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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2018-12-04 | 15295.00 | 15215.00 | 15330.00 | 15080.00 | 14750.00 | 14650.00 | 14765.00 | 14555.00 | 545.00 | 565.00 | 565.00 | 525.00 |
| 2018-12-03 | 15100.00 | 15300.00 | 15525.00 | 15050.00 | 14540.00 | 14720.00 | 14885.00 | 14505.00 | 560.00 | 580.00 | 640.00 | 545.00 |
| 2018-11-30 | 15075.00 | 15105.00 | 15165.00 | 14980.00 | 14475.00 | 14540.00 | 14555.00 | 14450.00 | 600.00 | 565.00 | 610.00 | 530.00 |
| 2018-11-29 | 15060.00 | 15090.00 | 15220.00 | 15020.00 | 14500.00 | 14480.00 | 14600.00 | 14470.00 | 560.00 | 610.00 | 620.00 | 550.00 |
| 2018-11-28 | 14980.00 | 15035.00 | 15075.00 | 14930.00 | 14495.00 | 14490.00 | 14520.00 | 14405.00 | 485.00 | 545.00 | 555.00 | 525.00 |
| 2018-11-27 | 14995.00 | 14950.00 | 15125.00 | 14920.00 | 14480.00 | 14465.00 | 14590.00 | 14420.00 | 515.00 | 485.00 | 535.00 | 500.00 |
| 2018-11-26 | 15180.00 | 14970.00 | 15225.00 | 14875.00 | 14600.00 | 14440.00 | 14640.00 | 14350.00 | 580.00 | 530.00 | 585.00 | 525.00 |
| 2018-11-23 | 15235.00 | 15180.00 | 15305.00 | 15135.00 | 14625.00 | 14600.00 | 14680.00 | 14525.00 | 610.00 | 580.00 | 625.00 | 610.00 |
| 2018-11-22 | 15400.00 | 15235.00 | 15405.00 | 15220.00 | 14780.00 | 14620.00 | 14785.00 | 14600.00 | 620.00 | 615.00 | 620.00 | 620.00 |
| 2018-11-21 | 15470.00 | 15390.00 | 15520.00 | 14975.00 | 14785.00 | 14760.00 | 14870.00 | 14335.00 | 685.00 | 630.00 | 650.00 | 640.00 |
| 2018-11-20 | 14870.00 | 14785.00 | 14890.00 | 14770.00 | 15560.00 | 15465.00 | 15580.00 | 15455.00 | -690.00 | -680.00 | -690.00 | -685.00 |
| 2018-11-19 | 14975.00 | 14870.00 | 15025.00 | 14815.00 | 15660.00 | 15560.00 | 15690.00 | 15515.00 | -685.00 | -690.00 | -665.00 | -700.00 |
| 2018-11-16 | 14945.00 | 14965.00 | 15080.00 | 14910.00 | 15595.00 | 15655.00 | 15735.00 | 15575.00 | -650.00 | -690.00 | -655.00 | -665.00 |
| 2018-11-15 | 14860.00 | 14940.00 | 14985.00 | 14860.00 | 15520.00 | 15590.00 | 15640.00 | 15520.00 | -660.00 | -650.00 | -655.00 | -660.00 |
| 2018-11-14 | 14800.00 | 14855.00 | 14910.00 | 14735.00 | 15520.00 | 15510.00 | 15570.00 | 15430.00 | -720.00 | -655.00 | -660.00 | -695.00 |
| 2018-11-13 | 14850.00 | 14800.00 | 14875.00 | 14715.00 | 15585.00 | 15515.00 | 15605.00 | 15450.00 | -735.00 | -715.00 | -730.00 | -735.00 |
| 2018-11-12 | 15050.00 | 14850.00 | 15055.00 | 14670.00 | 15780.00 | 15590.00 | 15780.00 | 15420.00 | -730.00 | -740.00 | -725.00 | -750.00 |
| 2018-11-09 | 14980.00 | 15050.00 | 15085.00 | 14915.00 | 15745.00 | 15785.00 | 15840.00 | 15670.00 | -765.00 | -735.00 | -755.00 | -755.00 |
| 2018-11-08 | 14920.00 | 14965.00 | 15045.00 | 14885.00 | 15700.00 | 15740.00 | 15795.00 | 15655.00 | -780.00 | -775.00 | -750.00 | -770.00 |
| 2018-11-07 | 14970.00 | 14865.00 | 14985.00 | 14820.00 | 15745.00 | 15635.00 | 15750.00 | 15590.00 | -775.00 | -770.00 | -765.00 | -770.00 |
| 2018-11-06 | 15065.00 | 14970.00 | 15170.00 | 14880.00 | 15785.00 | 15720.00 | 15900.00 | 15660.00 | -720.00 | -750.00 | -730.00 | -780.00 |
| 2018-11-05 | 15115.00 | 15085.00 | 15155.00 | 15020.00 | 15850.00 | 15815.00 | 15885.00 | 15770.00 | -735.00 | -730.00 | -730.00 | -750.00 |
| 2018-11-02 | 14840.00 | 15115.00 | 15215.00 | 14835.00 | 15570.00 | 15860.00 | 15970.00 | 15565.00 | -730.00 | -745.00 | -755.00 | -730.00 |
| 2018-11-01 | 14880.00 | 14840.00 | 14930.00 | 14785.00 | 15640.00 | 15585.00 | 15690.00 | 15560.00 | -760.00 | -745.00 | -760.00 | -775.00 |
| 2018-10-31 | 14910.00 | 14885.00 | 14920.00 | 14820.00 | 15695.00 | 15660.00 | 15730.00 | 15625.00 | -785.00 | -775.00 | -810.00 | -805.00 |
| 2018-10-30 | 14795.00 | 14885.00 | 14940.00 | 14790.00 | 15590.00 | 15685.00 | 15725.00 | 15585.00 | -795.00 | -800.00 | -785.00 | -795.00 |
| 2018-10-29 | 15060.00 | 14780.00 | 15105.00 | 14735.00 | 15835.00 | 15570.00 | 15895.00 | 15540.00 | -775.00 | -790.00 | -790.00 | -805.00 |
| 2018-10-26 | 15130.00 | 15060.00 | 15165.00 | 15015.00 | 15920.00 | 15840.00 | 15935.00 | 15800.00 | -790.00 | -780.00 | -770.00 | -785.00 |
| 2018-10-25 | 15390.00 | 15145.00 | 15400.00 | 15025.00 | 16185.00 | 15925.00 | 16190.00 | 15805.00 | -795.00 | -780.00 | -790.00 | -780.00 |
| 2018-10-24 | 15310.00 | 15370.00 | 15380.00 | 15260.00 | 16070.00 | 16165.00 | 16170.00 | 16045.00 | -760.00 | -795.00 | -790.00 | -785.00 |
| 2018-10-23 | 15370.00 | 15350.00 | 15425.00 | 15315.00 | 16130.00 | 16135.00 | 16195.00 | 16100.00 | -760.00 | -785.00 | -770.00 | -785.00 |
| 2018-10-22 | 15225.00 | 15315.00 | 15360.00 | 15205.00 | 15990.00 | 16085.00 | 16125.00 | 15970.00 | -765.00 | -770.00 | -765.00 | -765.00 |
| 2018-10-19 | 15345.00 | 15220.00 | 15395.00 | 15175.00 | 16045.00 | 15980.00 | 16115.00 | 15925.00 | -700.00 | -760.00 | -720.00 | -750.00 |
| 2018-10-18 | 15505.00 | 15345.00 | 15570.00 | 15285.00 | 16270.00 | 16060.00 | 16320.00 | 16025.00 | -765.00 | -715.00 | -750.00 | -740.00 |
| 2018-10-17 | 15450.00 | 15510.00 | 15560.00 | 15430.00 | 16210.00 | 16270.00 | 16310.00 | 16185.00 | -760.00 | -760.00 | -750.00 | -755.00 |
| 2018-10-16 | 15600.00 | 15450.00 | 15600.00 | 15390.00 | 16335.00 | 16210.00 | 16335.00 | 16140.00 | -735.00 | -760.00 | -735.00 | -750.00 |
| 2018-10-15 | 15615.00 | 15605.00 | 15700.00 | 15545.00 | 16400.00 | 16345.00 | 16480.00 | 16310.00 | -785.00 | -740.00 | -780.00 | -765.00 |
| 2018-10-12 | 15320.00 | 15610.00 | 15620.00 | 15305.00 | 16065.00 | 16380.00 | 16390.00 | 16035.00 | -745.00 | -770.00 | -770.00 | -730.00 |
| 2018-10-11 | 15500.00 | 15290.00 | 15595.00 | 15260.00 | 16220.00 | 16045.00 | 16325.00 | 16020.00 | -720.00 | -755.00 | -730.00 | -760.00 |
| 2018-10-10 | 15590.00 | 15500.00 | 15690.00 | 15455.00 | 16350.00 | 16235.00 | 16425.00 | 16200.00 | -760.00 | -735.00 | -735.00 | -745.00 |
| 2018-10-09 | 15600.00 | 15590.00 | 15730.00 | 15540.00 | 16365.00 | 16355.00 | 16495.00 | 16330.00 | -765.00 | -765.00 | -765.00 | -790.00 |
| 2018-10-08 | 15460.00 | 15595.00 | 15625.00 | 15360.00 | 16100.00 | 16350.00 | 16400.00 | 15975.00 | -640.00 | -755.00 | -775.00 | -615.00 |