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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025-06-19 | 19800.00 | 19770.00 | 19830.00 | 19705.00 | 19920.00 | 19800.00 | 19920.00 | 19765.00 | -120.00 | -30.00 | -90.00 | -60.00 |
| 2025-06-18 | 19785.00 | 19840.00 | 19900.00 | 19755.00 | 19845.00 | 19910.00 | 19970.00 | 19840.00 | -60.00 | -70.00 | -70.00 | -85.00 |
| 2025-06-17 | 19765.00 | 19775.00 | 19800.00 | 19700.00 | 19810.00 | 19845.00 | 19865.00 | 19785.00 | -45.00 | -70.00 | -65.00 | -85.00 |
| 2025-06-16 | 19725.00 | 19765.00 | 19840.00 | 19685.00 | 19800.00 | 19840.00 | 19885.00 | 19775.00 | -75.00 | -75.00 | -45.00 | -90.00 |
| 2025-06-13 | 19755.00 | 19715.00 | 19800.00 | 19655.00 | 19810.00 | 19790.00 | 19850.00 | 19705.00 | -55.00 | -75.00 | -50.00 | -50.00 |
| 2025-06-12 | 19770.00 | 19770.00 | 19785.00 | 19680.00 | 19840.00 | 19835.00 | 19845.00 | 19780.00 | -70.00 | -65.00 | -60.00 | -100.00 |
| 2025-06-11 | 19730.00 | 19750.00 | 19860.00 | 19695.00 | 19765.00 | 19820.00 | 19880.00 | 19760.00 | -35.00 | -70.00 | -20.00 | -65.00 |
| 2025-06-10 | 19740.00 | 19725.00 | 19790.00 | 19665.00 | 19790.00 | 19775.00 | 19830.00 | 19735.00 | -50.00 | -50.00 | -40.00 | -70.00 |
| 2025-06-09 | 19615.00 | 19740.00 | 19805.00 | 19605.00 | 19675.00 | 19770.00 | 19830.00 | 19665.00 | -60.00 | -30.00 | -25.00 | -60.00 |
| 2025-06-06 | 19515.00 | 19630.00 | 19690.00 | 19510.00 | 19585.00 | 19700.00 | 19720.00 | 19580.00 | -70.00 | -70.00 | -30.00 | -70.00 |
| 2025-06-05 | 19490.00 | 19480.00 | 19545.00 | 19435.00 | 19480.00 | 19595.00 | 19600.00 | 19460.00 | 10.00 | -115.00 | -55.00 | -25.00 |
| 2025-06-04 | 19515.00 | 19505.00 | 19560.00 | 19415.00 | 19495.00 | 19475.00 | 19510.00 | 19400.00 | 20.00 | 30.00 | 50.00 | 15.00 |
| 2025-06-03 | 19555.00 | 19490.00 | 19650.00 | 19455.00 | 19520.00 | 19485.00 | 19595.00 | 19435.00 | 35.00 | 5.00 | 55.00 | 20.00 |
| 2025-05-30 | 19505.00 | 19525.00 | 19580.00 | 19455.00 | 19485.00 | 19495.00 | 19510.00 | 19455.00 | 20.00 | 30.00 | 70.00 | 0.00 |
| 2025-05-29 | 19590.00 | 19545.00 | 19690.00 | 19455.00 | 19570.00 | 19525.00 | 19610.00 | 19475.00 | 20.00 | 20.00 | 80.00 | -20.00 |
| 2025-05-28 | 19590.00 | 19635.00 | 19670.00 | 19485.00 | 19530.00 | 19565.00 | 19595.00 | 19475.00 | 60.00 | 70.00 | 75.00 | 10.00 |
| 2025-05-27 | 19540.00 | 19570.00 | 19610.00 | 19425.00 | 19565.00 | 19530.00 | 19565.00 | 19435.00 | -25.00 | 40.00 | 45.00 | -10.00 |
| 2025-05-26 | 19655.00 | 19580.00 | 19665.00 | 19510.00 | 19600.00 | 19585.00 | 19640.00 | 19520.00 | 55.00 | -5.00 | 25.00 | -10.00 |
| 2025-05-23 | 19710.00 | 19650.00 | 19760.00 | 19625.00 | 19705.00 | 19635.00 | 19730.00 | 19605.00 | 5.00 | 15.00 | 30.00 | 20.00 |
| 2025-05-22 | 19735.00 | 19715.00 | 19780.00 | 19690.00 | 19710.00 | 19695.00 | 19755.00 | 19680.00 | 25.00 | 20.00 | 25.00 | 10.00 |
| 2025-05-21 | 19680.00 | 19735.00 | 19845.00 | 19660.00 | 19670.00 | 19710.00 | 19815.00 | 19635.00 | 10.00 | 25.00 | 30.00 | 25.00 |
| 2025-05-20 | 19720.00 | 19660.00 | 19820.00 | 19655.00 | 19655.00 | 19655.00 | 19725.00 | 19650.00 | 65.00 | 5.00 | 95.00 | 5.00 |
| 2025-05-19 | 19630.00 | 19685.00 | 19755.00 | 19605.00 | 19615.00 | 19650.00 | 19685.00 | 19600.00 | 15.00 | 35.00 | 70.00 | 5.00 |
| 2025-05-16 | 19750.00 | 19620.00 | 19750.00 | 19615.00 | 19655.00 | 19605.00 | 19680.00 | 19600.00 | 95.00 | 15.00 | 70.00 | 15.00 |
| 2025-05-15 | 19755.00 | 19700.00 | 19825.00 | 19665.00 | 19650.00 | 19655.00 | 19715.00 | 19625.00 | 105.00 | 45.00 | 110.00 | 40.00 |
| 2025-05-14 | 19665.00 | 19775.00 | 19855.00 | 19575.00 | 19545.00 | 19695.00 | 19710.00 | 19515.00 | 120.00 | 80.00 | 145.00 | 60.00 |
| 2025-05-13 | 19640.00 | 19685.00 | 19795.00 | 19550.00 | 19615.00 | 19545.00 | 19615.00 | 19470.00 | 25.00 | 140.00 | 180.00 | 80.00 |
| 2025-05-12 | 19205.00 | 19620.00 | 19675.00 | 19160.00 | 19125.00 | 19430.00 | 19430.00 | 19070.00 | 80.00 | 190.00 | 245.00 | 90.00 |
| 2025-05-09 | 19245.00 | 19220.00 | 19470.00 | 19190.00 | 19040.00 | 19105.00 | 19160.00 | 19040.00 | 205.00 | 115.00 | 310.00 | 150.00 |
| 2025-05-08 | 18980.00 | 19260.00 | 19275.00 | 18925.00 | 18940.00 | 19050.00 | 19065.00 | 18910.00 | 40.00 | 210.00 | 210.00 | 15.00 |
| 2025-05-07 | 18755.00 | 19000.00 | 19240.00 | 18695.00 | 18805.00 | 18980.00 | 19185.00 | 18795.00 | -50.00 | 20.00 | 55.00 | -100.00 |
| 2025-05-06 | 18840.00 | 18740.00 | 18945.00 | 18680.00 | 18950.00 | 18775.00 | 18950.00 | 18710.00 | -110.00 | -35.00 | -5.00 | -30.00 |
| 2025-04-30 | 18780.00 | 18790.00 | 18850.00 | 18725.00 | 18825.00 | 18820.00 | 18890.00 | 18755.00 | -45.00 | -30.00 | -40.00 | -30.00 |
| 2025-04-29 | 18880.00 | 18820.00 | 18940.00 | 18775.00 | 19115.00 | 19315.00 | 19435.00 | 19115.00 | -235.00 | -495.00 | -495.00 | -340.00 |
| 2025-04-28 | 18920.00 | 18920.00 | 19025.00 | 18870.00 | 18890.00 | 18910.00 | 19010.00 | 18890.00 | 30.00 | 10.00 | 15.00 | -20.00 |
| 2025-04-25 | 19005.00 | 18935.00 | 19060.00 | 18905.00 | 18925.00 | 18945.00 | 19005.00 | 18900.00 | 80.00 | -10.00 | 55.00 | 5.00 |
| 2025-04-24 | 19025.00 | 18975.00 | 19165.00 | 18935.00 | 19010.00 | 18940.00 | 19015.00 | 18910.00 | 15.00 | 35.00 | 150.00 | 25.00 |
| 2025-04-23 | 18785.00 | 19030.00 | 19080.00 | 18720.00 | 18780.00 | 18935.00 | 18960.00 | 18765.00 | 5.00 | 95.00 | 120.00 | -45.00 |
| 2025-04-22 | 18880.00 | 18750.00 | 18905.00 | 18690.00 | 18955.00 | 18835.00 | 18955.00 | 18790.00 | -75.00 | -85.00 | -50.00 | -100.00 |
| 2025-04-21 | 18835.00 | 18915.00 | 18995.00 | 18805.00 | 18940.00 | 18940.00 | 19010.00 | 18865.00 | -105.00 | -25.00 | -15.00 | -60.00 |
| 2025-04-18 | 18790.00 | 18840.00 | 18860.00 | 18725.00 | 18910.00 | 18885.00 | 18940.00 | 18855.00 | -120.00 | -45.00 | -80.00 | -130.00 |
| 2025-04-17 | 18725.00 | 18810.00 | 18890.00 | 18680.00 | 18800.00 | 18920.00 | 18935.00 | 18800.00 | -75.00 | -110.00 | -45.00 | -120.00 |
| 2025-04-16 | 18745.00 | 18690.00 | 18865.00 | 18630.00 | 18825.00 | 18785.00 | 18880.00 | 18770.00 | -80.00 | -95.00 | -15.00 | -140.00 |
| 2025-04-15 | 18820.00 | 18790.00 | 18880.00 | 18735.00 | 18925.00 | 18835.00 | 18945.00 | 18835.00 | -105.00 | -45.00 | -65.00 | -100.00 |
| 2025-04-14 | 18805.00 | 18860.00 | 18950.00 | 18780.00 | 18930.00 | 18955.00 | 18995.00 | 18865.00 | -125.00 | -95.00 | -45.00 | -85.00 |
| 2025-04-11 | 18930.00 | 18800.00 | 18930.00 | 18705.00 | 18885.00 | 18905.00 | 18945.00 | 18795.00 | 45.00 | -105.00 | -15.00 | -90.00 |
| 2025-04-10 | 18600.00 | 18915.00 | 19090.00 | 18520.00 | 18490.00 | 18875.00 | 19050.00 | 18380.00 | 110.00 | 40.00 | 40.00 | 140.00 |
| 2025-04-09 | 18915.00 | 18640.00 | 18930.00 | 18380.00 | 18960.00 | 18615.00 | 18980.00 | 18415.00 | -45.00 | 25.00 | -50.00 | -35.00 |
| 2025-04-08 | 19275.00 | 18935.00 | 19335.00 | 18755.00 | 19300.00 | 18980.00 | 19365.00 | 18815.00 | -25.00 | -45.00 | -30.00 | -60.00 |
| 2025-04-07 | 19415.00 | 19165.00 | 19415.00 | 19155.00 | 19220.00 | 19235.00 | 19370.00 | 19070.00 | 195.00 | -70.00 | 45.00 | 85.00 |
| 2025-04-03 | 19755.00 | 19575.00 | 19790.00 | 19520.00 | 19810.00 | 19625.00 | 19930.00 | 19575.00 | -55.00 | -50.00 | -140.00 | -55.00 |
| 2025-04-02 | 19685.00 | 19770.00 | 19815.00 | 19685.00 | 19700.00 | 19770.00 | 19885.00 | 19695.00 | -15.00 | 0.00 | -70.00 | -10.00 |
| 2025-04-01 | 19605.00 | 19705.00 | 19730.00 | 19565.00 | 19640.00 | 19760.00 | 19790.00 | 19620.00 | -35.00 | -55.00 | -60.00 | -55.00 |
| 2025-03-31 | 19710.00 | 19600.00 | 19735.00 | 19560.00 | 19735.00 | 19635.00 | 19780.00 | 19610.00 | -25.00 | -35.00 | -45.00 | -50.00 |
| 2025-03-28 | 19665.00 | 19730.00 | 19815.00 | 19665.00 | 19720.00 | 19735.00 | 19800.00 | 19720.00 | -55.00 | -5.00 | 15.00 | -55.00 |
| 2025-03-27 | 19775.00 | 19675.00 | 19775.00 | 19645.00 | 19770.00 | 19705.00 | 19770.00 | 19680.00 | 5.00 | -30.00 | 5.00 | -35.00 |
| 2025-03-26 | 19685.00 | 19775.00 | 19775.00 | 19635.00 | 19685.00 | 19770.00 | 19785.00 | 19670.00 | 0.00 | 5.00 | -10.00 | -35.00 |
| 2025-03-25 | 19725.00 | 19680.00 | 19735.00 | 19670.00 | 19755.00 | 19695.00 | 19755.00 | 19695.00 | -30.00 | -15.00 | -20.00 | -25.00 |
| 2025-03-24 | 19830.00 | 19730.00 | 19850.00 | 19635.00 | 19795.00 | 19735.00 | 19795.00 | 19675.00 | 35.00 | -5.00 | 55.00 | -40.00 |
| 2025-03-21 | 19755.00 | 19800.00 | 19875.00 | 19745.00 | 19795.00 | 19795.00 | 19850.00 | 19795.00 | -40.00 | 5.00 | 25.00 | -50.00 |
| 2025-03-20 | 19735.00 | 19800.00 | 19830.00 | 19680.00 | 19815.00 | 19845.00 | 19845.00 | 19800.00 | -80.00 | -45.00 | -15.00 | -120.00 |
| 2025-03-19 | 19600.00 | 19750.00 | 19770.00 | 19580.00 | 19785.00 | 19850.00 | 19895.00 | 19785.00 | -185.00 | -100.00 | -125.00 | -205.00 |
| 2025-03-18 | 19735.00 | 19600.00 | 19755.00 | 19580.00 | 19990.00 | 19900.00 | 20060.00 | 19865.00 | -255.00 | -300.00 | -305.00 | -285.00 |
| 2025-03-17 | 19845.00 | 19750.00 | 19860.00 | 19735.00 | 19900.00 | 19900.00 | 19945.00 | 19900.00 | -55.00 | -150.00 | -85.00 | -165.00 |
| 2025-03-14 | 19775.00 | 19805.00 | 19835.00 | 19755.00 | 19965.00 | 19930.00 | 20010.00 | 19930.00 | -190.00 | -125.00 | -175.00 | -175.00 |
| 2025-03-12 | 19795.00 | 19680.00 | 19795.00 | 19680.00 | 19870.00 | 19870.00 | 19870.00 | 19870.00 | -75.00 | -190.00 | -75.00 | -190.00 |
| 2025-03-11 | 19745.00 | 19775.00 | 19795.00 | 19670.00 | 19855.00 | 19875.00 | 19880.00 | 19830.00 | -110.00 | -100.00 | -85.00 | -160.00 |
| 2025-03-10 | 19850.00 | 19785.00 | 19925.00 | 19740.00 | 19835.00 | 19895.00 | 19955.00 | 19830.00 | 15.00 | -110.00 | -30.00 | -90.00 |
| 2025-03-07 | 19710.00 | 19840.00 | 19860.00 | 19695.00 | 19710.00 | 19895.00 | 19895.00 | 19710.00 | 0.00 | -55.00 | -35.00 | -15.00 |
| 2025-03-06 | 19685.00 | 19690.00 | 19715.00 | 19560.00 | 19710.00 | 19780.00 | 19780.00 | 19710.00 | -25.00 | -90.00 | -65.00 | -150.00 |
| 2025-03-05 | 19730.00 | 19660.00 | 19750.00 | 19625.00 | 19730.00 | 19710.00 | 19730.00 | 19700.00 | 0.00 | -50.00 | 20.00 | -75.00 |
| 2025-03-04 | 19730.00 | 19730.00 | 19785.00 | 19595.00 | 19785.00 | 19790.00 | 19820.00 | 19705.00 | -55.00 | -60.00 | -35.00 | -110.00 |
| 2025-03-03 | 19630.00 | 19730.00 | 19810.00 | 19630.00 | 19625.00 | 19700.00 | 19700.00 | 19620.00 | 5.00 | 30.00 | 110.00 | 10.00 |
| 2025-02-28 | 19800.00 | 19660.00 | 19850.00 | 19650.00 | 20065.00 | 19895.00 | 20065.00 | 19690.00 | -265.00 | -235.00 | -215.00 | -40.00 |
| 2025-02-27 | 19875.00 | 19795.00 | 19915.00 | 19750.00 | 20050.00 | 20020.00 | 20080.00 | 19850.00 | -175.00 | -225.00 | -165.00 | -100.00 |
| 2025-02-26 | 19965.00 | 19880.00 | 20015.00 | 19860.00 | 20065.00 | 20055.00 | 20090.00 | 19990.00 | -100.00 | -175.00 | -75.00 | -130.00 |
| 2025-02-25 | 20015.00 | 19990.00 | 20040.00 | 19920.00 | 20165.00 | 20060.00 | 20165.00 | 19980.00 | -150.00 | -70.00 | -125.00 | -60.00 |
| 2025-02-24 | 20040.00 | 20025.00 | 20075.00 | 19985.00 | 20175.00 | 20130.00 | 20210.00 | 20100.00 | -135.00 | -105.00 | -135.00 | -115.00 |
| 2025-02-21 | 20045.00 | 20070.00 | 20125.00 | 20020.00 | 20190.00 | 20190.00 | 20245.00 | 20160.00 | -145.00 | -120.00 | -120.00 | -140.00 |
| 2025-02-20 | 19970.00 | 20050.00 | 20050.00 | 19970.00 | 20160.00 | 20200.00 | 20200.00 | 20125.00 | -190.00 | -150.00 | -150.00 | -155.00 |
| 2025-02-19 | 20040.00 | 20010.00 | 20065.00 | 19985.00 | 20170.00 | 20155.00 | 20180.00 | 20125.00 | -130.00 | -145.00 | -115.00 | -140.00 |
| 2025-02-18 | 20025.00 | 20055.00 | 20080.00 | 19960.00 | 20145.00 | 20150.00 | 20195.00 | 20105.00 | -120.00 | -95.00 | -115.00 | -145.00 |
| 2025-02-17 | 20005.00 | 20025.00 | 20095.00 | 19965.00 | 20050.00 | 20150.00 | 20210.00 | 20000.00 | -45.00 | -125.00 | -115.00 | -35.00 |
| 2025-02-14 | 19895.00 | 20025.00 | 20030.00 | 19865.00 | 19945.00 | 20020.00 | 20045.00 | 19920.00 | -50.00 | 5.00 | -15.00 | -55.00 |
| 2025-02-13 | 20025.00 | 19905.00 | 20085.00 | 19855.00 | 20085.00 | 19950.00 | 20130.00 | 19925.00 | -60.00 | -45.00 | -45.00 | -70.00 |
| 2025-02-12 | 19915.00 | 20025.00 | 20025.00 | 19880.00 | 20095.00 | 20085.00 | 20120.00 | 20020.00 | -180.00 | -60.00 | -95.00 | -140.00 |
| 2025-02-11 | 19855.00 | 19915.00 | 20005.00 | 19810.00 | 20000.00 | 20105.00 | 20130.00 | 20000.00 | -145.00 | -190.00 | -125.00 | -190.00 |
| 2025-02-10 | 19750.00 | 19785.00 | 19930.00 | 19675.00 | 19930.00 | 20005.00 | 20020.00 | 19875.00 | -180.00 | -220.00 | -90.00 | -200.00 |
| 2025-02-07 | 19815.00 | 19975.00 | 20010.00 | 19780.00 | 19530.00 | 19695.00 | 19735.00 | 19525.00 | 285.00 | 280.00 | 275.00 | 255.00 |
| 2025-02-06 | 19970.00 | 19810.00 | 20065.00 | 19710.00 | 19680.00 | 19545.00 | 19770.00 | 19510.00 | 290.00 | 265.00 | 295.00 | 200.00 |
| 2025-02-05 | 20180.00 | 20030.00 | 20380.00 | 19930.00 | 19800.00 | 19680.00 | 19870.00 | 19670.00 | 380.00 | 350.00 | 510.00 | 260.00 |
| 2025-01-27 | 19960.00 | 20200.00 | 20360.00 | 19920.00 | 19570.00 | 19800.00 | 19855.00 | 19555.00 | 390.00 | 400.00 | 505.00 | 365.00 |
| 2025-01-24 | 19660.00 | 19900.00 | 20050.00 | 19635.00 | 19415.00 | 19540.00 | 19615.00 | 19370.00 | 245.00 | 360.00 | 435.00 | 265.00 |
| 2025-01-23 | 19780.00 | 19670.00 | 19805.00 | 19595.00 | 19565.00 | 19420.00 | 19580.00 | 19410.00 | 215.00 | 250.00 | 225.00 | 185.00 |
| 2025-01-22 | 19760.00 | 19740.00 | 19760.00 | 19660.00 | 19590.00 | 19570.00 | 19645.00 | 19520.00 | 170.00 | 170.00 | 115.00 | 140.00 |
| 2025-01-21 | 19760.00 | 19695.00 | 19810.00 | 19645.00 | 19670.00 | 19610.00 | 19760.00 | 19585.00 | 90.00 | 85.00 | 50.00 | 60.00 |
| 2025-01-20 | 19635.00 | 19805.00 | 19835.00 | 19635.00 | 19560.00 | 19650.00 | 19675.00 | 19560.00 | 75.00 | 155.00 | 160.00 | 75.00 |
| 2025-01-17 | 19530.00 | 19700.00 | 19725.00 | 19495.00 | 19520.00 | 19600.00 | 19610.00 | 19470.00 | 10.00 | 100.00 | 115.00 | 25.00 |
| 2025-01-16 | 19650.00 | 19555.00 | 19650.00 | 19530.00 | 19460.00 | 19500.00 | 19560.00 | 19425.00 | 190.00 | 55.00 | 90.00 | 105.00 |
| 2025-01-15 | 19600.00 | 19595.00 | 19670.00 | 19570.00 | 19525.00 | 19425.00 | 19525.00 | 19380.00 | 75.00 | 170.00 | 145.00 | 190.00 |