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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-04-15 | 12700.00 | 12475.00 | 12700.00 | 12380.00 | 12460.00 | 12145.00 | 12465.00 | 12145.00 | 240.00 | 330.00 | 235.00 | 235.00 |
| 2024-04-12 | 12750.00 | 12655.00 | 12830.00 | 12590.00 | 12510.00 | 12410.00 | 12595.00 | 12385.00 | 240.00 | 245.00 | 235.00 | 205.00 |
| 2024-04-11 | 12625.00 | 12740.00 | 12830.00 | 12475.00 | 12350.00 | 12495.00 | 12610.00 | 12260.00 | 275.00 | 245.00 | 220.00 | 215.00 |
| 2024-04-10 | 12320.00 | 12635.00 | 12695.00 | 12255.00 | 12100.00 | 12390.00 | 12435.00 | 12045.00 | 220.00 | 245.00 | 260.00 | 210.00 |
| 2024-04-09 | 12045.00 | 12055.00 | 12125.00 | 11920.00 | 12245.00 | 12275.00 | 12360.00 | 12130.00 | -200.00 | -220.00 | -235.00 | -210.00 |
| 2024-04-08 | 11865.00 | 12010.00 | 12080.00 | 11805.00 | 12145.00 | 12230.00 | 12295.00 | 12035.00 | -280.00 | -220.00 | -215.00 | -230.00 |
| 2024-04-03 | 11860.00 | 11895.00 | 11970.00 | 11730.00 | 12060.00 | 12135.00 | 12235.00 | 11985.00 | -200.00 | -240.00 | -265.00 | -255.00 |
| 2024-04-02 | 11870.00 | 11790.00 | 11870.00 | 11660.00 | 12150.00 | 12055.00 | 12150.00 | 11955.00 | -280.00 | -265.00 | -280.00 | -295.00 |
| 2024-04-01 | 12120.00 | 11815.00 | 12270.00 | 11760.00 | 12370.00 | 12125.00 | 12490.00 | 12060.00 | -250.00 | -310.00 | -220.00 | -300.00 |
| 2024-03-29 | 12340.00 | 12210.00 | 12400.00 | 12145.00 | 12560.00 | 12455.00 | 12605.00 | 12415.00 | -220.00 | -245.00 | -205.00 | -270.00 |
| 2024-03-28 | 12205.00 | 12300.00 | 12340.00 | 12190.00 | 12445.00 | 12530.00 | 12570.00 | 12410.00 | -240.00 | -230.00 | -230.00 | -220.00 |
| 2024-03-27 | 12525.00 | 12230.00 | 12545.00 | 12160.00 | 12705.00 | 12450.00 | 12775.00 | 12390.00 | -180.00 | -220.00 | -230.00 | -230.00 |
| 2024-03-26 | 12310.00 | 12495.00 | 12495.00 | 12215.00 | 12580.00 | 12695.00 | 12725.00 | 12435.00 | -270.00 | -200.00 | -230.00 | -220.00 |
| 2024-03-25 | 12235.00 | 12325.00 | 12360.00 | 12040.00 | 12465.00 | 12555.00 | 12620.00 | 12320.00 | -230.00 | -230.00 | -260.00 | -280.00 |
| 2024-03-22 | 12480.00 | 12210.00 | 12480.00 | 12200.00 | 12770.00 | 12465.00 | 12785.00 | 12455.00 | -290.00 | -255.00 | -305.00 | -255.00 |
| 2024-03-21 | 12310.00 | 12350.00 | 12475.00 | 12310.00 | 12665.00 | 12675.00 | 12800.00 | 12635.00 | -355.00 | -325.00 | -325.00 | -325.00 |
| 2024-03-20 | 12475.00 | 12310.00 | 12715.00 | 12300.00 | 12850.00 | 12655.00 | 13040.00 | 12620.00 | -375.00 | -345.00 | -325.00 | -320.00 |
| 2024-03-19 | 12255.00 | 12460.00 | 12470.00 | 12135.00 | 12630.00 | 12840.00 | 12855.00 | 12520.00 | -375.00 | -380.00 | -385.00 | -385.00 |
| 2024-03-18 | 12470.00 | 12300.00 | 12490.00 | 12250.00 | 12750.00 | 12675.00 | 12840.00 | 12605.00 | -280.00 | -375.00 | -350.00 | -355.00 |
| 2024-03-15 | 12360.00 | 12430.00 | 12530.00 | 12200.00 | 12710.00 | 12735.00 | 12860.00 | 12540.00 | -350.00 | -305.00 | -330.00 | -340.00 |
| 2024-03-14 | 12860.00 | 12400.00 | 12960.00 | 12300.00 | 13180.00 | 12735.00 | 13290.00 | 12650.00 | -320.00 | -335.00 | -330.00 | -350.00 |
| 2024-03-13 | 12700.00 | 12835.00 | 12985.00 | 12620.00 | 13055.00 | 13160.00 | 13315.00 | 12950.00 | -355.00 | -325.00 | -330.00 | -330.00 |
| 2024-03-12 | 12515.00 | 12695.00 | 12750.00 | 12510.00 | 12820.00 | 13005.00 | 13075.00 | 12815.00 | -305.00 | -310.00 | -325.00 | -305.00 |
| 2024-03-11 | 12795.00 | 12500.00 | 12825.00 | 12465.00 | 13105.00 | 12815.00 | 13160.00 | 12805.00 | -310.00 | -315.00 | -335.00 | -340.00 |
| 2024-03-08 | 12910.00 | 12825.00 | 12975.00 | 12725.00 | 13245.00 | 13180.00 | 13320.00 | 13060.00 | -335.00 | -355.00 | -345.00 | -335.00 |
| 2024-03-07 | 12995.00 | 12865.00 | 13075.00 | 12785.00 | 13400.00 | 13225.00 | 13460.00 | 13180.00 | -405.00 | -360.00 | -385.00 | -395.00 |
| 2024-03-06 | 12755.00 | 12985.00 | 13015.00 | 12755.00 | 13195.00 | 13385.00 | 13430.00 | 13175.00 | -440.00 | -400.00 | -415.00 | -420.00 |
| 2024-03-05 | 13010.00 | 12785.00 | 13120.00 | 12740.00 | 13450.00 | 13215.00 | 13545.00 | 13170.00 | -440.00 | -430.00 | -425.00 | -430.00 |
| 2024-03-04 | 13010.00 | 13055.00 | 13175.00 | 12920.00 | 13340.00 | 13475.00 | 13515.00 | 13335.00 | -330.00 | -420.00 | -340.00 | -415.00 |
| 2024-03-01 | 12695.00 | 13010.00 | 13080.00 | 12650.00 | 12985.00 | 13340.00 | 13385.00 | 12930.00 | -290.00 | -330.00 | -305.00 | -280.00 |
| 2024-02-29 | 12485.00 | 12675.00 | 12730.00 | 12425.00 | 12765.00 | 12935.00 | 12995.00 | 12715.00 | -280.00 | -260.00 | -265.00 | -290.00 |
| 2024-02-28 | 12500.00 | 12485.00 | 12645.00 | 12360.00 | 12785.00 | 12770.00 | 12930.00 | 12665.00 | -285.00 | -285.00 | -285.00 | -305.00 |
| 2024-02-27 | 12355.00 | 12430.00 | 12510.00 | 12305.00 | 12680.00 | 12735.00 | 12815.00 | 12610.00 | -325.00 | -305.00 | -305.00 | -305.00 |
| 2024-02-26 | 12540.00 | 12330.00 | 12540.00 | 12290.00 | 12845.00 | 12635.00 | 12870.00 | 12620.00 | -305.00 | -305.00 | -330.00 | -330.00 |
| 2024-02-23 | 12595.00 | 12585.00 | 12740.00 | 12565.00 | 12910.00 | 12910.00 | 13030.00 | 12880.00 | -315.00 | -325.00 | -290.00 | -315.00 |
| 2024-02-22 | 12615.00 | 12660.00 | 12695.00 | 12510.00 | 12925.00 | 12975.00 | 13010.00 | 12825.00 | -310.00 | -315.00 | -315.00 | -315.00 |
| 2024-02-21 | 12800.00 | 12635.00 | 12800.00 | 12530.00 | 13045.00 | 12930.00 | 13065.00 | 12840.00 | -245.00 | -295.00 | -265.00 | -310.00 |
| 2024-02-20 | 12935.00 | 12755.00 | 12940.00 | 12705.00 | 13065.00 | 13040.00 | 13175.00 | 12975.00 | -130.00 | -285.00 | -235.00 | -270.00 |
| 2024-02-19 | 12870.00 | 12800.00 | 12870.00 | 12500.00 | 13040.00 | 13060.00 | 13095.00 | 12725.00 | -170.00 | -260.00 | -225.00 | -225.00 |
| 2024-02-08 | 12180.00 | 12880.00 | 13170.00 | 12150.00 | 12350.00 | 13155.00 | 13470.00 | 12335.00 | -170.00 | -275.00 | -300.00 | -185.00 |
| 2024-02-07 | 12200.00 | 11930.00 | 12295.00 | 11905.00 | 12470.00 | 12110.00 | 12550.00 | 12085.00 | -270.00 | -180.00 | -255.00 | -180.00 |
| 2024-02-06 | 12450.00 | 12180.00 | 12535.00 | 12150.00 | 12700.00 | 12430.00 | 12785.00 | 12400.00 | -250.00 | -250.00 | -250.00 | -250.00 |
| 2024-02-05 | 12650.00 | 12590.00 | 12770.00 | 12530.00 | 12945.00 | 12830.00 | 13005.00 | 12780.00 | -295.00 | -240.00 | -235.00 | -250.00 |
| 2024-02-02 | 12975.00 | 12780.00 | 13050.00 | 12735.00 | 13200.00 | 13015.00 | 13275.00 | 12950.00 | -225.00 | -235.00 | -225.00 | -215.00 |
| 2024-02-01 | 12900.00 | 12920.00 | 12975.00 | 12820.00 | 13110.00 | 13150.00 | 13205.00 | 13045.00 | -210.00 | -230.00 | -230.00 | -225.00 |
| 2024-01-31 | 12965.00 | 12880.00 | 12990.00 | 12810.00 | 13200.00 | 13110.00 | 13235.00 | 13040.00 | -235.00 | -230.00 | -245.00 | -230.00 |
| 2024-01-30 | 12865.00 | 12915.00 | 13000.00 | 12685.00 | 13065.00 | 13140.00 | 13245.00 | 12940.00 | -200.00 | -225.00 | -245.00 | -255.00 |
| 2024-01-29 | 12885.00 | 12830.00 | 12965.00 | 12650.00 | 13140.00 | 13045.00 | 13170.00 | 12850.00 | -255.00 | -215.00 | -205.00 | -200.00 |
| 2024-01-26 | 13260.00 | 12815.00 | 13405.00 | 12810.00 | 13565.00 | 13075.00 | 13655.00 | 13075.00 | -305.00 | -260.00 | -250.00 | -265.00 |
| 2024-01-25 | 13300.00 | 13350.00 | 13420.00 | 13290.00 | 13585.00 | 13625.00 | 13685.00 | 13580.00 | -285.00 | -275.00 | -265.00 | -290.00 |
| 2024-01-24 | 13295.00 | 13345.00 | 13425.00 | 13255.00 | 13530.00 | 13630.00 | 13685.00 | 13510.00 | -235.00 | -285.00 | -260.00 | -255.00 |
| 2024-01-23 | 13380.00 | 13330.00 | 13465.00 | 13220.00 | 13580.00 | 13575.00 | 13700.00 | 13440.00 | -200.00 | -245.00 | -235.00 | -220.00 |
| 2024-01-22 | 13635.00 | 13275.00 | 13635.00 | 13230.00 | 13915.00 | 13515.00 | 13915.00 | 13465.00 | -280.00 | -240.00 | -280.00 | -235.00 |
| 2024-01-19 | 13370.00 | 13585.00 | 13650.00 | 13335.00 | 13665.00 | 13850.00 | 13920.00 | 13555.00 | -295.00 | -265.00 | -270.00 | -220.00 |
| 2024-01-18 | 13200.00 | 13430.00 | 13480.00 | 13035.00 | 13505.00 | 13710.00 | 13800.00 | 13250.00 | -305.00 | -280.00 | -320.00 | -215.00 |
| 2024-01-17 | 13475.00 | 13305.00 | 13555.00 | 13300.00 | 13810.00 | 13605.00 | 13880.00 | 13590.00 | -335.00 | -300.00 | -325.00 | -290.00 |
| 2024-01-16 | 13775.00 | 13450.00 | 13840.00 | 13260.00 | 14195.00 | 13815.00 | 14200.00 | 13610.00 | -420.00 | -365.00 | -360.00 | -350.00 |
| 2024-01-15 | 13700.00 | 13750.00 | 13930.00 | 13620.00 | 14050.00 | 14110.00 | 14300.00 | 14000.00 | -350.00 | -360.00 | -370.00 | -380.00 |
| 2024-01-12 | 14055.00 | 13655.00 | 14140.00 | 13615.00 | 14460.00 | 14015.00 | 14540.00 | 14000.00 | -405.00 | -360.00 | -400.00 | -385.00 |
| 2024-01-11 | 13980.00 | 14135.00 | 14180.00 | 13880.00 | 14430.00 | 14560.00 | 14560.00 | 14280.00 | -450.00 | -425.00 | -380.00 | -400.00 |
| 2024-01-10 | 14175.00 | 14080.00 | 14270.00 | 14080.00 | 14630.00 | 14500.00 | 14745.00 | 14485.00 | -455.00 | -420.00 | -475.00 | -405.00 |
| 2024-01-09 | 14145.00 | 14185.00 | 14250.00 | 13855.00 | 14530.00 | 14645.00 | 14655.00 | 14205.00 | -385.00 | -460.00 | -405.00 | -350.00 |
| 2024-01-08 | 14395.00 | 14115.00 | 14395.00 | 14045.00 | 14895.00 | 14520.00 | 14895.00 | 14495.00 | -500.00 | -405.00 | -500.00 | -450.00 |
| 2024-01-05 | 14585.00 | 14400.00 | 14600.00 | 14400.00 | 15085.00 | 14900.00 | 15085.00 | 14890.00 | -500.00 | -500.00 | -485.00 | -490.00 |
| 2024-01-04 | 15040.00 | 14500.00 | 15085.00 | 14450.00 | 15515.00 | 14970.00 | 15550.00 | 14910.00 | -475.00 | -470.00 | -465.00 | -460.00 |
| 2024-01-03 | 15095.00 | 15095.00 | 15170.00 | 15035.00 | 15545.00 | 15565.00 | 15650.00 | 15520.00 | -450.00 | -470.00 | -480.00 | -485.00 |
| 2024-01-02 | 15100.00 | 15120.00 | 15300.00 | 15025.00 | 15575.00 | 15595.00 | 15740.00 | 15515.00 | -475.00 | -475.00 | -440.00 | -490.00 |
| 2023-12-29 | 15100.00 | 15145.00 | 15245.00 | 15065.00 | 15600.00 | 15605.00 | 15720.00 | 15555.00 | -500.00 | -460.00 | -475.00 | -490.00 |
| 2023-12-28 | 14965.00 | 15175.00 | 15205.00 | 14885.00 | 15450.00 | 15630.00 | 15675.00 | 15370.00 | -485.00 | -455.00 | -470.00 | -485.00 |
| 2023-12-27 | 15055.00 | 14975.00 | 15090.00 | 14800.00 | 15555.00 | 15460.00 | 15555.00 | 15300.00 | -500.00 | -485.00 | -465.00 | -500.00 |
| 2023-12-26 | 15390.00 | 15130.00 | 15390.00 | 15090.00 | 15895.00 | 15605.00 | 15895.00 | 15570.00 | -505.00 | -475.00 | -505.00 | -480.00 |
| 2023-12-25 | 15610.00 | 15400.00 | 15675.00 | 15375.00 | 16110.00 | 15895.00 | 16135.00 | 15880.00 | -500.00 | -495.00 | -460.00 | -505.00 |
| 2023-12-22 | 15285.00 | 15590.00 | 15600.00 | 15220.00 | 15790.00 | 16070.00 | 16075.00 | 15715.00 | -505.00 | -480.00 | -475.00 | -495.00 |
| 2023-12-21 | 15280.00 | 15285.00 | 15355.00 | 15200.00 | 15805.00 | 15780.00 | 15850.00 | 15720.00 | -525.00 | -495.00 | -495.00 | -520.00 |
| 2023-12-20 | 15295.00 | 15310.00 | 15440.00 | 15175.00 | 15800.00 | 15820.00 | 15915.00 | 15680.00 | -505.00 | -510.00 | -475.00 | -505.00 |
| 2023-12-19 | 15185.00 | 15250.00 | 15400.00 | 15155.00 | 15695.00 | 15755.00 | 15865.00 | 15630.00 | -510.00 | -505.00 | -465.00 | -475.00 |
| 2023-12-18 | 15285.00 | 15230.00 | 15330.00 | 15115.00 | 15800.00 | 15700.00 | 15830.00 | 15620.00 | -515.00 | -470.00 | -500.00 | -505.00 |
| 2023-12-15 | 15250.00 | 15330.00 | 15355.00 | 15000.00 | 14590.00 | 14575.00 | 14650.00 | 14320.00 | 660.00 | 755.00 | 705.00 | 680.00 |
| 2023-12-14 | 15290.00 | 15150.00 | 15410.00 | 15130.00 | 15725.00 | 15655.00 | 15920.00 | 15650.00 | -435.00 | -505.00 | -510.00 | -520.00 |
| 2023-12-13 | 15475.00 | 15285.00 | 15510.00 | 15215.00 | 14810.00 | 14655.00 | 14835.00 | 14610.00 | 665.00 | 630.00 | 675.00 | 605.00 |
| 2023-12-12 | 15420.00 | 15520.00 | 15565.00 | 15325.00 | 14720.00 | 14830.00 | 14875.00 | 14670.00 | 700.00 | 690.00 | 690.00 | 655.00 |
| 2023-12-11 | 15565.00 | 15435.00 | 15655.00 | 15350.00 | 14830.00 | 14785.00 | 14965.00 | 14685.00 | 735.00 | 650.00 | 690.00 | 665.00 |
| 2023-12-08 | 15640.00 | 15480.00 | 15730.00 | 15385.00 | 14890.00 | 14775.00 | 15060.00 | 14740.00 | 750.00 | 705.00 | 670.00 | 645.00 |
| 2023-12-07 | 15285.00 | 15620.00 | 15620.00 | 15280.00 | 14650.00 | 14895.00 | 14910.00 | 14600.00 | 635.00 | 725.00 | 710.00 | 680.00 |
| 2023-12-06 | 15215.00 | 15305.00 | 15360.00 | 15085.00 | 14565.00 | 14620.00 | 14695.00 | 14430.00 | 650.00 | 685.00 | 665.00 | 655.00 |
| 2023-12-05 | 15390.00 | 15305.00 | 15510.00 | 15280.00 | 14720.00 | 14635.00 | 14825.00 | 14605.00 | 670.00 | 670.00 | 685.00 | 675.00 |
| 2023-12-04 | 15630.00 | 15465.00 | 15700.00 | 15400.00 | 15035.00 | 14770.00 | 15065.00 | 14710.00 | 595.00 | 695.00 | 635.00 | 690.00 |
| 2023-12-01 | 15100.00 | 15020.00 | 15210.00 | 14880.00 | 15800.00 | 15655.00 | 15915.00 | 15535.00 | -700.00 | -635.00 | -705.00 | -655.00 |
| 2023-11-30 | 15010.00 | 15010.00 | 15135.00 | 14765.00 | 15620.00 | 15685.00 | 15800.00 | 15360.00 | -610.00 | -675.00 | -665.00 | -595.00 |
| 2023-11-29 | 15170.00 | 15085.00 | 15245.00 | 15055.00 | 15800.00 | 15690.00 | 15875.00 | 15670.00 | -630.00 | -605.00 | -630.00 | -615.00 |
| 2023-11-28 | 15100.00 | 15155.00 | 15525.00 | 15070.00 | 15840.00 | 15840.00 | 16150.00 | 15790.00 | -740.00 | -685.00 | -625.00 | -720.00 |
| 2023-11-27 | 15200.00 | 15120.00 | 15230.00 | 15020.00 | 15965.00 | 15855.00 | 15965.00 | 15780.00 | -765.00 | -735.00 | -735.00 | -760.00 |
| 2023-11-24 | 15140.00 | 15295.00 | 15330.00 | 14960.00 | 15800.00 | 16015.00 | 16030.00 | 15680.00 | -660.00 | -720.00 | -700.00 | -720.00 |
| 2023-11-23 | 15495.00 | 15195.00 | 15495.00 | 14950.00 | 16075.00 | 15845.00 | 16090.00 | 15620.00 | -580.00 | -650.00 | -595.00 | -670.00 |
| 2023-11-22 | 15435.00 | 15450.00 | 15485.00 | 15210.00 | 16040.00 | 16060.00 | 16090.00 | 15830.00 | -605.00 | -610.00 | -605.00 | -620.00 |
| 2023-11-21 | 15345.00 | 15405.00 | 15620.00 | 15225.00 | 15950.00 | 16035.00 | 16220.00 | 15730.00 | -605.00 | -630.00 | -600.00 | -505.00 |
| 2023-11-20 | 14715.00 | 15455.00 | 15480.00 | 14545.00 | 15295.00 | 16020.00 | 16115.00 | 15055.00 | -580.00 | -565.00 | -635.00 | -510.00 |
| 2023-11-17 | 13940.00 | 14185.00 | 14310.00 | 13840.00 | 14430.00 | 14730.00 | 14820.00 | 14340.00 | -490.00 | -545.00 | -510.00 | -500.00 |
| 2023-11-16 | 13995.00 | 14005.00 | 14065.00 | 13905.00 | 14535.00 | 14495.00 | 14550.00 | 14385.00 | -540.00 | -490.00 | -485.00 | -480.00 |
| 2023-11-15 | 14090.00 | 14020.00 | 14180.00 | 13955.00 | 14550.00 | 14535.00 | 14670.00 | 14380.00 | -460.00 | -515.00 | -490.00 | -425.00 |