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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022-11-10 | 19975.00 | 20030.00 | 20145.00 | 19935.00 | 19930.00 | 19950.00 | 19980.00 | 19865.00 | 45.00 | 80.00 | 165.00 | 70.00 |
| 2022-11-09 | 20210.00 | 19975.00 | 20320.00 | 19760.00 | 19915.00 | 19770.00 | 20010.00 | 19730.00 | 295.00 | 205.00 | 310.00 | 30.00 |
| 2022-11-08 | 20245.00 | 20215.00 | 20350.00 | 20040.00 | 19950.00 | 19880.00 | 20115.00 | 19810.00 | 295.00 | 335.00 | 235.00 | 230.00 |
| 2022-11-07 | 20250.00 | 20130.00 | 20440.00 | 19955.00 | 20095.00 | 19915.00 | 20180.00 | 19860.00 | 155.00 | 215.00 | 260.00 | 95.00 |
| 2022-11-04 | 19750.00 | 20145.00 | 20235.00 | 19725.00 | 19660.00 | 19970.00 | 20015.00 | 19660.00 | 90.00 | 175.00 | 220.00 | 65.00 |
| 2022-11-03 | 19710.00 | 19820.00 | 19860.00 | 19600.00 | 19680.00 | 19740.00 | 19795.00 | 19580.00 | 30.00 | 80.00 | 65.00 | 20.00 |
| 2022-11-02 | 19500.00 | 19680.00 | 19820.00 | 19425.00 | 19650.00 | 19680.00 | 19845.00 | 19580.00 | -150.00 | 0.00 | -25.00 | -155.00 |
| 2022-11-01 | 19210.00 | 19400.00 | 19430.00 | 19065.00 | 19320.00 | 19600.00 | 19600.00 | 19280.00 | -110.00 | -200.00 | -170.00 | -215.00 |
| 2022-10-31 | 19650.00 | 19285.00 | 19650.00 | 19000.00 | 19670.00 | 19440.00 | 19670.00 | 19200.00 | -20.00 | -155.00 | -20.00 | -200.00 |
| 2022-10-28 | 19850.00 | 19650.00 | 19900.00 | 19470.00 | 19935.00 | 19745.00 | 20040.00 | 19655.00 | -85.00 | -95.00 | -140.00 | -185.00 |
| 2022-10-27 | 20035.00 | 19825.00 | 20100.00 | 19805.00 | 20190.00 | 20010.00 | 20195.00 | 20010.00 | -155.00 | -185.00 | -95.00 | -205.00 |
| 2022-10-26 | 20235.00 | 20065.00 | 20300.00 | 19960.00 | 20340.00 | 20155.00 | 20365.00 | 20110.00 | -105.00 | -90.00 | -65.00 | -150.00 |
| 2022-10-25 | 20145.00 | 20180.00 | 20260.00 | 20000.00 | 20370.00 | 20260.00 | 20375.00 | 20170.00 | -225.00 | -80.00 | -115.00 | -170.00 |
| 2022-10-24 | 19985.00 | 20230.00 | 20300.00 | 19985.00 | 20325.00 | 20370.00 | 20445.00 | 20265.00 | -340.00 | -140.00 | -145.00 | -280.00 |
| 2022-10-21 | 20210.00 | 20065.00 | 20215.00 | 20030.00 | 20255.00 | 20270.00 | 20365.00 | 20250.00 | -45.00 | -205.00 | -150.00 | -220.00 |
| 2022-10-20 | 20350.00 | 20170.00 | 20420.00 | 20025.00 | 20495.00 | 20325.00 | 20530.00 | 20260.00 | -145.00 | -155.00 | -110.00 | -235.00 |
| 2022-10-19 | 20690.00 | 20420.00 | 20740.00 | 20325.00 | 20610.00 | 20535.00 | 20610.00 | 20515.00 | 80.00 | -115.00 | 130.00 | -190.00 |
| 2022-10-18 | 20800.00 | 20660.00 | 20945.00 | 20600.00 | 20775.00 | 20655.00 | 20860.00 | 20590.00 | 25.00 | 5.00 | 85.00 | 10.00 |
| 2022-10-17 | 20700.00 | 20800.00 | 20835.00 | 20595.00 | 20700.00 | 20745.00 | 20780.00 | 20670.00 | 0.00 | 55.00 | 55.00 | -75.00 |
| 2022-10-14 | 20220.00 | 20770.00 | 20865.00 | 20220.00 | 20500.00 | 20770.00 | 20805.00 | 20485.00 | -280.00 | 0.00 | 60.00 | -265.00 |
| 2022-10-13 | 20920.00 | 20530.00 | 20995.00 | 20440.00 | 20840.00 | 20570.00 | 20900.00 | 20465.00 | 80.00 | -40.00 | 95.00 | -25.00 |
| 2022-10-12 | 20900.00 | 20980.00 | 21010.00 | 20775.00 | 20775.00 | 20865.00 | 20870.00 | 20735.00 | 125.00 | 115.00 | 140.00 | 40.00 |
| 2022-10-11 | 20625.00 | 20860.00 | 20915.00 | 20625.00 | 20780.00 | 20795.00 | 20900.00 | 20700.00 | -155.00 | 65.00 | 15.00 | -75.00 |
| 2022-10-10 | 20300.00 | 20505.00 | 20590.00 | 20300.00 | 20650.00 | 20465.00 | 20860.00 | 20465.00 | -350.00 | 40.00 | -270.00 | -165.00 |
| 2022-09-30 | 20340.00 | 20370.00 | 20670.00 | 20260.00 | 20545.00 | 20570.00 | 20750.00 | 20475.00 | -205.00 | -200.00 | -80.00 | -215.00 |
| 2022-09-29 | 20200.00 | 20310.00 | 20430.00 | 20190.00 | 20305.00 | 20490.00 | 20585.00 | 20305.00 | -105.00 | -180.00 | -155.00 | -115.00 |
| 2022-09-28 | 20525.00 | 20240.00 | 20615.00 | 20175.00 | 20580.00 | 20325.00 | 20580.00 | 20325.00 | -55.00 | -85.00 | 35.00 | -150.00 |
| 2022-09-27 | 20590.00 | 20465.00 | 20590.00 | 20170.00 | 20565.00 | 20535.00 | 20710.00 | 20415.00 | 25.00 | -70.00 | -120.00 | -245.00 |
| 2022-09-26 | 20275.00 | 20460.00 | 20490.00 | 20200.00 | 20830.00 | 20605.00 | 20830.00 | 20560.00 | -555.00 | -145.00 | -340.00 | -360.00 |
| 2022-09-23 | 21085.00 | 20475.00 | 21085.00 | 20465.00 | 21230.00 | 20845.00 | 21270.00 | 20845.00 | -145.00 | -370.00 | -185.00 | -380.00 |
| 2022-09-22 | 20840.00 | 20985.00 | 21020.00 | 20720.00 | 20970.00 | 21220.00 | 21350.00 | 20970.00 | -130.00 | -235.00 | -330.00 | -250.00 |
| 2022-09-21 | 20975.00 | 20735.00 | 21085.00 | 20570.00 | 20910.00 | 20975.00 | 20975.00 | 20745.00 | 65.00 | -240.00 | 110.00 | -175.00 |
| 2022-09-20 | 21285.00 | 21050.00 | 21290.00 | 21015.00 | 20850.00 | 20940.00 | 21030.00 | 20745.00 | 435.00 | 110.00 | 260.00 | 270.00 |
| 2022-09-19 | 21485.00 | 21300.00 | 21700.00 | 21290.00 | 21185.00 | 21015.00 | 21275.00 | 21000.00 | 300.00 | 285.00 | 425.00 | 290.00 |
| 2022-09-16 | 21715.00 | 21580.00 | 21955.00 | 21495.00 | 21390.00 | 21295.00 | 21600.00 | 21285.00 | 325.00 | 285.00 | 355.00 | 210.00 |
| 2022-09-15 | 21500.00 | 21795.00 | 21940.00 | 21400.00 | 21350.00 | 21445.00 | 21585.00 | 21185.00 | 150.00 | 350.00 | 355.00 | 215.00 |
| 2022-09-14 | 21275.00 | 21450.00 | 21570.00 | 21220.00 | 21220.00 | 21220.00 | 21230.00 | 21040.00 | 55.00 | 230.00 | 340.00 | 180.00 |
| 2022-09-13 | 21085.00 | 21405.00 | 22000.00 | 20915.00 | 21105.00 | 21310.00 | 21770.00 | 20935.00 | -20.00 | 95.00 | 230.00 | -20.00 |
| 2022-09-09 | 21100.00 | 21120.00 | 21185.00 | 20875.00 | 26000.00 | 24990.00 | 26100.00 | 23010.00 | -4900.00 | -3870.00 | -4915.00 | -2135.00 |
| 2022-09-08 | 21425.00 | 21100.00 | 21490.00 | 21090.00 | 21120.00 | 21005.00 | 21190.00 | 21005.00 | 305.00 | 95.00 | 300.00 | 85.00 |
| 2022-09-07 | 21395.00 | 21510.00 | 21560.00 | 21255.00 | 21205.00 | 21200.00 | 21265.00 | 21035.00 | 190.00 | 310.00 | 295.00 | 220.00 |
| 2022-09-06 | 21230.00 | 21400.00 | 21440.00 | 21070.00 | 21165.00 | 21220.00 | 21280.00 | 21035.00 | 65.00 | 180.00 | 160.00 | 35.00 |
| 2022-09-05 | 21210.00 | 21230.00 | 21360.00 | 20920.00 | 20955.00 | 21120.00 | 21210.00 | 20870.00 | 255.00 | 110.00 | 150.00 | 50.00 |
| 2022-09-02 | 22015.00 | 21110.00 | 22040.00 | 20950.00 | 24510.00 | 25200.00 | 25390.00 | 24400.00 | -2495.00 | -4090.00 | -3350.00 | -3450.00 |
| 2022-09-01 | 24605.00 | 25300.00 | 25300.00 | 24235.00 | 21860.00 | 22045.00 | 22115.00 | 21860.00 | 2745.00 | 3255.00 | 3185.00 | 2375.00 |
| 2022-08-31 | 23880.00 | 23880.00 | 24670.00 | 23710.00 | 21995.00 | 22055.00 | 22120.00 | 21850.00 | 1885.00 | 1825.00 | 2550.00 | 1860.00 |
| 2022-08-30 | 24250.00 | 24075.00 | 24375.00 | 23910.00 | 22245.00 | 21995.00 | 22245.00 | 21880.00 | 2005.00 | 2080.00 | 2130.00 | 2030.00 |
| 2022-08-29 | 24620.00 | 24365.00 | 24700.00 | 24050.00 | 22170.00 | 22170.00 | 22385.00 | 22085.00 | 2450.00 | 2195.00 | 2315.00 | 1965.00 |
| 2022-08-26 | 24175.00 | 24615.00 | 24675.00 | 24105.00 | 22125.00 | 22170.00 | 22235.00 | 21900.00 | 2050.00 | 2445.00 | 2440.00 | 2205.00 |
| 2022-08-25 | 24500.00 | 24125.00 | 24760.00 | 23850.00 | 22080.00 | 22000.00 | 22210.00 | 21890.00 | 2420.00 | 2125.00 | 2550.00 | 1960.00 |
| 2022-08-24 | 23815.00 | 24445.00 | 24450.00 | 23765.00 | 21880.00 | 22015.00 | 22150.00 | 21880.00 | 1935.00 | 2430.00 | 2300.00 | 1885.00 |
| 2022-08-23 | 24000.00 | 23760.00 | 24000.00 | 23330.00 | 21900.00 | 21900.00 | 22150.00 | 21740.00 | 2100.00 | 1860.00 | 1850.00 | 1590.00 |
| 2022-08-22 | 23460.00 | 23980.00 | 24220.00 | 23430.00 | 21830.00 | 21905.00 | 22355.00 | 21615.00 | 1630.00 | 2075.00 | 1865.00 | 1815.00 |
| 2022-08-19 | 22900.00 | 23460.00 | 23560.00 | 22660.00 | 21400.00 | 21670.00 | 21755.00 | 21350.00 | 1500.00 | 1790.00 | 1805.00 | 1310.00 |
| 2022-08-18 | 23140.00 | 22695.00 | 23140.00 | 22545.00 | 22180.00 | 21430.00 | 22180.00 | 21290.00 | 960.00 | 1265.00 | 960.00 | 1255.00 |
| 2022-08-17 | 23230.00 | 23080.00 | 23450.00 | 22975.00 | 21995.00 | 22165.00 | 22315.00 | 21750.00 | 1235.00 | 915.00 | 1135.00 | 1225.00 |
| 2022-08-16 | 23170.00 | 22965.00 | 23240.00 | 22750.00 | 21555.00 | 21880.00 | 21930.00 | 21555.00 | 1615.00 | 1085.00 | 1310.00 | 1195.00 |
| 2022-08-15 | 22705.00 | 23200.00 | 23580.00 | 22630.00 | 21385.00 | 21720.00 | 22065.00 | 21230.00 | 1320.00 | 1480.00 | 1515.00 | 1400.00 |
| 2022-08-12 | 22540.00 | 22645.00 | 22900.00 | 22400.00 | 20950.00 | 21365.00 | 21500.00 | 20900.00 | 1590.00 | 1280.00 | 1400.00 | 1500.00 |
| 2022-08-11 | 21915.00 | 22505.00 | 22625.00 | 21745.00 | 20505.00 | 20975.00 | 21050.00 | 20490.00 | 1410.00 | 1530.00 | 1575.00 | 1255.00 |
| 2022-08-10 | 21760.00 | 21750.00 | 21970.00 | 21575.00 | 20740.00 | 20455.00 | 20740.00 | 20385.00 | 1020.00 | 1295.00 | 1230.00 | 1190.00 |
| 2022-08-09 | 21645.00 | 21615.00 | 21895.00 | 21570.00 | 20485.00 | 20595.00 | 20670.00 | 20450.00 | 1160.00 | 1020.00 | 1225.00 | 1120.00 |
| 2022-08-08 | 21600.00 | 21610.00 | 21745.00 | 21390.00 | 20160.00 | 20525.00 | 20560.00 | 20080.00 | 1440.00 | 1085.00 | 1185.00 | 1310.00 |
| 2022-08-05 | 21430.00 | 21525.00 | 22000.00 | 21300.00 | 20295.00 | 20165.00 | 20380.00 | 20030.00 | 1135.00 | 1360.00 | 1620.00 | 1270.00 |
| 2022-08-04 | 22245.00 | 21460.00 | 22370.00 | 21340.00 | 20690.00 | 20340.00 | 20725.00 | 20315.00 | 1555.00 | 1120.00 | 1645.00 | 1025.00 |
| 2022-08-03 | 21665.00 | 22220.00 | 22325.00 | 21470.00 | 20430.00 | 20660.00 | 20730.00 | 20380.00 | 1235.00 | 1560.00 | 1595.00 | 1090.00 |
| 2022-08-02 | 21555.00 | 21630.00 | 21755.00 | 21400.00 | 20700.00 | 20410.00 | 20700.00 | 20325.00 | 855.00 | 1220.00 | 1055.00 | 1075.00 |
| 2022-08-01 | 22025.00 | 21650.00 | 22200.00 | 21350.00 | 21070.00 | 20700.00 | 21180.00 | 20615.00 | 955.00 | 950.00 | 1020.00 | 735.00 |
| 2022-07-29 | 21820.00 | 22025.00 | 22400.00 | 21735.00 | 20725.00 | 20980.00 | 21260.00 | 20695.00 | 1095.00 | 1045.00 | 1140.00 | 1040.00 |
| 2022-07-28 | 21600.00 | 21915.00 | 22005.00 | 21365.00 | 20565.00 | 20745.00 | 20880.00 | 20565.00 | 1035.00 | 1170.00 | 1125.00 | 800.00 |
| 2022-07-27 | 21705.00 | 21545.00 | 21705.00 | 21175.00 | 21050.00 | 20555.00 | 21050.00 | 20525.00 | 655.00 | 990.00 | 655.00 | 650.00 |
| 2022-07-26 | 21675.00 | 21510.00 | 23580.00 | 21295.00 | 20770.00 | 20705.00 | 22130.00 | 20580.00 | 905.00 | 805.00 | 1450.00 | 715.00 |
| 2022-07-25 | 21690.00 | 21615.00 | 21990.00 | 21395.00 | 21015.00 | 20755.00 | 21145.00 | 20590.00 | 675.00 | 860.00 | 845.00 | 805.00 |
| 2022-07-22 | 21095.00 | 21675.00 | 21830.00 | 21045.00 | 20880.00 | 20920.00 | 21155.00 | 20700.00 | 215.00 | 755.00 | 675.00 | 345.00 |
| 2022-07-21 | 21080.00 | 21355.00 | 21475.00 | 21070.00 | 20885.00 | 21015.00 | 21275.00 | 20835.00 | 195.00 | 340.00 | 200.00 | 235.00 |
| 2022-07-20 | 20690.00 | 20950.00 | 21445.00 | 20405.00 | 20500.00 | 20970.00 | 21100.00 | 20315.00 | 190.00 | -20.00 | 345.00 | 90.00 |
| 2022-07-19 | 22290.00 | 20570.00 | 22445.00 | 20410.00 | 21360.00 | 20430.00 | 21825.00 | 20305.00 | 930.00 | 140.00 | 620.00 | 105.00 |
| 2022-07-18 | 20715.00 | 22335.00 | 22335.00 | 20705.00 | 20390.00 | 21465.00 | 21465.00 | 20390.00 | 325.00 | 870.00 | 870.00 | 315.00 |
| 2022-07-15 | 21120.00 | 20720.00 | 21120.00 | 19935.00 | 20480.00 | 20525.00 | 20525.00 | 19800.00 | 640.00 | 195.00 | 595.00 | 135.00 |
| 2022-07-14 | 21340.00 | 21195.00 | 21485.00 | 21010.00 | 20995.00 | 20750.00 | 20995.00 | 20585.00 | 345.00 | 445.00 | 490.00 | 425.00 |
| 2022-07-13 | 22480.00 | 21570.00 | 22515.00 | 21265.00 | 21950.00 | 21055.00 | 22060.00 | 20940.00 | 530.00 | 515.00 | 455.00 | 325.00 |
| 2022-07-12 | 22640.00 | 22585.00 | 23025.00 | 22440.00 | 22095.00 | 22125.00 | 22405.00 | 22030.00 | 545.00 | 460.00 | 620.00 | 410.00 |
| 2022-07-11 | 23500.00 | 22750.00 | 23580.00 | 22510.00 | 22640.00 | 22240.00 | 22640.00 | 22175.00 | 860.00 | 510.00 | 940.00 | 335.00 |
| 2022-07-08 | 23540.00 | 22930.00 | 23645.00 | 22780.00 | 22735.00 | 22490.00 | 22905.00 | 22415.00 | 805.00 | 440.00 | 740.00 | 365.00 |
| 2022-07-07 | 23785.00 | 23320.00 | 23915.00 | 23220.00 | 22750.00 | 22720.00 | 22810.00 | 22545.00 | 1035.00 | 600.00 | 1105.00 | 675.00 |
| 2022-07-06 | 23610.00 | 23915.00 | 23935.00 | 23200.00 | 22915.00 | 22935.00 | 23010.00 | 22535.00 | 695.00 | 980.00 | 925.00 | 665.00 |
| 2022-07-05 | 23820.00 | 23740.00 | 23930.00 | 23415.00 | 23415.00 | 23195.00 | 23415.00 | 23130.00 | 405.00 | 545.00 | 515.00 | 285.00 |
| 2022-07-04 | 24105.00 | 23715.00 | 24240.00 | 23650.00 | 23495.00 | 23230.00 | 23515.00 | 23195.00 | 610.00 | 485.00 | 725.00 | 455.00 |
| 2022-07-01 | 24480.00 | 24120.00 | 24555.00 | 23875.00 | 23840.00 | 23395.00 | 23850.00 | 23395.00 | 640.00 | 725.00 | 705.00 | 480.00 |
| 2022-06-30 | 24160.00 | 24450.00 | 24765.00 | 24105.00 | 23890.00 | 23755.00 | 24125.00 | 23690.00 | 270.00 | 695.00 | 640.00 | 415.00 |
| 2022-06-29 | 24070.00 | 24125.00 | 24190.00 | 23590.00 | 23630.00 | 23625.00 | 23690.00 | 23445.00 | 440.00 | 500.00 | 500.00 | 145.00 |
| 2022-06-28 | 23680.00 | 24160.00 | 24215.00 | 23060.00 | 23440.00 | 23730.00 | 23835.00 | 22900.00 | 240.00 | 430.00 | 380.00 | 160.00 |
| 2022-06-27 | 24280.00 | 23620.00 | 24385.00 | 23505.00 | 23855.00 | 23395.00 | 23855.00 | 23280.00 | 425.00 | 225.00 | 530.00 | 225.00 |
| 2022-06-24 | 24740.00 | 23850.00 | 24940.00 | 23335.00 | 24125.00 | 23465.00 | 24150.00 | 23000.00 | 615.00 | 385.00 | 790.00 | 335.00 |
| 2022-06-23 | 24925.00 | 24845.00 | 25140.00 | 24510.00 | 24245.00 | 24190.00 | 24495.00 | 24040.00 | 680.00 | 655.00 | 645.00 | 470.00 |
| 2022-06-22 | 25270.00 | 25075.00 | 25395.00 | 24950.00 | 24890.00 | 24500.00 | 24910.00 | 24500.00 | 380.00 | 575.00 | 485.00 | 450.00 |
| 2022-06-21 | 25405.00 | 25185.00 | 25520.00 | 25095.00 | 25030.00 | 24805.00 | 25095.00 | 24770.00 | 375.00 | 380.00 | 425.00 | 325.00 |
| 2022-06-20 | 25680.00 | 25375.00 | 26065.00 | 24940.00 | 25465.00 | 24985.00 | 25650.00 | 24860.00 | 215.00 | 390.00 | 415.00 | 80.00 |
| 2022-06-17 | 25535.00 | 25680.00 | 25730.00 | 25365.00 | 25330.00 | 25410.00 | 25470.00 | 25315.00 | 205.00 | 270.00 | 260.00 | 50.00 |
| 2022-06-16 | 25780.00 | 25455.00 | 25855.00 | 25400.00 | 25435.00 | 25280.00 | 25585.00 | 25280.00 | 345.00 | 175.00 | 270.00 | 120.00 |