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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021-05-27 | 2342.00 | 2418.50 | 2429.50 | 2296.50 | 2323.00 | 2395.00 | 2406.50 | 2273.00 | 19.00 | 23.50 | 23.00 | 23.50 |
| 2021-05-26 | 2371.50 | 2352.50 | 2434.50 | 2342.00 | 2359.50 | 2323.50 | 2407.50 | 2313.00 | 12.00 | 29.00 | 27.00 | 29.00 |
| 2021-05-25 | 2388.00 | 2371.50 | 2428.50 | 2361.00 | 2352.00 | 2358.00 | 2412.00 | 2350.00 | 36.00 | 13.50 | 16.50 | 11.00 |
| 2021-05-24 | 2370.00 | 2381.50 | 2405.00 | 2272.00 | 2353.50 | 2368.00 | 2392.00 | 2260.00 | 16.50 | 13.50 | 13.00 | 12.00 |
| 2021-05-21 | 2500.00 | 2371.00 | 2506.00 | 2365.00 | 2482.00 | 2353.00 | 2508.00 | 2353.00 | 18.00 | 18.00 | -2.00 | 12.00 |
| 2021-05-20 | 2520.00 | 2492.50 | 2541.50 | 2423.50 | 2582.00 | 2490.00 | 2582.00 | 2425.50 | -62.00 | 2.50 | -40.50 | -2.00 |
| 2021-05-19 | 2670.00 | 2571.50 | 2691.00 | 2551.00 | 2663.00 | 2578.50 | 2704.00 | 2561.00 | 7.00 | -7.00 | -13.00 | -10.00 |
| 2021-05-18 | 2640.00 | 2659.00 | 2682.00 | 2615.00 | 2636.50 | 2666.00 | 2686.00 | 2621.00 | 3.50 | -7.00 | -4.00 | -6.00 |
| 2021-05-17 | 2615.00 | 2634.00 | 2659.50 | 2590.00 | 2668.00 | 2642.50 | 2668.00 | 2600.00 | -53.00 | -8.50 | -8.50 | -10.00 |
| 2021-05-14 | 2720.00 | 2614.50 | 2739.00 | 2571.00 | 2754.00 | 2620.50 | 2754.00 | 2592.50 | -34.00 | -6.00 | -15.00 | -21.50 |
| 2021-05-13 | 2820.00 | 2729.00 | 2894.50 | 2672.00 | 2839.50 | 2744.50 | 2895.50 | 2685.50 | -19.50 | -15.50 | -1.00 | -13.50 |
| 2021-05-12 | 2828.00 | 2865.00 | 2928.00 | 2756.00 | 2850.00 | 2865.00 | 2925.00 | 2753.00 | -22.00 | 0.00 | 3.00 | 3.00 |
| 2021-05-11 | 2951.50 | 2828.00 | 2953.50 | 2760.00 | 2935.00 | 2823.00 | 2935.00 | 2753.00 | 16.50 | 5.00 | 18.50 | 7.00 |
| 2021-05-10 | 2835.00 | 2953.50 | 3004.50 | 2790.00 | 2798.50 | 2928.50 | 2988.00 | 2756.50 | 36.50 | 25.00 | 16.50 | 33.50 |
| 2021-05-07 | 2811.00 | 2838.50 | 2855.00 | 2798.00 | 2795.00 | 2801.00 | 2818.00 | 2765.00 | 16.00 | 37.50 | 37.00 | 33.00 |
| 2021-05-06 | 2685.50 | 2799.00 | 2862.00 | 2679.00 | 2630.00 | 2766.50 | 2780.00 | 2630.00 | 55.50 | 32.50 | 82.00 | 49.00 |
| 2021-04-30 | 2708.00 | 2606.50 | 2721.50 | 2601.00 | 2688.00 | 2582.50 | 2699.00 | 2581.50 | 20.00 | 24.00 | 22.50 | 19.50 |
| 2021-04-29 | 2693.00 | 2705.00 | 2729.50 | 2656.50 | 2658.00 | 2688.00 | 2709.50 | 2638.50 | 35.00 | 17.00 | 20.00 | 18.00 |
| 2021-04-28 | 2682.50 | 2683.00 | 2696.00 | 2650.50 | 2664.00 | 2659.50 | 2675.50 | 2629.50 | 18.50 | 23.50 | 20.50 | 21.00 |
| 2021-04-27 | 2696.50 | 2682.50 | 2710.00 | 2667.50 | 2614.00 | 2623.00 | 2641.00 | 2602.50 | 82.50 | 59.50 | 69.00 | 65.00 |
| 2021-04-26 | 2590.00 | 2679.00 | 2700.00 | 2588.00 | 2516.50 | 2614.00 | 2621.50 | 2516.00 | 73.50 | 65.00 | 78.50 | 72.00 |
| 2021-04-23 | 2619.00 | 2591.50 | 2635.50 | 2575.00 | 2517.00 | 2521.50 | 2553.00 | 2505.00 | 102.00 | 70.00 | 82.50 | 70.00 |
| 2021-04-22 | 2574.50 | 2604.50 | 2619.50 | 2555.00 | 2510.00 | 2520.50 | 2537.50 | 2473.00 | 64.50 | 84.00 | 82.00 | 82.00 |
| 2021-04-21 | 2598.00 | 2578.50 | 2600.00 | 2527.00 | 2485.00 | 2498.00 | 2502.00 | 2458.00 | 113.00 | 80.50 | 98.00 | 69.00 |
| 2021-04-20 | 2522.50 | 2585.50 | 2594.50 | 2516.50 | 2422.00 | 2493.00 | 2505.00 | 2422.00 | 100.50 | 92.50 | 89.50 | 94.50 |
| 2021-04-19 | 2543.00 | 2522.00 | 2576.00 | 2510.00 | 2467.50 | 2439.00 | 2479.00 | 2429.00 | 75.50 | 83.00 | 97.00 | 81.00 |
| 2021-04-16 | 2413.50 | 2472.50 | 2514.00 | 2413.50 | 2470.00 | 2540.00 | 2562.50 | 2459.00 | -56.50 | -67.50 | -48.50 | -45.50 |
| 2021-04-15 | 2468.00 | 2422.00 | 2476.50 | 2406.00 | 2492.00 | 2458.50 | 2492.00 | 2451.00 | -24.00 | -36.50 | -15.50 | -45.00 |
| 2021-04-14 | 2439.00 | 2474.50 | 2492.50 | 2415.00 | 2433.50 | 2485.00 | 2498.00 | 2415.00 | 5.50 | -10.50 | -5.50 | 0.00 |
| 2021-04-13 | 2412.00 | 2436.00 | 2444.00 | 2391.00 | 2407.50 | 2431.00 | 2435.00 | 2396.50 | 4.50 | 5.00 | 9.00 | -5.50 |
| 2021-04-12 | 2353.50 | 2386.50 | 2407.50 | 2316.00 | 2365.00 | 2392.50 | 2403.00 | 2320.00 | -11.50 | -6.00 | 4.50 | -4.00 |
| 2021-04-09 | 2411.00 | 2366.50 | 2448.50 | 2366.00 | 2405.00 | 2378.00 | 2450.00 | 2377.00 | 6.00 | -11.50 | -1.50 | -11.00 |
| 2021-04-08 | 2395.00 | 2391.00 | 2407.50 | 2361.00 | 2399.00 | 2395.00 | 2408.00 | 2371.00 | -4.00 | -4.00 | -0.50 | -10.00 |
| 2021-04-07 | 2366.00 | 2392.00 | 2415.00 | 2332.00 | 2388.50 | 2399.00 | 2410.50 | 2350.50 | -22.50 | -7.00 | 4.50 | -18.50 |
| 2021-04-06 | 2385.00 | 2371.50 | 2443.00 | 2361.00 | 2400.00 | 2389.00 | 2450.00 | 2372.00 | -15.00 | -17.50 | -7.00 | -11.00 |
| 2021-04-02 | 2346.00 | 2385.50 | 2396.00 | 2342.50 | 2343.00 | 2388.50 | 2396.50 | 2343.00 | 3.00 | -3.00 | -0.50 | -0.50 |
| 2021-04-01 | 2335.00 | 2341.00 | 2347.50 | 2302.00 | 2333.00 | 2342.50 | 2350.00 | 2305.00 | 2.00 | -1.50 | -2.50 | -3.00 |
| 2021-03-31 | 2275.50 | 2334.00 | 2342.50 | 2230.00 | 2294.00 | 2331.00 | 2334.50 | 2251.00 | -18.50 | 3.00 | 8.00 | -21.00 |
| 2021-03-30 | 2298.00 | 2274.50 | 2318.50 | 2250.00 | 2302.00 | 2301.00 | 2318.50 | 2274.00 | -4.00 | -26.50 | 0.00 | -24.00 |
| 2021-03-29 | 2218.00 | 2298.00 | 2335.50 | 2207.00 | 2230.00 | 2305.00 | 2340.00 | 2225.00 | -12.00 | -7.00 | -4.50 | -18.00 |
| 2021-03-26 | 2165.00 | 2211.50 | 2214.00 | 2152.00 | 2179.00 | 2231.50 | 2233.00 | 2162.00 | -14.00 | -20.00 | -19.00 | -10.00 |
| 2021-03-25 | 2145.00 | 2175.50 | 2195.00 | 2123.00 | 2180.00 | 2182.00 | 2198.50 | 2151.50 | -35.00 | -6.50 | -3.50 | -28.50 |
| 2021-03-24 | 2151.50 | 2142.00 | 2171.00 | 2096.50 | 2174.50 | 2177.00 | 2187.50 | 2145.00 | -23.00 | -35.00 | -16.50 | -48.50 |
| 2021-03-23 | 2132.00 | 2151.50 | 2162.00 | 2110.00 | 2165.00 | 2174.50 | 2179.00 | 2135.50 | -33.00 | -23.00 | -17.00 | -25.50 |
| 2021-03-22 | 2246.00 | 2131.00 | 2253.00 | 2126.00 | 2215.00 | 2156.00 | 2215.00 | 2130.00 | 31.00 | -25.00 | 38.00 | -4.00 |
| 2021-03-19 | 2320.00 | 2253.00 | 2350.00 | 2231.00 | 2277.00 | 2209.50 | 2305.00 | 2191.00 | 43.00 | 43.50 | 45.00 | 40.00 |
| 2021-03-18 | 2320.50 | 2335.00 | 2364.00 | 2308.50 | 2285.00 | 2282.00 | 2299.00 | 2255.50 | 35.50 | 53.00 | 65.00 | 53.00 |
| 2021-03-17 | 2258.00 | 2320.50 | 2323.00 | 2246.00 | 2219.00 | 2267.50 | 2271.00 | 2203.50 | 39.00 | 53.00 | 52.00 | 42.50 |
| 2021-03-16 | 2224.00 | 2264.00 | 2286.00 | 2214.50 | 2191.50 | 2219.00 | 2237.00 | 2182.50 | 32.50 | 45.00 | 49.00 | 32.00 |
| 2021-03-15 | 2250.00 | 2225.50 | 2279.00 | 2204.00 | 2178.00 | 2191.50 | 2220.00 | 2165.50 | 72.00 | 34.00 | 59.00 | 38.50 |
| 2021-03-12 | 2324.50 | 2244.00 | 2352.00 | 2230.00 | 2270.00 | 2177.00 | 2285.00 | 2170.50 | 54.50 | 67.00 | 67.00 | 59.50 |
| 2021-03-11 | 2325.00 | 2353.50 | 2373.50 | 2282.50 | 2260.00 | 2282.50 | 2295.50 | 2226.50 | 65.00 | 71.00 | 78.00 | 56.00 |
| 2021-03-10 | 2271.50 | 2312.50 | 2326.00 | 2261.50 | 2220.00 | 2250.00 | 2256.00 | 2196.50 | 51.50 | 62.50 | 70.00 | 65.00 |
| 2021-03-09 | 2335.00 | 2271.00 | 2357.50 | 2265.00 | 2245.50 | 2213.50 | 2272.00 | 2207.00 | 89.50 | 57.50 | 85.50 | 58.00 |
| 2021-03-08 | 2342.50 | 2338.00 | 2384.00 | 2306.00 | 2246.00 | 2245.50 | 2281.50 | 2231.50 | 96.50 | 92.50 | 102.50 | 74.50 |
| 2021-03-05 | 2450.00 | 2342.50 | 2459.00 | 2325.50 | 2310.00 | 2246.00 | 2310.00 | 2210.00 | 140.00 | 96.50 | 149.00 | 115.50 |
| 2021-03-04 | 2511.00 | 2486.50 | 2517.00 | 2446.00 | 2346.50 | 2338.50 | 2353.50 | 2294.50 | 164.50 | 148.00 | 163.50 | 151.50 |
| 2021-03-03 | 2560.00 | 2519.50 | 2566.50 | 2504.00 | 2381.00 | 2344.00 | 2381.00 | 2324.50 | 179.00 | 175.50 | 185.50 | 179.50 |
| 2021-03-02 | 2477.50 | 2550.50 | 2563.50 | 2433.00 | 2288.00 | 2341.50 | 2355.50 | 2244.00 | 189.50 | 209.00 | 208.00 | 189.00 |
| 2021-03-01 | 2516.50 | 2477.50 | 2582.00 | 2455.00 | 2330.00 | 2288.00 | 2397.50 | 2261.00 | 186.50 | 189.50 | 184.50 | 194.00 |
| 2021-02-26 | 2618.00 | 2531.50 | 2621.50 | 2506.50 | 2410.00 | 2342.50 | 2420.00 | 2325.00 | 208.00 | 189.00 | 201.50 | 181.50 |
| 2021-02-25 | 2578.00 | 2625.00 | 2667.00 | 2565.00 | 2393.50 | 2424.50 | 2458.00 | 2372.50 | 184.50 | 200.50 | 209.00 | 192.50 |
| 2021-02-24 | 2569.00 | 2578.50 | 2583.50 | 2531.00 | 2381.00 | 2392.50 | 2396.50 | 2338.50 | 188.00 | 186.00 | 187.00 | 192.50 |
| 2021-02-23 | 2617.00 | 2574.00 | 2628.00 | 2566.00 | 2416.50 | 2381.50 | 2424.00 | 2374.00 | 200.50 | 192.50 | 204.00 | 192.00 |
| 2021-02-22 | 2711.50 | 2617.00 | 2734.00 | 2596.00 | 2467.00 | 2413.50 | 2496.00 | 2402.00 | 244.50 | 203.50 | 238.00 | 194.00 |
| 2021-02-19 | 2762.00 | 2711.50 | 2779.50 | 2679.00 | 2514.00 | 2465.00 | 2530.00 | 2443.50 | 248.00 | 246.50 | 249.50 | 235.50 |
| 2021-02-18 | 2671.50 | 2762.00 | 2774.00 | 2657.00 | 2540.00 | 2666.50 | 2679.50 | 2540.00 | 131.50 | 95.50 | 94.50 | 117.00 |
| 2021-02-10 | 2624.00 | 2595.00 | 2633.50 | 2577.00 | 2541.50 | 2517.50 | 2552.50 | 2503.00 | 82.50 | 77.50 | 81.00 | 74.00 |
| 2021-02-09 | 2605.50 | 2624.50 | 2654.50 | 2585.50 | 2514.50 | 2549.50 | 2573.00 | 2505.00 | 91.00 | 75.00 | 81.50 | 80.50 |
| 2021-02-08 | 2551.50 | 2599.00 | 2623.50 | 2546.00 | 2467.50 | 2514.50 | 2541.50 | 2453.00 | 84.00 | 84.50 | 82.00 | 93.00 |
| 2021-02-05 | 2555.00 | 2551.00 | 2584.00 | 2528.00 | 2462.50 | 2467.50 | 2494.00 | 2441.50 | 92.50 | 83.50 | 90.00 | 86.50 |
| 2021-02-04 | 2502.00 | 2552.00 | 2557.00 | 2480.00 | 2326.00 | 2360.00 | 2362.50 | 2301.50 | 176.00 | 192.00 | 194.50 | 178.50 |
| 2021-02-03 | 2480.00 | 2492.00 | 2534.00 | 2461.50 | 2328.00 | 2321.50 | 2358.50 | 2301.00 | 152.00 | 170.50 | 175.50 | 160.50 |
| 2021-02-02 | 2550.00 | 2476.00 | 2563.00 | 2468.00 | 2781.00 | 2707.50 | 2789.00 | 2707.50 | -231.00 | -231.50 | -226.00 | -239.50 |
| 2021-02-01 | 2560.50 | 2550.00 | 2602.00 | 2542.00 | 2791.50 | 2770.50 | 2824.00 | 2766.50 | -231.00 | -220.50 | -222.00 | -224.50 |
| 2021-01-29 | 2595.00 | 2554.00 | 2605.00 | 2532.00 | 2799.00 | 2785.00 | 2820.50 | 2747.00 | -204.00 | -231.00 | -215.50 | -215.00 |
| 2021-01-28 | 2651.50 | 2605.00 | 2655.00 | 2588.00 | 2857.50 | 2818.50 | 2884.50 | 2816.00 | -206.00 | -213.50 | -229.50 | -228.00 |
| 2021-01-27 | 2625.00 | 2660.00 | 2678.00 | 2614.00 | 2888.00 | 2862.00 | 2913.00 | 2860.00 | -263.00 | -202.00 | -235.00 | -246.00 |
| 2021-01-26 | 2700.00 | 2619.00 | 2738.50 | 2618.00 | 2935.00 | 2873.00 | 2977.50 | 2872.50 | -235.00 | -254.00 | -239.00 | -254.50 |
| 2021-01-25 | 2760.00 | 2705.50 | 2768.00 | 2693.50 | 2995.00 | 2949.00 | 2999.50 | 2910.50 | -235.00 | -243.50 | -231.50 | -217.00 |
| 2021-01-22 | 2808.00 | 2771.00 | 2820.00 | 2747.00 | 3035.00 | 2998.50 | 3038.00 | 2983.00 | -227.00 | -227.50 | -218.00 | -236.00 |
| 2021-01-21 | 2718.00 | 2800.50 | 2807.00 | 2702.50 | 2936.00 | 3028.00 | 3030.00 | 2933.00 | -218.00 | -227.50 | -223.00 | -230.50 |
| 2021-01-20 | 2675.00 | 2713.50 | 2720.00 | 2659.50 | 2886.00 | 2938.50 | 2947.00 | 2854.50 | -211.00 | -225.00 | -227.00 | -195.00 |
| 2021-01-19 | 2777.50 | 2670.50 | 2783.00 | 2664.50 | 2910.00 | 2871.00 | 2927.00 | 2860.00 | -132.50 | -200.50 | -144.00 | -195.50 |
| 2021-01-18 | 2751.00 | 2777.50 | 2825.00 | 2743.50 | 2910.00 | 2918.00 | 2962.00 | 2888.00 | -159.00 | -140.50 | -137.00 | -144.50 |
| 2021-01-15 | 2774.00 | 2775.00 | 2862.50 | 2770.00 | 2913.50 | 2936.50 | 2999.50 | 2913.50 | -139.50 | -161.50 | -137.00 | -143.50 |
| 2021-01-14 | 2718.50 | 2744.00 | 2760.00 | 2706.50 | 2917.00 | 2913.50 | 2940.50 | 2904.00 | -198.50 | -169.50 | -180.50 | -197.50 |
| 2021-01-13 | 2775.00 | 2711.00 | 2816.00 | 2684.00 | 2943.50 | 2907.50 | 2985.50 | 2877.00 | -168.50 | -196.50 | -169.50 | -193.00 |
| 2021-01-12 | 2850.00 | 2773.00 | 2850.00 | 2725.50 | 2968.00 | 2935.00 | 2968.00 | 2887.00 | -118.00 | -162.00 | -118.00 | -161.50 |
| 2021-01-11 | 2922.50 | 2844.00 | 2935.00 | 2820.50 | 3030.00 | 2956.50 | 3030.00 | 2926.50 | -107.50 | -112.50 | -95.00 | -106.00 |
| 2021-01-08 | 2998.00 | 2922.50 | 3000.50 | 2917.50 | 3055.50 | 3027.50 | 3083.00 | 3008.50 | -57.50 | -105.00 | -82.50 | -91.00 |
| 2021-01-07 | 2980.00 | 2998.50 | 3004.50 | 2949.00 | 3112.00 | 3095.50 | 3143.00 | 3061.00 | -132.00 | -97.00 | -138.50 | -112.00 |
| 2021-01-06 | 2995.00 | 2983.00 | 3036.00 | 2940.00 | 3245.50 | 3102.50 | 3256.50 | 3101.00 | -250.50 | -119.50 | -220.50 | -161.00 |
| 2021-01-05 | 2929.00 | 2992.00 | 2997.50 | 2926.50 | 3145.00 | 3249.00 | 3249.00 | 3138.00 | -216.00 | -257.00 | -251.50 | -211.50 |
| 2021-01-04 | 2835.00 | 2929.50 | 2940.00 | 2823.50 | 3010.00 | 3151.00 | 3153.00 | 2999.50 | -175.00 | -221.50 | -213.00 | -176.00 |
| 2020-12-31 | 2823.00 | 2826.00 | 2844.00 | 2770.00 | 2960.00 | 2994.00 | 2999.00 | 2940.50 | -137.00 | -168.00 | -155.00 | -170.50 |
| 2020-12-30 | 2792.00 | 2821.50 | 2840.00 | 2743.00 | 2942.00 | 2956.00 | 2981.00 | 2924.50 | -150.00 | -134.50 | -141.00 | -181.50 |
| 2020-12-29 | 2840.50 | 2795.50 | 2868.00 | 2771.00 | 2940.00 | 2950.50 | 2983.50 | 2937.00 | -99.50 | -155.00 | -115.50 | -166.00 |
| 2020-12-28 | 2855.00 | 2835.50 | 2886.00 | 2816.50 | 2994.50 | 2947.00 | 3000.00 | 2919.50 | -139.50 | -111.50 | -114.00 | -103.00 |
| 2020-12-25 | 2760.00 | 2851.00 | 2855.00 | 2737.50 | 2880.50 | 2993.50 | 2993.50 | 2880.50 | -120.50 | -142.50 | -138.50 | -143.00 |