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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025-01-14 | 19545.00 | 19655.00 | 19710.00 | 19455.00 | 19455.00 | 19525.00 | 19550.00 | 19380.00 | 90.00 | 130.00 | 160.00 | 75.00 |
| 2025-01-13 | 19430.00 | 19515.00 | 19580.00 | 19385.00 | 19370.00 | 19435.00 | 19470.00 | 19285.00 | 60.00 | 80.00 | 110.00 | 100.00 |
| 2025-01-10 | 19235.00 | 19410.00 | 19460.00 | 19235.00 | 19235.00 | 19350.00 | 19425.00 | 19230.00 | 0.00 | 60.00 | 35.00 | 5.00 |
| 2025-01-09 | 19290.00 | 19335.00 | 19345.00 | 19175.00 | 19215.00 | 19275.00 | 19285.00 | 19165.00 | 75.00 | 60.00 | 60.00 | 10.00 |
| 2025-01-08 | 19225.00 | 19270.00 | 19285.00 | 19200.00 | 19200.00 | 19230.00 | 19255.00 | 19190.00 | 25.00 | 40.00 | 30.00 | 10.00 |
| 2025-01-07 | 19265.00 | 19235.00 | 19335.00 | 19200.00 | 19210.00 | 19220.00 | 19265.00 | 19185.00 | 55.00 | 15.00 | 70.00 | 15.00 |
| 2025-01-06 | 19275.00 | 19195.00 | 19300.00 | 19185.00 | 19145.00 | 19150.00 | 19235.00 | 19130.00 | 130.00 | 45.00 | 65.00 | 55.00 |
| 2025-01-03 | 19430.00 | 19275.00 | 19470.00 | 19250.00 | 19390.00 | 19175.00 | 19420.00 | 19175.00 | 40.00 | 100.00 | 50.00 | 75.00 |
| 2024-12-31 | 19215.00 | 19435.00 | 19500.00 | 19215.00 | 18830.00 | 18560.00 | 18910.00 | 18500.00 | 385.00 | 875.00 | 590.00 | 715.00 |
| 2024-12-30 | 19410.00 | 19405.00 | 19450.00 | 19335.00 | 18910.00 | 18825.00 | 18910.00 | 18750.00 | 500.00 | 580.00 | 540.00 | 585.00 |
| 2024-12-27 | 19425.00 | 19425.00 | 19495.00 | 19370.00 | 19320.00 | 19350.00 | 19410.00 | 19320.00 | 105.00 | 75.00 | 85.00 | 50.00 |
| 2024-12-26 | 19515.00 | 19395.00 | 19515.00 | 19375.00 | 19355.00 | 19320.00 | 19375.00 | 19295.00 | 160.00 | 75.00 | 140.00 | 80.00 |
| 2024-12-25 | 19385.00 | 19415.00 | 19455.00 | 19365.00 | 19315.00 | 19330.00 | 19370.00 | 19305.00 | 70.00 | 85.00 | 85.00 | 60.00 |
| 2024-12-24 | 19435.00 | 19410.00 | 19445.00 | 19400.00 | 19295.00 | 19305.00 | 19320.00 | 19270.00 | 140.00 | 105.00 | 125.00 | 130.00 |
| 2024-12-23 | 19395.00 | 19420.00 | 19425.00 | 19300.00 | 18780.00 | 18825.00 | 18855.00 | 18780.00 | 615.00 | 595.00 | 570.00 | 520.00 |
| 2024-12-20 | 19290.00 | 19350.00 | 19405.00 | 19290.00 | 18770.00 | 18800.00 | 18860.00 | 18765.00 | 520.00 | 550.00 | 545.00 | 525.00 |
| 2024-12-19 | 19315.00 | 19315.00 | 19380.00 | 19260.00 | 19205.00 | 19195.00 | 19280.00 | 19160.00 | 110.00 | 120.00 | 100.00 | 100.00 |
| 2024-12-18 | 19465.00 | 19310.00 | 19465.00 | 19270.00 | 19365.00 | 19225.00 | 19380.00 | 19195.00 | 100.00 | 85.00 | 85.00 | 75.00 |
| 2024-12-17 | 19550.00 | 19460.00 | 19550.00 | 19425.00 | 19005.00 | 18985.00 | 19025.00 | 18945.00 | 545.00 | 475.00 | 525.00 | 480.00 |
| 2024-12-16 | 19600.00 | 19520.00 | 19635.00 | 19480.00 | 19615.00 | 19440.00 | 19665.00 | 19420.00 | -15.00 | 80.00 | -30.00 | 60.00 |
| 2024-12-13 | 19735.00 | 19630.00 | 19750.00 | 19625.00 | 19610.00 | 19540.00 | 19650.00 | 19540.00 | 125.00 | 90.00 | 100.00 | 85.00 |
| 2024-12-12 | 19700.00 | 19725.00 | 19740.00 | 19630.00 | 19580.00 | 19640.00 | 19680.00 | 19520.00 | 120.00 | 85.00 | 60.00 | 110.00 |
| 2024-12-11 | 19650.00 | 19720.00 | 19805.00 | 19645.00 | 19560.00 | 19590.00 | 19645.00 | 19560.00 | 90.00 | 130.00 | 160.00 | 85.00 |
| 2024-12-10 | 19775.00 | 19770.00 | 19885.00 | 19730.00 | 19685.00 | 19600.00 | 19705.00 | 19585.00 | 90.00 | 170.00 | 180.00 | 145.00 |
| 2024-12-09 | 19890.00 | 19700.00 | 19910.00 | 19665.00 | 19380.00 | 19200.00 | 19380.00 | 19170.00 | 510.00 | 500.00 | 530.00 | 495.00 |
| 2024-12-06 | 20045.00 | 19890.00 | 20050.00 | 19835.00 | 19420.00 | 19380.00 | 19420.00 | 19380.00 | 625.00 | 510.00 | 630.00 | 455.00 |
| 2024-12-05 | 19885.00 | 19990.00 | 20010.00 | 19820.00 | 19435.00 | 19410.00 | 19475.00 | 19380.00 | 450.00 | 580.00 | 535.00 | 440.00 |
| 2024-12-04 | 20095.00 | 19885.00 | 20095.00 | 19775.00 | 19430.00 | 19475.00 | 19480.00 | 19380.00 | 665.00 | 410.00 | 615.00 | 395.00 |
| 2024-12-03 | 19920.00 | 19940.00 | 20105.00 | 19790.00 | 19385.00 | 19450.00 | 19450.00 | 19370.00 | 535.00 | 490.00 | 655.00 | 420.00 |
| 2024-12-02 | 20000.00 | 20175.00 | 20295.00 | 20000.00 | 19930.00 | 19925.00 | 20000.00 | 19910.00 | 70.00 | 250.00 | 295.00 | 90.00 |
| 2024-11-29 | 19825.00 | 19995.00 | 20075.00 | 19765.00 | 19435.00 | 19470.00 | 19535.00 | 19355.00 | 390.00 | 525.00 | 540.00 | 410.00 |
| 2024-11-28 | 19795.00 | 19860.00 | 19860.00 | 19735.00 | 19395.00 | 19450.00 | 19455.00 | 19395.00 | 400.00 | 410.00 | 405.00 | 340.00 |
| 2024-11-27 | 19690.00 | 19775.00 | 19775.00 | 19690.00 | 19400.00 | 19395.00 | 19415.00 | 19355.00 | 290.00 | 380.00 | 360.00 | 335.00 |
| 2024-11-26 | 19700.00 | 19705.00 | 19840.00 | 19695.00 | 19525.00 | 19405.00 | 19560.00 | 19395.00 | 175.00 | 300.00 | 280.00 | 300.00 |
| 2024-11-25 | 19630.00 | 19695.00 | 19795.00 | 19630.00 | 19500.00 | 19535.00 | 19585.00 | 19485.00 | 130.00 | 160.00 | 210.00 | 145.00 |
| 2024-11-22 | 19760.00 | 19645.00 | 19895.00 | 19630.00 | 19665.00 | 19505.00 | 19665.00 | 19505.00 | 95.00 | 140.00 | 230.00 | 125.00 |
| 2024-11-21 | 19710.00 | 19760.00 | 19775.00 | 19675.00 | 19485.00 | 19660.00 | 19685.00 | 19470.00 | 225.00 | 100.00 | 90.00 | 205.00 |
| 2024-11-20 | 19695.00 | 19700.00 | 19715.00 | 19625.00 | 19415.00 | 19470.00 | 19500.00 | 19415.00 | 280.00 | 230.00 | 215.00 | 210.00 |
| 2024-11-19 | 19695.00 | 19700.00 | 19725.00 | 19605.00 | 19400.00 | 19445.00 | 19465.00 | 19390.00 | 295.00 | 255.00 | 260.00 | 215.00 |
| 2024-11-18 | 19600.00 | 19705.00 | 19755.00 | 19580.00 | 19360.00 | 19420.00 | 19450.00 | 19350.00 | 240.00 | 285.00 | 305.00 | 230.00 |
| 2024-11-15 | 19835.00 | 19605.00 | 19975.00 | 19605.00 | 19495.00 | 19375.00 | 19495.00 | 19330.00 | 340.00 | 230.00 | 480.00 | 275.00 |
| 2024-11-14 | 19865.00 | 19850.00 | 19890.00 | 19785.00 | 19470.00 | 19425.00 | 19470.00 | 19380.00 | 395.00 | 425.00 | 420.00 | 405.00 |
| 2024-11-13 | 19695.00 | 19835.00 | 19860.00 | 19685.00 | 19455.00 | 19480.00 | 19510.00 | 19435.00 | 240.00 | 355.00 | 350.00 | 250.00 |
| 2024-11-12 | 19890.00 | 19760.00 | 19920.00 | 19745.00 | 19645.00 | 19460.00 | 19645.00 | 19425.00 | 245.00 | 300.00 | 275.00 | 320.00 |
| 2024-11-11 | 19940.00 | 19855.00 | 20020.00 | 19840.00 | 19530.00 | 19650.00 | 19685.00 | 19530.00 | 410.00 | 205.00 | 335.00 | 310.00 |
| 2024-11-08 | 20225.00 | 19970.00 | 20325.00 | 19945.00 | 19660.00 | 19605.00 | 19665.00 | 19540.00 | 565.00 | 365.00 | 660.00 | 405.00 |
| 2024-11-07 | 19765.00 | 20225.00 | 20275.00 | 19605.00 | 19330.00 | 19605.00 | 19705.00 | 19330.00 | 435.00 | 620.00 | 570.00 | 275.00 |
| 2024-11-06 | 19490.00 | 19355.00 | 19550.00 | 19320.00 | 20100.00 | 19740.00 | 20100.00 | 19740.00 | -610.00 | -385.00 | -550.00 | -420.00 |
| 2024-11-05 | 19585.00 | 19485.00 | 19620.00 | 19470.00 | 20235.00 | 20150.00 | 20290.00 | 20145.00 | -650.00 | -665.00 | -670.00 | -675.00 |
| 2024-11-04 | 19615.00 | 19550.00 | 19655.00 | 19500.00 | 20225.00 | 20220.00 | 20320.00 | 20220.00 | -610.00 | -670.00 | -665.00 | -720.00 |
| 2024-11-01 | 19460.00 | 19575.00 | 19675.00 | 19370.00 | 20385.00 | 20305.00 | 20390.00 | 20220.00 | -925.00 | -730.00 | -715.00 | -850.00 |
| 2024-10-31 | 19480.00 | 19435.00 | 19510.00 | 19370.00 | 20250.00 | 20175.00 | 20285.00 | 20175.00 | -770.00 | -740.00 | -775.00 | -805.00 |
| 2024-10-30 | 19455.00 | 19500.00 | 19575.00 | 19450.00 | 20310.00 | 20250.00 | 20310.00 | 20100.00 | -855.00 | -750.00 | -735.00 | -650.00 |
| 2024-10-29 | 19575.00 | 19510.00 | 19685.00 | 19505.00 | 20330.00 | 20310.00 | 20330.00 | 20255.00 | -755.00 | -800.00 | -645.00 | -750.00 |
| 2024-10-28 | 19800.00 | 19695.00 | 19835.00 | 19615.00 | 20500.00 | 20390.00 | 20515.00 | 20380.00 | -700.00 | -695.00 | -680.00 | -765.00 |
| 2024-10-25 | 19880.00 | 19750.00 | 19995.00 | 19690.00 | 20545.00 | 20450.00 | 20595.00 | 20415.00 | -665.00 | -700.00 | -600.00 | -725.00 |
| 2024-10-24 | 19860.00 | 19935.00 | 20010.00 | 19820.00 | 20520.00 | 20530.00 | 20600.00 | 20505.00 | -660.00 | -595.00 | -590.00 | -685.00 |
| 2024-10-23 | 19925.00 | 19885.00 | 19925.00 | 19770.00 | 20435.00 | 20495.00 | 20495.00 | 20410.00 | -510.00 | -610.00 | -570.00 | -640.00 |
| 2024-10-22 | 19600.00 | 19880.00 | 19895.00 | 19585.00 | 20345.00 | 20435.00 | 20435.00 | 20345.00 | -745.00 | -555.00 | -540.00 | -760.00 |
| 2024-10-21 | 19715.00 | 19565.00 | 19715.00 | 19485.00 | 20280.00 | 20190.00 | 20280.00 | 20190.00 | -565.00 | -625.00 | -565.00 | -705.00 |
| 2024-10-18 | 19590.00 | 19695.00 | 19785.00 | 19545.00 | 20115.00 | 20365.00 | 20435.00 | 20115.00 | -525.00 | -670.00 | -650.00 | -570.00 |
| 2024-10-17 | 19785.00 | 19575.00 | 19900.00 | 19475.00 | 20555.00 | 20170.00 | 20555.00 | 20165.00 | -770.00 | -595.00 | -655.00 | -690.00 |
| 2024-10-16 | 19800.00 | 19820.00 | 19970.00 | 19690.00 | 20445.00 | 20580.00 | 20595.00 | 20445.00 | -645.00 | -760.00 | -625.00 | -755.00 |
| 2024-10-15 | 19865.00 | 19780.00 | 19965.00 | 19775.00 | 20775.00 | 20435.00 | 20775.00 | 20435.00 | -910.00 | -655.00 | -810.00 | -660.00 |
| 2024-10-14 | 19945.00 | 19940.00 | 20075.00 | 19845.00 | 20620.00 | 20575.00 | 20680.00 | 20575.00 | -675.00 | -635.00 | -605.00 | -730.00 |
| 2024-10-11 | 19815.00 | 19890.00 | 19980.00 | 19760.00 | 20485.00 | 20485.00 | 20625.00 | 20430.00 | -670.00 | -595.00 | -645.00 | -670.00 |
| 2024-10-10 | 20015.00 | 19805.00 | 20015.00 | 19770.00 | 20640.00 | 20495.00 | 20670.00 | 20490.00 | -625.00 | -690.00 | -655.00 | -720.00 |
| 2024-10-09 | 20085.00 | 19960.00 | 20155.00 | 19910.00 | 20240.00 | 19955.00 | 20700.00 | 19315.00 | -155.00 | 5.00 | -545.00 | 595.00 |
| 2024-10-08 | 20780.00 | 20075.00 | 20795.00 | 19880.00 | 21170.00 | 20625.00 | 21265.00 | 20625.00 | -390.00 | -550.00 | -470.00 | -745.00 |
| 2024-09-30 | 20265.00 | 20375.00 | 20455.00 | 20205.00 | 20815.00 | 21000.00 | 21005.00 | 20810.00 | -550.00 | -625.00 | -550.00 | -605.00 |
| 2024-09-27 | 20050.00 | 20385.00 | 20400.00 | 20025.00 | 20720.00 | 20950.00 | 20950.00 | 20710.00 | -670.00 | -565.00 | -550.00 | -685.00 |
| 2024-09-26 | 19880.00 | 20060.00 | 20095.00 | 19750.00 | 20590.00 | 20655.00 | 20655.00 | 20590.00 | -710.00 | -595.00 | -560.00 | -840.00 |
| 2024-09-25 | 19850.00 | 19855.00 | 20055.00 | 19830.00 | 20560.00 | 20470.00 | 20600.00 | 20445.00 | -710.00 | -615.00 | -545.00 | -615.00 |
| 2024-09-24 | 19710.00 | 19855.00 | 19860.00 | 19610.00 | 20385.00 | 20375.00 | 20385.00 | 20320.00 | -675.00 | -520.00 | -525.00 | -710.00 |
| 2024-09-23 | 19745.00 | 19710.00 | 19850.00 | 19565.00 | 20300.00 | 20470.00 | 20470.00 | 20290.00 | -555.00 | -760.00 | -620.00 | -725.00 |
| 2024-09-20 | 19535.00 | 19720.00 | 19730.00 | 19460.00 | 20165.00 | 20350.00 | 20360.00 | 20125.00 | -630.00 | -630.00 | -630.00 | -665.00 |
| 2024-09-19 | 19425.00 | 19505.00 | 19530.00 | 19245.00 | 19965.00 | 20175.00 | 20185.00 | 19930.00 | -540.00 | -670.00 | -655.00 | -685.00 |
| 2024-09-18 | 19395.00 | 19445.00 | 19500.00 | 19275.00 | 20085.00 | 20060.00 | 20115.00 | 20050.00 | -690.00 | -615.00 | -615.00 | -775.00 |
| 2024-09-13 | 19235.00 | 19295.00 | 19300.00 | 19170.00 | 19850.00 | 19875.00 | 19900.00 | 19850.00 | -615.00 | -580.00 | -600.00 | -680.00 |
| 2024-09-12 | 19155.00 | 19290.00 | 19380.00 | 19155.00 | 19955.00 | 19960.00 | 19960.00 | 19850.00 | -800.00 | -670.00 | -580.00 | -695.00 |
| 2024-09-11 | 18945.00 | 19165.00 | 19170.00 | 18885.00 | 19695.00 | 19760.00 | 19760.00 | 19520.00 | -750.00 | -595.00 | -590.00 | -635.00 |
| 2024-09-10 | 18820.00 | 19005.00 | 19085.00 | 18820.00 | 19000.00 | 19665.00 | 19715.00 | 19000.00 | -180.00 | -660.00 | -630.00 | -180.00 |
| 2024-09-09 | 19180.00 | 18900.00 | 19195.00 | 18810.00 | 19820.00 | 19600.00 | 19820.00 | 19580.00 | -640.00 | -700.00 | -625.00 | -770.00 |
| 2024-09-06 | 19250.00 | 19150.00 | 19375.00 | 19120.00 | 20010.00 | 19870.00 | 20040.00 | 19860.00 | -760.00 | -720.00 | -665.00 | -740.00 |
| 2024-09-05 | 19275.00 | 19295.00 | 19470.00 | 19195.00 | 20040.00 | 20055.00 | 20135.00 | 20040.00 | -765.00 | -760.00 | -665.00 | -845.00 |
| 2024-09-04 | 19440.00 | 19245.00 | 19575.00 | 19210.00 | 20095.00 | 20085.00 | 20190.00 | 20000.00 | -655.00 | -840.00 | -615.00 | -790.00 |
| 2024-09-03 | 19260.00 | 19405.00 | 19465.00 | 19080.00 | 19905.00 | 20130.00 | 20135.00 | 19905.00 | -645.00 | -725.00 | -670.00 | -825.00 |
| 2024-09-02 | 19020.00 | 18960.00 | 19490.00 | 18960.00 | 19615.00 | 19100.00 | 19660.00 | 19075.00 | -595.00 | -140.00 | -170.00 | -115.00 |
| 2024-08-30 | 19435.00 | 19060.00 | 19840.00 | 19060.00 | 19765.00 | 19595.00 | 19800.00 | 19580.00 | -330.00 | -535.00 | 40.00 | -520.00 |
| 2024-08-29 | 19365.00 | 19480.00 | 19485.00 | 19320.00 | 19670.00 | 19680.00 | 19680.00 | 19515.00 | -305.00 | -200.00 | -195.00 | -195.00 |
| 2024-08-28 | 19300.00 | 19445.00 | 19445.00 | 19235.00 | 19640.00 | 19645.00 | 19740.00 | 19565.00 | -340.00 | -200.00 | -295.00 | -330.00 |
| 2024-08-27 | 19485.00 | 19350.00 | 19710.00 | 19320.00 | 19605.00 | 19660.00 | 19745.00 | 19550.00 | -120.00 | -310.00 | -35.00 | -230.00 |
| 2024-08-26 | 19185.00 | 19530.00 | 19565.00 | 19145.00 | 19465.00 | 19695.00 | 19695.00 | 19335.00 | -280.00 | -165.00 | -130.00 | -190.00 |
| 2024-08-23 | 19265.00 | 19185.00 | 19305.00 | 19150.00 | 19500.00 | 19385.00 | 19505.00 | 19380.00 | -235.00 | -200.00 | -200.00 | -230.00 |
| 2024-08-22 | 19280.00 | 19310.00 | 19375.00 | 19170.00 | 19490.00 | 19550.00 | 19670.00 | 19470.00 | -210.00 | -240.00 | -295.00 | -300.00 |
| 2024-08-21 | 18950.00 | 19245.00 | 19250.00 | 18925.00 | 19355.00 | 19480.00 | 19500.00 | 19305.00 | -405.00 | -235.00 | -250.00 | -380.00 |
| 2024-08-20 | 18895.00 | 18940.00 | 19100.00 | 18890.00 | 19390.00 | 19320.00 | 19430.00 | 19240.00 | -495.00 | -380.00 | -330.00 | -350.00 |
| 2024-08-19 | 18760.00 | 18850.00 | 18895.00 | 18670.00 | 18965.00 | 19205.00 | 19255.00 | 18965.00 | -205.00 | -355.00 | -360.00 | -295.00 |
| 2024-08-16 | 18690.00 | 18860.00 | 18860.00 | 18685.00 | 19040.00 | 19210.00 | 19240.00 | 19040.00 | -350.00 | -350.00 | -380.00 | -355.00 |
| 2024-08-15 | 18750.00 | 18725.00 | 18780.00 | 18530.00 | 19100.00 | 19045.00 | 19145.00 | 18990.00 | -350.00 | -320.00 | -365.00 | -460.00 |