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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-09-09 | 5647.00 | 5590.00 | 5666.00 | 5571.00 | 5651.00 | 5607.00 | 5681.00 | 5584.00 | -4.00 | -17.00 | -15.00 | -13.00 |
| 2024-09-06 | 5610.00 | 5619.00 | 5640.00 | 5599.00 | 5626.00 | 5634.00 | 5654.00 | 5615.00 | -16.00 | -15.00 | -14.00 | -16.00 |
| 2024-09-05 | 5580.00 | 5609.00 | 5619.00 | 5564.00 | 5597.00 | 5623.00 | 5633.00 | 5582.00 | -17.00 | -14.00 | -14.00 | -18.00 |
| 2024-09-04 | 5632.00 | 5568.00 | 5651.00 | 5543.00 | 5630.00 | 5579.00 | 5654.00 | 5546.00 | 2.00 | -11.00 | -3.00 | -3.00 |
| 2024-09-03 | 5623.00 | 5624.00 | 5640.00 | 5587.00 | 5636.00 | 5627.00 | 5644.00 | 5601.00 | -13.00 | -3.00 | -4.00 | -14.00 |
| 2024-09-02 | 5651.00 | 5635.00 | 5658.00 | 5603.00 | 5663.00 | 5646.00 | 5666.00 | 5614.00 | -12.00 | -11.00 | -8.00 | -11.00 |
| 2024-08-30 | 5647.00 | 5652.00 | 5685.00 | 5640.00 | 5683.00 | 5658.00 | 5712.00 | 5654.00 | -36.00 | -6.00 | -27.00 | -14.00 |
| 2024-08-29 | 5629.00 | 5649.00 | 5662.00 | 5617.00 | 5671.00 | 5685.00 | 5698.00 | 5656.00 | -42.00 | -36.00 | -36.00 | -39.00 |
| 2024-08-28 | 5624.00 | 5633.00 | 5669.00 | 5615.00 | 5660.00 | 5671.00 | 5708.00 | 5657.00 | -36.00 | -38.00 | -39.00 | -42.00 |
| 2024-08-27 | 5605.00 | 5613.00 | 5628.00 | 5593.00 | 5652.00 | 5657.00 | 5680.00 | 5638.00 | -47.00 | -44.00 | -52.00 | -45.00 |
| 2024-08-26 | 5560.00 | 5573.00 | 5595.00 | 5557.00 | 5622.00 | 5622.00 | 5639.00 | 5600.00 | -62.00 | -49.00 | -44.00 | -43.00 |
| 2024-08-23 | 5575.00 | 5536.00 | 5580.00 | 5508.00 | 5635.00 | 5595.00 | 5642.00 | 5569.00 | -60.00 | -59.00 | -62.00 | -61.00 |
| 2024-08-22 | 5586.00 | 5558.00 | 5590.00 | 5553.00 | 5916.00 | 5857.00 | 5917.00 | 5856.00 | -330.00 | -299.00 | -327.00 | -303.00 |
| 2024-08-21 | 5610.00 | 5586.00 | 5620.00 | 5563.00 | 5950.00 | 5916.00 | 5958.00 | 5901.00 | -340.00 | -330.00 | -338.00 | -338.00 |
| 2024-08-20 | 5661.00 | 5640.00 | 5671.00 | 5620.00 | 5974.00 | 5971.00 | 5992.00 | 5953.00 | -313.00 | -331.00 | -321.00 | -333.00 |
| 2024-08-19 | 5655.00 | 5662.00 | 5686.00 | 5649.00 | 5990.00 | 5985.00 | 6015.00 | 5978.00 | -335.00 | -323.00 | -329.00 | -329.00 |
| 2024-08-16 | 5648.00 | 5636.00 | 5671.00 | 5625.00 | 5978.00 | 5971.00 | 5998.00 | 5968.00 | -330.00 | -335.00 | -327.00 | -343.00 |
| 2024-08-15 | 5993.00 | 5978.00 | 6001.00 | 5956.00 | 5675.00 | 5650.00 | 5679.00 | 5632.00 | 318.00 | 328.00 | 322.00 | 324.00 |
| 2024-08-14 | 6040.00 | 5987.00 | 6047.00 | 5985.00 | 5725.00 | 5676.00 | 5726.00 | 5666.00 | 315.00 | 311.00 | 321.00 | 319.00 |
| 2024-08-13 | 6024.00 | 6023.00 | 6036.00 | 5997.00 | 5693.00 | 5709.00 | 5724.00 | 5681.00 | 331.00 | 314.00 | 312.00 | 316.00 |
| 2024-08-12 | 6067.00 | 6024.00 | 6076.00 | 5965.00 | 5722.00 | 5691.00 | 5727.00 | 5648.00 | 345.00 | 333.00 | 349.00 | 317.00 |
| 2024-08-09 | 6062.00 | 6061.00 | 6091.00 | 6045.00 | 5715.00 | 5714.00 | 5741.00 | 5699.00 | 347.00 | 347.00 | 350.00 | 346.00 |
| 2024-08-08 | 6068.00 | 6028.00 | 6069.00 | 6011.00 | 5737.00 | 5686.00 | 5744.00 | 5681.00 | 331.00 | 342.00 | 325.00 | 330.00 |
| 2024-08-07 | 6122.00 | 6036.00 | 6138.00 | 6025.00 | 5815.00 | 5707.00 | 5826.00 | 5704.00 | 307.00 | 329.00 | 312.00 | 321.00 |
| 2024-08-06 | 6120.00 | 6125.00 | 6146.00 | 6110.00 | 5816.00 | 5816.00 | 5838.00 | 5804.00 | 304.00 | 309.00 | 308.00 | 306.00 |
| 2024-08-05 | 6135.00 | 6143.00 | 6192.00 | 6115.00 | 5826.00 | 5829.00 | 5863.00 | 5823.00 | 309.00 | 314.00 | 329.00 | 292.00 |
| 2024-08-02 | 6150.00 | 6160.00 | 6169.00 | 6119.00 | 5847.00 | 5847.00 | 5856.00 | 5825.00 | 303.00 | 313.00 | 313.00 | 294.00 |
| 2024-08-01 | 6190.00 | 6164.00 | 6199.00 | 6154.00 | 5865.00 | 5858.00 | 5875.00 | 5844.00 | 325.00 | 306.00 | 324.00 | 310.00 |
| 2024-07-31 | 6185.00 | 6196.00 | 6210.00 | 6177.00 | 5856.00 | 5865.00 | 5877.00 | 5840.00 | 329.00 | 331.00 | 333.00 | 337.00 |
| 2024-07-30 | 6180.00 | 6181.00 | 6195.00 | 6157.00 | 5854.00 | 5853.00 | 5867.00 | 5840.00 | 326.00 | 328.00 | 328.00 | 317.00 |
| 2024-07-29 | 6162.00 | 6147.00 | 6173.00 | 6113.00 | 5859.00 | 5832.00 | 5866.00 | 5820.00 | 303.00 | 315.00 | 307.00 | 293.00 |
| 2024-07-26 | 6170.00 | 6174.00 | 6226.00 | 6165.00 | 5834.00 | 5864.00 | 5883.00 | 5829.00 | 336.00 | 310.00 | 343.00 | 336.00 |
| 2024-07-25 | 6140.00 | 6134.00 | 6148.00 | 6103.00 | 5842.00 | 5802.00 | 5850.00 | 5800.00 | 298.00 | 332.00 | 298.00 | 303.00 |
| 2024-07-24 | 6077.00 | 6150.00 | 6165.00 | 6068.00 | 5825.00 | 5855.00 | 5862.00 | 5816.00 | 252.00 | 295.00 | 303.00 | 252.00 |
| 2024-07-23 | 6089.00 | 6069.00 | 6097.00 | 6064.00 | 5839.00 | 5820.00 | 5846.00 | 5814.00 | 250.00 | 249.00 | 251.00 | 250.00 |
| 2024-07-22 | 6104.00 | 6104.00 | 6111.00 | 6073.00 | 5850.00 | 5851.00 | 5860.00 | 5826.00 | 254.00 | 253.00 | 251.00 | 247.00 |
| 2024-07-19 | 6115.00 | 6122.00 | 6144.00 | 6106.00 | 5869.00 | 5868.00 | 5882.00 | 5854.00 | 246.00 | 254.00 | 262.00 | 252.00 |
| 2024-07-18 | 6108.00 | 6135.00 | 6138.00 | 6101.00 | 5871.00 | 5886.00 | 5890.00 | 5858.00 | 237.00 | 249.00 | 248.00 | 243.00 |
| 2024-07-17 | 6135.00 | 6128.00 | 6147.00 | 6118.00 | 5895.00 | 5888.00 | 5900.00 | 5878.00 | 240.00 | 240.00 | 247.00 | 240.00 |
| 2024-07-16 | 6132.00 | 6143.00 | 6172.00 | 6128.00 | 5886.00 | 5898.00 | 5918.00 | 5883.00 | 246.00 | 245.00 | 254.00 | 245.00 |
| 2024-07-15 | 6146.00 | 6121.00 | 6157.00 | 6112.00 | 5892.00 | 5877.00 | 5902.00 | 5867.00 | 254.00 | 244.00 | 255.00 | 245.00 |
| 2024-07-12 | 6179.00 | 6162.00 | 6190.00 | 6137.00 | 5922.00 | 5907.00 | 5938.00 | 5892.00 | 257.00 | 255.00 | 252.00 | 245.00 |
| 2024-07-11 | 6170.00 | 6194.00 | 6208.00 | 6163.00 | 5924.00 | 5934.00 | 5948.00 | 5918.00 | 246.00 | 260.00 | 260.00 | 245.00 |
| 2024-07-10 | 6220.00 | 6150.00 | 6227.00 | 6133.00 | 5966.00 | 5908.00 | 5972.00 | 5893.00 | 254.00 | 242.00 | 255.00 | 240.00 |
| 2024-07-09 | 6235.00 | 6247.00 | 6254.00 | 6195.00 | 5971.00 | 5991.00 | 5995.00 | 5935.00 | 264.00 | 256.00 | 259.00 | 260.00 |
| 2024-07-08 | 6260.00 | 6225.00 | 6284.00 | 6208.00 | 6002.00 | 5964.00 | 6018.00 | 5955.00 | 258.00 | 261.00 | 266.00 | 253.00 |
| 2024-07-05 | 6265.00 | 6261.00 | 6282.00 | 6240.00 | 6005.00 | 6003.00 | 6018.00 | 5984.00 | 260.00 | 258.00 | 264.00 | 256.00 |
| 2024-07-04 | 6222.00 | 6261.00 | 6275.00 | 6221.00 | 5985.00 | 6002.00 | 6020.00 | 5977.00 | 237.00 | 259.00 | 255.00 | 244.00 |
| 2024-07-03 | 6190.00 | 6227.00 | 6239.00 | 6168.00 | 5957.00 | 5981.00 | 6000.00 | 5934.00 | 233.00 | 246.00 | 239.00 | 234.00 |
| 2024-07-02 | 6190.00 | 6197.00 | 6204.00 | 6173.00 | 5943.00 | 5962.00 | 5964.00 | 5937.00 | 247.00 | 235.00 | 240.00 | 236.00 |
| 2024-07-01 | 6228.00 | 6196.00 | 6233.00 | 6177.00 | 5971.00 | 5950.00 | 5978.00 | 5931.00 | 257.00 | 246.00 | 255.00 | 246.00 |
| 2024-06-28 | 6130.00 | 6212.00 | 6225.00 | 6120.00 | 5901.00 | 5959.00 | 5976.00 | 5889.00 | 229.00 | 253.00 | 249.00 | 231.00 |
| 2024-06-27 | 6118.00 | 6077.00 | 6119.00 | 6075.00 | 5880.00 | 5856.00 | 5881.00 | 5853.00 | 238.00 | 221.00 | 238.00 | 222.00 |
| 2024-06-26 | 6111.00 | 6120.00 | 6147.00 | 6083.00 | 5870.00 | 5880.00 | 5899.00 | 5851.00 | 241.00 | 240.00 | 248.00 | 232.00 |
| 2024-06-25 | 6099.00 | 6119.00 | 6134.00 | 6090.00 | 5858.00 | 5877.00 | 5883.00 | 5849.00 | 241.00 | 242.00 | 251.00 | 241.00 |
| 2024-06-24 | 6082.00 | 6071.00 | 6114.00 | 6061.00 | 5823.00 | 5837.00 | 5862.00 | 5823.00 | 259.00 | 234.00 | 252.00 | 238.00 |
| 2024-06-21 | 6091.00 | 6079.00 | 6139.00 | 6072.00 | 5830.00 | 5823.00 | 5871.00 | 5810.00 | 261.00 | 256.00 | 268.00 | 262.00 |
| 2024-06-20 | 6051.00 | 6055.00 | 6088.00 | 6043.00 | 5815.00 | 5801.00 | 5838.00 | 5780.00 | 236.00 | 254.00 | 250.00 | 263.00 |
| 2024-06-19 | 6027.00 | 6049.00 | 6059.00 | 6005.00 | 5799.00 | 5805.00 | 5832.00 | 5782.00 | 228.00 | 244.00 | 227.00 | 223.00 |
| 2024-06-18 | 6136.00 | 6004.00 | 6159.00 | 6000.00 | 5925.00 | 5785.00 | 5944.00 | 5782.00 | 211.00 | 219.00 | 215.00 | 218.00 |
| 2024-06-17 | 6223.00 | 6176.00 | 6240.00 | 6175.00 | 5972.00 | 5959.00 | 5990.00 | 5954.00 | 251.00 | 217.00 | 250.00 | 221.00 |
| 2024-06-14 | 6170.00 | 6237.00 | 6242.00 | 6170.00 | 5924.00 | 5989.00 | 5996.00 | 5924.00 | 246.00 | 248.00 | 246.00 | 246.00 |
| 2024-06-13 | 6210.00 | 6164.00 | 6218.00 | 6159.00 | 5968.00 | 5923.00 | 5975.00 | 5921.00 | 242.00 | 241.00 | 243.00 | 238.00 |
| 2024-06-12 | 6211.00 | 6187.00 | 6211.00 | 6170.00 | 5963.00 | 5952.00 | 5967.00 | 5935.00 | 248.00 | 235.00 | 244.00 | 235.00 |
| 2024-06-11 | 6263.00 | 6194.00 | 6264.00 | 6183.00 | 5985.00 | 5952.00 | 5985.00 | 5938.00 | 278.00 | 242.00 | 279.00 | 245.00 |
| 2024-06-07 | 6296.00 | 6301.00 | 6319.00 | 6277.00 | 6000.00 | 6012.00 | 6022.00 | 5991.00 | 296.00 | 289.00 | 297.00 | 286.00 |
| 2024-06-06 | 6244.00 | 6302.00 | 6310.00 | 6233.00 | 5972.00 | 6003.00 | 6010.00 | 5963.00 | 272.00 | 299.00 | 300.00 | 270.00 |
| 2024-06-05 | 6202.00 | 6244.00 | 6246.00 | 6186.00 | 5957.00 | 5974.00 | 5980.00 | 5942.00 | 245.00 | 270.00 | 266.00 | 244.00 |
| 2024-06-04 | 6213.00 | 6196.00 | 6249.00 | 6156.00 | 5950.00 | 5955.00 | 5977.00 | 5920.00 | 263.00 | 241.00 | 272.00 | 236.00 |
| 2024-06-03 | 6136.00 | 6186.00 | 6216.00 | 6125.00 | 6286.00 | 6332.00 | 6355.00 | 6273.00 | -150.00 | -146.00 | -139.00 | -148.00 |
| 2024-05-31 | 6197.00 | 6120.00 | 6217.00 | 6118.00 | 6343.00 | 6277.00 | 6368.00 | 6271.00 | -146.00 | -157.00 | -151.00 | -153.00 |
| 2024-05-30 | 6188.00 | 6205.00 | 6220.00 | 6155.00 | 6320.00 | 6357.00 | 6373.00 | 6300.00 | -132.00 | -152.00 | -153.00 | -145.00 |
| 2024-05-29 | 6232.00 | 6222.00 | 6236.00 | 6185.00 | 6361.00 | 6360.00 | 6366.00 | 6318.00 | -129.00 | -138.00 | -130.00 | -133.00 |
| 2024-05-28 | 6210.00 | 6225.00 | 6243.00 | 6195.00 | 5942.00 | 5949.00 | 5962.00 | 5931.00 | 268.00 | 276.00 | 281.00 | 264.00 |
| 2024-05-27 | 6133.00 | 6201.00 | 6226.00 | 6133.00 | 5896.00 | 5938.00 | 5960.00 | 5892.00 | 237.00 | 263.00 | 266.00 | 241.00 |
| 2024-05-24 | 6142.00 | 6149.00 | 6167.00 | 6120.00 | 5905.00 | 5907.00 | 5919.00 | 5890.00 | 237.00 | 242.00 | 248.00 | 230.00 |
| 2024-05-23 | 6185.00 | 6128.00 | 6186.00 | 6102.00 | 5927.00 | 5895.00 | 5929.00 | 5878.00 | 258.00 | 233.00 | 257.00 | 224.00 |
| 2024-05-22 | 6200.00 | 6188.00 | 6223.00 | 6181.00 | 5925.00 | 5931.00 | 5950.00 | 5916.00 | 275.00 | 257.00 | 273.00 | 265.00 |
| 2024-05-21 | 6205.00 | 6206.00 | 6236.00 | 6159.00 | 5932.00 | 5929.00 | 5965.00 | 5905.00 | 273.00 | 277.00 | 271.00 | 254.00 |
| 2024-05-20 | 6152.00 | 6194.00 | 6196.00 | 6144.00 | 5893.00 | 5922.00 | 5924.00 | 5886.00 | 259.00 | 272.00 | 272.00 | 258.00 |
| 2024-05-17 | 6105.00 | 6160.00 | 6167.00 | 6090.00 | 6254.00 | 6311.00 | 6315.00 | 6232.00 | -149.00 | -151.00 | -148.00 | -142.00 |
| 2024-05-16 | 6155.00 | 6161.00 | 6175.00 | 6131.00 | 6278.00 | 6299.00 | 6305.00 | 6266.00 | -123.00 | -138.00 | -130.00 | -135.00 |
| 2024-05-15 | 6185.00 | 6172.00 | 6206.00 | 6162.00 | 6305.00 | 6298.00 | 6334.00 | 6292.00 | -120.00 | -126.00 | -128.00 | -130.00 |
| 2024-05-14 | 6292.00 | 6181.00 | 6302.00 | 6176.00 | 6396.00 | 6301.00 | 6407.00 | 6294.00 | -104.00 | -120.00 | -105.00 | -118.00 |
| 2024-05-13 | 6337.00 | 6321.00 | 6346.00 | 6277.00 | 6436.00 | 6426.00 | 6452.00 | 6387.00 | -99.00 | -105.00 | -106.00 | -110.00 |
| 2024-05-10 | 6299.00 | 6347.00 | 6348.00 | 6271.00 | 6402.00 | 6449.00 | 6452.00 | 6377.00 | -103.00 | -102.00 | -104.00 | -106.00 |
| 2024-05-09 | 6280.00 | 6300.00 | 6325.00 | 6261.00 | 6392.00 | 6406.00 | 6430.00 | 6364.00 | -112.00 | -106.00 | -105.00 | -103.00 |
| 2024-05-08 | 6287.00 | 6309.00 | 6322.00 | 6274.00 | 6387.00 | 6410.00 | 6426.00 | 6382.00 | -100.00 | -101.00 | -104.00 | -108.00 |
| 2024-05-07 | 6180.00 | 6282.00 | 6285.00 | 6180.00 | 6297.00 | 6391.00 | 6396.00 | 6292.00 | -117.00 | -109.00 | -111.00 | -112.00 |
| 2024-05-06 | 6162.00 | 6185.00 | 6225.00 | 6145.00 | 6264.00 | 6297.00 | 6338.00 | 6256.00 | -102.00 | -112.00 | -113.00 | -111.00 |
| 2024-04-30 | 6137.00 | 6168.00 | 6174.00 | 6137.00 | 6240.00 | 6273.00 | 6287.00 | 6240.00 | -103.00 | -105.00 | -113.00 | -103.00 |
| 2024-04-29 | 6195.00 | 6130.00 | 6205.00 | 6118.00 | 6298.00 | 6238.00 | 6309.00 | 6230.00 | -103.00 | -108.00 | -104.00 | -112.00 |
| 2024-04-26 | 6111.00 | 6174.00 | 6189.00 | 6102.00 | 6240.00 | 6279.00 | 6305.00 | 6220.00 | -129.00 | -105.00 | -116.00 | -118.00 |
| 2024-04-25 | 6193.00 | 6158.00 | 6208.00 | 6092.00 | 6298.00 | 6282.00 | 6320.00 | 6217.00 | -105.00 | -124.00 | -112.00 | -125.00 |
| 2024-04-24 | 6188.00 | 6192.00 | 6216.00 | 6172.00 | 6312.00 | 6299.00 | 6329.00 | 6281.00 | -124.00 | -107.00 | -113.00 | -109.00 |
| 2024-04-23 | 6223.00 | 6182.00 | 6234.00 | 6176.00 | 6328.00 | 6301.00 | 6340.00 | 6297.00 | -105.00 | -119.00 | -106.00 | -121.00 |
| 2024-04-22 | 6204.00 | 6212.00 | 6226.00 | 6185.00 | 6412.00 | 6437.00 | 6448.00 | 6405.00 | -208.00 | -225.00 | -222.00 | -220.00 |
| 2024-04-19 | 6195.00 | 6216.00 | 6241.00 | 6185.00 | 6409.00 | 6426.00 | 6445.00 | 6402.00 | -214.00 | -210.00 | -204.00 | -217.00 |
| 2024-04-18 | 6230.00 | 6166.00 | 6231.00 | 6163.00 | 6439.00 | 6386.00 | 6439.00 | 6381.00 | -209.00 | -220.00 | -208.00 | -218.00 |
| 2024-04-17 | 6235.00 | 6252.00 | 6278.00 | 6225.00 | 6430.00 | 6449.00 | 6470.00 | 6415.00 | -195.00 | -197.00 | -192.00 | -190.00 |