本页面展示红枣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。
关于红枣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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022-03-22 | 12150.00 | 11905.00 | 12190.00 | 11880.00 | 13050.00 | 12735.00 | 13050.00 | 12725.00 | -900.00 | -830.00 | -860.00 | -845.00 |
| 2022-03-21 | 12030.00 | 12230.00 | 12460.00 | 11945.00 | 12650.00 | 13095.00 | 13300.00 | 12650.00 | -620.00 | -865.00 | -840.00 | -705.00 |
| 2022-03-18 | 11745.00 | 12025.00 | 12100.00 | 11745.00 | 12395.00 | 12665.00 | 12695.00 | 12390.00 | -650.00 | -640.00 | -595.00 | -645.00 |
| 2022-03-17 | 11800.00 | 11680.00 | 11990.00 | 11570.00 | 12630.00 | 12355.00 | 12750.00 | 12280.00 | -830.00 | -675.00 | -760.00 | -710.00 |
| 2022-03-16 | 11900.00 | 11850.00 | 12120.00 | 11600.00 | 12800.00 | 12615.00 | 12960.00 | 12520.00 | -900.00 | -765.00 | -840.00 | -920.00 |
| 2022-03-15 | 12095.00 | 11980.00 | 12240.00 | 11950.00 | 12910.00 | 12855.00 | 13035.00 | 12800.00 | -815.00 | -875.00 | -795.00 | -850.00 |
| 2022-03-14 | 12165.00 | 12105.00 | 12335.00 | 11905.00 | 12940.00 | 12910.00 | 13150.00 | 12745.00 | -775.00 | -805.00 | -815.00 | -840.00 |
| 2022-03-11 | 12220.00 | 12220.00 | 12385.00 | 12020.00 | 13000.00 | 12990.00 | 13140.00 | 12800.00 | -780.00 | -770.00 | -755.00 | -780.00 |
| 2022-03-10 | 12250.00 | 12220.00 | 12575.00 | 12070.00 | 12930.00 | 13010.00 | 13265.00 | 12845.00 | -680.00 | -790.00 | -690.00 | -775.00 |
| 2022-03-09 | 12000.00 | 12155.00 | 12385.00 | 11805.00 | 12700.00 | 12910.00 | 13065.00 | 12525.00 | -700.00 | -755.00 | -680.00 | -720.00 |
| 2022-03-08 | 12670.00 | 12005.00 | 12755.00 | 11960.00 | 13125.00 | 12700.00 | 13325.00 | 12615.00 | -455.00 | -695.00 | -570.00 | -655.00 |
| 2022-03-07 | 13190.00 | 12755.00 | 13350.00 | 12750.00 | 13730.00 | 13270.00 | 13815.00 | 13140.00 | -540.00 | -515.00 | -465.00 | -390.00 |
| 2022-03-04 | 13155.00 | 13170.00 | 13380.00 | 13150.00 | 13550.00 | 13660.00 | 13845.00 | 13550.00 | -395.00 | -490.00 | -465.00 | -400.00 |
| 2022-03-03 | 13030.00 | 13125.00 | 13235.00 | 12880.00 | 13460.00 | 13530.00 | 13695.00 | 13400.00 | -430.00 | -405.00 | -460.00 | -520.00 |
| 2022-03-02 | 13380.00 | 13020.00 | 13400.00 | 13020.00 | 13905.00 | 13545.00 | 13950.00 | 13500.00 | -525.00 | -525.00 | -550.00 | -480.00 |
| 2022-03-01 | 13260.00 | 13250.00 | 13435.00 | 13195.00 | 13835.00 | 13830.00 | 13990.00 | 13795.00 | -575.00 | -580.00 | -555.00 | -600.00 |
| 2022-02-28 | 13300.00 | 13320.00 | 13530.00 | 13180.00 | 13960.00 | 13850.00 | 14135.00 | 13810.00 | -660.00 | -530.00 | -605.00 | -630.00 |
| 2022-02-25 | 13800.00 | 13390.00 | 13820.00 | 13210.00 | 14310.00 | 13985.00 | 14320.00 | 13800.00 | -510.00 | -595.00 | -500.00 | -590.00 |
| 2022-02-24 | 13740.00 | 13795.00 | 13860.00 | 13520.00 | 14270.00 | 14300.00 | 14405.00 | 14030.00 | -530.00 | -505.00 | -545.00 | -510.00 |
| 2022-02-23 | 13760.00 | 13750.00 | 13800.00 | 13560.00 | 14335.00 | 14285.00 | 14395.00 | 14105.00 | -575.00 | -535.00 | -595.00 | -545.00 |
| 2022-02-22 | 13770.00 | 13700.00 | 14000.00 | 13600.00 | 14285.00 | 14270.00 | 14515.00 | 14150.00 | -515.00 | -570.00 | -515.00 | -550.00 |
| 2022-02-21 | 13800.00 | 13860.00 | 13965.00 | 13700.00 | 14325.00 | 14340.00 | 14450.00 | 14230.00 | -525.00 | -480.00 | -485.00 | -530.00 |
| 2022-02-18 | 13560.00 | 13725.00 | 13730.00 | 13555.00 | 14085.00 | 14220.00 | 14235.00 | 14050.00 | -525.00 | -495.00 | -505.00 | -495.00 |
| 2022-02-17 | 13880.00 | 13565.00 | 13900.00 | 13380.00 | 14270.00 | 14085.00 | 14305.00 | 13865.00 | -390.00 | -520.00 | -405.00 | -485.00 |
| 2022-02-16 | 14120.00 | 13860.00 | 14430.00 | 13840.00 | 14620.00 | 14270.00 | 14775.00 | 14245.00 | -500.00 | -410.00 | -345.00 | -405.00 |
| 2022-02-15 | 14050.00 | 14230.00 | 14285.00 | 13820.00 | 14400.00 | 14625.00 | 14625.00 | 14200.00 | -350.00 | -395.00 | -340.00 | -380.00 |
| 2022-02-14 | 14115.00 | 14120.00 | 14375.00 | 14030.00 | 14400.00 | 14470.00 | 14680.00 | 14360.00 | -285.00 | -350.00 | -305.00 | -330.00 |
| 2022-02-11 | 13745.00 | 14095.00 | 14330.00 | 13680.00 | 14010.00 | 14405.00 | 14595.00 | 14010.00 | -265.00 | -310.00 | -265.00 | -330.00 |
| 2022-02-10 | 13765.00 | 13755.00 | 13840.00 | 13630.00 | 14065.00 | 14030.00 | 14180.00 | 13945.00 | -300.00 | -275.00 | -340.00 | -315.00 |
| 2022-02-09 | 13905.00 | 13765.00 | 13920.00 | 13605.00 | 14185.00 | 14115.00 | 14220.00 | 13950.00 | -280.00 | -350.00 | -300.00 | -345.00 |
| 2022-02-08 | 13260.00 | 13880.00 | 14030.00 | 13215.00 | 13660.00 | 14200.00 | 14385.00 | 13655.00 | -400.00 | -320.00 | -355.00 | -440.00 |
| 2022-02-07 | 12910.00 | 13230.00 | 13255.00 | 12860.00 | 13400.00 | 13635.00 | 13675.00 | 13320.00 | -490.00 | -405.00 | -420.00 | -460.00 |
| 2022-01-28 | 13190.00 | 12930.00 | 13210.00 | 12725.00 | 13545.00 | 13350.00 | 13600.00 | 13180.00 | -355.00 | -420.00 | -390.00 | -455.00 |
| 2022-01-27 | 13280.00 | 13135.00 | 13295.00 | 13055.00 | 13525.00 | 13580.00 | 13630.00 | 13415.00 | -245.00 | -445.00 | -335.00 | -360.00 |
| 2022-01-26 | 13220.00 | 13225.00 | 13400.00 | 13170.00 | 13595.00 | 13560.00 | 13735.00 | 13500.00 | -375.00 | -335.00 | -335.00 | -330.00 |
| 2022-01-25 | 13240.00 | 13180.00 | 13305.00 | 13005.00 | 13605.00 | 13510.00 | 13680.00 | 13360.00 | -365.00 | -330.00 | -375.00 | -355.00 |
| 2022-01-24 | 13570.00 | 13230.00 | 13590.00 | 13110.00 | 13900.00 | 13615.00 | 13960.00 | 13600.00 | -330.00 | -385.00 | -370.00 | -490.00 |
| 2022-01-21 | 13850.00 | 13565.00 | 13870.00 | 13495.00 | 14150.00 | 13920.00 | 14205.00 | 13885.00 | -300.00 | -355.00 | -335.00 | -390.00 |
| 2022-01-20 | 13550.00 | 13800.00 | 13835.00 | 13380.00 | 13950.00 | 14195.00 | 14195.00 | 13785.00 | -400.00 | -395.00 | -360.00 | -405.00 |
| 2022-01-19 | 13425.00 | 13490.00 | 13550.00 | 13305.00 | 13695.00 | 13870.00 | 13870.00 | 13675.00 | -270.00 | -380.00 | -320.00 | -370.00 |
| 2022-01-18 | 13320.00 | 13425.00 | 13545.00 | 13320.00 | 13575.00 | 13750.00 | 13840.00 | 13575.00 | -255.00 | -325.00 | -295.00 | -255.00 |
| 2022-01-17 | 13495.00 | 13405.00 | 13700.00 | 13260.00 | 13840.00 | 13710.00 | 14045.00 | 13620.00 | -345.00 | -305.00 | -345.00 | -360.00 |
| 2022-01-14 | 12880.00 | 13480.00 | 13525.00 | 12830.00 | 13300.00 | 13870.00 | 13900.00 | 13300.00 | -420.00 | -390.00 | -375.00 | -470.00 |
| 2022-01-13 | 12800.00 | 12860.00 | 12960.00 | 12640.00 | 13255.00 | 13300.00 | 13380.00 | 13135.00 | -455.00 | -440.00 | -420.00 | -495.00 |
| 2022-01-12 | 12850.00 | 12825.00 | 12960.00 | 12810.00 | 13200.00 | 13300.00 | 13385.00 | 13200.00 | -350.00 | -475.00 | -425.00 | -390.00 |
| 2022-01-11 | 13020.00 | 12935.00 | 13150.00 | 12810.00 | 13390.00 | 13365.00 | 13530.00 | 13210.00 | -370.00 | -430.00 | -380.00 | -400.00 |
| 2022-01-10 | 13080.00 | 13065.00 | 13285.00 | 12890.00 | 13485.00 | 13460.00 | 13645.00 | 13320.00 | -405.00 | -395.00 | -360.00 | -430.00 |
| 2022-01-07 | 13050.00 | 13100.00 | 13330.00 | 12830.00 | 13405.00 | 13520.00 | 13680.00 | 13220.00 | -355.00 | -420.00 | -350.00 | -390.00 |
| 2022-01-06 | 13025.00 | 13070.00 | 13310.00 | 12960.00 | 13450.00 | 13480.00 | 13700.00 | 13400.00 | -425.00 | -410.00 | -390.00 | -440.00 |
| 2022-01-05 | 12650.00 | 13025.00 | 13125.00 | 12350.00 | 12905.00 | 13400.00 | 13530.00 | 12615.00 | -255.00 | -375.00 | -405.00 | -265.00 |
| 2022-01-04 | 14195.00 | 12755.00 | 14195.00 | 12755.00 | 14490.00 | 12945.00 | 14490.00 | 12945.00 | -295.00 | -190.00 | -295.00 | -190.00 |
| 2021-12-31 | 14300.00 | 14180.00 | 14350.00 | 14070.00 | 14540.00 | 14420.00 | 14555.00 | 14260.00 | -240.00 | -240.00 | -205.00 | -190.00 |
| 2021-12-30 | 14400.00 | 14300.00 | 14470.00 | 14155.00 | 14520.00 | 14510.00 | 14570.00 | 14395.00 | -120.00 | -210.00 | -100.00 | -240.00 |
| 2021-12-29 | 14540.00 | 14340.00 | 14540.00 | 14220.00 | 14630.00 | 14520.00 | 14730.00 | 14460.00 | -90.00 | -180.00 | -190.00 | -240.00 |
| 2021-12-28 | 14405.00 | 14520.00 | 14600.00 | 14315.00 | 14630.00 | 14650.00 | 14790.00 | 14410.00 | -225.00 | -130.00 | -190.00 | -95.00 |
| 2021-12-27 | 14200.00 | 14370.00 | 14400.00 | 14130.00 | 14260.00 | 14515.00 | 14515.00 | 14225.00 | -60.00 | -145.00 | -115.00 | -95.00 |
| 2021-12-24 | 14130.00 | 14085.00 | 14640.00 | 14050.00 | 14240.00 | 14195.00 | 14650.00 | 14160.00 | -110.00 | -110.00 | -10.00 | -110.00 |
| 2021-12-23 | 14075.00 | 14110.00 | 14245.00 | 14040.00 | 14200.00 | 14210.00 | 14350.00 | 14095.00 | -125.00 | -100.00 | -105.00 | -55.00 |
| 2021-12-22 | 14320.00 | 14110.00 | 14530.00 | 14065.00 | 14370.00 | 14135.00 | 14440.00 | 14110.00 | -50.00 | -25.00 | 90.00 | -45.00 |
| 2021-12-21 | 15155.00 | 14340.00 | 15195.00 | 14300.00 | 15090.00 | 14320.00 | 15140.00 | 14270.00 | 65.00 | 20.00 | 55.00 | 30.00 |
| 2021-12-20 | 15485.00 | 15165.00 | 15495.00 | 15130.00 | 15380.00 | 15090.00 | 15380.00 | 15060.00 | 105.00 | 75.00 | 115.00 | 70.00 |
| 2021-12-17 | 15150.00 | 15380.00 | 15450.00 | 15025.00 | 15025.00 | 15305.00 | 15405.00 | 14910.00 | 125.00 | 75.00 | 45.00 | 115.00 |
| 2021-12-16 | 15000.00 | 15070.00 | 15225.00 | 14825.00 | 14790.00 | 14885.00 | 15075.00 | 14760.00 | 210.00 | 185.00 | 150.00 | 65.00 |
| 2021-12-15 | 15170.00 | 15040.00 | 15280.00 | 15025.00 | 15100.00 | 14840.00 | 15180.00 | 14810.00 | 70.00 | 200.00 | 100.00 | 215.00 |
| 2021-12-14 | 15440.00 | 15340.00 | 15490.00 | 14860.00 | 15230.00 | 15260.00 | 15290.00 | 14685.00 | 210.00 | 80.00 | 200.00 | 175.00 |
| 2021-12-13 | 15390.00 | 15405.00 | 15600.00 | 15150.00 | 14550.00 | 14560.00 | 14730.00 | 14345.00 | 840.00 | 845.00 | 870.00 | 805.00 |
| 2021-12-10 | 15980.00 | 15465.00 | 16030.00 | 14940.00 | 15020.00 | 14680.00 | 15195.00 | 14210.00 | 960.00 | 785.00 | 835.00 | 730.00 |
| 2021-12-09 | 16835.00 | 16030.00 | 16850.00 | 16010.00 | 15785.00 | 15160.00 | 15800.00 | 15110.00 | 1050.00 | 870.00 | 1050.00 | 900.00 |
| 2021-12-08 | 17000.00 | 16820.00 | 17065.00 | 16755.00 | 16050.00 | 15780.00 | 16050.00 | 15725.00 | 950.00 | 1040.00 | 1015.00 | 1030.00 |
| 2021-12-07 | 17210.00 | 17045.00 | 17265.00 | 16855.00 | 16230.00 | 15975.00 | 16230.00 | 15810.00 | 980.00 | 1070.00 | 1035.00 | 1045.00 |
| 2021-12-06 | 17200.00 | 17060.00 | 17465.00 | 17025.00 | 15930.00 | 15935.00 | 16185.00 | 15835.00 | 1270.00 | 1125.00 | 1280.00 | 1190.00 |
| 2021-12-03 | 16915.00 | 17275.00 | 17285.00 | 16905.00 | 15815.00 | 16025.00 | 16090.00 | 15760.00 | 1100.00 | 1250.00 | 1195.00 | 1145.00 |
| 2021-12-02 | 16995.00 | 16960.00 | 17030.00 | 16810.00 | 15690.00 | 15825.00 | 15890.00 | 15520.00 | 1305.00 | 1135.00 | 1140.00 | 1290.00 |
| 2021-12-01 | 16900.00 | 17045.00 | 17115.00 | 16815.00 | 15485.00 | 15690.00 | 15745.00 | 15405.00 | 1415.00 | 1355.00 | 1370.00 | 1410.00 |
| 2021-11-30 | 17150.00 | 17015.00 | 17220.00 | 16840.00 | 15720.00 | 15590.00 | 15765.00 | 15415.00 | 1430.00 | 1425.00 | 1455.00 | 1425.00 |
| 2021-11-29 | 17200.00 | 17115.00 | 17295.00 | 17035.00 | 15720.00 | 15720.00 | 15800.00 | 15590.00 | 1480.00 | 1395.00 | 1495.00 | 1445.00 |
| 2021-11-26 | 16685.00 | 17220.00 | 17260.00 | 16430.00 | 15405.00 | 15795.00 | 15825.00 | 15125.00 | 1280.00 | 1425.00 | 1435.00 | 1305.00 |
| 2021-11-25 | 17000.00 | 16665.00 | 17160.00 | 16600.00 | 15565.00 | 15415.00 | 15710.00 | 15400.00 | 1435.00 | 1250.00 | 1450.00 | 1200.00 |
| 2021-11-24 | 17090.00 | 17000.00 | 17320.00 | 16875.00 | 15550.00 | 15590.00 | 15745.00 | 15500.00 | 1540.00 | 1410.00 | 1575.00 | 1375.00 |
| 2021-11-23 | 17650.00 | 17245.00 | 17655.00 | 16800.00 | 15980.00 | 15690.00 | 15995.00 | 15475.00 | 1670.00 | 1555.00 | 1660.00 | 1325.00 |
| 2021-11-22 | 16090.00 | 15960.00 | 16100.00 | 15810.00 | 17980.00 | 17670.00 | 17985.00 | 17560.00 | -1890.00 | -1710.00 | -1885.00 | -1750.00 |
| 2021-11-19 | 16200.00 | 16230.00 | 16265.00 | 15970.00 | 18100.00 | 18090.00 | 18180.00 | 17900.00 | -1900.00 | -1860.00 | -1915.00 | -1930.00 |
| 2021-11-18 | 15550.00 | 16005.00 | 16075.00 | 15360.00 | 17345.00 | 17900.00 | 17930.00 | 17120.00 | -1795.00 | -1895.00 | -1855.00 | -1760.00 |
| 2021-11-17 | 16020.00 | 15650.00 | 16100.00 | 15500.00 | 17705.00 | 17525.00 | 17785.00 | 17405.00 | -1685.00 | -1875.00 | -1685.00 | -1905.00 |
| 2021-11-16 | 16100.00 | 16280.00 | 16290.00 | 15860.00 | 17620.00 | 17960.00 | 17960.00 | 17505.00 | -1520.00 | -1680.00 | -1670.00 | -1645.00 |
| 2021-11-15 | 16010.00 | 16125.00 | 16405.00 | 15880.00 | 17560.00 | 17685.00 | 17955.00 | 17430.00 | -1550.00 | -1560.00 | -1550.00 | -1550.00 |
| 2021-11-12 | 15610.00 | 15710.00 | 15745.00 | 15260.00 | 17000.00 | 17160.00 | 17175.00 | 16750.00 | -1390.00 | -1450.00 | -1430.00 | -1490.00 |
| 2021-11-11 | 15915.00 | 15640.00 | 15920.00 | 15365.00 | 17270.00 | 17095.00 | 17340.00 | 16825.00 | -1355.00 | -1455.00 | -1420.00 | -1460.00 |
| 2021-11-10 | 15500.00 | 15800.00 | 15825.00 | 15215.00 | 16870.00 | 17180.00 | 17200.00 | 16590.00 | -1370.00 | -1380.00 | -1375.00 | -1375.00 |
| 2021-11-09 | 15560.00 | 15500.00 | 15770.00 | 15290.00 | 16975.00 | 16880.00 | 17200.00 | 16725.00 | -1415.00 | -1380.00 | -1430.00 | -1435.00 |
| 2021-11-08 | 14675.00 | 15455.00 | 15490.00 | 14505.00 | 16170.00 | 16890.00 | 16995.00 | 15910.00 | -1495.00 | -1435.00 | -1505.00 | -1405.00 |
| 2021-11-05 | 14100.00 | 14230.00 | 14340.00 | 13850.00 | 15680.00 | 15700.00 | 15790.00 | 15315.00 | -1580.00 | -1470.00 | -1450.00 | -1465.00 |
| 2021-11-04 | 14360.00 | 14125.00 | 14535.00 | 14000.00 | 15795.00 | 15650.00 | 15965.00 | 15560.00 | -1435.00 | -1525.00 | -1430.00 | -1560.00 |
| 2021-11-03 | 14180.00 | 14415.00 | 14490.00 | 14120.00 | 15610.00 | 15835.00 | 15900.00 | 15515.00 | -1430.00 | -1420.00 | -1410.00 | -1395.00 |
| 2021-11-02 | 13400.00 | 14185.00 | 14405.00 | 13395.00 | 14815.00 | 15600.00 | 15970.00 | 14815.00 | -1415.00 | -1415.00 | -1565.00 | -1420.00 |
| 2021-11-01 | 14265.00 | 14010.00 | 14490.00 | 13770.00 | 15900.00 | 15455.00 | 16015.00 | 15250.00 | -1635.00 | -1445.00 | -1525.00 | -1480.00 |
| 2021-10-29 | 13940.00 | 14340.00 | 14385.00 | 13780.00 | 15340.00 | 15920.00 | 15960.00 | 15230.00 | -1400.00 | -1580.00 | -1575.00 | -1450.00 |
| 2021-10-28 | 13690.00 | 14015.00 | 14595.00 | 12820.00 | 15000.00 | 15395.00 | 16030.00 | 14305.00 | -1310.00 | -1380.00 | -1435.00 | -1485.00 |
| 2021-10-27 | 13490.00 | 13720.00 | 13980.00 | 13015.00 | 14530.00 | 15000.00 | 15235.00 | 14160.00 | -1040.00 | -1280.00 | -1255.00 | -1145.00 |
| 2021-10-26 | 15250.00 | 13940.00 | 15320.00 | 13940.00 | 16435.00 | 14935.00 | 16445.00 | 14935.00 | -1185.00 | -995.00 | -1125.00 | -995.00 |