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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-06-15 | 10250.00 | 10190.00 | 10270.00 | 10135.00 | 11945.00 | 11885.00 | 11945.00 | 11835.00 | -1695.00 | -1695.00 | -1675.00 | -1700.00 |
| 2023-06-14 | 10200.00 | 10250.00 | 10350.00 | 10200.00 | 11880.00 | 11925.00 | 12010.00 | 11880.00 | -1680.00 | -1675.00 | -1660.00 | -1680.00 |
| 2023-06-13 | 10235.00 | 10210.00 | 10290.00 | 10190.00 | 11885.00 | 11915.00 | 11960.00 | 11870.00 | -1650.00 | -1705.00 | -1670.00 | -1680.00 |
| 2023-06-12 | 10125.00 | 10285.00 | 10355.00 | 10075.00 | 11790.00 | 11920.00 | 11995.00 | 11735.00 | -1665.00 | -1635.00 | -1640.00 | -1660.00 |
| 2023-06-09 | 10120.00 | 10155.00 | 10180.00 | 10080.00 | 11825.00 | 11830.00 | 11885.00 | 11775.00 | -1705.00 | -1675.00 | -1705.00 | -1695.00 |
| 2023-06-08 | 10110.00 | 10100.00 | 10150.00 | 10050.00 | 11820.00 | 11820.00 | 11855.00 | 11745.00 | -1710.00 | -1720.00 | -1705.00 | -1695.00 |
| 2023-06-07 | 10160.00 | 10115.00 | 10225.00 | 10105.00 | 11710.00 | 11820.00 | 11865.00 | 11675.00 | -1550.00 | -1705.00 | -1640.00 | -1570.00 |
| 2023-06-06 | 10060.00 | 10155.00 | 10160.00 | 10050.00 | 11600.00 | 11710.00 | 11715.00 | 11555.00 | -1540.00 | -1555.00 | -1555.00 | -1505.00 |
| 2023-06-05 | 10105.00 | 10070.00 | 10155.00 | 9985.00 | 11715.00 | 11625.00 | 11715.00 | 11550.00 | -1610.00 | -1555.00 | -1560.00 | -1565.00 |
| 2023-06-02 | 10090.00 | 10090.00 | 10130.00 | 10035.00 | 11720.00 | 11715.00 | 11750.00 | 11665.00 | -1630.00 | -1625.00 | -1620.00 | -1630.00 |
| 2023-06-01 | 10000.00 | 10135.00 | 10180.00 | 9935.00 | 9810.00 | 9910.00 | 9945.00 | 9750.00 | 190.00 | 225.00 | 235.00 | 185.00 |
| 2023-05-31 | 10055.00 | 9980.00 | 10075.00 | 9935.00 | 11635.00 | 11635.00 | 11685.00 | 11580.00 | -1580.00 | -1655.00 | -1610.00 | -1645.00 |
| 2023-05-30 | 10040.00 | 10080.00 | 10110.00 | 10005.00 | 11640.00 | 11660.00 | 11695.00 | 11610.00 | -1600.00 | -1580.00 | -1585.00 | -1605.00 |
| 2023-05-29 | 10080.00 | 10075.00 | 10135.00 | 9985.00 | 11685.00 | 11675.00 | 11745.00 | 11595.00 | -1605.00 | -1600.00 | -1610.00 | -1610.00 |
| 2023-05-26 | 10105.00 | 10055.00 | 10120.00 | 9970.00 | 11635.00 | 11665.00 | 11665.00 | 11545.00 | -1530.00 | -1610.00 | -1545.00 | -1575.00 |
| 2023-05-25 | 10100.00 | 10100.00 | 10140.00 | 9930.00 | 11605.00 | 11635.00 | 11635.00 | 11485.00 | -1505.00 | -1535.00 | -1495.00 | -1555.00 |
| 2023-05-24 | 10370.00 | 10090.00 | 10370.00 | 10090.00 | 11885.00 | 11615.00 | 11885.00 | 11560.00 | -1515.00 | -1525.00 | -1515.00 | -1470.00 |
| 2023-05-23 | 10440.00 | 10390.00 | 10460.00 | 10270.00 | 12000.00 | 11865.00 | 12000.00 | 11840.00 | -1560.00 | -1475.00 | -1540.00 | -1570.00 |
| 2023-05-22 | 10305.00 | 10415.00 | 10435.00 | 10185.00 | 11910.00 | 12005.00 | 12055.00 | 11820.00 | -1605.00 | -1590.00 | -1620.00 | -1635.00 |
| 2023-05-19 | 10555.00 | 10335.00 | 10565.00 | 10315.00 | 12190.00 | 12010.00 | 12220.00 | 12005.00 | -1635.00 | -1675.00 | -1655.00 | -1690.00 |
| 2023-05-18 | 10675.00 | 10560.00 | 10760.00 | 10510.00 | 12335.00 | 12220.00 | 12385.00 | 12130.00 | -1660.00 | -1660.00 | -1625.00 | -1620.00 |
| 2023-05-17 | 10650.00 | 10660.00 | 10680.00 | 10555.00 | 12250.00 | 12290.00 | 12350.00 | 12235.00 | -1600.00 | -1630.00 | -1670.00 | -1680.00 |
| 2023-05-16 | 10775.00 | 10675.00 | 10825.00 | 10600.00 | 12405.00 | 12270.00 | 12440.00 | 12225.00 | -1630.00 | -1595.00 | -1615.00 | -1625.00 |
| 2023-05-15 | 10625.00 | 10795.00 | 10850.00 | 10585.00 | 12210.00 | 12405.00 | 12430.00 | 12190.00 | -1585.00 | -1610.00 | -1580.00 | -1605.00 |
| 2023-05-12 | 10585.00 | 10605.00 | 10665.00 | 10480.00 | 12130.00 | 12170.00 | 12270.00 | 12130.00 | -1545.00 | -1565.00 | -1605.00 | -1650.00 |
| 2023-05-11 | 10765.00 | 10565.00 | 10780.00 | 10525.00 | 12270.00 | 12125.00 | 12310.00 | 12110.00 | -1505.00 | -1560.00 | -1530.00 | -1585.00 |
| 2023-05-10 | 10740.00 | 10745.00 | 10820.00 | 10650.00 | 12275.00 | 12265.00 | 12310.00 | 12205.00 | -1535.00 | -1520.00 | -1490.00 | -1555.00 |
| 2023-05-09 | 10815.00 | 10715.00 | 10820.00 | 10610.00 | 12445.00 | 12265.00 | 12530.00 | 12190.00 | -1630.00 | -1550.00 | -1710.00 | -1580.00 |
| 2023-05-08 | 10800.00 | 10765.00 | 10950.00 | 10705.00 | 12280.00 | 12360.00 | 12495.00 | 12170.00 | -1480.00 | -1595.00 | -1545.00 | -1465.00 |
| 2023-05-05 | 10680.00 | 10675.00 | 10800.00 | 10585.00 | 11960.00 | 12170.00 | 12225.00 | 11955.00 | -1280.00 | -1495.00 | -1425.00 | -1370.00 |
| 2023-05-04 | 10615.00 | 10675.00 | 10795.00 | 10550.00 | 10105.00 | 10170.00 | 10600.00 | 10105.00 | 510.00 | 505.00 | 195.00 | 445.00 |
| 2023-04-28 | 10225.00 | 10645.00 | 10675.00 | 10220.00 | 9745.00 | 10220.00 | 10225.00 | 9730.00 | 480.00 | 425.00 | 450.00 | 490.00 |
| 2023-04-27 | 10330.00 | 10205.00 | 10390.00 | 10165.00 | 9900.00 | 9700.00 | 9900.00 | 9685.00 | 430.00 | 505.00 | 490.00 | 480.00 |
| 2023-04-26 | 10300.00 | 10330.00 | 10435.00 | 10255.00 | 9775.00 | 9810.00 | 9900.00 | 9755.00 | 525.00 | 520.00 | 535.00 | 500.00 |
| 2023-04-25 | 10300.00 | 10300.00 | 10370.00 | 10245.00 | 9750.00 | 9775.00 | 9840.00 | 9720.00 | 550.00 | 525.00 | 530.00 | 525.00 |
| 2023-04-24 | 10080.00 | 10255.00 | 10290.00 | 10040.00 | 9645.00 | 9735.00 | 9775.00 | 9555.00 | 435.00 | 520.00 | 515.00 | 485.00 |
| 2023-04-21 | 10380.00 | 10060.00 | 10410.00 | 10000.00 | 9845.00 | 9620.00 | 9880.00 | 9570.00 | 535.00 | 440.00 | 530.00 | 430.00 |
| 2023-04-20 | 10285.00 | 10380.00 | 10400.00 | 10230.00 | 9755.00 | 9845.00 | 9850.00 | 9690.00 | 530.00 | 535.00 | 550.00 | 540.00 |
| 2023-04-19 | 10215.00 | 10310.00 | 10395.00 | 10160.00 | 9700.00 | 9775.00 | 9840.00 | 9630.00 | 515.00 | 535.00 | 555.00 | 530.00 |
| 2023-04-18 | 10225.00 | 10200.00 | 10275.00 | 10155.00 | 9720.00 | 9670.00 | 9745.00 | 9625.00 | 505.00 | 530.00 | 530.00 | 530.00 |
| 2023-04-17 | 9590.00 | 9690.00 | 9690.00 | 9585.00 | 10085.00 | 10215.00 | 10215.00 | 10085.00 | -495.00 | -525.00 | -525.00 | -500.00 |
| 2023-04-14 | 9540.00 | 9575.00 | 9700.00 | 9535.00 | 10020.00 | 10090.00 | 10200.00 | 10020.00 | -480.00 | -515.00 | -500.00 | -485.00 |
| 2023-04-13 | 9440.00 | 9520.00 | 9535.00 | 9440.00 | 9955.00 | 10010.00 | 10015.00 | 9945.00 | -515.00 | -490.00 | -480.00 | -505.00 |
| 2023-04-12 | 9545.00 | 9435.00 | 9545.00 | 9415.00 | 10030.00 | 9960.00 | 10040.00 | 9920.00 | -485.00 | -525.00 | -495.00 | -505.00 |
| 2023-04-11 | 9725.00 | 9510.00 | 9750.00 | 9490.00 | 10200.00 | 10010.00 | 10220.00 | 10000.00 | -475.00 | -500.00 | -470.00 | -510.00 |
| 2023-04-10 | 9675.00 | 9720.00 | 9785.00 | 9645.00 | 10250.00 | 10200.00 | 10290.00 | 10150.00 | -575.00 | -480.00 | -505.00 | -505.00 |
| 2023-04-07 | 9550.00 | 9695.00 | 9760.00 | 9550.00 | 10070.00 | 10215.00 | 10255.00 | 10070.00 | -520.00 | -520.00 | -495.00 | -520.00 |
| 2023-04-06 | 9565.00 | 9580.00 | 9620.00 | 9455.00 | 10030.00 | 10085.00 | 10130.00 | 9950.00 | -465.00 | -505.00 | -510.00 | -495.00 |
| 2023-04-04 | 9595.00 | 9565.00 | 9700.00 | 9520.00 | 10110.00 | 10055.00 | 10210.00 | 10025.00 | -515.00 | -490.00 | -510.00 | -505.00 |
| 2023-04-03 | 9540.00 | 9595.00 | 9600.00 | 9460.00 | 10075.00 | 10110.00 | 10120.00 | 10000.00 | -535.00 | -515.00 | -520.00 | -540.00 |
| 2023-03-31 | 9395.00 | 9515.00 | 9625.00 | 9375.00 | 9915.00 | 10025.00 | 10100.00 | 9910.00 | -520.00 | -510.00 | -475.00 | -535.00 |
| 2023-03-30 | 9515.00 | 9375.00 | 9530.00 | 9370.00 | 9990.00 | 9905.00 | 9995.00 | 9900.00 | -475.00 | -530.00 | -465.00 | -530.00 |
| 2023-03-29 | 9635.00 | 9500.00 | 9660.00 | 9465.00 | 10130.00 | 9975.00 | 10150.00 | 9940.00 | -495.00 | -475.00 | -490.00 | -475.00 |
| 2023-03-28 | 9580.00 | 9610.00 | 9650.00 | 9550.00 | 10050.00 | 10100.00 | 10150.00 | 10035.00 | -470.00 | -490.00 | -500.00 | -485.00 |
| 2023-03-27 | 9480.00 | 9555.00 | 9575.00 | 9465.00 | 10000.00 | 10035.00 | 10115.00 | 10000.00 | -520.00 | -480.00 | -540.00 | -535.00 |
| 2023-03-24 | 9450.00 | 9510.00 | 9535.00 | 9315.00 | 9995.00 | 10015.00 | 10085.00 | 9870.00 | -545.00 | -505.00 | -550.00 | -555.00 |
| 2023-03-23 | 9650.00 | 9470.00 | 9690.00 | 9465.00 | 10180.00 | 10015.00 | 10215.00 | 10010.00 | -530.00 | -545.00 | -525.00 | -545.00 |
| 2023-03-22 | 9645.00 | 9650.00 | 9740.00 | 9595.00 | 10175.00 | 10180.00 | 10240.00 | 10115.00 | -530.00 | -530.00 | -500.00 | -520.00 |
| 2023-03-21 | 9695.00 | 9615.00 | 9730.00 | 9575.00 | 10250.00 | 10145.00 | 10275.00 | 10125.00 | -555.00 | -530.00 | -545.00 | -550.00 |
| 2023-03-20 | 9755.00 | 9695.00 | 9835.00 | 9680.00 | 10310.00 | 10230.00 | 10395.00 | 10220.00 | -555.00 | -535.00 | -560.00 | -540.00 |
| 2023-03-17 | 9795.00 | 9755.00 | 9840.00 | 9715.00 | 10350.00 | 10315.00 | 10390.00 | 10275.00 | -555.00 | -560.00 | -550.00 | -560.00 |
| 2023-03-16 | 9885.00 | 9795.00 | 9915.00 | 9590.00 | 10350.00 | 10335.00 | 10400.00 | 10100.00 | -465.00 | -540.00 | -485.00 | -510.00 |
| 2023-03-15 | 9875.00 | 9885.00 | 9950.00 | 9820.00 | 10320.00 | 10375.00 | 10430.00 | 10315.00 | -445.00 | -490.00 | -480.00 | -495.00 |
| 2023-03-14 | 9885.00 | 9875.00 | 9970.00 | 9845.00 | 10390.00 | 10370.00 | 10455.00 | 10340.00 | -505.00 | -495.00 | -485.00 | -495.00 |
| 2023-03-13 | 9840.00 | 9870.00 | 9900.00 | 9735.00 | 10290.00 | 10370.00 | 10410.00 | 10225.00 | -450.00 | -500.00 | -510.00 | -490.00 |
| 2023-03-10 | 10050.00 | 9820.00 | 10110.00 | 9775.00 | 10565.00 | 10300.00 | 10600.00 | 10250.00 | -515.00 | -480.00 | -490.00 | -475.00 |
| 2023-03-09 | 10220.00 | 10055.00 | 10240.00 | 10045.00 | 10660.00 | 10565.00 | 10685.00 | 10540.00 | -440.00 | -510.00 | -445.00 | -495.00 |
| 2023-03-08 | 10270.00 | 10220.00 | 10285.00 | 10185.00 | 10695.00 | 10655.00 | 10710.00 | 10625.00 | -425.00 | -435.00 | -425.00 | -440.00 |
| 2023-03-07 | 10255.00 | 10295.00 | 10310.00 | 10225.00 | 10710.00 | 10715.00 | 10730.00 | 10675.00 | -455.00 | -420.00 | -420.00 | -450.00 |
| 2023-03-06 | 10180.00 | 10255.00 | 10315.00 | 10025.00 | 10635.00 | 10695.00 | 10700.00 | 10470.00 | -455.00 | -440.00 | -385.00 | -445.00 |
| 2023-03-03 | 10345.00 | 10240.00 | 10390.00 | 10210.00 | 10760.00 | 10620.00 | 10795.00 | 10615.00 | -415.00 | -380.00 | -405.00 | -405.00 |
| 2023-03-02 | 10330.00 | 10345.00 | 10375.00 | 10280.00 | 10795.00 | 10760.00 | 10810.00 | 10695.00 | -465.00 | -415.00 | -435.00 | -415.00 |
| 2023-03-01 | 10295.00 | 10325.00 | 10360.00 | 10225.00 | 10720.00 | 10775.00 | 10795.00 | 10680.00 | -425.00 | -450.00 | -435.00 | -455.00 |
| 2023-02-28 | 10570.00 | 10285.00 | 10615.00 | 10200.00 | 10965.00 | 10730.00 | 11005.00 | 10725.00 | -395.00 | -445.00 | -390.00 | -525.00 |
| 2023-02-27 | 10670.00 | 10570.00 | 10690.00 | 10545.00 | 11050.00 | 10965.00 | 11050.00 | 10955.00 | -380.00 | -395.00 | -360.00 | -410.00 |
| 2023-02-24 | 10440.00 | 10690.00 | 10690.00 | 10410.00 | 10865.00 | 11050.00 | 11050.00 | 10865.00 | -425.00 | -360.00 | -360.00 | -455.00 |
| 2023-02-23 | 10425.00 | 10440.00 | 10475.00 | 10350.00 | 10865.00 | 10870.00 | 10930.00 | 10810.00 | -440.00 | -430.00 | -455.00 | -460.00 |
| 2023-02-22 | 10430.00 | 10405.00 | 10510.00 | 10400.00 | 10860.00 | 10850.00 | 10955.00 | 10845.00 | -430.00 | -445.00 | -445.00 | -445.00 |
| 2023-02-21 | 10320.00 | 10425.00 | 10495.00 | 10310.00 | 10790.00 | 10860.00 | 10930.00 | 10790.00 | -470.00 | -435.00 | -435.00 | -480.00 |
| 2023-02-20 | 10310.00 | 10280.00 | 10365.00 | 10265.00 | 10805.00 | 10765.00 | 10840.00 | 10755.00 | -495.00 | -485.00 | -475.00 | -490.00 |
| 2023-02-17 | 10445.00 | 10310.00 | 10445.00 | 10200.00 | 10880.00 | 10800.00 | 10895.00 | 10700.00 | -435.00 | -490.00 | -450.00 | -500.00 |
| 2023-02-16 | 10395.00 | 10415.00 | 10470.00 | 10365.00 | 10870.00 | 10885.00 | 10945.00 | 10850.00 | -475.00 | -470.00 | -475.00 | -485.00 |
| 2023-02-15 | 10425.00 | 10370.00 | 10425.00 | 10315.00 | 10900.00 | 10865.00 | 10910.00 | 10825.00 | -475.00 | -495.00 | -485.00 | -510.00 |
| 2023-02-14 | 10390.00 | 10410.00 | 10440.00 | 10290.00 | 10840.00 | 10890.00 | 10925.00 | 10795.00 | -450.00 | -480.00 | -485.00 | -505.00 |
| 2023-02-13 | 10300.00 | 10355.00 | 10425.00 | 10260.00 | 10745.00 | 10830.00 | 10925.00 | 10745.00 | -445.00 | -475.00 | -500.00 | -485.00 |
| 2023-02-10 | 10340.00 | 10265.00 | 10345.00 | 10190.00 | 10795.00 | 10755.00 | 10805.00 | 10680.00 | -455.00 | -490.00 | -460.00 | -490.00 |
| 2023-02-09 | 10550.00 | 10320.00 | 10605.00 | 10315.00 | 10960.00 | 10780.00 | 11025.00 | 10770.00 | -410.00 | -460.00 | -420.00 | -455.00 |
| 2023-02-08 | 10700.00 | 10550.00 | 10745.00 | 10515.00 | 11140.00 | 11010.00 | 11160.00 | 10970.00 | -440.00 | -460.00 | -415.00 | -455.00 |
| 2023-02-07 | 10710.00 | 10690.00 | 10720.00 | 10540.00 | 11125.00 | 11125.00 | 11135.00 | 11030.00 | -415.00 | -435.00 | -415.00 | -490.00 |
| 2023-02-06 | 10675.00 | 10730.00 | 10810.00 | 10655.00 | 11030.00 | 11115.00 | 11170.00 | 11025.00 | -355.00 | -385.00 | -360.00 | -370.00 |
| 2023-02-03 | 10650.00 | 10700.00 | 10810.00 | 10535.00 | 11030.00 | 11060.00 | 11150.00 | 10915.00 | -380.00 | -360.00 | -340.00 | -380.00 |
| 2023-02-02 | 10865.00 | 10660.00 | 10960.00 | 10620.00 | 11270.00 | 11030.00 | 11295.00 | 11000.00 | -405.00 | -370.00 | -335.00 | -380.00 |
| 2023-02-01 | 10870.00 | 10875.00 | 11005.00 | 10830.00 | 11150.00 | 11205.00 | 11275.00 | 11135.00 | -280.00 | -330.00 | -270.00 | -305.00 |
| 2023-01-31 | 10550.00 | 10860.00 | 10930.00 | 10500.00 | 10900.00 | 11110.00 | 11175.00 | 10845.00 | -350.00 | -250.00 | -245.00 | -345.00 |
| 2023-01-30 | 10600.00 | 10585.00 | 10670.00 | 10435.00 | 10845.00 | 10865.00 | 10920.00 | 10760.00 | -245.00 | -280.00 | -250.00 | -325.00 |
| 2023-01-20 | 10350.00 | 10475.00 | 10490.00 | 10335.00 | 10755.00 | 10810.00 | 10810.00 | 10680.00 | -405.00 | -335.00 | -320.00 | -345.00 |
| 2023-01-19 | 10420.00 | 10345.00 | 10490.00 | 10335.00 | 10770.00 | 10705.00 | 10825.00 | 10685.00 | -350.00 | -360.00 | -335.00 | -350.00 |
| 2023-01-18 | 10405.00 | 10420.00 | 10510.00 | 10375.00 | 10720.00 | 10745.00 | 10830.00 | 10700.00 | -315.00 | -325.00 | -320.00 | -325.00 |
| 2023-01-17 | 10370.00 | 10400.00 | 10550.00 | 10335.00 | 10730.00 | 10735.00 | 10820.00 | 10675.00 | -360.00 | -335.00 | -270.00 | -340.00 |
| 2023-01-16 | 10405.00 | 10330.00 | 10440.00 | 10250.00 | 10690.00 | 10665.00 | 10730.00 | 10625.00 | -285.00 | -335.00 | -290.00 | -375.00 |