本页面展示白糖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：
如果您对期货套利以及其它低风险投资感兴趣，可以关注我们的公众号：财有你我 ，加群交流。
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。
关于白糖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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019-09-27 | 5519.00 | 5532.00 | 5549.00 | 5480.00 | 5423.00 | 5445.00 | 5445.00 | 5379.00 | 96.00 | 87.00 | 104.00 | 101.00 |
| 2019-09-26 | 5472.00 | 5524.00 | 5533.00 | 5472.00 | 5374.00 | 5424.00 | 5438.00 | 5374.00 | 98.00 | 100.00 | 95.00 | 98.00 |
| 2019-09-25 | 5418.00 | 5471.00 | 5475.00 | 5412.00 | 5330.00 | 5384.00 | 5386.00 | 5324.00 | 88.00 | 87.00 | 89.00 | 88.00 |
| 2019-09-24 | 5410.00 | 5410.00 | 5465.00 | 5406.00 | 5315.00 | 5326.00 | 5367.00 | 5311.00 | 95.00 | 84.00 | 98.00 | 95.00 |
| 2019-09-23 | 5413.00 | 5404.00 | 5416.00 | 5370.00 | 5315.00 | 5304.00 | 5324.00 | 5269.00 | 98.00 | 100.00 | 92.00 | 101.00 |
| 2019-09-20 | 5440.00 | 5411.00 | 5441.00 | 5392.00 | 5361.00 | 5318.00 | 5365.00 | 5309.00 | 79.00 | 93.00 | 76.00 | 83.00 |
| 2019-09-19 | 5428.00 | 5437.00 | 5450.00 | 5406.00 | 5351.00 | 5360.00 | 5374.00 | 5335.00 | 77.00 | 77.00 | 76.00 | 71.00 |
| 2019-09-18 | 5476.00 | 5424.00 | 5483.00 | 5413.00 | 5380.00 | 5351.00 | 5397.00 | 5337.00 | 96.00 | 73.00 | 86.00 | 76.00 |
| 2019-09-17 | 5565.00 | 5479.00 | 5580.00 | 5469.00 | 5474.00 | 5395.00 | 5638.00 | 5386.00 | 91.00 | 84.00 | -58.00 | 83.00 |
| 2019-09-16 | 5531.00 | 5548.00 | 5560.00 | 5486.00 | 5441.00 | 5457.00 | 5468.00 | 5398.00 | 90.00 | 91.00 | 92.00 | 88.00 |
| 2019-09-12 | 5516.00 | 5490.00 | 5519.00 | 5476.00 | 5440.00 | 5408.00 | 5440.00 | 5403.00 | 76.00 | 82.00 | 79.00 | 73.00 |
| 2019-09-11 | 5483.00 | 5524.00 | 5532.00 | 5461.00 | 5405.00 | 5441.00 | 5448.00 | 5381.00 | 78.00 | 83.00 | 84.00 | 80.00 |
| 2019-09-10 | 5549.00 | 5477.00 | 5553.00 | 5467.00 | 5448.00 | 5396.00 | 5458.00 | 5385.00 | 101.00 | 81.00 | 95.00 | 82.00 |
| 2019-09-09 | 5495.00 | 5549.00 | 5557.00 | 5484.00 | 5412.00 | 5452.00 | 5460.00 | 5396.00 | 83.00 | 97.00 | 97.00 | 88.00 |
| 2019-09-06 | 5489.00 | 5486.00 | 5525.00 | 5466.00 | 5396.00 | 5404.00 | 5441.00 | 5380.00 | 93.00 | 82.00 | 84.00 | 86.00 |
| 2019-09-05 | 5480.00 | 5483.00 | 5563.00 | 5457.00 | 5378.00 | 5399.00 | 5472.00 | 5349.00 | 102.00 | 84.00 | 91.00 | 108.00 |
| 2019-09-04 | 5440.00 | 5473.00 | 5504.00 | 5427.00 | 5344.00 | 5368.00 | 5400.00 | 5332.00 | 96.00 | 105.00 | 104.00 | 95.00 |
| 2019-09-03 | 5380.00 | 5446.00 | 5451.00 | 5325.00 | 5293.00 | 5347.00 | 5352.00 | 5241.00 | 87.00 | 99.00 | 99.00 | 84.00 |
| 2019-09-02 | 5366.00 | 5376.00 | 5409.00 | 5357.00 | 5275.00 | 5290.00 | 5320.00 | 5268.00 | 91.00 | 86.00 | 89.00 | 89.00 |
| 2019-08-30 | 5366.00 | 5368.00 | 5379.00 | 5343.00 | 5258.00 | 5275.00 | 5280.00 | 5245.00 | 108.00 | 93.00 | 99.00 | 98.00 |
| 2019-08-29 | 5391.00 | 5363.00 | 5391.00 | 5354.00 | 5297.00 | 5263.00 | 5297.00 | 5255.00 | 94.00 | 100.00 | 94.00 | 99.00 |
| 2019-08-28 | 5356.00 | 5387.00 | 5394.00 | 5340.00 | 5270.00 | 5293.00 | 5301.00 | 5255.00 | 86.00 | 94.00 | 93.00 | 85.00 |
| 2019-08-27 | 5467.00 | 5353.00 | 5475.00 | 5320.00 | 5396.00 | 5269.00 | 5397.00 | 5234.00 | 71.00 | 84.00 | 78.00 | 86.00 |
| 2019-08-26 | 5490.00 | 5457.00 | 5499.00 | 5410.00 | 5399.00 | 5374.00 | 5403.00 | 5334.00 | 91.00 | 83.00 | 96.00 | 76.00 |
| 2019-08-23 | 5518.00 | 5502.00 | 5527.00 | 5481.00 | 5410.00 | 5403.00 | 5424.00 | 5371.00 | 108.00 | 99.00 | 103.00 | 110.00 |
| 2019-08-22 | 5448.00 | 5521.00 | 5522.00 | 5431.00 | 5370.00 | 5415.00 | 5418.00 | 5355.00 | 78.00 | 106.00 | 104.00 | 76.00 |
| 2019-08-21 | 5469.00 | 5436.00 | 5477.00 | 5409.00 | 5403.00 | 5365.00 | 5406.00 | 5338.00 | 66.00 | 71.00 | 71.00 | 71.00 |
| 2019-08-20 | 5448.00 | 5463.00 | 5478.00 | 5427.00 | 5363.00 | 5394.00 | 5400.00 | 5352.00 | 85.00 | 69.00 | 78.00 | 75.00 |
| 2019-08-19 | 5443.00 | 5460.00 | 5464.00 | 5422.00 | 5339.00 | 5376.00 | 5379.00 | 5322.00 | 104.00 | 84.00 | 85.00 | 100.00 |
| 2019-08-16 | 5490.00 | 5439.00 | 5542.00 | 5427.00 | 5526.00 | 5516.00 | 5577.00 | 5507.00 | -36.00 | -77.00 | -35.00 | -80.00 |
| 2019-08-15 | 5539.00 | 5490.00 | 5553.00 | 5462.00 | 5574.00 | 5526.00 | 5598.00 | 5491.00 | -35.00 | -36.00 | -45.00 | -29.00 |
| 2019-08-14 | 5598.00 | 5536.00 | 5641.00 | 5511.00 | 5621.00 | 5591.00 | 5656.00 | 5576.00 | -23.00 | -55.00 | -15.00 | -65.00 |
| 2019-08-13 | 5566.00 | 5585.00 | 5597.00 | 5527.00 | 5553.00 | 5606.00 | 5619.00 | 5534.00 | 13.00 | -21.00 | -22.00 | -7.00 |
| 2019-08-12 | 5496.00 | 5564.00 | 5607.00 | 5475.00 | 5412.00 | 5547.00 | 5566.00 | 5403.00 | 84.00 | 17.00 | 41.00 | 72.00 |
| 2019-08-09 | 5391.00 | 5494.00 | 5495.00 | 5379.00 | 5322.00 | 5412.00 | 5415.00 | 5318.00 | 69.00 | 82.00 | 80.00 | 61.00 |
| 2019-08-08 | 5388.00 | 5386.00 | 5400.00 | 5342.00 | 5330.00 | 5324.00 | 5342.00 | 5308.00 | 58.00 | 62.00 | 58.00 | 34.00 |
| 2019-08-07 | 5362.00 | 5402.00 | 5408.00 | 5338.00 | 5315.00 | 5344.00 | 5345.00 | 5306.00 | 47.00 | 58.00 | 63.00 | 32.00 |
| 2019-08-06 | 5374.00 | 5349.00 | 5447.00 | 5328.00 | 5318.00 | 5306.00 | 5358.00 | 5290.00 | 56.00 | 43.00 | 89.00 | 38.00 |
| 2019-08-05 | 5325.00 | 5395.00 | 5420.00 | 5313.00 | 5287.00 | 5322.00 | 5338.00 | 5262.00 | 38.00 | 73.00 | 82.00 | 51.00 |
| 2019-08-02 | 5345.00 | 5338.00 | 5367.00 | 5280.00 | 5306.00 | 5291.00 | 5313.00 | 5250.00 | 39.00 | 47.00 | 54.00 | 30.00 |
| 2019-08-01 | 5373.00 | 5349.00 | 5398.00 | 5342.00 | 5325.00 | 5304.00 | 5336.00 | 5300.00 | 48.00 | 45.00 | 62.00 | 42.00 |
| 2019-07-31 | 5295.00 | 5322.00 | 5344.00 | 5294.00 | 5311.00 | 5366.00 | 5380.00 | 5311.00 | -16.00 | -44.00 | -36.00 | -17.00 |
| 2019-07-30 | 5366.00 | 5290.00 | 5367.00 | 5283.00 | 5395.00 | 5301.00 | 5426.00 | 5296.00 | -29.00 | -11.00 | -59.00 | -13.00 |
| 2019-07-29 | 5285.00 | 5364.00 | 5370.00 | 5262.00 | 5329.00 | 5389.00 | 5396.00 | 5308.00 | -44.00 | -25.00 | -26.00 | -46.00 |
| 2019-07-26 | 5265.00 | 5291.00 | 5314.00 | 5208.00 | 5230.00 | 5328.00 | 5335.00 | 5196.00 | 35.00 | -37.00 | -21.00 | 12.00 |
| 2019-07-25 | 5320.00 | 5266.00 | 5327.00 | 5256.00 | 5275.00 | 5235.00 | 5294.00 | 5221.00 | 45.00 | 31.00 | 33.00 | 35.00 |
| 2019-07-24 | 5202.00 | 5299.00 | 5330.00 | 5195.00 | 5128.00 | 5250.00 | 5278.00 | 5111.00 | 74.00 | 49.00 | 52.00 | 84.00 |
| 2019-07-23 | 5150.00 | 5202.00 | 5234.00 | 5140.00 | 5084.00 | 5126.00 | 5148.00 | 5080.00 | 66.00 | 76.00 | 86.00 | 60.00 |
| 2019-07-22 | 5146.00 | 5150.00 | 5158.00 | 5124.00 | 5075.00 | 5084.00 | 5091.00 | 5059.00 | 71.00 | 66.00 | 67.00 | 65.00 |
| 2019-07-19 | 5181.00 | 5145.00 | 5187.00 | 5123.00 | 5115.00 | 5072.00 | 5121.00 | 5059.00 | 66.00 | 73.00 | 66.00 | 64.00 |
| 2019-07-18 | 5200.00 | 5189.00 | 5207.00 | 5155.00 | 5138.00 | 5123.00 | 5145.00 | 5098.00 | 62.00 | 66.00 | 62.00 | 57.00 |
| 2019-07-17 | 5217.00 | 5189.00 | 5223.00 | 5161.00 | 5139.00 | 5128.00 | 5151.00 | 5101.00 | 78.00 | 61.00 | 72.00 | 60.00 |
| 2019-07-16 | 5208.00 | 5208.00 | 5218.00 | 5178.00 | 5132.00 | 5139.00 | 5143.00 | 5105.00 | 76.00 | 69.00 | 75.00 | 73.00 |
| 2019-07-15 | 5194.00 | 5237.00 | 5250.00 | 5170.00 | 5119.00 | 5166.00 | 5171.00 | 5105.00 | 75.00 | 71.00 | 79.00 | 65.00 |
| 2019-07-12 | 5206.00 | 5187.00 | 5241.00 | 5166.00 | 5133.00 | 5115.00 | 5156.00 | 5093.00 | 73.00 | 72.00 | 85.00 | 73.00 |
| 2019-07-11 | 5195.00 | 5205.00 | 5225.00 | 5163.00 | 5124.00 | 5128.00 | 5140.00 | 5093.00 | 71.00 | 77.00 | 85.00 | 70.00 |
| 2019-07-10 | 5127.00 | 5185.00 | 5221.00 | 5114.00 | 5052.00 | 5107.00 | 5130.00 | 5036.00 | 75.00 | 78.00 | 91.00 | 78.00 |
| 2019-07-09 | 5241.00 | 5133.00 | 5254.00 | 5108.00 | 5148.00 | 5062.00 | 5179.00 | 5052.00 | 93.00 | 71.00 | 75.00 | 56.00 |
| 2019-07-08 | 5290.00 | 5239.00 | 5318.00 | 5230.00 | 5213.00 | 5150.00 | 5228.00 | 5149.00 | 77.00 | 89.00 | 90.00 | 81.00 |
| 2019-07-05 | 5109.00 | 5295.00 | 5314.00 | 5108.00 | 5087.00 | 5213.00 | 5244.00 | 5087.00 | 22.00 | 82.00 | 70.00 | 21.00 |
| 2019-07-04 | 5065.00 | 5111.00 | 5148.00 | 5065.00 | 5060.00 | 5086.00 | 5118.00 | 5059.00 | 5.00 | 25.00 | 30.00 | 6.00 |
| 2019-07-03 | 5058.00 | 5055.00 | 5074.00 | 4980.00 | 5065.00 | 5050.00 | 5079.00 | 4982.00 | -7.00 | 5.00 | -5.00 | -2.00 |
| 2019-07-02 | 5031.00 | 5066.00 | 5130.00 | 5016.00 | 5037.00 | 5076.00 | 5136.00 | 5029.00 | -6.00 | -10.00 | -6.00 | -13.00 |
| 2019-07-01 | 5010.00 | 5030.00 | 5046.00 | 4990.00 | 5022.00 | 5038.00 | 5054.00 | 5010.00 | -12.00 | -8.00 | -8.00 | -20.00 |
| 2019-06-28 | 4983.00 | 5010.00 | 5049.00 | 4976.00 | 4981.00 | 5024.00 | 5065.00 | 4980.00 | 2.00 | -14.00 | -16.00 | -4.00 |
| 2019-06-27 | 5000.00 | 4975.00 | 5010.00 | 4960.00 | 5014.00 | 4979.00 | 5024.00 | 4967.00 | -14.00 | -4.00 | -14.00 | -7.00 |
| 2019-06-26 | 5025.00 | 4997.00 | 5043.00 | 4981.00 | 5043.00 | 5016.00 | 5064.00 | 5001.00 | -18.00 | -19.00 | -21.00 | -20.00 |
| 2019-06-25 | 5016.00 | 5020.00 | 5034.00 | 5003.00 | 5037.00 | 5044.00 | 5054.00 | 5028.00 | -21.00 | -24.00 | -20.00 | -25.00 |
| 2019-06-24 | 5067.00 | 5011.00 | 5075.00 | 5006.00 | 5079.00 | 5031.00 | 5079.00 | 5016.00 | -12.00 | -20.00 | -4.00 | -10.00 |
| 2019-06-21 | 5126.00 | 5057.00 | 5151.00 | 5036.00 | 5108.00 | 5069.00 | 5129.00 | 5036.00 | 18.00 | -12.00 | 22.00 | 0.00 |
| 2019-06-20 | 5110.00 | 5128.00 | 5129.00 | 5093.00 | 5097.00 | 5110.00 | 5114.00 | 5080.00 | 13.00 | 18.00 | 15.00 | 13.00 |
| 2019-06-19 | 5088.00 | 5121.00 | 5138.00 | 5078.00 | 5080.00 | 5112.00 | 5117.00 | 5070.00 | 8.00 | 9.00 | 21.00 | 8.00 |
| 2019-06-18 | 5095.00 | 5095.00 | 5118.00 | 5084.00 | 5094.00 | 5082.00 | 5113.00 | 5078.00 | 1.00 | 13.00 | 5.00 | 6.00 |
| 2019-06-17 | 5132.00 | 5095.00 | 5153.00 | 5074.00 | 5151.00 | 5097.00 | 5167.00 | 5082.00 | -19.00 | -2.00 | -14.00 | -8.00 |
| 2019-06-14 | 5159.00 | 5137.00 | 5162.00 | 5120.00 | 5170.00 | 5151.00 | 5178.00 | 5134.00 | -11.00 | -14.00 | -16.00 | -14.00 |
| 2019-06-13 | 5071.00 | 5156.00 | 5160.00 | 5045.00 | 5066.00 | 5161.00 | 5175.00 | 5048.00 | 5.00 | -5.00 | -15.00 | -3.00 |
| 2019-06-12 | 5037.00 | 5061.00 | 5069.00 | 5019.00 | 5050.00 | 5062.00 | 5069.00 | 5024.00 | -13.00 | -1.00 | 0.00 | -5.00 |
| 2019-06-11 | 5021.00 | 5037.00 | 5065.00 | 5009.00 | 5038.00 | 5057.00 | 5086.00 | 5024.00 | -17.00 | -20.00 | -21.00 | -15.00 |
| 2019-06-10 | 5005.00 | 5030.00 | 5052.00 | 5000.00 | 5022.00 | 5043.00 | 5068.00 | 5022.00 | -17.00 | -13.00 | -16.00 | -22.00 |
| 2019-06-06 | 5038.00 | 4979.00 | 5063.00 | 4953.00 | 5040.00 | 5000.00 | 5071.00 | 4966.00 | -2.00 | -21.00 | -8.00 | -13.00 |
| 2019-06-05 | 5019.00 | 5029.00 | 5083.00 | 5009.00 | 5047.00 | 5044.00 | 5093.00 | 5018.00 | -28.00 | -15.00 | -10.00 | -9.00 |
| 2019-06-04 | 4967.00 | 5025.00 | 5056.00 | 4904.00 | 4973.00 | 5051.00 | 5078.00 | 4909.00 | -6.00 | -26.00 | -22.00 | -5.00 |
| 2019-06-03 | 4943.00 | 4960.00 | 4987.00 | 4910.00 | 4940.00 | 4972.00 | 4994.00 | 4919.00 | 3.00 | -12.00 | -7.00 | -9.00 |
| 2019-05-31 | 4950.00 | 4943.00 | 4974.00 | 4925.00 | 4923.00 | 4940.00 | 4954.00 | 4912.00 | 27.00 | 3.00 | 20.00 | 13.00 |
| 2019-05-30 | 4968.00 | 4946.00 | 4988.00 | 4936.00 | 4945.00 | 4930.00 | 4966.00 | 4898.00 | 23.00 | 16.00 | 22.00 | 38.00 |
| 2019-05-29 | 4957.00 | 4974.00 | 4994.00 | 4932.00 | 4914.00 | 4943.00 | 4973.00 | 4888.00 | 43.00 | 31.00 | 21.00 | 44.00 |
| 2019-05-28 | 4945.00 | 4950.00 | 4969.00 | 4935.00 | 4845.00 | 4900.00 | 4905.00 | 4840.00 | 100.00 | 50.00 | 64.00 | 95.00 |
| 2019-05-27 | 4967.00 | 4949.00 | 5036.00 | 4912.00 | 4933.00 | 4850.00 | 4969.00 | 4790.00 | 34.00 | 99.00 | 67.00 | 122.00 |
| 2019-05-24 | 4928.00 | 4963.00 | 4983.00 | 4926.00 | 4890.00 | 4929.00 | 4958.00 | 4888.00 | 38.00 | 34.00 | 25.00 | 38.00 |
| 2019-05-23 | 4939.00 | 4931.00 | 4998.00 | 4874.00 | 4950.00 | 4890.00 | 4971.00 | 4830.00 | -11.00 | 41.00 | 27.00 | 44.00 |
| 2019-05-22 | 5140.00 | 4938.00 | 5150.00 | 4920.00 | 5190.00 | 4977.00 | 5206.00 | 4977.00 | -50.00 | -39.00 | -56.00 | -57.00 |
| 2019-05-21 | 5088.00 | 5150.00 | 5164.00 | 5083.00 | 5149.00 | 5203.00 | 5220.00 | 5148.00 | -61.00 | -53.00 | -56.00 | -65.00 |
| 2019-05-20 | 5107.00 | 5079.00 | 5134.00 | 5063.00 | 5165.00 | 5136.00 | 5187.00 | 5113.00 | -58.00 | -57.00 | -53.00 | -50.00 |
| 2019-05-17 | 5158.00 | 5109.00 | 5184.00 | 5102.00 | 5235.00 | 5170.00 | 5266.00 | 5165.00 | -77.00 | -61.00 | -82.00 | -63.00 |
| 2019-05-16 | 5115.00 | 5163.00 | 5177.00 | 5108.00 | 5158.00 | 5236.00 | 5263.00 | 5158.00 | -43.00 | -73.00 | -86.00 | -50.00 |
| 2019-05-15 | 5102.00 | 5118.00 | 5127.00 | 5090.00 | 5141.00 | 5168.00 | 5171.00 | 5130.00 | -39.00 | -50.00 | -44.00 | -40.00 |
| 2019-05-14 | 5170.00 | 5088.00 | 5188.00 | 5026.00 | 5226.00 | 5124.00 | 5242.00 | 5077.00 | -56.00 | -36.00 | -54.00 | -51.00 |
| 2019-05-13 | 5174.00 | 5170.00 | 5192.00 | 5142.00 | 5228.00 | 5226.00 | 5251.00 | 5192.00 | -54.00 | -56.00 | -59.00 | -50.00 |
| 2019-05-10 | 5142.00 | 5168.00 | 5172.00 | 5130.00 | 5204.00 | 5224.00 | 5225.00 | 5186.00 | -62.00 | -56.00 | -53.00 | -56.00 |
| 2019-05-09 | 5106.00 | 5134.00 | 5155.00 | 5101.00 | 5170.00 | 5193.00 | 5222.00 | 5156.00 | -64.00 | -59.00 | -67.00 | -55.00 |