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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019-09-27 | 1886.50 | 1876.00 | 1892.00 | 1856.00 | 1827.00 | 1814.00 | 1834.00 | 1802.00 | 59.50 | 62.00 | 58.00 | 54.00 |
| 2019-09-26 | 1894.00 | 1887.50 | 1919.00 | 1865.50 | 1835.00 | 1833.00 | 1848.50 | 1815.00 | 59.00 | 54.50 | 70.50 | 50.50 |
| 2019-09-25 | 1895.00 | 1895.50 | 1906.00 | 1875.00 | 1817.50 | 1831.00 | 1839.00 | 1813.00 | 77.50 | 64.50 | 67.00 | 62.00 |
| 2019-09-24 | 1980.00 | 1886.50 | 1991.00 | 1885.00 | 1884.00 | 1820.00 | 1890.50 | 1820.00 | 96.00 | 66.50 | 100.50 | 65.00 |
| 2019-09-23 | 1940.00 | 1982.00 | 1991.50 | 1934.00 | 1850.50 | 1882.00 | 1893.00 | 1844.00 | 89.50 | 100.00 | 98.50 | 90.00 |
| 2019-09-20 | 1965.00 | 1939.00 | 1965.00 | 1928.00 | 1885.00 | 1847.00 | 1885.00 | 1846.00 | 80.00 | 92.00 | 80.00 | 82.00 |
| 2019-09-19 | 1980.00 | 1962.50 | 1998.00 | 1951.50 | 1894.50 | 1878.00 | 1907.50 | 1866.50 | 85.50 | 84.50 | 90.50 | 85.00 |
| 2019-09-18 | 1973.00 | 1979.00 | 2000.00 | 1964.00 | 1907.00 | 1897.50 | 1921.00 | 1896.00 | 66.00 | 81.50 | 79.00 | 68.00 |
| 2019-09-17 | 1994.00 | 1974.00 | 2001.50 | 1961.50 | 1940.00 | 1904.50 | 1940.00 | 1890.50 | 54.00 | 69.50 | 61.50 | 71.00 |
| 2019-09-16 | 2021.00 | 1994.00 | 2025.00 | 1981.00 | 1919.00 | 1920.50 | 1942.00 | 1910.00 | 102.00 | 73.50 | 83.00 | 71.00 |
| 2019-09-12 | 1976.00 | 2005.00 | 2010.00 | 1961.00 | 1895.00 | 1926.00 | 1929.00 | 1890.50 | 81.00 | 79.00 | 81.00 | 70.50 |
| 2019-09-11 | 1960.00 | 1975.00 | 1978.00 | 1951.00 | 1888.50 | 1901.00 | 1907.00 | 1882.00 | 71.50 | 74.00 | 71.00 | 69.00 |
| 2019-09-10 | 1963.50 | 1961.00 | 1969.50 | 1947.00 | 1893.50 | 1890.00 | 1898.50 | 1880.00 | 70.00 | 71.00 | 71.00 | 67.00 |
| 2019-09-09 | 1930.00 | 1963.50 | 1967.00 | 1918.50 | 1855.00 | 1896.00 | 1897.50 | 1855.00 | 75.00 | 67.50 | 69.50 | 63.50 |
| 2019-09-06 | 1919.00 | 1918.00 | 1938.00 | 1913.00 | 1873.00 | 1855.00 | 1875.00 | 1855.00 | 46.00 | 63.00 | 63.00 | 58.00 |
| 2019-09-05 | 1925.00 | 1918.00 | 1953.00 | 1913.00 | 1860.00 | 1861.00 | 1888.00 | 1851.00 | 65.00 | 57.00 | 65.00 | 62.00 |
| 2019-09-04 | 1888.00 | 1916.00 | 1921.50 | 1879.00 | 1830.50 | 1855.00 | 1859.00 | 1823.00 | 57.50 | 61.00 | 62.50 | 56.00 |
| 2019-09-03 | 1915.00 | 1886.50 | 1919.00 | 1877.00 | 1811.50 | 1830.00 | 1852.50 | 1811.50 | 103.50 | 56.50 | 66.50 | 65.50 |
| 2019-09-02 | 1889.50 | 1916.00 | 1924.00 | 1885.00 | 1849.00 | 1907.50 | 1908.00 | 1849.00 | 40.50 | 8.50 | 16.00 | 36.00 |
| 2019-08-30 | 1855.00 | 1891.00 | 1906.50 | 1851.00 | 1816.00 | 1835.50 | 1850.00 | 1806.50 | 39.00 | 55.50 | 56.50 | 44.50 |
| 2019-08-29 | 1887.00 | 1857.50 | 1890.00 | 1856.00 | 1827.00 | 1811.00 | 1840.00 | 1810.50 | 60.00 | 46.50 | 50.00 | 45.50 |
| 2019-08-28 | 1875.00 | 1887.00 | 1895.00 | 1831.00 | 1950.00 | 1931.50 | 1950.00 | 1908.50 | -75.00 | -44.50 | -55.00 | -77.50 |
| 2019-08-27 | 1890.50 | 1875.50 | 1897.00 | 1866.00 | 1981.00 | 1945.50 | 1981.00 | 1924.50 | -90.50 | -70.00 | -84.00 | -58.50 |
| 2019-08-26 | 1936.00 | 1883.00 | 1952.00 | 1878.00 | 2040.50 | 1971.00 | 2047.50 | 1971.00 | -104.50 | -88.00 | -95.50 | -93.00 |
| 2019-08-23 | 1955.00 | 1950.00 | 1960.50 | 1935.00 | 2054.00 | 2044.00 | 2054.00 | 2038.00 | -99.00 | -94.00 | -93.50 | -103.00 |
| 2019-08-22 | 1963.00 | 1955.50 | 1964.00 | 1937.50 | 2048.00 | 2047.00 | 2056.50 | 2038.50 | -85.00 | -91.50 | -92.50 | -101.00 |
| 2019-08-21 | 1985.00 | 1963.00 | 1985.00 | 1927.50 | 2034.00 | 2044.50 | 2058.50 | 2034.00 | -49.00 | -81.50 | -73.50 | -106.50 |
| 2019-08-20 | 1980.00 | 1985.50 | 1994.50 | 1972.00 | 2054.00 | 2061.00 | 2064.00 | 2050.50 | -74.00 | -75.50 | -69.50 | -78.50 |
| 2019-08-19 | 1977.50 | 1979.50 | 1999.00 | 1965.00 | 2045.00 | 2054.00 | 2063.00 | 2041.00 | -67.50 | -74.50 | -64.00 | -76.00 |
| 2019-08-16 | 1980.00 | 1977.50 | 1997.00 | 1972.00 | 2054.00 | 2049.50 | 2056.00 | 2040.00 | -74.00 | -72.00 | -59.00 | -68.00 |
| 2019-08-15 | 1965.00 | 1981.50 | 1992.00 | 1959.00 | 2056.00 | 2049.50 | 2057.50 | 2040.00 | -91.00 | -68.00 | -65.50 | -81.00 |
| 2019-08-14 | 1990.00 | 1969.00 | 2025.50 | 1958.00 | 2056.00 | 2045.50 | 2063.50 | 2033.00 | -66.00 | -76.50 | -38.00 | -75.00 |
| 2019-08-13 | 2010.00 | 1984.00 | 2024.00 | 1980.00 | 2063.00 | 2053.00 | 2067.50 | 2048.00 | -53.00 | -69.00 | -43.50 | -68.00 |
| 2019-08-12 | 1933.00 | 2009.00 | 2014.50 | 1922.50 | 2040.00 | 2060.00 | 2060.00 | 2018.00 | -107.00 | -51.00 | -45.50 | -95.50 |
| 2019-08-09 | 2020.00 | 1935.50 | 2023.50 | 1915.00 | 2067.50 | 2037.50 | 2079.00 | 2011.00 | -47.50 | -102.00 | -55.50 | -96.00 |
| 2019-08-08 | 2020.00 | 2016.00 | 2050.00 | 2000.50 | 2075.00 | 2063.00 | 2081.50 | 2053.00 | -55.00 | -47.00 | -31.50 | -52.50 |
| 2019-08-07 | 1995.00 | 2014.00 | 2033.50 | 1991.00 | 2046.00 | 2066.50 | 2075.00 | 2035.00 | -51.00 | -52.50 | -41.50 | -44.00 |
| 2019-08-06 | 2033.50 | 2036.50 | 2070.00 | 2031.50 | 2036.00 | 2003.00 | 2054.00 | 2000.00 | -2.50 | 33.50 | 16.00 | 31.50 |
| 2019-08-05 | 2048.00 | 2031.50 | 2062.00 | 2024.00 | 2076.00 | 2030.50 | 2085.00 | 2026.00 | -28.00 | 1.00 | -23.00 | -2.00 |
| 2019-08-02 | 2103.00 | 2051.00 | 2105.00 | 2000.00 | 2141.00 | 2076.50 | 2142.00 | 2040.50 | -38.00 | -25.50 | -37.00 | -40.50 |
| 2019-08-01 | 2143.00 | 2105.00 | 2147.00 | 2104.50 | 2183.00 | 2147.50 | 2191.00 | 2146.00 | -40.00 | -42.50 | -44.00 | -41.50 |
| 2019-07-31 | 2145.00 | 2141.50 | 2163.00 | 2136.50 | 2196.00 | 2186.00 | 2211.50 | 2180.00 | -51.00 | -44.50 | -48.50 | -43.50 |
| 2019-07-30 | 2167.00 | 2150.00 | 2179.50 | 2147.00 | 2217.00 | 2201.50 | 2228.50 | 2198.00 | -50.00 | -51.50 | -49.00 | -51.00 |
| 2019-07-29 | 2182.00 | 2169.00 | 2190.00 | 2167.50 | 2232.00 | 2217.50 | 2242.00 | 2211.00 | -50.00 | -48.50 | -52.00 | -43.50 |
| 2019-07-26 | 2168.00 | 2180.50 | 2198.50 | 2155.00 | 2203.50 | 2232.50 | 2255.50 | 2198.00 | -35.50 | -52.00 | -57.00 | -43.00 |
| 2019-07-25 | 2127.50 | 2139.00 | 2150.00 | 2118.00 | 2152.00 | 2168.50 | 2177.00 | 2152.00 | -24.50 | -29.50 | -27.00 | -34.00 |
| 2019-07-24 | 2150.00 | 2122.00 | 2153.50 | 2096.00 | 2180.00 | 2152.00 | 2186.00 | 2132.00 | -30.00 | -30.00 | -32.50 | -36.00 |
| 2019-07-23 | 2141.00 | 2154.00 | 2167.00 | 2135.00 | 2175.00 | 2184.00 | 2197.00 | 2166.00 | -34.00 | -30.00 | -30.00 | -31.00 |
| 2019-07-22 | 2184.50 | 2141.00 | 2186.50 | 2139.50 | 2219.00 | 2177.00 | 2220.00 | 2176.00 | -34.50 | -36.00 | -33.50 | -36.50 |
| 2019-07-19 | 2193.50 | 2187.00 | 2193.50 | 2121.50 | 2219.00 | 2219.00 | 2221.50 | 2139.50 | -25.50 | -32.00 | -28.00 | -18.00 |
| 2019-07-18 | 2210.00 | 2194.50 | 2211.00 | 2186.00 | 2233.00 | 2225.00 | 2241.50 | 2218.00 | -23.00 | -30.50 | -30.50 | -32.00 |
| 2019-07-17 | 2183.00 | 2209.50 | 2218.00 | 2168.00 | 2205.00 | 2236.00 | 2243.50 | 2197.00 | -22.00 | -26.50 | -25.50 | -29.00 |
| 2019-07-16 | 2166.00 | 2173.50 | 2193.00 | 2158.50 | 2193.50 | 2199.50 | 2214.00 | 2183.50 | -27.50 | -26.00 | -21.00 | -25.00 |
| 2019-07-15 | 2114.50 | 2167.50 | 2172.50 | 2111.00 | 2154.00 | 2192.50 | 2194.50 | 2142.00 | -39.50 | -25.00 | -22.00 | -31.00 |
| 2019-07-12 | 2097.00 | 2118.50 | 2138.00 | 2080.50 | 2137.00 | 2152.50 | 2179.00 | 2126.00 | -40.00 | -34.00 | -41.00 | -45.50 |
| 2019-07-11 | 2082.00 | 2093.50 | 2109.50 | 2076.00 | 2130.00 | 2134.50 | 2150.50 | 2120.50 | -48.00 | -41.00 | -41.00 | -44.50 |
| 2019-07-10 | 2119.00 | 2082.00 | 2127.00 | 2068.50 | 2163.00 | 2129.00 | 2163.00 | 2112.00 | -44.00 | -47.00 | -36.00 | -43.50 |
| 2019-07-09 | 2123.00 | 2119.00 | 2152.50 | 2116.00 | 2165.50 | 2159.00 | 2194.00 | 2156.00 | -42.50 | -40.00 | -41.50 | -40.00 |
| 2019-07-08 | 2136.50 | 2122.50 | 2148.50 | 2110.50 | 2180.00 | 2169.50 | 2196.50 | 2151.00 | -43.50 | -47.00 | -48.00 | -40.50 |
| 2019-07-05 | 2154.00 | 2140.00 | 2159.00 | 2128.00 | 2180.00 | 2186.50 | 2197.00 | 2170.00 | -26.00 | -46.50 | -38.00 | -42.00 |
| 2019-07-04 | 2095.50 | 2154.50 | 2160.00 | 2090.50 | 2130.00 | 2182.00 | 2190.50 | 2123.00 | -34.50 | -27.50 | -30.50 | -32.50 |
| 2019-07-03 | 2105.00 | 2102.00 | 2137.00 | 2091.00 | 2130.00 | 2133.50 | 2152.50 | 2116.00 | -25.00 | -31.50 | -15.50 | -25.00 |
| 2019-07-02 | 2120.00 | 2110.50 | 2121.00 | 2088.00 | 2139.00 | 2128.50 | 2140.00 | 2110.00 | -19.00 | -18.00 | -19.00 | -22.00 |
| 2019-07-01 | 2071.00 | 2130.50 | 2140.00 | 2062.50 | 2087.50 | 2145.50 | 2153.50 | 2079.00 | -16.50 | -15.00 | -13.50 | -16.50 |
| 2019-06-28 | 2050.00 | 2071.00 | 2081.00 | 2049.00 | 2080.00 | 2083.00 | 2106.50 | 2074.50 | -30.00 | -12.00 | -25.50 | -25.50 |
| 2019-06-27 | 2102.50 | 2054.50 | 2118.00 | 2051.00 | 2118.00 | 2081.00 | 2140.00 | 2079.00 | -15.50 | -26.50 | -22.00 | -28.00 |
| 2019-06-26 | 2088.00 | 2105.50 | 2118.50 | 2082.50 | 2090.00 | 2117.50 | 2127.00 | 2084.00 | -2.00 | -12.00 | -8.50 | -1.50 |
| 2019-06-25 | 2075.00 | 2092.00 | 2098.00 | 2056.00 | 2065.00 | 2089.00 | 2091.00 | 2052.50 | 10.00 | 3.00 | 7.00 | 3.50 |
| 2019-06-24 | 2080.00 | 2081.50 | 2121.00 | 2057.00 | 2059.00 | 2066.00 | 2097.00 | 2036.00 | 21.00 | 15.50 | 24.00 | 21.00 |
| 2019-06-21 | 2071.00 | 2089.50 | 2101.00 | 2050.00 | 2040.00 | 2057.00 | 2066.00 | 2025.00 | 31.00 | 32.50 | 35.00 | 25.00 |
| 2019-06-20 | 2060.50 | 2076.50 | 2084.00 | 2052.00 | 2035.00 | 2047.00 | 2056.00 | 2018.00 | 25.50 | 29.50 | 28.00 | 34.00 |
| 2019-06-19 | 2062.00 | 2066.00 | 2089.00 | 2039.50 | 2025.50 | 2038.00 | 2056.50 | 2015.00 | 36.50 | 28.00 | 32.50 | 24.50 |
| 2019-06-18 | 2060.00 | 2055.50 | 2068.50 | 2033.00 | 2031.00 | 2024.00 | 2032.00 | 2003.50 | 29.00 | 31.50 | 36.50 | 29.50 |
| 2019-06-17 | 2098.00 | 2064.50 | 2126.00 | 2056.00 | 2070.00 | 2030.00 | 2074.50 | 2024.00 | 28.00 | 34.50 | 51.50 | 32.00 |
| 2019-06-14 | 2160.00 | 2108.50 | 2163.50 | 2101.50 | 2101.00 | 2066.00 | 2114.50 | 2061.00 | 59.00 | 42.50 | 49.00 | 40.50 |
| 2019-06-13 | 2117.00 | 2151.50 | 2156.50 | 2113.50 | 2073.00 | 2100.00 | 2105.50 | 2064.00 | 44.00 | 51.50 | 51.00 | 49.50 |
| 2019-06-12 | 2208.00 | 2114.50 | 2210.50 | 2113.00 | 2142.00 | 2062.00 | 2142.00 | 2060.00 | 66.00 | 52.50 | 68.50 | 53.00 |
| 2019-06-11 | 2125.00 | 2208.50 | 2213.00 | 2123.00 | 2079.50 | 2140.50 | 2140.50 | 2061.00 | 45.50 | 68.00 | 72.50 | 62.00 |
| 2019-06-10 | 2145.00 | 2126.50 | 2147.50 | 2112.00 | 2080.00 | 2065.00 | 2093.00 | 2057.00 | 65.00 | 61.50 | 54.50 | 55.00 |
| 2019-06-06 | 2114.00 | 2146.50 | 2153.00 | 2066.00 | 2060.00 | 2090.50 | 2095.00 | 2027.50 | 54.00 | 56.00 | 58.00 | 38.50 |
| 2019-06-05 | 2127.00 | 2114.50 | 2127.00 | 2095.00 | 2068.00 | 2067.00 | 2080.50 | 2052.50 | 59.00 | 47.50 | 46.50 | 42.50 |
| 2019-06-04 | 2105.00 | 2127.00 | 2130.00 | 2088.00 | 2056.00 | 2082.00 | 2086.00 | 2045.00 | 49.00 | 45.00 | 44.00 | 43.00 |
| 2019-06-03 | 2137.00 | 2098.50 | 2144.00 | 2086.50 | 2092.00 | 2051.50 | 2096.50 | 2042.00 | 45.00 | 47.00 | 47.50 | 44.50 |
| 2019-05-31 | 2200.50 | 2140.50 | 2215.50 | 2138.50 | 2162.00 | 2094.50 | 2172.50 | 2092.50 | 38.50 | 46.00 | 43.00 | 46.00 |
| 2019-05-30 | 2222.00 | 2205.00 | 2249.00 | 2199.50 | 2182.00 | 2167.50 | 2211.50 | 2157.00 | 40.00 | 37.50 | 37.50 | 42.50 |
| 2019-05-29 | 2237.00 | 2222.00 | 2239.50 | 2198.00 | 2168.00 | 2182.00 | 2186.00 | 2150.00 | 69.00 | 40.00 | 53.50 | 48.00 |
| 2019-05-28 | 2255.00 | 2237.00 | 2278.00 | 2222.00 | 2185.00 | 2173.00 | 2202.50 | 2160.00 | 70.00 | 64.00 | 75.50 | 62.00 |
| 2019-05-27 | 2323.50 | 2259.00 | 2362.00 | 2252.00 | 2246.00 | 2193.00 | 2278.00 | 2186.00 | 77.50 | 66.00 | 84.00 | 66.00 |
| 2019-05-24 | 2255.50 | 2321.00 | 2334.50 | 2243.00 | 2169.00 | 2237.00 | 2240.00 | 2158.00 | 86.50 | 84.00 | 94.50 | 85.00 |
| 2019-05-23 | 2287.50 | 2264.00 | 2299.00 | 2241.00 | 2190.00 | 2172.00 | 2193.50 | 2144.00 | 97.50 | 92.00 | 105.50 | 97.00 |
| 2019-05-22 | 2275.00 | 2296.50 | 2338.00 | 2268.50 | 2168.00 | 2186.00 | 2237.50 | 2168.00 | 107.00 | 110.50 | 100.50 | 100.50 |
| 2019-05-21 | 2171.00 | 2271.00 | 2275.00 | 2166.50 | 2103.00 | 2168.00 | 2179.50 | 2096.00 | 68.00 | 103.00 | 95.50 | 70.50 |
| 2019-05-20 | 2161.00 | 2172.50 | 2175.00 | 2133.00 | 2075.00 | 2099.00 | 2099.50 | 2057.50 | 86.00 | 73.50 | 75.50 | 75.50 |
| 2019-05-17 | 2139.00 | 2162.50 | 2178.00 | 2133.00 | 2068.00 | 2083.50 | 2099.50 | 2056.50 | 71.00 | 79.00 | 78.50 | 76.50 |
| 2019-05-16 | 2137.50 | 2139.00 | 2153.00 | 2126.50 | 2052.00 | 2066.00 | 2080.00 | 2052.00 | 85.50 | 73.00 | 73.00 | 74.50 |
| 2019-05-15 | 2088.00 | 2140.00 | 2142.00 | 2080.00 | 2025.00 | 2062.50 | 2067.50 | 2023.00 | 63.00 | 77.50 | 74.50 | 57.00 |
| 2019-05-14 | 2125.00 | 2091.00 | 2129.00 | 2088.00 | 2055.00 | 2027.50 | 2061.50 | 2020.00 | 70.00 | 63.50 | 67.50 | 68.00 |
| 2019-05-13 | 2165.00 | 2126.50 | 2171.00 | 2125.50 | 2092.50 | 2061.50 | 2092.50 | 2058.50 | 72.50 | 65.00 | 78.50 | 67.00 |
| 2019-05-10 | 2156.00 | 2167.00 | 2174.00 | 2143.00 | 2063.00 | 2082.50 | 2085.00 | 2063.00 | 93.00 | 84.50 | 89.00 | 80.00 |
| 2019-05-09 | 2148.00 | 2156.00 | 2165.00 | 2136.00 | 2088.00 | 2071.50 | 2090.00 | 2064.00 | 60.00 | 84.50 | 75.00 | 72.00 |