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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020-07-29 | 1970.00 | 1978.50 | 1986.50 | 1965.50 | 1967.00 | 1960.00 | 1975.00 | 1955.50 | 3.00 | 18.50 | 11.50 | 10.00 |
| 2020-07-28 | 1970.00 | 1969.00 | 1983.50 | 1955.00 | 1924.50 | 1928.00 | 1942.50 | 1918.00 | 45.50 | 41.00 | 41.00 | 37.00 |
| 2020-07-27 | 1981.50 | 1961.00 | 1999.50 | 1956.50 | 1940.00 | 1924.50 | 1959.00 | 1920.00 | 41.50 | 36.50 | 40.50 | 36.50 |
| 2020-07-24 | 2011.00 | 1979.00 | 2025.00 | 1950.50 | 1970.50 | 1939.50 | 1977.50 | 1910.00 | 40.50 | 39.50 | 47.50 | 40.50 |
| 2020-07-23 | 1955.00 | 2014.00 | 2020.00 | 1955.00 | 1908.00 | 1971.50 | 1973.50 | 1908.00 | 47.00 | 42.50 | 46.50 | 47.00 |
| 2020-07-22 | 1963.50 | 1955.50 | 1991.00 | 1949.00 | 1933.50 | 1951.50 | 1980.00 | 1926.50 | 30.00 | 4.00 | 11.00 | 22.50 |
| 2020-07-21 | 1941.00 | 1960.50 | 1969.00 | 1930.50 | 1895.00 | 1919.00 | 1924.50 | 1887.00 | 46.00 | 41.50 | 44.50 | 43.50 |
| 2020-07-20 | 1943.00 | 1941.00 | 1963.00 | 1931.00 | 1893.00 | 1891.50 | 1906.00 | 1880.00 | 50.00 | 49.50 | 57.00 | 51.00 |
| 2020-07-17 | 1903.00 | 1943.00 | 1944.50 | 1890.50 | 1862.00 | 1893.00 | 1896.50 | 1853.00 | 41.00 | 50.00 | 48.00 | 37.50 |
| 2020-07-16 | 1895.50 | 1902.00 | 1915.50 | 1870.00 | 1856.50 | 1862.00 | 1883.50 | 1839.00 | 39.00 | 40.00 | 32.00 | 31.00 |
| 2020-07-15 | 1897.00 | 1895.50 | 1912.00 | 1890.00 | 1858.00 | 1858.50 | 1869.00 | 1851.00 | 39.00 | 37.00 | 43.00 | 39.00 |
| 2020-07-14 | 1917.00 | 1897.50 | 1925.50 | 1885.50 | 1869.00 | 1859.50 | 1874.00 | 1846.00 | 48.00 | 38.00 | 51.50 | 39.50 |
| 2020-07-13 | 1878.00 | 1917.00 | 1931.50 | 1877.00 | 1825.00 | 1869.00 | 1880.50 | 1825.00 | 53.00 | 48.00 | 51.00 | 52.00 |
| 2020-07-10 | 1905.00 | 1875.00 | 1907.00 | 1866.50 | 1859.50 | 1825.50 | 1859.50 | 1817.00 | 45.50 | 49.50 | 47.50 | 49.50 |
| 2020-07-09 | 1909.50 | 1907.00 | 1921.50 | 1900.50 | 1847.00 | 1854.00 | 1862.50 | 1840.50 | 62.50 | 53.00 | 59.00 | 60.00 |
| 2020-07-08 | 1879.00 | 1909.50 | 1914.00 | 1871.50 | 1823.00 | 1848.00 | 1850.00 | 1818.00 | 56.00 | 61.50 | 64.00 | 53.50 |
| 2020-07-07 | 1869.50 | 1877.50 | 1885.00 | 1863.50 | 1815.00 | 1823.00 | 1838.00 | 1815.00 | 54.50 | 54.50 | 47.00 | 48.50 |
| 2020-07-06 | 1873.00 | 1869.50 | 1881.00 | 1842.00 | 1822.00 | 1821.00 | 1831.50 | 1801.50 | 51.00 | 48.50 | 49.50 | 40.50 |
| 2020-07-03 | 1867.00 | 1871.50 | 1882.00 | 1852.00 | 1820.00 | 1820.50 | 1828.00 | 1801.50 | 47.00 | 51.00 | 54.00 | 50.50 |
| 2020-07-02 | 1875.00 | 1872.50 | 1883.00 | 1864.50 | 1814.00 | 1820.00 | 1823.00 | 1807.50 | 61.00 | 52.50 | 60.00 | 57.00 |
| 2020-07-01 | 1885.00 | 1870.50 | 1890.00 | 1858.50 | 1827.50 | 1811.50 | 1829.50 | 1802.00 | 57.50 | 59.00 | 60.50 | 56.50 |
| 2020-06-30 | 1888.00 | 1885.00 | 1897.00 | 1876.50 | 1818.50 | 1820.50 | 1834.00 | 1813.00 | 69.50 | 64.50 | 63.00 | 63.50 |
| 2020-06-29 | 1950.00 | 1889.50 | 1950.00 | 1882.50 | 1879.00 | 1820.00 | 1879.00 | 1815.50 | 71.00 | 69.50 | 71.00 | 67.00 |
| 2020-06-24 | 1950.00 | 1955.50 | 1957.00 | 1944.00 | 1880.00 | 1880.50 | 1884.50 | 1873.50 | 70.00 | 75.00 | 72.50 | 70.50 |
| 2020-06-23 | 1953.50 | 1948.50 | 1958.50 | 1943.50 | 1883.00 | 1878.00 | 1887.50 | 1873.50 | 70.50 | 70.50 | 71.00 | 70.00 |
| 2020-06-22 | 1976.50 | 1954.00 | 1984.00 | 1935.50 | 1897.50 | 1881.00 | 1903.50 | 1866.50 | 79.00 | 73.00 | 80.50 | 69.00 |
| 2020-06-19 | 1950.00 | 1972.00 | 1974.50 | 1946.00 | 1877.50 | 1891.50 | 1895.50 | 1871.50 | 72.50 | 80.50 | 79.00 | 74.50 |
| 2020-06-18 | 1933.00 | 1953.50 | 1965.00 | 1926.50 | 1864.00 | 1877.50 | 1887.50 | 1853.00 | 69.00 | 76.00 | 77.50 | 73.50 |
| 2020-06-17 | 1945.50 | 1934.00 | 1960.00 | 1925.50 | 1865.00 | 1859.00 | 1882.50 | 1850.00 | 80.50 | 75.00 | 77.50 | 75.50 |
| 2020-06-16 | 1930.00 | 1947.50 | 1955.00 | 1930.00 | 1850.50 | 1872.00 | 1877.50 | 1850.50 | 79.50 | 75.50 | 77.50 | 79.50 |
| 2020-06-15 | 1975.00 | 1932.00 | 1979.00 | 1924.50 | 1894.00 | 1855.00 | 1898.00 | 1850.50 | 81.00 | 77.00 | 81.00 | 74.00 |
| 2020-06-12 | 1952.00 | 1970.00 | 1971.00 | 1914.50 | 1875.00 | 1891.00 | 1893.00 | 1842.50 | 77.00 | 79.00 | 78.00 | 72.00 |
| 2020-06-11 | 1970.00 | 1955.00 | 1977.50 | 1945.50 | 1890.00 | 1879.00 | 1900.00 | 1868.50 | 80.00 | 76.00 | 77.50 | 77.00 |
| 2020-06-10 | 1953.50 | 1961.50 | 1975.50 | 1943.00 | 1884.00 | 1883.50 | 1897.00 | 1870.00 | 69.50 | 78.00 | 78.50 | 73.00 |
| 2020-06-09 | 1955.00 | 1955.50 | 1959.00 | 1922.50 | 1871.50 | 1882.00 | 1884.00 | 1850.00 | 83.50 | 73.50 | 75.00 | 72.50 |
| 2020-06-08 | 1950.00 | 1958.00 | 1988.50 | 1938.00 | 1878.00 | 1875.50 | 1907.00 | 1857.50 | 72.00 | 82.50 | 81.50 | 80.50 |
| 2020-06-05 | 1960.00 | 1954.00 | 1977.50 | 1942.00 | 1878.00 | 1874.00 | 1889.00 | 1861.00 | 82.00 | 80.00 | 88.50 | 81.00 |
| 2020-06-04 | 1946.00 | 1963.50 | 1993.50 | 1942.00 | 1861.50 | 1873.50 | 1905.00 | 1860.50 | 84.50 | 90.00 | 88.50 | 81.50 |
| 2020-06-03 | 1928.50 | 1946.00 | 1953.00 | 1920.50 | 1853.50 | 1866.00 | 1872.00 | 1844.00 | 75.00 | 80.00 | 81.00 | 76.50 |
| 2020-06-02 | 1895.00 | 1928.00 | 1944.00 | 1891.00 | 1819.00 | 1851.00 | 1862.50 | 1815.00 | 76.00 | 77.00 | 81.50 | 76.00 |
| 2020-06-01 | 1875.00 | 1895.00 | 1916.50 | 1869.00 | 1800.00 | 1819.50 | 1839.00 | 1796.00 | 75.00 | 75.50 | 77.50 | 73.00 |
| 2020-05-29 | 1850.00 | 1877.00 | 1883.00 | 1850.00 | 1786.00 | 1801.00 | 1808.50 | 1783.50 | 64.00 | 76.00 | 74.50 | 66.50 |
| 2020-05-28 | 1864.50 | 1855.00 | 1872.00 | 1847.00 | 1791.00 | 1784.50 | 1794.50 | 1775.00 | 73.50 | 70.50 | 77.50 | 72.00 |
| 2020-05-27 | 1870.00 | 1863.00 | 1874.50 | 1846.00 | 1793.50 | 1790.50 | 1799.00 | 1774.00 | 76.50 | 72.50 | 75.50 | 72.00 |
| 2020-05-26 | 1872.50 | 1874.00 | 1892.00 | 1856.50 | 1801.50 | 1799.00 | 1815.00 | 1788.00 | 71.00 | 75.00 | 77.00 | 68.50 |
| 2020-05-25 | 1835.00 | 1869.00 | 1878.00 | 1821.50 | 1770.00 | 1801.50 | 1811.00 | 1770.00 | 65.00 | 67.50 | 67.00 | 51.50 |
| 2020-05-22 | 1853.00 | 1809.00 | 1859.00 | 1795.50 | 1794.50 | 1760.50 | 1803.00 | 1740.50 | 58.50 | 48.50 | 56.00 | 55.00 |
| 2020-05-21 | 1815.00 | 1850.50 | 1864.50 | 1812.00 | 1764.00 | 1793.50 | 1809.50 | 1764.00 | 51.00 | 57.00 | 55.00 | 48.00 |
| 2020-05-20 | 1837.50 | 1819.00 | 1837.50 | 1810.00 | 1778.00 | 1768.00 | 1783.00 | 1763.00 | 59.50 | 51.00 | 54.50 | 47.00 |
| 2020-05-19 | 1826.50 | 1837.50 | 1842.00 | 1818.00 | 1774.00 | 1782.50 | 1800.50 | 1767.00 | 52.50 | 55.00 | 41.50 | 51.00 |
| 2020-05-18 | 1776.50 | 1816.00 | 1844.00 | 1768.50 | 1714.00 | 1771.00 | 1794.50 | 1711.00 | 62.50 | 45.00 | 49.50 | 57.50 |
| 2020-05-15 | 1774.50 | 1776.50 | 1795.00 | 1762.00 | 1715.00 | 1715.00 | 1728.50 | 1699.00 | 59.50 | 61.50 | 66.50 | 63.00 |
| 2020-05-14 | 1729.50 | 1774.50 | 1780.00 | 1722.50 | 1669.00 | 1709.00 | 1715.50 | 1664.50 | 60.50 | 65.50 | 64.50 | 58.00 |
| 2020-05-13 | 1745.00 | 1726.00 | 1751.00 | 1712.50 | 1675.00 | 1665.50 | 1687.50 | 1658.50 | 70.00 | 60.50 | 63.50 | 54.00 |
| 2020-05-12 | 1721.50 | 1740.50 | 1745.50 | 1720.50 | 1687.00 | 1680.50 | 1687.00 | 1670.50 | 34.50 | 60.00 | 58.50 | 50.00 |
| 2020-05-11 | 1747.50 | 1726.00 | 1753.50 | 1723.00 | 1688.00 | 1674.50 | 1692.50 | 1670.00 | 59.50 | 51.50 | 61.00 | 53.00 |
| 2020-05-08 | 1749.00 | 1750.00 | 1764.50 | 1742.50 | 1699.00 | 1688.00 | 1704.50 | 1684.50 | 50.00 | 62.00 | 60.00 | 58.00 |
| 2020-05-07 | 1710.00 | 1741.00 | 1748.00 | 1708.50 | 1648.50 | 1688.50 | 1691.00 | 1645.00 | 61.50 | 52.50 | 57.00 | 63.50 |
| 2020-05-06 | 1709.00 | 1708.00 | 1730.00 | 1700.00 | 1700.00 | 1705.00 | 1726.00 | 1696.50 | 9.00 | 3.00 | 4.00 | 3.50 |
| 2020-04-30 | 1666.00 | 1693.00 | 1698.00 | 1660.50 | 1616.00 | 1642.00 | 1651.00 | 1616.00 | 50.00 | 51.00 | 47.00 | 44.50 |
| 2020-04-29 | 1648.00 | 1657.00 | 1663.50 | 1642.00 | 1588.00 | 1619.00 | 1623.00 | 1588.00 | 60.00 | 38.00 | 40.50 | 54.00 |
| 2020-04-28 | 1698.50 | 1638.50 | 1699.50 | 1636.00 | 1780.00 | 1755.00 | 1780.00 | 1755.00 | -81.50 | -116.50 | -80.50 | -119.00 |
| 2020-04-27 | 1713.00 | 1701.50 | 1715.50 | 1696.00 | 1784.50 | 1780.00 | 1785.00 | 1770.00 | -71.50 | -78.50 | -69.50 | -74.00 |
| 2020-04-24 | 1683.00 | 1715.00 | 1717.00 | 1677.50 | 1771.00 | 1788.00 | 1792.00 | 1771.00 | -88.00 | -73.00 | -75.00 | -93.50 |
| 2020-04-23 | 1696.50 | 1683.00 | 1719.50 | 1680.00 | 1782.00 | 1779.50 | 1794.00 | 1771.00 | -85.50 | -96.50 | -74.50 | -91.00 |
| 2020-04-22 | 1660.00 | 1695.00 | 1697.50 | 1655.00 | 1766.00 | 1775.50 | 1778.00 | 1750.00 | -106.00 | -80.50 | -80.50 | -95.00 |
| 2020-04-21 | 1698.00 | 1670.00 | 1701.50 | 1651.00 | 1770.00 | 1755.50 | 1770.50 | 1750.00 | -72.00 | -85.50 | -69.00 | -99.00 |
| 2020-04-20 | 1720.00 | 1708.50 | 1728.00 | 1706.00 | 1778.00 | 1777.00 | 1785.00 | 1760.50 | -58.00 | -68.50 | -57.00 | -54.50 |
| 2020-04-17 | 1717.50 | 1717.50 | 1738.50 | 1703.00 | 1771.00 | 1779.50 | 1785.00 | 1771.00 | -53.50 | -62.00 | -46.50 | -68.00 |
| 2020-04-16 | 1700.00 | 1717.00 | 1718.00 | 1692.50 | 1770.00 | 1782.00 | 1782.00 | 1768.00 | -70.00 | -65.00 | -64.00 | -75.50 |
| 2020-04-15 | 1727.00 | 1700.00 | 1748.00 | 1698.50 | 1762.00 | 1769.00 | 1788.50 | 1762.00 | -35.00 | -69.00 | -40.50 | -63.50 |
| 2020-04-14 | 1732.00 | 1731.00 | 1746.00 | 1722.50 | 1788.00 | 1776.00 | 1802.00 | 1772.50 | -56.00 | -45.00 | -56.00 | -50.00 |
| 2020-04-13 | 1730.00 | 1730.00 | 1749.00 | 1716.00 | 1780.00 | 1794.50 | 1803.00 | 1773.50 | -50.00 | -64.50 | -54.00 | -57.50 |
| 2020-04-10 | 1690.00 | 1730.00 | 1730.50 | 1690.00 | 1774.00 | 1778.00 | 1782.00 | 1765.00 | -84.00 | -48.00 | -51.50 | -75.00 |
| 2020-04-09 | 1688.00 | 1699.00 | 1704.50 | 1673.50 | 1769.50 | 1775.00 | 1779.50 | 1761.00 | -81.50 | -76.00 | -75.00 | -87.50 |
| 2020-04-08 | 1639.50 | 1680.00 | 1689.00 | 1632.00 | 1753.00 | 1767.50 | 1771.00 | 1736.50 | -113.50 | -87.50 | -82.00 | -104.50 |
| 2020-04-07 | 1630.00 | 1645.00 | 1656.50 | 1625.50 | 1746.50 | 1748.50 | 1755.00 | 1734.00 | -116.50 | -103.50 | -98.50 | -108.50 |
| 2020-04-03 | 1673.00 | 1617.50 | 1673.50 | 1596.00 | 1757.00 | 1739.00 | 1758.00 | 1722.00 | -84.00 | -121.50 | -84.50 | -126.00 |
| 2020-04-02 | 1591.50 | 1665.00 | 1674.50 | 1568.00 | 1720.00 | 1750.00 | 1758.50 | 1701.50 | -128.50 | -85.00 | -84.00 | -133.50 |
| 2020-04-01 | 1652.50 | 1594.00 | 1659.00 | 1582.00 | 1768.00 | 1731.00 | 1774.50 | 1725.00 | -115.50 | -137.00 | -115.50 | -143.00 |
| 2020-03-31 | 1776.00 | 1763.50 | 1781.00 | 1751.00 | 1698.00 | 1655.50 | 1700.00 | 1652.50 | 78.00 | 108.00 | 81.00 | 98.50 |
| 2020-03-30 | 1783.00 | 1767.00 | 1800.00 | 1756.00 | 1725.00 | 1687.50 | 1725.00 | 1682.00 | 58.00 | 79.50 | 75.00 | 74.00 |
| 2020-03-27 | 1795.00 | 1800.00 | 1815.00 | 1781.00 | 1744.00 | 1734.50 | 1749.50 | 1711.50 | 51.00 | 65.50 | 65.50 | 69.50 |
| 2020-03-26 | 1807.00 | 1793.00 | 1807.00 | 1788.00 | 1751.00 | 1736.50 | 1763.00 | 1732.50 | 56.00 | 56.50 | 44.00 | 55.50 |
| 2020-03-25 | 1805.00 | 1801.00 | 1821.00 | 1791.00 | 1760.00 | 1757.00 | 1775.00 | 1731.00 | 45.00 | 44.00 | 46.00 | 60.00 |
| 2020-03-24 | 1778.00 | 1795.50 | 1796.00 | 1766.00 | 1710.00 | 1747.50 | 1748.00 | 1685.00 | 68.00 | 48.00 | 48.00 | 81.00 |
| 2020-03-23 | 1756.00 | 1765.00 | 1789.00 | 1747.50 | 1696.00 | 1679.00 | 1716.00 | 1670.50 | 60.00 | 86.00 | 73.00 | 77.00 |
| 2020-03-20 | 1814.50 | 1786.00 | 1827.00 | 1771.50 | 1813.00 | 1736.00 | 1822.00 | 1722.50 | 1.50 | 50.00 | 5.00 | 49.00 |
| 2020-03-19 | 1830.00 | 1809.50 | 1833.00 | 1742.50 | 1825.00 | 1809.00 | 1831.50 | 1741.50 | 5.00 | 0.50 | 1.50 | 1.00 |
| 2020-03-18 | 1842.00 | 1828.50 | 1873.00 | 1827.00 | 1850.00 | 1825.00 | 1875.00 | 1825.00 | -8.00 | 3.50 | -2.00 | 2.00 |
| 2020-03-17 | 1839.00 | 1851.50 | 1856.50 | 1835.00 | 1847.50 | 1850.50 | 1855.00 | 1836.50 | -8.50 | 1.00 | 1.50 | -1.50 |
| 2020-03-16 | 1867.00 | 1846.50 | 1872.00 | 1838.00 | 1870.00 | 1848.50 | 1872.00 | 1843.00 | -3.00 | -2.00 | 0.00 | -5.00 |
| 2020-03-13 | 1815.00 | 1879.00 | 1880.50 | 1805.00 | 1818.00 | 1878.50 | 1879.50 | 1804.00 | -3.00 | 0.50 | 1.00 | 1.00 |
| 2020-03-12 | 1820.00 | 1827.50 | 1834.00 | 1808.00 | 1820.00 | 1826.00 | 1832.00 | 1807.50 | 0.00 | 1.50 | 2.00 | 0.50 |
| 2020-03-11 | 1821.00 | 1822.00 | 1832.00 | 1818.00 | 1826.00 | 1822.50 | 1833.50 | 1820.00 | -5.00 | -0.50 | -1.50 | -2.00 |
| 2020-03-10 | 1808.00 | 1820.50 | 1840.00 | 1794.00 | 1818.00 | 1826.00 | 1836.00 | 1804.00 | -10.00 | -5.50 | 4.00 | -10.00 |
| 2020-03-09 | 1766.00 | 1813.50 | 1815.00 | 1754.00 | 1770.00 | 1817.00 | 1817.00 | 1754.00 | -4.00 | -3.50 | -2.00 | 0.00 |
| 2020-03-06 | 1825.00 | 1801.00 | 1838.00 | 1796.50 | 1822.00 | 1811.50 | 1834.50 | 1809.00 | 3.00 | -10.50 | 3.50 | -12.50 |
| 2020-03-05 | 1836.00 | 1830.00 | 1844.00 | 1824.00 | 1840.00 | 1829.50 | 1843.50 | 1827.00 | -4.00 | 0.50 | 0.50 | -3.00 |
| 2020-03-04 | 1822.00 | 1833.00 | 1840.50 | 1814.00 | 1823.00 | 1832.50 | 1838.00 | 1818.50 | -1.00 | 0.50 | 2.50 | -4.50 |