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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020-03-03 | 1846.00 | 1828.50 | 1854.50 | 1822.00 | 1850.00 | 1827.50 | 1850.00 | 1822.00 | -4.00 | 1.00 | 4.50 | 0.00 |
| 2020-03-02 | 1788.00 | 1838.00 | 1864.00 | 1787.00 | 1788.00 | 1832.50 | 1858.00 | 1787.00 | 0.00 | 5.50 | 6.00 | 0.00 |
| 2020-02-28 | 1785.00 | 1789.00 | 1818.50 | 1766.00 | 1794.00 | 1789.50 | 1819.00 | 1773.50 | -9.00 | -0.50 | -0.50 | -7.50 |
| 2020-02-27 | 1842.50 | 1805.00 | 1846.50 | 1804.00 | 1839.50 | 1811.50 | 1841.50 | 1808.50 | 3.00 | -6.50 | 5.00 | -4.50 |
| 2020-02-26 | 1865.00 | 1844.00 | 1868.50 | 1842.00 | 1852.00 | 1842.00 | 1865.00 | 1842.00 | 13.00 | 2.00 | 3.50 | 0.00 |
| 2020-02-25 | 1845.00 | 1870.00 | 1870.00 | 1839.50 | 1849.00 | 1864.50 | 1865.00 | 1833.50 | -4.00 | 5.50 | 5.00 | 6.00 |
| 2020-02-24 | 1863.00 | 1864.00 | 1884.00 | 1837.00 | 1857.00 | 1850.50 | 1869.00 | 1833.00 | 6.00 | 13.50 | 15.00 | 4.00 |
| 2020-02-21 | 1874.50 | 1867.00 | 1876.50 | 1861.00 | 1850.00 | 1857.00 | 1864.00 | 1849.00 | 24.50 | 10.00 | 12.50 | 12.00 |
| 2020-02-20 | 1845.00 | 1875.00 | 1878.00 | 1841.00 | 1842.00 | 1856.50 | 1861.00 | 1839.00 | 3.00 | 18.50 | 17.00 | 2.00 |
| 2020-02-19 | 1849.00 | 1842.00 | 1859.00 | 1833.00 | 1836.00 | 1838.00 | 1850.50 | 1835.00 | 13.00 | 4.00 | 8.50 | -2.00 |
| 2020-02-18 | 1870.00 | 1849.00 | 1873.00 | 1841.00 | 1859.00 | 1839.50 | 1859.00 | 1836.00 | 11.00 | 9.50 | 14.00 | 5.00 |
| 2020-02-17 | 1871.50 | 1871.00 | 1886.00 | 1858.50 | 1857.00 | 1857.50 | 1865.00 | 1839.50 | 14.50 | 13.50 | 21.00 | 19.00 |
| 2020-02-14 | 1880.50 | 1881.50 | 1887.00 | 1867.00 | 1850.00 | 1863.00 | 1866.50 | 1850.00 | 30.50 | 18.50 | 20.50 | 17.00 |
| 2020-02-13 | 1886.00 | 1880.00 | 1894.00 | 1868.00 | 1870.00 | 1857.50 | 1878.50 | 1843.50 | 16.00 | 22.50 | 15.50 | 24.50 |
| 2020-02-12 | 1855.50 | 1886.00 | 1893.50 | 1855.50 | 1848.00 | 1866.00 | 1867.50 | 1840.00 | 7.50 | 20.00 | 26.00 | 15.50 |
| 2020-02-11 | 1799.00 | 1855.00 | 1880.00 | 1793.00 | 1800.00 | 1844.50 | 1857.50 | 1790.50 | -1.00 | 10.50 | 22.50 | 2.50 |
| 2020-02-10 | 1785.50 | 1799.00 | 1811.50 | 1775.00 | 1780.00 | 1792.50 | 1800.00 | 1769.00 | 5.50 | 6.50 | 11.50 | 6.00 |
| 2020-02-07 | 1793.00 | 1793.50 | 1799.50 | 1782.00 | 1780.00 | 1784.50 | 1788.00 | 1778.00 | 13.00 | 9.00 | 11.50 | 4.00 |
| 2020-02-06 | 1775.00 | 1793.50 | 1798.00 | 1767.00 | 1753.00 | 1783.50 | 1788.00 | 1745.50 | 22.00 | 10.00 | 10.00 | 21.50 |
| 2020-02-05 | 1776.00 | 1775.00 | 1788.50 | 1766.00 | 1745.00 | 1751.50 | 1757.00 | 1740.00 | 31.00 | 23.50 | 31.50 | 26.00 |
| 2020-02-04 | 1733.50 | 1778.00 | 1785.00 | 1731.50 | 1712.00 | 1749.50 | 1755.00 | 1705.00 | 21.50 | 28.50 | 30.00 | 26.50 |
| 2020-02-03 | 1750.00 | 1733.00 | 1798.50 | 1732.00 | 1746.00 | 1705.50 | 1770.00 | 1704.00 | 4.00 | 27.50 | 28.50 | 28.00 |
| 2020-01-23 | 1858.00 | 1832.00 | 1862.00 | 1823.50 | 1821.50 | 1803.00 | 1825.00 | 1795.00 | 36.50 | 29.00 | 37.00 | 28.50 |
| 2020-01-22 | 1860.00 | 1859.00 | 1869.50 | 1813.00 | 1819.50 | 1822.50 | 1832.00 | 1786.50 | 40.50 | 36.50 | 37.50 | 26.50 |
| 2020-01-21 | 1875.50 | 1861.00 | 1880.00 | 1850.00 | 1838.00 | 1819.50 | 1839.50 | 1812.50 | 37.50 | 41.50 | 40.50 | 37.50 |
| 2020-01-20 | 1874.00 | 1880.50 | 1889.00 | 1870.00 | 1835.00 | 1841.00 | 1844.50 | 1828.00 | 39.00 | 39.50 | 44.50 | 42.00 |
| 2020-01-17 | 1854.00 | 1875.00 | 1882.50 | 1854.00 | 1817.00 | 1833.00 | 1840.00 | 1814.50 | 37.00 | 42.00 | 42.50 | 39.50 |
| 2020-01-16 | 1852.50 | 1857.50 | 1869.50 | 1847.00 | 1812.00 | 1818.00 | 1831.50 | 1808.00 | 40.50 | 39.50 | 38.00 | 39.00 |
| 2020-01-15 | 1861.00 | 1852.50 | 1866.00 | 1849.00 | 1820.00 | 1815.00 | 1826.00 | 1813.00 | 41.00 | 37.50 | 40.00 | 36.00 |
| 2020-01-14 | 1847.00 | 1862.00 | 1868.00 | 1847.00 | 1810.50 | 1821.00 | 1826.00 | 1809.00 | 36.50 | 41.00 | 42.00 | 38.00 |
| 2020-01-13 | 1880.00 | 1848.00 | 1884.00 | 1843.50 | 1841.00 | 1811.00 | 1847.00 | 1807.00 | 39.00 | 37.00 | 37.00 | 36.50 |
| 2020-01-10 | 1873.00 | 1882.00 | 1889.50 | 1873.00 | 1837.50 | 1845.00 | 1848.50 | 1835.00 | 35.50 | 37.00 | 41.00 | 38.00 |
| 2020-01-09 | 1909.00 | 1879.50 | 1912.50 | 1873.50 | 1866.00 | 1835.00 | 1867.50 | 1832.50 | 43.00 | 44.50 | 45.00 | 41.00 |
| 2020-01-08 | 1895.50 | 1908.50 | 1927.00 | 1888.50 | 1850.00 | 1863.00 | 1876.50 | 1844.50 | 45.50 | 45.50 | 50.50 | 44.00 |
| 2020-01-07 | 1885.00 | 1891.00 | 1892.50 | 1876.50 | 1845.00 | 1846.00 | 1848.00 | 1836.00 | 40.00 | 45.00 | 44.50 | 40.50 |
| 2020-01-06 | 1864.00 | 1883.00 | 1884.00 | 1859.50 | 1831.00 | 1844.00 | 1847.00 | 1825.00 | 33.00 | 39.00 | 37.00 | 34.50 |
| 2020-01-03 | 1862.50 | 1867.00 | 1878.00 | 1862.00 | 1833.00 | 1830.50 | 1839.00 | 1828.50 | 29.50 | 36.50 | 39.00 | 33.50 |
| 2020-01-02 | 1893.00 | 1868.00 | 1908.00 | 1858.50 | 1940.00 | 1951.00 | 1968.00 | 1940.00 | -47.00 | -83.00 | -60.00 | -81.50 |
| 2019-12-31 | 1861.50 | 1883.00 | 1887.00 | 1833.00 | 1939.50 | 1950.00 | 1958.50 | 1934.00 | -78.00 | -67.00 | -71.50 | -101.00 |
| 2019-12-30 | 1852.50 | 1861.50 | 1867.50 | 1851.00 | 1913.00 | 1938.00 | 1938.50 | 1913.00 | -60.50 | -76.50 | -71.00 | -62.00 |
| 2019-12-27 | 1853.50 | 1855.50 | 1874.50 | 1845.00 | 1925.00 | 1929.00 | 1939.00 | 1917.00 | -71.50 | -73.50 | -64.50 | -72.00 |
| 2019-12-26 | 1848.00 | 1852.50 | 1857.50 | 1832.50 | 1914.50 | 1919.50 | 1926.00 | 1912.00 | -66.50 | -67.00 | -68.50 | -79.50 |
| 2019-12-25 | 1850.00 | 1846.00 | 1854.00 | 1841.50 | 1920.00 | 1915.00 | 1920.00 | 1907.50 | -70.00 | -69.00 | -66.00 | -66.00 |
| 2019-12-24 | 1861.00 | 1854.00 | 1861.50 | 1831.00 | 1933.00 | 1922.00 | 1936.50 | 1900.50 | -72.00 | -68.00 | -75.00 | -69.50 |
| 2019-12-23 | 1872.00 | 1863.00 | 1885.00 | 1856.00 | 1945.50 | 1934.00 | 1952.00 | 1933.50 | -73.50 | -71.00 | -67.00 | -77.50 |
| 2019-12-20 | 1890.00 | 1872.00 | 1892.00 | 1863.00 | 1945.00 | 1945.00 | 1949.50 | 1938.00 | -55.00 | -73.00 | -57.50 | -75.00 |
| 2019-12-19 | 1860.50 | 1887.50 | 1893.00 | 1853.00 | 1947.00 | 1948.50 | 1955.00 | 1944.00 | -86.50 | -61.00 | -62.00 | -91.00 |
| 2019-12-18 | 1864.00 | 1862.00 | 1869.00 | 1848.50 | 1938.00 | 1951.50 | 1955.00 | 1933.50 | -74.00 | -89.50 | -86.00 | -85.00 |
| 2019-12-17 | 1825.00 | 1854.50 | 1865.00 | 1816.50 | 1923.00 | 1942.00 | 1946.00 | 1919.50 | -98.00 | -87.50 | -81.00 | -103.00 |
| 2019-12-16 | 1851.00 | 1825.50 | 1874.50 | 1814.50 | 1913.50 | 1926.00 | 1935.00 | 1905.50 | -62.50 | -100.50 | -60.50 | -91.00 |
| 2019-12-13 | 1845.00 | 1848.00 | 1857.00 | 1833.00 | 1918.00 | 1919.50 | 1921.50 | 1896.00 | -73.00 | -71.50 | -64.50 | -63.00 |
| 2019-12-12 | 1864.00 | 1845.00 | 1888.00 | 1830.50 | 1920.00 | 1915.00 | 1922.00 | 1893.00 | -56.00 | -70.00 | -34.00 | -62.50 |
| 2019-12-11 | 1918.50 | 1918.00 | 1925.00 | 1905.50 | 1854.00 | 1863.00 | 1869.00 | 1852.00 | 64.50 | 55.00 | 56.00 | 53.50 |
| 2019-12-10 | 1923.00 | 1918.50 | 1938.00 | 1907.50 | 1860.00 | 1854.00 | 1871.00 | 1845.50 | 63.00 | 64.50 | 67.00 | 62.00 |
| 2019-12-09 | 1872.50 | 1926.50 | 1944.50 | 1854.00 | 1807.00 | 1860.00 | 1880.00 | 1800.00 | 65.50 | 66.50 | 64.50 | 54.00 |
| 2019-12-06 | 1868.00 | 1873.50 | 1882.50 | 1861.00 | 1797.00 | 1805.00 | 1813.00 | 1794.00 | 71.00 | 68.50 | 69.50 | 67.00 |
| 2019-12-05 | 1879.00 | 1868.00 | 1900.00 | 1860.00 | 1790.50 | 1797.50 | 1816.00 | 1785.00 | 88.50 | 70.50 | 84.00 | 75.00 |
| 2019-12-04 | 1858.00 | 1873.50 | 1891.50 | 1845.00 | 1778.50 | 1788.00 | 1794.50 | 1762.00 | 79.50 | 85.50 | 97.00 | 83.00 |
| 2019-12-03 | 1855.00 | 1859.50 | 1869.00 | 1846.00 | 1782.00 | 1781.00 | 1797.00 | 1777.50 | 73.00 | 78.50 | 72.00 | 68.50 |
| 2019-12-02 | 1846.00 | 1853.50 | 1859.50 | 1813.50 | 1781.00 | 1786.50 | 1789.00 | 1742.00 | 65.00 | 67.00 | 70.50 | 71.50 |
| 2019-11-29 | 1862.00 | 1849.50 | 1874.00 | 1835.00 | 1793.00 | 1783.50 | 1804.00 | 1779.50 | 69.00 | 66.00 | 70.00 | 55.50 |
| 2019-11-28 | 1877.50 | 1860.00 | 1879.00 | 1841.00 | 1794.00 | 1791.50 | 1798.00 | 1771.50 | 83.50 | 68.50 | 81.00 | 69.50 |
| 2019-11-27 | 1860.00 | 1864.50 | 1878.00 | 1845.50 | 1785.00 | 1785.00 | 1802.00 | 1769.00 | 75.00 | 79.50 | 76.00 | 76.50 |
| 2019-11-26 | 1903.50 | 1859.00 | 1904.50 | 1836.00 | 1820.00 | 1779.00 | 1823.00 | 1770.50 | 83.50 | 80.00 | 81.50 | 65.50 |
| 2019-11-25 | 1820.00 | 1903.50 | 1913.00 | 1805.50 | 1763.00 | 1822.00 | 1843.00 | 1749.00 | 57.00 | 81.50 | 70.00 | 56.50 |
| 2019-11-22 | 1805.00 | 1814.50 | 1820.00 | 1797.50 | 1737.00 | 1761.00 | 1762.00 | 1735.50 | 68.00 | 53.50 | 58.00 | 62.00 |
| 2019-11-21 | 1816.00 | 1802.00 | 1817.50 | 1792.00 | 1735.00 | 1737.00 | 1741.00 | 1721.50 | 81.00 | 65.00 | 76.50 | 70.50 |
| 2019-11-20 | 1814.00 | 1814.00 | 1827.00 | 1800.00 | 1735.00 | 1738.50 | 1744.50 | 1723.50 | 79.00 | 75.50 | 82.50 | 76.50 |
| 2019-11-19 | 1760.00 | 1813.00 | 1814.50 | 1752.50 | 1695.50 | 1733.00 | 1735.00 | 1686.00 | 64.50 | 80.00 | 79.50 | 66.50 |
| 2019-11-18 | 1760.50 | 1756.50 | 1799.00 | 1744.50 | 1714.50 | 1690.50 | 1733.00 | 1677.00 | 46.00 | 66.00 | 66.00 | 67.50 |
| 2019-11-15 | 1751.50 | 1760.00 | 1767.50 | 1750.00 | 1706.50 | 1715.50 | 1729.00 | 1704.00 | 45.00 | 44.50 | 38.50 | 46.00 |
| 2019-11-14 | 1713.00 | 1753.00 | 1757.50 | 1708.00 | 1672.50 | 1704.50 | 1714.00 | 1667.00 | 40.50 | 48.50 | 43.50 | 41.00 |
| 2019-11-13 | 1721.00 | 1712.50 | 1724.00 | 1703.00 | 1677.00 | 1671.00 | 1679.50 | 1663.00 | 44.00 | 41.50 | 44.50 | 40.00 |
| 2019-11-12 | 1699.00 | 1718.50 | 1730.00 | 1694.00 | 1664.00 | 1670.00 | 1685.00 | 1649.50 | 35.00 | 48.50 | 45.00 | 44.50 |
| 2019-11-11 | 1746.00 | 1699.00 | 1752.00 | 1685.50 | 1702.50 | 1664.00 | 1702.50 | 1659.00 | 43.50 | 35.00 | 49.50 | 26.50 |
| 2019-11-08 | 1752.00 | 1750.00 | 1758.00 | 1742.00 | 1685.00 | 1703.00 | 1711.00 | 1677.50 | 67.00 | 47.00 | 47.00 | 64.50 |
| 2019-11-07 | 1749.00 | 1748.50 | 1766.50 | 1740.00 | 1684.50 | 1683.00 | 1692.00 | 1676.00 | 64.50 | 65.50 | 74.50 | 64.00 |
| 2019-11-06 | 1765.00 | 1749.00 | 1778.00 | 1748.00 | 1691.00 | 1684.50 | 1704.00 | 1683.00 | 74.00 | 64.50 | 74.00 | 65.00 |
| 2019-11-05 | 1734.00 | 1764.00 | 1772.50 | 1729.00 | 1680.00 | 1691.00 | 1699.50 | 1670.00 | 54.00 | 73.00 | 73.00 | 59.00 |
| 2019-11-04 | 1742.50 | 1732.50 | 1745.50 | 1723.50 | 1700.00 | 1674.50 | 1700.00 | 1669.50 | 42.50 | 58.00 | 45.50 | 54.00 |
| 2019-11-01 | 1732.50 | 1743.00 | 1757.50 | 1720.00 | 1700.00 | 1701.00 | 1708.50 | 1685.50 | 32.50 | 42.00 | 49.00 | 34.50 |
| 2019-10-31 | 1745.00 | 1737.50 | 1751.50 | 1731.50 | 1715.00 | 1704.00 | 1719.50 | 1702.00 | 30.00 | 33.50 | 32.00 | 29.50 |
| 2019-10-30 | 1758.00 | 1744.50 | 1760.50 | 1716.00 | 1721.00 | 1715.50 | 1728.50 | 1693.00 | 37.00 | 29.00 | 32.00 | 23.00 |
| 2019-10-29 | 1747.00 | 1758.00 | 1765.00 | 1743.00 | 1725.00 | 1725.50 | 1733.00 | 1718.00 | 22.00 | 32.50 | 32.00 | 25.00 |
| 2019-10-28 | 1793.50 | 1747.50 | 1799.50 | 1736.50 | 1758.00 | 1725.00 | 1769.50 | 1710.00 | 35.50 | 22.50 | 30.00 | 26.50 |
| 2019-10-25 | 1780.00 | 1793.50 | 1798.00 | 1763.50 | 1748.00 | 1765.00 | 1768.00 | 1740.50 | 32.00 | 28.50 | 30.00 | 23.00 |
| 2019-10-24 | 1773.00 | 1781.00 | 1784.50 | 1760.50 | 1745.00 | 1751.00 | 1755.00 | 1736.00 | 28.00 | 30.00 | 29.50 | 24.50 |
| 2019-10-23 | 1750.00 | 1770.50 | 1777.50 | 1747.50 | 1726.00 | 1745.50 | 1749.50 | 1724.50 | 24.00 | 25.00 | 28.00 | 23.00 |
| 2019-10-22 | 1742.00 | 1748.50 | 1754.00 | 1733.00 | 1721.50 | 1726.00 | 1729.00 | 1715.00 | 20.50 | 22.50 | 25.00 | 18.00 |
| 2019-10-21 | 1780.00 | 1742.50 | 1783.00 | 1732.00 | 1742.00 | 1723.50 | 1758.00 | 1715.00 | 38.00 | 19.00 | 25.00 | 17.00 |
| 2019-10-18 | 1786.00 | 1779.00 | 1793.00 | 1746.50 | 1753.00 | 1744.50 | 1753.50 | 1722.00 | 33.00 | 34.50 | 39.50 | 24.50 |
| 2019-10-17 | 1773.00 | 1788.00 | 1794.50 | 1772.00 | 1744.00 | 1749.50 | 1755.00 | 1740.50 | 29.00 | 38.50 | 39.50 | 31.50 |
| 2019-10-16 | 1809.50 | 1777.00 | 1819.50 | 1757.00 | 1768.00 | 1747.50 | 1776.00 | 1736.50 | 41.50 | 29.50 | 43.50 | 20.50 |
| 2019-10-15 | 1805.00 | 1809.50 | 1814.00 | 1769.00 | 1769.50 | 1771.50 | 1774.00 | 1748.00 | 35.50 | 38.00 | 40.00 | 21.00 |
| 2019-10-14 | 1858.00 | 1805.00 | 1885.00 | 1805.00 | 1812.00 | 1769.00 | 1828.00 | 1767.50 | 46.00 | 36.00 | 57.00 | 37.50 |
| 2019-10-11 | 1860.00 | 1862.00 | 1868.50 | 1840.00 | 1802.00 | 1810.00 | 1813.00 | 1790.50 | 58.00 | 52.00 | 55.50 | 49.50 |
| 2019-10-10 | 1845.00 | 1858.00 | 1866.00 | 1835.00 | 1795.00 | 1805.00 | 1811.00 | 1785.00 | 50.00 | 53.00 | 55.00 | 50.00 |
| 2019-10-09 | 1879.00 | 1851.00 | 1890.00 | 1839.00 | 1825.00 | 1795.00 | 1829.50 | 1789.50 | 54.00 | 56.00 | 60.50 | 49.50 |
| 2019-10-08 | 1890.00 | 1880.00 | 1893.00 | 1836.00 | 1808.00 | 1826.00 | 1836.00 | 1782.00 | 82.00 | 54.00 | 57.00 | 54.00 |
| 2019-09-30 | 1875.00 | 1873.00 | 1916.00 | 1863.00 | 1815.50 | 1813.00 | 1845.00 | 1807.00 | 59.50 | 60.00 | 71.00 | 56.00 |