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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020-07-28 | 9180.00 | 9170.00 | 9260.00 | 9135.00 | 10035.00 | 9980.00 | 10080.00 | 9980.00 | -855.00 | -810.00 | -820.00 | -845.00 |
| 2020-07-27 | 9180.00 | 9180.00 | 9325.00 | 9145.00 | 10075.00 | 10045.00 | 10095.00 | 10035.00 | -895.00 | -865.00 | -770.00 | -890.00 |
| 2020-07-24 | 9130.00 | 9185.00 | 9280.00 | 8980.00 | 10105.00 | 10075.00 | 10135.00 | 10000.00 | -975.00 | -890.00 | -855.00 | -1020.00 |
| 2020-07-23 | 9155.00 | 9145.00 | 9220.00 | 9015.00 | 10180.00 | 10080.00 | 10220.00 | 10075.00 | -1025.00 | -935.00 | -1000.00 | -1060.00 |
| 2020-07-22 | 9280.00 | 9140.00 | 9335.00 | 9100.00 | 10225.00 | 10160.00 | 10280.00 | 10155.00 | -945.00 | -1020.00 | -945.00 | -1055.00 |
| 2020-07-21 | 9240.00 | 9275.00 | 9330.00 | 9240.00 | 10185.00 | 10265.00 | 10265.00 | 10175.00 | -945.00 | -990.00 | -935.00 | -935.00 |
| 2020-07-20 | 9395.00 | 9255.00 | 9395.00 | 9170.00 | 10245.00 | 10185.00 | 10275.00 | 10060.00 | -850.00 | -930.00 | -880.00 | -890.00 |
| 2020-07-17 | 9765.00 | 9360.00 | 9780.00 | 9300.00 | 10455.00 | 10225.00 | 10485.00 | 10210.00 | -690.00 | -865.00 | -705.00 | -910.00 |
| 2020-07-16 | 9760.00 | 9755.00 | 9810.00 | 9735.00 | 10490.00 | 10455.00 | 10495.00 | 10455.00 | -730.00 | -700.00 | -685.00 | -720.00 |
| 2020-07-15 | 9680.00 | 9785.00 | 9835.00 | 9670.00 | 10320.00 | 10410.00 | 10450.00 | 10320.00 | -640.00 | -625.00 | -615.00 | -650.00 |
| 2020-07-14 | 9655.00 | 9675.00 | 9715.00 | 9620.00 | 10295.00 | 10320.00 | 10360.00 | 10290.00 | -640.00 | -645.00 | -645.00 | -670.00 |
| 2020-07-13 | 9650.00 | 9670.00 | 9700.00 | 9635.00 | 10380.00 | 10395.00 | 10410.00 | 10370.00 | -730.00 | -725.00 | -710.00 | -735.00 |
| 2020-07-10 | 9770.00 | 9645.00 | 9785.00 | 9585.00 | 10430.00 | 10355.00 | 10430.00 | 10355.00 | -660.00 | -710.00 | -645.00 | -770.00 |
| 2020-07-09 | 9805.00 | 9795.00 | 9835.00 | 9780.00 | 10475.00 | 10445.00 | 10495.00 | 10440.00 | -670.00 | -650.00 | -660.00 | -660.00 |
| 2020-07-08 | 9820.00 | 9800.00 | 9830.00 | 9725.00 | 10520.00 | 10475.00 | 10525.00 | 10435.00 | -700.00 | -675.00 | -695.00 | -710.00 |
| 2020-07-07 | 9800.00 | 9810.00 | 9845.00 | 9770.00 | 10500.00 | 10515.00 | 10535.00 | 10500.00 | -700.00 | -705.00 | -690.00 | -730.00 |
| 2020-07-06 | 9825.00 | 9810.00 | 9835.00 | 9785.00 | 10545.00 | 10515.00 | 10550.00 | 10500.00 | -720.00 | -705.00 | -715.00 | -715.00 |
| 2020-07-03 | 9765.00 | 9805.00 | 9855.00 | 9765.00 | 10485.00 | 10550.00 | 10550.00 | 10485.00 | -720.00 | -745.00 | -695.00 | -720.00 |
| 2020-07-02 | 9670.00 | 9765.00 | 9795.00 | 9635.00 | 10475.00 | 10525.00 | 10525.00 | 10455.00 | -805.00 | -760.00 | -730.00 | -820.00 |
| 2020-07-01 | 9655.00 | 9670.00 | 9720.00 | 9635.00 | 10480.00 | 10470.00 | 10515.00 | 10455.00 | -825.00 | -800.00 | -795.00 | -820.00 |
| 2020-06-30 | 9685.00 | 9650.00 | 9740.00 | 9620.00 | 10465.00 | 10480.00 | 10495.00 | 10430.00 | -780.00 | -830.00 | -755.00 | -810.00 |
| 2020-06-29 | 9640.00 | 9670.00 | 9680.00 | 9555.00 | 10400.00 | 10440.00 | 10440.00 | 10355.00 | -760.00 | -770.00 | -760.00 | -800.00 |
| 2020-06-24 | 9880.00 | 9660.00 | 9905.00 | 9595.00 | 10410.00 | 10410.00 | 10465.00 | 10370.00 | -530.00 | -750.00 | -560.00 | -775.00 |
| 2020-06-23 | 9915.00 | 9895.00 | 9955.00 | 9850.00 | 10400.00 | 10430.00 | 10470.00 | 10400.00 | -485.00 | -535.00 | -515.00 | -550.00 |
| 2020-06-22 | 10030.00 | 9890.00 | 10080.00 | 9885.00 | 10455.00 | 10440.00 | 10505.00 | 10410.00 | -425.00 | -550.00 | -425.00 | -525.00 |
| 2020-06-19 | 10050.00 | 10035.00 | 10080.00 | 10015.00 | 10475.00 | 10455.00 | 10500.00 | 10455.00 | -425.00 | -420.00 | -420.00 | -440.00 |
| 2020-06-18 | 10035.00 | 10040.00 | 10070.00 | 9985.00 | 10455.00 | 10460.00 | 10495.00 | 10445.00 | -420.00 | -420.00 | -425.00 | -460.00 |
| 2020-06-17 | 10040.00 | 10035.00 | 10050.00 | 9990.00 | 10470.00 | 10445.00 | 10485.00 | 10445.00 | -430.00 | -410.00 | -435.00 | -455.00 |
| 2020-06-16 | 10065.00 | 10035.00 | 10095.00 | 9950.00 | 10515.00 | 10480.00 | 10525.00 | 10450.00 | -450.00 | -445.00 | -430.00 | -500.00 |
| 2020-06-15 | 10055.00 | 10045.00 | 10080.00 | 10020.00 | 10560.00 | 10495.00 | 10575.00 | 10490.00 | -505.00 | -450.00 | -495.00 | -470.00 |
| 2020-06-12 | 10010.00 | 10060.00 | 10070.00 | 10010.00 | 10550.00 | 10570.00 | 10580.00 | 10530.00 | -540.00 | -510.00 | -510.00 | -520.00 |
| 2020-06-11 | 10050.00 | 10070.00 | 10170.00 | 10025.00 | 10570.00 | 10585.00 | 10595.00 | 10535.00 | -520.00 | -515.00 | -425.00 | -510.00 |
| 2020-06-10 | 9945.00 | 10045.00 | 10045.00 | 9900.00 | 10480.00 | 10565.00 | 10565.00 | 10460.00 | -535.00 | -520.00 | -520.00 | -560.00 |
| 2020-06-09 | 10030.00 | 9930.00 | 10035.00 | 9910.00 | 10530.00 | 10505.00 | 10530.00 | 10470.00 | -500.00 | -575.00 | -495.00 | -560.00 |
| 2020-06-08 | 10000.00 | 10015.00 | 10065.00 | 9990.00 | 10465.00 | 10465.00 | 10490.00 | 10440.00 | -465.00 | -450.00 | -425.00 | -450.00 |
| 2020-06-05 | 9980.00 | 9995.00 | 10035.00 | 9960.00 | 10495.00 | 10505.00 | 10535.00 | 10480.00 | -515.00 | -510.00 | -500.00 | -520.00 |
| 2020-06-04 | 9960.00 | 9980.00 | 9985.00 | 9875.00 | 10395.00 | 10435.00 | 10440.00 | 10390.00 | -435.00 | -455.00 | -455.00 | -515.00 |
| 2020-06-03 | 9950.00 | 9960.00 | 9970.00 | 9930.00 | 10435.00 | 10435.00 | 10440.00 | 10425.00 | -485.00 | -475.00 | -470.00 | -495.00 |
| 2020-06-02 | 9950.00 | 9920.00 | 9990.00 | 9880.00 | 10410.00 | 10415.00 | 10450.00 | 10395.00 | -460.00 | -495.00 | -460.00 | -515.00 |
| 2020-06-01 | 9865.00 | 9955.00 | 9975.00 | 9845.00 | 10400.00 | 10410.00 | 10445.00 | 10400.00 | -535.00 | -455.00 | -470.00 | -555.00 |
| 2020-05-29 | 10040.00 | 9885.00 | 10055.00 | 9880.00 | 9870.00 | 9720.00 | 9870.00 | 9720.00 | 170.00 | 165.00 | 185.00 | 160.00 |
| 2020-05-28 | 10105.00 | 10020.00 | 10130.00 | 9985.00 | 10455.00 | 10470.00 | 10500.00 | 10430.00 | -350.00 | -450.00 | -370.00 | -445.00 |
| 2020-05-27 | 10110.00 | 10105.00 | 10130.00 | 10080.00 | 10405.00 | 10480.00 | 10480.00 | 10405.00 | -295.00 | -375.00 | -350.00 | -325.00 |
| 2020-05-26 | 10060.00 | 10110.00 | 10115.00 | 10035.00 | 10445.00 | 10485.00 | 10485.00 | 10440.00 | -385.00 | -375.00 | -370.00 | -405.00 |
| 2020-05-25 | 10070.00 | 10065.00 | 10110.00 | 10050.00 | 10450.00 | 10455.00 | 10480.00 | 10430.00 | -380.00 | -390.00 | -370.00 | -380.00 |
| 2020-05-22 | 10205.00 | 10050.00 | 10235.00 | 10040.00 | 10460.00 | 10430.00 | 10495.00 | 10430.00 | -255.00 | -380.00 | -260.00 | -390.00 |
| 2020-05-21 | 10195.00 | 10225.00 | 10275.00 | 10180.00 | 10460.00 | 10510.00 | 10530.00 | 10460.00 | -265.00 | -285.00 | -255.00 | -280.00 |
| 2020-05-20 | 10195.00 | 10190.00 | 10220.00 | 10150.00 | 10545.00 | 10525.00 | 10565.00 | 10520.00 | -350.00 | -335.00 | -345.00 | -370.00 |
| 2020-05-19 | 10240.00 | 10200.00 | 10265.00 | 10190.00 | 10565.00 | 10535.00 | 10585.00 | 10520.00 | -325.00 | -335.00 | -320.00 | -330.00 |
| 2020-05-18 | 10255.00 | 10230.00 | 10295.00 | 10195.00 | 10585.00 | 10575.00 | 10600.00 | 10535.00 | -330.00 | -345.00 | -305.00 | -340.00 |
| 2020-05-15 | 10220.00 | 10215.00 | 10265.00 | 10195.00 | 10580.00 | 10565.00 | 10595.00 | 10560.00 | -360.00 | -350.00 | -330.00 | -365.00 |
| 2020-05-14 | 10230.00 | 10205.00 | 10280.00 | 10195.00 | 10585.00 | 10580.00 | 10595.00 | 10550.00 | -355.00 | -375.00 | -315.00 | -355.00 |
| 2020-05-13 | 10170.00 | 10255.00 | 10260.00 | 10105.00 | 10540.00 | 10580.00 | 10600.00 | 10500.00 | -370.00 | -325.00 | -340.00 | -395.00 |
| 2020-05-12 | 10160.00 | 10155.00 | 10220.00 | 10140.00 | 10590.00 | 10525.00 | 10590.00 | 10525.00 | -430.00 | -370.00 | -370.00 | -385.00 |
| 2020-05-11 | 10140.00 | 10175.00 | 10195.00 | 10125.00 | 10560.00 | 10570.00 | 10585.00 | 10555.00 | -420.00 | -395.00 | -390.00 | -430.00 |
| 2020-05-08 | 10145.00 | 10120.00 | 10220.00 | 10070.00 | 10600.00 | 10560.00 | 10610.00 | 10515.00 | -455.00 | -440.00 | -390.00 | -445.00 |
| 2020-05-07 | 10115.00 | 10155.00 | 10165.00 | 10105.00 | 10590.00 | 10580.00 | 10595.00 | 10560.00 | -475.00 | -425.00 | -430.00 | -455.00 |
| 2020-05-06 | 10025.00 | 10110.00 | 10165.00 | 10005.00 | 10460.00 | 10580.00 | 10580.00 | 10450.00 | -435.00 | -470.00 | -415.00 | -445.00 |
| 2020-04-30 | 10070.00 | 10050.00 | 10095.00 | 10025.00 | 10470.00 | 10420.00 | 10490.00 | 10420.00 | -400.00 | -370.00 | -395.00 | -395.00 |
| 2020-04-29 | 10200.00 | 10015.00 | 10205.00 | 10000.00 | 10050.00 | 10010.00 | 10075.00 | 9980.00 | 150.00 | 5.00 | 130.00 | 20.00 |
| 2020-04-28 | 10200.00 | 10185.00 | 10240.00 | 10135.00 | 10465.00 | 10505.00 | 10530.00 | 10465.00 | -265.00 | -320.00 | -290.00 | -330.00 |
| 2020-04-27 | 10145.00 | 10185.00 | 10465.00 | 10115.00 | 10515.00 | 10505.00 | 10660.00 | 10460.00 | -370.00 | -320.00 | -195.00 | -345.00 |
| 2020-04-24 | 10105.00 | 10110.00 | 10390.00 | 10090.00 | 10500.00 | 10520.00 | 10645.00 | 10485.00 | -395.00 | -410.00 | -255.00 | -395.00 |
| 2020-04-23 | 10090.00 | 10095.00 | 10135.00 | 10070.00 | 10490.00 | 10475.00 | 10490.00 | 10440.00 | -400.00 | -380.00 | -355.00 | -370.00 |
| 2020-04-22 | 10005.00 | 10125.00 | 10140.00 | 9945.00 | 9950.00 | 9990.00 | 10000.00 | 9950.00 | 55.00 | 135.00 | 140.00 | -5.00 |
| 2020-04-21 | 10045.00 | 9995.00 | 10070.00 | 9960.00 | 9920.00 | 9950.00 | 10100.00 | 9865.00 | 125.00 | 45.00 | -30.00 | 95.00 |
| 2020-04-20 | 10115.00 | 10050.00 | 10180.00 | 10035.00 | 10020.00 | 9960.00 | 10020.00 | 9955.00 | 95.00 | 90.00 | 160.00 | 80.00 |
| 2020-04-17 | 10070.00 | 10140.00 | 10150.00 | 10055.00 | 9995.00 | 9955.00 | 10030.00 | 9955.00 | 75.00 | 185.00 | 120.00 | 100.00 |
| 2020-04-16 | 10000.00 | 10060.00 | 10065.00 | 9930.00 | 9865.00 | 9980.00 | 9985.00 | 9865.00 | 135.00 | 80.00 | 80.00 | 65.00 |
| 2020-04-15 | 10095.00 | 10010.00 | 10140.00 | 9990.00 | 10005.00 | 9960.00 | 10045.00 | 9940.00 | 90.00 | 50.00 | 95.00 | 50.00 |
| 2020-04-14 | 10100.00 | 10120.00 | 10150.00 | 10060.00 | 10000.00 | 10025.00 | 10060.00 | 9970.00 | 100.00 | 95.00 | 90.00 | 90.00 |
| 2020-04-13 | 10020.00 | 10100.00 | 10130.00 | 9950.00 | 9915.00 | 10000.00 | 10020.00 | 9860.00 | 105.00 | 100.00 | 110.00 | 90.00 |
| 2020-04-10 | 10175.00 | 10030.00 | 10205.00 | 9980.00 | 9985.00 | 9945.00 | 10040.00 | 9920.00 | 190.00 | 85.00 | 165.00 | 60.00 |
| 2020-04-09 | 10270.00 | 10220.00 | 10270.00 | 10140.00 | 10060.00 | 10010.00 | 10060.00 | 9930.00 | 210.00 | 210.00 | 210.00 | 210.00 |
| 2020-04-08 | 9955.00 | 10060.00 | 10090.00 | 9835.00 | 10160.00 | 10235.00 | 10285.00 | 10050.00 | -205.00 | -175.00 | -195.00 | -215.00 |
| 2020-04-07 | 10055.00 | 9975.00 | 10085.00 | 9925.00 | 10275.00 | 10220.00 | 10340.00 | 10200.00 | -220.00 | -245.00 | -255.00 | -275.00 |
| 2020-04-03 | 10145.00 | 10010.00 | 10180.00 | 9930.00 | 10390.00 | 10275.00 | 10395.00 | 10210.00 | -245.00 | -265.00 | -215.00 | -280.00 |
| 2020-04-02 | 10070.00 | 10125.00 | 10140.00 | 10030.00 | 10355.00 | 10390.00 | 10415.00 | 10325.00 | -285.00 | -265.00 | -275.00 | -295.00 |
| 2020-04-01 | 10150.00 | 10070.00 | 10235.00 | 9965.00 | 10450.00 | 10360.00 | 10455.00 | 10335.00 | -300.00 | -290.00 | -220.00 | -370.00 |
| 2020-03-31 | 10085.00 | 10120.00 | 10175.00 | 10070.00 | 10385.00 | 10445.00 | 10450.00 | 10335.00 | -300.00 | -325.00 | -275.00 | -265.00 |
| 2020-03-30 | 10195.00 | 10095.00 | 10300.00 | 10030.00 | 10390.00 | 10375.00 | 10500.00 | 10315.00 | -195.00 | -280.00 | -200.00 | -285.00 |
| 2020-03-27 | 10000.00 | 10190.00 | 10215.00 | 9985.00 | 10315.00 | 10400.00 | 10430.00 | 10300.00 | -315.00 | -210.00 | -215.00 | -315.00 |
| 2020-03-26 | 9750.00 | 10010.00 | 10020.00 | 9670.00 | 10145.00 | 10315.00 | 10350.00 | 10130.00 | -395.00 | -305.00 | -330.00 | -460.00 |
| 2020-03-25 | 9965.00 | 9790.00 | 10065.00 | 9715.00 | 10215.00 | 10150.00 | 10320.00 | 10130.00 | -250.00 | -360.00 | -255.00 | -415.00 |
| 2020-03-24 | 10120.00 | 9980.00 | 10205.00 | 9810.00 | 10305.00 | 10250.00 | 10365.00 | 10110.00 | -185.00 | -270.00 | -160.00 | -300.00 |
| 2020-03-23 | 10220.00 | 10125.00 | 10220.00 | 10100.00 | 10395.00 | 10295.00 | 10395.00 | 10275.00 | -175.00 | -170.00 | -175.00 | -175.00 |
| 2020-03-20 | 10240.00 | 10265.00 | 10580.00 | 10200.00 | 10380.00 | 10420.00 | 10700.00 | 10360.00 | -140.00 | -155.00 | -120.00 | -160.00 |
| 2020-03-19 | 10265.00 | 10215.00 | 10290.00 | 10020.00 | 10400.00 | 10360.00 | 10425.00 | 10200.00 | -135.00 | -145.00 | -135.00 | -180.00 |
| 2020-03-18 | 10310.00 | 10295.00 | 10340.00 | 10260.00 | 10450.00 | 10440.00 | 10470.00 | 10400.00 | -140.00 | -145.00 | -130.00 | -140.00 |
| 2020-03-17 | 10275.00 | 10335.00 | 10360.00 | 10230.00 | 10400.00 | 10450.00 | 10480.00 | 10360.00 | -125.00 | -115.00 | -120.00 | -130.00 |
| 2020-03-16 | 10355.00 | 10300.00 | 10410.00 | 10290.00 | 10470.00 | 10420.00 | 10540.00 | 10410.00 | -115.00 | -120.00 | -130.00 | -120.00 |
| 2020-03-13 | 10330.00 | 10360.00 | 10390.00 | 10250.00 | 10455.00 | 10485.00 | 10525.00 | 10405.00 | -125.00 | -125.00 | -135.00 | -155.00 |
| 2020-03-12 | 10305.00 | 10375.00 | 10390.00 | 10200.00 | 10455.00 | 10505.00 | 10510.00 | 10355.00 | -150.00 | -130.00 | -120.00 | -155.00 |
| 2020-03-11 | 10390.00 | 10315.00 | 10450.00 | 10270.00 | 10545.00 | 10445.00 | 10555.00 | 10420.00 | -155.00 | -130.00 | -105.00 | -150.00 |
| 2020-03-10 | 10415.00 | 10400.00 | 10465.00 | 10385.00 | 10500.00 | 10520.00 | 10595.00 | 10490.00 | -85.00 | -120.00 | -130.00 | -105.00 |
| 2020-03-09 | 10345.00 | 10415.00 | 10535.00 | 10245.00 | 10460.00 | 10505.00 | 10620.00 | 10375.00 | -115.00 | -90.00 | -85.00 | -130.00 |
| 2020-03-06 | 10450.00 | 10395.00 | 10465.00 | 10350.00 | 10550.00 | 10490.00 | 10550.00 | 10455.00 | -100.00 | -95.00 | -85.00 | -105.00 |
| 2020-03-05 | 10530.00 | 10480.00 | 10545.00 | 10470.00 | 10580.00 | 10560.00 | 10620.00 | 10555.00 | -50.00 | -80.00 | -75.00 | -85.00 |
| 2020-03-04 | 10535.00 | 10525.00 | 10565.00 | 10470.00 | 10605.00 | 10590.00 | 10650.00 | 10560.00 | -70.00 | -65.00 | -85.00 | -90.00 |
| 2020-03-03 | 10555.00 | 10520.00 | 10600.00 | 10460.00 | 10685.00 | 10600.00 | 10700.00 | 10585.00 | -130.00 | -80.00 | -100.00 | -125.00 |