本页面展示焦炭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。
关于焦炭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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021-10-26 | 3781.00 | 3790.00 | 3875.00 | 3591.00 | 2930.00 | 2946.00 | 2995.00 | 2806.50 | 851.00 | 844.00 | 880.00 | 784.50 |
| 2021-10-25 | 3600.00 | 3741.00 | 3789.00 | 3533.00 | 2928.50 | 2928.00 | 3025.00 | 2883.00 | 671.50 | 813.00 | 764.00 | 650.00 |
| 2021-10-22 | 3630.00 | 3564.00 | 3888.50 | 3381.50 | 3000.00 | 2896.00 | 3100.00 | 2799.50 | 630.00 | 668.00 | 788.50 | 582.00 |
| 2021-10-21 | 3850.00 | 3663.50 | 4146.00 | 3663.50 | 3289.00 | 3140.00 | 3395.00 | 3140.00 | 561.00 | 523.50 | 751.00 | 523.50 |
| 2021-10-20 | 4336.00 | 4039.00 | 4410.50 | 4039.00 | 3680.00 | 3458.50 | 3769.00 | 3458.50 | 656.00 | 580.50 | 641.50 | 580.50 |
| 2021-10-19 | 4400.00 | 4402.00 | 4550.00 | 4331.50 | 3800.00 | 3774.50 | 3873.50 | 3723.50 | 600.00 | 627.50 | 676.50 | 608.00 |
| 2021-10-18 | 4150.00 | 4343.50 | 4343.50 | 4103.00 | 3584.00 | 3789.00 | 3789.00 | 3492.00 | 566.00 | 554.50 | 554.50 | 611.00 |
| 2021-10-15 | 3855.00 | 4105.50 | 4128.00 | 3855.00 | 3390.00 | 3584.00 | 3596.00 | 3350.50 | 465.00 | 521.50 | 532.00 | 504.50 |
| 2021-10-14 | 3880.00 | 3858.00 | 3886.00 | 3670.00 | 3360.00 | 3370.00 | 3383.00 | 3221.00 | 520.00 | 488.00 | 503.00 | 449.00 |
| 2021-10-13 | 3800.00 | 3863.00 | 3950.00 | 3610.00 | 3283.50 | 3312.00 | 3509.50 | 3226.00 | 516.50 | 551.00 | 440.50 | 384.00 |
| 2021-10-12 | 3720.00 | 3779.00 | 3826.00 | 3696.50 | 3270.00 | 3288.00 | 3350.00 | 3239.50 | 450.00 | 491.00 | 476.00 | 457.00 |
| 2021-10-11 | 3505.00 | 3716.00 | 3728.00 | 3470.00 | 3185.50 | 3266.00 | 3316.00 | 3142.50 | 319.50 | 450.00 | 412.00 | 327.50 |
| 2021-10-08 | 3546.00 | 3505.00 | 3642.00 | 3452.00 | 3190.00 | 3185.50 | 3318.00 | 3122.50 | 356.00 | 319.50 | 324.00 | 329.50 |
| 2021-09-30 | 3365.00 | 3551.00 | 3590.00 | 3307.50 | 2990.50 | 3185.00 | 3197.00 | 2951.50 | 374.50 | 366.00 | 393.00 | 356.00 |
| 2021-09-29 | 3410.00 | 3364.50 | 3498.00 | 3334.50 | 3045.50 | 2987.00 | 3136.50 | 2956.00 | 364.50 | 377.50 | 361.50 | 378.50 |
| 2021-09-28 | 3175.00 | 3410.00 | 3420.00 | 3175.00 | 2910.00 | 3059.50 | 3066.00 | 2894.00 | 265.00 | 350.50 | 354.00 | 281.00 |
| 2021-09-27 | 3248.50 | 3173.50 | 3285.00 | 3124.00 | 2861.00 | 2915.00 | 2993.00 | 2807.00 | 387.50 | 258.50 | 292.00 | 317.00 |
| 2021-09-24 | 3440.00 | 3197.50 | 3450.00 | 3186.00 | 3042.00 | 2869.00 | 3042.00 | 2861.50 | 398.00 | 328.50 | 408.00 | 324.50 |
| 2021-09-23 | 3422.00 | 3482.00 | 3536.00 | 3386.50 | 3009.00 | 3042.00 | 3118.50 | 2980.50 | 413.00 | 440.00 | 417.50 | 406.00 |
| 2021-09-22 | 3200.00 | 3417.00 | 3422.00 | 3186.00 | 2772.00 | 2996.00 | 2998.50 | 2772.00 | 428.00 | 421.00 | 423.50 | 414.00 |
| 2021-09-17 | 3220.00 | 3218.00 | 3269.50 | 3150.00 | 2820.00 | 2800.50 | 2869.50 | 2771.50 | 400.00 | 417.50 | 400.00 | 378.50 |
| 2021-09-16 | 3380.00 | 3189.00 | 3460.00 | 3170.00 | 2932.50 | 2828.00 | 3036.00 | 2815.00 | 447.50 | 361.00 | 424.00 | 355.00 |
| 2021-09-15 | 3330.00 | 3373.00 | 3440.00 | 3236.00 | 3021.00 | 2932.00 | 3047.00 | 2866.50 | 309.00 | 441.00 | 393.00 | 369.50 |
| 2021-09-14 | 3400.00 | 3341.50 | 3460.00 | 3309.50 | 3060.00 | 3017.00 | 3111.00 | 3014.00 | 340.00 | 324.50 | 349.00 | 295.50 |
| 2021-09-13 | 3535.50 | 3397.00 | 3635.00 | 3379.50 | 3915.00 | 3758.50 | 3952.00 | 3738.00 | -379.50 | -361.50 | -317.00 | -358.50 |
| 2021-09-10 | 3847.00 | 3508.00 | 3847.00 | 3487.50 | 4105.50 | 3898.00 | 4198.00 | 3831.00 | -258.50 | -390.00 | -351.00 | -343.50 |
| 2021-09-09 | 3600.00 | 3787.50 | 3838.50 | 3600.00 | 3990.00 | 4145.00 | 4179.00 | 3990.00 | -390.00 | -357.50 | -340.50 | -390.00 |
| 2021-09-08 | 3640.00 | 3594.00 | 3645.00 | 3550.00 | 4080.00 | 4007.00 | 4080.00 | 3961.50 | -440.00 | -413.00 | -435.00 | -411.50 |
| 2021-09-07 | 3520.00 | 3655.50 | 3657.50 | 3505.00 | 4130.00 | 4200.00 | 4249.00 | 4028.50 | -610.00 | -544.50 | -591.50 | -523.50 |
| 2021-09-06 | 3332.50 | 3489.50 | 3499.50 | 3270.00 | 3820.50 | 4086.50 | 4098.00 | 3818.50 | -488.00 | -597.00 | -598.50 | -548.50 |
| 2021-09-03 | 3330.00 | 3336.50 | 3384.50 | 3282.50 | 3880.00 | 3848.50 | 3936.00 | 3772.00 | -550.00 | -512.00 | -551.50 | -489.50 |
| 2021-09-02 | 3220.00 | 3359.00 | 3406.00 | 3206.00 | 3505.50 | 3639.00 | 3639.00 | 3462.00 | -285.50 | -280.00 | -233.00 | -256.00 |
| 2021-09-01 | 3153.00 | 3197.00 | 3204.50 | 3106.00 | 3341.00 | 3456.00 | 3456.00 | 3341.00 | -188.00 | -259.00 | -251.50 | -235.00 |
| 2021-08-31 | 3200.00 | 3159.00 | 3208.00 | 3111.50 | 3537.00 | 3575.00 | 3588.50 | 3515.50 | -337.00 | -416.00 | -380.50 | -404.00 |
| 2021-08-30 | 3175.00 | 3187.00 | 3213.50 | 3066.50 | 3428.00 | 3532.50 | 3548.00 | 3383.50 | -253.00 | -345.50 | -334.50 | -317.00 |
| 2021-08-27 | 3150.00 | 3164.50 | 3184.50 | 3074.50 | 3480.00 | 3438.00 | 3480.00 | 3371.50 | -330.00 | -273.50 | -295.50 | -297.00 |
| 2021-08-26 | 3299.50 | 3215.50 | 3334.00 | 3174.00 | 3554.00 | 3500.00 | 3612.00 | 3436.00 | -254.50 | -284.50 | -278.00 | -262.00 |
| 2021-08-25 | 3156.00 | 3293.00 | 3323.00 | 3156.00 | 3439.50 | 3554.00 | 3566.00 | 3420.00 | -283.50 | -261.00 | -243.00 | -264.00 |
| 2021-08-24 | 3100.00 | 3150.50 | 3267.50 | 3100.00 | 3608.00 | 3400.00 | 3686.50 | 3400.00 | -508.00 | -249.50 | -419.00 | -300.00 |
| 2021-08-23 | 2834.00 | 3053.50 | 3053.50 | 2833.00 | 3455.00 | 3645.00 | 3653.50 | 3412.00 | -621.00 | -591.50 | -600.00 | -579.00 |
| 2021-08-20 | 2839.00 | 2830.50 | 2879.50 | 2780.00 | 3400.00 | 3475.00 | 3500.00 | 3400.00 | -561.00 | -644.50 | -620.50 | -620.00 |
| 2021-08-19 | 2840.00 | 2874.50 | 2919.00 | 2762.00 | 3309.50 | 3468.00 | 3476.00 | 3304.00 | -469.50 | -593.50 | -557.00 | -542.00 |
| 2021-08-18 | 2964.00 | 2845.00 | 2968.00 | 2820.00 | 3280.00 | 3317.00 | 3332.00 | 3261.00 | -316.00 | -472.00 | -364.00 | -441.00 |
| 2021-08-17 | 2874.50 | 2947.00 | 2950.00 | 2864.50 | 3174.50 | 3275.00 | 3278.50 | 3173.00 | -300.00 | -328.00 | -328.50 | -308.50 |
| 2021-08-16 | 2892.00 | 2906.00 | 2984.00 | 2868.00 | 3156.00 | 3198.00 | 3227.50 | 3141.00 | -264.00 | -292.00 | -243.50 | -273.00 |
| 2021-08-13 | 3122.00 | 3145.00 | 3156.00 | 3099.00 | 2880.00 | 2885.00 | 2928.00 | 2848.00 | 242.00 | 260.00 | 228.00 | 251.00 |
| 2021-08-12 | 3128.00 | 3103.50 | 3159.00 | 3087.50 | 2960.00 | 2869.00 | 2989.00 | 2865.50 | 168.00 | 234.50 | 170.00 | 222.00 |
| 2021-08-11 | 3080.00 | 3127.00 | 3148.00 | 3065.50 | 2905.00 | 2973.00 | 2981.00 | 2893.00 | 175.00 | 154.00 | 167.00 | 172.50 |
| 2021-08-10 | 2990.00 | 3076.00 | 3087.50 | 2971.00 | 2780.00 | 2893.00 | 2913.50 | 2775.00 | 210.00 | 183.00 | 174.00 | 196.00 |
| 2021-08-09 | 2990.00 | 3005.50 | 3050.00 | 2976.50 | 2764.00 | 2809.00 | 2829.00 | 2738.50 | 226.00 | 196.50 | 221.00 | 238.00 |
| 2021-08-06 | 2950.00 | 2980.00 | 3010.00 | 2927.00 | 2730.00 | 2757.00 | 2778.00 | 2697.00 | 220.00 | 223.00 | 232.00 | 230.00 |
| 2021-08-05 | 2950.00 | 2944.50 | 2988.00 | 2938.50 | 2718.00 | 2725.00 | 2800.00 | 2717.00 | 232.00 | 219.50 | 188.00 | 221.50 |
| 2021-08-04 | 2821.50 | 2953.00 | 2954.00 | 2816.00 | 2650.00 | 2720.00 | 2722.50 | 2635.00 | 171.50 | 233.00 | 231.50 | 181.00 |
| 2021-08-03 | 2900.50 | 2820.50 | 2910.00 | 2816.50 | 2730.00 | 2639.50 | 2741.00 | 2629.00 | 170.50 | 181.00 | 169.00 | 187.50 |
| 2021-08-02 | 2918.00 | 2900.00 | 2928.00 | 2846.00 | 2770.00 | 2727.00 | 2784.00 | 2691.00 | 148.00 | 173.00 | 144.00 | 155.00 |
| 2021-07-30 | 2968.00 | 2943.00 | 2993.50 | 2856.50 | 2804.00 | 2794.00 | 2819.50 | 2716.00 | 164.00 | 149.00 | 174.00 | 140.50 |
| 2021-07-29 | 2950.00 | 2969.00 | 2974.00 | 2920.00 | 2770.50 | 2796.00 | 2807.00 | 2758.50 | 179.50 | 173.00 | 167.00 | 161.50 |
| 2021-07-28 | 2860.00 | 2951.00 | 2955.00 | 2855.00 | 2743.00 | 2766.00 | 2769.00 | 2720.00 | 117.00 | 185.00 | 186.00 | 135.00 |
| 2021-07-27 | 2883.00 | 2863.00 | 2910.00 | 2840.00 | 2767.00 | 2725.00 | 2770.00 | 2700.50 | 116.00 | 138.00 | 140.00 | 139.50 |
| 2021-07-26 | 2770.00 | 2867.50 | 2886.00 | 2745.00 | 2705.00 | 2751.50 | 2764.50 | 2660.00 | 65.00 | 116.00 | 121.50 | 85.00 |
| 2021-07-23 | 2750.50 | 2769.50 | 2800.00 | 2750.50 | 2699.00 | 2738.50 | 2758.00 | 2699.00 | 51.50 | 31.00 | 42.00 | 51.50 |
| 2021-07-22 | 2734.50 | 2737.50 | 2750.00 | 2666.00 | 2725.00 | 2708.00 | 2725.00 | 2649.00 | 9.50 | 29.50 | 25.00 | 17.00 |
| 2021-07-21 | 2738.00 | 2736.00 | 2756.00 | 2702.00 | 2698.00 | 2703.00 | 2725.00 | 2676.00 | 40.00 | 33.00 | 31.00 | 26.00 |
| 2021-07-20 | 2643.00 | 2738.00 | 2748.00 | 2620.50 | 2602.00 | 2694.00 | 2696.00 | 2585.50 | 41.00 | 44.00 | 52.00 | 35.00 |
| 2021-07-19 | 2685.00 | 2662.50 | 2694.00 | 2636.50 | 2636.00 | 2621.00 | 2648.50 | 2588.50 | 49.00 | 41.50 | 45.50 | 48.00 |
| 2021-07-16 | 2640.00 | 2693.00 | 2708.00 | 2627.00 | 2540.00 | 2641.50 | 2663.00 | 2540.00 | 100.00 | 51.50 | 45.00 | 87.00 |
| 2021-07-15 | 2592.00 | 2634.00 | 2675.00 | 2550.00 | 2518.00 | 2584.50 | 2617.00 | 2498.00 | 74.00 | 49.50 | 58.00 | 52.00 |
| 2021-07-14 | 2547.00 | 2589.00 | 2598.00 | 2538.50 | 2492.00 | 2519.00 | 2525.00 | 2475.00 | 55.00 | 70.00 | 73.00 | 63.50 |
| 2021-07-13 | 2505.00 | 2557.00 | 2558.00 | 2489.00 | 2468.00 | 2498.00 | 2498.50 | 2445.00 | 37.00 | 59.00 | 59.50 | 44.00 |
| 2021-07-12 | 2509.50 | 2514.00 | 2538.00 | 2464.00 | 2464.00 | 2478.00 | 2498.00 | 2433.00 | 45.50 | 36.00 | 40.00 | 31.00 |
| 2021-07-09 | 2459.00 | 2494.50 | 2520.00 | 2455.00 | 2457.00 | 2459.50 | 2481.00 | 2426.50 | 2.00 | 35.00 | 39.00 | 28.50 |
| 2021-07-08 | 2620.00 | 2471.50 | 2634.50 | 2467.50 | 2567.00 | 2442.00 | 2588.00 | 2439.50 | 53.00 | 29.50 | 46.50 | 28.00 |
| 2021-07-07 | 2630.50 | 2619.00 | 2646.50 | 2576.00 | 2585.00 | 2576.00 | 2595.50 | 2535.50 | 45.50 | 43.00 | 51.00 | 40.50 |
| 2021-07-06 | 2686.00 | 2641.50 | 2724.00 | 2633.00 | 2616.00 | 2588.50 | 2666.50 | 2584.00 | 70.00 | 53.00 | 57.50 | 49.00 |
| 2021-07-05 | 2647.00 | 2681.50 | 2687.50 | 2601.50 | 2585.50 | 2626.50 | 2636.50 | 2554.50 | 61.50 | 55.00 | 51.00 | 47.00 |
| 2021-07-02 | 2575.00 | 2641.00 | 2655.00 | 2556.50 | 2556.00 | 2590.00 | 2604.50 | 2520.50 | 19.00 | 51.00 | 50.50 | 36.00 |
| 2021-07-01 | 2634.00 | 2573.00 | 2666.00 | 2570.00 | 2588.00 | 2541.50 | 2623.50 | 2539.00 | 46.00 | 31.50 | 42.50 | 31.00 |
| 2021-06-30 | 2630.00 | 2633.50 | 2661.50 | 2603.50 | 2600.00 | 2588.00 | 2615.00 | 2560.00 | 30.00 | 45.50 | 46.50 | 43.50 |
| 2021-06-29 | 2688.00 | 2632.00 | 2725.00 | 2627.00 | 2648.00 | 2588.50 | 2670.00 | 2585.00 | 40.00 | 43.50 | 55.00 | 42.00 |
| 2021-06-28 | 2830.00 | 2713.50 | 2839.50 | 2691.00 | 2761.50 | 2660.50 | 2772.50 | 2635.00 | 68.50 | 53.00 | 67.00 | 56.00 |
| 2021-06-25 | 2796.00 | 2827.00 | 2851.00 | 2790.50 | 2732.00 | 2761.50 | 2785.00 | 2730.50 | 64.00 | 65.50 | 66.00 | 60.00 |
| 2021-06-24 | 2790.00 | 2790.00 | 2835.50 | 2758.00 | 2718.00 | 2729.00 | 2770.50 | 2700.00 | 72.00 | 61.00 | 65.00 | 58.00 |
| 2021-06-23 | 2682.00 | 2784.00 | 2790.00 | 2665.50 | 2633.00 | 2723.00 | 2727.00 | 2619.00 | 49.00 | 61.00 | 63.00 | 46.50 |
| 2021-06-22 | 2615.00 | 2681.50 | 2692.00 | 2588.50 | 2565.00 | 2632.50 | 2642.00 | 2549.00 | 50.00 | 49.00 | 50.00 | 39.50 |
| 2021-06-21 | 2700.00 | 2616.00 | 2713.00 | 2599.50 | 2664.00 | 2573.50 | 2670.00 | 2559.00 | 36.00 | 42.50 | 43.00 | 40.50 |
| 2021-06-18 | 2770.00 | 2693.50 | 2820.00 | 2690.00 | 2695.00 | 2650.50 | 2765.00 | 2645.00 | 75.00 | 43.00 | 55.00 | 45.00 |
| 2021-06-17 | 2680.00 | 2753.50 | 2769.00 | 2654.00 | 2646.50 | 2703.50 | 2718.50 | 2614.50 | 33.50 | 50.00 | 50.50 | 39.50 |
| 2021-06-16 | 2724.00 | 2688.50 | 2746.50 | 2675.50 | 2676.00 | 2643.50 | 2695.00 | 2633.00 | 48.00 | 45.00 | 51.50 | 42.50 |
| 2021-06-15 | 2700.00 | 2724.50 | 2742.00 | 2601.00 | 2672.00 | 2676.50 | 2693.00 | 2572.00 | 28.00 | 48.00 | 49.00 | 29.00 |
| 2021-06-11 | 2588.00 | 2721.50 | 2725.00 | 2588.00 | 2565.00 | 2689.00 | 2694.00 | 2565.00 | 23.00 | 32.50 | 31.00 | 23.00 |
| 2021-06-10 | 2624.00 | 2578.00 | 2649.50 | 2576.50 | 2591.00 | 2554.00 | 2624.00 | 2554.00 | 33.00 | 24.00 | 25.50 | 22.50 |
| 2021-06-09 | 2570.00 | 2624.00 | 2644.00 | 2544.00 | 2530.50 | 2597.50 | 2617.00 | 2520.00 | 39.50 | 26.50 | 27.00 | 24.00 |
| 2021-06-08 | 2500.00 | 2555.50 | 2574.00 | 2475.00 | 2488.00 | 2530.00 | 2546.00 | 2459.50 | 12.00 | 25.50 | 28.00 | 15.50 |
| 2021-06-07 | 2550.00 | 2499.50 | 2588.00 | 2487.50 | 2542.50 | 2481.50 | 2564.50 | 2471.50 | 7.50 | 18.00 | 23.50 | 16.00 |
| 2021-06-04 | 2670.00 | 2536.00 | 2690.00 | 2517.00 | 2652.50 | 2513.00 | 2663.00 | 2500.00 | 17.50 | 23.00 | 27.00 | 17.00 |
| 2021-06-03 | 2590.00 | 2694.50 | 2733.00 | 2577.50 | 2552.50 | 2669.50 | 2696.50 | 2552.50 | 37.50 | 25.00 | 36.50 | 25.00 |
| 2021-06-02 | 2585.50 | 2580.00 | 2614.00 | 2540.00 | 2541.00 | 2555.50 | 2587.00 | 2514.00 | 44.50 | 24.50 | 27.00 | 26.00 |
| 2021-06-01 | 2474.00 | 2585.50 | 2590.00 | 2445.50 | 2483.50 | 2557.00 | 2559.00 | 2426.00 | -9.50 | 28.50 | 31.00 | 19.50 |
| 2021-05-31 | 2407.50 | 2479.00 | 2530.00 | 2407.00 | 2403.00 | 2460.00 | 2500.00 | 2393.50 | 4.50 | 19.00 | 30.00 | 13.50 |
| 2021-05-28 | 2426.00 | 2430.50 | 2464.50 | 2380.00 | 2395.00 | 2402.00 | 2437.00 | 2353.00 | 31.00 | 28.50 | 27.50 | 27.00 |