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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020-12-23 | 9850.00 | 9750.00 | 9955.00 | 9720.00 | 9825.00 | 9645.00 | 9850.00 | 9600.00 | 25.00 | 105.00 | 105.00 | 120.00 |
| 2020-12-22 | 9875.00 | 9840.00 | 9880.00 | 9705.00 | 9920.00 | 9795.00 | 9950.00 | 9625.00 | -45.00 | 45.00 | -70.00 | 80.00 |
| 2020-12-21 | 9770.00 | 9870.00 | 9955.00 | 9770.00 | 10015.00 | 9930.00 | 10090.00 | 9800.00 | -245.00 | -60.00 | -135.00 | -30.00 |
| 2020-12-18 | 9930.00 | 10035.00 | 10080.00 | 9880.00 | 9780.00 | 9770.00 | 9840.00 | 9735.00 | 150.00 | 265.00 | 240.00 | 145.00 |
| 2020-12-17 | 10050.00 | 9905.00 | 10130.00 | 9795.00 | 9860.00 | 9765.00 | 9900.00 | 9685.00 | 190.00 | 140.00 | 230.00 | 110.00 |
| 2020-12-16 | 9940.00 | 10110.00 | 10145.00 | 9905.00 | 9915.00 | 9860.00 | 9915.00 | 9815.00 | 25.00 | 250.00 | 230.00 | 90.00 |
| 2020-12-15 | 9950.00 | 9950.00 | 9995.00 | 9870.00 | 9895.00 | 9895.00 | 9955.00 | 9830.00 | 55.00 | 55.00 | 40.00 | 40.00 |
| 2020-12-14 | 9745.00 | 9915.00 | 9990.00 | 9745.00 | 9800.00 | 9860.00 | 10050.00 | 9800.00 | -55.00 | 55.00 | -60.00 | -55.00 |
| 2020-12-11 | 9260.00 | 9690.00 | 9775.00 | 9215.00 | 9600.00 | 9775.00 | 9780.00 | 9565.00 | -340.00 | -85.00 | -5.00 | -350.00 |
| 2020-12-10 | 9615.00 | 9240.00 | 9650.00 | 9165.00 | 9730.00 | 9600.00 | 9740.00 | 9455.00 | -115.00 | -360.00 | -90.00 | -290.00 |
| 2020-12-09 | 9720.00 | 9600.00 | 9735.00 | 9560.00 | 9800.00 | 9730.00 | 9815.00 | 9690.00 | -80.00 | -130.00 | -80.00 | -130.00 |
| 2020-12-08 | 9660.00 | 9700.00 | 9720.00 | 9645.00 | 9775.00 | 9800.00 | 9810.00 | 9750.00 | -115.00 | -100.00 | -90.00 | -105.00 |
| 2020-12-07 | 9705.00 | 9650.00 | 9730.00 | 9620.00 | 9800.00 | 9775.00 | 9820.00 | 9720.00 | -95.00 | -125.00 | -90.00 | -100.00 |
| 2020-12-04 | 9740.00 | 9680.00 | 9750.00 | 9660.00 | 9760.00 | 9800.00 | 9805.00 | 9740.00 | -20.00 | -120.00 | -55.00 | -80.00 |
| 2020-12-03 | 9650.00 | 9720.00 | 9795.00 | 9635.00 | 9720.00 | 9760.00 | 9775.00 | 9710.00 | -70.00 | -40.00 | 20.00 | -75.00 |
| 2020-12-02 | 9580.00 | 9630.00 | 9695.00 | 9530.00 | 9630.00 | 9775.00 | 9775.00 | 9620.00 | -50.00 | -145.00 | -80.00 | -90.00 |
| 2020-12-01 | 9690.00 | 9550.00 | 9740.00 | 9515.00 | 9810.00 | 9620.00 | 9850.00 | 9620.00 | -120.00 | -70.00 | -110.00 | -105.00 |
| 2020-11-30 | 9985.00 | 9690.00 | 10015.00 | 9685.00 | 9925.00 | 9835.00 | 10010.00 | 9830.00 | 60.00 | -145.00 | 5.00 | -145.00 |
| 2020-11-27 | 9935.00 | 9975.00 | 9980.00 | 9850.00 | 9900.00 | 9925.00 | 9935.00 | 9855.00 | 35.00 | 50.00 | 45.00 | -5.00 |
| 2020-11-26 | 9955.00 | 9915.00 | 10000.00 | 9910.00 | 9880.00 | 9885.00 | 9910.00 | 9860.00 | 75.00 | 30.00 | 90.00 | 50.00 |
| 2020-11-25 | 9880.00 | 9945.00 | 9960.00 | 9865.00 | 9800.00 | 9865.00 | 9865.00 | 9795.00 | 80.00 | 80.00 | 95.00 | 70.00 |
| 2020-11-24 | 10000.00 | 9860.00 | 10020.00 | 9815.00 | 9910.00 | 9790.00 | 9945.00 | 9790.00 | 90.00 | 70.00 | 75.00 | 25.00 |
| 2020-11-23 | 9990.00 | 10010.00 | 10075.00 | 9950.00 | 9955.00 | 9915.00 | 9980.00 | 9880.00 | 35.00 | 95.00 | 95.00 | 70.00 |
| 2020-11-20 | 9830.00 | 9970.00 | 9980.00 | 9765.00 | 9875.00 | 9905.00 | 9925.00 | 9820.00 | -45.00 | 65.00 | 55.00 | -55.00 |
| 2020-11-19 | 9730.00 | 9820.00 | 9895.00 | 9725.00 | 9835.00 | 9865.00 | 9915.00 | 9810.00 | -105.00 | -45.00 | -20.00 | -85.00 |
| 2020-11-18 | 9635.00 | 9725.00 | 9725.00 | 9620.00 | 9735.00 | 9835.00 | 9835.00 | 9700.00 | -100.00 | -110.00 | -110.00 | -80.00 |
| 2020-11-17 | 9785.00 | 9635.00 | 9795.00 | 9595.00 | 9795.00 | 9720.00 | 9815.00 | 9690.00 | -10.00 | -85.00 | -20.00 | -95.00 |
| 2020-11-16 | 9930.00 | 9775.00 | 9945.00 | 9770.00 | 9845.00 | 9790.00 | 9860.00 | 9785.00 | 85.00 | -15.00 | 85.00 | -15.00 |
| 2020-11-13 | 9985.00 | 9955.00 | 10030.00 | 9915.00 | 9870.00 | 9835.00 | 9915.00 | 9810.00 | 115.00 | 120.00 | 115.00 | 105.00 |
| 2020-11-12 | 9990.00 | 9970.00 | 10025.00 | 9925.00 | 10000.00 | 9870.00 | 10000.00 | 9865.00 | -10.00 | 100.00 | 25.00 | 60.00 |
| 2020-11-11 | 9930.00 | 9980.00 | 10030.00 | 9915.00 | 9980.00 | 9985.00 | 10005.00 | 9940.00 | -50.00 | -5.00 | 25.00 | -25.00 |
| 2020-11-10 | 9920.00 | 9925.00 | 10000.00 | 9870.00 | 9850.00 | 9980.00 | 9980.00 | 9845.00 | 70.00 | -55.00 | 20.00 | 25.00 |
| 2020-11-09 | 9835.00 | 9900.00 | 9945.00 | 9735.00 | 9920.00 | 9805.00 | 9920.00 | 9725.00 | -85.00 | 95.00 | 25.00 | 10.00 |
| 2020-11-06 | 9835.00 | 9820.00 | 9905.00 | 9800.00 | 9915.00 | 9885.00 | 9960.00 | 9865.00 | -80.00 | -65.00 | -55.00 | -65.00 |
| 2020-11-05 | 9910.00 | 9835.00 | 9930.00 | 9770.00 | 9950.00 | 9905.00 | 9960.00 | 9835.00 | -40.00 | -70.00 | -30.00 | -65.00 |
| 2020-11-04 | 9905.00 | 9895.00 | 10005.00 | 9880.00 | 9815.00 | 9810.00 | 9905.00 | 9790.00 | 90.00 | 85.00 | 100.00 | 90.00 |
| 2020-11-03 | 9910.00 | 9905.00 | 9960.00 | 9855.00 | 9755.00 | 9800.00 | 9855.00 | 9755.00 | 155.00 | 105.00 | 105.00 | 100.00 |
| 2020-11-02 | 9900.00 | 9900.00 | 9995.00 | 9875.00 | 9800.00 | 9800.00 | 9885.00 | 9775.00 | 100.00 | 100.00 | 110.00 | 100.00 |
| 2020-10-30 | 9800.00 | 9865.00 | 10015.00 | 9785.00 | 9905.00 | 9940.00 | 10025.00 | 9885.00 | -105.00 | -75.00 | -10.00 | -100.00 |
| 2020-10-29 | 9770.00 | 9775.00 | 9835.00 | 9715.00 | 9870.00 | 9865.00 | 9915.00 | 9830.00 | -100.00 | -90.00 | -80.00 | -115.00 |
| 2020-10-28 | 10065.00 | 9805.00 | 10090.00 | 9790.00 | 9980.00 | 9875.00 | 10000.00 | 9850.00 | 85.00 | -70.00 | 90.00 | -60.00 |
| 2020-10-27 | 10075.00 | 10045.00 | 10125.00 | 10030.00 | 10050.00 | 9980.00 | 10050.00 | 9950.00 | 25.00 | 65.00 | 75.00 | 80.00 |
| 2020-10-26 | 10000.00 | 10055.00 | 10210.00 | 9950.00 | 10025.00 | 9975.00 | 10105.00 | 9945.00 | -25.00 | 80.00 | 105.00 | 5.00 |
| 2020-10-23 | 10070.00 | 10055.00 | 10115.00 | 10020.00 | 10000.00 | 10000.00 | 10050.00 | 9950.00 | 70.00 | 55.00 | 65.00 | 70.00 |
| 2020-10-22 | 10050.00 | 10060.00 | 10115.00 | 10005.00 | 9985.00 | 9945.00 | 10065.00 | 9920.00 | 65.00 | 115.00 | 50.00 | 85.00 |
| 2020-10-21 | 10100.00 | 10060.00 | 10160.00 | 10045.00 | 10115.00 | 10020.00 | 10150.00 | 10020.00 | -15.00 | 40.00 | 10.00 | 25.00 |
| 2020-10-20 | 10135.00 | 10095.00 | 10165.00 | 10060.00 | 10160.00 | 10100.00 | 10160.00 | 10060.00 | -25.00 | -5.00 | 5.00 | 0.00 |
| 2020-10-19 | 10095.00 | 10140.00 | 10190.00 | 10085.00 | 9995.00 | 10030.00 | 10080.00 | 9990.00 | 100.00 | 110.00 | 110.00 | 95.00 |
| 2020-10-16 | 10120.00 | 10075.00 | 10180.00 | 10000.00 | 10025.00 | 9970.00 | 10060.00 | 9920.00 | 95.00 | 105.00 | 120.00 | 80.00 |
| 2020-10-15 | 10100.00 | 10085.00 | 10245.00 | 10055.00 | 10000.00 | 9980.00 | 10130.00 | 9970.00 | 100.00 | 105.00 | 115.00 | 85.00 |
| 2020-10-14 | 9945.00 | 10095.00 | 10250.00 | 9900.00 | 9870.00 | 10020.00 | 10165.00 | 9820.00 | 75.00 | 75.00 | 85.00 | 80.00 |
| 2020-10-13 | 9905.00 | 9960.00 | 9995.00 | 9840.00 | 9835.00 | 9865.00 | 9920.00 | 9780.00 | 70.00 | 95.00 | 75.00 | 60.00 |
| 2020-10-12 | 9930.00 | 9900.00 | 10035.00 | 9865.00 | 9870.00 | 9810.00 | 9935.00 | 9785.00 | 60.00 | 90.00 | 100.00 | 80.00 |
| 2020-10-09 | 9800.00 | 9950.00 | 10050.00 | 9755.00 | 9705.00 | 9870.00 | 9950.00 | 9670.00 | 95.00 | 80.00 | 100.00 | 85.00 |
| 2020-09-30 | 9690.00 | 9730.00 | 9825.00 | 9680.00 | 9625.00 | 9665.00 | 9740.00 | 9625.00 | 65.00 | 65.00 | 85.00 | 55.00 |
| 2020-09-29 | 9835.00 | 9710.00 | 9860.00 | 9705.00 | 9745.00 | 9640.00 | 9765.00 | 9635.00 | 90.00 | 70.00 | 95.00 | 70.00 |
| 2020-09-28 | 9910.00 | 9835.00 | 9945.00 | 9805.00 | 9805.00 | 9750.00 | 9850.00 | 9730.00 | 105.00 | 85.00 | 95.00 | 75.00 |
| 2020-09-25 | 9850.00 | 9890.00 | 9950.00 | 9780.00 | 9715.00 | 9820.00 | 9850.00 | 9710.00 | 135.00 | 70.00 | 100.00 | 70.00 |
| 2020-09-24 | 10000.00 | 9825.00 | 10050.00 | 9785.00 | 9980.00 | 9850.00 | 10015.00 | 9830.00 | 20.00 | -25.00 | 35.00 | -45.00 |
| 2020-09-23 | 10060.00 | 9995.00 | 10095.00 | 9950.00 | 9945.00 | 9910.00 | 9980.00 | 9875.00 | 115.00 | 85.00 | 115.00 | 75.00 |
| 2020-09-22 | 10125.00 | 10040.00 | 10135.00 | 9980.00 | 10030.00 | 9940.00 | 10040.00 | 9895.00 | 95.00 | 100.00 | 95.00 | 85.00 |
| 2020-09-21 | 10175.00 | 10135.00 | 10235.00 | 10125.00 | 10085.00 | 10055.00 | 10135.00 | 10035.00 | 90.00 | 80.00 | 100.00 | 90.00 |
| 2020-09-18 | 10130.00 | 10150.00 | 10195.00 | 10050.00 | 10035.00 | 10050.00 | 10100.00 | 9975.00 | 95.00 | 100.00 | 95.00 | 75.00 |
| 2020-09-17 | 10000.00 | 10115.00 | 10190.00 | 10000.00 | 9935.00 | 10020.00 | 10080.00 | 9935.00 | 65.00 | 95.00 | 110.00 | 65.00 |
| 2020-09-16 | 10025.00 | 9995.00 | 10065.00 | 9965.00 | 9955.00 | 9905.00 | 9975.00 | 9870.00 | 70.00 | 90.00 | 90.00 | 95.00 |
| 2020-09-15 | 10030.00 | 10005.00 | 10110.00 | 9940.00 | 9955.00 | 9910.00 | 10025.00 | 9870.00 | 75.00 | 95.00 | 85.00 | 70.00 |
| 2020-09-14 | 9985.00 | 10025.00 | 10100.00 | 9940.00 | 9875.00 | 9930.00 | 10010.00 | 9860.00 | 110.00 | 95.00 | 90.00 | 80.00 |
| 2020-09-11 | 9940.00 | 9975.00 | 10060.00 | 9925.00 | 9880.00 | 9905.00 | 9950.00 | 9865.00 | 60.00 | 70.00 | 110.00 | 60.00 |
| 2020-09-10 | 10035.00 | 9930.00 | 10055.00 | 9920.00 | 9940.00 | 9865.00 | 9965.00 | 9855.00 | 95.00 | 65.00 | 90.00 | 65.00 |
| 2020-09-09 | 10190.00 | 10005.00 | 10335.00 | 9940.00 | 10090.00 | 9945.00 | 10215.00 | 9860.00 | 100.00 | 60.00 | 120.00 | 80.00 |
| 2020-09-08 | 10250.00 | 10210.00 | 10250.00 | 10135.00 | 10130.00 | 10110.00 | 10145.00 | 10045.00 | 120.00 | 100.00 | 105.00 | 90.00 |
| 2020-09-07 | 10070.00 | 10250.00 | 10270.00 | 10060.00 | 9980.00 | 10130.00 | 10180.00 | 9980.00 | 90.00 | 120.00 | 90.00 | 80.00 |
| 2020-09-04 | 9980.00 | 10070.00 | 10185.00 | 9975.00 | 9895.00 | 9970.00 | 10085.00 | 9895.00 | 85.00 | 100.00 | 100.00 | 80.00 |
| 2020-09-03 | 9820.00 | 10015.00 | 10135.00 | 9810.00 | 9775.00 | 9920.00 | 10040.00 | 9765.00 | 45.00 | 95.00 | 95.00 | 45.00 |
| 2020-09-02 | 9800.00 | 9805.00 | 9825.00 | 9725.00 | 9715.00 | 9735.00 | 9775.00 | 9640.00 | 85.00 | 70.00 | 50.00 | 85.00 |
| 2020-09-01 | 9785.00 | 9795.00 | 9910.00 | 9785.00 | 7380.00 | 7350.00 | 7385.00 | 7350.00 | 2405.00 | 2445.00 | 2525.00 | 2435.00 |
| 2020-08-31 | 9695.00 | 9800.00 | 9835.00 | 9675.00 | 8240.00 | 7900.00 | 8250.00 | 7900.00 | 1455.00 | 1900.00 | 1585.00 | 1775.00 |
| 2020-08-28 | 9665.00 | 9670.00 | 9730.00 | 9600.00 | 8465.00 | 8255.00 | 8535.00 | 8185.00 | 1200.00 | 1415.00 | 1195.00 | 1415.00 |
| 2020-08-27 | 9715.00 | 9675.00 | 9730.00 | 9660.00 | 8700.00 | 8510.00 | 8715.00 | 8500.00 | 1015.00 | 1165.00 | 1015.00 | 1160.00 |
| 2020-08-26 | 9690.00 | 9680.00 | 9730.00 | 9630.00 | 8830.00 | 8680.00 | 8830.00 | 8670.00 | 860.00 | 1000.00 | 900.00 | 960.00 |
| 2020-08-25 | 9675.00 | 9710.00 | 9780.00 | 9665.00 | 8935.00 | 8855.00 | 8990.00 | 8800.00 | 740.00 | 855.00 | 790.00 | 865.00 |
| 2020-08-24 | 9550.00 | 9705.00 | 9730.00 | 9520.00 | 8920.00 | 8915.00 | 8990.00 | 8900.00 | 630.00 | 790.00 | 740.00 | 620.00 |
| 2020-08-21 | 9660.00 | 9550.00 | 9715.00 | 9520.00 | 8975.00 | 8950.00 | 9380.00 | 8910.00 | 685.00 | 600.00 | 335.00 | 610.00 |
| 2020-08-20 | 9055.00 | 8930.00 | 9115.00 | 8930.00 | 9825.00 | 9690.00 | 9840.00 | 9620.00 | -770.00 | -760.00 | -725.00 | -690.00 |
| 2020-08-19 | 9010.00 | 9070.00 | 9075.00 | 8910.00 | 9820.00 | 9825.00 | 9825.00 | 9750.00 | -810.00 | -755.00 | -750.00 | -840.00 |
| 2020-08-18 | 9000.00 | 8990.00 | 9165.00 | 8985.00 | 9800.00 | 9800.00 | 9850.00 | 9770.00 | -800.00 | -810.00 | -685.00 | -785.00 |
| 2020-08-17 | 9030.00 | 9000.00 | 9050.00 | 8925.00 | 9860.00 | 9805.00 | 9880.00 | 9775.00 | -830.00 | -805.00 | -830.00 | -850.00 |
| 2020-08-14 | 9230.00 | 9005.00 | 9265.00 | 8980.00 | 9885.00 | 9850.00 | 9900.00 | 9805.00 | -655.00 | -845.00 | -635.00 | -825.00 |
| 2020-08-13 | 9220.00 | 9230.00 | 9330.00 | 9205.00 | 9760.00 | 9880.00 | 9885.00 | 9750.00 | -540.00 | -650.00 | -555.00 | -545.00 |
| 2020-08-12 | 9315.00 | 9180.00 | 9375.00 | 9150.00 | 9745.00 | 9760.00 | 9800.00 | 9740.00 | -430.00 | -580.00 | -425.00 | -590.00 |
| 2020-08-11 | 9290.00 | 9350.00 | 9530.00 | 9280.00 | 9850.00 | 9770.00 | 9945.00 | 9680.00 | -560.00 | -420.00 | -415.00 | -400.00 |
| 2020-08-10 | 8875.00 | 9300.00 | 9320.00 | 8855.00 | 9700.00 | 9810.00 | 9890.00 | 9625.00 | -825.00 | -510.00 | -570.00 | -770.00 |
| 2020-08-07 | 8925.00 | 8890.00 | 8955.00 | 8755.00 | 9680.00 | 9735.00 | 9760.00 | 9595.00 | -755.00 | -845.00 | -805.00 | -840.00 |
| 2020-08-06 | 9185.00 | 8895.00 | 9295.00 | 8880.00 | 9990.00 | 9650.00 | 9990.00 | 9590.00 | -805.00 | -755.00 | -695.00 | -710.00 |
| 2020-08-05 | 9155.00 | 9190.00 | 9350.00 | 9125.00 | 9900.00 | 9980.00 | 10010.00 | 9900.00 | -745.00 | -790.00 | -660.00 | -775.00 |
| 2020-08-04 | 9185.00 | 9160.00 | 9215.00 | 9130.00 | 9880.00 | 9915.00 | 9930.00 | 9875.00 | -695.00 | -755.00 | -715.00 | -745.00 |
| 2020-08-03 | 9250.00 | 9190.00 | 9275.00 | 9120.00 | 9935.00 | 9890.00 | 9945.00 | 9860.00 | -685.00 | -700.00 | -670.00 | -740.00 |
| 2020-07-31 | 9230.00 | 9260.00 | 9365.00 | 9230.00 | 9930.00 | 9925.00 | 10000.00 | 9910.00 | -700.00 | -665.00 | -635.00 | -680.00 |
| 2020-07-30 | 9165.00 | 9225.00 | 9280.00 | 9140.00 | 9970.00 | 9925.00 | 10010.00 | 9925.00 | -805.00 | -700.00 | -730.00 | -785.00 |
| 2020-07-29 | 9175.00 | 9170.00 | 9230.00 | 9050.00 | 9980.00 | 9970.00 | 10020.00 | 9950.00 | -805.00 | -800.00 | -790.00 | -900.00 |