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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-09-26 | 23180.00 | 23070.00 | 23335.00 | 23000.00 | 23450.00 | 23385.00 | 23500.00 | 23385.00 | -270.00 | -315.00 | -165.00 | -385.00 |
| 2023-09-21 | 23295.00 | 23330.00 | 23510.00 | 23235.00 | 23645.00 | 23530.00 | 23645.00 | 23530.00 | -350.00 | -200.00 | -135.00 | -295.00 |
| 2023-09-19 | 23380.00 | 23490.00 | 23590.00 | 23200.00 | 23565.00 | 23715.00 | 23715.00 | 23565.00 | -185.00 | -225.00 | -125.00 | -365.00 |
| 2023-09-18 | 23300.00 | 23345.00 | 23420.00 | 23040.00 | 23615.00 | 23420.00 | 23615.00 | 23420.00 | -315.00 | -75.00 | -195.00 | -380.00 |
| 2023-09-15 | 22975.00 | 23340.00 | 23370.00 | 22925.00 | 23350.00 | 23720.00 | 23720.00 | 23350.00 | -375.00 | -380.00 | -350.00 | -425.00 |
| 2023-09-14 | 22880.00 | 22935.00 | 23125.00 | 22760.00 | 23380.00 | 23505.00 | 23505.00 | 23380.00 | -500.00 | -570.00 | -380.00 | -620.00 |
| 2023-09-13 | 23180.00 | 22835.00 | 23180.00 | 22680.00 | 21860.00 | 21900.00 | 21920.00 | 21860.00 | 1320.00 | 935.00 | 1260.00 | 820.00 |
| 2023-09-12 | 22955.00 | 23140.00 | 23230.00 | 22940.00 | 22100.00 | 22320.00 | 22320.00 | 22000.00 | 855.00 | 820.00 | 910.00 | 940.00 |
| 2023-09-11 | 22640.00 | 22950.00 | 23000.00 | 22585.00 | 21770.00 | 21740.00 | 21770.00 | 21740.00 | 870.00 | 1210.00 | 1230.00 | 845.00 |
| 2023-09-08 | 22650.00 | 22580.00 | 22895.00 | 22415.00 | 22025.00 | 21725.00 | 22025.00 | 21725.00 | 625.00 | 855.00 | 870.00 | 690.00 |
| 2023-09-07 | 23400.00 | 22650.00 | 23440.00 | 22630.00 | 22000.00 | 21985.00 | 22640.00 | 21605.00 | 1400.00 | 665.00 | 800.00 | 1025.00 |
| 2023-09-06 | 23375.00 | 23430.00 | 23580.00 | 23300.00 | 22635.00 | 22635.00 | 22635.00 | 22635.00 | 740.00 | 795.00 | 945.00 | 665.00 |
| 2023-09-05 | 23245.00 | 23345.00 | 23440.00 | 23200.00 | 22555.00 | 22470.00 | 22600.00 | 22470.00 | 690.00 | 875.00 | 840.00 | 730.00 |
| 2023-09-04 | 23785.00 | 23245.00 | 23930.00 | 23155.00 | 22830.00 | 22550.00 | 22870.00 | 22525.00 | 955.00 | 695.00 | 1060.00 | 630.00 |
| 2023-09-01 | 23530.00 | 23820.00 | 23840.00 | 23505.00 | 22590.00 | 22810.00 | 22810.00 | 22590.00 | 940.00 | 1010.00 | 1030.00 | 915.00 |
| 2023-08-31 | 23760.00 | 23515.00 | 23875.00 | 23415.00 | 22745.00 | 22500.00 | 23030.00 | 22500.00 | 1015.00 | 1015.00 | 845.00 | 915.00 |
| 2023-08-30 | 23695.00 | 23790.00 | 23805.00 | 23525.00 | 22900.00 | 22790.00 | 23145.00 | 22510.00 | 795.00 | 1000.00 | 660.00 | 1015.00 |
| 2023-08-29 | 22870.00 | 22955.00 | 23095.00 | 22635.00 | 23765.00 | 23600.00 | 23885.00 | 23590.00 | -895.00 | -645.00 | -790.00 | -955.00 |
| 2023-08-28 | 23015.00 | 22845.00 | 23195.00 | 22725.00 | 23870.00 | 23810.00 | 24120.00 | 23775.00 | -855.00 | -965.00 | -925.00 | -1050.00 |
| 2023-08-25 | 22810.00 | 23045.00 | 23080.00 | 22800.00 | 23585.00 | 23870.00 | 23870.00 | 23525.00 | -775.00 | -825.00 | -790.00 | -725.00 |
| 2023-08-24 | 22875.00 | 22830.00 | 23050.00 | 22765.00 | 23460.00 | 23575.00 | 23675.00 | 23460.00 | -585.00 | -745.00 | -625.00 | -695.00 |
| 2023-08-23 | 22690.00 | 22830.00 | 22940.00 | 22690.00 | 23355.00 | 23485.00 | 23520.00 | 23310.00 | -665.00 | -655.00 | -580.00 | -620.00 |
| 2023-08-22 | 22725.00 | 22740.00 | 22840.00 | 22610.00 | 23500.00 | 23340.00 | 23500.00 | 23245.00 | -775.00 | -600.00 | -660.00 | -635.00 |
| 2023-08-21 | 22710.00 | 22725.00 | 22910.00 | 22590.00 | 23230.00 | 23320.00 | 23395.00 | 23200.00 | -520.00 | -595.00 | -485.00 | -610.00 |
| 2023-08-18 | 22765.00 | 22765.00 | 22785.00 | 22625.00 | 23015.00 | 23280.00 | 23360.00 | 23015.00 | -250.00 | -515.00 | -575.00 | -390.00 |
| 2023-08-17 | 22815.00 | 22625.00 | 22850.00 | 22575.00 | 23330.00 | 23090.00 | 23515.00 | 23065.00 | -515.00 | -465.00 | -665.00 | -490.00 |
| 2023-08-16 | 23015.00 | 22720.00 | 23080.00 | 22695.00 | 23775.00 | 23465.00 | 23795.00 | 23420.00 | -760.00 | -745.00 | -715.00 | -725.00 |
| 2023-08-15 | 23070.00 | 23040.00 | 23140.00 | 22950.00 | 23775.00 | 23780.00 | 23830.00 | 23750.00 | -705.00 | -740.00 | -690.00 | -800.00 |
| 2023-08-14 | 23295.00 | 23040.00 | 23500.00 | 22940.00 | 23825.00 | 23775.00 | 23995.00 | 23705.00 | -530.00 | -735.00 | -495.00 | -765.00 |
| 2023-08-11 | 23250.00 | 23315.00 | 23435.00 | 23200.00 | 23945.00 | 23830.00 | 23990.00 | 23820.00 | -695.00 | -515.00 | -555.00 | -620.00 |
| 2023-08-10 | 23145.00 | 23175.00 | 23295.00 | 23105.00 | 23995.00 | 23850.00 | 24030.00 | 23820.00 | -850.00 | -675.00 | -735.00 | -715.00 |
| 2023-08-09 | 23115.00 | 23170.00 | 23305.00 | 23000.00 | 23965.00 | 23955.00 | 24095.00 | 23890.00 | -850.00 | -785.00 | -790.00 | -890.00 |
| 2023-08-08 | 23400.00 | 23120.00 | 23520.00 | 23105.00 | 24195.00 | 24030.00 | 24325.00 | 24030.00 | -795.00 | -910.00 | -805.00 | -925.00 |
| 2023-08-07 | 23080.00 | 23355.00 | 23405.00 | 23030.00 | 24085.00 | 24210.00 | 24355.00 | 24045.00 | -1005.00 | -855.00 | -950.00 | -1015.00 |
| 2023-08-04 | 23190.00 | 23065.00 | 23275.00 | 23000.00 | 24220.00 | 24115.00 | 24240.00 | 24055.00 | -1030.00 | -1050.00 | -965.00 | -1055.00 |
| 2023-08-03 | 23685.00 | 23160.00 | 23745.00 | 23065.00 | 24480.00 | 24200.00 | 24525.00 | 24190.00 | -795.00 | -1040.00 | -780.00 | -1125.00 |
| 2023-08-02 | 23485.00 | 23725.00 | 23760.00 | 23420.00 | 24465.00 | 24520.00 | 24525.00 | 24405.00 | -980.00 | -795.00 | -765.00 | -985.00 |
| 2023-08-01 | 23520.00 | 23490.00 | 23640.00 | 23410.00 | 24410.00 | 24500.00 | 24530.00 | 24405.00 | -890.00 | -1010.00 | -890.00 | -995.00 |
| 2023-07-31 | 23270.00 | 23555.00 | 23605.00 | 23165.00 | 24390.00 | 24450.00 | 24480.00 | 24310.00 | -1120.00 | -895.00 | -875.00 | -1145.00 |
| 2023-07-28 | 23385.00 | 23260.00 | 23450.00 | 23205.00 | 24390.00 | 24390.00 | 24480.00 | 24300.00 | -1005.00 | -1130.00 | -1030.00 | -1095.00 |
| 2023-07-27 | 23645.00 | 23405.00 | 23705.00 | 23370.00 | 24460.00 | 24445.00 | 24540.00 | 24080.00 | -815.00 | -1040.00 | -835.00 | -710.00 |
| 2023-07-26 | 23730.00 | 23635.00 | 23835.00 | 23560.00 | 24470.00 | 24445.00 | 24530.00 | 24370.00 | -740.00 | -810.00 | -695.00 | -810.00 |
| 2023-07-25 | 23760.00 | 23685.00 | 23795.00 | 23605.00 | 24065.00 | 24395.00 | 24505.00 | 23920.00 | -305.00 | -710.00 | -710.00 | -315.00 |
| 2023-07-24 | 23780.00 | 23645.00 | 23800.00 | 23505.00 | 23840.00 | 23980.00 | 24020.00 | 23840.00 | -60.00 | -335.00 | -220.00 | -335.00 |
| 2023-07-21 | 23840.00 | 23850.00 | 24090.00 | 23790.00 | 24275.00 | 24140.00 | 24275.00 | 24140.00 | -435.00 | -290.00 | -185.00 | -350.00 |
| 2023-07-20 | 23880.00 | 23840.00 | 24030.00 | 23815.00 | 24185.00 | 24155.00 | 24200.00 | 24105.00 | -305.00 | -315.00 | -170.00 | -290.00 |
| 2023-07-19 | 23890.00 | 23885.00 | 23930.00 | 23600.00 | 23825.00 | 23940.00 | 23960.00 | 23825.00 | 65.00 | -55.00 | -30.00 | -225.00 |
| 2023-07-18 | 23690.00 | 24015.00 | 24075.00 | 23650.00 | 23975.00 | 24000.00 | 24060.00 | 23960.00 | -285.00 | 15.00 | 15.00 | -310.00 |
| 2023-07-17 | 24085.00 | 23645.00 | 24140.00 | 23535.00 | 23730.00 | 23815.00 | 23815.00 | 23730.00 | 355.00 | -170.00 | 325.00 | -195.00 |
| 2023-07-14 | 24150.00 | 24045.00 | 24240.00 | 23990.00 | 24075.00 | 24075.00 | 24075.00 | 24075.00 | 75.00 | -30.00 | 165.00 | -85.00 |
| 2023-07-13 | 24350.00 | 24200.00 | 24350.00 | 24020.00 | 24160.00 | 24175.00 | 24175.00 | 24160.00 | 190.00 | 25.00 | 175.00 | -140.00 |
| 2023-07-12 | 23990.00 | 24355.00 | 24360.00 | 23910.00 | 24025.00 | 24220.00 | 24220.00 | 24025.00 | -35.00 | 135.00 | 140.00 | -115.00 |
| 2023-07-11 | 23455.00 | 23985.00 | 24000.00 | 23405.00 | 23610.00 | 23780.00 | 23780.00 | 23525.00 | -155.00 | 205.00 | 220.00 | -120.00 |
| 2023-07-10 | 23520.00 | 23525.00 | 23570.00 | 23430.00 | 23625.00 | 23625.00 | 23625.00 | 23625.00 | -105.00 | -100.00 | -55.00 | -195.00 |
| 2023-07-07 | 23365.00 | 23520.00 | 23635.00 | 23340.00 | 23650.00 | 23650.00 | 23650.00 | 23650.00 | -285.00 | -130.00 | -15.00 | -310.00 |
| 2023-07-06 | 23415.00 | 23405.00 | 23480.00 | 23305.00 | 23590.00 | 23600.00 | 23600.00 | 23500.00 | -175.00 | -195.00 | -120.00 | -195.00 |
| 2023-07-05 | 23420.00 | 23395.00 | 23480.00 | 23305.00 | 23535.00 | 23570.00 | 23600.00 | 23535.00 | -115.00 | -175.00 | -120.00 | -230.00 |
| 2023-07-04 | 23675.00 | 23385.00 | 23765.00 | 23280.00 | 23490.00 | 23535.00 | 23535.00 | 23490.00 | 185.00 | -150.00 | 230.00 | -210.00 |
| 2023-07-03 | 23430.00 | 23660.00 | 23740.00 | 23430.00 | 23605.00 | 23770.00 | 23780.00 | 23605.00 | -175.00 | -110.00 | -40.00 | -175.00 |
| 2023-06-30 | 23040.00 | 23485.00 | 23615.00 | 23005.00 | 21500.00 | 21495.00 | 21500.00 | 21495.00 | 1540.00 | 1990.00 | 2115.00 | 1510.00 |
| 2023-06-28 | 23095.00 | 23105.00 | 23160.00 | 22960.00 | 23350.00 | 23305.00 | 23355.00 | 23300.00 | -255.00 | -200.00 | -195.00 | -340.00 |
| 2023-06-27 | 23000.00 | 23110.00 | 23150.00 | 22855.00 | 23190.00 | 23190.00 | 23190.00 | 23190.00 | -190.00 | -80.00 | -40.00 | -335.00 |
| 2023-06-21 | 23460.00 | 23105.00 | 23500.00 | 23085.00 | 23480.00 | 23330.00 | 23480.00 | 23305.00 | -20.00 | -225.00 | 20.00 | -220.00 |
| 2023-06-20 | 23290.00 | 23500.00 | 23525.00 | 23185.00 | 23450.00 | 23575.00 | 23575.00 | 23450.00 | -160.00 | -75.00 | -50.00 | -265.00 |
| 2023-06-19 | 23690.00 | 23250.00 | 23755.00 | 23150.00 | 23790.00 | 23420.00 | 23790.00 | 23360.00 | -100.00 | -170.00 | -35.00 | -210.00 |
| 2023-06-16 | 23660.00 | 23655.00 | 23885.00 | 23520.00 | 23800.00 | 23800.00 | 23800.00 | 23800.00 | -140.00 | -145.00 | 85.00 | -280.00 |
| 2023-06-15 | 23625.00 | 23570.00 | 23815.00 | 23545.00 | 23755.00 | 23775.00 | 23830.00 | 23755.00 | -130.00 | -205.00 | -15.00 | -210.00 |
| 2023-06-14 | 23715.00 | 23670.00 | 23785.00 | 23520.00 | 23625.00 | 23630.00 | 23630.00 | 23625.00 | 90.00 | 40.00 | 155.00 | -105.00 |
| 2023-06-13 | 23605.00 | 23715.00 | 23770.00 | 23420.00 | 23755.00 | 23755.00 | 23755.00 | 23755.00 | -150.00 | -40.00 | 15.00 | -335.00 |
| 2023-06-12 | 23685.00 | 23620.00 | 23720.00 | 23445.00 | 23720.00 | 23685.00 | 23800.00 | 23650.00 | -35.00 | -65.00 | -80.00 | -205.00 |
| 2023-06-09 | 23830.00 | 23685.00 | 23965.00 | 23525.00 | 23805.00 | 23805.00 | 23805.00 | 23805.00 | 25.00 | -120.00 | 160.00 | -280.00 |
| 2023-06-07 | 23635.00 | 23660.00 | 23810.00 | 23470.00 | 23650.00 | 23575.00 | 23660.00 | 23570.00 | -15.00 | 85.00 | 150.00 | -100.00 |
| 2023-06-06 | 23675.00 | 23740.00 | 23945.00 | 23615.00 | 23630.00 | 23635.00 | 23635.00 | 23630.00 | 45.00 | 105.00 | 310.00 | -15.00 |
| 2023-06-05 | 23175.00 | 23735.00 | 23860.00 | 23175.00 | 23280.00 | 23665.00 | 23785.00 | 23280.00 | -105.00 | 70.00 | 75.00 | -105.00 |
| 2023-06-02 | 23435.00 | 23265.00 | 23435.00 | 23075.00 | 23385.00 | 23235.00 | 23465.00 | 23140.00 | 50.00 | 30.00 | -30.00 | -65.00 |
| 2023-06-01 | 22285.00 | 23335.00 | 23475.00 | 22230.00 | 22670.00 | 23460.00 | 23545.00 | 22670.00 | -385.00 | -125.00 | -70.00 | -440.00 |
| 2023-05-31 | 22425.00 | 22315.00 | 22485.00 | 22285.00 | 22705.00 | 22715.00 | 22715.00 | 22705.00 | -280.00 | -400.00 | -230.00 | -420.00 |
| 2023-05-30 | 22460.00 | 22370.00 | 22505.00 | 22210.00 | 22855.00 | 22735.00 | 22865.00 | 22650.00 | -395.00 | -365.00 | -360.00 | -440.00 |
| 2023-05-29 | 22300.00 | 22460.00 | 22585.00 | 22235.00 | 22915.00 | 22875.00 | 22915.00 | 22860.00 | -615.00 | -415.00 | -330.00 | -625.00 |
| 2023-05-26 | 22530.00 | 22290.00 | 22530.00 | 22225.00 | 22625.00 | 22760.00 | 22760.00 | 22575.00 | -95.00 | -470.00 | -230.00 | -350.00 |
| 2023-05-25 | 22585.00 | 22475.00 | 22725.00 | 22320.00 | 22840.00 | 22865.00 | 22920.00 | 22840.00 | -255.00 | -390.00 | -195.00 | -520.00 |
| 2023-05-23 | 23180.00 | 23200.00 | 23340.00 | 23100.00 | 23385.00 | 23400.00 | 23400.00 | 23365.00 | -205.00 | -200.00 | -60.00 | -265.00 |
| 2023-05-22 | 23040.00 | 23185.00 | 23410.00 | 23035.00 | 22975.00 | 22705.00 | 22975.00 | 22705.00 | 65.00 | 480.00 | 435.00 | 330.00 |
| 2023-05-19 | 22895.00 | 23050.00 | 23105.00 | 22760.00 | 23175.00 | 23375.00 | 23375.00 | 23175.00 | -280.00 | -325.00 | -270.00 | -415.00 |
| 2023-05-18 | 22770.00 | 22930.00 | 23050.00 | 22760.00 | 23115.00 | 23160.00 | 23175.00 | 23115.00 | -345.00 | -230.00 | -125.00 | -355.00 |
| 2023-05-17 | 22765.00 | 22730.00 | 22940.00 | 22710.00 | 23140.00 | 23060.00 | 23140.00 | 23060.00 | -375.00 | -330.00 | -200.00 | -350.00 |
| 2023-05-15 | 22600.00 | 22940.00 | 22955.00 | 22580.00 | 22845.00 | 23100.00 | 23100.00 | 22775.00 | -245.00 | -160.00 | -145.00 | -195.00 |
| 2023-05-12 | 22600.00 | 22620.00 | 22650.00 | 22355.00 | 22240.00 | 22240.00 | 22240.00 | 22240.00 | 360.00 | 380.00 | 410.00 | 115.00 |
| 2023-05-11 | 22870.00 | 22620.00 | 22870.00 | 22585.00 | 22420.00 | 22565.00 | 22565.00 | 22420.00 | 450.00 | 55.00 | 305.00 | 165.00 |
| 2023-05-05 | 22910.00 | 23220.00 | 23265.00 | 22910.00 | 23405.00 | 23405.00 | 23405.00 | 23405.00 | -495.00 | -185.00 | -140.00 | -495.00 |
| 2023-05-04 | 22420.00 | 22875.00 | 22910.00 | 22420.00 | 22215.00 | 22205.00 | 22215.00 | 22205.00 | 205.00 | 670.00 | 695.00 | 215.00 |
| 2023-04-28 | 22380.00 | 22625.00 | 22745.00 | 22375.00 | 21895.00 | 22200.00 | 22215.00 | 21675.00 | 485.00 | 425.00 | 530.00 | 700.00 |
| 2023-04-27 | 22085.00 | 21885.00 | 22285.00 | 21805.00 | 22550.00 | 22375.00 | 22555.00 | 22365.00 | -465.00 | -490.00 | -270.00 | -560.00 |
| 2023-04-26 | 21810.00 | 22145.00 | 22145.00 | 21620.00 | 22260.00 | 22595.00 | 22595.00 | 22195.00 | -450.00 | -450.00 | -450.00 | -575.00 |
| 2023-04-25 | 21680.00 | 21920.00 | 22210.00 | 21650.00 | 22060.00 | 22360.00 | 22490.00 | 22045.00 | -380.00 | -440.00 | -280.00 | -395.00 |
| 2023-04-24 | 21715.00 | 21595.00 | 22110.00 | 21410.00 | 22005.00 | 22050.00 | 22120.00 | 21895.00 | -290.00 | -455.00 | -10.00 | -485.00 |
| 2023-04-21 | 22095.00 | 21740.00 | 22225.00 | 21710.00 | 22370.00 | 21995.00 | 22370.00 | 21950.00 | -275.00 | -255.00 | -145.00 | -240.00 |
| 2023-04-20 | 22140.00 | 22175.00 | 22265.00 | 22030.00 | 22325.00 | 22405.00 | 22405.00 | 22245.00 | -185.00 | -230.00 | -140.00 | -215.00 |
| 2023-04-19 | 22200.00 | 22175.00 | 22285.00 | 21955.00 | 22320.00 | 22340.00 | 22350.00 | 22270.00 | -120.00 | -165.00 | -65.00 | -315.00 |
| 2023-04-18 | 21920.00 | 22195.00 | 22230.00 | 21790.00 | 22310.00 | 22345.00 | 22345.00 | 22200.00 | -390.00 | -150.00 | -115.00 | -410.00 |