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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019-09-26 | 10280.00 | 10335.00 | 10450.00 | 10250.00 | 10260.00 | 10305.00 | 10435.00 | 10230.00 | 20.00 | 30.00 | 15.00 | 20.00 |
| 2019-09-25 | 10305.00 | 10290.00 | 10320.00 | 10170.00 | 10265.00 | 10275.00 | 10280.00 | 10140.00 | 40.00 | 15.00 | 40.00 | 30.00 |
| 2019-09-24 | 10280.00 | 10290.00 | 10330.00 | 10190.00 | 10290.00 | 10260.00 | 10300.00 | 10195.00 | -10.00 | 30.00 | 30.00 | -5.00 |
| 2019-09-23 | 10400.00 | 10255.00 | 10415.00 | 10060.00 | 10355.00 | 10245.00 | 10395.00 | 10055.00 | 45.00 | 10.00 | 20.00 | 5.00 |
| 2019-09-20 | 10495.00 | 10425.00 | 10495.00 | 10355.00 | 10505.00 | 10390.00 | 10505.00 | 10355.00 | -10.00 | 35.00 | -10.00 | 0.00 |
| 2019-09-19 | 10510.00 | 10505.00 | 10520.00 | 10250.00 | 10495.00 | 10505.00 | 10520.00 | 10270.00 | 15.00 | 0.00 | 0.00 | -20.00 |
| 2019-09-18 | 10475.00 | 10505.00 | 10575.00 | 10400.00 | 10480.00 | 10500.00 | 10550.00 | 10395.00 | -5.00 | 5.00 | 25.00 | 5.00 |
| 2019-09-17 | 10425.00 | 10490.00 | 10505.00 | 10365.00 | 10415.00 | 10475.00 | 10495.00 | 10360.00 | 10.00 | 15.00 | 10.00 | 5.00 |
| 2019-09-16 | 10400.00 | 10420.00 | 10530.00 | 10230.00 | 10355.00 | 10410.00 | 10515.00 | 10220.00 | 45.00 | 10.00 | 15.00 | 10.00 |
| 2019-09-12 | 10450.00 | 10370.00 | 10480.00 | 10305.00 | 10470.00 | 10345.00 | 10470.00 | 10295.00 | -20.00 | 25.00 | 10.00 | 10.00 |
| 2019-09-11 | 10680.00 | 10430.00 | 10780.00 | 10335.00 | 10660.00 | 10410.00 | 10735.00 | 10330.00 | 20.00 | 20.00 | 45.00 | 5.00 |
| 2019-09-10 | 10695.00 | 10725.00 | 10815.00 | 10690.00 | 10640.00 | 10695.00 | 10760.00 | 10640.00 | 55.00 | 30.00 | 55.00 | 50.00 |
| 2019-09-09 | 10800.00 | 10725.00 | 10850.00 | 10665.00 | 10780.00 | 10670.00 | 10820.00 | 10635.00 | 20.00 | 55.00 | 30.00 | 30.00 |
| 2019-09-06 | 11170.00 | 10820.00 | 11255.00 | 10820.00 | 11100.00 | 10775.00 | 11190.00 | 10775.00 | 70.00 | 45.00 | 65.00 | 45.00 |
| 2019-09-05 | 11490.00 | 11215.00 | 11520.00 | 11105.00 | 11415.00 | 11180.00 | 11480.00 | 11070.00 | 75.00 | 35.00 | 40.00 | 35.00 |
| 2019-09-04 | 11310.00 | 11475.00 | 11555.00 | 11300.00 | 11180.00 | 11430.00 | 11470.00 | 11180.00 | 130.00 | 45.00 | 85.00 | 120.00 |
| 2019-09-03 | 10715.00 | 11220.00 | 11220.00 | 10690.00 | 10655.00 | 11160.00 | 11160.00 | 10635.00 | 60.00 | 60.00 | 60.00 | 55.00 |
| 2019-09-02 | 10735.00 | 10695.00 | 10760.00 | 10615.00 | 10675.00 | 10630.00 | 10675.00 | 10575.00 | 60.00 | 65.00 | 85.00 | 40.00 |
| 2019-08-30 | 10750.00 | 10730.00 | 10880.00 | 10700.00 | 10680.00 | 10645.00 | 10780.00 | 10625.00 | 70.00 | 85.00 | 100.00 | 75.00 |
| 2019-08-29 | 10655.00 | 10760.00 | 10820.00 | 10645.00 | 10610.00 | 10680.00 | 10735.00 | 10595.00 | 45.00 | 80.00 | 85.00 | 50.00 |
| 2019-08-28 | 10690.00 | 10630.00 | 10725.00 | 10595.00 | 10650.00 | 10575.00 | 10675.00 | 10540.00 | 40.00 | 55.00 | 50.00 | 55.00 |
| 2019-08-27 | 10555.00 | 10695.00 | 10700.00 | 10525.00 | 10510.00 | 10635.00 | 10650.00 | 10485.00 | 45.00 | 60.00 | 50.00 | 40.00 |
| 2019-08-26 | 10700.00 | 10595.00 | 10840.00 | 10565.00 | 10615.00 | 10555.00 | 10765.00 | 10520.00 | 85.00 | 40.00 | 75.00 | 45.00 |
| 2019-08-23 | 10700.00 | 10705.00 | 10750.00 | 10635.00 | 10645.00 | 10650.00 | 10680.00 | 10590.00 | 55.00 | 55.00 | 70.00 | 45.00 |
| 2019-08-22 | 10760.00 | 10715.00 | 10775.00 | 10655.00 | 10725.00 | 10650.00 | 10730.00 | 10580.00 | 35.00 | 65.00 | 45.00 | 75.00 |
| 2019-08-21 | 10635.00 | 10745.00 | 10750.00 | 10545.00 | 10615.00 | 10705.00 | 10705.00 | 10505.00 | 20.00 | 40.00 | 45.00 | 40.00 |
| 2019-08-20 | 10750.00 | 10635.00 | 10810.00 | 10600.00 | 10730.00 | 10595.00 | 10765.00 | 10570.00 | 20.00 | 40.00 | 45.00 | 30.00 |
| 2019-08-19 | 10840.00 | 10750.00 | 10840.00 | 10735.00 | 10750.00 | 10710.00 | 10805.00 | 10700.00 | 90.00 | 40.00 | 35.00 | 35.00 |
| 2019-08-16 | 10755.00 | 10745.00 | 10850.00 | 10695.00 | 10750.00 | 10695.00 | 10810.00 | 10660.00 | 5.00 | 50.00 | 40.00 | 35.00 |
| 2019-08-15 | 10550.00 | 10650.00 | 10660.00 | 10525.00 | 10535.00 | 10630.00 | 10630.00 | 10505.00 | 15.00 | 20.00 | 30.00 | 20.00 |
| 2019-08-14 | 10625.00 | 10570.00 | 10645.00 | 10505.00 | 10650.00 | 10560.00 | 10650.00 | 10510.00 | -25.00 | 10.00 | -5.00 | -5.00 |
| 2019-08-13 | 10770.00 | 10645.00 | 10770.00 | 10610.00 | 10735.00 | 10640.00 | 10750.00 | 10595.00 | 35.00 | 5.00 | 20.00 | 15.00 |
| 2019-08-12 | 10840.00 | 10730.00 | 11000.00 | 10705.00 | 10800.00 | 10730.00 | 10950.00 | 10690.00 | 40.00 | 0.00 | 50.00 | 15.00 |
| 2019-08-09 | 10805.00 | 10785.00 | 10870.00 | 10580.00 | 10705.00 | 10760.00 | 10825.00 | 10585.00 | 100.00 | 25.00 | 45.00 | -5.00 |
| 2019-08-08 | 10755.00 | 10780.00 | 10945.00 | 10635.00 | 10675.00 | 10735.00 | 10880.00 | 10595.00 | 80.00 | 45.00 | 65.00 | 40.00 |
| 2019-08-07 | 10750.00 | 10695.00 | 10825.00 | 10545.00 | 10685.00 | 10650.00 | 10745.00 | 10520.00 | 65.00 | 45.00 | 80.00 | 25.00 |
| 2019-08-06 | 10195.00 | 10660.00 | 10660.00 | 10165.00 | 10175.00 | 10665.00 | 10665.00 | 10175.00 | 20.00 | -5.00 | -5.00 | -10.00 |
| 2019-08-05 | 10225.00 | 10125.00 | 10270.00 | 10030.00 | 10210.00 | 10145.00 | 10275.00 | 10060.00 | 15.00 | -20.00 | -5.00 | -30.00 |
| 2019-08-02 | 10065.00 | 10185.00 | 10210.00 | 10055.00 | 10100.00 | 10190.00 | 10215.00 | 10085.00 | -35.00 | -5.00 | -5.00 | -30.00 |
| 2019-08-01 | 10235.00 | 10130.00 | 10285.00 | 10120.00 | 10250.00 | 10155.00 | 10290.00 | 10145.00 | -15.00 | -25.00 | -5.00 | -25.00 |
| 2019-07-31 | 10290.00 | 10275.00 | 10340.00 | 10240.00 | 10330.00 | 10285.00 | 10340.00 | 10245.00 | -40.00 | -10.00 | 0.00 | -5.00 |
| 2019-07-30 | 10230.00 | 10280.00 | 10325.00 | 10180.00 | 10230.00 | 10295.00 | 10325.00 | 10190.00 | 0.00 | -15.00 | 0.00 | -10.00 |
| 2019-07-29 | 10225.00 | 10205.00 | 10265.00 | 10150.00 | 10245.00 | 10215.00 | 10275.00 | 10165.00 | -20.00 | -10.00 | -10.00 | -15.00 |
| 2019-07-26 | 10080.00 | 10230.00 | 10235.00 | 10025.00 | 10120.00 | 10240.00 | 10250.00 | 10060.00 | -40.00 | -10.00 | -15.00 | -35.00 |
| 2019-07-25 | 10130.00 | 10100.00 | 10150.00 | 10065.00 | 10155.00 | 10130.00 | 10195.00 | 10095.00 | -25.00 | -30.00 | -45.00 | -30.00 |
| 2019-07-24 | 10150.00 | 10135.00 | 10215.00 | 9995.00 | 10205.00 | 10170.00 | 10255.00 | 10040.00 | -55.00 | -35.00 | -40.00 | -45.00 |
| 2019-07-23 | 10265.00 | 10215.00 | 10315.00 | 10170.00 | 10300.00 | 10240.00 | 10355.00 | 10215.00 | -35.00 | -25.00 | -40.00 | -45.00 |
| 2019-07-22 | 10380.00 | 10315.00 | 10380.00 | 10185.00 | 10395.00 | 10350.00 | 10410.00 | 10230.00 | -15.00 | -35.00 | -30.00 | -45.00 |
| 2019-07-19 | 10330.00 | 10345.00 | 10385.00 | 10220.00 | 10375.00 | 10385.00 | 10420.00 | 10265.00 | -45.00 | -40.00 | -35.00 | -45.00 |
| 2019-07-18 | 10435.00 | 10360.00 | 10480.00 | 10335.00 | 10470.00 | 10395.00 | 10510.00 | 10370.00 | -35.00 | -35.00 | -30.00 | -35.00 |
| 2019-07-17 | 10550.00 | 10470.00 | 10695.00 | 10430.00 | 10570.00 | 10505.00 | 10725.00 | 10460.00 | -20.00 | -35.00 | -30.00 | -30.00 |
| 2019-07-16 | 10420.00 | 10540.00 | 10545.00 | 10365.00 | 10480.00 | 10570.00 | 10575.00 | 10400.00 | -60.00 | -30.00 | -30.00 | -35.00 |
| 2019-07-15 | 10485.00 | 10470.00 | 10615.00 | 10405.00 | 10520.00 | 10505.00 | 10650.00 | 10440.00 | -35.00 | -35.00 | -35.00 | -35.00 |
| 2019-07-12 | 10430.00 | 10485.00 | 10535.00 | 10335.00 | 10440.00 | 10520.00 | 10565.00 | 10370.00 | -10.00 | -35.00 | -30.00 | -35.00 |
| 2019-07-11 | 10430.00 | 10415.00 | 10460.00 | 10285.00 | 10460.00 | 10445.00 | 10490.00 | 10325.00 | -30.00 | -30.00 | -30.00 | -40.00 |
| 2019-07-10 | 10510.00 | 10405.00 | 10510.00 | 10255.00 | 10535.00 | 10440.00 | 10535.00 | 10300.00 | -25.00 | -35.00 | -25.00 | -45.00 |
| 2019-07-09 | 10625.00 | 10490.00 | 10645.00 | 10425.00 | 10680.00 | 10530.00 | 10680.00 | 10460.00 | -55.00 | -40.00 | -35.00 | -35.00 |
| 2019-07-08 | 10325.00 | 10555.00 | 10565.00 | 10325.00 | 10335.00 | 10605.00 | 10605.00 | 10335.00 | -10.00 | -50.00 | -40.00 | -10.00 |
| 2019-07-05 | 10395.00 | 10315.00 | 10415.00 | 10220.00 | 10415.00 | 10345.00 | 10450.00 | 10255.00 | -20.00 | -30.00 | -35.00 | -35.00 |
| 2019-07-04 | 10365.00 | 10380.00 | 10430.00 | 10310.00 | 10370.00 | 10410.00 | 10465.00 | 10345.00 | -5.00 | -30.00 | -35.00 | -35.00 |
| 2019-07-03 | 10305.00 | 10330.00 | 10440.00 | 10230.00 | 10335.00 | 10360.00 | 10470.00 | 10270.00 | -30.00 | -30.00 | -30.00 | -40.00 |
| 2019-07-02 | 10270.00 | 10340.00 | 10365.00 | 10155.00 | 10315.00 | 10380.00 | 10400.00 | 10195.00 | -45.00 | -40.00 | -35.00 | -40.00 |
| 2019-07-01 | 10380.00 | 10285.00 | 10380.00 | 10185.00 | 10395.00 | 10325.00 | 10410.00 | 10230.00 | -15.00 | -40.00 | -30.00 | -45.00 |
| 2019-06-28 | 10535.00 | 10335.00 | 10610.00 | 10300.00 | 10590.00 | 10360.00 | 10650.00 | 10335.00 | -55.00 | -25.00 | -40.00 | -35.00 |
| 2019-06-27 | 10415.00 | 10505.00 | 10675.00 | 10365.00 | 10430.00 | 10545.00 | 10710.00 | 10405.00 | -15.00 | -40.00 | -35.00 | -40.00 |
| 2019-06-26 | 10410.00 | 10415.00 | 10445.00 | 10320.00 | 10440.00 | 10450.00 | 10480.00 | 10365.00 | -30.00 | -35.00 | -35.00 | -45.00 |
| 2019-06-25 | 10430.00 | 10395.00 | 10475.00 | 10310.00 | 10470.00 | 10430.00 | 10510.00 | 10345.00 | -40.00 | -35.00 | -35.00 | -35.00 |
| 2019-06-24 | 10485.00 | 10440.00 | 10580.00 | 10360.00 | 10505.00 | 10480.00 | 10610.00 | 10395.00 | -20.00 | -40.00 | -30.00 | -35.00 |
| 2019-06-21 | 10360.00 | 10475.00 | 10515.00 | 10285.00 | 10375.00 | 10515.00 | 10540.00 | 10310.00 | -15.00 | -40.00 | -25.00 | -25.00 |
| 2019-06-20 | 10285.00 | 10270.00 | 10370.00 | 10180.00 | 10285.00 | 10295.00 | 10390.00 | 10215.00 | 0.00 | -25.00 | -20.00 | -35.00 |
| 2019-06-19 | 10180.00 | 10225.00 | 10310.00 | 10110.00 | 10245.00 | 10250.00 | 10330.00 | 10150.00 | -65.00 | -25.00 | -20.00 | -40.00 |
| 2019-06-18 | 10390.00 | 10120.00 | 10450.00 | 10075.00 | 10365.00 | 10160.00 | 10470.00 | 10115.00 | 25.00 | -40.00 | -20.00 | -40.00 |
| 2019-06-17 | 10260.00 | 10440.00 | 10445.00 | 10130.00 | 10370.00 | 10465.00 | 10470.00 | 10160.00 | -110.00 | -25.00 | -25.00 | -30.00 |
| 2019-06-14 | 10340.00 | 10230.00 | 10550.00 | 10140.00 | 10350.00 | 10275.00 | 10575.00 | 10180.00 | -10.00 | -45.00 | -25.00 | -40.00 |
| 2019-06-13 | 9850.00 | 10305.00 | 10305.00 | 9850.00 | 9875.00 | 10345.00 | 10345.00 | 9875.00 | -25.00 | -40.00 | -40.00 | -25.00 |
| 2019-06-12 | 9915.00 | 9815.00 | 9925.00 | 9740.00 | 9980.00 | 9860.00 | 9980.00 | 9775.00 | -65.00 | -45.00 | -55.00 | -35.00 |
| 2019-06-11 | 9850.00 | 9960.00 | 9995.00 | 9810.00 | 9900.00 | 9990.00 | 10030.00 | 9845.00 | -50.00 | -30.00 | -35.00 | -35.00 |
| 2019-06-10 | 9655.00 | 9815.00 | 9890.00 | 9605.00 | 9700.00 | 9855.00 | 9910.00 | 9640.00 | -45.00 | -40.00 | -20.00 | -35.00 |
| 2019-06-06 | 10030.00 | 9750.00 | 10030.00 | 9625.00 | 10050.00 | 9770.00 | 10065.00 | 9645.00 | -20.00 | -20.00 | -35.00 | -20.00 |
| 2019-06-05 | 10175.00 | 10100.00 | 10210.00 | 10015.00 | 10190.00 | 10120.00 | 10225.00 | 10045.00 | -15.00 | -20.00 | -15.00 | -30.00 |
| 2019-06-04 | 10145.00 | 10150.00 | 10190.00 | 9955.00 | 10185.00 | 10180.00 | 10210.00 | 9985.00 | -40.00 | -30.00 | -20.00 | -30.00 |
| 2019-06-03 | 10435.00 | 10095.00 | 10560.00 | 10000.00 | 10465.00 | 10125.00 | 10595.00 | 10020.00 | -30.00 | -30.00 | -35.00 | -20.00 |
| 2019-05-31 | 10520.00 | 10485.00 | 10590.00 | 10340.00 | 10565.00 | 10515.00 | 10625.00 | 10385.00 | -45.00 | -30.00 | -35.00 | -45.00 |
| 2019-05-30 | 10555.00 | 10530.00 | 10745.00 | 10370.00 | 10590.00 | 10575.00 | 10805.00 | 10410.00 | -35.00 | -45.00 | -60.00 | -40.00 |
| 2019-05-29 | 10460.00 | 10550.00 | 10645.00 | 10395.00 | 10535.00 | 10590.00 | 10700.00 | 10440.00 | -75.00 | -40.00 | -55.00 | -45.00 |
| 2019-05-28 | 10605.00 | 10405.00 | 10690.00 | 10295.00 | 10650.00 | 10450.00 | 10745.00 | 10345.00 | -45.00 | -45.00 | -55.00 | -50.00 |
| 2019-05-27 | 10600.00 | 10560.00 | 10935.00 | 10480.00 | 10665.00 | 10615.00 | 11005.00 | 10535.00 | -65.00 | -55.00 | -70.00 | -55.00 |
| 2019-05-24 | 10280.00 | 10720.00 | 10730.00 | 10230.00 | 10345.00 | 10805.00 | 10810.00 | 10280.00 | -65.00 | -85.00 | -80.00 | -50.00 |
| 2019-05-23 | 10335.00 | 10350.00 | 10415.00 | 10255.00 | 10330.00 | 10400.00 | 10450.00 | 10295.00 | 5.00 | -50.00 | -35.00 | -40.00 |
| 2019-05-22 | 9835.00 | 10305.00 | 10305.00 | 9790.00 | 9860.00 | 10320.00 | 10320.00 | 9825.00 | -25.00 | -15.00 | -15.00 | -35.00 |
| 2019-05-21 | 9775.00 | 9840.00 | 9905.00 | 9700.00 | 9780.00 | 9860.00 | 9920.00 | 9710.00 | -5.00 | -20.00 | -15.00 | -10.00 |
| 2019-05-20 | 9790.00 | 9755.00 | 9915.00 | 9655.00 | 9820.00 | 9760.00 | 9945.00 | 9680.00 | -30.00 | -5.00 | -30.00 | -25.00 |
| 2019-05-17 | 9750.00 | 9755.00 | 9795.00 | 9625.00 | 9780.00 | 9790.00 | 9825.00 | 9660.00 | -30.00 | -35.00 | -30.00 | -35.00 |
| 2019-05-16 | 9680.00 | 9715.00 | 9890.00 | 9620.00 | 9700.00 | 9740.00 | 9915.00 | 9655.00 | -20.00 | -25.00 | -25.00 | -35.00 |
| 2019-05-15 | 9505.00 | 9660.00 | 9865.00 | 9385.00 | 9500.00 | 9685.00 | 9885.00 | 9415.00 | 5.00 | -25.00 | -20.00 | -30.00 |
| 2019-05-14 | 9125.00 | 9505.00 | 9575.00 | 9125.00 | 9240.00 | 9505.00 | 9565.00 | 9115.00 | -115.00 | 0.00 | 10.00 | 10.00 |
| 2019-05-13 | 8690.00 | 9115.00 | 9115.00 | 8670.00 | 8590.00 | 9020.00 | 9020.00 | 8585.00 | 100.00 | 95.00 | 95.00 | 85.00 |
| 2019-05-10 | 8655.00 | 8670.00 | 8750.00 | 8620.00 | 8560.00 | 8585.00 | 8660.00 | 8535.00 | 95.00 | 85.00 | 90.00 | 85.00 |
| 2019-05-09 | 8635.00 | 8620.00 | 8690.00 | 8580.00 | 8585.00 | 8545.00 | 8615.00 | 8520.00 | 50.00 | 75.00 | 75.00 | 60.00 |
| 2019-05-08 | 8620.00 | 8635.00 | 8710.00 | 8595.00 | 8555.00 | 8575.00 | 8645.00 | 8550.00 | 65.00 | 60.00 | 65.00 | 45.00 |