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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020-03-02 | 10405.00 | 10580.00 | 10710.00 | 10345.00 | 10520.00 | 10685.00 | 10760.00 | 10450.00 | -115.00 | -105.00 | -50.00 | -105.00 |
| 2020-02-28 | 10340.00 | 10430.00 | 10495.00 | 10320.00 | 10440.00 | 10525.00 | 10570.00 | 10415.00 | -100.00 | -95.00 | -75.00 | -95.00 |
| 2020-02-27 | 10520.00 | 10385.00 | 10535.00 | 10275.00 | 10580.00 | 10495.00 | 10610.00 | 10405.00 | -60.00 | -110.00 | -75.00 | -130.00 |
| 2020-02-26 | 10545.00 | 10510.00 | 10570.00 | 10465.00 | 10625.00 | 10580.00 | 10665.00 | 10560.00 | -80.00 | -70.00 | -95.00 | -95.00 |
| 2020-02-25 | 10425.00 | 10565.00 | 10620.00 | 10425.00 | 10560.00 | 10620.00 | 10715.00 | 10545.00 | -135.00 | -55.00 | -95.00 | -120.00 |
| 2020-02-24 | 10580.00 | 10465.00 | 10585.00 | 10440.00 | 10725.00 | 10575.00 | 10725.00 | 10575.00 | -145.00 | -110.00 | -140.00 | -135.00 |
| 2020-02-21 | 10575.00 | 10555.00 | 10595.00 | 10530.00 | 10730.00 | 10710.00 | 10750.00 | 10690.00 | -155.00 | -155.00 | -155.00 | -160.00 |
| 2020-02-20 | 10535.00 | 10580.00 | 10665.00 | 10475.00 | 10675.00 | 10730.00 | 10805.00 | 10650.00 | -140.00 | -150.00 | -140.00 | -175.00 |
| 2020-02-19 | 10490.00 | 10500.00 | 10550.00 | 10490.00 | 10685.00 | 10660.00 | 10720.00 | 10660.00 | -195.00 | -160.00 | -170.00 | -170.00 |
| 2020-02-18 | 10495.00 | 10510.00 | 10560.00 | 10490.00 | 10680.00 | 10675.00 | 10730.00 | 10665.00 | -185.00 | -165.00 | -170.00 | -175.00 |
| 2020-02-17 | 10440.00 | 10535.00 | 10555.00 | 10400.00 | 10585.00 | 10710.00 | 10720.00 | 10575.00 | -145.00 | -175.00 | -165.00 | -175.00 |
| 2020-02-14 | 10430.00 | 10420.00 | 10460.00 | 10350.00 | 10600.00 | 10580.00 | 10620.00 | 10510.00 | -170.00 | -160.00 | -160.00 | -160.00 |
| 2020-02-13 | 10435.00 | 10450.00 | 10460.00 | 10390.00 | 10595.00 | 10610.00 | 10625.00 | 10575.00 | -160.00 | -160.00 | -165.00 | -185.00 |
| 2020-02-12 | 10380.00 | 10435.00 | 10485.00 | 10370.00 | 10555.00 | 10615.00 | 10645.00 | 10505.00 | -175.00 | -180.00 | -160.00 | -135.00 |
| 2020-02-11 | 10350.00 | 10385.00 | 10400.00 | 10310.00 | 10445.00 | 10535.00 | 10545.00 | 10445.00 | -95.00 | -150.00 | -145.00 | -135.00 |
| 2020-02-10 | 10260.00 | 10325.00 | 10360.00 | 10230.00 | 10395.00 | 10475.00 | 10485.00 | 10390.00 | -135.00 | -150.00 | -125.00 | -160.00 |
| 2020-02-07 | 10290.00 | 10330.00 | 10335.00 | 10260.00 | 10400.00 | 10450.00 | 10450.00 | 10395.00 | -110.00 | -120.00 | -115.00 | -135.00 |
| 2020-02-06 | 10240.00 | 10280.00 | 10290.00 | 10205.00 | 10360.00 | 10395.00 | 10405.00 | 10340.00 | -120.00 | -115.00 | -115.00 | -135.00 |
| 2020-02-05 | 10225.00 | 10235.00 | 10320.00 | 10190.00 | 10325.00 | 10380.00 | 10430.00 | 10320.00 | -100.00 | -145.00 | -110.00 | -130.00 |
| 2020-02-04 | 10085.00 | 10240.00 | 10260.00 | 9890.00 | 10250.00 | 10360.00 | 10385.00 | 10100.00 | -165.00 | -120.00 | -125.00 | -210.00 |
| 2020-02-03 | 10150.00 | 10105.00 | 10360.00 | 9910.00 | 10460.00 | 10230.00 | 10460.00 | 10080.00 | -310.00 | -125.00 | -100.00 | -170.00 |
| 2020-01-23 | 10575.00 | 10610.00 | 10620.00 | 10520.00 | 10695.00 | 10730.00 | 10745.00 | 10665.00 | -120.00 | -120.00 | -125.00 | -145.00 |
| 2020-01-22 | 10515.00 | 10600.00 | 10640.00 | 10425.00 | 10625.00 | 10725.00 | 10750.00 | 10555.00 | -110.00 | -125.00 | -110.00 | -130.00 |
| 2020-01-21 | 10495.00 | 10515.00 | 10545.00 | 10450.00 | 10630.00 | 10640.00 | 10660.00 | 10590.00 | -135.00 | -125.00 | -115.00 | -140.00 |
| 2020-01-20 | 10585.00 | 10470.00 | 10665.00 | 10470.00 | 10740.00 | 10620.00 | 10780.00 | 10610.00 | -155.00 | -150.00 | -115.00 | -140.00 |
| 2020-01-17 | 10510.00 | 10575.00 | 10575.00 | 10470.00 | 10610.00 | 10700.00 | 10700.00 | 10610.00 | -100.00 | -125.00 | -125.00 | -140.00 |
| 2020-01-16 | 10520.00 | 10510.00 | 10585.00 | 10440.00 | 10700.00 | 10650.00 | 10715.00 | 10580.00 | -180.00 | -140.00 | -130.00 | -140.00 |
| 2020-01-15 | 10520.00 | 10510.00 | 10545.00 | 10405.00 | 10660.00 | 10645.00 | 10665.00 | 10560.00 | -140.00 | -135.00 | -120.00 | -155.00 |
| 2020-01-14 | 10425.00 | 10480.00 | 10555.00 | 10355.00 | 10570.00 | 10610.00 | 10675.00 | 10510.00 | -145.00 | -130.00 | -120.00 | -155.00 |
| 2020-01-13 | 10515.00 | 10425.00 | 10585.00 | 10360.00 | 10600.00 | 10580.00 | 10695.00 | 10510.00 | -85.00 | -155.00 | -110.00 | -150.00 |
| 2020-01-10 | 10300.00 | 10475.00 | 10490.00 | 10115.00 | 10440.00 | 10595.00 | 10605.00 | 10245.00 | -140.00 | -120.00 | -115.00 | -130.00 |
| 2020-01-09 | 10435.00 | 10405.00 | 10490.00 | 10370.00 | 10550.00 | 10500.00 | 10605.00 | 10495.00 | -115.00 | -95.00 | -115.00 | -125.00 |
| 2020-01-08 | 10490.00 | 10440.00 | 10530.00 | 10335.00 | 10565.00 | 10550.00 | 10625.00 | 10455.00 | -75.00 | -110.00 | -95.00 | -120.00 |
| 2020-01-07 | 10815.00 | 10480.00 | 10830.00 | 10420.00 | 10875.00 | 10580.00 | 10895.00 | 10535.00 | -60.00 | -100.00 | -65.00 | -115.00 |
| 2020-01-06 | 10880.00 | 10800.00 | 10935.00 | 10745.00 | 10900.00 | 10875.00 | 10940.00 | 10815.00 | -20.00 | -75.00 | -5.00 | -70.00 |
| 2020-01-03 | 10930.00 | 10905.00 | 10970.00 | 10860.00 | 10935.00 | 10910.00 | 10970.00 | 10880.00 | -5.00 | -5.00 | 0.00 | -20.00 |
| 2020-01-02 | 10940.00 | 10930.00 | 10960.00 | 10880.00 | 10990.00 | 10830.00 | 10995.00 | 10830.00 | -50.00 | 100.00 | -35.00 | 50.00 |
| 2019-12-31 | 10880.00 | 10915.00 | 10960.00 | 10840.00 | 10995.00 | 10780.00 | 11285.00 | 10675.00 | -115.00 | 135.00 | -325.00 | 165.00 |
| 2019-12-30 | 10875.00 | 10900.00 | 11015.00 | 10800.00 | 10960.00 | 11015.00 | 11050.00 | 10950.00 | -85.00 | -115.00 | -35.00 | -150.00 |
| 2019-12-27 | 10830.00 | 10875.00 | 10890.00 | 10800.00 | 10945.00 | 10960.00 | 10995.00 | 10900.00 | -115.00 | -85.00 | -105.00 | -100.00 |
| 2019-12-26 | 10830.00 | 10835.00 | 10875.00 | 10775.00 | 10950.00 | 10935.00 | 10950.00 | 10885.00 | -120.00 | -100.00 | -75.00 | -110.00 |
| 2019-12-25 | 10785.00 | 10800.00 | 10825.00 | 10710.00 | 10940.00 | 10895.00 | 10940.00 | 10860.00 | -155.00 | -95.00 | -115.00 | -150.00 |
| 2019-12-24 | 10810.00 | 10775.00 | 10830.00 | 10720.00 | 10920.00 | 10920.00 | 10950.00 | 10815.00 | -110.00 | -145.00 | -120.00 | -95.00 |
| 2019-12-23 | 10910.00 | 10810.00 | 10950.00 | 10810.00 | 10970.00 | 10890.00 | 10970.00 | 10880.00 | -60.00 | -80.00 | -20.00 | -70.00 |
| 2019-12-20 | 10865.00 | 10905.00 | 10925.00 | 10840.00 | 10945.00 | 10950.00 | 10955.00 | 10865.00 | -80.00 | -45.00 | -30.00 | -25.00 |
| 2019-12-19 | 10855.00 | 10860.00 | 10870.00 | 10790.00 | 10950.00 | 10935.00 | 10980.00 | 10910.00 | -95.00 | -75.00 | -110.00 | -120.00 |
| 2019-12-18 | 10860.00 | 10835.00 | 10880.00 | 10740.00 | 11000.00 | 10965.00 | 11045.00 | 10910.00 | -140.00 | -130.00 | -165.00 | -170.00 |
| 2019-12-17 | 10890.00 | 10860.00 | 10930.00 | 10860.00 | 11010.00 | 11005.00 | 11110.00 | 11005.00 | -120.00 | -145.00 | -180.00 | -145.00 |
| 2019-12-16 | 10910.00 | 10895.00 | 10980.00 | 10835.00 | 11015.00 | 11010.00 | 11095.00 | 10980.00 | -105.00 | -115.00 | -115.00 | -145.00 |
| 2019-12-13 | 10870.00 | 10870.00 | 10895.00 | 10770.00 | 10990.00 | 11010.00 | 11040.00 | 10970.00 | -120.00 | -140.00 | -145.00 | -200.00 |
| 2019-12-12 | 10810.00 | 10875.00 | 10890.00 | 10805.00 | 10975.00 | 11000.00 | 11010.00 | 10960.00 | -165.00 | -125.00 | -120.00 | -155.00 |
| 2019-12-11 | 10800.00 | 10810.00 | 10920.00 | 10780.00 | 10915.00 | 10965.00 | 11000.00 | 10910.00 | -115.00 | -155.00 | -80.00 | -130.00 |
| 2019-12-10 | 10890.00 | 10805.00 | 10910.00 | 10805.00 | 10935.00 | 10915.00 | 10960.00 | 10890.00 | -45.00 | -110.00 | -50.00 | -85.00 |
| 2019-12-09 | 10850.00 | 10855.00 | 11045.00 | 10770.00 | 10900.00 | 10920.00 | 11135.00 | 10855.00 | -50.00 | -65.00 | -90.00 | -85.00 |
| 2019-12-06 | 10780.00 | 10840.00 | 10870.00 | 10580.00 | 10815.00 | 10885.00 | 10915.00 | 10700.00 | -35.00 | -45.00 | -45.00 | -120.00 |
| 2019-12-05 | 10890.00 | 10840.00 | 10905.00 | 10835.00 | 10855.00 | 10795.00 | 10875.00 | 10785.00 | 35.00 | 45.00 | 30.00 | 50.00 |
| 2019-12-04 | 10940.00 | 10910.00 | 10980.00 | 10810.00 | 10890.00 | 10885.00 | 10960.00 | 10800.00 | 50.00 | 25.00 | 20.00 | 10.00 |
| 2019-12-03 | 10935.00 | 10950.00 | 10995.00 | 10925.00 | 10890.00 | 10900.00 | 10935.00 | 10880.00 | 45.00 | 50.00 | 60.00 | 45.00 |
| 2019-12-02 | 11045.00 | 10930.00 | 11090.00 | 10925.00 | 11040.00 | 10905.00 | 11100.00 | 10855.00 | 5.00 | 25.00 | -10.00 | 70.00 |
| 2019-11-29 | 10885.00 | 11070.00 | 11110.00 | 10810.00 | 10890.00 | 11080.00 | 11115.00 | 10865.00 | -5.00 | -10.00 | -5.00 | -55.00 |
| 2019-11-28 | 10800.00 | 10875.00 | 10890.00 | 10795.00 | 10810.00 | 10885.00 | 10895.00 | 10800.00 | -10.00 | -10.00 | -5.00 | -5.00 |
| 2019-11-27 | 10870.00 | 10805.00 | 10965.00 | 10755.00 | 10875.00 | 10815.00 | 10945.00 | 10765.00 | -5.00 | -10.00 | 20.00 | -10.00 |
| 2019-11-26 | 10875.00 | 10870.00 | 10925.00 | 10825.00 | 10850.00 | 10870.00 | 10910.00 | 10820.00 | 25.00 | 0.00 | 15.00 | 5.00 |
| 2019-11-25 | 10860.00 | 10915.00 | 10915.00 | 10765.00 | 10795.00 | 10890.00 | 10890.00 | 10735.00 | 65.00 | 25.00 | 25.00 | 30.00 |
| 2019-11-22 | 10930.00 | 10885.00 | 10955.00 | 10765.00 | 10860.00 | 10835.00 | 10880.00 | 10705.00 | 70.00 | 50.00 | 75.00 | 60.00 |
| 2019-11-21 | 11050.00 | 10960.00 | 11050.00 | 10910.00 | 10985.00 | 10910.00 | 10985.00 | 10885.00 | 65.00 | 50.00 | 65.00 | 25.00 |
| 2019-11-20 | 10930.00 | 11065.00 | 11080.00 | 10850.00 | 10870.00 | 10985.00 | 11020.00 | 10830.00 | 60.00 | 80.00 | 60.00 | 20.00 |
| 2019-11-19 | 11110.00 | 10930.00 | 11110.00 | 10790.00 | 11115.00 | 10885.00 | 11130.00 | 10750.00 | -5.00 | 45.00 | -20.00 | 40.00 |
| 2019-11-18 | 11160.00 | 11105.00 | 11175.00 | 11010.00 | 11045.00 | 11045.00 | 11080.00 | 10945.00 | 115.00 | 60.00 | 95.00 | 65.00 |
| 2019-11-15 | 11075.00 | 11185.00 | 11195.00 | 11020.00 | 10985.00 | 11025.00 | 11065.00 | 10925.00 | 90.00 | 160.00 | 130.00 | 95.00 |
| 2019-11-14 | 11050.00 | 11120.00 | 11260.00 | 11015.00 | 10955.00 | 11010.00 | 11140.00 | 10920.00 | 95.00 | 110.00 | 120.00 | 95.00 |
| 2019-11-13 | 10960.00 | 11045.00 | 11115.00 | 10890.00 | 10895.00 | 10970.00 | 11045.00 | 10840.00 | 65.00 | 75.00 | 70.00 | 50.00 |
| 2019-11-12 | 10980.00 | 10980.00 | 11030.00 | 10905.00 | 10900.00 | 10905.00 | 10960.00 | 10840.00 | 80.00 | 75.00 | 70.00 | 65.00 |
| 2019-11-11 | 11010.00 | 10990.00 | 11050.00 | 10870.00 | 10940.00 | 10925.00 | 10975.00 | 10820.00 | 70.00 | 65.00 | 75.00 | 50.00 |
| 2019-11-08 | 10915.00 | 11045.00 | 11080.00 | 10870.00 | 10890.00 | 10985.00 | 11025.00 | 10820.00 | 25.00 | 60.00 | 55.00 | 50.00 |
| 2019-11-07 | 10785.00 | 10855.00 | 10890.00 | 10720.00 | 10785.00 | 10880.00 | 10925.00 | 10740.00 | 0.00 | -25.00 | -35.00 | -20.00 |
| 2019-11-06 | 10965.00 | 10765.00 | 10975.00 | 10760.00 | 10950.00 | 10780.00 | 10970.00 | 10755.00 | 15.00 | -15.00 | 5.00 | 5.00 |
| 2019-11-05 | 11015.00 | 10955.00 | 11075.00 | 10870.00 | 11015.00 | 10965.00 | 11040.00 | 10870.00 | 0.00 | -10.00 | 35.00 | 0.00 |
| 2019-11-04 | 10805.00 | 11000.00 | 11185.00 | 10755.00 | 10840.00 | 10980.00 | 11235.00 | 10820.00 | -35.00 | 20.00 | -50.00 | -65.00 |
| 2019-11-01 | 10655.00 | 10730.00 | 10760.00 | 10580.00 | 10725.00 | 10760.00 | 10780.00 | 10655.00 | -70.00 | -30.00 | -20.00 | -75.00 |
| 2019-10-31 | 10680.00 | 10650.00 | 10730.00 | 10580.00 | 10705.00 | 10720.00 | 10760.00 | 10630.00 | -25.00 | -70.00 | -30.00 | -50.00 |
| 2019-10-30 | 10650.00 | 10670.00 | 10690.00 | 10585.00 | 10660.00 | 10705.00 | 10710.00 | 10595.00 | -10.00 | -35.00 | -20.00 | -10.00 |
| 2019-10-29 | 10660.00 | 10665.00 | 10780.00 | 10595.00 | 10670.00 | 10655.00 | 10765.00 | 10605.00 | -10.00 | 10.00 | 15.00 | -10.00 |
| 2019-10-28 | 10720.00 | 10680.00 | 10750.00 | 10450.00 | 10670.00 | 10670.00 | 10715.00 | 10475.00 | 50.00 | 10.00 | 35.00 | -25.00 |
| 2019-10-25 | 10645.00 | 10665.00 | 10685.00 | 10525.00 | 10675.00 | 10630.00 | 10690.00 | 10545.00 | -30.00 | 35.00 | -5.00 | -20.00 |
| 2019-10-24 | 10600.00 | 10625.00 | 10670.00 | 10515.00 | 10620.00 | 10650.00 | 10730.00 | 10565.00 | -20.00 | -25.00 | -60.00 | -50.00 |
| 2019-10-23 | 10025.00 | 10485.00 | 10485.00 | 9955.00 | 10070.00 | 10560.00 | 10560.00 | 10030.00 | -45.00 | -75.00 | -75.00 | -75.00 |
| 2019-10-22 | 9985.00 | 10000.00 | 10030.00 | 9940.00 | 10080.00 | 10075.00 | 10105.00 | 10015.00 | -95.00 | -75.00 | -75.00 | -75.00 |
| 2019-10-21 | 10000.00 | 10000.00 | 10100.00 | 9895.00 | 10065.00 | 10080.00 | 10160.00 | 9975.00 | -65.00 | -80.00 | -60.00 | -80.00 |
| 2019-10-18 | 9925.00 | 10010.00 | 10070.00 | 9770.00 | 10010.00 | 10095.00 | 10145.00 | 9855.00 | -85.00 | -85.00 | -75.00 | -85.00 |
| 2019-10-17 | 10465.00 | 9930.00 | 10490.00 | 9930.00 | 10450.00 | 10005.00 | 10460.00 | 9940.00 | 15.00 | -75.00 | 30.00 | -10.00 |
| 2019-10-16 | 10505.00 | 10460.00 | 10525.00 | 10410.00 | 10495.00 | 10440.00 | 10500.00 | 10395.00 | 10.00 | 20.00 | 25.00 | 15.00 |
| 2019-10-15 | 10455.00 | 10500.00 | 10580.00 | 10400.00 | 10450.00 | 10475.00 | 10540.00 | 10380.00 | 5.00 | 25.00 | 40.00 | 20.00 |
| 2019-10-14 | 10415.00 | 10490.00 | 10525.00 | 10340.00 | 10380.00 | 10450.00 | 10485.00 | 10305.00 | 35.00 | 40.00 | 40.00 | 35.00 |
| 2019-10-11 | 10385.00 | 10400.00 | 10420.00 | 10260.00 | 10370.00 | 10350.00 | 10380.00 | 10245.00 | 15.00 | 50.00 | 40.00 | 15.00 |
| 2019-10-10 | 10405.00 | 10385.00 | 10450.00 | 10340.00 | 10385.00 | 10350.00 | 10390.00 | 10300.00 | 20.00 | 35.00 | 60.00 | 40.00 |
| 2019-10-09 | 10390.00 | 10385.00 | 10430.00 | 10320.00 | 10320.00 | 10330.00 | 10360.00 | 10265.00 | 70.00 | 55.00 | 70.00 | 55.00 |
| 2019-10-08 | 10255.00 | 10385.00 | 10545.00 | 10180.00 | 10265.00 | 10320.00 | 10475.00 | 10180.00 | -10.00 | 65.00 | 70.00 | 0.00 |
| 2019-09-30 | 10350.00 | 10250.00 | 10395.00 | 10155.00 | 10340.00 | 10240.00 | 10370.00 | 10160.00 | 10.00 | 10.00 | 25.00 | -5.00 |
| 2019-09-27 | 10275.00 | 10320.00 | 10340.00 | 10150.00 | 10190.00 | 10290.00 | 10315.00 | 10125.00 | 85.00 | 30.00 | 25.00 | 25.00 |