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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019-09-27 | 12490.00 | 12135.00 | 12490.00 | 12010.00 | 12915.00 | 12565.00 | 12925.00 | 12445.00 | -425.00 | -430.00 | -435.00 | -435.00 |
| 2019-09-26 | 12545.00 | 12455.00 | 12565.00 | 12425.00 | 12985.00 | 12890.00 | 13010.00 | 12860.00 | -440.00 | -435.00 | -445.00 | -435.00 |
| 2019-09-25 | 12615.00 | 12580.00 | 12645.00 | 12545.00 | 13055.00 | 13025.00 | 13090.00 | 12995.00 | -440.00 | -445.00 | -445.00 | -450.00 |
| 2019-09-24 | 12810.00 | 12615.00 | 12880.00 | 12605.00 | 13295.00 | 13065.00 | 13330.00 | 13055.00 | -485.00 | -450.00 | -450.00 | -450.00 |
| 2019-09-23 | 12960.00 | 12850.00 | 12970.00 | 12760.00 | 13380.00 | 13300.00 | 13410.00 | 13205.00 | -420.00 | -450.00 | -440.00 | -445.00 |
| 2019-09-20 | 12890.00 | 12950.00 | 12990.00 | 12785.00 | 13345.00 | 13385.00 | 13420.00 | 13225.00 | -455.00 | -435.00 | -430.00 | -440.00 |
| 2019-09-19 | 12890.00 | 12890.00 | 12950.00 | 12855.00 | 13340.00 | 13345.00 | 13390.00 | 13305.00 | -450.00 | -455.00 | -440.00 | -450.00 |
| 2019-09-18 | 13075.00 | 12915.00 | 13155.00 | 12820.00 | 12775.00 | 12625.00 | 12860.00 | 12535.00 | 300.00 | 290.00 | 295.00 | 285.00 |
| 2019-09-17 | 13100.00 | 13070.00 | 13125.00 | 13025.00 | 12850.00 | 12775.00 | 12850.00 | 12740.00 | 250.00 | 295.00 | 275.00 | 285.00 |
| 2019-09-16 | 13255.00 | 13070.00 | 13285.00 | 13050.00 | 12940.00 | 12780.00 | 13000.00 | 12765.00 | 315.00 | 290.00 | 285.00 | 285.00 |
| 2019-09-12 | 13000.00 | 12970.00 | 13050.00 | 12840.00 | 12715.00 | 12690.00 | 12765.00 | 12570.00 | 285.00 | 280.00 | 285.00 | 270.00 |
| 2019-09-11 | 12940.00 | 12975.00 | 13025.00 | 12910.00 | 12665.00 | 12705.00 | 12750.00 | 12645.00 | 275.00 | 270.00 | 275.00 | 265.00 |
| 2019-09-10 | 12875.00 | 12940.00 | 12995.00 | 12860.00 | 12620.00 | 12670.00 | 12725.00 | 12595.00 | 255.00 | 270.00 | 270.00 | 265.00 |
| 2019-09-09 | 12960.00 | 12890.00 | 12965.00 | 12820.00 | 13390.00 | 13335.00 | 13400.00 | 13260.00 | -430.00 | -445.00 | -435.00 | -440.00 |
| 2019-09-06 | 12690.00 | 12925.00 | 13160.00 | 12680.00 | 12445.00 | 12670.00 | 12890.00 | 12445.00 | 245.00 | 255.00 | 270.00 | 235.00 |
| 2019-09-05 | 12625.00 | 12670.00 | 12750.00 | 12550.00 | 12385.00 | 12425.00 | 12505.00 | 12305.00 | 240.00 | 245.00 | 245.00 | 245.00 |
| 2019-09-04 | 12500.00 | 12610.00 | 12650.00 | 12430.00 | 12235.00 | 12365.00 | 12395.00 | 12190.00 | 265.00 | 245.00 | 255.00 | 240.00 |
| 2019-09-03 | 12435.00 | 12520.00 | 12580.00 | 12355.00 | 12205.00 | 12275.00 | 12330.00 | 12125.00 | 230.00 | 245.00 | 250.00 | 230.00 |
| 2019-09-02 | 12500.00 | 12435.00 | 12625.00 | 12395.00 | 11960.00 | 11870.00 | 12065.00 | 11830.00 | 540.00 | 565.00 | 560.00 | 565.00 |
| 2019-08-30 | 12475.00 | 12520.00 | 12560.00 | 12435.00 | 11940.00 | 11980.00 | 12000.00 | 11900.00 | 535.00 | 540.00 | 560.00 | 535.00 |
| 2019-08-29 | 12495.00 | 12415.00 | 12595.00 | 12370.00 | 12000.00 | 11885.00 | 12060.00 | 11850.00 | 495.00 | 530.00 | 535.00 | 520.00 |
| 2019-08-28 | 12395.00 | 12500.00 | 12530.00 | 12335.00 | 11890.00 | 11975.00 | 11995.00 | 11830.00 | 505.00 | 525.00 | 535.00 | 505.00 |
| 2019-08-27 | 12335.00 | 12365.00 | 12395.00 | 12290.00 | 11820.00 | 11830.00 | 11870.00 | 11755.00 | 515.00 | 535.00 | 525.00 | 535.00 |
| 2019-08-26 | 12610.00 | 12265.00 | 12730.00 | 12240.00 | 12090.00 | 11725.00 | 12180.00 | 11715.00 | 520.00 | 540.00 | 550.00 | 525.00 |
| 2019-08-23 | 12820.00 | 12730.00 | 12825.00 | 12690.00 | 12300.00 | 12190.00 | 12320.00 | 12140.00 | 520.00 | 540.00 | 505.00 | 550.00 |
| 2019-08-22 | 12700.00 | 12850.00 | 12880.00 | 12675.00 | 12180.00 | 12300.00 | 12350.00 | 12160.00 | 520.00 | 550.00 | 530.00 | 515.00 |
| 2019-08-21 | 12850.00 | 12685.00 | 12880.00 | 12630.00 | 12380.00 | 12165.00 | 12380.00 | 12125.00 | 470.00 | 520.00 | 500.00 | 505.00 |
| 2019-08-20 | 12865.00 | 12840.00 | 12935.00 | 12805.00 | 12350.00 | 12330.00 | 12415.00 | 12300.00 | 515.00 | 510.00 | 520.00 | 505.00 |
| 2019-08-19 | 12840.00 | 12860.00 | 12930.00 | 12810.00 | 12325.00 | 12345.00 | 12440.00 | 12320.00 | 515.00 | 515.00 | 490.00 | 490.00 |
| 2019-08-16 | 12880.00 | 12840.00 | 12910.00 | 12770.00 | 12465.00 | 12345.00 | 12465.00 | 12320.00 | 415.00 | 495.00 | 445.00 | 450.00 |
| 2019-08-15 | 12880.00 | 12830.00 | 12910.00 | 12735.00 | 12475.00 | 12405.00 | 12475.00 | 12350.00 | 405.00 | 425.00 | 435.00 | 385.00 |
| 2019-08-14 | 12750.00 | 12920.00 | 13195.00 | 12610.00 | 12290.00 | 12500.00 | 12720.00 | 12190.00 | 460.00 | 420.00 | 475.00 | 420.00 |
| 2019-08-13 | 12735.00 | 12725.00 | 12830.00 | 12710.00 | 12240.00 | 12255.00 | 12375.00 | 12230.00 | 495.00 | 470.00 | 455.00 | 480.00 |
| 2019-08-12 | 12740.00 | 12785.00 | 12865.00 | 12695.00 | 12205.00 | 12290.00 | 12340.00 | 12175.00 | 535.00 | 495.00 | 525.00 | 520.00 |
| 2019-08-09 | 12220.00 | 12175.00 | 12330.00 | 12080.00 | 12775.00 | 12720.00 | 12890.00 | 12650.00 | -555.00 | -545.00 | -560.00 | -570.00 |
| 2019-08-08 | 12170.00 | 12230.00 | 12340.00 | 12115.00 | 12735.00 | 12765.00 | 12890.00 | 12635.00 | -565.00 | -535.00 | -550.00 | -520.00 |
| 2019-08-07 | 12235.00 | 12210.00 | 12340.00 | 12165.00 | 12850.00 | 12770.00 | 12925.00 | 12725.00 | -615.00 | -560.00 | -585.00 | -560.00 |
| 2019-08-06 | 12155.00 | 12240.00 | 12345.00 | 12075.00 | 12780.00 | 12840.00 | 12945.00 | 12690.00 | -625.00 | -600.00 | -600.00 | -615.00 |
| 2019-08-05 | 12690.00 | 12225.00 | 12735.00 | 12225.00 | 13280.00 | 12790.00 | 13340.00 | 12785.00 | -590.00 | -565.00 | -605.00 | -560.00 |
| 2019-08-02 | 13045.00 | 12670.00 | 13090.00 | 12570.00 | 13650.00 | 13280.00 | 13680.00 | 13150.00 | -605.00 | -610.00 | -590.00 | -580.00 |
| 2019-08-01 | 13150.00 | 13045.00 | 13175.00 | 13025.00 | 13760.00 | 13645.00 | 13765.00 | 13625.00 | -610.00 | -600.00 | -590.00 | -600.00 |
| 2019-07-31 | 13050.00 | 13105.00 | 13180.00 | 13005.00 | 13665.00 | 13710.00 | 13775.00 | 13605.00 | -615.00 | -605.00 | -595.00 | -600.00 |
| 2019-07-30 | 13100.00 | 13150.00 | 13210.00 | 13085.00 | 13725.00 | 13750.00 | 13815.00 | 13705.00 | -625.00 | -600.00 | -605.00 | -620.00 |
| 2019-07-29 | 13340.00 | 13100.00 | 13450.00 | 13030.00 | 13940.00 | 13725.00 | 14050.00 | 13655.00 | -600.00 | -625.00 | -600.00 | -625.00 |
| 2019-07-26 | 13315.00 | 13380.00 | 13385.00 | 13250.00 | 13905.00 | 13975.00 | 14000.00 | 13870.00 | -590.00 | -595.00 | -615.00 | -620.00 |
| 2019-07-25 | 13265.00 | 13255.00 | 13315.00 | 13160.00 | 13890.00 | 13880.00 | 13925.00 | 13780.00 | -625.00 | -625.00 | -610.00 | -620.00 |
| 2019-07-24 | 13105.00 | 13255.00 | 13295.00 | 13040.00 | 13705.00 | 13870.00 | 13890.00 | 13650.00 | -600.00 | -615.00 | -595.00 | -610.00 |
| 2019-07-23 | 13185.00 | 13080.00 | 13315.00 | 13070.00 | 13805.00 | 13705.00 | 13940.00 | 13695.00 | -620.00 | -625.00 | -625.00 | -625.00 |
| 2019-07-22 | 12980.00 | 13230.00 | 13350.00 | 12980.00 | 13610.00 | 13850.00 | 13990.00 | 13605.00 | -630.00 | -620.00 | -640.00 | -625.00 |
| 2019-07-19 | 12950.00 | 12970.00 | 13050.00 | 12875.00 | 13585.00 | 13590.00 | 13670.00 | 13500.00 | -635.00 | -620.00 | -620.00 | -625.00 |
| 2019-07-18 | 13060.00 | 13030.00 | 13080.00 | 12935.00 | 13650.00 | 13655.00 | 13705.00 | 13570.00 | -590.00 | -625.00 | -625.00 | -635.00 |
| 2019-07-17 | 13075.00 | 13060.00 | 13170.00 | 12910.00 | 13675.00 | 13680.00 | 13790.00 | 13540.00 | -600.00 | -620.00 | -620.00 | -630.00 |
| 2019-07-16 | 13045.00 | 13075.00 | 13220.00 | 13025.00 | 13655.00 | 13700.00 | 13820.00 | 13650.00 | -610.00 | -625.00 | -600.00 | -625.00 |
| 2019-07-15 | 13030.00 | 13080.00 | 13185.00 | 13000.00 | 13645.00 | 13700.00 | 13805.00 | 13625.00 | -615.00 | -620.00 | -620.00 | -625.00 |
| 2019-07-12 | 13155.00 | 13100.00 | 13205.00 | 12940.00 | 13775.00 | 13710.00 | 13850.00 | 13595.00 | -620.00 | -610.00 | -645.00 | -655.00 |
| 2019-07-11 | 13165.00 | 13130.00 | 13255.00 | 13050.00 | 13800.00 | 13775.00 | 13895.00 | 13710.00 | -635.00 | -645.00 | -640.00 | -660.00 |
| 2019-07-10 | 13060.00 | 13125.00 | 13215.00 | 12755.00 | 13650.00 | 13765.00 | 13855.00 | 13405.00 | -590.00 | -640.00 | -640.00 | -650.00 |
| 2019-07-09 | 13675.00 | 13230.00 | 13715.00 | 13230.00 | 14315.00 | 13840.00 | 14350.00 | 13840.00 | -640.00 | -610.00 | -635.00 | -610.00 |
| 2019-07-08 | 13880.00 | 13710.00 | 13965.00 | 13650.00 | 14480.00 | 14340.00 | 14580.00 | 14300.00 | -600.00 | -630.00 | -615.00 | -650.00 |
| 2019-07-05 | 13775.00 | 13890.00 | 13945.00 | 13760.00 | 14370.00 | 14515.00 | 14550.00 | 14370.00 | -595.00 | -625.00 | -605.00 | -610.00 |
| 2019-07-04 | 13800.00 | 13740.00 | 13890.00 | 13685.00 | 14390.00 | 14360.00 | 14500.00 | 14300.00 | -590.00 | -620.00 | -610.00 | -615.00 |
| 2019-07-03 | 13895.00 | 13775.00 | 13910.00 | 13610.00 | 14470.00 | 14375.00 | 14515.00 | 14205.00 | -575.00 | -600.00 | -605.00 | -595.00 |
| 2019-07-02 | 14110.00 | 13970.00 | 14110.00 | 13800.00 | 14680.00 | 14575.00 | 14680.00 | 14390.00 | -570.00 | -605.00 | -570.00 | -590.00 |
| 2019-07-01 | 13780.00 | 14095.00 | 14300.00 | 13725.00 | 14370.00 | 14670.00 | 14890.00 | 14320.00 | -590.00 | -575.00 | -590.00 | -595.00 |
| 2019-06-28 | 13750.00 | 13740.00 | 13855.00 | 13675.00 | 14285.00 | 14320.00 | 14435.00 | 14255.00 | -535.00 | -580.00 | -580.00 | -580.00 |
| 2019-06-27 | 13845.00 | 13765.00 | 14145.00 | 13715.00 | 14410.00 | 14355.00 | 14735.00 | 14300.00 | -565.00 | -590.00 | -590.00 | -585.00 |
| 2019-06-26 | 13635.00 | 13805.00 | 13890.00 | 13565.00 | 14245.00 | 14375.00 | 14465.00 | 14155.00 | -610.00 | -570.00 | -575.00 | -590.00 |
| 2019-06-25 | 13595.00 | 13645.00 | 13670.00 | 13505.00 | 14180.00 | 14250.00 | 14260.00 | 14090.00 | -585.00 | -605.00 | -590.00 | -585.00 |
| 2019-06-24 | 13620.00 | 13575.00 | 13730.00 | 13520.00 | 14200.00 | 14165.00 | 14325.00 | 14115.00 | -580.00 | -590.00 | -595.00 | -595.00 |
| 2019-06-21 | 13845.00 | 13630.00 | 13845.00 | 13530.00 | 14430.00 | 14220.00 | 14450.00 | 14120.00 | -585.00 | -590.00 | -605.00 | -590.00 |
| 2019-06-20 | 13840.00 | 13880.00 | 13960.00 | 13690.00 | 14425.00 | 14485.00 | 14565.00 | 14310.00 | -585.00 | -605.00 | -605.00 | -620.00 |
| 2019-06-19 | 13410.00 | 13815.00 | 13935.00 | 13365.00 | 14010.00 | 14420.00 | 14525.00 | 13960.00 | -600.00 | -605.00 | -590.00 | -595.00 |
| 2019-06-18 | 13465.00 | 13380.00 | 13510.00 | 13310.00 | 14070.00 | 13975.00 | 14120.00 | 13910.00 | -605.00 | -595.00 | -610.00 | -600.00 |
| 2019-06-17 | 13455.00 | 13445.00 | 13650.00 | 13410.00 | 14020.00 | 14055.00 | 14240.00 | 13980.00 | -565.00 | -610.00 | -590.00 | -570.00 |
| 2019-06-14 | 13470.00 | 13425.00 | 13590.00 | 13385.00 | 13985.00 | 13985.00 | 14130.00 | 13925.00 | -515.00 | -560.00 | -540.00 | -540.00 |
| 2019-06-13 | 13350.00 | 13455.00 | 13665.00 | 13315.00 | 13915.00 | 13990.00 | 14200.00 | 13860.00 | -565.00 | -535.00 | -535.00 | -545.00 |
| 2019-06-12 | 13270.00 | 13415.00 | 13495.00 | 13145.00 | 13735.00 | 13995.00 | 14085.00 | 13635.00 | -465.00 | -580.00 | -590.00 | -490.00 |
| 2019-06-11 | 13045.00 | 13260.00 | 13280.00 | 12905.00 | 13560.00 | 13760.00 | 13795.00 | 13405.00 | -515.00 | -500.00 | -515.00 | -500.00 |
| 2019-06-10 | 12720.00 | 13025.00 | 13090.00 | 12720.00 | 13255.00 | 13535.00 | 13595.00 | 13240.00 | -535.00 | -510.00 | -505.00 | -520.00 |
| 2019-06-06 | 13165.00 | 12935.00 | 13200.00 | 12775.00 | 13680.00 | 13455.00 | 13730.00 | 13315.00 | -515.00 | -520.00 | -530.00 | -540.00 |
| 2019-06-05 | 13175.00 | 13145.00 | 13255.00 | 13090.00 | 13705.00 | 13660.00 | 13790.00 | 13615.00 | -530.00 | -515.00 | -535.00 | -525.00 |
| 2019-06-04 | 12910.00 | 13175.00 | 13220.00 | 12910.00 | 13500.00 | 13705.00 | 13755.00 | 13460.00 | -590.00 | -530.00 | -535.00 | -550.00 |
| 2019-06-03 | 13470.00 | 12965.00 | 13505.00 | 12965.00 | 13935.00 | 13480.00 | 13995.00 | 13450.00 | -465.00 | -515.00 | -490.00 | -485.00 |
| 2019-05-31 | 13515.00 | 13495.00 | 13580.00 | 13425.00 | 13995.00 | 13995.00 | 14075.00 | 13915.00 | -480.00 | -500.00 | -495.00 | -490.00 |
| 2019-05-30 | 13680.00 | 13460.00 | 13705.00 | 13420.00 | 14175.00 | 13950.00 | 14205.00 | 13915.00 | -495.00 | -490.00 | -500.00 | -495.00 |
| 2019-05-29 | 13685.00 | 13660.00 | 13795.00 | 13590.00 | 14185.00 | 14165.00 | 14300.00 | 14100.00 | -500.00 | -505.00 | -505.00 | -510.00 |
| 2019-05-28 | 13525.00 | 13645.00 | 13655.00 | 13490.00 | 14015.00 | 14140.00 | 14150.00 | 13990.00 | -490.00 | -495.00 | -495.00 | -500.00 |
| 2019-05-27 | 13550.00 | 13530.00 | 13665.00 | 13390.00 | 14030.00 | 14025.00 | 14150.00 | 13890.00 | -480.00 | -495.00 | -485.00 | -500.00 |
| 2019-05-24 | 13455.00 | 13505.00 | 13565.00 | 13365.00 | 13940.00 | 13985.00 | 14055.00 | 13870.00 | -485.00 | -480.00 | -490.00 | -505.00 |
| 2019-05-23 | 13445.00 | 13380.00 | 13525.00 | 13245.00 | 13965.00 | 13870.00 | 14025.00 | 13725.00 | -520.00 | -490.00 | -500.00 | -480.00 |
| 2019-05-22 | 13925.00 | 13460.00 | 13965.00 | 13370.00 | 14465.00 | 13965.00 | 14510.00 | 13900.00 | -540.00 | -505.00 | -545.00 | -530.00 |
| 2019-05-21 | 13865.00 | 13915.00 | 14100.00 | 13785.00 | 14435.00 | 14470.00 | 14640.00 | 14330.00 | -570.00 | -555.00 | -540.00 | -545.00 |
| 2019-05-20 | 14030.00 | 13870.00 | 14205.00 | 13675.00 | 14560.00 | 14430.00 | 14770.00 | 14225.00 | -530.00 | -560.00 | -565.00 | -550.00 |
| 2019-05-17 | 14280.00 | 14085.00 | 14380.00 | 13985.00 | 14830.00 | 14630.00 | 14920.00 | 14520.00 | -550.00 | -545.00 | -540.00 | -535.00 |
| 2019-05-16 | 13985.00 | 14275.00 | 14345.00 | 13965.00 | 14510.00 | 14825.00 | 14900.00 | 14495.00 | -525.00 | -550.00 | -555.00 | -530.00 |
| 2019-05-15 | 13840.00 | 14015.00 | 14085.00 | 13810.00 | 14305.00 | 14535.00 | 14610.00 | 14290.00 | -465.00 | -520.00 | -525.00 | -480.00 |
| 2019-05-14 | 14300.00 | 13820.00 | 14300.00 | 13820.00 | 14770.00 | 14325.00 | 14770.00 | 14325.00 | -470.00 | -505.00 | -470.00 | -505.00 |
| 2019-05-13 | 15185.00 | 14560.00 | 15240.00 | 14560.00 | 15730.00 | 15095.00 | 15785.00 | 15095.00 | -545.00 | -535.00 | -545.00 | -535.00 |
| 2019-05-10 | 15105.00 | 15210.00 | 15310.00 | 15040.00 | 15645.00 | 15755.00 | 15860.00 | 15590.00 | -540.00 | -545.00 | -550.00 | -550.00 |
| 2019-05-09 | 15365.00 | 15130.00 | 15375.00 | 15105.00 | 15915.00 | 15685.00 | 15930.00 | 15665.00 | -550.00 | -555.00 | -555.00 | -560.00 |