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：
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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025-02-14 | 5932.00 | 5981.00 | 5996.00 | 5927.00 | 5796.00 | 5849.00 | 5860.00 | 5793.00 | 136.00 | 132.00 | 136.00 | 134.00 |
| 2025-02-13 | 5939.00 | 5923.00 | 5945.00 | 5916.00 | 5803.00 | 5788.00 | 5809.00 | 5782.00 | 136.00 | 135.00 | 136.00 | 134.00 |
| 2025-02-12 | 5910.00 | 5934.00 | 5940.00 | 5902.00 | 5774.00 | 5797.00 | 5805.00 | 5773.00 | 136.00 | 137.00 | 135.00 | 129.00 |
| 2025-02-11 | 5878.00 | 5897.00 | 5909.00 | 5861.00 | 5750.00 | 5766.00 | 5778.00 | 5734.00 | 128.00 | 131.00 | 131.00 | 127.00 |
| 2025-02-10 | 5849.00 | 5870.00 | 5880.00 | 5828.00 | 5725.00 | 5741.00 | 5749.00 | 5700.00 | 124.00 | 129.00 | 131.00 | 128.00 |
| 2025-02-07 | 5891.00 | 5836.00 | 5897.00 | 5821.00 | 5757.00 | 5716.00 | 5766.00 | 5702.00 | 134.00 | 120.00 | 131.00 | 119.00 |
| 2025-02-06 | 5883.00 | 5863.00 | 5894.00 | 5857.00 | 5744.00 | 5735.00 | 5754.00 | 5729.00 | 139.00 | 128.00 | 140.00 | 128.00 |
| 2025-02-05 | 5859.00 | 5879.00 | 5907.00 | 5855.00 | 5718.00 | 5734.00 | 5764.00 | 5716.00 | 141.00 | 145.00 | 143.00 | 139.00 |
| 2025-01-27 | 5850.00 | 5817.00 | 5869.00 | 5816.00 | 5710.00 | 5684.00 | 5722.00 | 5674.00 | 140.00 | 133.00 | 147.00 | 142.00 |
| 2025-01-24 | 5801.00 | 5826.00 | 5838.00 | 5791.00 | 5669.00 | 5689.00 | 5702.00 | 5657.00 | 132.00 | 137.00 | 136.00 | 134.00 |
| 2025-01-23 | 5766.00 | 5776.00 | 5794.00 | 5761.00 | 5648.00 | 5648.00 | 5662.00 | 5640.00 | 118.00 | 128.00 | 132.00 | 121.00 |
| 2025-01-22 | 5769.00 | 5757.00 | 5779.00 | 5725.00 | 5643.00 | 5639.00 | 5661.00 | 5613.00 | 126.00 | 118.00 | 118.00 | 112.00 |
| 2025-01-21 | 5741.00 | 5798.00 | 5799.00 | 5741.00 | 5624.00 | 5676.00 | 5683.00 | 5618.00 | 117.00 | 122.00 | 116.00 | 123.00 |
| 2025-01-20 | 5790.00 | 5772.00 | 5799.00 | 5752.00 | 5834.00 | 5814.00 | 5844.00 | 5799.00 | -44.00 | -42.00 | -45.00 | -47.00 |
| 2025-01-17 | 5805.00 | 5809.00 | 5826.00 | 5781.00 | 5850.00 | 5854.00 | 5873.00 | 5816.00 | -45.00 | -45.00 | -47.00 | -35.00 |
| 2025-01-16 | 5780.00 | 5781.00 | 5807.00 | 5742.00 | 5813.00 | 5827.00 | 5837.00 | 5784.00 | -33.00 | -46.00 | -30.00 | -42.00 |
| 2025-01-15 | 5888.00 | 5781.00 | 5889.00 | 5780.00 | 5923.00 | 5809.00 | 5923.00 | 5809.00 | -35.00 | -28.00 | -34.00 | -29.00 |
| 2025-01-14 | 5928.00 | 5926.00 | 5939.00 | 5907.00 | 5968.00 | 5956.00 | 5971.00 | 5942.00 | -40.00 | -30.00 | -32.00 | -35.00 |
| 2025-01-13 | 5896.00 | 5945.00 | 5947.00 | 5859.00 | 5929.00 | 5979.00 | 5983.00 | 5899.00 | -33.00 | -34.00 | -36.00 | -40.00 |
| 2025-01-10 | 5862.00 | 5891.00 | 5911.00 | 5847.00 | 5890.00 | 5927.00 | 5953.00 | 5879.00 | -28.00 | -36.00 | -42.00 | -32.00 |
| 2025-01-09 | 5920.00 | 5872.00 | 5931.00 | 5853.00 | 5945.00 | 5902.00 | 5960.00 | 5886.00 | -25.00 | -30.00 | -29.00 | -33.00 |
| 2025-01-08 | 5941.00 | 5926.00 | 5949.00 | 5913.00 | 5970.00 | 5956.00 | 5977.00 | 5943.00 | -29.00 | -30.00 | -28.00 | -30.00 |
| 2025-01-07 | 5952.00 | 5935.00 | 5973.00 | 5905.00 | 5981.00 | 5962.00 | 6000.00 | 5940.00 | -29.00 | -27.00 | -27.00 | -35.00 |
| 2025-01-06 | 5985.00 | 5946.00 | 6036.00 | 5936.00 | 6020.00 | 5977.00 | 6060.00 | 5969.00 | -35.00 | -31.00 | -24.00 | -33.00 |
| 2025-01-03 | 6010.00 | 5995.00 | 6029.00 | 5960.00 | 6030.00 | 6025.00 | 6052.00 | 5994.00 | -20.00 | -30.00 | -23.00 | -34.00 |
| 2025-01-02 | 5970.00 | 6002.00 | 6024.00 | 5970.00 | 5995.00 | 6026.00 | 6049.00 | 5995.00 | -25.00 | -24.00 | -25.00 | -25.00 |
| 2024-12-31 | 5983.00 | 5961.00 | 5983.00 | 5922.00 | 6008.00 | 5992.00 | 6008.00 | 5952.00 | -25.00 | -31.00 | -25.00 | -30.00 |
| 2024-12-30 | 5942.00 | 5969.00 | 5979.00 | 5908.00 | 5961.00 | 5995.00 | 6004.00 | 5936.00 | -19.00 | -26.00 | -25.00 | -28.00 |
| 2024-12-27 | 5976.00 | 5944.00 | 5977.00 | 5924.00 | 5998.00 | 5967.00 | 6000.00 | 5950.00 | -22.00 | -23.00 | -23.00 | -26.00 |
| 2024-12-26 | 5982.00 | 5976.00 | 5993.00 | 5956.00 | 6012.00 | 6001.00 | 6017.00 | 5982.00 | -30.00 | -25.00 | -24.00 | -26.00 |
| 2024-12-25 | 5958.00 | 5982.00 | 5989.00 | 5928.00 | 5983.00 | 6011.00 | 6017.00 | 5958.00 | -25.00 | -29.00 | -28.00 | -30.00 |
| 2024-12-24 | 5953.00 | 5944.00 | 5953.00 | 5923.00 | 5995.00 | 5973.00 | 5995.00 | 5959.00 | -42.00 | -29.00 | -42.00 | -36.00 |
| 2024-12-23 | 5882.00 | 5941.00 | 5944.00 | 5874.00 | 5911.00 | 5984.00 | 5986.00 | 5904.00 | -29.00 | -43.00 | -42.00 | -30.00 |
| 2024-12-20 | 5889.00 | 5882.00 | 5893.00 | 5870.00 | 5919.00 | 5909.00 | 5922.00 | 5898.00 | -30.00 | -27.00 | -29.00 | -28.00 |
| 2024-12-19 | 5896.00 | 5894.00 | 5908.00 | 5856.00 | 5965.00 | 5958.00 | 5976.00 | 5925.00 | -69.00 | -64.00 | -68.00 | -69.00 |
| 2024-12-18 | 5995.00 | 5899.00 | 5995.00 | 5884.00 | 6047.00 | 5967.00 | 6047.00 | 5954.00 | -52.00 | -68.00 | -52.00 | -70.00 |
| 2024-12-17 | 5990.00 | 6005.00 | 6031.00 | 5983.00 | 6039.00 | 6052.00 | 6082.00 | 6035.00 | -49.00 | -47.00 | -51.00 | -52.00 |
| 2024-12-16 | 6080.00 | 6017.00 | 6085.00 | 5995.00 | 6136.00 | 6070.00 | 6136.00 | 6053.00 | -56.00 | -53.00 | -51.00 | -58.00 |
| 2024-12-13 | 6124.00 | 6083.00 | 6144.00 | 6076.00 | 6165.00 | 6130.00 | 6191.00 | 6126.00 | -41.00 | -47.00 | -47.00 | -50.00 |
| 2024-12-12 | 6058.00 | 6125.00 | 6140.00 | 6045.00 | 6110.00 | 6181.00 | 6192.00 | 6093.00 | -52.00 | -56.00 | -52.00 | -48.00 |
| 2024-12-11 | 6028.00 | 6063.00 | 6068.00 | 5969.00 | 6050.00 | 6102.00 | 6115.00 | 6016.00 | -22.00 | -39.00 | -47.00 | -47.00 |
| 2024-12-10 | 6046.00 | 6034.00 | 6070.00 | 6029.00 | 6011.00 | 5997.00 | 6029.00 | 5989.00 | 35.00 | 37.00 | 41.00 | 40.00 |
| 2024-12-09 | 6000.00 | 6038.00 | 6047.00 | 5988.00 | 5970.00 | 5996.00 | 6005.00 | 5955.00 | 30.00 | 42.00 | 42.00 | 33.00 |
| 2024-12-06 | 5973.00 | 6008.00 | 6012.00 | 5916.00 | 5938.00 | 5974.00 | 5981.00 | 5887.00 | 35.00 | 34.00 | 31.00 | 29.00 |
| 2024-12-05 | 6026.00 | 5984.00 | 6041.00 | 5954.00 | 6010.00 | 5952.00 | 6020.00 | 5930.00 | 16.00 | 32.00 | 21.00 | 24.00 |
| 2024-12-04 | 6082.00 | 6034.00 | 6108.00 | 6026.00 | 6058.00 | 6012.00 | 6081.00 | 6004.00 | 24.00 | 22.00 | 27.00 | 22.00 |
| 2024-12-03 | 6087.00 | 6066.00 | 6100.00 | 6057.00 | 6054.00 | 6040.00 | 6068.00 | 6026.00 | 33.00 | 26.00 | 32.00 | 31.00 |
| 2024-12-02 | 6109.00 | 6082.00 | 6125.00 | 6050.00 | 6064.00 | 6045.00 | 6074.00 | 6010.00 | 45.00 | 37.00 | 51.00 | 40.00 |
| 2024-11-29 | 6018.00 | 6135.00 | 6144.00 | 6012.00 | 6000.00 | 6083.00 | 6086.00 | 5974.00 | 18.00 | 52.00 | 58.00 | 38.00 |
| 2024-11-28 | 5977.00 | 6013.00 | 6015.00 | 5937.00 | 5965.00 | 5999.00 | 5999.00 | 5927.00 | 12.00 | 14.00 | 16.00 | 10.00 |
| 2024-11-27 | 5989.00 | 5958.00 | 6038.00 | 5943.00 | 5955.00 | 5945.00 | 6000.00 | 5926.00 | 34.00 | 13.00 | 38.00 | 17.00 |
| 2024-11-26 | 5932.00 | 5963.00 | 5967.00 | 5914.00 | 5915.00 | 5944.00 | 5946.00 | 5886.00 | 17.00 | 19.00 | 21.00 | 28.00 |
| 2024-11-25 | 5903.00 | 5942.00 | 5946.00 | 5898.00 | 5855.00 | 5915.00 | 5917.00 | 5844.00 | 48.00 | 27.00 | 29.00 | 54.00 |
| 2024-11-22 | 5960.00 | 5897.00 | 5990.00 | 5879.00 | 5889.00 | 5847.00 | 5912.00 | 5843.00 | 71.00 | 50.00 | 78.00 | 36.00 |
| 2024-11-21 | 5930.00 | 5971.00 | 5974.00 | 5920.00 | 5880.00 | 5893.00 | 5904.00 | 5864.00 | 50.00 | 78.00 | 70.00 | 56.00 |
| 2024-11-20 | 5859.00 | 5931.00 | 5935.00 | 5853.00 | 5826.00 | 5884.00 | 5888.00 | 5818.00 | 33.00 | 47.00 | 47.00 | 35.00 |
| 2024-11-19 | 5848.00 | 5863.00 | 5881.00 | 5839.00 | 5805.00 | 5827.00 | 5854.00 | 5805.00 | 43.00 | 36.00 | 27.00 | 34.00 |
| 2024-11-18 | 5855.00 | 5833.00 | 5860.00 | 5819.00 | 5813.00 | 5798.00 | 5820.00 | 5786.00 | 42.00 | 35.00 | 40.00 | 33.00 |
| 2024-11-15 | 5878.00 | 5864.00 | 5914.00 | 5850.00 | 5829.00 | 5822.00 | 5867.00 | 5813.00 | 49.00 | 42.00 | 47.00 | 37.00 |
| 2024-11-14 | 5931.00 | 5869.00 | 5943.00 | 5855.00 | 5898.00 | 5829.00 | 5908.00 | 5818.00 | 33.00 | 40.00 | 35.00 | 37.00 |
| 2024-11-13 | 5940.00 | 5931.00 | 5981.00 | 5928.00 | 5904.00 | 5898.00 | 5935.00 | 5895.00 | 36.00 | 33.00 | 46.00 | 33.00 |
| 2024-11-12 | 5933.00 | 5932.00 | 5942.00 | 5902.00 | 5902.00 | 5898.00 | 5905.00 | 5866.00 | 31.00 | 34.00 | 37.00 | 36.00 |
| 2024-11-11 | 5828.00 | 5942.00 | 5947.00 | 5828.00 | 5799.00 | 5914.00 | 5919.00 | 5797.00 | 29.00 | 28.00 | 28.00 | 31.00 |
| 2024-11-08 | 5858.00 | 5817.00 | 5859.00 | 5811.00 | 5829.00 | 5793.00 | 5834.00 | 5788.00 | 29.00 | 24.00 | 25.00 | 23.00 |
| 2024-11-07 | 5800.00 | 5845.00 | 5848.00 | 5791.00 | 5783.00 | 5819.00 | 5825.00 | 5771.00 | 17.00 | 26.00 | 23.00 | 20.00 |
| 2024-11-06 | 5810.00 | 5814.00 | 5833.00 | 5804.00 | 5800.00 | 5796.00 | 5815.00 | 5788.00 | 10.00 | 18.00 | 18.00 | 16.00 |
| 2024-11-05 | 5834.00 | 5815.00 | 5839.00 | 5787.00 | 5814.00 | 5794.00 | 5816.00 | 5772.00 | 20.00 | 21.00 | 23.00 | 15.00 |
| 2024-11-04 | 5910.00 | 5843.00 | 5918.00 | 5832.00 | 5895.00 | 5821.00 | 5895.00 | 5814.00 | 15.00 | 22.00 | 23.00 | 18.00 |
| 2024-11-01 | 5897.00 | 5921.00 | 5933.00 | 5883.00 | 5875.00 | 5898.00 | 5906.00 | 5861.00 | 22.00 | 23.00 | 27.00 | 22.00 |
| 2024-10-31 | 5838.00 | 5870.00 | 5876.00 | 5828.00 | 5822.00 | 5844.00 | 5858.00 | 5816.00 | 16.00 | 26.00 | 18.00 | 12.00 |
| 2024-10-30 | 5867.00 | 5847.00 | 5876.00 | 5842.00 | 5835.00 | 5833.00 | 5852.00 | 5823.00 | 32.00 | 14.00 | 24.00 | 19.00 |
| 2024-10-29 | 5854.00 | 5853.00 | 5889.00 | 5846.00 | 5848.00 | 5828.00 | 5873.00 | 5828.00 | 6.00 | 25.00 | 16.00 | 18.00 |
| 2024-10-28 | 5903.00 | 5868.00 | 5935.00 | 5854.00 | 5888.00 | 5855.00 | 5913.00 | 5846.00 | 15.00 | 13.00 | 22.00 | 8.00 |
| 2024-10-25 | 5934.00 | 5919.00 | 5947.00 | 5902.00 | 5914.00 | 5898.00 | 5922.00 | 5882.00 | 20.00 | 21.00 | 25.00 | 20.00 |
| 2024-10-24 | 5887.00 | 5936.00 | 5958.00 | 5882.00 | 5880.00 | 5918.00 | 5936.00 | 5867.00 | 7.00 | 18.00 | 22.00 | 15.00 |
| 2024-10-23 | 5851.00 | 5869.00 | 5878.00 | 5833.00 | 5840.00 | 5856.00 | 5866.00 | 5825.00 | 11.00 | 13.00 | 12.00 | 8.00 |
| 2024-10-22 | 5850.00 | 5844.00 | 5856.00 | 5823.00 | 5834.00 | 5835.00 | 5848.00 | 5819.00 | 16.00 | 9.00 | 8.00 | 4.00 |
| 2024-10-21 | 5885.00 | 5840.00 | 5885.00 | 5812.00 | 5882.00 | 5827.00 | 5882.00 | 5806.00 | 3.00 | 13.00 | 3.00 | 6.00 |
| 2024-10-18 | 5872.00 | 5866.00 | 5881.00 | 5825.00 | 5853.00 | 5860.00 | 5872.00 | 5819.00 | 19.00 | 6.00 | 9.00 | 6.00 |
| 2024-10-17 | 5910.00 | 5878.00 | 5935.00 | 5871.00 | 5900.00 | 5868.00 | 5916.00 | 5862.00 | 10.00 | 10.00 | 19.00 | 9.00 |
| 2024-10-16 | 5901.00 | 5934.00 | 5973.00 | 5892.00 | 5898.00 | 5920.00 | 5952.00 | 5880.00 | 3.00 | 14.00 | 21.00 | 12.00 |
| 2024-10-15 | 5930.00 | 5913.00 | 5947.00 | 5899.00 | 5937.00 | 5900.00 | 5937.00 | 5888.00 | -7.00 | 13.00 | 10.00 | 11.00 |
| 2024-10-14 | 5948.00 | 5939.00 | 5956.00 | 5911.00 | 5930.00 | 5921.00 | 5939.00 | 5898.00 | 18.00 | 18.00 | 17.00 | 13.00 |
| 2024-10-11 | 5882.00 | 5917.00 | 5928.00 | 5846.00 | 5878.00 | 5904.00 | 5912.00 | 5844.00 | 4.00 | 13.00 | 16.00 | 2.00 |
| 2024-10-10 | 5982.00 | 5859.00 | 5982.00 | 5853.00 | 5958.00 | 5853.00 | 5958.00 | 5850.00 | 24.00 | 6.00 | 24.00 | 3.00 |
| 2024-10-09 | 5935.00 | 6020.00 | 6028.00 | 5904.00 | 5918.00 | 5991.00 | 5997.00 | 5895.00 | 17.00 | 29.00 | 31.00 | 9.00 |
| 2024-10-08 | 5913.00 | 5929.00 | 5943.00 | 5882.00 | 5889.00 | 5918.00 | 5926.00 | 5880.00 | 24.00 | 11.00 | 17.00 | 2.00 |
| 2024-09-30 | 5907.00 | 5915.00 | 5967.00 | 5890.00 | 5900.00 | 5909.00 | 5949.00 | 5889.00 | 7.00 | 6.00 | 18.00 | 1.00 |
| 2024-09-27 | 5914.00 | 5942.00 | 5977.00 | 5912.00 | 5925.00 | 5936.00 | 5965.00 | 5905.00 | -11.00 | 6.00 | 12.00 | 7.00 |
| 2024-09-26 | 5908.00 | 5926.00 | 5957.00 | 5897.00 | 5906.00 | 5926.00 | 5952.00 | 5896.00 | 2.00 | 0.00 | 5.00 | 1.00 |
| 2024-09-25 | 5886.00 | 5921.00 | 5964.00 | 5885.00 | 5880.00 | 5918.00 | 5949.00 | 5880.00 | 6.00 | 3.00 | 15.00 | 5.00 |
| 2024-09-24 | 5863.00 | 5871.00 | 5887.00 | 5850.00 | 5824.00 | 5841.00 | 5846.00 | 5814.00 | 39.00 | 30.00 | 41.00 | 36.00 |
| 2024-09-23 | 5855.00 | 5849.00 | 5861.00 | 5831.00 | 5813.00 | 5806.00 | 5828.00 | 5791.00 | 42.00 | 43.00 | 33.00 | 40.00 |
| 2024-09-20 | 5798.00 | 5843.00 | 5866.00 | 5790.00 | 5784.00 | 5801.00 | 5821.00 | 5766.00 | 14.00 | 42.00 | 45.00 | 24.00 |
| 2024-09-19 | 5778.00 | 5812.00 | 5825.00 | 5753.00 | 5786.00 | 5789.00 | 5824.00 | 5764.00 | -8.00 | 23.00 | 1.00 | -11.00 |
| 2024-09-18 | 5746.00 | 5742.00 | 5785.00 | 5725.00 | 5753.00 | 5750.00 | 5792.00 | 5732.00 | -7.00 | -8.00 | -7.00 | -7.00 |
| 2024-09-13 | 5707.00 | 5688.00 | 5710.00 | 5670.00 | 5720.00 | 5698.00 | 5722.00 | 5686.00 | -13.00 | -10.00 | -12.00 | -16.00 |
| 2024-09-12 | 5667.00 | 5692.00 | 5715.00 | 5662.00 | 5680.00 | 5705.00 | 5727.00 | 5672.00 | -13.00 | -13.00 | -12.00 | -10.00 |
| 2024-09-11 | 5638.00 | 5645.00 | 5648.00 | 5595.00 | 5657.00 | 5656.00 | 5666.00 | 5618.00 | -19.00 | -11.00 | -18.00 | -23.00 |
| 2024-09-10 | 5575.00 | 5647.00 | 5656.00 | 5575.00 | 5595.00 | 5663.00 | 5673.00 | 5595.00 | -20.00 | -16.00 | -17.00 | -20.00 |