |
| 2020-08-28 | 12960.00 | 13030.00 | 13030.00 | 12940.00 | 12650.00 | 12715.00 | 12720.00 | 12635.00 | 310.00 | 315.00 | 310.00 | 305.00 |
| 2020-08-27 | 13010.00 | 12985.00 | 13040.00 | 12945.00 | 12360.00 | 12315.00 | 12365.00 | 12290.00 | 650.00 | 670.00 | 675.00 | 655.00 |
| 2020-08-26 | 12950.00 | 12985.00 | 13005.00 | 12910.00 | 12310.00 | 12325.00 | 12345.00 | 12265.00 | 640.00 | 660.00 | 660.00 | 645.00 |
| 2020-08-25 | 13110.00 | 12950.00 | 13115.00 | 12920.00 | 12380.00 | 12290.00 | 12450.00 | 12280.00 | 730.00 | 660.00 | 665.00 | 640.00 |
| 2020-08-24 | 12910.00 | 12945.00 | 12990.00 | 12840.00 | 12280.00 | 12290.00 | 12335.00 | 12210.00 | 630.00 | 655.00 | 655.00 | 630.00 |
| 2020-08-21 | 12845.00 | 12930.00 | 12950.00 | 12795.00 | 12250.00 | 12280.00 | 12305.00 | 12175.00 | 595.00 | 650.00 | 645.00 | 620.00 |
| 2020-08-20 | 12830.00 | 12850.00 | 12870.00 | 12755.00 | 12245.00 | 12225.00 | 12260.00 | 12165.00 | 585.00 | 625.00 | 610.00 | 590.00 |
| 2020-08-19 | 12895.00 | 12830.00 | 12930.00 | 12810.00 | 12300.00 | 12220.00 | 12300.00 | 12205.00 | 595.00 | 610.00 | 630.00 | 605.00 |
| 2020-08-18 | 12920.00 | 12900.00 | 12970.00 | 12870.00 | 12295.00 | 12285.00 | 12335.00 | 12250.00 | 625.00 | 615.00 | 635.00 | 620.00 |
| 2020-08-17 | 12840.00 | 12920.00 | 12950.00 | 12785.00 | 12225.00 | 12285.00 | 12320.00 | 12175.00 | 615.00 | 635.00 | 630.00 | 610.00 |
| 2020-08-14 | 12790.00 | 12840.00 | 12865.00 | 12745.00 | 12210.00 | 12215.00 | 12240.00 | 12150.00 | 580.00 | 625.00 | 625.00 | 595.00 |
| 2020-08-13 | 12905.00 | 12790.00 | 12940.00 | 12735.00 | 12275.00 | 12185.00 | 12315.00 | 12150.00 | 630.00 | 605.00 | 625.00 | 585.00 |
| 2020-08-12 | 12730.00 | 12905.00 | 12915.00 | 12730.00 | 12160.00 | 12280.00 | 12290.00 | 12140.00 | 570.00 | 625.00 | 625.00 | 590.00 |
| 2020-08-11 | 12150.00 | 12170.00 | 12240.00 | 12140.00 | 12740.00 | 12755.00 | 12825.00 | 12720.00 | -590.00 | -585.00 | -585.00 | -580.00 |
| 2020-08-10 | 12370.00 | 12140.00 | 12375.00 | 12120.00 | 12950.00 | 12735.00 | 13000.00 | 12700.00 | -580.00 | -595.00 | -625.00 | -580.00 |
| 2020-08-07 | 12290.00 | 12340.00 | 12525.00 | 12240.00 | 12920.00 | 12960.00 | 13140.00 | 12850.00 | -630.00 | -620.00 | -615.00 | -610.00 |
| 2020-08-06 | 12105.00 | 12275.00 | 12280.00 | 12055.00 | 12725.00 | 12890.00 | 12895.00 | 12655.00 | -620.00 | -615.00 | -615.00 | -600.00 |
| 2020-08-05 | 12080.00 | 12070.00 | 12145.00 | 12050.00 | 12665.00 | 12670.00 | 12735.00 | 12650.00 | -585.00 | -600.00 | -590.00 | -600.00 |
| 2020-08-04 | 12150.00 | 12055.00 | 12190.00 | 12025.00 | 12765.00 | 12660.00 | 12800.00 | 12630.00 | -615.00 | -605.00 | -610.00 | -605.00 |
| 2020-08-03 | 12040.00 | 12125.00 | 12170.00 | 11950.00 | 12610.00 | 12725.00 | 12770.00 | 12545.00 | -570.00 | -600.00 | -600.00 | -595.00 |
| 2020-07-31 | 12020.00 | 12010.00 | 12090.00 | 11925.00 | 12620.00 | 12600.00 | 12675.00 | 12500.00 | -600.00 | -590.00 | -585.00 | -575.00 |
| 2020-07-30 | 12110.00 | 12060.00 | 12170.00 | 12025.00 | 12690.00 | 12655.00 | 12775.00 | 12630.00 | -580.00 | -595.00 | -605.00 | -605.00 |