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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019-04-12 | 24200.00 | 24165.00 | 24415.00 | 24155.00 | 25025.00 | 25025.00 | 25025.00 | 25025.00 | -825.00 | -860.00 | -610.00 | -870.00 |
| 2019-04-11 | 24560.00 | 24320.00 | 24565.00 | 24310.00 | 25080.00 | 25060.00 | 25135.00 | 25060.00 | -520.00 | -740.00 | -570.00 | -750.00 |
| 2019-04-10 | 24540.00 | 24405.00 | 24540.00 | 24370.00 | 25230.00 | 25090.00 | 25230.00 | 25090.00 | -690.00 | -685.00 | -690.00 | -720.00 |
| 2019-04-09 | 24555.00 | 24350.00 | 24555.00 | 24315.00 | 25110.00 | 25110.00 | 25110.00 | 25110.00 | -555.00 | -760.00 | -555.00 | -795.00 |
| 2019-04-08 | 24595.00 | 24535.00 | 24595.00 | 24455.00 | 25010.00 | 25075.00 | 25105.00 | 25010.00 | -415.00 | -540.00 | -510.00 | -555.00 |
| 2019-04-04 | 24465.00 | 24545.00 | 24545.00 | 24400.00 | 25115.00 | 25115.00 | 25115.00 | 25115.00 | -650.00 | -570.00 | -570.00 | -715.00 |
| 2019-04-03 | 24540.00 | 24435.00 | 24600.00 | 24385.00 | 25095.00 | 25125.00 | 25125.00 | 25095.00 | -555.00 | -690.00 | -525.00 | -710.00 |
| 2019-04-01 | 24420.00 | 24425.00 | 24515.00 | 24420.00 | 25010.00 | 25010.00 | 25010.00 | 25010.00 | -590.00 | -585.00 | -495.00 | -590.00 |
| 2019-03-29 | 24375.00 | 24415.00 | 24995.00 | 24300.00 | 25480.00 | 25000.00 | 25480.00 | 25000.00 | -1105.00 | -585.00 | -485.00 | -700.00 |
| 2019-03-20 | 24540.00 | 24530.00 | 24600.00 | 24445.00 | 25225.00 | 25225.00 | 25225.00 | 25225.00 | -685.00 | -695.00 | -625.00 | -780.00 |
| 2019-03-15 | 24455.00 | 24430.00 | 24475.00 | 24330.00 | 24350.00 | 24350.00 | 24350.00 | 24005.00 | 105.00 | 80.00 | 125.00 | 325.00 |
| 2019-03-14 | 24575.00 | 24455.00 | 24630.00 | 24455.00 | 24285.00 | 24360.00 | 24360.00 | 24285.00 | 290.00 | 95.00 | 270.00 | 170.00 |
| 2019-03-13 | 24450.00 | 24565.00 | 24620.00 | 24425.00 | 24275.00 | 24255.00 | 24385.00 | 24255.00 | 175.00 | 310.00 | 235.00 | 170.00 |
| 2019-03-12 | 24410.00 | 24425.00 | 24440.00 | 24325.00 | 24310.00 | 24310.00 | 24310.00 | 24310.00 | 100.00 | 115.00 | 130.00 | 15.00 |
| 2019-03-08 | 24695.00 | 24490.00 | 24765.00 | 24460.00 | 24320.00 | 24320.00 | 24320.00 | 24320.00 | 375.00 | 170.00 | 445.00 | 140.00 |
| 2019-03-07 | 24515.00 | 24695.00 | 24770.00 | 24515.00 | 24300.00 | 24350.00 | 24350.00 | 24105.00 | 215.00 | 345.00 | 420.00 | 410.00 |
| 2019-03-06 | 24495.00 | 24560.00 | 24695.00 | 23705.00 | 23755.00 | 24000.00 | 24300.00 | 23755.00 | 740.00 | 560.00 | 395.00 | -50.00 |
| 2019-03-05 | 24575.00 | 24545.00 | 24895.00 | 24505.00 | 24440.00 | 24360.00 | 24665.00 | 24315.00 | 135.00 | 185.00 | 230.00 | 190.00 |
| 2019-03-04 | 24620.00 | 24635.00 | 24665.00 | 24535.00 | 25515.00 | 25515.00 | 25515.00 | 25515.00 | -895.00 | -880.00 | -850.00 | -980.00 |
| 2019-02-22 | 24550.00 | 24815.00 | 24870.00 | 24510.00 | 25350.00 | 25350.00 | 25350.00 | 25350.00 | -800.00 | -535.00 | -480.00 | -840.00 |
| 2019-02-19 | 24290.00 | 24550.00 | 24560.00 | 24250.00 | 26030.00 | 25130.00 | 26030.00 | 24600.00 | -1740.00 | -580.00 | -1470.00 | -350.00 |
| 2019-02-14 | 24160.00 | 24285.00 | 24350.00 | 24115.00 | 25025.00 | 25025.00 | 25025.00 | 25025.00 | -865.00 | -740.00 | -675.00 | -910.00 |
| 2019-02-13 | 24380.00 | 24205.00 | 24505.00 | 24205.00 | 25280.00 | 24895.00 | 25295.00 | 24865.00 | -900.00 | -690.00 | -790.00 | -660.00 |
| 2019-02-12 | 24420.00 | 24455.00 | 25260.00 | 24420.00 | 25350.00 | 24900.00 | 25350.00 | 24900.00 | -930.00 | -445.00 | -90.00 | -480.00 |
| 2019-01-31 | 24395.00 | 24560.00 | 24560.00 | 24300.00 | 25490.00 | 24995.00 | 25490.00 | 24340.00 | -1095.00 | -435.00 | -930.00 | -40.00 |
| 2019-01-11 | 24330.00 | 24245.00 | 24375.00 | 24215.00 | 21840.00 | 21840.00 | 21840.00 | 21840.00 | 2490.00 | 2405.00 | 2535.00 | 2375.00 |
| 2019-01-07 | 24140.00 | 24300.00 | 24400.00 | 24135.00 | 22750.00 | 22750.00 | 22750.00 | 22750.00 | 1390.00 | 1550.00 | 1650.00 | 1385.00 |
| 2019-01-03 | 23915.00 | 23870.00 | 23915.00 | 23780.00 | 22660.00 | 22655.00 | 22660.00 | 22655.00 | 1255.00 | 1215.00 | 1255.00 | 1125.00 |
| 2019-01-02 | 23640.00 | 23855.00 | 24060.00 | 23640.00 | 23600.00 | 23600.00 | 23600.00 | 23600.00 | 40.00 | 255.00 | 460.00 | 40.00 |
| 2018-12-28 | 24190.00 | 23830.00 | 24505.00 | 23665.00 | 23915.00 | 23780.00 | 23950.00 | 23755.00 | 275.00 | 50.00 | 555.00 | -90.00 |
| 2018-12-27 | 23710.00 | 24355.00 | 24640.00 | 23660.00 | 23610.00 | 23825.00 | 24020.00 | 23610.00 | 100.00 | 530.00 | 620.00 | 50.00 |
| 2018-12-26 | 23480.00 | 23755.00 | 23865.00 | 23465.00 | 23480.00 | 23610.00 | 23700.00 | 23480.00 | 0.00 | 145.00 | 165.00 | -15.00 |
| 2018-12-25 | 23500.00 | 23400.00 | 23500.00 | 23340.00 | 23860.00 | 23460.00 | 23880.00 | 23450.00 | -360.00 | -60.00 | -380.00 | -110.00 |
| 2018-12-24 | 23705.00 | 23465.00 | 23730.00 | 23430.00 | 24020.00 | 23840.00 | 24020.00 | 23675.00 | -315.00 | -375.00 | -290.00 | -245.00 |
| 2018-12-21 | 23695.00 | 23725.00 | 23875.00 | 23630.00 | 24035.00 | 24030.00 | 24035.00 | 24030.00 | -340.00 | -305.00 | -160.00 | -400.00 |
| 2018-12-20 | 23850.00 | 23725.00 | 23935.00 | 23700.00 | 24095.00 | 24030.00 | 24220.00 | 24030.00 | -245.00 | -305.00 | -285.00 | -330.00 |
| 2018-12-19 | 23895.00 | 23845.00 | 23900.00 | 23640.00 | 23980.00 | 24015.00 | 24050.00 | 23860.00 | -85.00 | -170.00 | -150.00 | -220.00 |
| 2018-12-18 | 23880.00 | 23860.00 | 23990.00 | 23785.00 | 24605.00 | 24050.00 | 24610.00 | 23950.00 | -725.00 | -190.00 | -620.00 | -165.00 |
| 2018-12-17 | 23995.00 | 23935.00 | 24170.00 | 23815.00 | 23975.00 | 24115.00 | 24115.00 | 23945.00 | 20.00 | -180.00 | 55.00 | -130.00 |
| 2018-12-14 | 23875.00 | 23860.00 | 23880.00 | 23780.00 | 24465.00 | 24240.00 | 24465.00 | 23895.00 | -590.00 | -380.00 | -585.00 | -115.00 |
| 2018-12-11 | 23820.00 | 23810.00 | 23890.00 | 23755.00 | 24140.00 | 24140.00 | 24140.00 | 24140.00 | -320.00 | -330.00 | -250.00 | -385.00 |
| 2018-12-10 | 24000.00 | 23810.00 | 24000.00 | 23805.00 | 23785.00 | 24040.00 | 24060.00 | 23785.00 | 215.00 | -230.00 | -60.00 | 20.00 |
| 2018-12-07 | 23740.00 | 24005.00 | 24005.00 | 23605.00 | 23360.00 | 23550.00 | 23550.00 | 23360.00 | 380.00 | 455.00 | 455.00 | 245.00 |
| 2018-12-05 | 23815.00 | 23775.00 | 23960.00 | 23120.00 | 23610.00 | 23720.00 | 23860.00 | 23610.00 | 205.00 | 55.00 | 100.00 | -490.00 |
| 2018-12-04 | 23865.00 | 23810.00 | 24020.00 | 23700.00 | 23845.00 | 23830.00 | 23845.00 | 23670.00 | 20.00 | -20.00 | 175.00 | 30.00 |
| 2018-12-03 | 23600.00 | 23850.00 | 24125.00 | 23505.00 | 23855.00 | 23900.00 | 24500.00 | 23340.00 | -255.00 | -50.00 | -375.00 | 165.00 |
| 2018-11-30 | 23345.00 | 23600.00 | 23600.00 | 23335.00 | 23700.00 | 23700.00 | 23700.00 | 23700.00 | -355.00 | -100.00 | -100.00 | -365.00 |
| 2018-11-29 | 23615.00 | 23400.00 | 23615.00 | 23375.00 | 23605.00 | 23685.00 | 23790.00 | 23605.00 | 10.00 | -285.00 | -175.00 | -230.00 |
| 2018-11-28 | 23235.00 | 23485.00 | 23490.00 | 23210.00 | 23810.00 | 23570.00 | 23810.00 | 23455.00 | -575.00 | -85.00 | -320.00 | -245.00 |
| 2018-11-27 | 23025.00 | 23300.00 | 23660.00 | 23025.00 | 23880.00 | 23560.00 | 24100.00 | 23555.00 | -855.00 | -260.00 | -440.00 | -530.00 |
| 2018-11-26 | 22780.00 | 23020.00 | 23095.00 | 22680.00 | 23835.00 | 23820.00 | 23835.00 | 23820.00 | -1055.00 | -800.00 | -740.00 | -1140.00 |
| 2018-11-21 | 22740.00 | 23045.00 | 23085.00 | 22230.00 | 23560.00 | 23955.00 | 23955.00 | 23330.00 | -820.00 | -910.00 | -870.00 | -1100.00 |
| 2018-11-20 | 22895.00 | 22730.00 | 22910.00 | 22715.00 | 23820.00 | 23615.00 | 23820.00 | 23615.00 | -925.00 | -885.00 | -910.00 | -900.00 |
| 2018-11-19 | 22955.00 | 22900.00 | 23150.00 | 22830.00 | 23700.00 | 23800.00 | 24005.00 | 23700.00 | -745.00 | -900.00 | -855.00 | -870.00 |
| 2018-11-16 | 22835.00 | 22865.00 | 23075.00 | 22720.00 | 23705.00 | 24040.00 | 24040.00 | 23680.00 | -870.00 | -1175.00 | -965.00 | -960.00 |
| 2018-11-15 | 22805.00 | 22830.00 | 22990.00 | 22805.00 | 23670.00 | 23810.00 | 23970.00 | 23670.00 | -865.00 | -980.00 | -980.00 | -865.00 |
| 2018-11-14 | 22705.00 | 22800.00 | 22875.00 | 22630.00 | 23865.00 | 23670.00 | 23915.00 | 23670.00 | -1160.00 | -870.00 | -1040.00 | -1040.00 |
| 2018-11-13 | 23205.00 | 22710.00 | 23205.00 | 22535.00 | 23960.00 | 24525.00 | 24525.00 | 23555.00 | -755.00 | -1815.00 | -1320.00 | -1020.00 |
| 2018-11-08 | 23295.00 | 23415.00 | 23485.00 | 22950.00 | 24450.00 | 24625.00 | 24625.00 | 24450.00 | -1155.00 | -1210.00 | -1140.00 | -1500.00 |
| 2018-11-07 | 23250.00 | 23230.00 | 23315.00 | 23150.00 | 24280.00 | 24280.00 | 24280.00 | 24280.00 | -1030.00 | -1050.00 | -965.00 | -1130.00 |
| 2018-11-02 | 23265.00 | 23590.00 | 23790.00 | 23205.00 | 24400.00 | 24605.00 | 25010.00 | 24390.00 | -1135.00 | -1015.00 | -1220.00 | -1185.00 |
| 2018-11-01 | 23205.00 | 23220.00 | 23290.00 | 23110.00 | 24375.00 | 24380.00 | 24380.00 | 24375.00 | -1170.00 | -1160.00 | -1090.00 | -1265.00 |
| 2018-10-30 | 23190.00 | 23320.00 | 23410.00 | 23155.00 | 24580.00 | 24580.00 | 24580.00 | 24580.00 | -1390.00 | -1260.00 | -1170.00 | -1425.00 |
| 2018-10-29 | 23930.00 | 23185.00 | 23930.00 | 23085.00 | 24365.00 | 24890.00 | 24890.00 | 24365.00 | -435.00 | -1705.00 | -960.00 | -1280.00 |
| 2018-10-26 | 24090.00 | 23935.00 | 24110.00 | 23890.00 | 25000.00 | 25000.00 | 25000.00 | 25000.00 | -910.00 | -1065.00 | -890.00 | -1110.00 |
| 2018-10-25 | 24400.00 | 24095.00 | 24450.00 | 23950.00 | 25065.00 | 24940.00 | 25065.00 | 24940.00 | -665.00 | -845.00 | -615.00 | -990.00 |
| 2018-10-24 | 24385.00 | 24395.00 | 24395.00 | 24230.00 | 25140.00 | 25450.00 | 25525.00 | 25140.00 | -755.00 | -1055.00 | -1130.00 | -910.00 |
| 2018-10-23 | 24385.00 | 24390.00 | 24490.00 | 24350.00 | 25630.00 | 25595.00 | 25630.00 | 25595.00 | -1245.00 | -1205.00 | -1140.00 | -1245.00 |
| 2018-10-15 | 24830.00 | 24820.00 | 24960.00 | 24700.00 | 24940.00 | 24940.00 | 24940.00 | 24940.00 | -110.00 | -120.00 | 20.00 | -240.00 |
| 2018-10-12 | 24400.00 | 24765.00 | 24800.00 | 24400.00 | 24585.00 | 24585.00 | 24585.00 | 24585.00 | -185.00 | 180.00 | 215.00 | -185.00 |
| 2018-10-11 | 24595.00 | 24395.00 | 24700.00 | 24370.00 | 24560.00 | 24520.00 | 24560.00 | 24520.00 | 35.00 | -125.00 | 140.00 | -150.00 |
| 2018-10-10 | 24725.00 | 24590.00 | 24980.00 | 24550.00 | 24655.00 | 24615.00 | 24850.00 | 24615.00 | 70.00 | -25.00 | 130.00 | -65.00 |
| 2018-10-09 | 24540.00 | 24670.00 | 24785.00 | 24495.00 | 24290.00 | 24360.00 | 24425.00 | 23555.00 | 250.00 | 310.00 | 360.00 | 940.00 |
| 2018-10-08 | 23530.00 | 24200.00 | 24200.00 | 22760.00 | 23530.00 | 24200.00 | 24200.00 | 22760.00 | 0.00 | 0.00 | 0.00 | 0.00 |