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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020-07-31 | 19205.00 | 18990.00 | 19230.00 | 18800.00 | 19965.00 | 19965.00 | 19995.00 | 19910.00 | -760.00 | -975.00 | -765.00 | -1110.00 |
| 2020-07-30 | 19105.00 | 19220.00 | 19300.00 | 19025.00 | 20065.00 | 20145.00 | 20160.00 | 20065.00 | -960.00 | -925.00 | -860.00 | -1040.00 |
| 2020-07-29 | 19050.00 | 19030.00 | 19055.00 | 18910.00 | 19890.00 | 20020.00 | 20025.00 | 19890.00 | -840.00 | -990.00 | -970.00 | -980.00 |
| 2020-07-28 | 19035.00 | 18990.00 | 19080.00 | 18960.00 | 19900.00 | 19900.00 | 20010.00 | 19900.00 | -865.00 | -910.00 | -930.00 | -940.00 |
| 2020-07-27 | 18890.00 | 19015.00 | 19070.00 | 18760.00 | 19130.00 | 19940.00 | 21155.00 | 19130.00 | -240.00 | -925.00 | -2085.00 | -370.00 |
| 2020-07-24 | 19090.00 | 18925.00 | 19215.00 | 18895.00 | 19980.00 | 19930.00 | 20000.00 | 19880.00 | -890.00 | -1005.00 | -785.00 | -985.00 |
| 2020-07-23 | 19125.00 | 19065.00 | 19315.00 | 19040.00 | 19860.00 | 19860.00 | 20020.00 | 19860.00 | -735.00 | -795.00 | -705.00 | -820.00 |
| 2020-07-22 | 19330.00 | 19230.00 | 19580.00 | 19150.00 | 19895.00 | 20130.00 | 20275.00 | 19895.00 | -565.00 | -900.00 | -695.00 | -745.00 |
| 2020-07-21 | 19275.00 | 19305.00 | 19425.00 | 19215.00 | 19965.00 | 20020.00 | 20050.00 | 19965.00 | -690.00 | -715.00 | -625.00 | -750.00 |
| 2020-07-14 | 19540.00 | 19330.00 | 19580.00 | 19295.00 | 20105.00 | 20105.00 | 20105.00 | 20105.00 | -565.00 | -775.00 | -525.00 | -810.00 |
| 2020-07-13 | 19440.00 | 19550.00 | 19570.00 | 19420.00 | 20130.00 | 20160.00 | 20175.00 | 20100.00 | -690.00 | -610.00 | -605.00 | -680.00 |
| 2020-07-10 | 19520.00 | 19425.00 | 19665.00 | 19350.00 | 20200.00 | 20110.00 | 20200.00 | 20055.00 | -680.00 | -685.00 | -535.00 | -705.00 |
| 2020-07-09 | 19325.00 | 19500.00 | 19525.00 | 19315.00 | 19195.00 | 20175.00 | 20260.00 | 19195.00 | 130.00 | -675.00 | -735.00 | 120.00 |
| 2020-07-07 | 19450.00 | 19280.00 | 19470.00 | 19215.00 | 20060.00 | 20250.00 | 20250.00 | 20060.00 | -610.00 | -970.00 | -780.00 | -845.00 |
| 2020-07-06 | 19305.00 | 19440.00 | 19440.00 | 19210.00 | 20195.00 | 20160.00 | 20280.00 | 20160.00 | -890.00 | -720.00 | -840.00 | -950.00 |
| 2020-07-03 | 19205.00 | 19280.00 | 19330.00 | 19165.00 | 20235.00 | 20290.00 | 20290.00 | 20230.00 | -1030.00 | -1010.00 | -960.00 | -1065.00 |
| 2020-07-02 | 19055.00 | 19185.00 | 19240.00 | 19055.00 | 20160.00 | 20160.00 | 20160.00 | 20160.00 | -1105.00 | -975.00 | -920.00 | -1105.00 |
| 2020-07-01 | 19015.00 | 19095.00 | 19180.00 | 18970.00 | 20055.00 | 20130.00 | 20130.00 | 20055.00 | -1040.00 | -1035.00 | -950.00 | -1085.00 |
| 2020-06-30 | 19020.00 | 19010.00 | 19150.00 | 18995.00 | 20040.00 | 20040.00 | 20040.00 | 20040.00 | -1020.00 | -1030.00 | -890.00 | -1045.00 |
| 2020-06-24 | 19065.00 | 19030.00 | 19130.00 | 18990.00 | 20055.00 | 19960.00 | 20055.00 | 19960.00 | -990.00 | -930.00 | -925.00 | -970.00 |
| 2020-06-23 | 19105.00 | 19060.00 | 19150.00 | 19035.00 | 20030.00 | 20030.00 | 20030.00 | 20030.00 | -925.00 | -970.00 | -880.00 | -995.00 |
| 2020-06-18 | 19190.00 | 19280.00 | 19310.00 | 19190.00 | 20120.00 | 20120.00 | 20120.00 | 20120.00 | -930.00 | -840.00 | -810.00 | -930.00 |
| 2020-06-17 | 19190.00 | 19185.00 | 19280.00 | 19105.00 | 20170.00 | 20170.00 | 20170.00 | 20170.00 | -980.00 | -985.00 | -890.00 | -1065.00 |
| 2020-06-16 | 18990.00 | 19155.00 | 19220.00 | 18990.00 | 20110.00 | 20135.00 | 20135.00 | 20110.00 | -1120.00 | -980.00 | -915.00 | -1120.00 |
| 2020-06-15 | 19370.00 | 19020.00 | 19465.00 | 18190.00 | 20005.00 | 20005.00 | 20005.00 | 20005.00 | -635.00 | -985.00 | -540.00 | -1815.00 |
| 2020-06-12 | 19450.00 | 19330.00 | 19460.00 | 19230.00 | 20030.00 | 20030.00 | 20030.00 | 20030.00 | -580.00 | -700.00 | -570.00 | -800.00 |
| 2020-06-11 | 19530.00 | 19465.00 | 19575.00 | 19345.00 | 20135.00 | 20135.00 | 20135.00 | 20135.00 | -605.00 | -670.00 | -560.00 | -790.00 |
| 2020-06-10 | 19515.00 | 19525.00 | 19605.00 | 19495.00 | 20400.00 | 20400.00 | 20400.00 | 20400.00 | -885.00 | -875.00 | -795.00 | -905.00 |
| 2020-06-09 | 19525.00 | 19600.00 | 19680.00 | 19415.00 | 20290.00 | 20290.00 | 20290.00 | 20290.00 | -765.00 | -690.00 | -610.00 | -875.00 |
| 2020-06-08 | 19580.00 | 19475.00 | 19765.00 | 19475.00 | 20345.00 | 20420.00 | 20420.00 | 20345.00 | -765.00 | -945.00 | -655.00 | -870.00 |
| 2020-06-05 | 19340.00 | 19545.00 | 19670.00 | 19320.00 | 20295.00 | 20295.00 | 20295.00 | 20295.00 | -955.00 | -750.00 | -625.00 | -975.00 |
| 2020-06-04 | 19460.00 | 19395.00 | 19520.00 | 19315.00 | 20055.00 | 20125.00 | 20125.00 | 20055.00 | -595.00 | -730.00 | -605.00 | -740.00 |
| 2020-06-03 | 19435.00 | 19465.00 | 19525.00 | 19375.00 | 20170.00 | 20190.00 | 20190.00 | 20170.00 | -735.00 | -725.00 | -665.00 | -795.00 |
| 2020-06-02 | 19255.00 | 19360.00 | 19550.00 | 19250.00 | 20100.00 | 20100.00 | 20100.00 | 20100.00 | -845.00 | -740.00 | -550.00 | -850.00 |
| 2020-05-29 | 19370.00 | 19145.00 | 19370.00 | 19130.00 | 19905.00 | 19875.00 | 19950.00 | 19875.00 | -535.00 | -730.00 | -580.00 | -745.00 |
| 2020-05-26 | 19385.00 | 19390.00 | 19485.00 | 19290.00 | 20085.00 | 20040.00 | 20110.00 | 20040.00 | -700.00 | -650.00 | -625.00 | -750.00 |
| 2020-05-25 | 19145.00 | 19330.00 | 19330.00 | 19050.00 | 19905.00 | 19885.00 | 19905.00 | 19885.00 | -760.00 | -555.00 | -575.00 | -835.00 |
| 2020-05-22 | 19345.00 | 19160.00 | 19455.00 | 19070.00 | 20000.00 | 19935.00 | 20000.00 | 19935.00 | -655.00 | -775.00 | -545.00 | -865.00 |
| 2020-05-21 | 19405.00 | 19360.00 | 19455.00 | 19260.00 | 20110.00 | 20025.00 | 20120.00 | 20025.00 | -705.00 | -665.00 | -665.00 | -765.00 |
| 2020-05-20 | 19370.00 | 19340.00 | 19660.00 | 19305.00 | 20035.00 | 20080.00 | 20200.00 | 20035.00 | -665.00 | -740.00 | -540.00 | -730.00 |
| 2020-05-19 | 19240.00 | 19370.00 | 19520.00 | 19150.00 | 19965.00 | 19980.00 | 20115.00 | 19965.00 | -725.00 | -610.00 | -595.00 | -815.00 |
| 2020-05-14 | 18875.00 | 18780.00 | 18930.00 | 18735.00 | 19730.00 | 19730.00 | 19730.00 | 19730.00 | -855.00 | -950.00 | -800.00 | -995.00 |
| 2020-05-13 | 18900.00 | 18870.00 | 18970.00 | 18730.00 | 19870.00 | 19760.00 | 19870.00 | 19760.00 | -970.00 | -890.00 | -900.00 | -1030.00 |
| 2020-05-11 | 19025.00 | 18930.00 | 19110.00 | 18875.00 | 19950.00 | 19950.00 | 19950.00 | 19950.00 | -925.00 | -1020.00 | -840.00 | -1075.00 |
| 2020-05-08 | 18855.00 | 18950.00 | 19095.00 | 18855.00 | 20075.00 | 17845.00 | 20075.00 | 17845.00 | -1220.00 | 1105.00 | -980.00 | 1010.00 |
| 2020-04-30 | 18610.00 | 18755.00 | 18765.00 | 18580.00 | 16400.00 | 18300.00 | 18415.00 | 16400.00 | 2210.00 | 455.00 | 350.00 | 2180.00 |
| 2020-04-29 | 18765.00 | 18510.00 | 18765.00 | 18510.00 | 17735.00 | 17005.00 | 17735.00 | 16840.00 | 1030.00 | 1505.00 | 1030.00 | 1670.00 |
| 2020-04-28 | 18540.00 | 18460.00 | 18650.00 | 18345.00 | 16095.00 | 17445.00 | 17445.00 | 15985.00 | 2445.00 | 1015.00 | 1205.00 | 2360.00 |
| 2020-04-27 | 18695.00 | 18580.00 | 18900.00 | 18570.00 | 16915.00 | 16370.00 | 16915.00 | 16370.00 | 1780.00 | 2210.00 | 1985.00 | 2200.00 |
| 2020-04-24 | 18960.00 | 18695.00 | 18960.00 | 18605.00 | 16930.00 | 16580.00 | 16970.00 | 16305.00 | 2030.00 | 2115.00 | 1990.00 | 2300.00 |
| 2020-04-23 | 18665.00 | 18980.00 | 19095.00 | 18650.00 | 16040.00 | 16805.00 | 16870.00 | 16040.00 | 2625.00 | 2175.00 | 2225.00 | 2610.00 |
| 2020-04-22 | 18200.00 | 18370.00 | 18475.00 | 17815.00 | 16250.00 | 15955.00 | 16355.00 | 15895.00 | 1950.00 | 2415.00 | 2120.00 | 1920.00 |
| 2020-04-21 | 18790.00 | 18275.00 | 18845.00 | 18265.00 | 17475.00 | 16600.00 | 17475.00 | 16525.00 | 1315.00 | 1675.00 | 1370.00 | 1740.00 |
| 2020-04-20 | 18685.00 | 18740.00 | 18850.00 | 18685.00 | 17160.00 | 17255.00 | 17450.00 | 17105.00 | 1525.00 | 1485.00 | 1400.00 | 1580.00 |
| 2020-04-17 | 18820.00 | 18795.00 | 18995.00 | 18765.00 | 18220.00 | 17395.00 | 18375.00 | 17395.00 | 600.00 | 1400.00 | 620.00 | 1370.00 |
| 2020-04-16 | 18880.00 | 18835.00 | 18995.00 | 18760.00 | 18835.00 | 18315.00 | 18865.00 | 18185.00 | 45.00 | 520.00 | 130.00 | 575.00 |
| 2020-04-15 | 19090.00 | 18930.00 | 19090.00 | 18870.00 | 18720.00 | 18810.00 | 18870.00 | 18720.00 | 370.00 | 120.00 | 220.00 | 150.00 |
| 2020-04-14 | 18895.00 | 18905.00 | 19110.00 | 18820.00 | 18655.00 | 18750.00 | 18845.00 | 18640.00 | 240.00 | 155.00 | 265.00 | 180.00 |
| 2020-04-13 | 19085.00 | 18925.00 | 19215.00 | 18770.00 | 18875.00 | 18705.00 | 18915.00 | 18615.00 | 210.00 | 220.00 | 300.00 | 155.00 |
| 2020-04-10 | 19045.00 | 19045.00 | 19240.00 | 18930.00 | 18605.00 | 18790.00 | 18920.00 | 18605.00 | 440.00 | 255.00 | 320.00 | 325.00 |
| 2020-04-09 | 18920.00 | 19090.00 | 19130.00 | 18920.00 | 18555.00 | 18815.00 | 18865.00 | 18555.00 | 365.00 | 275.00 | 265.00 | 365.00 |
| 2020-04-08 | 18745.00 | 18940.00 | 19350.00 | 18550.00 | 18410.00 | 18615.00 | 19050.00 | 17720.00 | 335.00 | 325.00 | 300.00 | 830.00 |
| 2020-04-07 | 18355.00 | 18470.00 | 18585.00 | 18185.00 | 18495.00 | 18700.00 | 18835.00 | 18455.00 | -140.00 | -230.00 | -250.00 | -270.00 |
| 2020-04-03 | 18245.00 | 18055.00 | 18560.00 | 17740.00 | 18320.00 | 18105.00 | 18665.00 | 18025.00 | -75.00 | -50.00 | -105.00 | -285.00 |
| 2020-04-02 | 17665.00 | 18160.00 | 18195.00 | 17490.00 | 17725.00 | 18305.00 | 18320.00 | 17700.00 | -60.00 | -145.00 | -125.00 | -210.00 |
| 2020-04-01 | 17855.00 | 17965.00 | 18200.00 | 17855.00 | 18340.00 | 18065.00 | 18340.00 | 18055.00 | -485.00 | -100.00 | -140.00 | -200.00 |
| 2020-03-31 | 17780.00 | 17920.00 | 18380.00 | 17780.00 | 18430.00 | 18170.00 | 18430.00 | 18085.00 | -650.00 | -250.00 | -50.00 | -305.00 |
| 2020-03-30 | 17735.00 | 17635.00 | 17775.00 | 17310.00 | 17795.00 | 17920.00 | 18440.00 | 17430.00 | -60.00 | -285.00 | -665.00 | -120.00 |
| 2020-03-27 | 17800.00 | 18045.00 | 18220.00 | 17750.00 | 18385.00 | 18460.00 | 18665.00 | 18355.00 | -585.00 | -415.00 | -445.00 | -605.00 |
| 2020-03-26 | 17950.00 | 17780.00 | 18310.00 | 17675.00 | 18605.00 | 18420.00 | 19090.00 | 18360.00 | -655.00 | -640.00 | -780.00 | -685.00 |
| 2020-03-25 | 17935.00 | 18240.00 | 18245.00 | 17590.00 | 19000.00 | 19090.00 | 19090.00 | 18505.00 | -1065.00 | -850.00 | -845.00 | -915.00 |
| 2020-03-24 | 17880.00 | 17520.00 | 17880.00 | 16960.00 | 18980.00 | 18510.00 | 18980.00 | 17945.00 | -1100.00 | -990.00 | -1100.00 | -985.00 |
| 2020-03-23 | 17895.00 | 17670.00 | 18030.00 | 17670.00 | 18800.00 | 18680.00 | 18800.00 | 18680.00 | -905.00 | -1010.00 | -770.00 | -1010.00 |
| 2020-03-20 | 18720.00 | 18470.00 | 18880.00 | 18070.00 | 19320.00 | 19425.00 | 19620.00 | 19060.00 | -600.00 | -955.00 | -740.00 | -990.00 |
| 2020-03-19 | 19185.00 | 18635.00 | 19245.00 | 18635.00 | 19975.00 | 19560.00 | 19975.00 | 19270.00 | -790.00 | -925.00 | -730.00 | -635.00 |
| 2020-03-18 | 19280.00 | 19240.00 | 19560.00 | 19130.00 | 20085.00 | 20055.00 | 20085.00 | 20055.00 | -805.00 | -815.00 | -525.00 | -925.00 |
| 2020-03-17 | 19330.00 | 19365.00 | 19505.00 | 19305.00 | 20155.00 | 20070.00 | 20880.00 | 19980.00 | -825.00 | -705.00 | -1375.00 | -675.00 |
| 2020-03-16 | 19630.00 | 19335.00 | 19690.00 | 19335.00 | 20150.00 | 20100.00 | 20210.00 | 20100.00 | -520.00 | -765.00 | -520.00 | -765.00 |
| 2020-03-13 | 19935.00 | 19655.00 | 20010.00 | 19475.00 | 20500.00 | 20375.00 | 20500.00 | 20230.00 | -565.00 | -720.00 | -490.00 | -755.00 |
| 2020-03-12 | 20370.00 | 20215.00 | 20435.00 | 20085.00 | 20920.00 | 20850.00 | 20935.00 | 20700.00 | -550.00 | -635.00 | -500.00 | -615.00 |
| 2020-03-11 | 20585.00 | 20395.00 | 20665.00 | 20375.00 | 21070.00 | 21070.00 | 21070.00 | 21070.00 | -485.00 | -675.00 | -405.00 | -695.00 |
| 2020-03-10 | 20375.00 | 20595.00 | 20660.00 | 20360.00 | 21020.00 | 21120.00 | 21120.00 | 21020.00 | -645.00 | -525.00 | -460.00 | -660.00 |
| 2020-03-09 | 20200.00 | 20285.00 | 20530.00 | 20075.00 | 21000.00 | 20805.00 | 21025.00 | 20700.00 | -800.00 | -520.00 | -495.00 | -625.00 |
| 2020-03-05 | 20700.00 | 21030.00 | 21170.00 | 20700.00 | 21320.00 | 21515.00 | 21515.00 | 21320.00 | -620.00 | -485.00 | -345.00 | -620.00 |
| 2020-03-04 | 20635.00 | 20765.00 | 20770.00 | 20625.00 | 21160.00 | 21175.00 | 21175.00 | 21135.00 | -525.00 | -410.00 | -405.00 | -510.00 |
| 2020-03-03 | 20720.00 | 20805.00 | 21190.00 | 20720.00 | 21185.00 | 21195.00 | 21445.00 | 21185.00 | -465.00 | -390.00 | -255.00 | -465.00 |
| 2020-03-02 | 20300.00 | 20620.00 | 20685.00 | 20205.00 | 21075.00 | 21150.00 | 21150.00 | 21065.00 | -775.00 | -530.00 | -465.00 | -860.00 |
| 2020-02-28 | 20395.00 | 20210.00 | 20510.00 | 20015.00 | 20875.00 | 20790.00 | 20995.00 | 20680.00 | -480.00 | -580.00 | -485.00 | -665.00 |
| 2020-02-27 | 20800.00 | 20705.00 | 20870.00 | 20690.00 | 21225.00 | 21320.00 | 21380.00 | 21225.00 | -425.00 | -615.00 | -510.00 | -535.00 |
| 2020-02-26 | 20960.00 | 20870.00 | 21025.00 | 20860.00 | 21575.00 | 21500.00 | 21575.00 | 21500.00 | -615.00 | -630.00 | -550.00 | -640.00 |
| 2020-02-25 | 20980.00 | 21100.00 | 21130.00 | 20820.00 | 21560.00 | 21560.00 | 21560.00 | 21560.00 | -580.00 | -460.00 | -430.00 | -740.00 |
| 2020-02-24 | 21255.00 | 21030.00 | 21275.00 | 20715.00 | 21450.00 | 21575.00 | 21710.00 | 21450.00 | -195.00 | -545.00 | -435.00 | -735.00 |
| 2020-02-21 | 21340.00 | 21280.00 | 21400.00 | 21260.00 | 21870.00 | 21850.00 | 21870.00 | 21850.00 | -530.00 | -570.00 | -470.00 | -590.00 |
| 2020-02-20 | 21450.00 | 21345.00 | 21450.00 | 21275.00 | 21990.00 | 21990.00 | 21990.00 | 21990.00 | -540.00 | -645.00 | -540.00 | -715.00 |
| 2020-02-19 | 21250.00 | 21340.00 | 21410.00 | 21250.00 | 21920.00 | 21920.00 | 21920.00 | 21920.00 | -670.00 | -580.00 | -510.00 | -670.00 |
| 2020-02-18 | 21450.00 | 21250.00 | 21500.00 | 21130.00 | 21975.00 | 21910.00 | 21975.00 | 21780.00 | -525.00 | -660.00 | -475.00 | -650.00 |
| 2020-02-17 | 20940.00 | 21615.00 | 21760.00 | 20940.00 | 21915.00 | 22460.00 | 22500.00 | 21915.00 | -975.00 | -845.00 | -740.00 | -975.00 |
| 2020-02-13 | 21220.00 | 21105.00 | 21395.00 | 21020.00 | 21830.00 | 21830.00 | 21830.00 | 21830.00 | -610.00 | -725.00 | -435.00 | -810.00 |
| 2020-02-06 | 20795.00 | 21070.00 | 21210.00 | 20680.00 | 21850.00 | 21850.00 | 21850.00 | 21850.00 | -1055.00 | -780.00 | -640.00 | -1170.00 |
| 2020-01-21 | 22000.00 | 21810.00 | 22155.00 | 21755.00 | 22455.00 | 22455.00 | 22455.00 | 22455.00 | -455.00 | -645.00 | -300.00 | -700.00 |