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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-03-19 | 21290.00 | 21265.00 | 21290.00 | 21080.00 | 22160.00 | 22075.00 | 22160.00 | 21970.00 | -870.00 | -810.00 | -870.00 | -890.00 |
| 2024-03-18 | 21245.00 | 21245.00 | 21440.00 | 21215.00 | 22170.00 | 22135.00 | 22310.00 | 22100.00 | -925.00 | -890.00 | -870.00 | -885.00 |
| 2024-03-15 | 21250.00 | 21240.00 | 21345.00 | 21220.00 | 22090.00 | 22100.00 | 22165.00 | 22040.00 | -840.00 | -860.00 | -820.00 | -820.00 |
| 2024-03-14 | 21200.00 | 21215.00 | 21480.00 | 21160.00 | 22060.00 | 22040.00 | 22165.00 | 22015.00 | -860.00 | -825.00 | -685.00 | -855.00 |
| 2024-03-13 | 21270.00 | 21200.00 | 21365.00 | 21180.00 | 22050.00 | 22065.00 | 22165.00 | 22020.00 | -780.00 | -865.00 | -800.00 | -840.00 |
| 2024-03-12 | 21390.00 | 21305.00 | 21535.00 | 21265.00 | 22245.00 | 22105.00 | 22245.00 | 22100.00 | -855.00 | -800.00 | -710.00 | -835.00 |
| 2024-03-11 | 21800.00 | 21390.00 | 21800.00 | 21375.00 | 22310.00 | 22185.00 | 22350.00 | 22170.00 | -510.00 | -795.00 | -550.00 | -795.00 |
| 2024-03-08 | 21635.00 | 21790.00 | 21800.00 | 21625.00 | 22365.00 | 22425.00 | 22425.00 | 22360.00 | -730.00 | -635.00 | -625.00 | -735.00 |
| 2024-03-07 | 21780.00 | 21675.00 | 21835.00 | 21635.00 | 22395.00 | 22345.00 | 22395.00 | 22305.00 | -615.00 | -670.00 | -560.00 | -670.00 |
| 2024-03-06 | 21605.00 | 21750.00 | 21765.00 | 21505.00 | 22280.00 | 22335.00 | 22345.00 | 22240.00 | -675.00 | -585.00 | -580.00 | -735.00 |
| 2024-03-05 | 21700.00 | 21670.00 | 21830.00 | 21645.00 | 22310.00 | 22310.00 | 22425.00 | 22310.00 | -610.00 | -640.00 | -595.00 | -665.00 |
| 2024-03-04 | 22055.00 | 21715.00 | 22070.00 | 21630.00 | 22470.00 | 22320.00 | 22470.00 | 22240.00 | -415.00 | -605.00 | -400.00 | -610.00 |
| 2024-02-28 | 22410.00 | 22460.00 | 22515.00 | 22325.00 | 22775.00 | 22775.00 | 22775.00 | 22775.00 | -365.00 | -315.00 | -260.00 | -450.00 |
| 2024-02-27 | 22350.00 | 22330.00 | 22380.00 | 22230.00 | 22665.00 | 22650.00 | 22665.00 | 22645.00 | -315.00 | -320.00 | -285.00 | -415.00 |
| 2024-02-26 | 22455.00 | 22360.00 | 22460.00 | 22305.00 | 22695.00 | 22625.00 | 22695.00 | 22625.00 | -240.00 | -265.00 | -235.00 | -320.00 |
| 2024-02-23 | 22445.00 | 22495.00 | 22525.00 | 22375.00 | 22875.00 | 22875.00 | 22875.00 | 22875.00 | -430.00 | -380.00 | -350.00 | -500.00 |
| 2024-02-22 | 22350.00 | 22430.00 | 22445.00 | 22220.00 | 22615.00 | 22750.00 | 22750.00 | 22610.00 | -265.00 | -320.00 | -305.00 | -390.00 |
| 2024-02-21 | 22470.00 | 22325.00 | 22470.00 | 22270.00 | 22695.00 | 22695.00 | 22695.00 | 22695.00 | -225.00 | -370.00 | -225.00 | -425.00 |
| 2024-02-07 | 22265.00 | 22015.00 | 22345.00 | 21980.00 | 22500.00 | 22475.00 | 22500.00 | 22440.00 | -235.00 | -460.00 | -155.00 | -460.00 |
| 2024-02-06 | 22060.00 | 22260.00 | 22310.00 | 22040.00 | 22430.00 | 22505.00 | 22505.00 | 22430.00 | -370.00 | -245.00 | -195.00 | -390.00 |
| 2024-02-05 | 22020.00 | 22085.00 | 22180.00 | 22000.00 | 22445.00 | 22465.00 | 22465.00 | 22425.00 | -425.00 | -380.00 | -285.00 | -425.00 |
| 2024-02-02 | 22130.00 | 22040.00 | 22230.00 | 21980.00 | 22420.00 | 22410.00 | 22420.00 | 22410.00 | -290.00 | -370.00 | -190.00 | -430.00 |
| 2024-01-30 | 22340.00 | 22360.00 | 22405.00 | 22260.00 | 20725.00 | 20750.00 | 20750.00 | 20080.00 | 1615.00 | 1610.00 | 1655.00 | 2180.00 |
| 2024-01-29 | 22300.00 | 22385.00 | 22450.00 | 22140.00 | 20875.00 | 21000.00 | 21000.00 | 20875.00 | 1425.00 | 1385.00 | 1450.00 | 1265.00 |
| 2024-01-26 | 22255.00 | 22260.00 | 22275.00 | 22135.00 | 21100.00 | 21100.00 | 21100.00 | 21100.00 | 1155.00 | 1160.00 | 1175.00 | 1035.00 |
| 2024-01-23 | 22005.00 | 22055.00 | 22085.00 | 21930.00 | 22420.00 | 22420.00 | 22420.00 | 22420.00 | -415.00 | -365.00 | -335.00 | -490.00 |
| 2024-01-19 | 21935.00 | 21970.00 | 22045.00 | 21870.00 | 22355.00 | 22345.00 | 22355.00 | 22345.00 | -420.00 | -375.00 | -310.00 | -475.00 |
| 2024-01-18 | 21660.00 | 21975.00 | 21975.00 | 21625.00 | 22070.00 | 22285.00 | 22285.00 | 22065.00 | -410.00 | -310.00 | -310.00 | -440.00 |
| 2024-01-17 | 21720.00 | 21660.00 | 21785.00 | 21620.00 | 20715.00 | 20535.00 | 20715.00 | 20535.00 | 1005.00 | 1125.00 | 1070.00 | 1085.00 |
| 2024-01-16 | 21605.00 | 21755.00 | 21795.00 | 21595.00 | 20440.00 | 20460.00 | 20460.00 | 20440.00 | 1165.00 | 1295.00 | 1335.00 | 1155.00 |
| 2024-01-15 | 21800.00 | 21620.00 | 21865.00 | 21570.00 | 21000.00 | 21000.00 | 21000.00 | 21000.00 | 800.00 | 620.00 | 865.00 | 570.00 |
| 2024-01-12 | 21740.00 | 21775.00 | 22015.00 | 21680.00 | 20795.00 | 20795.00 | 20795.00 | 20795.00 | 945.00 | 980.00 | 1220.00 | 885.00 |
| 2024-01-11 | 21550.00 | 21675.00 | 21780.00 | 21405.00 | 21880.00 | 22045.00 | 22045.00 | 21870.00 | -330.00 | -370.00 | -265.00 | -465.00 |
| 2024-01-10 | 21575.00 | 21555.00 | 21870.00 | 21540.00 | 20770.00 | 20525.00 | 20770.00 | 20525.00 | 805.00 | 1030.00 | 1100.00 | 1015.00 |
| 2024-01-09 | 21705.00 | 21590.00 | 21710.00 | 21440.00 | 21870.00 | 22035.00 | 22035.00 | 21870.00 | -165.00 | -445.00 | -325.00 | -430.00 |
| 2024-01-08 | 21910.00 | 21720.00 | 21995.00 | 21675.00 | 20940.00 | 20860.00 | 20940.00 | 20860.00 | 970.00 | 860.00 | 1055.00 | 815.00 |
| 2024-01-04 | 21420.00 | 21930.00 | 22065.00 | 21420.00 | 20650.00 | 21100.00 | 21135.00 | 20650.00 | 770.00 | 830.00 | 930.00 | 770.00 |
| 2024-01-03 | 21375.00 | 21430.00 | 21485.00 | 21245.00 | 20350.00 | 20540.00 | 20540.00 | 20300.00 | 1025.00 | 890.00 | 945.00 | 945.00 |
| 2024-01-02 | 21235.00 | 21340.00 | 21340.00 | 21140.00 | 20535.00 | 20550.00 | 20600.00 | 20165.00 | 700.00 | 790.00 | 740.00 | 975.00 |
| 2023-12-29 | 20495.00 | 20320.00 | 20805.00 | 19940.00 | 21310.00 | 21180.00 | 21420.00 | 20960.00 | -815.00 | -860.00 | -615.00 | -1020.00 |
| 2023-12-28 | 20390.00 | 20505.00 | 20575.00 | 20305.00 | 21335.00 | 21310.00 | 21340.00 | 21205.00 | -945.00 | -805.00 | -765.00 | -900.00 |
| 2023-12-27 | 20490.00 | 20390.00 | 20545.00 | 20320.00 | 21265.00 | 21270.00 | 21275.00 | 21185.00 | -775.00 | -880.00 | -730.00 | -865.00 |
| 2023-12-26 | 20775.00 | 20280.00 | 20785.00 | 20280.00 | 21140.00 | 21235.00 | 21300.00 | 21140.00 | -365.00 | -955.00 | -515.00 | -860.00 |
| 2023-12-25 | 20975.00 | 20670.00 | 21025.00 | 20650.00 | 21250.00 | 21220.00 | 21345.00 | 21190.00 | -275.00 | -550.00 | -320.00 | -540.00 |
| 2023-12-22 | 20780.00 | 20945.00 | 21080.00 | 20630.00 | 21055.00 | 21255.00 | 21300.00 | 20990.00 | -275.00 | -310.00 | -220.00 | -360.00 |
| 2023-12-21 | 20775.00 | 20830.00 | 20850.00 | 20655.00 | 21065.00 | 21085.00 | 21115.00 | 21000.00 | -290.00 | -255.00 | -265.00 | -345.00 |
| 2023-12-20 | 20580.00 | 20825.00 | 20845.00 | 20545.00 | 20970.00 | 21055.00 | 21110.00 | 20890.00 | -390.00 | -230.00 | -265.00 | -345.00 |
| 2023-12-19 | 20715.00 | 20590.00 | 20810.00 | 20530.00 | 20920.00 | 20995.00 | 21100.00 | 20920.00 | -205.00 | -405.00 | -290.00 | -390.00 |
| 2023-12-18 | 20920.00 | 20675.00 | 20935.00 | 20620.00 | 21260.00 | 21000.00 | 21260.00 | 20945.00 | -340.00 | -325.00 | -325.00 | -325.00 |
| 2023-12-15 | 20770.00 | 20915.00 | 20915.00 | 20745.00 | 21215.00 | 21235.00 | 21275.00 | 21150.00 | -445.00 | -320.00 | -360.00 | -405.00 |
| 2023-12-14 | 20775.00 | 20730.00 | 20850.00 | 20585.00 | 21200.00 | 21165.00 | 21250.00 | 21130.00 | -425.00 | -435.00 | -400.00 | -545.00 |
| 2023-12-13 | 20710.00 | 20680.00 | 20855.00 | 20585.00 | 21200.00 | 21125.00 | 21220.00 | 21080.00 | -490.00 | -445.00 | -365.00 | -495.00 |
| 2023-12-12 | 20790.00 | 20725.00 | 20830.00 | 20620.00 | 21210.00 | 21260.00 | 21280.00 | 21160.00 | -420.00 | -535.00 | -450.00 | -540.00 |
| 2023-12-11 | 20890.00 | 20795.00 | 20945.00 | 20670.00 | 21260.00 | 21240.00 | 21350.00 | 21140.00 | -370.00 | -445.00 | -405.00 | -470.00 |
| 2023-12-08 | 20725.00 | 20910.00 | 20950.00 | 20600.00 | 21105.00 | 21260.00 | 21315.00 | 21060.00 | -380.00 | -350.00 | -365.00 | -460.00 |
| 2023-12-07 | 20845.00 | 20725.00 | 21080.00 | 20555.00 | 21050.00 | 21100.00 | 21125.00 | 20990.00 | -205.00 | -375.00 | -45.00 | -435.00 |
| 2023-12-06 | 20515.00 | 20865.00 | 20920.00 | 20490.00 | 20860.00 | 21060.00 | 21100.00 | 20860.00 | -345.00 | -195.00 | -180.00 | -370.00 |
| 2023-12-05 | 20590.00 | 20485.00 | 20760.00 | 20430.00 | 20925.00 | 20855.00 | 20995.00 | 20845.00 | -335.00 | -370.00 | -235.00 | -415.00 |
| 2023-12-04 | 20730.00 | 20590.00 | 20830.00 | 20560.00 | 20865.00 | 20885.00 | 21135.00 | 20835.00 | -135.00 | -295.00 | -305.00 | -275.00 |
| 2023-12-01 | 20950.00 | 20735.00 | 21070.00 | 20550.00 | 20815.00 | 20960.00 | 21055.00 | 20815.00 | 135.00 | -225.00 | 15.00 | -265.00 |
| 2023-11-30 | 21080.00 | 21025.00 | 21080.00 | 20850.00 | 20955.00 | 20935.00 | 20985.00 | 20815.00 | 125.00 | 90.00 | 95.00 | 35.00 |
| 2023-11-29 | 20570.00 | 20995.00 | 21090.00 | 20425.00 | 20640.00 | 20890.00 | 20935.00 | 20605.00 | -70.00 | 105.00 | 155.00 | -180.00 |
| 2023-11-28 | 20170.00 | 20435.00 | 20550.00 | 20010.00 | 20610.00 | 20570.00 | 20695.00 | 20460.00 | -440.00 | -135.00 | -145.00 | -450.00 |
| 2023-11-27 | 20410.00 | 20210.00 | 20530.00 | 20045.00 | 20895.00 | 20630.00 | 20920.00 | 20550.00 | -485.00 | -420.00 | -390.00 | -505.00 |
| 2023-11-24 | 20550.00 | 20415.00 | 20570.00 | 19970.00 | 20990.00 | 20835.00 | 20990.00 | 20670.00 | -440.00 | -420.00 | -420.00 | -700.00 |
| 2023-11-23 | 20600.00 | 20565.00 | 20680.00 | 20475.00 | 21100.00 | 21000.00 | 21140.00 | 21000.00 | -500.00 | -435.00 | -460.00 | -525.00 |
| 2023-11-22 | 20505.00 | 20640.00 | 20885.00 | 20370.00 | 21035.00 | 21060.00 | 21415.00 | 21015.00 | -530.00 | -420.00 | -530.00 | -645.00 |
| 2023-11-21 | 21300.00 | 20500.00 | 21390.00 | 20460.00 | 21795.00 | 21100.00 | 21800.00 | 21025.00 | -495.00 | -600.00 | -410.00 | -565.00 |
| 2023-11-20 | 21745.00 | 21350.00 | 21745.00 | 21340.00 | 21995.00 | 21820.00 | 21995.00 | 21820.00 | -250.00 | -470.00 | -250.00 | -480.00 |
| 2023-11-17 | 21770.00 | 21680.00 | 21905.00 | 21600.00 | 22095.00 | 22065.00 | 22095.00 | 22020.00 | -325.00 | -385.00 | -190.00 | -420.00 |
| 2023-11-16 | 21765.00 | 21810.00 | 21965.00 | 21725.00 | 22135.00 | 22035.00 | 22135.00 | 21995.00 | -370.00 | -225.00 | -170.00 | -270.00 |
| 2023-11-15 | 21765.00 | 21750.00 | 21845.00 | 21630.00 | 22100.00 | 22075.00 | 22240.00 | 21975.00 | -335.00 | -325.00 | -395.00 | -345.00 |
| 2023-11-14 | 21565.00 | 21745.00 | 21820.00 | 21450.00 | 21860.00 | 22060.00 | 22080.00 | 21845.00 | -295.00 | -315.00 | -260.00 | -395.00 |
| 2023-11-13 | 21650.00 | 21550.00 | 21775.00 | 21470.00 | 21895.00 | 21830.00 | 21895.00 | 21800.00 | -245.00 | -280.00 | -120.00 | -330.00 |
| 2023-11-10 | 21715.00 | 21695.00 | 21900.00 | 21670.00 | 21955.00 | 21940.00 | 22025.00 | 21615.00 | -240.00 | -245.00 | -125.00 | 55.00 |
| 2023-11-09 | 21660.00 | 21690.00 | 21860.00 | 21625.00 | 22050.00 | 22050.00 | 22050.00 | 21965.00 | -390.00 | -360.00 | -190.00 | -340.00 |
| 2023-11-08 | 21560.00 | 21720.00 | 21730.00 | 21460.00 | 22050.00 | 22085.00 | 22130.00 | 21980.00 | -490.00 | -365.00 | -400.00 | -520.00 |
| 2023-11-07 | 21700.00 | 21605.00 | 21740.00 | 21535.00 | 22260.00 | 22145.00 | 22260.00 | 22145.00 | -560.00 | -540.00 | -520.00 | -610.00 |
| 2023-11-06 | 21745.00 | 21730.00 | 21785.00 | 21435.00 | 22245.00 | 22295.00 | 22295.00 | 22080.00 | -500.00 | -565.00 | -510.00 | -645.00 |
| 2023-11-03 | 21730.00 | 21765.00 | 21805.00 | 21575.00 | 22360.00 | 22355.00 | 22360.00 | 22330.00 | -630.00 | -590.00 | -555.00 | -755.00 |
| 2023-11-02 | 21345.00 | 21620.00 | 21635.00 | 21315.00 | 22140.00 | 22225.00 | 22225.00 | 22055.00 | -795.00 | -605.00 | -590.00 | -740.00 |
| 2023-11-01 | 21565.00 | 21330.00 | 21610.00 | 21290.00 | 22175.00 | 22030.00 | 22215.00 | 22025.00 | -610.00 | -700.00 | -605.00 | -735.00 |
| 2023-10-31 | 21990.00 | 21570.00 | 22020.00 | 21410.00 | 22485.00 | 22320.00 | 22485.00 | 22060.00 | -495.00 | -750.00 | -465.00 | -650.00 |
| 2023-10-30 | 21825.00 | 21935.00 | 21940.00 | 21695.00 | 22430.00 | 22480.00 | 22480.00 | 22365.00 | -605.00 | -545.00 | -540.00 | -670.00 |
| 2023-10-27 | 21870.00 | 21775.00 | 21975.00 | 21725.00 | 22510.00 | 22435.00 | 22535.00 | 22395.00 | -640.00 | -660.00 | -560.00 | -670.00 |
| 2023-10-26 | 21900.00 | 21840.00 | 21920.00 | 21680.00 | 22445.00 | 22470.00 | 22490.00 | 22355.00 | -545.00 | -630.00 | -570.00 | -675.00 |
| 2023-10-25 | 21820.00 | 21850.00 | 22015.00 | 21815.00 | 22475.00 | 22480.00 | 22660.00 | 22460.00 | -655.00 | -630.00 | -645.00 | -645.00 |
| 2023-10-24 | 21715.00 | 21820.00 | 21900.00 | 21675.00 | 22435.00 | 22395.00 | 22435.00 | 22340.00 | -720.00 | -575.00 | -535.00 | -665.00 |
| 2023-10-23 | 21820.00 | 21660.00 | 21830.00 | 21500.00 | 22410.00 | 22190.00 | 22425.00 | 22190.00 | -590.00 | -530.00 | -595.00 | -690.00 |
| 2023-10-20 | 22025.00 | 21835.00 | 22215.00 | 21765.00 | 22815.00 | 22500.00 | 22815.00 | 22500.00 | -790.00 | -665.00 | -600.00 | -735.00 |
| 2023-10-19 | 22265.00 | 22140.00 | 22430.00 | 22125.00 | 22935.00 | 22855.00 | 23050.00 | 22855.00 | -670.00 | -715.00 | -620.00 | -730.00 |
| 2023-10-18 | 22555.00 | 22340.00 | 22620.00 | 22205.00 | 23240.00 | 22960.00 | 23240.00 | 22905.00 | -685.00 | -620.00 | -620.00 | -700.00 |
| 2023-10-17 | 22925.00 | 22585.00 | 22990.00 | 22505.00 | 23445.00 | 23255.00 | 23445.00 | 23225.00 | -520.00 | -670.00 | -455.00 | -720.00 |
| 2023-10-16 | 23165.00 | 22990.00 | 23260.00 | 22990.00 | 23615.00 | 23585.00 | 23620.00 | 23585.00 | -450.00 | -595.00 | -360.00 | -595.00 |
| 2023-10-13 | 23175.00 | 23080.00 | 23175.00 | 22905.00 | 23590.00 | 23590.00 | 23590.00 | 23590.00 | -415.00 | -510.00 | -415.00 | -685.00 |
| 2023-10-12 | 23225.00 | 23130.00 | 23260.00 | 22985.00 | 23370.00 | 23470.00 | 23475.00 | 23360.00 | -145.00 | -340.00 | -215.00 | -375.00 |
| 2023-10-11 | 23285.00 | 23225.00 | 23445.00 | 23140.00 | 23610.00 | 23610.00 | 23610.00 | 23610.00 | -325.00 | -385.00 | -165.00 | -470.00 |
| 2023-10-10 | 23815.00 | 23335.00 | 23875.00 | 23165.00 | 23855.00 | 23605.00 | 23855.00 | 23605.00 | -40.00 | -270.00 | 20.00 | -440.00 |
| 2023-09-28 | 23230.00 | 23795.00 | 23795.00 | 23230.00 | 23770.00 | 23770.00 | 23770.00 | 23770.00 | -540.00 | 25.00 | 25.00 | -540.00 |
| 2023-09-27 | 23070.00 | 23310.00 | 23415.00 | 22720.00 | 23465.00 | 23700.00 | 23700.00 | 23400.00 | -395.00 | -390.00 | -285.00 | -680.00 |