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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-11-14 | 13875.00 | 14085.00 | 14140.00 | 13800.00 | 14225.00 | 14500.00 | 14550.00 | 14135.00 | -350.00 | -415.00 | -410.00 | -335.00 |
| 2023-11-13 | 14030.00 | 13860.00 | 14285.00 | 13820.00 | 14400.00 | 14235.00 | 14585.00 | 14175.00 | -370.00 | -375.00 | -300.00 | -355.00 |
| 2023-11-10 | 13830.00 | 13940.00 | 13940.00 | 13525.00 | 14045.00 | 14315.00 | 14320.00 | 13810.00 | -215.00 | -375.00 | -380.00 | -285.00 |
| 2023-11-09 | 14025.00 | 13960.00 | 14045.00 | 13730.00 | 14280.00 | 14245.00 | 14300.00 | 13970.00 | -255.00 | -285.00 | -255.00 | -240.00 |
| 2023-11-08 | 13920.00 | 13970.00 | 14145.00 | 13885.00 | 14175.00 | 14220.00 | 14380.00 | 14125.00 | -255.00 | -250.00 | -235.00 | -240.00 |
| 2023-11-07 | 14010.00 | 13935.00 | 14190.00 | 13830.00 | 14230.00 | 14150.00 | 14425.00 | 14030.00 | -220.00 | -215.00 | -235.00 | -200.00 |
| 2023-11-06 | 14130.00 | 13995.00 | 14425.00 | 13920.00 | 14425.00 | 14230.00 | 14735.00 | 14105.00 | -295.00 | -235.00 | -310.00 | -185.00 |
| 2023-11-03 | 13285.00 | 13990.00 | 14000.00 | 13280.00 | 13515.00 | 14340.00 | 14345.00 | 13495.00 | -230.00 | -350.00 | -345.00 | -215.00 |
| 2023-11-02 | 13200.00 | 13190.00 | 13240.00 | 13070.00 | 13405.00 | 13390.00 | 13410.00 | 13285.00 | -205.00 | -200.00 | -170.00 | -215.00 |
| 2023-11-01 | 13290.00 | 13130.00 | 13300.00 | 12890.00 | 13590.00 | 13350.00 | 13590.00 | 13135.00 | -300.00 | -220.00 | -290.00 | -245.00 |
| 2023-10-31 | 13110.00 | 13290.00 | 13395.00 | 13110.00 | 13425.00 | 13570.00 | 13655.00 | 13400.00 | -315.00 | -280.00 | -260.00 | -290.00 |
| 2023-10-30 | 13425.00 | 13160.00 | 13485.00 | 13105.00 | 13740.00 | 13440.00 | 13890.00 | 13415.00 | -315.00 | -280.00 | -405.00 | -310.00 |
| 2023-10-27 | 13410.00 | 13370.00 | 13470.00 | 13265.00 | 13670.00 | 13660.00 | 13800.00 | 13550.00 | -260.00 | -290.00 | -330.00 | -285.00 |
| 2023-10-26 | 13445.00 | 13385.00 | 13445.00 | 13280.00 | 13640.00 | 13685.00 | 13730.00 | 13525.00 | -195.00 | -300.00 | -285.00 | -245.00 |
| 2023-10-25 | 13290.00 | 13475.00 | 13575.00 | 13280.00 | 13650.00 | 13730.00 | 13965.00 | 13650.00 | -360.00 | -255.00 | -390.00 | -370.00 |
| 2023-10-24 | 13145.00 | 13215.00 | 13250.00 | 13030.00 | 13520.00 | 13550.00 | 13625.00 | 13365.00 | -375.00 | -335.00 | -375.00 | -335.00 |
| 2023-10-23 | 13620.00 | 13165.00 | 13670.00 | 13130.00 | 14005.00 | 13535.00 | 14075.00 | 13495.00 | -385.00 | -370.00 | -405.00 | -365.00 |
| 2023-10-20 | 13705.00 | 13730.00 | 13755.00 | 13615.00 | 14240.00 | 14150.00 | 14240.00 | 14075.00 | -535.00 | -420.00 | -485.00 | -460.00 |
| 2023-10-19 | 13610.00 | 13705.00 | 14015.00 | 13525.00 | 14040.00 | 14180.00 | 14450.00 | 13955.00 | -430.00 | -475.00 | -435.00 | -430.00 |
| 2023-10-18 | 13685.00 | 13660.00 | 13710.00 | 13515.00 | 14125.00 | 14070.00 | 14130.00 | 13925.00 | -440.00 | -410.00 | -420.00 | -410.00 |
| 2023-10-17 | 13750.00 | 13715.00 | 13820.00 | 13640.00 | 14195.00 | 14125.00 | 14235.00 | 14070.00 | -445.00 | -410.00 | -415.00 | -430.00 |
| 2023-10-16 | 13645.00 | 13750.00 | 13865.00 | 13565.00 | 14155.00 | 14200.00 | 14385.00 | 14095.00 | -510.00 | -450.00 | -520.00 | -530.00 |
| 2023-10-13 | 13205.00 | 13665.00 | 13680.00 | 13110.00 | 13620.00 | 14185.00 | 14200.00 | 13590.00 | -415.00 | -520.00 | -520.00 | -480.00 |
| 2023-10-12 | 12740.00 | 13195.00 | 13330.00 | 12720.00 | 13165.00 | 13650.00 | 13770.00 | 13100.00 | -425.00 | -455.00 | -440.00 | -380.00 |
| 2023-10-11 | 12700.00 | 12705.00 | 12830.00 | 12620.00 | 12925.00 | 13110.00 | 13150.00 | 12900.00 | -225.00 | -405.00 | -320.00 | -280.00 |
| 2023-10-10 | 13300.00 | 12630.00 | 13380.00 | 12585.00 | 13560.00 | 12875.00 | 13595.00 | 12850.00 | -260.00 | -245.00 | -215.00 | -265.00 |
| 2023-10-09 | 13610.00 | 13380.00 | 13650.00 | 13200.00 | 13825.00 | 13580.00 | 13845.00 | 13405.00 | -215.00 | -200.00 | -195.00 | -205.00 |
| 2023-09-28 | 13520.00 | 13600.00 | 13660.00 | 13480.00 | 13665.00 | 13760.00 | 13815.00 | 13665.00 | -145.00 | -160.00 | -155.00 | -185.00 |
| 2023-09-27 | 13630.00 | 13490.00 | 13665.00 | 13445.00 | 13790.00 | 13665.00 | 13815.00 | 13620.00 | -160.00 | -175.00 | -150.00 | -175.00 |
| 2023-09-26 | 13585.00 | 13645.00 | 13685.00 | 13510.00 | 13785.00 | 13805.00 | 13845.00 | 13690.00 | -200.00 | -160.00 | -160.00 | -180.00 |
| 2023-09-25 | 13700.00 | 13645.00 | 13835.00 | 13570.00 | 13870.00 | 13835.00 | 14040.00 | 13750.00 | -170.00 | -190.00 | -205.00 | -180.00 |
| 2023-09-22 | 13410.00 | 13560.00 | 13575.00 | 13355.00 | 13595.00 | 13810.00 | 13810.00 | 13545.00 | -185.00 | -250.00 | -235.00 | -190.00 |
| 2023-09-21 | 13545.00 | 13405.00 | 13845.00 | 13385.00 | 13640.00 | 13605.00 | 13980.00 | 13590.00 | -95.00 | -200.00 | -135.00 | -205.00 |
| 2023-09-20 | 13380.00 | 13525.00 | 13570.00 | 13355.00 | 13550.00 | 13640.00 | 13670.00 | 13490.00 | -170.00 | -115.00 | -100.00 | -135.00 |
| 2023-09-19 | 13445.00 | 13405.00 | 13550.00 | 13350.00 | 13585.00 | 13550.00 | 13730.00 | 13510.00 | -140.00 | -145.00 | -180.00 | -160.00 |
| 2023-09-18 | 13405.00 | 13390.00 | 13455.00 | 13265.00 | 13555.00 | 13550.00 | 13590.00 | 13430.00 | -150.00 | -160.00 | -135.00 | -165.00 |
| 2023-09-15 | 13125.00 | 13390.00 | 13460.00 | 13125.00 | 13250.00 | 13510.00 | 13580.00 | 13250.00 | -125.00 | -120.00 | -120.00 | -125.00 |
| 2023-09-14 | 13160.00 | 13085.00 | 13200.00 | 13045.00 | 13250.00 | 13205.00 | 13310.00 | 13150.00 | -90.00 | -120.00 | -110.00 | -105.00 |
| 2023-09-13 | 13275.00 | 13125.00 | 13300.00 | 13020.00 | 13390.00 | 13250.00 | 13415.00 | 13120.00 | -115.00 | -125.00 | -115.00 | -100.00 |
| 2023-09-12 | 13410.00 | 13285.00 | 13555.00 | 13245.00 | 13540.00 | 13405.00 | 13660.00 | 13345.00 | -130.00 | -120.00 | -105.00 | -100.00 |
| 2023-09-11 | 13350.00 | 13435.00 | 13480.00 | 13325.00 | 13450.00 | 13540.00 | 13590.00 | 13440.00 | -100.00 | -105.00 | -110.00 | -115.00 |
| 2023-09-08 | 13250.00 | 13310.00 | 13380.00 | 13190.00 | 13395.00 | 13440.00 | 13485.00 | 13320.00 | -145.00 | -130.00 | -105.00 | -130.00 |
| 2023-09-07 | 13575.00 | 13330.00 | 13630.00 | 13210.00 | 13670.00 | 13435.00 | 13685.00 | 13295.00 | -95.00 | -105.00 | -55.00 | -85.00 |
| 2023-09-06 | 13690.00 | 13565.00 | 13740.00 | 13515.00 | 13765.00 | 13665.00 | 13820.00 | 13615.00 | -75.00 | -100.00 | -80.00 | -100.00 |
| 2023-09-05 | 13590.00 | 13645.00 | 13700.00 | 13540.00 | 13600.00 | 13735.00 | 13770.00 | 13580.00 | -10.00 | -90.00 | -70.00 | -40.00 |
| 2023-09-04 | 13350.00 | 13515.00 | 13750.00 | 13310.00 | 13400.00 | 13570.00 | 13750.00 | 13380.00 | -50.00 | -55.00 | 0.00 | -70.00 |
| 2023-09-01 | 13190.00 | 13310.00 | 13450.00 | 13140.00 | 13210.00 | 13355.00 | 13490.00 | 13165.00 | -20.00 | -45.00 | -40.00 | -25.00 |
| 2023-08-31 | 13260.00 | 13145.00 | 13350.00 | 13055.00 | 13300.00 | 13190.00 | 13385.00 | 13095.00 | -40.00 | -45.00 | -35.00 | -40.00 |
| 2023-08-30 | 13260.00 | 13195.00 | 13330.00 | 13080.00 | 13350.00 | 13240.00 | 13385.00 | 13135.00 | -90.00 | -45.00 | -55.00 | -55.00 |
| 2023-08-29 | 13100.00 | 13260.00 | 13380.00 | 12850.00 | 13200.00 | 13325.00 | 13445.00 | 12920.00 | -100.00 | -65.00 | -65.00 | -70.00 |
| 2023-08-28 | 13285.00 | 13095.00 | 13500.00 | 13030.00 | 13390.00 | 13215.00 | 13565.00 | 13150.00 | -105.00 | -120.00 | -65.00 | -120.00 |
| 2023-08-25 | 13350.00 | 13235.00 | 13425.00 | 13155.00 | 13395.00 | 13300.00 | 13475.00 | 13230.00 | -45.00 | -65.00 | -50.00 | -75.00 |
| 2023-08-24 | 13330.00 | 13300.00 | 13415.00 | 13205.00 | 13420.00 | 13355.00 | 13575.00 | 13295.00 | -90.00 | -55.00 | -160.00 | -90.00 |
| 2023-08-23 | 13195.00 | 13295.00 | 13370.00 | 13110.00 | 13405.00 | 13415.00 | 13475.00 | 13295.00 | -210.00 | -120.00 | -105.00 | -185.00 |
| 2023-08-22 | 13185.00 | 13215.00 | 13525.00 | 13180.00 | 13310.00 | 13375.00 | 13645.00 | 13310.00 | -125.00 | -160.00 | -120.00 | -130.00 |
| 2023-08-21 | 13050.00 | 13200.00 | 13230.00 | 13045.00 | 13110.00 | 13280.00 | 13430.00 | 13110.00 | -60.00 | -80.00 | -200.00 | -65.00 |
| 2023-08-18 | 13200.00 | 13065.00 | 13245.00 | 13060.00 | 13215.00 | 13120.00 | 13300.00 | 13080.00 | -15.00 | -55.00 | -55.00 | -20.00 |
| 2023-08-17 | 12835.00 | 13165.00 | 13220.00 | 12770.00 | 12900.00 | 13200.00 | 13265.00 | 12830.00 | -65.00 | -35.00 | -45.00 | -60.00 |
| 2023-08-16 | 12965.00 | 12810.00 | 13030.00 | 12800.00 | 10800.00 | 10640.00 | 10825.00 | 10625.00 | 2165.00 | 2170.00 | 2205.00 | 2175.00 |
| 2023-08-15 | 13180.00 | 13000.00 | 13235.00 | 12960.00 | 10945.00 | 10820.00 | 11005.00 | 10815.00 | 2235.00 | 2180.00 | 2230.00 | 2145.00 |
| 2023-08-14 | 13435.00 | 13205.00 | 13495.00 | 13045.00 | 11050.00 | 10945.00 | 11110.00 | 10880.00 | 2385.00 | 2260.00 | 2385.00 | 2165.00 |
| 2023-08-11 | 13435.00 | 13575.00 | 13610.00 | 13370.00 | 11140.00 | 11125.00 | 11190.00 | 11100.00 | 2295.00 | 2450.00 | 2420.00 | 2270.00 |
| 2023-08-10 | 13420.00 | 13460.00 | 13615.00 | 13390.00 | 11080.00 | 11140.00 | 11200.00 | 11030.00 | 2340.00 | 2320.00 | 2415.00 | 2360.00 |
| 2023-08-09 | 13640.00 | 13450.00 | 13650.00 | 13415.00 | 11100.00 | 11085.00 | 11200.00 | 11050.00 | 2540.00 | 2365.00 | 2450.00 | 2365.00 |
| 2023-08-08 | 13390.00 | 13620.00 | 13670.00 | 13360.00 | 11170.00 | 11135.00 | 11215.00 | 11040.00 | 2220.00 | 2485.00 | 2455.00 | 2320.00 |
| 2023-08-07 | 11305.00 | 11180.00 | 11395.00 | 11080.00 | 13645.00 | 13370.00 | 13660.00 | 13325.00 | -2340.00 | -2190.00 | -2265.00 | -2245.00 |
| 2023-08-04 | 11230.00 | 11285.00 | 11415.00 | 11215.00 | 13720.00 | 13680.00 | 13775.00 | 13600.00 | -2490.00 | -2395.00 | -2360.00 | -2385.00 |
| 2023-08-03 | 11500.00 | 11185.00 | 11500.00 | 11075.00 | 13900.00 | 13720.00 | 13910.00 | 13600.00 | -2400.00 | -2535.00 | -2410.00 | -2525.00 |
| 2023-08-02 | 11545.00 | 11560.00 | 11625.00 | 11480.00 | 13850.00 | 13930.00 | 14015.00 | 13850.00 | -2305.00 | -2370.00 | -2390.00 | -2370.00 |
| 2023-08-01 | 11425.00 | 11560.00 | 11645.00 | 11425.00 | 13840.00 | 13910.00 | 13950.00 | 13810.00 | -2415.00 | -2350.00 | -2305.00 | -2385.00 |
| 2023-07-31 | 11280.00 | 11425.00 | 11840.00 | 11215.00 | 13470.00 | 13810.00 | 14090.00 | 13430.00 | -2190.00 | -2385.00 | -2250.00 | -2215.00 |
| 2023-07-28 | 11295.00 | 11175.00 | 11300.00 | 11065.00 | 13440.00 | 13360.00 | 13440.00 | 13220.00 | -2145.00 | -2185.00 | -2140.00 | -2155.00 |
| 2023-07-27 | 11185.00 | 11230.00 | 11380.00 | 11165.00 | 13450.00 | 13400.00 | 13525.00 | 13330.00 | -2265.00 | -2170.00 | -2145.00 | -2165.00 |
| 2023-07-26 | 11175.00 | 11170.00 | 11360.00 | 11015.00 | 13300.00 | 13400.00 | 13500.00 | 13120.00 | -2125.00 | -2230.00 | -2140.00 | -2105.00 |
| 2023-07-25 | 11080.00 | 11170.00 | 11220.00 | 10900.00 | 13000.00 | 13290.00 | 13300.00 | 12900.00 | -1920.00 | -2120.00 | -2080.00 | -2000.00 |
| 2023-07-24 | 11000.00 | 11015.00 | 11080.00 | 10960.00 | 12990.00 | 12985.00 | 13070.00 | 12900.00 | -1990.00 | -1970.00 | -1990.00 | -1940.00 |
| 2023-07-21 | 11290.00 | 10930.00 | 11330.00 | 10870.00 | 13070.00 | 12815.00 | 13100.00 | 12795.00 | -1780.00 | -1885.00 | -1770.00 | -1925.00 |
| 2023-07-20 | 11305.00 | 11255.00 | 11475.00 | 11185.00 | 13015.00 | 13050.00 | 13240.00 | 12935.00 | -1710.00 | -1795.00 | -1765.00 | -1750.00 |
| 2023-07-19 | 11340.00 | 11280.00 | 11460.00 | 11250.00 | 12890.00 | 12985.00 | 13070.00 | 12825.00 | -1550.00 | -1705.00 | -1610.00 | -1575.00 |
| 2023-07-18 | 11400.00 | 11300.00 | 11625.00 | 11175.00 | 12930.00 | 12870.00 | 13145.00 | 12745.00 | -1530.00 | -1570.00 | -1520.00 | -1570.00 |
| 2023-07-17 | 10610.00 | 11345.00 | 11530.00 | 10555.00 | 12410.00 | 12850.00 | 13350.00 | 12380.00 | -1800.00 | -1505.00 | -1820.00 | -1825.00 |
| 2023-07-14 | 10470.00 | 10540.00 | 10575.00 | 10450.00 | 12290.00 | 12285.00 | 12345.00 | 12220.00 | -1820.00 | -1745.00 | -1770.00 | -1770.00 |
| 2023-07-13 | 10535.00 | 10510.00 | 10670.00 | 10500.00 | 12330.00 | 12260.00 | 12375.00 | 12260.00 | -1795.00 | -1750.00 | -1705.00 | -1760.00 |
| 2023-07-12 | 10540.00 | 10485.00 | 10590.00 | 10440.00 | 12410.00 | 12315.00 | 12440.00 | 12250.00 | -1870.00 | -1830.00 | -1850.00 | -1810.00 |
| 2023-07-11 | 10650.00 | 10575.00 | 10660.00 | 10520.00 | 12470.00 | 12400.00 | 12500.00 | 12360.00 | -1820.00 | -1825.00 | -1840.00 | -1840.00 |
| 2023-07-10 | 10580.00 | 10590.00 | 10720.00 | 10550.00 | 12385.00 | 12425.00 | 12550.00 | 12295.00 | -1805.00 | -1835.00 | -1830.00 | -1745.00 |
| 2023-07-07 | 10620.00 | 10530.00 | 10630.00 | 10405.00 | 12405.00 | 12280.00 | 12425.00 | 11970.00 | -1785.00 | -1750.00 | -1795.00 | -1565.00 |
| 2023-07-06 | 10580.00 | 10595.00 | 10680.00 | 10520.00 | 12495.00 | 12400.00 | 12570.00 | 12365.00 | -1915.00 | -1805.00 | -1890.00 | -1845.00 |
| 2023-07-05 | 10425.00 | 10570.00 | 10640.00 | 10380.00 | 12310.00 | 12475.00 | 12530.00 | 12260.00 | -1885.00 | -1905.00 | -1890.00 | -1880.00 |
| 2023-07-04 | 10425.00 | 10415.00 | 10455.00 | 10305.00 | 12400.00 | 12300.00 | 12590.00 | 12175.00 | -1975.00 | -1885.00 | -2135.00 | -1870.00 |
| 2023-07-03 | 10165.00 | 10420.00 | 10420.00 | 10155.00 | 11965.00 | 12395.00 | 12430.00 | 11945.00 | -1800.00 | -1975.00 | -2010.00 | -1790.00 |
| 2023-06-30 | 10100.00 | 10125.00 | 10195.00 | 10085.00 | 11925.00 | 11860.00 | 11965.00 | 11855.00 | -1825.00 | -1735.00 | -1770.00 | -1770.00 |
| 2023-06-29 | 10100.00 | 10115.00 | 10225.00 | 10080.00 | 11890.00 | 11920.00 | 11980.00 | 11820.00 | -1790.00 | -1805.00 | -1755.00 | -1740.00 |
| 2023-06-28 | 10140.00 | 10075.00 | 10140.00 | 10020.00 | 12040.00 | 11860.00 | 12040.00 | 11800.00 | -1900.00 | -1785.00 | -1900.00 | -1780.00 |
| 2023-06-27 | 10125.00 | 10095.00 | 10140.00 | 10010.00 | 12135.00 | 12020.00 | 12175.00 | 11970.00 | -2010.00 | -1925.00 | -2035.00 | -1960.00 |
| 2023-06-26 | 10265.00 | 10140.00 | 10265.00 | 10125.00 | 12205.00 | 12145.00 | 12240.00 | 12065.00 | -1940.00 | -2005.00 | -1975.00 | -1940.00 |
| 2023-06-21 | 10150.00 | 10270.00 | 10335.00 | 10120.00 | 11970.00 | 12240.00 | 12275.00 | 11935.00 | -1820.00 | -1970.00 | -1940.00 | -1815.00 |
| 2023-06-20 | 10200.00 | 10130.00 | 10245.00 | 10100.00 | 11945.00 | 11945.00 | 12000.00 | 11870.00 | -1745.00 | -1815.00 | -1755.00 | -1770.00 |
| 2023-06-19 | 10250.00 | 10215.00 | 10300.00 | 10205.00 | 11925.00 | 11925.00 | 11955.00 | 11830.00 | -1675.00 | -1710.00 | -1655.00 | -1625.00 |
| 2023-06-16 | 10225.00 | 10265.00 | 10395.00 | 10195.00 | 11900.00 | 11880.00 | 12000.00 | 11860.00 | -1675.00 | -1615.00 | -1605.00 | -1665.00 |