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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020-12-24 | 2710.00 | 2754.50 | 2774.00 | 2708.00 | 2795.50 | 2880.50 | 2909.00 | 2795.50 | -85.50 | -126.00 | -135.00 | -87.50 |
| 2020-12-23 | 2730.00 | 2714.00 | 2743.00 | 2635.00 | 2806.00 | 2804.50 | 2820.00 | 2748.50 | -76.00 | -90.50 | -77.00 | -113.50 |
| 2020-12-22 | 2820.00 | 2725.50 | 2856.00 | 2670.00 | 2868.50 | 2798.50 | 2894.00 | 2727.00 | -48.50 | -73.00 | -38.00 | -57.00 |
| 2020-12-21 | 2661.50 | 2842.00 | 2843.50 | 2661.50 | 2725.00 | 2891.50 | 2891.50 | 2721.00 | -63.50 | -49.50 | -48.00 | -59.50 |
| 2020-12-18 | 2600.00 | 2661.00 | 2665.00 | 2594.50 | 2652.00 | 2725.00 | 2725.50 | 2652.00 | -52.00 | -64.00 | -60.50 | -57.50 |
| 2020-12-17 | 2553.00 | 2587.50 | 2588.50 | 2542.50 | 2635.00 | 2649.00 | 2653.50 | 2628.50 | -82.00 | -61.50 | -65.00 | -86.00 |
| 2020-12-16 | 2540.00 | 2553.00 | 2563.50 | 2507.00 | 2618.00 | 2631.00 | 2645.00 | 2611.00 | -78.00 | -78.00 | -81.50 | -104.00 |
| 2020-12-15 | 2475.00 | 2533.50 | 2544.00 | 2464.00 | 2606.00 | 2615.00 | 2634.00 | 2598.00 | -131.00 | -81.50 | -90.00 | -134.00 |
| 2020-12-14 | 2515.00 | 2466.00 | 2545.00 | 2456.50 | 2601.00 | 2595.00 | 2626.00 | 2587.00 | -86.00 | -129.00 | -81.00 | -130.50 |
| 2020-12-11 | 2522.00 | 2512.00 | 2621.00 | 2473.00 | 2617.00 | 2602.50 | 2659.50 | 2582.00 | -95.00 | -90.50 | -38.50 | -109.00 |
| 2020-12-10 | 2583.00 | 2617.00 | 2644.00 | 2583.00 | 2485.00 | 2518.00 | 2532.00 | 2469.50 | 98.00 | 99.00 | 112.00 | 113.50 |
| 2020-12-09 | 2541.50 | 2608.00 | 2624.00 | 2525.50 | 2490.00 | 2573.50 | 2586.00 | 2484.00 | 51.50 | 34.50 | 38.00 | 41.50 |
| 2020-12-08 | 2583.00 | 2544.00 | 2594.50 | 2534.00 | 2445.00 | 2417.50 | 2458.50 | 2411.50 | 138.00 | 126.50 | 136.00 | 122.50 |
| 2020-12-07 | 2562.00 | 2582.50 | 2606.00 | 2532.00 | 2505.00 | 2532.50 | 2549.50 | 2471.00 | 57.00 | 50.00 | 56.50 | 61.00 |
| 2020-12-04 | 2538.50 | 2564.00 | 2575.50 | 2480.00 | 2484.00 | 2509.00 | 2517.50 | 2424.00 | 54.50 | 55.00 | 58.00 | 56.00 |
| 2020-12-03 | 2570.00 | 2533.00 | 2586.50 | 2522.00 | 2500.00 | 2487.50 | 2541.00 | 2472.50 | 70.00 | 45.50 | 45.50 | 49.50 |
| 2020-12-02 | 2531.00 | 2571.00 | 2578.00 | 2523.00 | 2488.50 | 2509.50 | 2521.00 | 2474.00 | 42.50 | 61.50 | 57.00 | 49.00 |
| 2020-12-01 | 2475.00 | 2534.50 | 2541.00 | 2458.00 | 2437.50 | 2488.50 | 2495.50 | 2417.00 | 37.50 | 46.00 | 45.50 | 41.00 |
| 2020-11-30 | 2445.00 | 2467.00 | 2501.50 | 2435.00 | 2410.00 | 2428.50 | 2467.00 | 2401.00 | 35.00 | 38.50 | 34.50 | 34.00 |
| 2020-11-27 | 2439.00 | 2449.50 | 2475.00 | 2420.50 | 2372.00 | 2410.00 | 2411.50 | 2366.00 | 67.00 | 39.50 | 63.50 | 54.50 |
| 2020-11-26 | 2405.50 | 2438.00 | 2449.00 | 2401.50 | 2326.00 | 2375.00 | 2379.50 | 2321.00 | 79.50 | 63.00 | 69.50 | 80.50 |
| 2020-11-25 | 2420.00 | 2411.00 | 2445.00 | 2390.50 | 2325.00 | 2330.00 | 2355.50 | 2300.50 | 95.00 | 81.00 | 89.50 | 90.00 |
| 2020-11-24 | 2421.00 | 2420.00 | 2427.50 | 2392.00 | 2326.00 | 2325.00 | 2332.00 | 2298.50 | 95.00 | 95.00 | 95.50 | 93.50 |
| 2020-11-23 | 2480.00 | 2420.50 | 2494.00 | 2406.00 | 2402.00 | 2326.00 | 2409.50 | 2316.00 | 78.00 | 94.50 | 84.50 | 90.00 |
| 2020-11-20 | 2417.50 | 2480.50 | 2483.00 | 2396.50 | 2338.50 | 2398.50 | 2401.00 | 2317.00 | 79.00 | 82.00 | 82.00 | 79.50 |
| 2020-11-19 | 2420.00 | 2417.50 | 2434.50 | 2405.00 | 2338.00 | 2335.00 | 2354.50 | 2322.00 | 82.00 | 82.50 | 80.00 | 83.00 |
| 2020-11-18 | 2417.00 | 2414.50 | 2432.50 | 2389.00 | 2358.00 | 2337.50 | 2370.00 | 2333.00 | 59.00 | 77.00 | 62.50 | 56.00 |
| 2020-11-17 | 2418.00 | 2423.00 | 2446.00 | 2406.00 | 2342.00 | 2363.50 | 2389.50 | 2341.50 | 76.00 | 59.50 | 56.50 | 64.50 |
| 2020-11-16 | 2419.50 | 2429.50 | 2464.00 | 2395.00 | 2316.50 | 2352.50 | 2370.00 | 2304.50 | 103.00 | 77.00 | 94.00 | 90.50 |
| 2020-11-13 | 2385.00 | 2419.00 | 2420.00 | 2362.50 | 2283.00 | 2322.00 | 2323.00 | 2260.00 | 102.00 | 97.00 | 97.00 | 102.50 |
| 2020-11-12 | 2420.00 | 2391.50 | 2425.00 | 2366.00 | 2310.00 | 2281.00 | 2315.00 | 2264.00 | 110.00 | 110.50 | 110.00 | 102.00 |
| 2020-11-11 | 2427.00 | 2420.00 | 2440.50 | 2405.50 | 2329.00 | 2302.00 | 2341.00 | 2301.00 | 98.00 | 118.00 | 99.50 | 104.50 |
| 2020-11-10 | 2494.50 | 2420.50 | 2512.00 | 2399.00 | 2369.50 | 2325.00 | 2389.00 | 2316.50 | 125.00 | 95.50 | 123.00 | 82.50 |
| 2020-11-09 | 2420.00 | 2479.00 | 2487.00 | 2403.00 | 2313.00 | 2370.00 | 2379.00 | 2301.00 | 107.00 | 109.00 | 108.00 | 102.00 |
| 2020-11-06 | 2352.50 | 2417.50 | 2420.00 | 2343.50 | 2249.00 | 2313.00 | 2313.00 | 2240.00 | 103.50 | 104.50 | 107.00 | 103.50 |
| 2020-11-05 | 2341.00 | 2346.00 | 2365.50 | 2312.00 | 2226.50 | 2247.50 | 2259.50 | 2210.00 | 114.50 | 98.50 | 106.00 | 102.00 |
| 2020-11-04 | 2266.00 | 2339.50 | 2388.00 | 2262.50 | 2181.50 | 2223.50 | 2278.00 | 2181.50 | 84.50 | 116.00 | 110.00 | 81.00 |
| 2020-11-03 | 2258.00 | 2248.50 | 2265.00 | 2236.50 | 2194.50 | 2175.00 | 2197.50 | 2169.50 | 63.50 | 73.50 | 67.50 | 67.00 |
| 2020-11-02 | 2195.00 | 2255.00 | 2258.00 | 2190.00 | 2123.50 | 2187.50 | 2192.50 | 2123.50 | 71.50 | 67.50 | 65.50 | 66.50 |
| 2020-10-30 | 2156.50 | 2189.00 | 2204.00 | 2147.00 | 2101.00 | 2125.00 | 2142.50 | 2090.00 | 55.50 | 64.00 | 61.50 | 57.00 |
| 2020-10-29 | 2167.00 | 2169.50 | 2177.50 | 2146.50 | 2115.00 | 2112.00 | 2119.50 | 2092.50 | 52.00 | 57.50 | 58.00 | 54.00 |
| 2020-10-28 | 2173.00 | 2166.00 | 2184.00 | 2150.00 | 2113.00 | 2115.00 | 2130.50 | 2096.00 | 60.00 | 51.00 | 53.50 | 54.00 |
| 2020-10-27 | 2145.00 | 2171.00 | 2175.00 | 2135.50 | 2088.00 | 2112.50 | 2115.50 | 2080.00 | 57.00 | 58.50 | 59.50 | 55.50 |
| 2020-10-26 | 2118.00 | 2144.00 | 2154.00 | 2110.00 | 2066.50 | 2084.50 | 2099.50 | 2055.00 | 51.50 | 59.50 | 54.50 | 55.00 |
| 2020-10-23 | 2137.00 | 2118.50 | 2157.50 | 2112.00 | 2094.00 | 2064.00 | 2110.00 | 2059.00 | 43.00 | 54.50 | 47.50 | 53.00 |
| 2020-10-22 | 2139.00 | 2137.00 | 2149.50 | 2122.50 | 2095.00 | 2086.00 | 2112.00 | 2086.00 | 44.00 | 51.00 | 37.50 | 36.50 |
| 2020-10-21 | 2102.50 | 2135.50 | 2145.00 | 2102.50 | 2073.00 | 2094.00 | 2108.50 | 2068.50 | 29.50 | 41.50 | 36.50 | 34.00 |
| 2020-10-20 | 2097.00 | 2107.50 | 2114.00 | 2085.00 | 2049.50 | 2072.00 | 2077.00 | 2048.00 | 47.50 | 35.50 | 37.00 | 37.00 |
| 2020-10-19 | 2108.00 | 2092.50 | 2137.50 | 2078.50 | 2068.50 | 2055.50 | 2098.00 | 2043.50 | 39.50 | 37.00 | 39.50 | 35.00 |
| 2020-10-16 | 2080.00 | 2102.50 | 2111.50 | 2065.00 | 2043.00 | 2067.00 | 2073.00 | 2026.00 | 37.00 | 35.50 | 38.50 | 39.00 |
| 2020-10-15 | 2100.00 | 2085.50 | 2102.00 | 2063.00 | 2058.00 | 2047.00 | 2061.00 | 2021.00 | 42.00 | 38.50 | 41.00 | 42.00 |
| 2020-10-14 | 2093.50 | 2097.50 | 2103.50 | 2078.00 | 2051.00 | 2054.00 | 2058.00 | 2034.00 | 42.50 | 43.50 | 45.50 | 44.00 |
| 2020-10-13 | 2079.50 | 2102.50 | 2127.50 | 2069.00 | 2027.00 | 2056.50 | 2079.50 | 2022.00 | 52.50 | 46.00 | 48.00 | 47.00 |
| 2020-10-12 | 2085.00 | 2078.50 | 2092.00 | 2056.50 | 2037.50 | 2032.50 | 2045.50 | 2013.00 | 47.50 | 46.00 | 46.50 | 43.50 |
| 2020-10-09 | 2028.00 | 2080.50 | 2083.00 | 2016.00 | 1989.00 | 2035.50 | 2035.50 | 1982.50 | 39.00 | 45.00 | 47.50 | 33.50 |
| 2020-09-30 | 1959.50 | 1987.00 | 1988.50 | 1949.00 | 1934.50 | 1949.50 | 1956.00 | 1923.00 | 25.00 | 37.50 | 32.50 | 26.00 |
| 2020-09-29 | 1906.00 | 1955.00 | 1961.50 | 1902.50 | 1866.00 | 1928.50 | 1935.50 | 1866.00 | 40.00 | 26.50 | 26.00 | 36.50 |
| 2020-09-28 | 1908.50 | 1902.50 | 1933.00 | 1892.50 | 1884.50 | 1875.50 | 1906.00 | 1867.50 | 24.00 | 27.00 | 27.00 | 25.00 |
| 2020-09-25 | 1927.00 | 1907.50 | 1930.00 | 1901.00 | 1911.00 | 1883.00 | 1911.00 | 1879.00 | 16.00 | 24.50 | 19.00 | 22.00 |
| 2020-09-24 | 1932.50 | 1923.50 | 1940.50 | 1890.00 | 1905.00 | 1901.50 | 1918.00 | 1869.00 | 27.50 | 22.00 | 22.50 | 21.00 |
| 2020-09-23 | 1969.50 | 1932.50 | 1983.00 | 1908.00 | 1944.50 | 1911.00 | 1963.00 | 1889.50 | 25.00 | 21.50 | 20.00 | 18.50 |
| 2020-09-22 | 1948.50 | 1967.00 | 1982.00 | 1901.00 | 1917.00 | 1950.50 | 1959.50 | 1879.00 | 31.50 | 16.50 | 22.50 | 22.00 |
| 2020-09-21 | 1988.00 | 1949.50 | 1988.00 | 1943.50 | 1961.50 | 1927.00 | 1964.50 | 1920.50 | 26.50 | 22.50 | 23.50 | 23.00 |
| 2020-09-18 | 1949.00 | 1988.50 | 1993.50 | 1940.00 | 1941.00 | 1965.00 | 1979.00 | 1926.00 | 8.00 | 23.50 | 14.50 | 14.00 |
| 2020-09-17 | 1940.00 | 1948.00 | 1958.50 | 1922.50 | 1927.00 | 1933.00 | 1943.50 | 1909.50 | 13.00 | 15.00 | 15.00 | 13.00 |
| 2020-09-16 | 1977.50 | 1936.50 | 1982.00 | 1932.00 | 1975.50 | 1924.50 | 1975.50 | 1919.50 | 2.00 | 12.00 | 6.50 | 12.50 |
| 2020-09-15 | 1992.50 | 1977.50 | 2021.50 | 1969.00 | 1980.00 | 1965.50 | 2008.50 | 1957.00 | 12.50 | 12.00 | 13.00 | 12.00 |
| 2020-09-14 | 1979.50 | 1991.50 | 1998.00 | 1970.50 | 1966.00 | 1980.00 | 1986.00 | 1958.50 | 13.50 | 11.50 | 12.00 | 12.00 |
| 2020-09-11 | 1965.00 | 1976.50 | 1982.00 | 1952.00 | 1953.50 | 1965.00 | 1970.50 | 1939.50 | 11.50 | 11.50 | 11.50 | 12.50 |
| 2020-09-10 | 1988.00 | 1961.50 | 2003.50 | 1953.50 | 1984.50 | 1950.00 | 1991.50 | 1942.50 | 3.50 | 11.50 | 12.00 | 11.00 |
| 2020-09-09 | 1988.00 | 1988.00 | 2025.00 | 1978.50 | 1973.00 | 1975.00 | 2010.00 | 1965.00 | 15.00 | 13.00 | 15.00 | 13.50 |
| 2020-09-08 | 2022.00 | 1991.50 | 2033.50 | 1990.00 | 2012.00 | 1976.50 | 2020.50 | 1976.50 | 10.00 | 15.00 | 13.00 | 13.50 |
| 2020-09-07 | 2032.00 | 2022.50 | 2047.50 | 2008.00 | 2017.50 | 2008.50 | 2033.00 | 1994.00 | 14.50 | 14.00 | 14.50 | 14.00 |
| 2020-09-04 | 2035.00 | 2030.50 | 2041.50 | 2000.00 | 2028.50 | 2017.50 | 2029.50 | 1988.50 | 6.50 | 13.00 | 12.00 | 11.50 |
| 2020-09-03 | 2012.00 | 2040.00 | 2049.00 | 2003.00 | 1998.50 | 2033.00 | 2037.00 | 1989.50 | 13.50 | 7.00 | 12.00 | 13.50 |
| 2020-09-02 | 1994.00 | 2010.00 | 2018.50 | 1981.50 | 1975.00 | 1996.00 | 2007.50 | 1967.50 | 19.00 | 14.00 | 11.00 | 14.00 |
| 2020-09-01 | 1965.00 | 1986.50 | 1990.00 | 1961.00 | 1986.50 | 1984.50 | 1992.50 | 1969.00 | -21.50 | 2.00 | -2.50 | -8.00 |
| 2020-08-31 | 1940.00 | 1965.50 | 1972.00 | 1929.00 | 1987.00 | 1994.50 | 1997.50 | 1976.50 | -47.00 | -29.00 | -25.50 | -47.50 |
| 2020-08-28 | 1913.00 | 1940.00 | 1943.00 | 1877.00 | 1984.50 | 1993.50 | 1994.50 | 1952.50 | -71.50 | -53.50 | -51.50 | -75.50 |
| 2020-08-27 | 1922.50 | 1913.00 | 1930.00 | 1909.00 | 1972.50 | 1985.50 | 1993.50 | 1971.00 | -50.00 | -72.50 | -63.50 | -62.00 |
| 2020-08-26 | 1921.00 | 1922.50 | 1928.50 | 1912.00 | 1968.50 | 1973.50 | 1983.50 | 1966.00 | -47.50 | -51.00 | -55.00 | -54.00 |
| 2020-08-25 | 1938.00 | 1921.00 | 1948.00 | 1911.00 | 1983.00 | 1972.50 | 1983.50 | 1965.00 | -45.00 | -51.50 | -35.50 | -54.00 |
| 2020-08-24 | 1931.00 | 1937.50 | 1947.00 | 1922.50 | 1985.00 | 1987.50 | 1992.00 | 1977.00 | -54.00 | -50.00 | -45.00 | -54.50 |
| 2020-08-21 | 1956.00 | 1931.00 | 1968.00 | 1928.00 | 1985.00 | 1980.00 | 1993.00 | 1973.00 | -29.00 | -49.00 | -25.00 | -45.00 |
| 2020-08-20 | 2008.00 | 1955.00 | 2013.50 | 1951.00 | 2002.50 | 1985.00 | 2018.00 | 1982.00 | 5.50 | -30.00 | -4.50 | -31.00 |
| 2020-08-19 | 2001.50 | 2008.50 | 2019.00 | 1991.50 | 2000.50 | 2010.50 | 2018.50 | 1980.00 | 1.00 | -2.00 | 0.50 | 11.50 |
| 2020-08-18 | 1983.50 | 1998.50 | 2016.00 | 1983.00 | 1995.50 | 1997.00 | 2006.00 | 1992.00 | -12.00 | 1.50 | 10.00 | -9.00 |
| 2020-08-17 | 1993.50 | 1990.50 | 2039.50 | 1983.50 | 1973.00 | 1992.00 | 2016.00 | 1972.50 | 20.50 | -1.50 | 23.50 | 11.00 |
| 2020-08-14 | 1995.00 | 1992.50 | 2008.00 | 1982.50 | 1975.00 | 1973.00 | 1979.00 | 1962.00 | 20.00 | 19.50 | 29.00 | 20.50 |
| 2020-08-13 | 2013.00 | 1988.00 | 2014.00 | 1978.00 | 1978.00 | 1969.50 | 1981.00 | 1957.00 | 35.00 | 18.50 | 33.00 | 21.00 |
| 2020-08-12 | 2008.00 | 2009.00 | 2018.00 | 1972.50 | 1970.50 | 1976.00 | 1979.00 | 1948.00 | 37.50 | 33.00 | 39.00 | 24.50 |
| 2020-08-11 | 2051.00 | 2008.00 | 2061.00 | 2002.00 | 1999.00 | 1971.00 | 2008.00 | 1970.50 | 52.00 | 37.00 | 53.00 | 31.50 |
| 2020-08-10 | 2072.00 | 2050.00 | 2080.00 | 2041.50 | 2020.00 | 1995.50 | 2028.00 | 1980.50 | 52.00 | 54.50 | 52.00 | 61.00 |
| 2020-08-07 | 2040.00 | 2072.00 | 2100.00 | 2040.00 | 2032.00 | 2067.50 | 2092.50 | 2032.00 | 8.00 | 4.50 | 7.50 | 8.00 |
| 2020-08-06 | 2040.00 | 2042.00 | 2055.00 | 2028.00 | 2020.50 | 2032.00 | 2044.00 | 2020.00 | 19.50 | 10.00 | 11.00 | 8.00 |
| 2020-08-05 | 2019.50 | 2042.00 | 2053.00 | 2008.00 | 2027.00 | 2032.50 | 2039.50 | 1998.50 | -7.50 | 9.50 | 13.50 | 9.50 |
| 2020-08-04 | 2035.00 | 2022.00 | 2038.00 | 2013.50 | 1973.00 | 1974.50 | 1982.00 | 1967.00 | 62.00 | 47.50 | 56.00 | 46.50 |
| 2020-08-03 | 1990.00 | 2021.00 | 2032.00 | 1980.00 | 1946.00 | 1970.00 | 1977.00 | 1938.00 | 44.00 | 51.00 | 55.00 | 42.00 |
| 2020-07-31 | 1956.00 | 1991.00 | 1994.00 | 1941.00 | 1942.50 | 1984.50 | 1985.00 | 1933.50 | 13.50 | 6.50 | 9.00 | 7.50 |
| 2020-07-30 | 1978.50 | 1958.50 | 1985.00 | 1945.00 | 1954.00 | 1950.50 | 1976.00 | 1940.00 | 24.50 | 8.00 | 9.00 | 5.00 |