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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-08-14 | 19000.00 | 18710.00 | 19000.00 | 18630.00 | 19280.00 | 19055.00 | 19300.00 | 19010.00 | -280.00 | -345.00 | -300.00 | -380.00 |
| 2024-08-13 | 19055.00 | 19020.00 | 19140.00 | 18940.00 | 19435.00 | 19325.00 | 19460.00 | 19300.00 | -380.00 | -305.00 | -320.00 | -360.00 |
| 2024-08-12 | 19190.00 | 19150.00 | 19270.00 | 19095.00 | 19580.00 | 19490.00 | 19640.00 | 19450.00 | -390.00 | -340.00 | -370.00 | -355.00 |
| 2024-08-09 | 18920.00 | 19190.00 | 19225.00 | 18875.00 | 19150.00 | 19545.00 | 19600.00 | 19150.00 | -230.00 | -355.00 | -375.00 | -275.00 |
| 2024-08-08 | 19120.00 | 18960.00 | 19155.00 | 18915.00 | 19475.00 | 19300.00 | 19485.00 | 19290.00 | -355.00 | -340.00 | -330.00 | -375.00 |
| 2024-08-07 | 19145.00 | 19075.00 | 19270.00 | 19050.00 | 19530.00 | 19430.00 | 19605.00 | 19395.00 | -385.00 | -355.00 | -335.00 | -345.00 |
| 2024-08-06 | 19395.00 | 19200.00 | 19420.00 | 19170.00 | 19800.00 | 19550.00 | 19800.00 | 19545.00 | -405.00 | -350.00 | -380.00 | -375.00 |
| 2024-08-05 | 19745.00 | 19495.00 | 19760.00 | 19485.00 | 20105.00 | 19850.00 | 20105.00 | 19850.00 | -360.00 | -355.00 | -345.00 | -365.00 |
| 2024-08-02 | 19835.00 | 19730.00 | 19835.00 | 19580.00 | 20095.00 | 20015.00 | 20095.00 | 19950.00 | -260.00 | -285.00 | -260.00 | -370.00 |
| 2024-08-01 | 19775.00 | 19730.00 | 19800.00 | 19665.00 | 19955.00 | 20040.00 | 20100.00 | 19930.00 | -180.00 | -310.00 | -300.00 | -265.00 |
| 2024-07-31 | 19790.00 | 19775.00 | 19820.00 | 19685.00 | 19965.00 | 19955.00 | 20005.00 | 19915.00 | -175.00 | -180.00 | -185.00 | -230.00 |
| 2024-07-30 | 19800.00 | 19760.00 | 19890.00 | 19660.00 | 20055.00 | 19995.00 | 20100.00 | 19900.00 | -255.00 | -235.00 | -210.00 | -240.00 |
| 2024-07-29 | 19695.00 | 19785.00 | 19785.00 | 19660.00 | 19970.00 | 20055.00 | 20065.00 | 19890.00 | -275.00 | -270.00 | -280.00 | -230.00 |
| 2024-07-26 | 19530.00 | 19740.00 | 19750.00 | 19530.00 | 19950.00 | 19965.00 | 20035.00 | 19945.00 | -420.00 | -225.00 | -285.00 | -415.00 |
| 2024-07-25 | 19670.00 | 19525.00 | 19730.00 | 19510.00 | 19980.00 | 19895.00 | 20085.00 | 19885.00 | -310.00 | -370.00 | -355.00 | -375.00 |
| 2024-07-24 | 20045.00 | 19780.00 | 20060.00 | 19765.00 | 20345.00 | 20100.00 | 20365.00 | 20095.00 | -300.00 | -320.00 | -305.00 | -330.00 |
| 2024-07-23 | 20185.00 | 20065.00 | 20185.00 | 20015.00 | 20465.00 | 20370.00 | 20490.00 | 20350.00 | -280.00 | -305.00 | -305.00 | -335.00 |
| 2024-07-22 | 20200.00 | 20155.00 | 20260.00 | 20125.00 | 20545.00 | 20470.00 | 20555.00 | 20435.00 | -345.00 | -315.00 | -295.00 | -310.00 |
| 2024-07-19 | 20250.00 | 20270.00 | 20330.00 | 20190.00 | 20585.00 | 20560.00 | 20620.00 | 20550.00 | -335.00 | -290.00 | -290.00 | -360.00 |
| 2024-07-18 | 20210.00 | 20290.00 | 20320.00 | 20210.00 | 20600.00 | 20630.00 | 20635.00 | 20550.00 | -390.00 | -340.00 | -315.00 | -340.00 |
| 2024-07-17 | 20200.00 | 20235.00 | 20245.00 | 20100.00 | 20490.00 | 20545.00 | 20580.00 | 20435.00 | -290.00 | -310.00 | -335.00 | -335.00 |
| 2024-07-16 | 20265.00 | 20290.00 | 20380.00 | 20250.00 | 20625.00 | 20570.00 | 20660.00 | 20555.00 | -360.00 | -280.00 | -280.00 | -305.00 |
| 2024-07-15 | 20185.00 | 20235.00 | 20270.00 | 20080.00 | 20375.00 | 20500.00 | 20535.00 | 20375.00 | -190.00 | -265.00 | -265.00 | -295.00 |
| 2024-07-12 | 20325.00 | 20095.00 | 20325.00 | 20085.00 | 20500.00 | 20420.00 | 20530.00 | 20420.00 | -175.00 | -325.00 | -205.00 | -335.00 |
| 2024-07-11 | 20075.00 | 20285.00 | 20350.00 | 20030.00 | 20300.00 | 20555.00 | 20585.00 | 20300.00 | -225.00 | -270.00 | -235.00 | -270.00 |
| 2024-07-10 | 20345.00 | 20020.00 | 20345.00 | 20000.00 | 20680.00 | 20290.00 | 20680.00 | 20270.00 | -335.00 | -270.00 | -335.00 | -270.00 |
| 2024-07-09 | 20420.00 | 20335.00 | 20440.00 | 20220.00 | 20765.00 | 20710.00 | 20765.00 | 20600.00 | -345.00 | -375.00 | -325.00 | -380.00 |
| 2024-07-08 | 20490.00 | 20400.00 | 20520.00 | 20330.00 | 20820.00 | 20740.00 | 20850.00 | 20730.00 | -330.00 | -340.00 | -330.00 | -400.00 |
| 2024-07-05 | 20485.00 | 20560.00 | 20600.00 | 20385.00 | 20840.00 | 20915.00 | 20940.00 | 20805.00 | -355.00 | -355.00 | -340.00 | -420.00 |
| 2024-07-04 | 20690.00 | 20475.00 | 20755.00 | 20400.00 | 21000.00 | 20775.00 | 21010.00 | 20750.00 | -310.00 | -300.00 | -255.00 | -350.00 |
| 2024-07-03 | 20705.00 | 20715.00 | 20730.00 | 20580.00 | 20995.00 | 20980.00 | 21005.00 | 20925.00 | -290.00 | -265.00 | -275.00 | -345.00 |
| 2024-07-02 | 20680.00 | 20750.00 | 20810.00 | 20680.00 | 20950.00 | 21035.00 | 21055.00 | 20925.00 | -270.00 | -285.00 | -245.00 | -245.00 |
| 2024-07-01 | 20560.00 | 20745.00 | 20760.00 | 20335.00 | 20845.00 | 20960.00 | 20985.00 | 20670.00 | -285.00 | -215.00 | -225.00 | -335.00 |
| 2024-06-28 | 20470.00 | 20560.00 | 20625.00 | 20395.00 | 20820.00 | 20850.00 | 20870.00 | 20755.00 | -350.00 | -290.00 | -245.00 | -360.00 |
| 2024-06-27 | 20495.00 | 20495.00 | 20695.00 | 20445.00 | 20830.00 | 20775.00 | 20905.00 | 20770.00 | -335.00 | -280.00 | -210.00 | -325.00 |
| 2024-06-26 | 20285.00 | 20520.00 | 20595.00 | 20285.00 | 20685.00 | 20795.00 | 20860.00 | 20685.00 | -400.00 | -275.00 | -265.00 | -400.00 |
| 2024-06-25 | 20265.00 | 20265.00 | 20290.00 | 20110.00 | 20575.00 | 20600.00 | 20600.00 | 20530.00 | -310.00 | -335.00 | -310.00 | -420.00 |
| 2024-06-24 | 20245.00 | 20240.00 | 20320.00 | 20155.00 | 20635.00 | 20545.00 | 20635.00 | 20500.00 | -390.00 | -305.00 | -315.00 | -345.00 |
| 2024-06-21 | 20310.00 | 20225.00 | 20320.00 | 20105.00 | 20625.00 | 20580.00 | 20630.00 | 20490.00 | -315.00 | -355.00 | -310.00 | -385.00 |
| 2024-06-20 | 20185.00 | 20280.00 | 20365.00 | 20185.00 | 20555.00 | 20650.00 | 20695.00 | 20555.00 | -370.00 | -370.00 | -330.00 | -370.00 |
| 2024-06-19 | 20160.00 | 20205.00 | 20305.00 | 20160.00 | 20550.00 | 20570.00 | 20590.00 | 20540.00 | -390.00 | -365.00 | -285.00 | -380.00 |
| 2024-06-18 | 20145.00 | 20160.00 | 20340.00 | 20075.00 | 20470.00 | 20550.00 | 20655.00 | 20375.00 | -325.00 | -390.00 | -315.00 | -300.00 |
| 2024-06-17 | 20665.00 | 20185.00 | 20665.00 | 20180.00 | 20810.00 | 20550.00 | 20840.00 | 20545.00 | -145.00 | -365.00 | -175.00 | -365.00 |
| 2024-06-14 | 20615.00 | 20610.00 | 20655.00 | 20560.00 | 20860.00 | 20945.00 | 20945.00 | 20860.00 | -245.00 | -335.00 | -290.00 | -300.00 |
| 2024-06-13 | 20700.00 | 20575.00 | 20800.00 | 20540.00 | 21090.00 | 20865.00 | 21090.00 | 20835.00 | -390.00 | -290.00 | -290.00 | -295.00 |
| 2024-06-12 | 20775.00 | 20750.00 | 20885.00 | 20745.00 | 21035.00 | 21105.00 | 21165.00 | 21020.00 | -260.00 | -355.00 | -280.00 | -275.00 |
| 2024-06-11 | 20590.00 | 20745.00 | 20745.00 | 20500.00 | 21135.00 | 21035.00 | 21135.00 | 20920.00 | -545.00 | -290.00 | -390.00 | -420.00 |
| 2024-06-07 | 20915.00 | 20795.00 | 20950.00 | 20780.00 | 21155.00 | 21135.00 | 21880.00 | 21120.00 | -240.00 | -340.00 | -930.00 | -340.00 |
| 2024-06-06 | 20745.00 | 20830.00 | 20890.00 | 20745.00 | 21090.00 | 21150.00 | 21160.00 | 21060.00 | -345.00 | -320.00 | -270.00 | -315.00 |
| 2024-06-05 | 20635.00 | 20830.00 | 20875.00 | 20520.00 | 20870.00 | 21130.00 | 21145.00 | 20810.00 | -235.00 | -300.00 | -270.00 | -290.00 |
| 2024-06-04 | 20815.00 | 20615.00 | 20815.00 | 20605.00 | 21020.00 | 20920.00 | 21020.00 | 20910.00 | -205.00 | -305.00 | -205.00 | -305.00 |
| 2024-06-03 | 20950.00 | 20760.00 | 20950.00 | 20705.00 | 21160.00 | 21020.00 | 21200.00 | 21000.00 | -210.00 | -260.00 | -250.00 | -295.00 |
| 2024-05-31 | 21200.00 | 20870.00 | 21255.00 | 20845.00 | 21465.00 | 21130.00 | 21465.00 | 21130.00 | -265.00 | -260.00 | -210.00 | -285.00 |
| 2024-05-30 | 21235.00 | 21210.00 | 21275.00 | 21170.00 | 19710.00 | 21025.00 | 21025.00 | 19710.00 | 1525.00 | 185.00 | 250.00 | 1460.00 |
| 2024-05-29 | 21290.00 | 21320.00 | 21345.00 | 21250.00 | 21565.00 | 21560.00 | 21600.00 | 21530.00 | -275.00 | -240.00 | -255.00 | -280.00 |
| 2024-05-28 | 21185.00 | 21215.00 | 21300.00 | 21185.00 | 21495.00 | 21480.00 | 21550.00 | 21480.00 | -310.00 | -265.00 | -250.00 | -295.00 |
| 2024-05-27 | 21310.00 | 21190.00 | 21310.00 | 21140.00 | 21540.00 | 21425.00 | 21565.00 | 21425.00 | -230.00 | -235.00 | -255.00 | -285.00 |
| 2024-05-24 | 21310.00 | 21265.00 | 21355.00 | 21220.00 | 21525.00 | 21510.00 | 21565.00 | 21455.00 | -215.00 | -245.00 | -210.00 | -235.00 |
| 2024-05-23 | 21240.00 | 21255.00 | 21410.00 | 21180.00 | 21455.00 | 21450.00 | 21570.00 | 21450.00 | -215.00 | -195.00 | -160.00 | -270.00 |
| 2024-05-22 | 21095.00 | 21195.00 | 21255.00 | 21095.00 | 21380.00 | 21410.00 | 21435.00 | 21345.00 | -285.00 | -215.00 | -180.00 | -250.00 |
| 2024-05-21 | 21210.00 | 21130.00 | 21225.00 | 21065.00 | 21375.00 | 21360.00 | 21395.00 | 21290.00 | -165.00 | -230.00 | -170.00 | -225.00 |
| 2024-05-20 | 20990.00 | 21180.00 | 21210.00 | 20985.00 | 21250.00 | 21340.00 | 21405.00 | 21245.00 | -260.00 | -160.00 | -195.00 | -260.00 |
| 2024-05-17 | 20955.00 | 20980.00 | 21070.00 | 20890.00 | 21155.00 | 21300.00 | 21300.00 | 21155.00 | -200.00 | -320.00 | -230.00 | -265.00 |
| 2024-05-16 | 20710.00 | 20920.00 | 20970.00 | 20705.00 | 20935.00 | 21190.00 | 21190.00 | 20935.00 | -225.00 | -270.00 | -220.00 | -230.00 |
| 2024-05-15 | 20960.00 | 20710.00 | 21015.00 | 20675.00 | 21150.00 | 20930.00 | 21150.00 | 20895.00 | -190.00 | -220.00 | -135.00 | -220.00 |
| 2024-05-14 | 21090.00 | 21005.00 | 21135.00 | 20965.00 | 20350.00 | 20025.00 | 20350.00 | 20025.00 | 740.00 | 980.00 | 785.00 | 940.00 |
| 2024-05-13 | 21050.00 | 20995.00 | 21070.00 | 20885.00 | 21135.00 | 21170.00 | 21190.00 | 21120.00 | -85.00 | -175.00 | -120.00 | -235.00 |
| 2024-05-10 | 21065.00 | 21030.00 | 21130.00 | 20805.00 | 20120.00 | 20050.00 | 20135.00 | 20050.00 | 945.00 | 980.00 | 995.00 | 755.00 |
| 2024-05-09 | 21395.00 | 21060.00 | 21495.00 | 21060.00 | 20275.00 | 20100.00 | 20280.00 | 20020.00 | 1120.00 | 960.00 | 1215.00 | 1040.00 |
| 2024-05-08 | 21165.00 | 21375.00 | 21450.00 | 21165.00 | 20210.00 | 20500.00 | 20500.00 | 20210.00 | 955.00 | 875.00 | 950.00 | 955.00 |
| 2024-05-07 | 21025.00 | 21180.00 | 21195.00 | 21025.00 | 20125.00 | 20350.00 | 20350.00 | 20125.00 | 900.00 | 830.00 | 845.00 | 900.00 |
| 2024-05-06 | 21225.00 | 21085.00 | 21225.00 | 21040.00 | 20000.00 | 20380.00 | 20585.00 | 18920.00 | 1225.00 | 705.00 | 640.00 | 2120.00 |
| 2024-04-30 | 20655.00 | 20285.00 | 20710.00 | 20285.00 | 21280.00 | 21175.00 | 21360.00 | 21170.00 | -625.00 | -890.00 | -650.00 | -885.00 |
| 2024-04-29 | 20620.00 | 20565.00 | 20720.00 | 20505.00 | 21255.00 | 21380.00 | 21400.00 | 21205.00 | -635.00 | -815.00 | -680.00 | -700.00 |
| 2024-04-26 | 20490.00 | 20615.00 | 20665.00 | 20345.00 | 21185.00 | 21300.00 | 21335.00 | 21175.00 | -695.00 | -685.00 | -670.00 | -830.00 |
| 2024-04-25 | 20700.00 | 20450.00 | 20800.00 | 20435.00 | 21415.00 | 21280.00 | 21430.00 | 21220.00 | -715.00 | -830.00 | -630.00 | -785.00 |
| 2024-04-24 | 20735.00 | 20655.00 | 20820.00 | 20655.00 | 21280.00 | 21430.00 | 21450.00 | 21280.00 | -545.00 | -775.00 | -630.00 | -625.00 |
| 2024-04-23 | 20905.00 | 20760.00 | 21025.00 | 20710.00 | 21490.00 | 21405.00 | 21745.00 | 21390.00 | -585.00 | -645.00 | -720.00 | -680.00 |
| 2024-04-22 | 20610.00 | 20935.00 | 20950.00 | 20610.00 | 21315.00 | 21445.00 | 21515.00 | 21260.00 | -705.00 | -510.00 | -565.00 | -650.00 |
| 2024-04-19 | 20850.00 | 20620.00 | 20865.00 | 20620.00 | 21445.00 | 21300.00 | 21445.00 | 21300.00 | -595.00 | -680.00 | -580.00 | -680.00 |
| 2024-04-18 | 20875.00 | 20840.00 | 21020.00 | 20760.00 | 21530.00 | 21435.00 | 21590.00 | 21385.00 | -655.00 | -595.00 | -570.00 | -625.00 |
| 2024-04-17 | 21165.00 | 20915.00 | 21210.00 | 20875.00 | 21925.00 | 21480.00 | 21950.00 | 21430.00 | -760.00 | -565.00 | -740.00 | -555.00 |
| 2024-04-16 | 21250.00 | 21160.00 | 21305.00 | 21135.00 | 22175.00 | 21940.00 | 22175.00 | 21900.00 | -925.00 | -780.00 | -870.00 | -765.00 |
| 2024-04-15 | 21310.00 | 21250.00 | 21430.00 | 21235.00 | 22135.00 | 22110.00 | 22225.00 | 22075.00 | -825.00 | -860.00 | -795.00 | -840.00 |
| 2024-04-12 | 21300.00 | 21310.00 | 21335.00 | 21180.00 | 22115.00 | 22145.00 | 22150.00 | 22030.00 | -815.00 | -835.00 | -815.00 | -850.00 |
| 2024-04-11 | 21575.00 | 21305.00 | 21575.00 | 21305.00 | 22135.00 | 22125.00 | 22205.00 | 22115.00 | -560.00 | -820.00 | -630.00 | -810.00 |
| 2024-04-10 | 21540.00 | 21485.00 | 21660.00 | 21485.00 | 22265.00 | 22190.00 | 22300.00 | 22150.00 | -725.00 | -705.00 | -640.00 | -665.00 |
| 2024-04-09 | 21380.00 | 21560.00 | 21580.00 | 21360.00 | 22190.00 | 22215.00 | 22215.00 | 22085.00 | -810.00 | -655.00 | -635.00 | -725.00 |
| 2024-04-08 | 21350.00 | 21385.00 | 21445.00 | 21245.00 | 22160.00 | 22225.00 | 22225.00 | 21965.00 | -810.00 | -840.00 | -780.00 | -720.00 |
| 2024-04-03 | 21515.00 | 21460.00 | 21555.00 | 21450.00 | 22230.00 | 22240.00 | 22270.00 | 22180.00 | -715.00 | -780.00 | -715.00 | -730.00 |
| 2024-04-02 | 21360.00 | 21515.00 | 21520.00 | 21305.00 | 22175.00 | 22255.00 | 22270.00 | 22155.00 | -815.00 | -740.00 | -750.00 | -850.00 |
| 2024-04-01 | 21565.00 | 21350.00 | 21565.00 | 21220.00 | 22130.00 | 22140.00 | 22255.00 | 22030.00 | -565.00 | -790.00 | -690.00 | -810.00 |
| 2024-03-29 | 21490.00 | 21560.00 | 21595.00 | 21365.00 | 21990.00 | 22150.00 | 22220.00 | 21970.00 | -500.00 | -590.00 | -625.00 | -605.00 |
| 2024-03-28 | 21260.00 | 21450.00 | 21455.00 | 21155.00 | 21880.00 | 21990.00 | 22070.00 | 21855.00 | -620.00 | -540.00 | -615.00 | -700.00 |
| 2024-03-27 | 21350.00 | 21260.00 | 21370.00 | 21180.00 | 21950.00 | 21885.00 | 22005.00 | 21865.00 | -600.00 | -625.00 | -635.00 | -685.00 |
| 2024-03-26 | 21150.00 | 21290.00 | 21300.00 | 21120.00 | 21925.00 | 21920.00 | 21975.00 | 21860.00 | -775.00 | -630.00 | -675.00 | -740.00 |
| 2024-03-25 | 21130.00 | 21165.00 | 21240.00 | 21010.00 | 21940.00 | 21890.00 | 22055.00 | 21870.00 | -810.00 | -725.00 | -815.00 | -860.00 |
| 2024-03-22 | 21320.00 | 21110.00 | 21320.00 | 21095.00 | 22035.00 | 21930.00 | 22090.00 | 21860.00 | -715.00 | -820.00 | -770.00 | -765.00 |
| 2024-03-21 | 21230.00 | 21290.00 | 21370.00 | 21185.00 | 22000.00 | 22075.00 | 22150.00 | 21980.00 | -770.00 | -785.00 | -780.00 | -795.00 |
| 2024-03-20 | 21190.00 | 21210.00 | 21395.00 | 21150.00 | 22050.00 | 21980.00 | 22110.00 | 21860.00 | -860.00 | -770.00 | -715.00 | -710.00 |