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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-01-13 | 10405.00 | 10365.00 | 10480.00 | 10320.00 | 10660.00 | 10685.00 | 10785.00 | 10655.00 | -255.00 | -320.00 | -305.00 | -335.00 |
| 2023-01-12 | 10230.00 | 10400.00 | 10445.00 | 10215.00 | 10610.00 | 10715.00 | 10760.00 | 10580.00 | -380.00 | -315.00 | -315.00 | -365.00 |
| 2023-01-11 | 10355.00 | 10215.00 | 10395.00 | 10210.00 | 10700.00 | 10610.00 | 10720.00 | 10600.00 | -345.00 | -395.00 | -325.00 | -390.00 |
| 2023-01-10 | 10330.00 | 10355.00 | 10410.00 | 10285.00 | 10665.00 | 10695.00 | 10695.00 | 10580.00 | -335.00 | -340.00 | -285.00 | -295.00 |
| 2023-01-09 | 10235.00 | 10300.00 | 10325.00 | 10215.00 | 10595.00 | 10615.00 | 10625.00 | 10530.00 | -360.00 | -315.00 | -300.00 | -315.00 |
| 2023-01-06 | 10365.00 | 10250.00 | 10375.00 | 10160.00 | 10570.00 | 10550.00 | 10635.00 | 10450.00 | -205.00 | -300.00 | -260.00 | -290.00 |
| 2023-01-05 | 10375.00 | 10360.00 | 10475.00 | 10270.00 | 10645.00 | 10620.00 | 10700.00 | 10535.00 | -270.00 | -260.00 | -225.00 | -265.00 |
| 2023-01-04 | 10395.00 | 10375.00 | 10515.00 | 10320.00 | 10550.00 | 10595.00 | 10690.00 | 10540.00 | -155.00 | -220.00 | -175.00 | -220.00 |
| 2023-01-03 | 10245.00 | 10380.00 | 10445.00 | 10235.00 | 8645.00 | 9750.00 | 9800.00 | 8645.00 | 1600.00 | 630.00 | 645.00 | 1590.00 |
| 2022-12-30 | 10185.00 | 10190.00 | 10255.00 | 10130.00 | 9600.00 | 9580.00 | 9665.00 | 9560.00 | 585.00 | 610.00 | 590.00 | 570.00 |
| 2022-12-29 | 10235.00 | 10185.00 | 10325.00 | 10155.00 | 10400.00 | 10410.00 | 10505.00 | 10400.00 | -165.00 | -225.00 | -180.00 | -245.00 |
| 2022-12-28 | 10230.00 | 10260.00 | 10310.00 | 10150.00 | 10400.00 | 10455.00 | 10470.00 | 10310.00 | -170.00 | -195.00 | -160.00 | -160.00 |
| 2022-12-27 | 10220.00 | 10285.00 | 10340.00 | 10200.00 | 10405.00 | 10440.00 | 10485.00 | 10380.00 | -185.00 | -155.00 | -145.00 | -180.00 |
| 2022-12-26 | 10100.00 | 10190.00 | 10315.00 | 9925.00 | 10265.00 | 10370.00 | 10405.00 | 10200.00 | -165.00 | -180.00 | -90.00 | -275.00 |
| 2022-12-23 | 10100.00 | 10150.00 | 10250.00 | 10065.00 | 10280.00 | 10335.00 | 10400.00 | 10235.00 | -180.00 | -185.00 | -150.00 | -170.00 |
| 2022-12-22 | 10155.00 | 10100.00 | 10220.00 | 10020.00 | 10380.00 | 10285.00 | 10380.00 | 10225.00 | -225.00 | -185.00 | -160.00 | -205.00 |
| 2022-12-21 | 10155.00 | 10145.00 | 10240.00 | 10105.00 | 10280.00 | 10330.00 | 10350.00 | 10230.00 | -125.00 | -185.00 | -110.00 | -125.00 |
| 2022-12-20 | 10310.00 | 10150.00 | 10370.00 | 10090.00 | 10105.00 | 9805.00 | 10150.00 | 9725.00 | 205.00 | 345.00 | 220.00 | 365.00 |
| 2022-12-19 | 10900.00 | 10310.00 | 10970.00 | 10270.00 | 10645.00 | 10125.00 | 10650.00 | 10055.00 | 255.00 | 185.00 | 320.00 | 215.00 |
| 2022-12-16 | 10835.00 | 10965.00 | 11000.00 | 10820.00 | 10760.00 | 10605.00 | 10780.00 | 10605.00 | 75.00 | 360.00 | 220.00 | 215.00 |
| 2022-12-15 | 10950.00 | 10865.00 | 11030.00 | 10815.00 | 11060.00 | 10810.00 | 11130.00 | 10750.00 | -110.00 | 55.00 | -100.00 | 65.00 |
| 2022-12-14 | 10980.00 | 10880.00 | 11045.00 | 10880.00 | 11125.00 | 11050.00 | 11160.00 | 11030.00 | -145.00 | -170.00 | -115.00 | -150.00 |
| 2022-12-13 | 10825.00 | 10925.00 | 10990.00 | 10730.00 | 11000.00 | 11085.00 | 11170.00 | 10930.00 | -175.00 | -160.00 | -180.00 | -200.00 |
| 2022-12-12 | 10695.00 | 11020.00 | 11070.00 | 10610.00 | 10550.00 | 10800.00 | 10865.00 | 10550.00 | 145.00 | 220.00 | 205.00 | 60.00 |
| 2022-12-09 | 10625.00 | 10630.00 | 10680.00 | 10565.00 | 10580.00 | 10580.00 | 10625.00 | 10515.00 | 45.00 | 50.00 | 55.00 | 50.00 |
| 2022-12-08 | 10805.00 | 10650.00 | 10810.00 | 10570.00 | 10665.00 | 10560.00 | 10675.00 | 10550.00 | 140.00 | 90.00 | 135.00 | 20.00 |
| 2022-12-07 | 10820.00 | 10760.00 | 10820.00 | 10715.00 | 10780.00 | 10650.00 | 10800.00 | 10625.00 | 40.00 | 110.00 | 20.00 | 90.00 |
| 2022-12-06 | 10820.00 | 10800.00 | 10845.00 | 10640.00 | 10725.00 | 10745.00 | 10760.00 | 10635.00 | 95.00 | 55.00 | 85.00 | 5.00 |
| 2022-12-05 | 10905.00 | 10855.00 | 10980.00 | 10845.00 | 10685.00 | 10760.00 | 10785.00 | 10680.00 | 220.00 | 95.00 | 195.00 | 165.00 |
| 2022-12-02 | 10900.00 | 10855.00 | 10975.00 | 10850.00 | 10700.00 | 10680.00 | 10745.00 | 10650.00 | 200.00 | 175.00 | 230.00 | 200.00 |
| 2022-12-01 | 10860.00 | 10945.00 | 11020.00 | 10805.00 | 10605.00 | 10740.00 | 10780.00 | 10605.00 | 255.00 | 205.00 | 240.00 | 200.00 |
| 2022-11-30 | 10870.00 | 10835.00 | 10895.00 | 10770.00 | 10765.00 | 10555.00 | 10770.00 | 10510.00 | 105.00 | 280.00 | 125.00 | 260.00 |
| 2022-11-29 | 10710.00 | 10855.00 | 10910.00 | 10710.00 | 10590.00 | 10715.00 | 10830.00 | 10590.00 | 120.00 | 140.00 | 80.00 | 120.00 |
| 2022-11-28 | 10780.00 | 10700.00 | 10795.00 | 10665.00 | 10675.00 | 10585.00 | 10710.00 | 10550.00 | 105.00 | 115.00 | 85.00 | 115.00 |
| 2022-11-25 | 10775.00 | 10790.00 | 10895.00 | 10735.00 | 10665.00 | 10660.00 | 10795.00 | 10625.00 | 110.00 | 130.00 | 100.00 | 110.00 |
| 2022-11-24 | 10725.00 | 10715.00 | 10765.00 | 10595.00 | 10700.00 | 10665.00 | 10730.00 | 10590.00 | 25.00 | 50.00 | 35.00 | 5.00 |
| 2022-11-23 | 10990.00 | 10730.00 | 10990.00 | 10715.00 | 10890.00 | 10700.00 | 10925.00 | 10680.00 | 100.00 | 30.00 | 65.00 | 35.00 |
| 2022-11-22 | 10980.00 | 10965.00 | 10990.00 | 10875.00 | 10940.00 | 10925.00 | 10950.00 | 10845.00 | 40.00 | 40.00 | 40.00 | 30.00 |
| 2022-11-21 | 11125.00 | 10960.00 | 11135.00 | 10945.00 | 11060.00 | 10890.00 | 11100.00 | 10860.00 | 65.00 | 70.00 | 35.00 | 85.00 |
| 2022-11-18 | 11120.00 | 11125.00 | 11220.00 | 11040.00 | 11095.00 | 11110.00 | 11185.00 | 11045.00 | 25.00 | 15.00 | 35.00 | -5.00 |
| 2022-11-17 | 11275.00 | 11135.00 | 11330.00 | 11100.00 | 11285.00 | 11110.00 | 11295.00 | 11110.00 | -10.00 | 25.00 | 35.00 | -10.00 |
| 2022-11-16 | 11235.00 | 11320.00 | 11385.00 | 11235.00 | 11315.00 | 11295.00 | 11375.00 | 11265.00 | -80.00 | 25.00 | 10.00 | -30.00 |
| 2022-11-15 | 11150.00 | 11260.00 | 11280.00 | 11090.00 | 11280.00 | 11275.00 | 11300.00 | 11170.00 | -130.00 | -15.00 | -20.00 | -80.00 |
| 2022-11-14 | 11300.00 | 11175.00 | 11405.00 | 11130.00 | 11320.00 | 11260.00 | 11380.00 | 11205.00 | -20.00 | -85.00 | 25.00 | -75.00 |
| 2022-11-11 | 11255.00 | 11225.00 | 11325.00 | 11080.00 | 11275.00 | 11240.00 | 11325.00 | 11125.00 | -20.00 | -15.00 | 0.00 | -45.00 |
| 2022-11-10 | 11220.00 | 11260.00 | 11350.00 | 11195.00 | 11260.00 | 11260.00 | 11385.00 | 11235.00 | -40.00 | 0.00 | -35.00 | -40.00 |
| 2022-11-09 | 11150.00 | 11245.00 | 11260.00 | 10925.00 | 11205.00 | 11270.00 | 11270.00 | 11025.00 | -55.00 | -25.00 | -10.00 | -100.00 |
| 2022-11-08 | 11300.00 | 11150.00 | 11335.00 | 11070.00 | 11385.00 | 11255.00 | 11400.00 | 11205.00 | -85.00 | -105.00 | -65.00 | -135.00 |
| 2022-11-07 | 11170.00 | 11240.00 | 11350.00 | 11170.00 | 11305.00 | 11315.00 | 11390.00 | 11270.00 | -135.00 | -75.00 | -40.00 | -100.00 |
| 2022-11-04 | 11120.00 | 11310.00 | 11485.00 | 11120.00 | 11240.00 | 11360.00 | 11450.00 | 11240.00 | -120.00 | -50.00 | 35.00 | -120.00 |
| 2022-11-03 | 11070.00 | 11135.00 | 11250.00 | 11020.00 | 11205.00 | 11230.00 | 11335.00 | 11170.00 | -135.00 | -95.00 | -85.00 | -150.00 |
| 2022-11-02 | 10965.00 | 11005.00 | 11090.00 | 10880.00 | 11115.00 | 11160.00 | 11260.00 | 11080.00 | -150.00 | -155.00 | -170.00 | -200.00 |
| 2022-11-01 | 11040.00 | 11020.00 | 11065.00 | 10765.00 | 11100.00 | 11195.00 | 11255.00 | 10875.00 | -60.00 | -175.00 | -190.00 | -110.00 |
| 2022-10-31 | 11285.00 | 11070.00 | 11285.00 | 11005.00 | 11370.00 | 11165.00 | 11410.00 | 11115.00 | -85.00 | -95.00 | -125.00 | -110.00 |
| 2022-10-28 | 11380.00 | 11165.00 | 11430.00 | 11125.00 | 11105.00 | 11335.00 | 11620.00 | 11105.00 | 275.00 | -170.00 | -190.00 | 20.00 |
| 2022-10-27 | 11545.00 | 11380.00 | 11545.00 | 11345.00 | 11725.00 | 11575.00 | 11725.00 | 11555.00 | -180.00 | -195.00 | -180.00 | -210.00 |
| 2022-10-26 | 11530.00 | 11495.00 | 11585.00 | 11420.00 | 11635.00 | 11680.00 | 11770.00 | 11605.00 | -105.00 | -185.00 | -185.00 | -185.00 |
| 2022-10-25 | 11430.00 | 11555.00 | 11555.00 | 11340.00 | 11545.00 | 11645.00 | 11665.00 | 11425.00 | -115.00 | -90.00 | -110.00 | -85.00 |
| 2022-10-24 | 11575.00 | 11420.00 | 11630.00 | 11420.00 | 11735.00 | 11520.00 | 11750.00 | 11520.00 | -160.00 | -100.00 | -120.00 | -100.00 |
| 2022-10-21 | 11680.00 | 11530.00 | 11730.00 | 11405.00 | 11820.00 | 11675.00 | 11820.00 | 11595.00 | -140.00 | -145.00 | -90.00 | -190.00 |
| 2022-10-20 | 11550.00 | 11700.00 | 11895.00 | 11550.00 | 11685.00 | 11810.00 | 11990.00 | 11685.00 | -135.00 | -110.00 | -95.00 | -135.00 |
| 2022-10-19 | 11330.00 | 11520.00 | 11540.00 | 11245.00 | 11495.00 | 11610.00 | 11630.00 | 11420.00 | -165.00 | -90.00 | -90.00 | -175.00 |
| 2022-10-18 | 11315.00 | 11375.00 | 11450.00 | 11315.00 | 11455.00 | 11520.00 | 11565.00 | 11445.00 | -140.00 | -145.00 | -115.00 | -130.00 |
| 2022-10-17 | 11485.00 | 11375.00 | 11485.00 | 11310.00 | 11525.00 | 11455.00 | 11575.00 | 11415.00 | -40.00 | -80.00 | -90.00 | -105.00 |
| 2022-10-14 | 11600.00 | 11505.00 | 11670.00 | 11440.00 | 11590.00 | 11600.00 | 11675.00 | 11540.00 | 10.00 | -95.00 | -5.00 | -100.00 |
| 2022-10-13 | 11565.00 | 11620.00 | 11770.00 | 11540.00 | 11755.00 | 11760.00 | 11895.00 | 11740.00 | -190.00 | -140.00 | -125.00 | -200.00 |
| 2022-10-12 | 11510.00 | 11535.00 | 11645.00 | 11505.00 | 11680.00 | 11685.00 | 11710.00 | 11665.00 | -170.00 | -150.00 | -65.00 | -160.00 |
| 2022-10-11 | 11535.00 | 11580.00 | 11620.00 | 11495.00 | 11670.00 | 11705.00 | 11750.00 | 11665.00 | -135.00 | -125.00 | -130.00 | -170.00 |
| 2022-10-10 | 11900.00 | 11575.00 | 11900.00 | 11555.00 | 12050.00 | 11730.00 | 12050.00 | 11710.00 | -150.00 | -155.00 | -150.00 | -155.00 |
| 2022-09-30 | 11750.00 | 11770.00 | 11860.00 | 11720.00 | 12085.00 | 12015.00 | 12110.00 | 12015.00 | -335.00 | -245.00 | -250.00 | -295.00 |
| 2022-09-29 | 11800.00 | 11805.00 | 11835.00 | 11755.00 | 12100.00 | 12100.00 | 12100.00 | 12045.00 | -300.00 | -295.00 | -265.00 | -290.00 |
| 2022-09-28 | 11720.00 | 11750.00 | 11885.00 | 11710.00 | 12005.00 | 12070.00 | 12130.00 | 11965.00 | -285.00 | -320.00 | -245.00 | -255.00 |
| 2022-09-27 | 11760.00 | 11730.00 | 11830.00 | 11685.00 | 11995.00 | 12005.00 | 12070.00 | 11970.00 | -235.00 | -275.00 | -240.00 | -285.00 |
| 2022-09-26 | 11880.00 | 11700.00 | 11970.00 | 11665.00 | 12195.00 | 11965.00 | 12300.00 | 11930.00 | -315.00 | -265.00 | -330.00 | -265.00 |
| 2022-09-23 | 11940.00 | 11895.00 | 12020.00 | 11850.00 | 12280.00 | 12235.00 | 12310.00 | 12190.00 | -340.00 | -340.00 | -290.00 | -340.00 |
| 2022-09-22 | 12005.00 | 11985.00 | 12100.00 | 11930.00 | 12335.00 | 12300.00 | 12395.00 | 12205.00 | -330.00 | -315.00 | -295.00 | -275.00 |
| 2022-09-21 | 12110.00 | 12015.00 | 12160.00 | 12010.00 | 12390.00 | 12285.00 | 12390.00 | 12285.00 | -280.00 | -270.00 | -230.00 | -275.00 |
| 2022-09-20 | 12100.00 | 12145.00 | 12215.00 | 12025.00 | 12390.00 | 12385.00 | 12470.00 | 12310.00 | -290.00 | -240.00 | -255.00 | -285.00 |
| 2022-09-19 | 12125.00 | 12085.00 | 12225.00 | 12075.00 | 12350.00 | 12375.00 | 12460.00 | 12340.00 | -225.00 | -290.00 | -235.00 | -265.00 |
| 2022-09-16 | 12500.00 | 12165.00 | 12540.00 | 11625.00 | 12700.00 | 12380.00 | 12700.00 | 11945.00 | -200.00 | -215.00 | -160.00 | -320.00 |
| 2022-09-15 | 12595.00 | 12455.00 | 12595.00 | 12410.00 | 12665.00 | 12635.00 | 12720.00 | 12580.00 | -70.00 | -180.00 | -125.00 | -170.00 |
| 2022-09-14 | 12420.00 | 12500.00 | 12570.00 | 12315.00 | 12595.00 | 12660.00 | 12700.00 | 12480.00 | -175.00 | -160.00 | -130.00 | -165.00 |
| 2022-09-13 | 12350.00 | 12485.00 | 12510.00 | 12260.00 | 12500.00 | 12640.00 | 12650.00 | 12485.00 | -150.00 | -155.00 | -140.00 | -225.00 |
| 2022-09-09 | 12210.00 | 12280.00 | 12295.00 | 12205.00 | 12435.00 | 12495.00 | 12500.00 | 12400.00 | -225.00 | -215.00 | -205.00 | -195.00 |
| 2022-09-08 | 12285.00 | 12270.00 | 12335.00 | 12200.00 | 12470.00 | 12450.00 | 12535.00 | 12385.00 | -185.00 | -180.00 | -200.00 | -185.00 |
| 2022-09-07 | 12105.00 | 12290.00 | 12305.00 | 12080.00 | 12340.00 | 12490.00 | 12495.00 | 12340.00 | -235.00 | -200.00 | -190.00 | -260.00 |
| 2022-09-06 | 12185.00 | 12135.00 | 12250.00 | 12050.00 | 12475.00 | 12360.00 | 12475.00 | 12300.00 | -290.00 | -225.00 | -225.00 | -250.00 |
| 2022-09-05 | 12065.00 | 12160.00 | 12205.00 | 12065.00 | 10430.00 | 10405.00 | 10430.00 | 10350.00 | 1635.00 | 1755.00 | 1775.00 | 1715.00 |
| 2022-09-02 | 12150.00 | 12175.00 | 12270.00 | 12060.00 | 12445.00 | 12385.00 | 12480.00 | 12300.00 | -295.00 | -210.00 | -210.00 | -240.00 |
| 2022-09-01 | 12310.00 | 12130.00 | 12350.00 | 12020.00 | 10400.00 | 10400.00 | 10580.00 | 10345.00 | 1910.00 | 1730.00 | 1770.00 | 1675.00 |
| 2022-08-31 | 12310.00 | 12300.00 | 12375.00 | 12220.00 | 10545.00 | 10510.00 | 10580.00 | 10240.00 | 1765.00 | 1790.00 | 1795.00 | 1980.00 |
| 2022-08-30 | 12405.00 | 12290.00 | 12420.00 | 12215.00 | 12570.00 | 12520.00 | 12585.00 | 12415.00 | -165.00 | -230.00 | -165.00 | -200.00 |
| 2022-08-29 | 12190.00 | 12405.00 | 12410.00 | 12160.00 | 12350.00 | 12570.00 | 12580.00 | 12295.00 | -160.00 | -165.00 | -170.00 | -135.00 |
| 2022-08-26 | 12180.00 | 12190.00 | 12335.00 | 12140.00 | 10580.00 | 10580.00 | 10600.00 | 10535.00 | 1600.00 | 1610.00 | 1735.00 | 1605.00 |
| 2022-08-25 | 12010.00 | 12195.00 | 12200.00 | 11945.00 | 10545.00 | 10605.00 | 10610.00 | 10525.00 | 1465.00 | 1590.00 | 1590.00 | 1420.00 |
| 2022-08-24 | 11985.00 | 11990.00 | 12100.00 | 11940.00 | 12065.00 | 12155.00 | 12225.00 | 12065.00 | -80.00 | -165.00 | -125.00 | -125.00 |
| 2022-08-23 | 11960.00 | 11970.00 | 11995.00 | 11900.00 | 12100.00 | 12140.00 | 12155.00 | 12075.00 | -140.00 | -170.00 | -160.00 | -175.00 |
| 2022-08-22 | 11930.00 | 11955.00 | 12150.00 | 11840.00 | 10690.00 | 10505.00 | 10725.00 | 10500.00 | 1240.00 | 1450.00 | 1425.00 | 1340.00 |
| 2022-08-19 | 11680.00 | 11960.00 | 11980.00 | 11635.00 | 10410.00 | 10570.00 | 10600.00 | 10400.00 | 1270.00 | 1390.00 | 1380.00 | 1235.00 |
| 2022-08-18 | 11760.00 | 11660.00 | 11890.00 | 11660.00 | 10535.00 | 10400.00 | 10580.00 | 10400.00 | 1225.00 | 1260.00 | 1310.00 | 1260.00 |