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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022-08-17 | 11950.00 | 11825.00 | 11950.00 | 11805.00 | 10550.00 | 10565.00 | 10640.00 | 10525.00 | 1400.00 | 1260.00 | 1310.00 | 1280.00 |
| 2022-08-16 | 11980.00 | 11900.00 | 12020.00 | 11815.00 | 10565.00 | 10555.00 | 10790.00 | 10550.00 | 1415.00 | 1345.00 | 1230.00 | 1265.00 |
| 2022-08-15 | 11855.00 | 11985.00 | 12070.00 | 11805.00 | 10505.00 | 10575.00 | 10665.00 | 10495.00 | 1350.00 | 1410.00 | 1405.00 | 1310.00 |
| 2022-08-12 | 11915.00 | 11860.00 | 12000.00 | 11775.00 | 10510.00 | 10525.00 | 10570.00 | 10485.00 | 1405.00 | 1335.00 | 1430.00 | 1290.00 |
| 2022-08-11 | 11865.00 | 11855.00 | 11930.00 | 11790.00 | 10445.00 | 10490.00 | 10540.00 | 10430.00 | 1420.00 | 1365.00 | 1390.00 | 1360.00 |
| 2022-08-10 | 11790.00 | 11825.00 | 11910.00 | 11760.00 | 10430.00 | 10410.00 | 10475.00 | 10370.00 | 1360.00 | 1415.00 | 1435.00 | 1390.00 |
| 2022-08-09 | 11770.00 | 11865.00 | 11925.00 | 11705.00 | 12030.00 | 12155.00 | 12155.00 | 11995.00 | -260.00 | -290.00 | -230.00 | -290.00 |
| 2022-08-08 | 12120.00 | 11815.00 | 12185.00 | 11810.00 | 10505.00 | 10425.00 | 10535.00 | 10410.00 | 1615.00 | 1390.00 | 1650.00 | 1400.00 |
| 2022-08-05 | 12200.00 | 12215.00 | 12250.00 | 12120.00 | 10600.00 | 10520.00 | 10625.00 | 10520.00 | 1600.00 | 1695.00 | 1625.00 | 1600.00 |
| 2022-08-04 | 11985.00 | 12255.00 | 12280.00 | 11940.00 | 10460.00 | 10590.00 | 10615.00 | 10400.00 | 1525.00 | 1665.00 | 1665.00 | 1540.00 |
| 2022-08-03 | 11980.00 | 11980.00 | 12000.00 | 11825.00 | 10400.00 | 10465.00 | 10470.00 | 10360.00 | 1580.00 | 1515.00 | 1530.00 | 1465.00 |
| 2022-08-02 | 12100.00 | 11940.00 | 12140.00 | 11800.00 | 10525.00 | 10425.00 | 10580.00 | 10390.00 | 1575.00 | 1515.00 | 1560.00 | 1410.00 |
| 2022-08-01 | 11930.00 | 12090.00 | 12280.00 | 11930.00 | 10505.00 | 10560.00 | 10600.00 | 10505.00 | 1425.00 | 1530.00 | 1680.00 | 1425.00 |
| 2022-07-29 | 11925.00 | 11960.00 | 12055.00 | 11880.00 | 10505.00 | 10510.00 | 10550.00 | 10480.00 | 1420.00 | 1450.00 | 1505.00 | 1400.00 |
| 2022-07-28 | 12150.00 | 11900.00 | 12170.00 | 11865.00 | 10580.00 | 10480.00 | 10620.00 | 10470.00 | 1570.00 | 1420.00 | 1550.00 | 1395.00 |
| 2022-07-27 | 11930.00 | 12090.00 | 12130.00 | 11740.00 | 10630.00 | 10550.00 | 10645.00 | 10435.00 | 1300.00 | 1540.00 | 1485.00 | 1305.00 |
| 2022-07-26 | 12095.00 | 11935.00 | 12130.00 | 11855.00 | 10670.00 | 10625.00 | 10680.00 | 10510.00 | 1425.00 | 1310.00 | 1450.00 | 1345.00 |
| 2022-07-25 | 12475.00 | 12040.00 | 12580.00 | 11865.00 | 10910.00 | 10600.00 | 10980.00 | 10540.00 | 1565.00 | 1440.00 | 1600.00 | 1325.00 |
| 2022-07-22 | 12460.00 | 12435.00 | 12590.00 | 12265.00 | 10745.00 | 10930.00 | 10955.00 | 10700.00 | 1715.00 | 1505.00 | 1635.00 | 1565.00 |
| 2022-07-21 | 12250.00 | 12430.00 | 12545.00 | 12250.00 | 10700.00 | 10735.00 | 10790.00 | 10650.00 | 1550.00 | 1695.00 | 1755.00 | 1600.00 |
| 2022-07-20 | 12265.00 | 12205.00 | 12350.00 | 12080.00 | 10660.00 | 10605.00 | 10740.00 | 10555.00 | 1605.00 | 1600.00 | 1610.00 | 1525.00 |
| 2022-07-19 | 12190.00 | 12175.00 | 12200.00 | 11800.00 | 10635.00 | 10590.00 | 10700.00 | 10465.00 | 1555.00 | 1585.00 | 1500.00 | 1335.00 |
| 2022-07-18 | 10515.00 | 10635.00 | 10770.00 | 10410.00 | 11800.00 | 12230.00 | 12330.00 | 11705.00 | -1285.00 | -1595.00 | -1560.00 | -1295.00 |
| 2022-07-15 | 10625.00 | 10260.00 | 10650.00 | 10000.00 | 12340.00 | 11380.00 | 12375.00 | 11320.00 | -1715.00 | -1120.00 | -1725.00 | -1320.00 |
| 2022-07-14 | 10735.00 | 10600.00 | 10785.00 | 10500.00 | 12580.00 | 12330.00 | 12655.00 | 12280.00 | -1845.00 | -1730.00 | -1870.00 | -1780.00 |
| 2022-07-13 | 10600.00 | 10595.00 | 10745.00 | 10340.00 | 12600.00 | 12580.00 | 12710.00 | 12340.00 | -2000.00 | -1985.00 | -1965.00 | -2000.00 |
| 2022-07-12 | 10770.00 | 10750.00 | 10870.00 | 10685.00 | 12660.00 | 12750.00 | 12790.00 | 12550.00 | -1890.00 | -2000.00 | -1920.00 | -1865.00 |
| 2022-07-11 | 10620.00 | 10720.00 | 10885.00 | 10450.00 | 11990.00 | 12555.00 | 12620.00 | 11980.00 | -1370.00 | -1835.00 | -1735.00 | -1530.00 |
| 2022-07-08 | 10520.00 | 10605.00 | 10860.00 | 10435.00 | 11810.00 | 11940.00 | 12165.00 | 11760.00 | -1290.00 | -1335.00 | -1305.00 | -1325.00 |
| 2022-07-07 | 10640.00 | 10400.00 | 10680.00 | 10390.00 | 11765.00 | 11735.00 | 11950.00 | 11640.00 | -1125.00 | -1335.00 | -1270.00 | -1250.00 |
| 2022-07-06 | 10600.00 | 10500.00 | 10790.00 | 10260.00 | 11705.00 | 11720.00 | 11835.00 | 11590.00 | -1105.00 | -1220.00 | -1045.00 | -1330.00 |
| 2022-07-05 | 11065.00 | 10645.00 | 11305.00 | 10580.00 | 12200.00 | 11740.00 | 12345.00 | 11630.00 | -1135.00 | -1095.00 | -1040.00 | -1050.00 |
| 2022-07-04 | 10780.00 | 11060.00 | 11150.00 | 10600.00 | 11930.00 | 12190.00 | 12325.00 | 11610.00 | -1150.00 | -1130.00 | -1175.00 | -1010.00 |
| 2022-07-01 | 11320.00 | 10715.00 | 11330.00 | 10665.00 | 12385.00 | 11760.00 | 12385.00 | 11760.00 | -1065.00 | -1045.00 | -1055.00 | -1095.00 |
| 2022-06-30 | 11375.00 | 11335.00 | 11425.00 | 11260.00 | 12395.00 | 12350.00 | 12395.00 | 12200.00 | -1020.00 | -1015.00 | -970.00 | -940.00 |
| 2022-06-29 | 11210.00 | 11375.00 | 11505.00 | 11210.00 | 12260.00 | 12345.00 | 12510.00 | 12240.00 | -1050.00 | -970.00 | -1005.00 | -1030.00 |
| 2022-06-28 | 11600.00 | 11275.00 | 11650.00 | 11115.00 | 12540.00 | 12255.00 | 12660.00 | 12010.00 | -940.00 | -980.00 | -1010.00 | -895.00 |
| 2022-06-27 | 10990.00 | 11505.00 | 11505.00 | 10865.00 | 12155.00 | 12550.00 | 12595.00 | 12125.00 | -1165.00 | -1045.00 | -1090.00 | -1260.00 |
| 2022-06-24 | 10700.00 | 10865.00 | 11015.00 | 10550.00 | 11620.00 | 12000.00 | 12180.00 | 11525.00 | -920.00 | -1135.00 | -1165.00 | -975.00 |
| 2022-06-23 | 10620.00 | 10650.00 | 10705.00 | 10400.00 | 11455.00 | 11590.00 | 11655.00 | 11400.00 | -835.00 | -940.00 | -950.00 | -1000.00 |
| 2022-06-22 | 10810.00 | 10510.00 | 10875.00 | 10500.00 | 11600.00 | 11390.00 | 11615.00 | 11380.00 | -790.00 | -880.00 | -740.00 | -880.00 |
| 2022-06-21 | 10875.00 | 10715.00 | 10945.00 | 10680.00 | 11710.00 | 11520.00 | 11710.00 | 11440.00 | -835.00 | -805.00 | -765.00 | -760.00 |
| 2022-06-20 | 10660.00 | 10910.00 | 10930.00 | 10235.00 | 11450.00 | 11710.00 | 11735.00 | 11005.00 | -790.00 | -800.00 | -805.00 | -770.00 |
| 2022-06-17 | 10750.00 | 10620.00 | 10760.00 | 10520.00 | 11390.00 | 11460.00 | 11535.00 | 11300.00 | -640.00 | -840.00 | -775.00 | -780.00 |
| 2022-06-16 | 11055.00 | 10680.00 | 11100.00 | 10600.00 | 11590.00 | 11365.00 | 11600.00 | 11365.00 | -535.00 | -685.00 | -500.00 | -765.00 |
| 2022-06-15 | 11360.00 | 11035.00 | 11450.00 | 11020.00 | 11970.00 | 11580.00 | 11970.00 | 11550.00 | -610.00 | -545.00 | -520.00 | -530.00 |
| 2022-06-14 | 11215.00 | 11390.00 | 11490.00 | 11100.00 | 12150.00 | 11950.00 | 12225.00 | 11880.00 | -935.00 | -560.00 | -735.00 | -780.00 |
| 2022-06-13 | 11450.00 | 11250.00 | 11535.00 | 11200.00 | 12275.00 | 12145.00 | 12275.00 | 12075.00 | -825.00 | -895.00 | -740.00 | -875.00 |
| 2022-06-10 | 11470.00 | 11420.00 | 11580.00 | 11360.00 | 12235.00 | 12135.00 | 12250.00 | 12090.00 | -765.00 | -715.00 | -670.00 | -730.00 |
| 2022-06-09 | 11260.00 | 11440.00 | 11460.00 | 11260.00 | 12145.00 | 12165.00 | 12235.00 | 12115.00 | -885.00 | -725.00 | -775.00 | -855.00 |
| 2022-06-08 | 11410.00 | 11310.00 | 11485.00 | 11265.00 | 12325.00 | 12175.00 | 12370.00 | 12165.00 | -915.00 | -865.00 | -885.00 | -900.00 |
| 2022-06-07 | 11530.00 | 11410.00 | 11695.00 | 11355.00 | 12515.00 | 12340.00 | 12565.00 | 12160.00 | -985.00 | -930.00 | -870.00 | -805.00 |
| 2022-06-06 | 11625.00 | 11570.00 | 11715.00 | 11530.00 | 12515.00 | 12505.00 | 12575.00 | 12470.00 | -890.00 | -935.00 | -860.00 | -940.00 |
| 2022-06-02 | 11580.00 | 11620.00 | 11680.00 | 11480.00 | 12475.00 | 12495.00 | 12535.00 | 12415.00 | -895.00 | -875.00 | -855.00 | -935.00 |
| 2022-06-01 | 11915.00 | 11610.00 | 11930.00 | 11600.00 | 12630.00 | 12440.00 | 12695.00 | 12435.00 | -715.00 | -830.00 | -765.00 | -835.00 |
| 2022-05-31 | 11700.00 | 11900.00 | 11950.00 | 11700.00 | 12540.00 | 12630.00 | 12670.00 | 12520.00 | -840.00 | -730.00 | -720.00 | -820.00 |
| 2022-05-30 | 11710.00 | 11735.00 | 11830.00 | 11555.00 | 12420.00 | 12545.00 | 12570.00 | 12420.00 | -710.00 | -810.00 | -740.00 | -865.00 |
| 2022-05-27 | 11940.00 | 11700.00 | 11975.00 | 11605.00 | 12550.00 | 12440.00 | 12595.00 | 12410.00 | -610.00 | -740.00 | -620.00 | -805.00 |
| 2022-05-26 | 11850.00 | 11845.00 | 11945.00 | 11685.00 | 12495.00 | 12525.00 | 12590.00 | 12375.00 | -645.00 | -680.00 | -645.00 | -690.00 |
| 2022-05-25 | 12025.00 | 11900.00 | 12060.00 | 11880.00 | 12530.00 | 12495.00 | 12675.00 | 12330.00 | -505.00 | -595.00 | -615.00 | -450.00 |
| 2022-05-24 | 12360.00 | 11980.00 | 12405.00 | 11970.00 | 12680.00 | 12530.00 | 12780.00 | 12470.00 | -320.00 | -550.00 | -375.00 | -500.00 |
| 2022-05-23 | 12725.00 | 12355.00 | 12800.00 | 12310.00 | 13330.00 | 12755.00 | 13365.00 | 12720.00 | -605.00 | -400.00 | -565.00 | -410.00 |
| 2022-05-20 | 12875.00 | 12700.00 | 12875.00 | 12615.00 | 13730.00 | 13305.00 | 13750.00 | 13185.00 | -855.00 | -605.00 | -875.00 | -570.00 |
| 2022-05-19 | 12500.00 | 12680.00 | 12725.00 | 12460.00 | 13650.00 | 13600.00 | 13650.00 | 13500.00 | -1150.00 | -920.00 | -925.00 | -1040.00 |
| 2022-05-18 | 12640.00 | 12525.00 | 12695.00 | 12480.00 | 13815.00 | 13665.00 | 13840.00 | 13580.00 | -1175.00 | -1140.00 | -1145.00 | -1100.00 |
| 2022-05-17 | 12675.00 | 12565.00 | 13050.00 | 12450.00 | 13720.00 | 13765.00 | 14005.00 | 13640.00 | -1045.00 | -1200.00 | -955.00 | -1190.00 |
| 2022-05-16 | 12460.00 | 12625.00 | 12700.00 | 12330.00 | 13375.00 | 13605.00 | 13630.00 | 13335.00 | -915.00 | -980.00 | -930.00 | -1005.00 |
| 2022-05-13 | 12390.00 | 12305.00 | 12470.00 | 12220.00 | 13295.00 | 13310.00 | 13345.00 | 13165.00 | -905.00 | -1005.00 | -875.00 | -945.00 |
| 2022-05-12 | 12250.00 | 12300.00 | 12410.00 | 12175.00 | 13185.00 | 13180.00 | 13255.00 | 13100.00 | -935.00 | -880.00 | -845.00 | -925.00 |
| 2022-05-11 | 12350.00 | 12205.00 | 12545.00 | 12200.00 | 13195.00 | 13125.00 | 13375.00 | 13080.00 | -845.00 | -920.00 | -830.00 | -880.00 |
| 2022-05-10 | 12395.00 | 12280.00 | 12460.00 | 12050.00 | 13100.00 | 13165.00 | 13215.00 | 12910.00 | -705.00 | -885.00 | -755.00 | -860.00 |
| 2022-05-09 | 12425.00 | 12370.00 | 12690.00 | 12310.00 | 13020.00 | 13090.00 | 13240.00 | 12980.00 | -595.00 | -720.00 | -550.00 | -670.00 |
| 2022-05-06 | 12625.00 | 12430.00 | 12650.00 | 12385.00 | 12995.00 | 13070.00 | 13195.00 | 12910.00 | -370.00 | -640.00 | -545.00 | -525.00 |
| 2022-05-05 | 12160.00 | 12590.00 | 12730.00 | 12105.00 | 11000.00 | 11765.00 | 11815.00 | 11000.00 | 1160.00 | 825.00 | 915.00 | 1105.00 |
| 2022-04-29 | 11935.00 | 12085.00 | 12200.00 | 11875.00 | 11380.00 | 11380.00 | 11485.00 | 11180.00 | 555.00 | 705.00 | 715.00 | 695.00 |
| 2022-04-28 | 12230.00 | 12060.00 | 12350.00 | 11860.00 | 11495.00 | 11380.00 | 11530.00 | 11320.00 | 735.00 | 680.00 | 820.00 | 540.00 |
| 2022-04-27 | 12420.00 | 12170.00 | 12600.00 | 12010.00 | 11455.00 | 11365.00 | 11600.00 | 11305.00 | 965.00 | 805.00 | 1000.00 | 705.00 |
| 2022-04-26 | 12135.00 | 12410.00 | 12515.00 | 12135.00 | 11315.00 | 11525.00 | 11565.00 | 11315.00 | 820.00 | 885.00 | 950.00 | 820.00 |
| 2022-04-25 | 12240.00 | 12100.00 | 12560.00 | 11975.00 | 11305.00 | 11305.00 | 11600.00 | 11260.00 | 935.00 | 795.00 | 960.00 | 715.00 |
| 2022-04-22 | 12395.00 | 12285.00 | 12560.00 | 12220.00 | 11480.00 | 11400.00 | 11665.00 | 11355.00 | 915.00 | 885.00 | 895.00 | 865.00 |
| 2022-04-21 | 11855.00 | 12370.00 | 12495.00 | 11810.00 | 11160.00 | 11480.00 | 11600.00 | 11130.00 | 695.00 | 890.00 | 895.00 | 680.00 |
| 2022-04-20 | 11860.00 | 11800.00 | 12060.00 | 11710.00 | 11170.00 | 11105.00 | 11250.00 | 11050.00 | 690.00 | 695.00 | 810.00 | 660.00 |
| 2022-04-19 | 12005.00 | 11955.00 | 12260.00 | 11920.00 | 11245.00 | 11260.00 | 11415.00 | 11180.00 | 760.00 | 695.00 | 845.00 | 740.00 |
| 2022-04-18 | 11495.00 | 12225.00 | 12250.00 | 11460.00 | 10820.00 | 11370.00 | 11410.00 | 10820.00 | 675.00 | 855.00 | 840.00 | 640.00 |
| 2022-04-15 | 11320.00 | 11425.00 | 11475.00 | 11190.00 | 10675.00 | 10800.00 | 10800.00 | 10625.00 | 645.00 | 625.00 | 675.00 | 565.00 |
| 2022-04-14 | 11210.00 | 11340.00 | 11480.00 | 11210.00 | 10605.00 | 10690.00 | 10805.00 | 10605.00 | 605.00 | 650.00 | 675.00 | 605.00 |
| 2022-04-13 | 11450.00 | 11260.00 | 11580.00 | 11210.00 | 10885.00 | 10635.00 | 10930.00 | 10625.00 | 565.00 | 625.00 | 650.00 | 585.00 |
| 2022-04-12 | 11220.00 | 11495.00 | 11620.00 | 11070.00 | 10755.00 | 10945.00 | 10990.00 | 10545.00 | 465.00 | 550.00 | 630.00 | 525.00 |
| 2022-04-11 | 11615.00 | 11250.00 | 11645.00 | 11180.00 | 11100.00 | 10810.00 | 11100.00 | 10800.00 | 515.00 | 440.00 | 545.00 | 380.00 |
| 2022-04-08 | 11785.00 | 11630.00 | 11840.00 | 11565.00 | 11225.00 | 11025.00 | 11295.00 | 10975.00 | 560.00 | 605.00 | 545.00 | 590.00 |
| 2022-04-07 | 11365.00 | 11040.00 | 11520.00 | 10980.00 | 12260.00 | 11660.00 | 12350.00 | 11620.00 | -895.00 | -620.00 | -830.00 | -640.00 |
| 2022-04-06 | 11730.00 | 11480.00 | 11760.00 | 11440.00 | 12465.00 | 12295.00 | 12595.00 | 12295.00 | -735.00 | -815.00 | -835.00 | -855.00 |
| 2022-04-01 | 11705.00 | 11590.00 | 11760.00 | 11475.00 | 12510.00 | 12425.00 | 12635.00 | 12340.00 | -805.00 | -835.00 | -875.00 | -865.00 |
| 2022-03-31 | 11435.00 | 11640.00 | 11645.00 | 11350.00 | 12250.00 | 12485.00 | 12500.00 | 12220.00 | -815.00 | -845.00 | -855.00 | -870.00 |
| 2022-03-30 | 11625.00 | 11465.00 | 11775.00 | 11450.00 | 12410.00 | 12260.00 | 12540.00 | 12250.00 | -785.00 | -795.00 | -765.00 | -800.00 |
| 2022-03-29 | 11520.00 | 11615.00 | 11690.00 | 11520.00 | 12200.00 | 12410.00 | 12425.00 | 12190.00 | -680.00 | -795.00 | -735.00 | -670.00 |
| 2022-03-28 | 11660.00 | 11560.00 | 11820.00 | 11505.00 | 12300.00 | 12275.00 | 12495.00 | 12220.00 | -640.00 | -715.00 | -675.00 | -715.00 |
| 2022-03-25 | 11550.00 | 11660.00 | 11755.00 | 11420.00 | 12355.00 | 12325.00 | 12520.00 | 12180.00 | -805.00 | -665.00 | -765.00 | -760.00 |
| 2022-03-24 | 11775.00 | 11555.00 | 11950.00 | 11515.00 | 12645.00 | 12365.00 | 12765.00 | 12360.00 | -870.00 | -810.00 | -815.00 | -845.00 |
| 2022-03-23 | 11860.00 | 11765.00 | 11920.00 | 11730.00 | 12700.00 | 12590.00 | 12730.00 | 12570.00 | -840.00 | -825.00 | -810.00 | -840.00 |