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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020-12-28 | 21765.00 | 21750.00 | 21830.00 | 21570.00 | 20515.00 | 20625.00 | 20650.00 | 20500.00 | 1250.00 | 1125.00 | 1180.00 | 1070.00 |
| 2020-12-25 | 21620.00 | 21780.00 | 21800.00 | 21550.00 | 20545.00 | 20630.00 | 20640.00 | 20540.00 | 1075.00 | 1150.00 | 1160.00 | 1010.00 |
| 2020-12-24 | 21450.00 | 21610.00 | 21625.00 | 21405.00 | 20320.00 | 20520.00 | 20540.00 | 20320.00 | 1130.00 | 1090.00 | 1085.00 | 1085.00 |
| 2020-12-23 | 21380.00 | 21315.00 | 21525.00 | 21190.00 | 20310.00 | 20340.00 | 20430.00 | 20235.00 | 1070.00 | 975.00 | 1095.00 | 955.00 |
| 2020-12-22 | 21885.00 | 21300.00 | 21985.00 | 21295.00 | 20375.00 | 20280.00 | 20600.00 | 20280.00 | 1510.00 | 1020.00 | 1385.00 | 1015.00 |
| 2020-12-21 | 21925.00 | 22060.00 | 22095.00 | 21720.00 | 20290.00 | 20535.00 | 20575.00 | 20270.00 | 1635.00 | 1525.00 | 1520.00 | 1450.00 |
| 2020-12-18 | 21870.00 | 21960.00 | 22020.00 | 21810.00 | 20250.00 | 20310.00 | 20435.00 | 20220.00 | 1620.00 | 1650.00 | 1585.00 | 1590.00 |
| 2020-12-17 | 21910.00 | 21815.00 | 21915.00 | 21750.00 | 20330.00 | 20250.00 | 20330.00 | 20250.00 | 1580.00 | 1565.00 | 1585.00 | 1500.00 |
| 2020-12-16 | 21660.00 | 21880.00 | 21905.00 | 21610.00 | 20265.00 | 20315.00 | 20330.00 | 20115.00 | 1395.00 | 1565.00 | 1575.00 | 1495.00 |
| 2020-12-15 | 21830.00 | 21590.00 | 21860.00 | 21500.00 | 20285.00 | 20130.00 | 20305.00 | 20050.00 | 1545.00 | 1460.00 | 1555.00 | 1450.00 |
| 2020-12-14 | 21655.00 | 21705.00 | 21775.00 | 21395.00 | 20280.00 | 20305.00 | 20315.00 | 20200.00 | 1375.00 | 1400.00 | 1460.00 | 1195.00 |
| 2020-12-11 | 21350.00 | 21610.00 | 21645.00 | 21260.00 | 20205.00 | 20280.00 | 20280.00 | 20100.00 | 1145.00 | 1330.00 | 1365.00 | 1160.00 |
| 2020-12-10 | 21415.00 | 21305.00 | 21665.00 | 21305.00 | 20255.00 | 20180.00 | 20370.00 | 20080.00 | 1160.00 | 1125.00 | 1295.00 | 1225.00 |
| 2020-12-09 | 21660.00 | 21475.00 | 21690.00 | 21405.00 | 20340.00 | 20230.00 | 20510.00 | 20200.00 | 1320.00 | 1245.00 | 1180.00 | 1205.00 |
| 2020-12-08 | 21475.00 | 21600.00 | 21835.00 | 21440.00 | 20660.00 | 20420.00 | 20660.00 | 20400.00 | 815.00 | 1180.00 | 1175.00 | 1040.00 |
| 2020-12-07 | 20190.00 | 20655.00 | 20660.00 | 20130.00 | 21295.00 | 21475.00 | 21555.00 | 21220.00 | -1105.00 | -820.00 | -895.00 | -1090.00 |
| 2020-12-04 | 20520.00 | 20145.00 | 20560.00 | 20100.00 | 21340.00 | 21270.00 | 21430.00 | 21220.00 | -820.00 | -1125.00 | -870.00 | -1120.00 |
| 2020-12-03 | 20690.00 | 20495.00 | 20690.00 | 20405.00 | 21290.00 | 21310.00 | 21425.00 | 21200.00 | -600.00 | -815.00 | -735.00 | -795.00 |
| 2020-12-02 | 20850.00 | 20690.00 | 20925.00 | 20625.00 | 21495.00 | 21355.00 | 21520.00 | 21325.00 | -645.00 | -665.00 | -595.00 | -700.00 |
| 2020-12-01 | 20890.00 | 20815.00 | 20975.00 | 20625.00 | 21550.00 | 21435.00 | 21680.00 | 21280.00 | -660.00 | -620.00 | -705.00 | -655.00 |
| 2020-11-30 | 20740.00 | 20845.00 | 20975.00 | 20630.00 | 21290.00 | 21475.00 | 21580.00 | 21250.00 | -550.00 | -630.00 | -605.00 | -620.00 |
| 2020-11-27 | 20500.00 | 20740.00 | 20740.00 | 20480.00 | 21230.00 | 21285.00 | 21350.00 | 21150.00 | -730.00 | -545.00 | -610.00 | -670.00 |
| 2020-11-26 | 20550.00 | 20510.00 | 20665.00 | 20395.00 | 21190.00 | 21150.00 | 21220.00 | 21100.00 | -640.00 | -640.00 | -555.00 | -705.00 |
| 2020-11-25 | 20785.00 | 20535.00 | 20820.00 | 20525.00 | 21255.00 | 21155.00 | 21255.00 | 21090.00 | -470.00 | -620.00 | -435.00 | -565.00 |
| 2020-11-24 | 20745.00 | 20840.00 | 20885.00 | 20670.00 | 21250.00 | 21320.00 | 21330.00 | 21165.00 | -505.00 | -480.00 | -445.00 | -495.00 |
| 2020-11-23 | 20735.00 | 20740.00 | 20850.00 | 20635.00 | 21150.00 | 21165.00 | 21225.00 | 21095.00 | -415.00 | -425.00 | -375.00 | -460.00 |
| 2020-11-20 | 20610.00 | 20710.00 | 20895.00 | 20610.00 | 21150.00 | 21055.00 | 21200.00 | 21010.00 | -540.00 | -345.00 | -305.00 | -400.00 |
| 2020-11-19 | 20440.00 | 20595.00 | 20675.00 | 20380.00 | 21000.00 | 21065.00 | 21065.00 | 20950.00 | -560.00 | -470.00 | -390.00 | -570.00 |
| 2020-11-18 | 20720.00 | 20375.00 | 20785.00 | 20335.00 | 21075.00 | 20905.00 | 21100.00 | 20905.00 | -355.00 | -530.00 | -315.00 | -570.00 |
| 2020-11-17 | 20590.00 | 20710.00 | 20710.00 | 20510.00 | 20950.00 | 21050.00 | 21060.00 | 20925.00 | -360.00 | -340.00 | -350.00 | -415.00 |
| 2020-11-16 | 20470.00 | 20570.00 | 20610.00 | 20235.00 | 20770.00 | 20980.00 | 20980.00 | 20680.00 | -300.00 | -410.00 | -370.00 | -445.00 |
| 2020-11-13 | 20545.00 | 20445.00 | 20575.00 | 20325.00 | 20930.00 | 20830.00 | 21000.00 | 20760.00 | -385.00 | -385.00 | -425.00 | -435.00 |
| 2020-11-12 | 20790.00 | 20520.00 | 20790.00 | 20500.00 | 20855.00 | 20950.00 | 21015.00 | 20855.00 | -65.00 | -430.00 | -225.00 | -355.00 |
| 2020-11-11 | 20735.00 | 20790.00 | 20940.00 | 20600.00 | 20920.00 | 21005.00 | 21090.00 | 20885.00 | -185.00 | -215.00 | -150.00 | -285.00 |
| 2020-11-10 | 20695.00 | 20745.00 | 20810.00 | 20575.00 | 20870.00 | 20945.00 | 21030.00 | 20870.00 | -175.00 | -200.00 | -220.00 | -295.00 |
| 2020-11-09 | 20475.00 | 20625.00 | 20815.00 | 20385.00 | 20705.00 | 20810.00 | 20870.00 | 20635.00 | -230.00 | -185.00 | -55.00 | -250.00 |
| 2020-11-06 | 20655.00 | 20485.00 | 20725.00 | 20305.00 | 20890.00 | 20710.00 | 20890.00 | 20625.00 | -235.00 | -225.00 | -165.00 | -320.00 |
| 2020-11-05 | 20710.00 | 20595.00 | 20745.00 | 20530.00 | 21060.00 | 20915.00 | 21085.00 | 20730.00 | -350.00 | -320.00 | -340.00 | -200.00 |
| 2020-11-04 | 20600.00 | 20685.00 | 20765.00 | 20505.00 | 20925.00 | 20985.00 | 21025.00 | 20835.00 | -325.00 | -300.00 | -260.00 | -330.00 |
| 2020-11-03 | 20760.00 | 20515.00 | 20885.00 | 20510.00 | 20960.00 | 20840.00 | 21020.00 | 20840.00 | -200.00 | -325.00 | -135.00 | -330.00 |
| 2020-11-02 | 21115.00 | 20760.00 | 21185.00 | 20735.00 | 21150.00 | 21005.00 | 21165.00 | 21005.00 | -35.00 | -245.00 | 20.00 | -270.00 |
| 2020-10-30 | 21100.00 | 21095.00 | 21225.00 | 20825.00 | 21080.00 | 21135.00 | 21285.00 | 21075.00 | 20.00 | -40.00 | -60.00 | -250.00 |
| 2020-10-29 | 21285.00 | 21185.00 | 21285.00 | 20895.00 | 21280.00 | 21290.00 | 22470.00 | 21195.00 | 5.00 | -105.00 | -1185.00 | -300.00 |
| 2020-10-28 | 21375.00 | 21445.00 | 21590.00 | 21255.00 | 21620.00 | 21545.00 | 21620.00 | 21375.00 | -245.00 | -100.00 | -30.00 | -120.00 |
| 2020-10-27 | 21310.00 | 21375.00 | 21385.00 | 21220.00 | 21375.00 | 21375.00 | 21450.00 | 21375.00 | -65.00 | 0.00 | -65.00 | -155.00 |
| 2020-10-26 | 21305.00 | 21310.00 | 21440.00 | 21130.00 | 21385.00 | 21390.00 | 21470.00 | 21335.00 | -80.00 | -80.00 | -30.00 | -205.00 |
| 2020-10-23 | 21395.00 | 21260.00 | 21680.00 | 21220.00 | 21700.00 | 21355.00 | 21700.00 | 21355.00 | -305.00 | -95.00 | -20.00 | -135.00 |
| 2020-10-22 | 21760.00 | 21380.00 | 21810.00 | 21235.00 | 21675.00 | 21480.00 | 21690.00 | 21420.00 | 85.00 | -100.00 | 120.00 | -185.00 |
| 2020-10-21 | 22030.00 | 21685.00 | 22185.00 | 21610.00 | 21970.00 | 21745.00 | 22010.00 | 21740.00 | 60.00 | -60.00 | 175.00 | -130.00 |
| 2020-10-20 | 22240.00 | 22025.00 | 22470.00 | 21435.00 | 22405.00 | 22075.00 | 22470.00 | 21810.00 | -165.00 | -50.00 | 0.00 | -375.00 |
| 2020-10-19 | 21720.00 | 22225.00 | 22765.00 | 21675.00 | 22120.00 | 22395.00 | 22740.00 | 22120.00 | -400.00 | -170.00 | 25.00 | -445.00 |
| 2020-10-16 | 21300.00 | 21685.00 | 21910.00 | 20605.00 | 21040.00 | 22020.00 | 22065.00 | 21030.00 | 260.00 | -335.00 | -155.00 | -425.00 |
| 2020-10-15 | 21325.00 | 21390.00 | 21485.00 | 21100.00 | 21830.00 | 21770.00 | 21830.00 | 21600.00 | -505.00 | -380.00 | -345.00 | -500.00 |
| 2020-10-14 | 20920.00 | 21335.00 | 21355.00 | 20825.00 | 21405.00 | 21850.00 | 21850.00 | 21405.00 | -485.00 | -515.00 | -495.00 | -580.00 |
| 2020-10-13 | 20745.00 | 20865.00 | 21020.00 | 20605.00 | 21240.00 | 22140.00 | 22140.00 | 21240.00 | -495.00 | -1275.00 | -1120.00 | -635.00 |
| 2020-10-12 | 19985.00 | 20710.00 | 21000.00 | 19965.00 | 20535.00 | 21350.00 | 21500.00 | 20535.00 | -550.00 | -640.00 | -500.00 | -570.00 |
| 2020-10-09 | 19705.00 | 19975.00 | 19975.00 | 19660.00 | 20395.00 | 20470.00 | 20470.00 | 20395.00 | -690.00 | -495.00 | -495.00 | -735.00 |
| 2020-09-30 | 19380.00 | 19420.00 | 19545.00 | 19345.00 | 19980.00 | 19935.00 | 20000.00 | 19935.00 | -600.00 | -515.00 | -455.00 | -590.00 |
| 2020-09-29 | 19600.00 | 19380.00 | 19610.00 | 19325.00 | 20145.00 | 19945.00 | 20145.00 | 19920.00 | -545.00 | -565.00 | -535.00 | -595.00 |
| 2020-09-28 | 19530.00 | 19565.00 | 19625.00 | 19420.00 | 20305.00 | 20305.00 | 20305.00 | 20305.00 | -775.00 | -740.00 | -680.00 | -885.00 |
| 2020-09-25 | 19430.00 | 19465.00 | 19585.00 | 19370.00 | 20070.00 | 20065.00 | 20070.00 | 20065.00 | -640.00 | -600.00 | -485.00 | -695.00 |
| 2020-09-24 | 19510.00 | 19430.00 | 19595.00 | 19405.00 | 20130.00 | 20065.00 | 20130.00 | 20065.00 | -620.00 | -635.00 | -535.00 | -660.00 |
| 2020-09-23 | 19800.00 | 19520.00 | 19845.00 | 19390.00 | 20505.00 | 20100.00 | 20505.00 | 20055.00 | -705.00 | -580.00 | -660.00 | -665.00 |
| 2020-09-22 | 19730.00 | 19790.00 | 19790.00 | 19410.00 | 20410.00 | 20330.00 | 20470.00 | 20170.00 | -680.00 | -540.00 | -680.00 | -760.00 |
| 2020-09-21 | 19615.00 | 19795.00 | 19795.00 | 19605.00 | 20240.00 | 20365.00 | 20375.00 | 20235.00 | -625.00 | -570.00 | -580.00 | -630.00 |
| 2020-09-18 | 19640.00 | 19645.00 | 19710.00 | 19515.00 | 20235.00 | 20210.00 | 20330.00 | 20085.00 | -595.00 | -565.00 | -620.00 | -570.00 |
| 2020-09-17 | 19670.00 | 19610.00 | 19695.00 | 19590.00 | 20200.00 | 20220.00 | 20250.00 | 20145.00 | -530.00 | -610.00 | -555.00 | -555.00 |
| 2020-09-16 | 19555.00 | 19695.00 | 19710.00 | 19530.00 | 20050.00 | 20215.00 | 20215.00 | 20050.00 | -495.00 | -520.00 | -505.00 | -520.00 |
| 2020-09-15 | 19565.00 | 19645.00 | 19695.00 | 19565.00 | 20115.00 | 20200.00 | 20205.00 | 19985.00 | -550.00 | -555.00 | -510.00 | -420.00 |
| 2020-09-14 | 19370.00 | 19545.00 | 19600.00 | 19340.00 | 17440.00 | 17250.00 | 17440.00 | 17250.00 | 1930.00 | 2295.00 | 2160.00 | 2090.00 |
| 2020-09-11 | 19415.00 | 19350.00 | 19455.00 | 19290.00 | 17055.00 | 17385.00 | 17385.00 | 16910.00 | 2360.00 | 1965.00 | 2070.00 | 2380.00 |
| 2020-09-10 | 19215.00 | 19410.00 | 19425.00 | 19215.00 | 16810.00 | 17260.00 | 17260.00 | 16810.00 | 2405.00 | 2150.00 | 2165.00 | 2405.00 |
| 2020-09-09 | 19725.00 | 19190.00 | 19725.00 | 19040.00 | 17300.00 | 16810.00 | 17300.00 | 16800.00 | 2425.00 | 2380.00 | 2425.00 | 2240.00 |
| 2020-09-08 | 19680.00 | 19755.00 | 19800.00 | 19505.00 | 17220.00 | 17355.00 | 17410.00 | 17220.00 | 2460.00 | 2400.00 | 2390.00 | 2285.00 |
| 2020-09-07 | 19705.00 | 19680.00 | 19735.00 | 19605.00 | 17380.00 | 17400.00 | 17410.00 | 17350.00 | 2325.00 | 2280.00 | 2325.00 | 2255.00 |
| 2020-09-04 | 19645.00 | 19715.00 | 19780.00 | 19605.00 | 17410.00 | 17260.00 | 17520.00 | 17210.00 | 2235.00 | 2455.00 | 2260.00 | 2395.00 |
| 2020-09-03 | 19875.00 | 19660.00 | 19880.00 | 19660.00 | 17600.00 | 17360.00 | 17600.00 | 17360.00 | 2275.00 | 2300.00 | 2280.00 | 2300.00 |
| 2020-09-02 | 19900.00 | 19895.00 | 20285.00 | 19840.00 | 17730.00 | 17560.00 | 17730.00 | 17555.00 | 2170.00 | 2335.00 | 2555.00 | 2285.00 |
| 2020-09-01 | 19715.00 | 19850.00 | 19870.00 | 19715.00 | 17675.00 | 17670.00 | 17710.00 | 17590.00 | 2040.00 | 2180.00 | 2160.00 | 2125.00 |
| 2020-08-31 | 19725.00 | 19745.00 | 19825.00 | 19665.00 | 17580.00 | 17450.00 | 17730.00 | 17325.00 | 2145.00 | 2295.00 | 2095.00 | 2340.00 |
| 2020-08-28 | 19610.00 | 19730.00 | 19750.00 | 19585.00 | 17320.00 | 17530.00 | 17550.00 | 17320.00 | 2290.00 | 2200.00 | 2200.00 | 2265.00 |
| 2020-08-27 | 19705.00 | 19600.00 | 19745.00 | 19600.00 | 17345.00 | 17380.00 | 17485.00 | 17320.00 | 2360.00 | 2220.00 | 2260.00 | 2280.00 |
| 2020-08-26 | 19635.00 | 19725.00 | 19765.00 | 19500.00 | 17365.00 | 17445.00 | 17475.00 | 17325.00 | 2270.00 | 2280.00 | 2290.00 | 2175.00 |
| 2020-08-25 | 19780.00 | 19615.00 | 19885.00 | 19605.00 | 17825.00 | 17460.00 | 17825.00 | 17460.00 | 1955.00 | 2155.00 | 2060.00 | 2145.00 |
| 2020-08-24 | 19725.00 | 19670.00 | 19785.00 | 19600.00 | 17425.00 | 17630.00 | 17895.00 | 17425.00 | 2300.00 | 2040.00 | 1890.00 | 2175.00 |
| 2020-08-21 | 19820.00 | 19725.00 | 19840.00 | 19695.00 | 18075.00 | 17730.00 | 18085.00 | 17695.00 | 1745.00 | 1995.00 | 1755.00 | 2000.00 |
| 2020-08-20 | 19700.00 | 19790.00 | 19840.00 | 19625.00 | 18100.00 | 18050.00 | 18165.00 | 18005.00 | 1600.00 | 1740.00 | 1675.00 | 1620.00 |
| 2020-08-19 | 19990.00 | 19680.00 | 20045.00 | 19680.00 | 18470.00 | 18120.00 | 18470.00 | 18120.00 | 1520.00 | 1560.00 | 1575.00 | 1560.00 |
| 2020-08-18 | 19935.00 | 19990.00 | 20000.00 | 19905.00 | 18370.00 | 18360.00 | 18415.00 | 18345.00 | 1565.00 | 1630.00 | 1585.00 | 1560.00 |
| 2020-08-17 | 19955.00 | 19920.00 | 20025.00 | 19750.00 | 18315.00 | 18470.00 | 18470.00 | 18235.00 | 1640.00 | 1450.00 | 1555.00 | 1515.00 |
| 2020-08-14 | 19965.00 | 19930.00 | 20065.00 | 19845.00 | 18500.00 | 18365.00 | 18585.00 | 18315.00 | 1465.00 | 1565.00 | 1480.00 | 1530.00 |
| 2020-08-13 | 20120.00 | 19965.00 | 20205.00 | 19845.00 | 18615.00 | 18545.00 | 18760.00 | 18480.00 | 1505.00 | 1420.00 | 1445.00 | 1365.00 |
| 2020-08-12 | 19855.00 | 20080.00 | 20085.00 | 19855.00 | 18660.00 | 18620.00 | 18725.00 | 18430.00 | 1195.00 | 1460.00 | 1360.00 | 1425.00 |
| 2020-08-11 | 19875.00 | 19940.00 | 20000.00 | 19800.00 | 18635.00 | 18580.00 | 18860.00 | 18430.00 | 1240.00 | 1360.00 | 1140.00 | 1370.00 |
| 2020-08-10 | 18440.00 | 18680.00 | 18680.00 | 18350.00 | 19810.00 | 19910.00 | 20040.00 | 19750.00 | -1370.00 | -1230.00 | -1360.00 | -1400.00 |
| 2020-08-07 | 18490.00 | 18385.00 | 18885.00 | 18350.00 | 19875.00 | 19910.00 | 20095.00 | 19850.00 | -1385.00 | -1525.00 | -1210.00 | -1500.00 |
| 2020-08-06 | 18385.00 | 18485.00 | 18570.00 | 18135.00 | 19405.00 | 19930.00 | 19995.00 | 19295.00 | -1020.00 | -1445.00 | -1425.00 | -1160.00 |
| 2020-08-05 | 18660.00 | 18360.00 | 18690.00 | 18305.00 | 19815.00 | 19400.00 | 19925.00 | 19355.00 | -1155.00 | -1040.00 | -1235.00 | -1050.00 |
| 2020-08-04 | 18840.00 | 18640.00 | 18990.00 | 18565.00 | 20055.00 | 19815.00 | 20085.00 | 19805.00 | -1215.00 | -1175.00 | -1095.00 | -1240.00 |
| 2020-08-03 | 19000.00 | 18805.00 | 19100.00 | 18795.00 | 19950.00 | 19950.00 | 20100.00 | 19940.00 | -950.00 | -1145.00 | -1000.00 | -1145.00 |