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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-06-16 | 16800.00 | 16795.00 | 17020.00 | 16700.00 | 16720.00 | 16785.00 | 16895.00 | 16635.00 | 80.00 | 10.00 | 125.00 | 65.00 |
| 2023-06-15 | 16810.00 | 16770.00 | 17000.00 | 16725.00 | 16775.00 | 16700.00 | 16920.00 | 16675.00 | 35.00 | 70.00 | 80.00 | 50.00 |
| 2023-06-14 | 16875.00 | 16830.00 | 16935.00 | 16715.00 | 16800.00 | 16805.00 | 16870.00 | 16700.00 | 75.00 | 25.00 | 65.00 | 15.00 |
| 2023-06-13 | 16765.00 | 16870.00 | 16905.00 | 16595.00 | 16750.00 | 16810.00 | 16830.00 | 16605.00 | 15.00 | 60.00 | 75.00 | -10.00 |
| 2023-06-12 | 16765.00 | 16755.00 | 16830.00 | 16580.00 | 16800.00 | 16750.00 | 16865.00 | 16645.00 | -35.00 | 5.00 | -35.00 | -65.00 |
| 2023-06-09 | 16945.00 | 16790.00 | 17070.00 | 16665.00 | 16800.00 | 16825.00 | 16905.00 | 16640.00 | 145.00 | -35.00 | 165.00 | 25.00 |
| 2023-06-08 | 16770.00 | 16865.00 | 16935.00 | 16720.00 | 16570.00 | 16725.00 | 16740.00 | 16565.00 | 200.00 | 140.00 | 195.00 | 155.00 |
| 2023-06-07 | 16805.00 | 16815.00 | 16955.00 | 16570.00 | 16650.00 | 16620.00 | 16745.00 | 16420.00 | 155.00 | 195.00 | 210.00 | 150.00 |
| 2023-06-06 | 16730.00 | 16860.00 | 17060.00 | 16685.00 | 16645.00 | 16725.00 | 16835.00 | 16555.00 | 85.00 | 135.00 | 225.00 | 130.00 |
| 2023-06-05 | 16340.00 | 16760.00 | 17015.00 | 16315.00 | 16300.00 | 16665.00 | 16875.00 | 16275.00 | 40.00 | 95.00 | 140.00 | 40.00 |
| 2023-06-02 | 16325.00 | 16340.00 | 16545.00 | 16150.00 | 16375.00 | 16300.00 | 16570.00 | 16090.00 | -50.00 | 40.00 | -25.00 | 60.00 |
| 2023-06-01 | 15450.00 | 16400.00 | 16465.00 | 15420.00 | 15725.00 | 16475.00 | 16625.00 | 15695.00 | -275.00 | -75.00 | -160.00 | -275.00 |
| 2023-05-31 | 15585.00 | 15500.00 | 15615.00 | 15450.00 | 15855.00 | 15780.00 | 15890.00 | 15725.00 | -270.00 | -280.00 | -275.00 | -275.00 |
| 2023-05-30 | 15640.00 | 15505.00 | 15650.00 | 15385.00 | 15920.00 | 15785.00 | 15925.00 | 15655.00 | -280.00 | -280.00 | -275.00 | -270.00 |
| 2023-05-29 | 15470.00 | 15645.00 | 15745.00 | 15395.00 | 15720.00 | 15930.00 | 16020.00 | 15650.00 | -250.00 | -285.00 | -275.00 | -255.00 |
| 2023-05-26 | 15570.00 | 15475.00 | 15590.00 | 15305.00 | 15815.00 | 15730.00 | 15870.00 | 15545.00 | -245.00 | -255.00 | -280.00 | -240.00 |
| 2023-05-25 | 15700.00 | 15565.00 | 15770.00 | 15420.00 | 16010.00 | 15840.00 | 16090.00 | 15695.00 | -310.00 | -275.00 | -320.00 | -275.00 |
| 2023-05-24 | 16155.00 | 15725.00 | 16210.00 | 15720.00 | 16450.00 | 16040.00 | 16530.00 | 16040.00 | -295.00 | -315.00 | -320.00 | -320.00 |
| 2023-05-23 | 16095.00 | 16135.00 | 16280.00 | 16055.00 | 16420.00 | 16465.00 | 16600.00 | 16370.00 | -325.00 | -330.00 | -320.00 | -315.00 |
| 2023-05-22 | 16005.00 | 16125.00 | 16340.00 | 15965.00 | 16300.00 | 16460.00 | 16645.00 | 16255.00 | -295.00 | -335.00 | -305.00 | -290.00 |
| 2023-05-19 | 15805.00 | 15995.00 | 16040.00 | 15690.00 | 16100.00 | 16290.00 | 16335.00 | 15990.00 | -295.00 | -295.00 | -295.00 | -300.00 |
| 2023-05-18 | 15770.00 | 15855.00 | 15955.00 | 15720.00 | 16080.00 | 16150.00 | 16245.00 | 16015.00 | -310.00 | -295.00 | -290.00 | -295.00 |
| 2023-05-17 | 15705.00 | 15720.00 | 15865.00 | 15675.00 | 16025.00 | 16025.00 | 16165.00 | 15975.00 | -320.00 | -305.00 | -300.00 | -300.00 |
| 2023-05-16 | 15795.00 | 15705.00 | 15900.00 | 15655.00 | 15635.00 | 15520.00 | 15725.00 | 15460.00 | 160.00 | 185.00 | 175.00 | 195.00 |
| 2023-05-15 | 15500.00 | 15760.00 | 15780.00 | 15380.00 | 15350.00 | 15595.00 | 15630.00 | 15230.00 | 150.00 | 165.00 | 150.00 | 150.00 |
| 2023-05-12 | 15600.00 | 15440.00 | 15605.00 | 15405.00 | 15440.00 | 15300.00 | 15490.00 | 15270.00 | 160.00 | 140.00 | 115.00 | 135.00 |
| 2023-05-11 | 15710.00 | 15620.00 | 15740.00 | 15565.00 | 15590.00 | 15475.00 | 15605.00 | 15425.00 | 120.00 | 145.00 | 135.00 | 140.00 |
| 2023-05-10 | 15600.00 | 15685.00 | 15830.00 | 15565.00 | 15880.00 | 15960.00 | 16115.00 | 15845.00 | -280.00 | -275.00 | -285.00 | -280.00 |
| 2023-05-09 | 15900.00 | 15600.00 | 15950.00 | 15535.00 | 16145.00 | 15890.00 | 16200.00 | 15820.00 | -245.00 | -290.00 | -250.00 | -285.00 |
| 2023-05-08 | 16050.00 | 15920.00 | 16065.00 | 15705.00 | 15915.00 | 15790.00 | 15935.00 | 15580.00 | 135.00 | 130.00 | 130.00 | 125.00 |
| 2023-05-05 | 15750.00 | 15995.00 | 16000.00 | 15750.00 | 15600.00 | 15865.00 | 15875.00 | 15585.00 | 150.00 | 130.00 | 125.00 | 165.00 |
| 2023-05-04 | 15360.00 | 15715.00 | 15775.00 | 15360.00 | 15315.00 | 15585.00 | 15650.00 | 15250.00 | 45.00 | 130.00 | 125.00 | 110.00 |
| 2023-04-28 | 15285.00 | 15485.00 | 15510.00 | 15245.00 | 15130.00 | 15370.00 | 15395.00 | 15120.00 | 155.00 | 115.00 | 115.00 | 125.00 |
| 2023-04-27 | 15275.00 | 15225.00 | 15355.00 | 15205.00 | 15140.00 | 15090.00 | 15225.00 | 15085.00 | 135.00 | 135.00 | 130.00 | 120.00 |
| 2023-04-26 | 15065.00 | 15325.00 | 15420.00 | 15030.00 | 14975.00 | 15185.00 | 15290.00 | 14905.00 | 90.00 | 140.00 | 130.00 | 125.00 |
| 2023-04-25 | 14915.00 | 15220.00 | 15315.00 | 14900.00 | 14805.00 | 15090.00 | 15190.00 | 14785.00 | 110.00 | 130.00 | 125.00 | 115.00 |
| 2023-04-24 | 14860.00 | 14895.00 | 14945.00 | 14740.00 | 14730.00 | 14765.00 | 14820.00 | 14625.00 | 130.00 | 130.00 | 125.00 | 115.00 |
| 2023-04-21 | 15080.00 | 14855.00 | 15100.00 | 14780.00 | 14905.00 | 14730.00 | 14965.00 | 14660.00 | 175.00 | 125.00 | 135.00 | 120.00 |
| 2023-04-20 | 15150.00 | 15175.00 | 15215.00 | 15085.00 | 15005.00 | 15040.00 | 15075.00 | 14955.00 | 145.00 | 135.00 | 140.00 | 130.00 |
| 2023-04-19 | 15150.00 | 15160.00 | 15230.00 | 15100.00 | 15065.00 | 15040.00 | 15095.00 | 14965.00 | 85.00 | 120.00 | 135.00 | 135.00 |
| 2023-04-18 | 15105.00 | 15145.00 | 15165.00 | 15045.00 | 14970.00 | 15020.00 | 15035.00 | 14915.00 | 135.00 | 125.00 | 130.00 | 130.00 |
| 2023-04-17 | 14840.00 | 15125.00 | 15170.00 | 14835.00 | 14680.00 | 14925.00 | 14980.00 | 14655.00 | 160.00 | 200.00 | 190.00 | 180.00 |
| 2023-04-14 | 14885.00 | 14795.00 | 15025.00 | 14765.00 | 14680.00 | 14615.00 | 14820.00 | 14580.00 | 205.00 | 180.00 | 205.00 | 185.00 |
| 2023-04-13 | 14775.00 | 14875.00 | 14880.00 | 14660.00 | 14600.00 | 14665.00 | 14670.00 | 14475.00 | 175.00 | 210.00 | 210.00 | 185.00 |
| 2023-04-12 | 14770.00 | 14730.00 | 14845.00 | 14675.00 | 14580.00 | 14550.00 | 14650.00 | 14490.00 | 190.00 | 180.00 | 195.00 | 185.00 |
| 2023-04-11 | 14795.00 | 14790.00 | 14825.00 | 14615.00 | 14600.00 | 14595.00 | 14625.00 | 14425.00 | 195.00 | 195.00 | 200.00 | 190.00 |
| 2023-04-10 | 14900.00 | 14810.00 | 14900.00 | 14755.00 | 14680.00 | 14610.00 | 14690.00 | 14555.00 | 220.00 | 200.00 | 210.00 | 200.00 |
| 2023-04-07 | 14485.00 | 14680.00 | 14715.00 | 14475.00 | 14695.00 | 14900.00 | 14935.00 | 14685.00 | -210.00 | -220.00 | -220.00 | -210.00 |
| 2023-04-06 | 14290.00 | 14485.00 | 14505.00 | 14280.00 | 14490.00 | 14695.00 | 14710.00 | 14465.00 | -200.00 | -210.00 | -205.00 | -185.00 |
| 2023-04-04 | 14340.00 | 14365.00 | 14395.00 | 14305.00 | 14540.00 | 14550.00 | 14590.00 | 14495.00 | -200.00 | -185.00 | -195.00 | -190.00 |
| 2023-04-03 | 14310.00 | 14335.00 | 14430.00 | 14245.00 | 14515.00 | 14530.00 | 14630.00 | 14445.00 | -205.00 | -195.00 | -200.00 | -200.00 |
| 2023-03-31 | 14355.00 | 14325.00 | 14370.00 | 14265.00 | 14525.00 | 14515.00 | 14555.00 | 14450.00 | -170.00 | -190.00 | -185.00 | -185.00 |
| 2023-03-30 | 14445.00 | 14325.00 | 14450.00 | 14255.00 | 14590.00 | 14490.00 | 14605.00 | 14420.00 | -145.00 | -165.00 | -155.00 | -165.00 |
| 2023-03-29 | 14210.00 | 14380.00 | 14485.00 | 14210.00 | 14385.00 | 14540.00 | 14650.00 | 14385.00 | -175.00 | -160.00 | -165.00 | -175.00 |
| 2023-03-28 | 13980.00 | 14205.00 | 14225.00 | 13965.00 | 14140.00 | 14380.00 | 14400.00 | 14140.00 | -160.00 | -175.00 | -175.00 | -175.00 |
| 2023-03-27 | 13810.00 | 13910.00 | 13930.00 | 13740.00 | 14000.00 | 14085.00 | 14115.00 | 13935.00 | -190.00 | -175.00 | -185.00 | -195.00 |
| 2023-03-24 | 13970.00 | 13895.00 | 14005.00 | 13825.00 | 14175.00 | 14090.00 | 14200.00 | 14025.00 | -205.00 | -195.00 | -195.00 | -200.00 |
| 2023-03-23 | 14040.00 | 13965.00 | 14055.00 | 13930.00 | 14225.00 | 14165.00 | 14245.00 | 14125.00 | -185.00 | -200.00 | -190.00 | -195.00 |
| 2023-03-22 | 14050.00 | 13990.00 | 14065.00 | 13915.00 | 14250.00 | 14180.00 | 14270.00 | 14120.00 | -200.00 | -190.00 | -205.00 | -205.00 |
| 2023-03-21 | 14020.00 | 13930.00 | 14080.00 | 13860.00 | 14225.00 | 14145.00 | 14285.00 | 14080.00 | -205.00 | -215.00 | -205.00 | -220.00 |
| 2023-03-20 | 13850.00 | 13980.00 | 14240.00 | 13805.00 | 14070.00 | 14185.00 | 14420.00 | 14015.00 | -220.00 | -205.00 | -180.00 | -210.00 |
| 2023-03-17 | 13860.00 | 13900.00 | 13960.00 | 13715.00 | 14065.00 | 14115.00 | 14170.00 | 13930.00 | -205.00 | -215.00 | -210.00 | -215.00 |
| 2023-03-16 | 14160.00 | 13830.00 | 14200.00 | 13810.00 | 14370.00 | 14040.00 | 14385.00 | 14020.00 | -210.00 | -210.00 | -185.00 | -210.00 |
| 2023-03-15 | 14265.00 | 14275.00 | 14355.00 | 14245.00 | 14450.00 | 14470.00 | 14545.00 | 14435.00 | -185.00 | -195.00 | -190.00 | -190.00 |
| 2023-03-14 | 14150.00 | 14235.00 | 14395.00 | 14100.00 | 14340.00 | 14425.00 | 14580.00 | 14285.00 | -190.00 | -190.00 | -185.00 | -185.00 |
| 2023-03-13 | 14330.00 | 14235.00 | 14375.00 | 14155.00 | 14510.00 | 14445.00 | 14575.00 | 14360.00 | -180.00 | -210.00 | -200.00 | -205.00 |
| 2023-03-10 | 14530.00 | 14340.00 | 14590.00 | 14275.00 | 14740.00 | 14540.00 | 14780.00 | 14470.00 | -210.00 | -200.00 | -190.00 | -195.00 |
| 2023-03-09 | 14650.00 | 14485.00 | 14750.00 | 14475.00 | 14840.00 | 14670.00 | 14925.00 | 14660.00 | -190.00 | -185.00 | -175.00 | -185.00 |
| 2023-03-08 | 14660.00 | 14665.00 | 14700.00 | 14575.00 | 14850.00 | 14835.00 | 14885.00 | 14755.00 | -190.00 | -170.00 | -185.00 | -180.00 |
| 2023-03-07 | 14670.00 | 14665.00 | 14730.00 | 14530.00 | 14850.00 | 14860.00 | 14920.00 | 14710.00 | -180.00 | -195.00 | -190.00 | -180.00 |
| 2023-03-06 | 14705.00 | 14690.00 | 14780.00 | 14610.00 | 14850.00 | 14865.00 | 14945.00 | 14765.00 | -145.00 | -175.00 | -165.00 | -155.00 |
| 2023-03-03 | 14710.00 | 14750.00 | 14770.00 | 14655.00 | 14850.00 | 14900.00 | 14930.00 | 14810.00 | -140.00 | -150.00 | -160.00 | -155.00 |
| 2023-03-02 | 14465.00 | 14710.00 | 14735.00 | 14440.00 | 14660.00 | 14860.00 | 14895.00 | 14620.00 | -195.00 | -150.00 | -160.00 | -180.00 |
| 2023-03-01 | 14385.00 | 14445.00 | 14475.00 | 14315.00 | 14565.00 | 14640.00 | 14660.00 | 14495.00 | -180.00 | -195.00 | -185.00 | -180.00 |
| 2023-02-28 | 14265.00 | 14365.00 | 14370.00 | 14245.00 | 14465.00 | 14550.00 | 14565.00 | 14425.00 | -200.00 | -185.00 | -195.00 | -180.00 |
| 2023-02-27 | 14280.00 | 14290.00 | 14360.00 | 14215.00 | 14450.00 | 14475.00 | 14540.00 | 14395.00 | -170.00 | -185.00 | -180.00 | -180.00 |
| 2023-02-24 | 14490.00 | 14285.00 | 14530.00 | 14260.00 | 14640.00 | 14455.00 | 14690.00 | 14425.00 | -150.00 | -170.00 | -160.00 | -165.00 |
| 2023-02-23 | 14455.00 | 14445.00 | 14520.00 | 14430.00 | 14610.00 | 14610.00 | 14675.00 | 14590.00 | -155.00 | -165.00 | -155.00 | -160.00 |
| 2023-02-22 | 14470.00 | 14465.00 | 14540.00 | 14390.00 | 14630.00 | 14630.00 | 14710.00 | 14570.00 | -160.00 | -165.00 | -170.00 | -180.00 |
| 2023-02-21 | 14355.00 | 14460.00 | 14480.00 | 14355.00 | 14380.00 | 14500.00 | 14520.00 | 14380.00 | -25.00 | -40.00 | -40.00 | -25.00 |
| 2023-02-20 | 14150.00 | 14370.00 | 14390.00 | 14130.00 | 14175.00 | 14410.00 | 14425.00 | 14175.00 | -25.00 | -40.00 | -35.00 | -45.00 |
| 2023-02-17 | 14330.00 | 14170.00 | 14330.00 | 14155.00 | 14370.00 | 14215.00 | 14380.00 | 14200.00 | -40.00 | -45.00 | -50.00 | -45.00 |
| 2023-02-16 | 14350.00 | 14350.00 | 14395.00 | 14250.00 | 14390.00 | 14390.00 | 14435.00 | 14290.00 | -40.00 | -40.00 | -40.00 | -40.00 |
| 2023-02-15 | 14300.00 | 14350.00 | 14460.00 | 14260.00 | 14480.00 | 14510.00 | 14615.00 | 14415.00 | -180.00 | -160.00 | -155.00 | -155.00 |
| 2023-02-14 | 14365.00 | 14310.00 | 14365.00 | 14085.00 | 14510.00 | 14480.00 | 14515.00 | 14245.00 | -145.00 | -170.00 | -150.00 | -160.00 |
| 2023-02-13 | 14500.00 | 14315.00 | 14520.00 | 14300.00 | 14620.00 | 14460.00 | 14660.00 | 14440.00 | -120.00 | -145.00 | -140.00 | -140.00 |
| 2023-02-10 | 14835.00 | 14480.00 | 14860.00 | 14435.00 | 14870.00 | 14525.00 | 14895.00 | 14485.00 | -35.00 | -45.00 | -35.00 | -50.00 |
| 2023-02-09 | 14800.00 | 14830.00 | 14860.00 | 14730.00 | 14825.00 | 14865.00 | 14890.00 | 14765.00 | -25.00 | -35.00 | -30.00 | -35.00 |
| 2023-02-08 | 14915.00 | 14780.00 | 14920.00 | 14735.00 | 14930.00 | 14815.00 | 14945.00 | 14770.00 | -15.00 | -35.00 | -25.00 | -35.00 |
| 2023-02-07 | 14935.00 | 14915.00 | 15030.00 | 14815.00 | 14955.00 | 14940.00 | 15055.00 | 14845.00 | -20.00 | -25.00 | -25.00 | -30.00 |
| 2023-02-06 | 15050.00 | 14925.00 | 15090.00 | 14720.00 | 15170.00 | 15035.00 | 15190.00 | 14810.00 | -120.00 | -110.00 | -100.00 | -90.00 |
| 2023-02-03 | 15100.00 | 15045.00 | 15135.00 | 14905.00 | 15170.00 | 15155.00 | 15245.00 | 15005.00 | -70.00 | -110.00 | -110.00 | -100.00 |
| 2023-02-02 | 15190.00 | 15105.00 | 15275.00 | 14980.00 | 15175.00 | 15100.00 | 15275.00 | 14975.00 | 15.00 | 5.00 | 0.00 | 5.00 |
| 2023-02-01 | 15080.00 | 15190.00 | 15230.00 | 15015.00 | 15115.00 | 15195.00 | 15235.00 | 15040.00 | -35.00 | -5.00 | -5.00 | -25.00 |
| 2023-01-31 | 14905.00 | 15100.00 | 15180.00 | 14900.00 | 14885.00 | 15120.00 | 15205.00 | 14885.00 | 20.00 | -20.00 | -25.00 | 15.00 |
| 2023-01-30 | 15050.00 | 14885.00 | 15120.00 | 14855.00 | 15030.00 | 14890.00 | 15130.00 | 14875.00 | 20.00 | -5.00 | -10.00 | -20.00 |
| 2023-01-20 | 14790.00 | 14850.00 | 14930.00 | 14780.00 | 14795.00 | 14880.00 | 14925.00 | 14785.00 | -5.00 | -30.00 | 5.00 | -5.00 |
| 2023-01-19 | 14710.00 | 14810.00 | 14915.00 | 14675.00 | 14720.00 | 14805.00 | 14910.00 | 14675.00 | -10.00 | 5.00 | 5.00 | 0.00 |
| 2023-01-18 | 14415.00 | 14705.00 | 14745.00 | 14395.00 | 14530.00 | 14840.00 | 14880.00 | 14530.00 | -115.00 | -135.00 | -135.00 | -135.00 |
| 2023-01-17 | 14280.00 | 14375.00 | 14405.00 | 14245.00 | 14280.00 | 14375.00 | 14415.00 | 14255.00 | 0.00 | 0.00 | -10.00 | -10.00 |