本页面展示棉纱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。
关于棉纱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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021-12-02 | 27535.00 | 27455.00 | 27655.00 | 27020.00 | 26740.00 | 26385.00 | 26745.00 | 26305.00 | 795.00 | 1070.00 | 910.00 | 715.00 |
| 2021-12-01 | 27335.00 | 27630.00 | 28025.00 | 26930.00 | 26360.00 | 26735.00 | 27060.00 | 25975.00 | 975.00 | 895.00 | 965.00 | 955.00 |
| 2021-11-30 | 28450.00 | 27245.00 | 28500.00 | 27045.00 | 27655.00 | 26310.00 | 27750.00 | 26275.00 | 795.00 | 935.00 | 750.00 | 770.00 |
| 2021-11-29 | 29050.00 | 28310.00 | 29180.00 | 28210.00 | 28070.00 | 27640.00 | 28110.00 | 27490.00 | 980.00 | 670.00 | 1070.00 | 720.00 |
| 2021-11-26 | 29245.00 | 29265.00 | 29375.00 | 29220.00 | 28270.00 | 28155.00 | 28320.00 | 28155.00 | 975.00 | 1110.00 | 1055.00 | 1065.00 |
| 2021-11-25 | 29440.00 | 29285.00 | 29495.00 | 29210.00 | 28540.00 | 28365.00 | 28540.00 | 28270.00 | 900.00 | 920.00 | 955.00 | 940.00 |
| 2021-11-24 | 29155.00 | 29470.00 | 29470.00 | 29095.00 | 28355.00 | 28510.00 | 28520.00 | 28355.00 | 800.00 | 960.00 | 950.00 | 740.00 |
| 2021-11-23 | 29565.00 | 29155.00 | 29635.00 | 29155.00 | 28540.00 | 28235.00 | 28680.00 | 28235.00 | 1025.00 | 920.00 | 955.00 | 920.00 |
| 2021-11-22 | 29535.00 | 29580.00 | 29800.00 | 29535.00 | 28660.00 | 28585.00 | 28720.00 | 28585.00 | 875.00 | 995.00 | 1080.00 | 950.00 |
| 2021-11-19 | 29800.00 | 29725.00 | 29800.00 | 29510.00 | 28580.00 | 28675.00 | 28675.00 | 28535.00 | 1220.00 | 1050.00 | 1125.00 | 975.00 |
| 2021-11-18 | 29800.00 | 29770.00 | 29865.00 | 29635.00 | 28740.00 | 28715.00 | 28880.00 | 28600.00 | 1060.00 | 1055.00 | 985.00 | 1035.00 |
| 2021-11-17 | 29685.00 | 29675.00 | 29790.00 | 29615.00 | 28820.00 | 28755.00 | 28865.00 | 28730.00 | 865.00 | 920.00 | 925.00 | 885.00 |
| 2021-11-16 | 29265.00 | 29720.00 | 29765.00 | 29255.00 | 28465.00 | 28800.00 | 28850.00 | 28465.00 | 800.00 | 920.00 | 915.00 | 790.00 |
| 2021-11-15 | 28855.00 | 29360.00 | 29405.00 | 28855.00 | 28335.00 | 28530.00 | 28550.00 | 28335.00 | 520.00 | 830.00 | 855.00 | 520.00 |
| 2021-11-11 | 29180.00 | 29060.00 | 29370.00 | 28975.00 | 28575.00 | 28385.00 | 28575.00 | 28300.00 | 605.00 | 675.00 | 795.00 | 675.00 |
| 2021-11-10 | 29040.00 | 29125.00 | 29275.00 | 28925.00 | 28255.00 | 28315.00 | 28385.00 | 28185.00 | 785.00 | 810.00 | 890.00 | 740.00 |
| 2021-11-09 | 29200.00 | 29060.00 | 29240.00 | 28975.00 | 28425.00 | 28250.00 | 28435.00 | 28170.00 | 775.00 | 810.00 | 805.00 | 805.00 |
| 2021-11-08 | 29155.00 | 29200.00 | 29290.00 | 28345.00 | 28120.00 | 28400.00 | 28400.00 | 27750.00 | 1035.00 | 800.00 | 890.00 | 595.00 |
| 2021-11-05 | 29125.00 | 29120.00 | 29300.00 | 28925.00 | 28295.00 | 28225.00 | 28300.00 | 28105.00 | 830.00 | 895.00 | 1000.00 | 820.00 |
| 2021-11-04 | 29195.00 | 29010.00 | 29290.00 | 28965.00 | 28555.00 | 28210.00 | 28555.00 | 28135.00 | 640.00 | 800.00 | 735.00 | 830.00 |
| 2021-11-03 | 29520.00 | 29190.00 | 29590.00 | 28860.00 | 28730.00 | 28535.00 | 28755.00 | 28405.00 | 790.00 | 655.00 | 835.00 | 455.00 |
| 2021-11-02 | 29900.00 | 29520.00 | 29930.00 | 29270.00 | 29040.00 | 28770.00 | 29045.00 | 28605.00 | 860.00 | 750.00 | 885.00 | 665.00 |
| 2021-11-01 | 29310.00 | 29600.00 | 29720.00 | 29205.00 | 28615.00 | 28745.00 | 28800.00 | 28475.00 | 695.00 | 855.00 | 920.00 | 730.00 |
| 2021-10-29 | 29400.00 | 29230.00 | 29875.00 | 29160.00 | 29000.00 | 28510.00 | 29005.00 | 28510.00 | 400.00 | 720.00 | 870.00 | 650.00 |
| 2021-10-28 | 28925.00 | 29260.00 | 29490.00 | 28575.00 | 28390.00 | 28745.00 | 28795.00 | 28090.00 | 535.00 | 515.00 | 695.00 | 485.00 |
| 2021-10-27 | 28970.00 | 28870.00 | 29315.00 | 28705.00 | 28555.00 | 28385.00 | 28705.00 | 28330.00 | 415.00 | 485.00 | 610.00 | 375.00 |
| 2021-10-26 | 29205.00 | 29030.00 | 29335.00 | 28800.00 | 28480.00 | 28535.00 | 28535.00 | 28445.00 | 725.00 | 495.00 | 800.00 | 355.00 |
| 2021-10-25 | 28860.00 | 29310.00 | 29440.00 | 28655.00 | 28685.00 | 28750.00 | 28985.00 | 28300.00 | 175.00 | 560.00 | 455.00 | 355.00 |
| 2021-10-22 | 28825.00 | 28950.00 | 29075.00 | 28465.00 | 28675.00 | 28570.00 | 28675.00 | 28180.00 | 150.00 | 380.00 | 400.00 | 285.00 |
| 2021-10-21 | 29120.00 | 28780.00 | 29615.00 | 28715.00 | 28640.00 | 28705.00 | 29065.00 | 28530.00 | 480.00 | 75.00 | 550.00 | 185.00 |
| 2021-10-20 | 29220.00 | 29105.00 | 29445.00 | 28860.00 | 28505.00 | 28600.00 | 28705.00 | 28375.00 | 715.00 | 505.00 | 740.00 | 485.00 |
| 2021-10-19 | 29480.00 | 29435.00 | 29525.00 | 29085.00 | 28910.00 | 28805.00 | 28935.00 | 28630.00 | 570.00 | 630.00 | 590.00 | 455.00 |
| 2021-10-18 | 30185.00 | 29500.00 | 30465.00 | 28800.00 | 29535.00 | 29000.00 | 29800.00 | 28330.00 | 650.00 | 500.00 | 665.00 | 470.00 |
| 2021-10-15 | 28890.00 | 30460.00 | 30510.00 | 28815.00 | 28335.00 | 30015.00 | 30020.00 | 28335.00 | 555.00 | 445.00 | 490.00 | 480.00 |
| 2021-10-14 | 28550.00 | 28800.00 | 29195.00 | 28330.00 | 28150.00 | 28430.00 | 28580.00 | 28050.00 | 400.00 | 370.00 | 615.00 | 280.00 |
| 2021-10-13 | 29015.00 | 28570.00 | 29240.00 | 27650.00 | 28565.00 | 28170.00 | 28605.00 | 27505.00 | 450.00 | 400.00 | 635.00 | 145.00 |
| 2021-10-12 | 28950.00 | 29175.00 | 29205.00 | 28110.00 | 28380.00 | 28740.00 | 28785.00 | 27825.00 | 570.00 | 435.00 | 420.00 | 285.00 |
| 2021-10-11 | 29785.00 | 29230.00 | 29785.00 | 28345.00 | 29270.00 | 28565.00 | 29295.00 | 28100.00 | 515.00 | 665.00 | 490.00 | 245.00 |
| 2021-10-08 | 29110.00 | 29265.00 | 29265.00 | 29000.00 | 28680.00 | 28680.00 | 28680.00 | 28680.00 | 430.00 | 585.00 | 585.00 | 320.00 |
| 2021-09-30 | 26990.00 | 27350.00 | 27380.00 | 26820.00 | 26335.00 | 26805.00 | 26805.00 | 26295.00 | 655.00 | 545.00 | 575.00 | 525.00 |
| 2021-09-29 | 26375.00 | 26745.00 | 26955.00 | 26175.00 | 25970.00 | 26125.00 | 26325.00 | 25830.00 | 405.00 | 620.00 | 630.00 | 345.00 |
| 2021-09-28 | 25760.00 | 26430.00 | 26540.00 | 25615.00 | 25550.00 | 25900.00 | 25900.00 | 25550.00 | 210.00 | 530.00 | 640.00 | 65.00 |
| 2021-09-27 | 24805.00 | 25705.00 | 26005.00 | 24730.00 | 24530.00 | 25335.00 | 25405.00 | 24530.00 | 275.00 | 370.00 | 600.00 | 200.00 |
| 2021-09-24 | 24415.00 | 24765.00 | 24790.00 | 24260.00 | 24370.00 | 24480.00 | 24480.00 | 24300.00 | 45.00 | 285.00 | 310.00 | -40.00 |
| 2021-09-23 | 24640.00 | 24275.00 | 24725.00 | 24155.00 | 24175.00 | 24105.00 | 24175.00 | 24105.00 | 465.00 | 170.00 | 550.00 | 50.00 |
| 2021-09-22 | 24365.00 | 24555.00 | 24595.00 | 24030.00 | 24000.00 | 24245.00 | 24245.00 | 24000.00 | 365.00 | 310.00 | 350.00 | 30.00 |
| 2021-09-17 | 25020.00 | 24760.00 | 25190.00 | 24665.00 | 24750.00 | 24545.00 | 24750.00 | 24485.00 | 270.00 | 215.00 | 440.00 | 180.00 |
| 2021-09-16 | 24800.00 | 25100.00 | 25165.00 | 24800.00 | 24595.00 | 24735.00 | 24830.00 | 24585.00 | 205.00 | 365.00 | 335.00 | 215.00 |
| 2021-09-15 | 24700.00 | 24885.00 | 24960.00 | 24530.00 | 24500.00 | 24505.00 | 24505.00 | 24500.00 | 200.00 | 380.00 | 455.00 | 30.00 |
| 2021-09-14 | 24730.00 | 24710.00 | 24800.00 | 24585.00 | 24360.00 | 24555.00 | 24600.00 | 24300.00 | 370.00 | 155.00 | 200.00 | 285.00 |
| 2021-09-10 | 25590.00 | 24940.00 | 25660.00 | 24755.00 | 24965.00 | 24850.00 | 24965.00 | 24850.00 | 625.00 | 90.00 | 695.00 | -95.00 |
| 2021-09-09 | 25810.00 | 25630.00 | 25895.00 | 25630.00 | 25715.00 | 25755.00 | 25805.00 | 25715.00 | 95.00 | -125.00 | 90.00 | -85.00 |
| 2021-09-08 | 25310.00 | 25695.00 | 25825.00 | 25310.00 | 25360.00 | 25650.00 | 25765.00 | 25360.00 | -50.00 | 45.00 | 60.00 | -50.00 |
| 2021-09-06 | 25540.00 | 25380.00 | 25540.00 | 25305.00 | 25445.00 | 25445.00 | 25445.00 | 25445.00 | 95.00 | -65.00 | 95.00 | -140.00 |
| 2021-09-03 | 24925.00 | 25490.00 | 25535.00 | 24900.00 | 24800.00 | 25245.00 | 25330.00 | 24800.00 | 125.00 | 245.00 | 205.00 | 100.00 |
| 2021-09-02 | 24625.00 | 24855.00 | 24940.00 | 24425.00 | 24400.00 | 24700.00 | 24700.00 | 24400.00 | 225.00 | 155.00 | 240.00 | 25.00 |
| 2021-09-01 | 24785.00 | 24560.00 | 24880.00 | 24520.00 | 24660.00 | 24660.00 | 24660.00 | 24660.00 | 125.00 | -100.00 | 220.00 | -140.00 |
| 2021-08-31 | 25100.00 | 24780.00 | 25165.00 | 24705.00 | 25350.00 | 24990.00 | 25350.00 | 24990.00 | -250.00 | -210.00 | -185.00 | -285.00 |
| 2021-08-30 | 25520.00 | 24975.00 | 25625.00 | 24880.00 | 26025.00 | 26245.00 | 26715.00 | 26025.00 | -505.00 | -1270.00 | -1090.00 | -1145.00 |
| 2021-08-27 | 25610.00 | 25480.00 | 25750.00 | 25350.00 | 26225.00 | 26200.00 | 26935.00 | 26140.00 | -615.00 | -720.00 | -1185.00 | -790.00 |
| 2021-08-26 | 25770.00 | 25640.00 | 25890.00 | 25480.00 | 26935.00 | 26650.00 | 27195.00 | 26555.00 | -1165.00 | -1010.00 | -1305.00 | -1075.00 |
| 2021-08-25 | 25545.00 | 25695.00 | 25815.00 | 25465.00 | 26490.00 | 27195.00 | 27500.00 | 26490.00 | -945.00 | -1500.00 | -1685.00 | -1025.00 |
| 2021-08-24 | 26080.00 | 25445.00 | 26095.00 | 25385.00 | 26720.00 | 26750.00 | 26885.00 | 26720.00 | -640.00 | -1305.00 | -790.00 | -1335.00 |
| 2021-08-23 | 25730.00 | 26045.00 | 26105.00 | 25600.00 | 26600.00 | 26940.00 | 26940.00 | 26345.00 | -870.00 | -895.00 | -835.00 | -745.00 |
| 2021-08-20 | 26340.00 | 25660.00 | 26400.00 | 25515.00 | 25950.00 | 26500.00 | 26500.00 | 25950.00 | 390.00 | -840.00 | -100.00 | -435.00 |
| 2021-08-19 | 26685.00 | 26615.00 | 26790.00 | 26260.00 | 26465.00 | 26250.00 | 26465.00 | 26095.00 | 220.00 | 365.00 | 325.00 | 165.00 |
| 2021-08-18 | 26695.00 | 26665.00 | 26965.00 | 26600.00 | 26170.00 | 26340.00 | 26570.00 | 26170.00 | 525.00 | 325.00 | 395.00 | 430.00 |
| 2021-08-17 | 26615.00 | 26685.00 | 27155.00 | 26615.00 | 26305.00 | 26295.00 | 27200.00 | 26220.00 | 310.00 | 390.00 | -45.00 | 395.00 |
| 2021-08-16 | 26650.00 | 26670.00 | 26730.00 | 26470.00 | 26155.00 | 26305.00 | 26350.00 | 26110.00 | 495.00 | 365.00 | 380.00 | 360.00 |
| 2021-08-13 | 26505.00 | 26580.00 | 26760.00 | 26215.00 | 26740.00 | 26300.00 | 26745.00 | 26235.00 | -235.00 | 280.00 | 15.00 | -20.00 |
| 2021-08-12 | 26965.00 | 26685.00 | 27145.00 | 26650.00 | 26615.00 | 26510.00 | 26760.00 | 26500.00 | 350.00 | 175.00 | 385.00 | 150.00 |
| 2021-08-11 | 27245.00 | 26965.00 | 27315.00 | 26740.00 | 26805.00 | 26660.00 | 26865.00 | 26605.00 | 440.00 | 305.00 | 450.00 | 135.00 |
| 2021-08-10 | 26920.00 | 27080.00 | 27255.00 | 26770.00 | 26655.00 | 26735.00 | 26810.00 | 26395.00 | 265.00 | 345.00 | 445.00 | 375.00 |
| 2021-08-09 | 27295.00 | 26935.00 | 27360.00 | 26920.00 | 26950.00 | 26620.00 | 26985.00 | 26575.00 | 345.00 | 315.00 | 375.00 | 345.00 |
| 2021-08-06 | 26710.00 | 27180.00 | 27265.00 | 26600.00 | 26215.00 | 26800.00 | 26830.00 | 26060.00 | 495.00 | 380.00 | 435.00 | 540.00 |
| 2021-08-05 | 26765.00 | 26670.00 | 26950.00 | 26625.00 | 26215.00 | 26155.00 | 26380.00 | 26135.00 | 550.00 | 515.00 | 570.00 | 490.00 |
| 2021-08-04 | 26695.00 | 26835.00 | 26990.00 | 26520.00 | 25975.00 | 26325.00 | 26380.00 | 25975.00 | 720.00 | 510.00 | 610.00 | 545.00 |
| 2021-08-03 | 26900.00 | 26695.00 | 27310.00 | 26665.00 | 26250.00 | 26040.00 | 26420.00 | 26005.00 | 650.00 | 655.00 | 890.00 | 660.00 |
| 2021-08-02 | 26600.00 | 26940.00 | 27075.00 | 26355.00 | 26145.00 | 26250.00 | 26300.00 | 25840.00 | 455.00 | 690.00 | 775.00 | 515.00 |
| 2021-07-30 | 27120.00 | 26700.00 | 27300.00 | 26425.00 | 26315.00 | 26180.00 | 26565.00 | 26020.00 | 805.00 | 520.00 | 735.00 | 405.00 |
| 2021-07-29 | 27270.00 | 27190.00 | 27405.00 | 26885.00 | 26190.00 | 26550.00 | 26580.00 | 26190.00 | 1080.00 | 640.00 | 825.00 | 695.00 |
| 2021-07-28 | 27300.00 | 27200.00 | 27520.00 | 26855.00 | 26030.00 | 26310.00 | 26460.00 | 26030.00 | 1270.00 | 890.00 | 1060.00 | 825.00 |
| 2021-07-27 | 25810.00 | 27185.00 | 27330.00 | 25705.00 | 25515.00 | 26130.00 | 26700.00 | 25515.00 | 295.00 | 1055.00 | 630.00 | 190.00 |
| 2021-07-26 | 25740.00 | 25810.00 | 26005.00 | 25555.00 | 25670.00 | 25420.00 | 25685.00 | 25300.00 | 70.00 | 390.00 | 320.00 | 255.00 |
| 2021-07-23 | 25310.00 | 25810.00 | 26060.00 | 25250.00 | 25290.00 | 25590.00 | 25775.00 | 25220.00 | 20.00 | 220.00 | 285.00 | 30.00 |
| 2021-07-22 | 24580.00 | 25275.00 | 25380.00 | 24580.00 | 24720.00 | 25255.00 | 25255.00 | 24720.00 | -140.00 | 20.00 | 125.00 | -140.00 |
| 2021-07-21 | 24630.00 | 24635.00 | 24815.00 | 24595.00 | 24620.00 | 24635.00 | 24800.00 | 24620.00 | 10.00 | 0.00 | 15.00 | -25.00 |
| 2021-07-20 | 24300.00 | 24650.00 | 24650.00 | 24300.00 | 24370.00 | 24430.00 | 24430.00 | 24370.00 | -70.00 | 220.00 | 220.00 | -70.00 |
| 2021-07-19 | 24780.00 | 24575.00 | 24835.00 | 24535.00 | 24795.00 | 24665.00 | 24845.00 | 24665.00 | -15.00 | -90.00 | -10.00 | -130.00 |
| 2021-07-16 | 24755.00 | 24765.00 | 24850.00 | 24580.00 | 24775.00 | 24840.00 | 24840.00 | 24750.00 | -20.00 | -75.00 | 10.00 | -170.00 |
| 2021-07-15 | 24670.00 | 24760.00 | 24860.00 | 24665.00 | 24725.00 | 24855.00 | 24880.00 | 24585.00 | -55.00 | -95.00 | -20.00 | 80.00 |
| 2021-07-14 | 24460.00 | 24630.00 | 24715.00 | 24360.00 | 24450.00 | 24615.00 | 24805.00 | 24450.00 | 10.00 | 15.00 | -90.00 | -90.00 |
| 2021-07-13 | 24205.00 | 24475.00 | 24500.00 | 24205.00 | 24460.00 | 24410.00 | 24460.00 | 24410.00 | -255.00 | 65.00 | 40.00 | -205.00 |
| 2021-07-12 | 24240.00 | 24230.00 | 24410.00 | 24200.00 | 24375.00 | 24275.00 | 24375.00 | 24275.00 | -135.00 | -45.00 | 35.00 | -75.00 |
| 2021-07-09 | 24175.00 | 24120.00 | 24195.00 | 24010.00 | 24115.00 | 24240.00 | 24240.00 | 24115.00 | 60.00 | -120.00 | -45.00 | -105.00 |
| 2021-07-08 | 24260.00 | 24230.00 | 24380.00 | 24160.00 | 24390.00 | 24305.00 | 24390.00 | 24190.00 | -130.00 | -75.00 | -10.00 | -30.00 |
| 2021-07-07 | 24510.00 | 24260.00 | 24540.00 | 23965.00 | 24550.00 | 24285.00 | 24550.00 | 24125.00 | -40.00 | -25.00 | -10.00 | -160.00 |
| 2021-07-06 | 24260.00 | 24400.00 | 24445.00 | 24155.00 | 24370.00 | 24500.00 | 24500.00 | 24290.00 | -110.00 | -100.00 | -55.00 | -135.00 |
| 2021-07-05 | 24060.00 | 24225.00 | 24320.00 | 23945.00 | 24160.00 | 24430.00 | 24430.00 | 24150.00 | -100.00 | -205.00 | -110.00 | -205.00 |
| 2021-07-02 | 23755.00 | 24070.00 | 24080.00 | 23755.00 | 24135.00 | 24100.00 | 24135.00 | 24100.00 | -380.00 | -30.00 | -55.00 | -345.00 |