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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022-08-18 | 15495.00 | 14835.00 | 15565.00 | 14805.00 | 15615.00 | 14945.00 | 15680.00 | 14925.00 | -120.00 | -110.00 | -115.00 | -120.00 |
| 2022-08-17 | 15605.00 | 15530.00 | 15790.00 | 15385.00 | 15950.00 | 15800.00 | 16030.00 | 15655.00 | -345.00 | -270.00 | -240.00 | -270.00 |
| 2022-08-16 | 15520.00 | 15430.00 | 15735.00 | 15335.00 | 15980.00 | 15750.00 | 15990.00 | 15645.00 | -460.00 | -320.00 | -255.00 | -310.00 |
| 2022-08-15 | 14810.00 | 15510.00 | 15625.00 | 14665.00 | 15100.00 | 16000.00 | 16020.00 | 14970.00 | -290.00 | -490.00 | -395.00 | -305.00 |
| 2022-08-12 | 14785.00 | 14755.00 | 15100.00 | 14650.00 | 15025.00 | 15035.00 | 15325.00 | 14950.00 | -240.00 | -280.00 | -225.00 | -300.00 |
| 2022-08-11 | 14320.00 | 14765.00 | 14825.00 | 14245.00 | 14660.00 | 15020.00 | 15065.00 | 14540.00 | -340.00 | -255.00 | -240.00 | -295.00 |
| 2022-08-10 | 14390.00 | 14225.00 | 14470.00 | 14150.00 | 14610.00 | 14570.00 | 14730.00 | 14530.00 | -220.00 | -345.00 | -260.00 | -380.00 |
| 2022-08-09 | 14200.00 | 14295.00 | 14395.00 | 14130.00 | 14550.00 | 14595.00 | 14660.00 | 14500.00 | -350.00 | -300.00 | -265.00 | -370.00 |
| 2022-08-08 | 13790.00 | 14210.00 | 14275.00 | 13750.00 | 14500.00 | 14550.00 | 14660.00 | 14440.00 | -710.00 | -340.00 | -385.00 | -690.00 |
| 2022-08-05 | 13810.00 | 13790.00 | 13890.00 | 13575.00 | 14500.00 | 14495.00 | 14595.00 | 14390.00 | -690.00 | -705.00 | -705.00 | -815.00 |
| 2022-08-04 | 13990.00 | 13860.00 | 14030.00 | 13760.00 | 14605.00 | 14590.00 | 14690.00 | 14475.00 | -615.00 | -730.00 | -660.00 | -715.00 |
| 2022-08-03 | 13820.00 | 13970.00 | 14110.00 | 13810.00 | 14420.00 | 14580.00 | 14680.00 | 14380.00 | -600.00 | -610.00 | -570.00 | -570.00 |
| 2022-08-02 | 14075.00 | 13855.00 | 14155.00 | 13725.00 | 14500.00 | 14485.00 | 14650.00 | 14350.00 | -425.00 | -630.00 | -495.00 | -625.00 |
| 2022-08-01 | 14935.00 | 14560.00 | 15025.00 | 14420.00 | 14600.00 | 14150.00 | 14765.00 | 14050.00 | 335.00 | 410.00 | 260.00 | 370.00 |
| 2022-07-29 | 14815.00 | 14920.00 | 15195.00 | 14645.00 | 14415.00 | 14570.00 | 14925.00 | 14320.00 | 400.00 | 350.00 | 270.00 | 325.00 |
| 2022-07-28 | 14860.00 | 14815.00 | 15030.00 | 14705.00 | 14330.00 | 14385.00 | 14540.00 | 14285.00 | 530.00 | 430.00 | 490.00 | 420.00 |
| 2022-07-27 | 15115.00 | 14845.00 | 15135.00 | 14625.00 | 14315.00 | 14270.00 | 14430.00 | 14165.00 | 800.00 | 575.00 | 705.00 | 460.00 |
| 2022-07-26 | 15180.00 | 14985.00 | 15260.00 | 14835.00 | 14215.00 | 14210.00 | 14315.00 | 14020.00 | 965.00 | 775.00 | 945.00 | 815.00 |
| 2022-07-25 | 15130.00 | 15140.00 | 15545.00 | 14920.00 | 14405.00 | 14150.00 | 14520.00 | 14035.00 | 725.00 | 990.00 | 1025.00 | 885.00 |
| 2022-07-22 | 14615.00 | 15195.00 | 15265.00 | 14550.00 | 14260.00 | 14465.00 | 14510.00 | 14130.00 | 355.00 | 730.00 | 755.00 | 420.00 |
| 2022-07-21 | 14580.00 | 14835.00 | 14965.00 | 14550.00 | 14475.00 | 14425.00 | 14750.00 | 14220.00 | 105.00 | 410.00 | 215.00 | 330.00 |
| 2022-07-20 | 14140.00 | 14485.00 | 14810.00 | 14055.00 | 13960.00 | 14355.00 | 14710.00 | 13830.00 | 180.00 | 130.00 | 100.00 | 225.00 |
| 2022-07-19 | 15495.00 | 14110.00 | 15630.00 | 14025.00 | 15100.00 | 13910.00 | 15300.00 | 13835.00 | 395.00 | 200.00 | 330.00 | 190.00 |
| 2022-07-18 | 14230.00 | 15275.00 | 15275.00 | 14105.00 | 13985.00 | 14505.00 | 14505.00 | 13940.00 | 245.00 | 770.00 | 770.00 | 165.00 |
| 2022-07-15 | 14635.00 | 14215.00 | 14635.00 | 13560.00 | 14000.00 | 13920.00 | 14000.00 | 13435.00 | 635.00 | 295.00 | 635.00 | 125.00 |
| 2022-07-14 | 14700.00 | 14700.00 | 15080.00 | 14570.00 | 14220.00 | 14125.00 | 14540.00 | 14105.00 | 480.00 | 575.00 | 540.00 | 465.00 |
| 2022-07-13 | 15855.00 | 15025.00 | 15935.00 | 14790.00 | 15195.00 | 14540.00 | 15255.00 | 14540.00 | 660.00 | 485.00 | 680.00 | 250.00 |
| 2022-07-12 | 16315.00 | 15990.00 | 16375.00 | 15925.00 | 15600.00 | 15315.00 | 15640.00 | 15245.00 | 715.00 | 675.00 | 735.00 | 680.00 |
| 2022-07-11 | 16950.00 | 16440.00 | 16960.00 | 16325.00 | 15970.00 | 15695.00 | 15975.00 | 15620.00 | 980.00 | 745.00 | 985.00 | 705.00 |
| 2022-07-08 | 17020.00 | 16465.00 | 17020.00 | 16220.00 | 16000.00 | 15575.00 | 16000.00 | 15430.00 | 1020.00 | 890.00 | 1020.00 | 790.00 |
| 2022-07-07 | 17130.00 | 16745.00 | 17200.00 | 16580.00 | 15830.00 | 15625.00 | 15900.00 | 15465.00 | 1300.00 | 1120.00 | 1300.00 | 1115.00 |
| 2022-07-06 | 17050.00 | 17260.00 | 17340.00 | 16530.00 | 16145.00 | 15910.00 | 16220.00 | 15530.00 | 905.00 | 1350.00 | 1120.00 | 1000.00 |
| 2022-07-05 | 17350.00 | 17210.00 | 17425.00 | 17030.00 | 16505.00 | 16395.00 | 16610.00 | 16145.00 | 845.00 | 815.00 | 815.00 | 885.00 |
| 2022-07-04 | 17340.00 | 17300.00 | 17580.00 | 17230.00 | 16595.00 | 16485.00 | 16755.00 | 16400.00 | 745.00 | 815.00 | 825.00 | 830.00 |
| 2022-07-01 | 17675.00 | 17315.00 | 17745.00 | 17140.00 | 17050.00 | 16590.00 | 17130.00 | 16470.00 | 625.00 | 725.00 | 615.00 | 670.00 |
| 2022-06-30 | 17640.00 | 17655.00 | 18075.00 | 17440.00 | 17015.00 | 17060.00 | 17435.00 | 16815.00 | 625.00 | 595.00 | 640.00 | 625.00 |
| 2022-06-29 | 17530.00 | 17575.00 | 17645.00 | 17045.00 | 16945.00 | 16915.00 | 17015.00 | 16535.00 | 585.00 | 660.00 | 630.00 | 510.00 |
| 2022-06-28 | 17190.00 | 17615.00 | 17675.00 | 16505.00 | 16620.00 | 17000.00 | 17180.00 | 15920.00 | 570.00 | 615.00 | 495.00 | 585.00 |
| 2022-06-27 | 17650.00 | 17145.00 | 17710.00 | 17055.00 | 17015.00 | 16605.00 | 17135.00 | 16475.00 | 635.00 | 540.00 | 575.00 | 580.00 |
| 2022-06-24 | 18360.00 | 17230.00 | 18460.00 | 16885.00 | 17460.00 | 16710.00 | 17560.00 | 16635.00 | 900.00 | 520.00 | 900.00 | 250.00 |
| 2022-06-23 | 18760.00 | 18435.00 | 18815.00 | 18160.00 | 17820.00 | 17565.00 | 18090.00 | 17310.00 | 940.00 | 870.00 | 725.00 | 850.00 |
| 2022-06-22 | 19070.00 | 18890.00 | 19285.00 | 18840.00 | 18350.00 | 17985.00 | 18465.00 | 17905.00 | 720.00 | 905.00 | 820.00 | 935.00 |
| 2022-06-21 | 19240.00 | 19065.00 | 19380.00 | 19040.00 | 18600.00 | 18365.00 | 18720.00 | 18335.00 | 640.00 | 700.00 | 660.00 | 705.00 |
| 2022-06-20 | 19575.00 | 19240.00 | 19645.00 | 18750.00 | 19105.00 | 18590.00 | 19165.00 | 18320.00 | 470.00 | 650.00 | 480.00 | 430.00 |
| 2022-06-17 | 19535.00 | 19515.00 | 19645.00 | 19480.00 | 19105.00 | 19075.00 | 19270.00 | 19060.00 | 430.00 | 440.00 | 375.00 | 420.00 |
| 2022-06-16 | 19860.00 | 19560.00 | 19900.00 | 19485.00 | 19380.00 | 19105.00 | 19460.00 | 19020.00 | 480.00 | 455.00 | 440.00 | 465.00 |
| 2022-06-15 | 20340.00 | 19860.00 | 20350.00 | 19820.00 | 19845.00 | 19385.00 | 19890.00 | 19380.00 | 495.00 | 475.00 | 460.00 | 440.00 |
| 2022-06-14 | 20320.00 | 20365.00 | 20380.00 | 20255.00 | 20005.00 | 19890.00 | 20015.00 | 19855.00 | 315.00 | 475.00 | 365.00 | 400.00 |
| 2022-06-13 | 20300.00 | 20320.00 | 20370.00 | 20030.00 | 20015.00 | 19970.00 | 20060.00 | 19700.00 | 285.00 | 350.00 | 310.00 | 330.00 |
| 2022-06-10 | 20390.00 | 20320.00 | 20500.00 | 20260.00 | 20110.00 | 20020.00 | 20185.00 | 19975.00 | 280.00 | 300.00 | 315.00 | 285.00 |
| 2022-06-09 | 20320.00 | 20390.00 | 20490.00 | 20300.00 | 20005.00 | 20120.00 | 20175.00 | 20005.00 | 315.00 | 270.00 | 315.00 | 295.00 |
| 2022-06-08 | 20300.00 | 20320.00 | 20370.00 | 20240.00 | 19950.00 | 20005.00 | 20050.00 | 19935.00 | 350.00 | 315.00 | 320.00 | 305.00 |
| 2022-06-07 | 20445.00 | 20290.00 | 20575.00 | 20280.00 | 20050.00 | 19950.00 | 20195.00 | 19940.00 | 395.00 | 340.00 | 380.00 | 340.00 |
| 2022-06-06 | 20375.00 | 20415.00 | 20465.00 | 20155.00 | 20030.00 | 20025.00 | 20080.00 | 19790.00 | 345.00 | 390.00 | 385.00 | 365.00 |
| 2022-06-02 | 20390.00 | 20280.00 | 20475.00 | 20205.00 | 20360.00 | 20220.00 | 20430.00 | 20155.00 | 30.00 | 60.00 | 45.00 | 50.00 |
| 2022-06-01 | 20575.00 | 20440.00 | 20630.00 | 20410.00 | 20605.00 | 20400.00 | 20605.00 | 20360.00 | -30.00 | 40.00 | 25.00 | 50.00 |
| 2022-05-31 | 20150.00 | 20655.00 | 20720.00 | 20120.00 | 20075.00 | 20605.00 | 20675.00 | 20075.00 | 75.00 | 50.00 | 45.00 | 45.00 |
| 2022-05-30 | 20540.00 | 20115.00 | 20620.00 | 20060.00 | 20505.00 | 20075.00 | 20585.00 | 20030.00 | 35.00 | 40.00 | 35.00 | 30.00 |
| 2022-05-27 | 20510.00 | 20540.00 | 20570.00 | 20420.00 | 20440.00 | 20505.00 | 20540.00 | 20385.00 | 70.00 | 35.00 | 30.00 | 35.00 |
| 2022-05-26 | 20660.00 | 20510.00 | 20715.00 | 20370.00 | 20610.00 | 20485.00 | 20690.00 | 20345.00 | 50.00 | 25.00 | 25.00 | 25.00 |
| 2022-05-25 | 20670.00 | 20565.00 | 20730.00 | 20335.00 | 20660.00 | 20535.00 | 20710.00 | 20330.00 | 10.00 | 30.00 | 20.00 | 5.00 |
| 2022-05-24 | 20950.00 | 20680.00 | 21055.00 | 20680.00 | 20855.00 | 20660.00 | 21030.00 | 20660.00 | 95.00 | 20.00 | 25.00 | 20.00 |
| 2022-05-23 | 21230.00 | 20950.00 | 21260.00 | 20875.00 | 21220.00 | 20895.00 | 21240.00 | 20840.00 | 10.00 | 55.00 | 20.00 | 35.00 |
| 2022-05-20 | 21155.00 | 21285.00 | 21330.00 | 21135.00 | 21120.00 | 21265.00 | 21305.00 | 21105.00 | 35.00 | 20.00 | 25.00 | 30.00 |
| 2022-05-19 | 21220.00 | 21235.00 | 21280.00 | 21150.00 | 21225.00 | 21200.00 | 21250.00 | 21110.00 | -5.00 | 35.00 | 30.00 | 40.00 |
| 2022-05-18 | 21415.00 | 21285.00 | 21425.00 | 21280.00 | 21380.00 | 21255.00 | 21390.00 | 21245.00 | 35.00 | 30.00 | 35.00 | 35.00 |
| 2022-05-17 | 21400.00 | 21485.00 | 21520.00 | 21320.00 | 21410.00 | 21450.00 | 21505.00 | 21325.00 | -10.00 | 35.00 | 15.00 | -5.00 |
| 2022-05-16 | 21300.00 | 21350.00 | 21370.00 | 21185.00 | 21370.00 | 21360.00 | 21375.00 | 21210.00 | -70.00 | -10.00 | -5.00 | -25.00 |
| 2022-05-13 | 21305.00 | 21380.00 | 21410.00 | 21105.00 | 21305.00 | 21380.00 | 21435.00 | 21150.00 | 0.00 | 0.00 | -25.00 | -45.00 |
| 2022-05-12 | 21235.00 | 21245.00 | 21325.00 | 21200.00 | 21305.00 | 21265.00 | 21380.00 | 21255.00 | -70.00 | -20.00 | -55.00 | -55.00 |
| 2022-05-11 | 21200.00 | 21275.00 | 21345.00 | 21155.00 | 21265.00 | 21320.00 | 21380.00 | 21200.00 | -65.00 | -45.00 | -35.00 | -45.00 |
| 2022-05-10 | 21265.00 | 21185.00 | 21320.00 | 21135.00 | 21330.00 | 21270.00 | 21410.00 | 21245.00 | -65.00 | -85.00 | -90.00 | -110.00 |
| 2022-05-09 | 21355.00 | 21155.00 | 21445.00 | 21150.00 | 21400.00 | 21260.00 | 21485.00 | 21240.00 | -45.00 | -105.00 | -40.00 | -90.00 |
| 2022-05-06 | 21885.00 | 21300.00 | 21885.00 | 21280.00 | 21850.00 | 21340.00 | 21865.00 | 21305.00 | 35.00 | -40.00 | 20.00 | -25.00 |
| 2022-05-05 | 21950.00 | 21895.00 | 22035.00 | 21850.00 | 22005.00 | 21885.00 | 22050.00 | 21860.00 | -55.00 | 10.00 | -15.00 | -10.00 |
| 2022-04-29 | 21730.00 | 21770.00 | 21835.00 | 21455.00 | 21780.00 | 21790.00 | 21865.00 | 21505.00 | -50.00 | -20.00 | -30.00 | -50.00 |
| 2022-04-28 | 21255.00 | 21735.00 | 21735.00 | 21205.00 | 21365.00 | 21800.00 | 21800.00 | 21330.00 | -110.00 | -65.00 | -65.00 | -125.00 |
| 2022-04-27 | 21125.00 | 21115.00 | 21200.00 | 21055.00 | 21300.00 | 21245.00 | 21370.00 | 21230.00 | -175.00 | -130.00 | -170.00 | -175.00 |
| 2022-04-26 | 21085.00 | 21130.00 | 21210.00 | 20995.00 | 21205.00 | 21300.00 | 21350.00 | 21125.00 | -120.00 | -170.00 | -140.00 | -130.00 |
| 2022-04-25 | 21450.00 | 21085.00 | 21500.00 | 21080.00 | 21475.00 | 21170.00 | 21575.00 | 21165.00 | -25.00 | -85.00 | -75.00 | -85.00 |
| 2022-04-22 | 21405.00 | 21455.00 | 21545.00 | 21380.00 | 21640.00 | 21690.00 | 21695.00 | 21640.00 | -235.00 | -235.00 | -150.00 | -260.00 |
| 2022-04-21 | 21450.00 | 21445.00 | 21475.00 | 21380.00 | 21680.00 | 21675.00 | 21695.00 | 21630.00 | -230.00 | -230.00 | -220.00 | -250.00 |
| 2022-04-20 | 21515.00 | 21400.00 | 21515.00 | 21355.00 | 21590.00 | 21650.00 | 21685.00 | 21485.00 | -75.00 | -250.00 | -170.00 | -130.00 |
| 2022-04-19 | 21520.00 | 21570.00 | 21660.00 | 21515.00 | 21585.00 | 21635.00 | 21700.00 | 21585.00 | -65.00 | -65.00 | -40.00 | -70.00 |
| 2022-04-18 | 21490.00 | 21505.00 | 21780.00 | 21455.00 | 21580.00 | 21600.00 | 21785.00 | 21545.00 | -90.00 | -95.00 | -5.00 | -90.00 |
| 2022-04-15 | 21500.00 | 21595.00 | 21600.00 | 21340.00 | 21270.00 | 21490.00 | 21500.00 | 21205.00 | 230.00 | 105.00 | 100.00 | 135.00 |
| 2022-04-14 | 21565.00 | 21550.00 | 21635.00 | 21400.00 | 21230.00 | 21305.00 | 21360.00 | 21080.00 | 335.00 | 245.00 | 275.00 | 320.00 |
| 2022-04-13 | 21650.00 | 21515.00 | 21680.00 | 21505.00 | 21180.00 | 21180.00 | 21310.00 | 21135.00 | 470.00 | 335.00 | 370.00 | 370.00 |
| 2022-04-12 | 21530.00 | 21630.00 | 21685.00 | 21500.00 | 20850.00 | 21145.00 | 21175.00 | 20815.00 | 680.00 | 485.00 | 510.00 | 685.00 |
| 2022-04-11 | 21630.00 | 21555.00 | 21650.00 | 21530.00 | 20925.00 | 20880.00 | 20965.00 | 20835.00 | 705.00 | 675.00 | 685.00 | 695.00 |
| 2022-04-08 | 21565.00 | 21605.00 | 21640.00 | 21470.00 | 20860.00 | 20925.00 | 20950.00 | 20785.00 | 705.00 | 680.00 | 690.00 | 685.00 |
| 2022-04-07 | 21655.00 | 21575.00 | 21670.00 | 21495.00 | 20960.00 | 20910.00 | 20975.00 | 20780.00 | 695.00 | 665.00 | 695.00 | 715.00 |
| 2022-04-06 | 21765.00 | 21675.00 | 21935.00 | 21630.00 | 21120.00 | 20965.00 | 21220.00 | 20860.00 | 645.00 | 710.00 | 715.00 | 770.00 |
| 2022-04-01 | 21755.00 | 21740.00 | 21870.00 | 21595.00 | 21145.00 | 21105.00 | 21205.00 | 20960.00 | 610.00 | 635.00 | 665.00 | 635.00 |
| 2022-03-31 | 21760.00 | 21755.00 | 21810.00 | 21680.00 | 21130.00 | 21145.00 | 21225.00 | 21065.00 | 630.00 | 610.00 | 585.00 | 615.00 |
| 2022-03-30 | 21650.00 | 21745.00 | 21830.00 | 21620.00 | 20980.00 | 21155.00 | 21255.00 | 20960.00 | 670.00 | 590.00 | 575.00 | 660.00 |
| 2022-03-29 | 21845.00 | 21740.00 | 21900.00 | 21665.00 | 21195.00 | 21135.00 | 21235.00 | 20965.00 | 650.00 | 605.00 | 665.00 | 700.00 |
| 2022-03-28 | 21790.00 | 21875.00 | 22000.00 | 21700.00 | 20990.00 | 21250.00 | 21400.00 | 20925.00 | 800.00 | 625.00 | 600.00 | 775.00 |
| 2022-03-25 | 21635.00 | 21790.00 | 21795.00 | 21560.00 | 20685.00 | 20975.00 | 20995.00 | 20635.00 | 950.00 | 815.00 | 800.00 | 925.00 |
| 2022-03-24 | 21605.00 | 21600.00 | 21640.00 | 21525.00 | 20660.00 | 20650.00 | 20685.00 | 20565.00 | 945.00 | 950.00 | 955.00 | 960.00 |