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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-04-17 | 21600.00 | 21920.00 | 22045.00 | 21565.00 | 22025.00 | 22300.00 | 22315.00 | 21985.00 | -425.00 | -380.00 | -270.00 | -420.00 |
| 2023-04-14 | 21815.00 | 21580.00 | 21960.00 | 21580.00 | 21985.00 | 21995.00 | 22200.00 | 21960.00 | -170.00 | -415.00 | -240.00 | -380.00 |
| 2023-04-13 | 21870.00 | 21800.00 | 21910.00 | 21615.00 | 21740.00 | 21930.00 | 21930.00 | 21670.00 | 130.00 | -130.00 | -20.00 | -55.00 |
| 2023-04-12 | 21860.00 | 21840.00 | 22020.00 | 21750.00 | 21775.00 | 21765.00 | 21820.00 | 21680.00 | 85.00 | 75.00 | 200.00 | 70.00 |
| 2023-04-11 | 21595.00 | 21925.00 | 21945.00 | 21475.00 | 21755.00 | 21770.00 | 21785.00 | 21565.00 | -160.00 | 155.00 | 160.00 | -90.00 |
| 2023-04-10 | 21830.00 | 21585.00 | 21830.00 | 21530.00 | 21780.00 | 21725.00 | 21820.00 | 21680.00 | 50.00 | -140.00 | 10.00 | -150.00 |
| 2023-04-07 | 21780.00 | 21800.00 | 22000.00 | 21720.00 | 21580.00 | 21790.00 | 21825.00 | 21560.00 | 200.00 | 10.00 | 175.00 | 160.00 |
| 2023-04-06 | 21750.00 | 21775.00 | 21810.00 | 21625.00 | 21350.00 | 21560.00 | 21570.00 | 21120.00 | 400.00 | 215.00 | 240.00 | 505.00 |
| 2023-04-04 | 21545.00 | 21775.00 | 21855.00 | 21535.00 | 21450.00 | 21450.00 | 21525.00 | 21375.00 | 95.00 | 325.00 | 330.00 | 160.00 |
| 2023-04-03 | 21665.00 | 21560.00 | 21725.00 | 21385.00 | 21435.00 | 21415.00 | 21505.00 | 21330.00 | 230.00 | 145.00 | 220.00 | 55.00 |
| 2023-03-31 | 21800.00 | 21695.00 | 21860.00 | 21625.00 | 21555.00 | 21420.00 | 21595.00 | 21400.00 | 245.00 | 275.00 | 265.00 | 225.00 |
| 2023-03-30 | 21565.00 | 21795.00 | 21795.00 | 21460.00 | 21450.00 | 21530.00 | 21550.00 | 21410.00 | 115.00 | 265.00 | 245.00 | 50.00 |
| 2023-03-29 | 21030.00 | 21490.00 | 21500.00 | 21030.00 | 21250.00 | 21440.00 | 21540.00 | 21250.00 | -220.00 | 50.00 | -40.00 | -220.00 |
| 2023-03-28 | 20860.00 | 21050.00 | 21135.00 | 20860.00 | 21060.00 | 21315.00 | 21325.00 | 21060.00 | -200.00 | -265.00 | -190.00 | -200.00 |
| 2023-03-27 | 20595.00 | 20850.00 | 20875.00 | 20475.00 | 21005.00 | 21000.00 | 21150.00 | 20955.00 | -410.00 | -150.00 | -275.00 | -480.00 |
| 2023-03-24 | 20700.00 | 20630.00 | 20745.00 | 20555.00 | 21220.00 | 21115.00 | 21245.00 | 21100.00 | -520.00 | -485.00 | -500.00 | -545.00 |
| 2023-03-23 | 20810.00 | 20675.00 | 20850.00 | 20620.00 | 21255.00 | 21170.00 | 21295.00 | 21170.00 | -445.00 | -495.00 | -445.00 | -550.00 |
| 2023-03-22 | 20810.00 | 20775.00 | 20880.00 | 20645.00 | 21220.00 | 21270.00 | 21295.00 | 21135.00 | -410.00 | -495.00 | -415.00 | -490.00 |
| 2023-03-21 | 20615.00 | 20735.00 | 20850.00 | 20510.00 | 21130.00 | 21130.00 | 21230.00 | 21040.00 | -515.00 | -395.00 | -380.00 | -530.00 |
| 2023-03-20 | 20700.00 | 20555.00 | 21045.00 | 20500.00 | 21135.00 | 21045.00 | 21455.00 | 21000.00 | -435.00 | -490.00 | -410.00 | -500.00 |
| 2023-03-17 | 20675.00 | 20735.00 | 20890.00 | 20600.00 | 21100.00 | 21140.00 | 21270.00 | 21055.00 | -425.00 | -405.00 | -380.00 | -455.00 |
| 2023-03-16 | 21080.00 | 20625.00 | 21080.00 | 20610.00 | 21130.00 | 21145.00 | 21540.00 | 21120.00 | -50.00 | -520.00 | -460.00 | -510.00 |
| 2023-03-15 | 21195.00 | 21185.00 | 21270.00 | 21115.00 | 21635.00 | 21645.00 | 21670.00 | 21605.00 | -440.00 | -460.00 | -400.00 | -490.00 |
| 2023-03-14 | 20910.00 | 21135.00 | 21290.00 | 20840.00 | 21550.00 | 21560.00 | 21680.00 | 21505.00 | -640.00 | -425.00 | -390.00 | -665.00 |
| 2023-03-13 | 21250.00 | 21030.00 | 21295.00 | 21010.00 | 21710.00 | 21520.00 | 21750.00 | 21515.00 | -460.00 | -490.00 | -455.00 | -505.00 |
| 2023-03-10 | 21700.00 | 21235.00 | 21700.00 | 21205.00 | 21910.00 | 21750.00 | 21990.00 | 21705.00 | -210.00 | -515.00 | -290.00 | -500.00 |
| 2023-03-09 | 21885.00 | 21630.00 | 22030.00 | 21595.00 | 22130.00 | 21875.00 | 22130.00 | 21875.00 | -245.00 | -245.00 | -100.00 | -280.00 |
| 2023-03-08 | 21790.00 | 21955.00 | 21955.00 | 21740.00 | 22050.00 | 22105.00 | 22105.00 | 21950.00 | -260.00 | -150.00 | -150.00 | -210.00 |
| 2023-03-07 | 21855.00 | 21820.00 | 22020.00 | 21660.00 | 21970.00 | 22030.00 | 22160.00 | 21915.00 | -115.00 | -210.00 | -140.00 | -255.00 |
| 2023-03-06 | 21975.00 | 21900.00 | 22090.00 | 21770.00 | 22125.00 | 22040.00 | 22275.00 | 22000.00 | -150.00 | -140.00 | -185.00 | -230.00 |
| 2023-03-03 | 21735.00 | 21930.00 | 21935.00 | 21620.00 | 22045.00 | 22060.00 | 22060.00 | 21960.00 | -310.00 | -130.00 | -125.00 | -340.00 |
| 2023-03-02 | 21485.00 | 21705.00 | 21715.00 | 21445.00 | 21830.00 | 21980.00 | 21980.00 | 21770.00 | -345.00 | -275.00 | -265.00 | -325.00 |
| 2023-03-01 | 21355.00 | 21475.00 | 21530.00 | 21355.00 | 21800.00 | 21830.00 | 21890.00 | 21775.00 | -445.00 | -355.00 | -360.00 | -420.00 |
| 2023-02-28 | 21370.00 | 21415.00 | 21520.00 | 21285.00 | 21860.00 | 21765.00 | 21865.00 | 21680.00 | -490.00 | -350.00 | -345.00 | -395.00 |
| 2023-02-27 | 21380.00 | 21420.00 | 21460.00 | 21255.00 | 21695.00 | 21790.00 | 21870.00 | 21695.00 | -315.00 | -370.00 | -410.00 | -440.00 |
| 2023-02-24 | 21790.00 | 21375.00 | 21860.00 | 21320.00 | 21930.00 | 21740.00 | 21965.00 | 21670.00 | -140.00 | -365.00 | -105.00 | -350.00 |
| 2023-02-23 | 21645.00 | 21710.00 | 21735.00 | 21580.00 | 21970.00 | 21855.00 | 21970.00 | 21790.00 | -325.00 | -145.00 | -235.00 | -210.00 |
| 2023-02-22 | 21690.00 | 21630.00 | 21695.00 | 21485.00 | 21990.00 | 21990.00 | 22000.00 | 21900.00 | -300.00 | -360.00 | -305.00 | -415.00 |
| 2023-02-21 | 21355.00 | 21625.00 | 21625.00 | 21355.00 | 21895.00 | 21980.00 | 21985.00 | 21855.00 | -540.00 | -355.00 | -360.00 | -500.00 |
| 2023-02-20 | 21135.00 | 21360.00 | 21380.00 | 21070.00 | 21515.00 | 21775.00 | 21775.00 | 21510.00 | -380.00 | -415.00 | -395.00 | -440.00 |
| 2023-02-17 | 21285.00 | 21145.00 | 21295.00 | 21115.00 | 21695.00 | 21620.00 | 21695.00 | 21600.00 | -410.00 | -475.00 | -400.00 | -485.00 |
| 2023-02-16 | 21285.00 | 21305.00 | 21350.00 | 21160.00 | 21695.00 | 21700.00 | 21820.00 | 21660.00 | -410.00 | -395.00 | -470.00 | -500.00 |
| 2023-02-15 | 21280.00 | 21245.00 | 21400.00 | 21130.00 | 21625.00 | 21760.00 | 21790.00 | 21610.00 | -345.00 | -515.00 | -390.00 | -480.00 |
| 2023-02-14 | 21360.00 | 21250.00 | 21400.00 | 21105.00 | 21580.00 | 21675.00 | 21690.00 | 21520.00 | -220.00 | -425.00 | -290.00 | -415.00 |
| 2023-02-13 | 21475.00 | 21330.00 | 21585.00 | 21310.00 | 21970.00 | 21770.00 | 21970.00 | 21770.00 | -495.00 | -440.00 | -385.00 | -460.00 |
| 2023-02-10 | 22115.00 | 21515.00 | 22115.00 | 21515.00 | 22460.00 | 21995.00 | 22460.00 | 21995.00 | -345.00 | -480.00 | -345.00 | -480.00 |
| 2023-02-09 | 22295.00 | 22100.00 | 22320.00 | 22070.00 | 22525.00 | 22485.00 | 22555.00 | 22475.00 | -230.00 | -385.00 | -235.00 | -405.00 |
| 2023-02-08 | 22445.00 | 22270.00 | 22445.00 | 22245.00 | 22590.00 | 22570.00 | 22680.00 | 22530.00 | -145.00 | -300.00 | -235.00 | -285.00 |
| 2023-02-07 | 22280.00 | 22405.00 | 22455.00 | 22225.00 | 22730.00 | 22625.00 | 22775.00 | 22625.00 | -450.00 | -220.00 | -320.00 | -400.00 |
| 2023-02-06 | 22270.00 | 22305.00 | 22365.00 | 21985.00 | 22800.00 | 22575.00 | 22815.00 | 22540.00 | -530.00 | -270.00 | -450.00 | -555.00 |
| 2023-02-03 | 22535.00 | 22260.00 | 22590.00 | 22150.00 | 22860.00 | 22700.00 | 22880.00 | 22620.00 | -325.00 | -440.00 | -290.00 | -470.00 |
| 2023-02-02 | 22735.00 | 22565.00 | 22800.00 | 22430.00 | 23065.00 | 22820.00 | 23065.00 | 22815.00 | -330.00 | -255.00 | -265.00 | -385.00 |
| 2023-02-01 | 22735.00 | 22730.00 | 22910.00 | 22640.00 | 23045.00 | 23065.00 | 23115.00 | 22950.00 | -310.00 | -335.00 | -205.00 | -310.00 |
| 2023-01-31 | 22335.00 | 22735.00 | 22790.00 | 22320.00 | 22665.00 | 22920.00 | 22920.00 | 22665.00 | -330.00 | -185.00 | -130.00 | -345.00 |
| 2023-01-30 | 22500.00 | 22305.00 | 22695.00 | 22285.00 | 22775.00 | 22700.00 | 22815.00 | 22700.00 | -275.00 | -395.00 | -120.00 | -415.00 |
| 2023-01-20 | 22355.00 | 22380.00 | 22400.00 | 22055.00 | 22360.00 | 22600.00 | 22655.00 | 22360.00 | -5.00 | -220.00 | -255.00 | -305.00 |
| 2023-01-19 | 22320.00 | 22355.00 | 22520.00 | 22240.00 | 22540.00 | 22570.00 | 22615.00 | 22435.00 | -220.00 | -215.00 | -95.00 | -195.00 |
| 2023-01-18 | 21835.00 | 22225.00 | 22320.00 | 21835.00 | 22295.00 | 22580.00 | 22580.00 | 22260.00 | -460.00 | -355.00 | -260.00 | -425.00 |
| 2023-01-17 | 21860.00 | 21810.00 | 21915.00 | 21740.00 | 22070.00 | 22230.00 | 22230.00 | 22065.00 | -210.00 | -420.00 | -315.00 | -325.00 |
| 2023-01-16 | 21855.00 | 21880.00 | 21985.00 | 21855.00 | 22250.00 | 22135.00 | 22320.00 | 22135.00 | -395.00 | -255.00 | -335.00 | -280.00 |
| 2023-01-12 | 22235.00 | 22100.00 | 22255.00 | 21960.00 | 21815.00 | 21815.00 | 21815.00 | 21815.00 | 420.00 | 285.00 | 440.00 | 145.00 |
| 2023-01-09 | 22070.00 | 22190.00 | 22195.00 | 22015.00 | 21230.00 | 21230.00 | 21230.00 | 21230.00 | 840.00 | 960.00 | 965.00 | 785.00 |
| 2023-01-05 | 21750.00 | 21970.00 | 21990.00 | 21675.00 | 21005.00 | 21005.00 | 21005.00 | 21005.00 | 745.00 | 965.00 | 985.00 | 670.00 |
| 2023-01-03 | 21660.00 | 21750.00 | 21845.00 | 21350.00 | 21240.00 | 21145.00 | 21240.00 | 20665.00 | 420.00 | 605.00 | 605.00 | 685.00 |
| 2022-12-30 | 21560.00 | 21680.00 | 21880.00 | 21430.00 | 20950.00 | 20935.00 | 21090.00 | 20610.00 | 610.00 | 745.00 | 790.00 | 820.00 |
| 2022-12-29 | 21070.00 | 21000.00 | 21090.00 | 20820.00 | 21500.00 | 21505.00 | 21515.00 | 21360.00 | -430.00 | -505.00 | -425.00 | -540.00 |
| 2022-12-28 | 20895.00 | 21060.00 | 21265.00 | 20820.00 | 21450.00 | 21495.00 | 21530.00 | 21385.00 | -555.00 | -435.00 | -265.00 | -565.00 |
| 2022-12-27 | 20665.00 | 20900.00 | 20900.00 | 20545.00 | 21365.00 | 21520.00 | 21545.00 | 21365.00 | -700.00 | -620.00 | -645.00 | -820.00 |
| 2022-12-26 | 20650.00 | 20670.00 | 20795.00 | 20500.00 | 21285.00 | 21380.00 | 21465.00 | 21215.00 | -635.00 | -710.00 | -670.00 | -715.00 |
| 2022-12-23 | 20720.00 | 20655.00 | 20785.00 | 20615.00 | 21340.00 | 21280.00 | 21340.00 | 21135.00 | -620.00 | -625.00 | -555.00 | -520.00 |
| 2022-12-22 | 20950.00 | 20715.00 | 21050.00 | 20665.00 | 21450.00 | 21240.00 | 21515.00 | 21230.00 | -500.00 | -525.00 | -465.00 | -565.00 |
| 2022-12-21 | 20795.00 | 20965.00 | 21000.00 | 20705.00 | 21100.00 | 21450.00 | 21450.00 | 21100.00 | -305.00 | -485.00 | -450.00 | -395.00 |
| 2022-12-20 | 20660.00 | 20700.00 | 20865.00 | 20545.00 | 20900.00 | 21150.00 | 21200.00 | 20865.00 | -240.00 | -450.00 | -335.00 | -320.00 |
| 2022-12-19 | 20920.00 | 20675.00 | 21120.00 | 20625.00 | 21305.00 | 20920.00 | 21320.00 | 20815.00 | -385.00 | -245.00 | -200.00 | -190.00 |
| 2022-12-16 | 21110.00 | 21010.00 | 21550.00 | 20770.00 | 21155.00 | 21325.00 | 21395.00 | 21035.00 | -45.00 | -315.00 | 155.00 | -265.00 |
| 2022-12-15 | 20890.00 | 21170.00 | 21275.00 | 20870.00 | 20965.00 | 21150.00 | 21175.00 | 20965.00 | -75.00 | 20.00 | 100.00 | -95.00 |
| 2022-12-14 | 20750.00 | 20925.00 | 20980.00 | 20670.00 | 20875.00 | 21005.00 | 21020.00 | 20825.00 | -125.00 | -80.00 | -40.00 | -155.00 |
| 2022-12-13 | 20650.00 | 20640.00 | 20790.00 | 20270.00 | 20945.00 | 20885.00 | 21040.00 | 20640.00 | -295.00 | -245.00 | -250.00 | -370.00 |
| 2022-12-12 | 21150.00 | 20650.00 | 21305.00 | 20625.00 | 20985.00 | 20920.00 | 21165.00 | 20895.00 | 165.00 | -270.00 | 140.00 | -270.00 |
| 2022-12-09 | 20880.00 | 21105.00 | 21140.00 | 20790.00 | 20835.00 | 20975.00 | 20990.00 | 20800.00 | 45.00 | 130.00 | 150.00 | -10.00 |
| 2022-12-08 | 20905.00 | 20875.00 | 21020.00 | 20705.00 | 20695.00 | 20850.00 | 20860.00 | 20680.00 | 210.00 | 25.00 | 160.00 | 25.00 |
| 2022-12-07 | 21260.00 | 20905.00 | 21300.00 | 20785.00 | 20680.00 | 20740.00 | 20880.00 | 20665.00 | 580.00 | 165.00 | 420.00 | 120.00 |
| 2022-12-06 | 21095.00 | 21210.00 | 21260.00 | 20860.00 | 20610.00 | 20740.00 | 20740.00 | 20550.00 | 485.00 | 470.00 | 520.00 | 310.00 |
| 2022-12-05 | 20860.00 | 21070.00 | 21150.00 | 20800.00 | 20545.00 | 20590.00 | 20670.00 | 20535.00 | 315.00 | 480.00 | 480.00 | 265.00 |
| 2022-12-02 | 20725.00 | 20900.00 | 20925.00 | 20685.00 | 20485.00 | 20585.00 | 20700.00 | 20445.00 | 240.00 | 315.00 | 225.00 | 240.00 |
| 2022-12-01 | 20655.00 | 20715.00 | 20795.00 | 20600.00 | 20325.00 | 20480.00 | 20580.00 | 20325.00 | 330.00 | 235.00 | 215.00 | 275.00 |
| 2022-11-30 | 20705.00 | 20575.00 | 20705.00 | 20440.00 | 20310.00 | 20205.00 | 20440.00 | 20190.00 | 395.00 | 370.00 | 265.00 | 250.00 |
| 2022-11-29 | 20365.00 | 20640.00 | 20700.00 | 20360.00 | 20150.00 | 20355.00 | 20360.00 | 19955.00 | 215.00 | 285.00 | 340.00 | 405.00 |
| 2022-11-28 | 20995.00 | 20385.00 | 21120.00 | 20355.00 | 20335.00 | 20170.00 | 20335.00 | 20050.00 | 660.00 | 215.00 | 785.00 | 305.00 |
| 2022-11-25 | 20980.00 | 20970.00 | 21050.00 | 20815.00 | 20265.00 | 20355.00 | 20355.00 | 20215.00 | 715.00 | 615.00 | 695.00 | 600.00 |
| 2022-11-24 | 21180.00 | 20980.00 | 21265.00 | 20800.00 | 20120.00 | 20290.00 | 20315.00 | 20045.00 | 1060.00 | 690.00 | 950.00 | 755.00 |
| 2022-11-23 | 21315.00 | 21235.00 | 21445.00 | 21165.00 | 20190.00 | 20215.00 | 20240.00 | 20140.00 | 1125.00 | 1020.00 | 1205.00 | 1025.00 |
| 2022-11-22 | 20905.00 | 21315.00 | 21485.00 | 20805.00 | 20160.00 | 20205.00 | 20300.00 | 20140.00 | 745.00 | 1110.00 | 1185.00 | 665.00 |
| 2022-11-21 | 21035.00 | 20935.00 | 21115.00 | 20785.00 | 20455.00 | 20210.00 | 20455.00 | 20145.00 | 580.00 | 725.00 | 660.00 | 640.00 |
| 2022-11-18 | 20710.00 | 21115.00 | 21130.00 | 20710.00 | 20380.00 | 20445.00 | 20485.00 | 20340.00 | 330.00 | 670.00 | 645.00 | 370.00 |
| 2022-11-17 | 20745.00 | 20795.00 | 20900.00 | 20590.00 | 20435.00 | 20375.00 | 20445.00 | 20175.00 | 310.00 | 420.00 | 455.00 | 415.00 |
| 2022-11-16 | 20500.00 | 20730.00 | 20750.00 | 20420.00 | 20260.00 | 20285.00 | 20420.00 | 20045.00 | 240.00 | 445.00 | 330.00 | 375.00 |
| 2022-11-15 | 20270.00 | 20445.00 | 20470.00 | 20215.00 | 20000.00 | 20150.00 | 20150.00 | 19960.00 | 270.00 | 295.00 | 320.00 | 255.00 |
| 2022-11-14 | 20320.00 | 20300.00 | 20500.00 | 20230.00 | 20140.00 | 20025.00 | 20205.00 | 20000.00 | 180.00 | 275.00 | 295.00 | 230.00 |
| 2022-11-11 | 19930.00 | 20335.00 | 20455.00 | 19890.00 | 19820.00 | 20065.00 | 20100.00 | 19820.00 | 110.00 | 270.00 | 355.00 | 70.00 |