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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022-06-15 | 26240.00 | 25795.00 | 26395.00 | 25725.00 | 25970.00 | 25675.00 | 26145.00 | 25660.00 | 270.00 | 120.00 | 250.00 | 65.00 |
| 2022-06-14 | 26435.00 | 26300.00 | 26470.00 | 26140.00 | 26170.00 | 26110.00 | 26205.00 | 26105.00 | 265.00 | 190.00 | 265.00 | 35.00 |
| 2022-06-13 | 26305.00 | 26370.00 | 26430.00 | 26010.00 | 26180.00 | 26165.00 | 26180.00 | 26005.00 | 125.00 | 205.00 | 250.00 | 5.00 |
| 2022-06-10 | 26535.00 | 26320.00 | 26540.00 | 26280.00 | 26325.00 | 26305.00 | 26335.00 | 26265.00 | 210.00 | 15.00 | 205.00 | 15.00 |
| 2022-06-09 | 26530.00 | 26515.00 | 26685.00 | 26485.00 | 26400.00 | 26445.00 | 26500.00 | 26400.00 | 130.00 | 70.00 | 185.00 | 85.00 |
| 2022-06-08 | 26750.00 | 26525.00 | 26790.00 | 26405.00 | 26360.00 | 26320.00 | 26360.00 | 26305.00 | 390.00 | 205.00 | 430.00 | 100.00 |
| 2022-06-07 | 26875.00 | 26720.00 | 26945.00 | 26690.00 | 26540.00 | 26455.00 | 26675.00 | 26415.00 | 335.00 | 265.00 | 270.00 | 275.00 |
| 2022-06-06 | 26855.00 | 26745.00 | 26855.00 | 26415.00 | 26300.00 | 26405.00 | 26500.00 | 26140.00 | 555.00 | 340.00 | 355.00 | 275.00 |
| 2022-06-02 | 26695.00 | 26510.00 | 26735.00 | 26415.00 | 26405.00 | 26245.00 | 26470.00 | 26135.00 | 290.00 | 265.00 | 265.00 | 280.00 |
| 2022-06-01 | 26875.00 | 26740.00 | 26895.00 | 26680.00 | 26625.00 | 26545.00 | 26645.00 | 26525.00 | 250.00 | 195.00 | 250.00 | 155.00 |
| 2022-05-31 | 26415.00 | 26920.00 | 27030.00 | 26385.00 | 26320.00 | 26740.00 | 26785.00 | 26320.00 | 95.00 | 180.00 | 245.00 | 65.00 |
| 2022-05-30 | 26605.00 | 26400.00 | 26800.00 | 26215.00 | 26470.00 | 26250.00 | 26470.00 | 26165.00 | 135.00 | 150.00 | 330.00 | 50.00 |
| 2022-05-27 | 26725.00 | 26635.00 | 26780.00 | 26535.00 | 26625.00 | 26625.00 | 26625.00 | 26625.00 | 100.00 | 10.00 | 155.00 | -90.00 |
| 2022-05-26 | 26765.00 | 26760.00 | 26860.00 | 26645.00 | 26695.00 | 26735.00 | 26735.00 | 26620.00 | 70.00 | 25.00 | 125.00 | 25.00 |
| 2022-05-25 | 26715.00 | 26710.00 | 26775.00 | 26510.00 | 26840.00 | 26565.00 | 26840.00 | 26395.00 | -125.00 | 145.00 | -65.00 | 115.00 |
| 2022-05-24 | 27070.00 | 26715.00 | 27090.00 | 26700.00 | 27115.00 | 26890.00 | 27255.00 | 26830.00 | -45.00 | -175.00 | -165.00 | -130.00 |
| 2022-05-23 | 27315.00 | 26975.00 | 27415.00 | 26950.00 | 27335.00 | 27165.00 | 27345.00 | 27150.00 | -20.00 | -190.00 | 70.00 | -200.00 |
| 2022-05-20 | 27305.00 | 27395.00 | 27490.00 | 27265.00 | 27515.00 | 27540.00 | 27540.00 | 27435.00 | -210.00 | -145.00 | -50.00 | -170.00 |
| 2022-05-19 | 27540.00 | 27425.00 | 27615.00 | 27345.00 | 27560.00 | 27535.00 | 27560.00 | 27470.00 | -20.00 | -110.00 | 55.00 | -125.00 |
| 2022-05-18 | 27780.00 | 27565.00 | 27840.00 | 27565.00 | 27660.00 | 27625.00 | 27715.00 | 27625.00 | 120.00 | -60.00 | 125.00 | -60.00 |
| 2022-05-17 | 27805.00 | 27875.00 | 27875.00 | 27565.00 | 27725.00 | 27815.00 | 27815.00 | 27700.00 | 80.00 | 60.00 | 60.00 | -135.00 |
| 2022-05-16 | 27555.00 | 27675.00 | 27680.00 | 27515.00 | 27490.00 | 27610.00 | 27610.00 | 27480.00 | 65.00 | 65.00 | 70.00 | 35.00 |
| 2022-05-13 | 27610.00 | 27605.00 | 27850.00 | 27545.00 | 27420.00 | 27505.00 | 27515.00 | 27420.00 | 190.00 | 100.00 | 335.00 | 125.00 |
| 2022-05-12 | 27750.00 | 27620.00 | 27810.00 | 27595.00 | 27580.00 | 27455.00 | 27580.00 | 27450.00 | 170.00 | 165.00 | 230.00 | 145.00 |
| 2022-05-11 | 27600.00 | 27780.00 | 27820.00 | 27505.00 | 27365.00 | 27495.00 | 27550.00 | 27365.00 | 235.00 | 285.00 | 270.00 | 140.00 |
| 2022-05-09 | 27725.00 | 27430.00 | 27800.00 | 27320.00 | 27570.00 | 27445.00 | 27570.00 | 27445.00 | 155.00 | -15.00 | 230.00 | -125.00 |
| 2022-05-06 | 28080.00 | 27715.00 | 28080.00 | 27505.00 | 26710.00 | 26710.00 | 26710.00 | 26710.00 | 1370.00 | 1005.00 | 1370.00 | 795.00 |
| 2022-05-05 | 27865.00 | 28085.00 | 28315.00 | 27820.00 | 27090.00 | 27555.00 | 27600.00 | 27090.00 | 775.00 | 530.00 | 715.00 | 730.00 |
| 2022-04-29 | 27945.00 | 27745.00 | 28005.00 | 27585.00 | 26795.00 | 27400.00 | 27705.00 | 26740.00 | 1150.00 | 345.00 | 300.00 | 845.00 |
| 2022-04-28 | 26795.00 | 26905.00 | 27185.00 | 26505.00 | 27265.00 | 27805.00 | 28050.00 | 27265.00 | -470.00 | -900.00 | -865.00 | -760.00 |
| 2022-04-27 | 26550.00 | 26730.00 | 26900.00 | 26550.00 | 27170.00 | 27170.00 | 27400.00 | 27165.00 | -620.00 | -440.00 | -500.00 | -615.00 |
| 2022-04-26 | 26525.00 | 26635.00 | 26870.00 | 26500.00 | 27500.00 | 27235.00 | 27605.00 | 27150.00 | -975.00 | -600.00 | -735.00 | -650.00 |
| 2022-04-25 | 27435.00 | 26650.00 | 27470.00 | 26650.00 | 28185.00 | 27600.00 | 28240.00 | 27585.00 | -750.00 | -950.00 | -770.00 | -935.00 |
| 2022-04-22 | 27315.00 | 27365.00 | 27510.00 | 27260.00 | 28125.00 | 28165.00 | 28210.00 | 28060.00 | -810.00 | -800.00 | -700.00 | -800.00 |
| 2022-04-21 | 27300.00 | 27395.00 | 27430.00 | 27235.00 | 28115.00 | 28200.00 | 28270.00 | 28000.00 | -815.00 | -805.00 | -840.00 | -765.00 |
| 2022-04-20 | 27780.00 | 27290.00 | 27780.00 | 27240.00 | 28200.00 | 28135.00 | 28200.00 | 27995.00 | -420.00 | -845.00 | -420.00 | -755.00 |
| 2022-04-19 | 27775.00 | 27830.00 | 27980.00 | 27635.00 | 28185.00 | 28280.00 | 28360.00 | 28165.00 | -410.00 | -450.00 | -380.00 | -530.00 |
| 2022-04-18 | 27650.00 | 27735.00 | 27825.00 | 27530.00 | 28350.00 | 28170.00 | 28450.00 | 28120.00 | -700.00 | -435.00 | -625.00 | -590.00 |
| 2022-04-15 | 27520.00 | 27585.00 | 27635.00 | 27105.00 | 28145.00 | 28280.00 | 28280.00 | 28030.00 | -625.00 | -695.00 | -645.00 | -925.00 |
| 2022-04-14 | 27650.00 | 27515.00 | 27655.00 | 27440.00 | 28150.00 | 28160.00 | 28260.00 | 28040.00 | -500.00 | -645.00 | -605.00 | -600.00 |
| 2022-04-13 | 27425.00 | 27495.00 | 27820.00 | 27425.00 | 27960.00 | 28050.00 | 28265.00 | 27930.00 | -535.00 | -555.00 | -445.00 | -505.00 |
| 2022-04-12 | 27305.00 | 27385.00 | 27730.00 | 27120.00 | 27590.00 | 27880.00 | 27890.00 | 27545.00 | -285.00 | -495.00 | -160.00 | -425.00 |
| 2022-04-11 | 27785.00 | 27380.00 | 27895.00 | 27315.00 | 27650.00 | 27675.00 | 27785.00 | 27545.00 | 135.00 | -295.00 | 110.00 | -230.00 |
| 2022-04-08 | 28050.00 | 27860.00 | 28185.00 | 27800.00 | 27445.00 | 27600.00 | 27670.00 | 27445.00 | 605.00 | 260.00 | 515.00 | 355.00 |
| 2022-04-07 | 28325.00 | 28050.00 | 28325.00 | 27975.00 | 27800.00 | 27585.00 | 27870.00 | 27430.00 | 525.00 | 465.00 | 455.00 | 545.00 |
| 2022-04-06 | 28250.00 | 28290.00 | 28490.00 | 28240.00 | 28345.00 | 27795.00 | 28385.00 | 27670.00 | -95.00 | 495.00 | 105.00 | 570.00 |
| 2022-04-01 | 28270.00 | 28285.00 | 28495.00 | 28145.00 | 28340.00 | 28100.00 | 28570.00 | 28080.00 | -70.00 | 185.00 | -75.00 | 65.00 |
| 2022-03-31 | 28385.00 | 28220.00 | 28450.00 | 28210.00 | 28380.00 | 28220.00 | 28405.00 | 28220.00 | 5.00 | 0.00 | 45.00 | -10.00 |
| 2022-03-30 | 28450.00 | 28440.00 | 28510.00 | 28090.00 | 28300.00 | 28410.00 | 28490.00 | 27940.00 | 150.00 | 30.00 | 20.00 | 150.00 |
| 2022-03-29 | 28750.00 | 28480.00 | 28750.00 | 28430.00 | 28425.00 | 28205.00 | 29300.00 | 28205.00 | 325.00 | 275.00 | -550.00 | 225.00 |
| 2022-03-28 | 28970.00 | 28815.00 | 28990.00 | 28745.00 | 28610.00 | 28605.00 | 28610.00 | 28275.00 | 360.00 | 210.00 | 380.00 | 470.00 |
| 2022-03-25 | 28690.00 | 28855.00 | 28895.00 | 28650.00 | 28195.00 | 28305.00 | 28305.00 | 28165.00 | 495.00 | 550.00 | 590.00 | 485.00 |
| 2022-03-24 | 28745.00 | 28605.00 | 28775.00 | 28560.00 | 28155.00 | 27930.00 | 29265.00 | 27930.00 | 590.00 | 675.00 | -490.00 | 630.00 |
| 2022-03-21 | 28575.00 | 28560.00 | 28695.00 | 28350.00 | 27710.00 | 27710.00 | 27710.00 | 27710.00 | 865.00 | 850.00 | 985.00 | 640.00 |
| 2022-03-17 | 28200.00 | 28145.00 | 28265.00 | 28010.00 | 27525.00 | 27525.00 | 27525.00 | 27525.00 | 675.00 | 620.00 | 740.00 | 485.00 |
| 2022-03-16 | 27705.00 | 28165.00 | 28190.00 | 27690.00 | 27140.00 | 27360.00 | 27425.00 | 27140.00 | 565.00 | 805.00 | 765.00 | 550.00 |
| 2022-03-15 | 28200.00 | 27775.00 | 28300.00 | 27755.00 | 27635.00 | 27330.00 | 27760.00 | 27330.00 | 565.00 | 445.00 | 540.00 | 425.00 |
| 2022-03-04 | 28365.00 | 28150.00 | 28400.00 | 28090.00 | 27640.00 | 27640.00 | 27640.00 | 27640.00 | 725.00 | 510.00 | 760.00 | 450.00 |
| 2022-03-02 | 28025.00 | 28490.00 | 28630.00 | 28025.00 | 27740.00 | 27990.00 | 27990.00 | 27740.00 | 285.00 | 500.00 | 640.00 | 285.00 |
| 2022-02-28 | 27900.00 | 27755.00 | 28140.00 | 27690.00 | 27505.00 | 27365.00 | 27505.00 | 27365.00 | 395.00 | 390.00 | 635.00 | 325.00 |
| 2022-02-24 | 28410.00 | 28605.00 | 28605.00 | 28230.00 | 27965.00 | 28070.00 | 28070.00 | 27965.00 | 445.00 | 535.00 | 535.00 | 265.00 |
| 2022-02-23 | 28320.00 | 28385.00 | 28435.00 | 28250.00 | 27825.00 | 27825.00 | 27825.00 | 27825.00 | 495.00 | 560.00 | 610.00 | 425.00 |
| 2022-02-22 | 28355.00 | 28305.00 | 28380.00 | 28245.00 | 27915.00 | 27915.00 | 27915.00 | 27915.00 | 440.00 | 390.00 | 465.00 | 330.00 |
| 2022-02-21 | 28300.00 | 28325.00 | 28580.00 | 28300.00 | 27965.00 | 28005.00 | 28005.00 | 27955.00 | 335.00 | 320.00 | 575.00 | 345.00 |
| 2022-02-17 | 28390.00 | 28455.00 | 28560.00 | 28150.00 | 27965.00 | 28085.00 | 28085.00 | 27725.00 | 425.00 | 370.00 | 475.00 | 425.00 |
| 2022-02-16 | 28710.00 | 28440.00 | 28765.00 | 28435.00 | 25750.00 | 28050.00 | 28190.00 | 25750.00 | 2960.00 | 390.00 | 575.00 | 2685.00 |
| 2022-02-15 | 29100.00 | 28710.00 | 29160.00 | 28600.00 | 28350.00 | 28240.00 | 28450.00 | 28165.00 | 750.00 | 470.00 | 710.00 | 435.00 |
| 2022-02-11 | 29075.00 | 29075.00 | 29255.00 | 29055.00 | 28540.00 | 28520.00 | 28540.00 | 28465.00 | 535.00 | 555.00 | 715.00 | 590.00 |
| 2022-02-09 | 29035.00 | 29010.00 | 29125.00 | 28950.00 | 28480.00 | 28495.00 | 28495.00 | 28480.00 | 555.00 | 515.00 | 630.00 | 470.00 |
| 2022-02-08 | 29330.00 | 28995.00 | 29390.00 | 28950.00 | 28465.00 | 28535.00 | 28535.00 | 28435.00 | 865.00 | 460.00 | 855.00 | 515.00 |
| 2022-02-07 | 29570.00 | 29255.00 | 29570.00 | 29085.00 | 28635.00 | 28825.00 | 28825.00 | 28635.00 | 935.00 | 430.00 | 745.00 | 450.00 |
| 2022-01-28 | 28980.00 | 28800.00 | 28980.00 | 28715.00 | 28090.00 | 28200.00 | 28200.00 | 28090.00 | 890.00 | 600.00 | 780.00 | 625.00 |
| 2022-01-27 | 29030.00 | 28895.00 | 29180.00 | 28625.00 | 28295.00 | 28405.00 | 28530.00 | 28295.00 | 735.00 | 490.00 | 650.00 | 330.00 |
| 2022-01-21 | 28995.00 | 29060.00 | 29185.00 | 28860.00 | 28435.00 | 28435.00 | 28435.00 | 28435.00 | 560.00 | 625.00 | 750.00 | 425.00 |
| 2022-01-17 | 28860.00 | 29010.00 | 29035.00 | 28715.00 | 28385.00 | 28385.00 | 28385.00 | 28385.00 | 475.00 | 625.00 | 650.00 | 330.00 |
| 2022-01-12 | 28610.00 | 28690.00 | 28770.00 | 28500.00 | 28100.00 | 28100.00 | 28100.00 | 28100.00 | 510.00 | 590.00 | 670.00 | 400.00 |
| 2022-01-11 | 28580.00 | 28540.00 | 28620.00 | 28390.00 | 27655.00 | 27625.00 | 27655.00 | 27625.00 | 925.00 | 915.00 | 965.00 | 765.00 |
| 2022-01-06 | 28210.00 | 28190.00 | 28360.00 | 28165.00 | 27505.00 | 27505.00 | 27505.00 | 27505.00 | 705.00 | 685.00 | 855.00 | 660.00 |
| 2022-01-04 | 27930.00 | 27980.00 | 27985.00 | 27745.00 | 26980.00 | 27495.00 | 27495.00 | 26970.00 | 950.00 | 485.00 | 490.00 | 775.00 |
| 2021-12-31 | 27620.00 | 27840.00 | 27895.00 | 27575.00 | 26835.00 | 27425.00 | 27435.00 | 26780.00 | 785.00 | 415.00 | 460.00 | 795.00 |
| 2021-12-30 | 27205.00 | 27685.00 | 27715.00 | 27190.00 | 27055.00 | 27100.00 | 27245.00 | 26500.00 | 150.00 | 585.00 | 470.00 | 690.00 |
| 2021-12-29 | 27270.00 | 27205.00 | 27420.00 | 27085.00 | 27035.00 | 26920.00 | 27345.00 | 26920.00 | 235.00 | 285.00 | 75.00 | 165.00 |
| 2021-12-28 | 26830.00 | 27355.00 | 27435.00 | 26805.00 | 27045.00 | 27095.00 | 27200.00 | 26665.00 | -215.00 | 260.00 | 235.00 | 140.00 |
| 2021-12-27 | 27020.00 | 26990.00 | 27040.00 | 26615.00 | 26825.00 | 26830.00 | 27030.00 | 26770.00 | 195.00 | 160.00 | 10.00 | -155.00 |
| 2021-12-24 | 26985.00 | 26895.00 | 27090.00 | 26855.00 | 27000.00 | 26935.00 | 27010.00 | 26865.00 | -15.00 | -40.00 | 80.00 | -10.00 |
| 2021-12-23 | 27170.00 | 26985.00 | 27190.00 | 26585.00 | 26425.00 | 26900.00 | 26910.00 | 26425.00 | 745.00 | 85.00 | 280.00 | 160.00 |
| 2021-12-22 | 27285.00 | 27195.00 | 27410.00 | 27150.00 | 26230.00 | 26735.00 | 26810.00 | 26230.00 | 1055.00 | 460.00 | 600.00 | 920.00 |
| 2021-12-21 | 26755.00 | 27250.00 | 27295.00 | 26755.00 | 26600.00 | 26765.00 | 26840.00 | 26445.00 | 155.00 | 485.00 | 455.00 | 310.00 |
| 2021-12-20 | 27000.00 | 26900.00 | 27265.00 | 26570.00 | 26855.00 | 26640.00 | 26940.00 | 26575.00 | 145.00 | 260.00 | 325.00 | -5.00 |
| 2021-12-17 | 26630.00 | 27030.00 | 27035.00 | 26445.00 | 26965.00 | 26945.00 | 27015.00 | 26475.00 | -335.00 | 85.00 | 20.00 | -30.00 |
| 2021-12-16 | 26220.00 | 26690.00 | 26720.00 | 25805.00 | 26365.00 | 26505.00 | 26580.00 | 26170.00 | -145.00 | 185.00 | 140.00 | -365.00 |
| 2021-12-15 | 25960.00 | 26175.00 | 26345.00 | 25800.00 | 26375.00 | 26395.00 | 26495.00 | 26245.00 | -415.00 | -220.00 | -150.00 | -445.00 |
| 2021-12-14 | 25820.00 | 25855.00 | 26240.00 | 25670.00 | 26435.00 | 26315.00 | 26435.00 | 26180.00 | -615.00 | -460.00 | -195.00 | -510.00 |
| 2021-12-13 | 26210.00 | 25850.00 | 26500.00 | 25300.00 | 26535.00 | 26435.00 | 26650.00 | 26015.00 | -325.00 | -585.00 | -150.00 | -715.00 |
| 2021-12-10 | 25940.00 | 26070.00 | 26305.00 | 25940.00 | 26385.00 | 26525.00 | 26645.00 | 26315.00 | -445.00 | -455.00 | -340.00 | -375.00 |
| 2021-12-09 | 26385.00 | 26210.00 | 26700.00 | 26010.00 | 26680.00 | 26575.00 | 26795.00 | 26500.00 | -295.00 | -365.00 | -95.00 | -490.00 |
| 2021-12-08 | 27055.00 | 26385.00 | 27055.00 | 26220.00 | 26810.00 | 26680.00 | 26830.00 | 26485.00 | 245.00 | -295.00 | 225.00 | -265.00 |
| 2021-12-07 | 27215.00 | 26765.00 | 27755.00 | 26735.00 | 26695.00 | 26780.00 | 27050.00 | 26655.00 | 520.00 | -15.00 | 705.00 | 80.00 |
| 2021-12-06 | 27415.00 | 27210.00 | 27565.00 | 27050.00 | 26705.00 | 26695.00 | 26780.00 | 26535.00 | 710.00 | 515.00 | 785.00 | 515.00 |
| 2021-12-03 | 27385.00 | 27330.00 | 27605.00 | 27215.00 | 26340.00 | 26580.00 | 26715.00 | 26035.00 | 1045.00 | 750.00 | 890.00 | 1180.00 |