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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019-05-08 | 2118.50 | 2147.50 | 2152.00 | 2103.50 | 2051.50 | 2079.50 | 2094.50 | 2043.50 | 67.00 | 68.00 | 57.50 | 60.00 |
| 2019-05-07 | 2065.00 | 2119.00 | 2132.00 | 2062.00 | 2020.00 | 2056.50 | 2071.50 | 2012.00 | 45.00 | 62.50 | 60.50 | 50.00 |
| 2019-05-06 | 2030.00 | 2063.00 | 2075.00 | 2017.50 | 2065.00 | 2109.00 | 2109.00 | 2061.50 | -35.00 | -46.00 | -34.00 | -44.00 |
| 2019-04-30 | 2050.00 | 2046.50 | 2054.00 | 2026.50 | 2044.00 | 2068.50 | 2070.00 | 2039.00 | 6.00 | -22.00 | -16.00 | -12.50 |
| 2019-04-29 | 2015.00 | 2047.00 | 2049.00 | 2008.00 | 2022.00 | 2048.00 | 2055.50 | 2021.00 | -7.00 | -1.00 | -6.50 | -13.00 |
| 2019-04-26 | 2035.00 | 2015.00 | 2051.50 | 2001.00 | 2031.00 | 2026.50 | 2041.00 | 2025.50 | 4.00 | -11.50 | 10.50 | -24.50 |
| 2019-04-25 | 2050.50 | 2036.00 | 2068.00 | 2033.00 | 2030.00 | 2030.00 | 2046.50 | 2028.00 | 20.50 | 6.00 | 21.50 | 5.00 |
| 2019-04-24 | 2046.00 | 2047.00 | 2048.00 | 2024.50 | 2032.00 | 2035.00 | 2035.00 | 2020.00 | 14.00 | 12.00 | 13.00 | 4.50 |
| 2019-04-23 | 2031.50 | 2046.00 | 2055.00 | 2029.00 | 2032.50 | 2030.00 | 2037.00 | 2025.00 | -1.00 | 16.00 | 18.00 | 4.00 |
| 2019-04-22 | 2051.50 | 2033.50 | 2066.00 | 2026.00 | 2030.00 | 2026.00 | 2047.00 | 2021.50 | 21.50 | 7.50 | 19.00 | 4.50 |
| 2019-04-19 | 2009.00 | 2050.00 | 2055.00 | 2003.50 | 2005.00 | 2037.00 | 2042.50 | 2005.00 | 4.00 | 13.00 | 12.50 | -1.50 |
| 2019-04-18 | 2047.00 | 2012.00 | 2050.00 | 2007.50 | 2032.00 | 2010.00 | 2037.00 | 2007.50 | 15.00 | 2.00 | 13.00 | 0.00 |
| 2019-04-17 | 2060.00 | 2047.00 | 2065.00 | 2041.00 | 2036.00 | 2030.50 | 2036.00 | 2021.00 | 24.00 | 16.50 | 29.00 | 20.00 |
| 2019-04-16 | 2054.00 | 2061.00 | 2073.00 | 2033.00 | 2036.00 | 2036.50 | 2038.00 | 2015.00 | 18.00 | 24.50 | 35.00 | 18.00 |
| 2019-04-15 | 2040.00 | 2050.00 | 2069.00 | 2021.00 | 2020.00 | 2028.50 | 2039.50 | 2002.50 | 20.00 | 21.50 | 29.50 | 18.50 |
| 2019-04-12 | 2012.50 | 2031.00 | 2033.50 | 1981.50 | 1995.50 | 2010.00 | 2012.00 | 1975.00 | 17.00 | 21.00 | 21.50 | 6.50 |
| 2019-04-11 | 2015.00 | 2012.00 | 2021.50 | 1987.50 | 2010.00 | 1993.50 | 2015.00 | 1980.50 | 5.00 | 18.50 | 6.50 | 7.00 |
| 2019-04-10 | 2040.50 | 2017.50 | 2046.00 | 2009.00 | 2010.50 | 2009.00 | 2032.00 | 2003.00 | 30.00 | 8.50 | 14.00 | 6.00 |
| 2019-04-09 | 2074.50 | 2045.00 | 2080.00 | 2041.00 | 2042.50 | 2017.00 | 2049.50 | 2000.00 | 32.00 | 28.00 | 30.50 | 41.00 |
| 2019-04-08 | 2050.00 | 2075.50 | 2086.00 | 2046.00 | 2025.00 | 2048.50 | 2055.00 | 2022.50 | 25.00 | 27.00 | 31.00 | 23.50 |
| 2019-04-04 | 2026.00 | 2026.50 | 2031.00 | 2010.00 | 2022.00 | 2036.00 | 2038.50 | 2011.00 | 4.00 | -9.50 | -7.50 | -1.00 |
| 2019-04-03 | 2004.50 | 2026.00 | 2043.50 | 1996.00 | 1995.50 | 2022.50 | 2028.50 | 1988.00 | 9.00 | 3.50 | 15.00 | 8.00 |
| 2019-04-02 | 2018.50 | 2004.50 | 2026.50 | 2002.50 | 1996.00 | 1995.50 | 2017.00 | 1981.00 | 22.50 | 9.00 | 9.50 | 21.50 |
| 2019-04-01 | 1984.50 | 2017.00 | 2023.50 | 1974.50 | 1946.00 | 1995.00 | 1995.00 | 1945.00 | 38.50 | 22.00 | 28.50 | 29.50 |
| 2019-03-29 | 1960.00 | 1984.50 | 1995.00 | 1955.00 | 1920.00 | 1945.00 | 1958.00 | 1916.00 | 40.00 | 39.50 | 37.00 | 39.00 |
| 2019-03-28 | 1948.00 | 1965.00 | 1976.00 | 1944.50 | 1918.00 | 1924.00 | 1940.00 | 1914.00 | 30.00 | 41.00 | 36.00 | 30.50 |
| 2019-03-27 | 1969.00 | 1948.00 | 1978.00 | 1942.50 | 1941.50 | 1919.00 | 1950.50 | 1916.00 | 27.50 | 29.00 | 27.50 | 26.50 |
| 2019-03-26 | 1973.50 | 1968.00 | 1976.00 | 1960.50 | 1958.00 | 1942.00 | 1959.00 | 1936.50 | 15.50 | 26.00 | 17.00 | 24.00 |
| 2019-03-25 | 1999.00 | 1973.50 | 1999.00 | 1972.00 | 1955.00 | 1956.50 | 1978.00 | 1955.00 | 44.00 | 17.00 | 21.00 | 17.00 |
| 2019-03-22 | 1965.00 | 1999.00 | 2008.00 | 1961.50 | 1925.00 | 1963.00 | 1964.00 | 1921.00 | 40.00 | 36.00 | 44.00 | 40.50 |
| 2019-03-21 | 1965.50 | 1971.50 | 1988.00 | 1963.50 | 1921.00 | 1930.00 | 1948.00 | 1918.00 | 44.50 | 41.50 | 40.00 | 45.50 |
| 2019-03-20 | 1965.00 | 1968.00 | 1982.00 | 1955.00 | 1925.00 | 1924.50 | 1932.50 | 1914.00 | 40.00 | 43.50 | 49.50 | 41.00 |
| 2019-03-19 | 1966.00 | 1964.00 | 1985.00 | 1947.00 | 1920.00 | 1920.00 | 1936.50 | 1905.00 | 46.00 | 44.00 | 48.50 | 42.00 |
| 2019-03-18 | 1980.00 | 1968.00 | 2001.50 | 1965.00 | 1940.00 | 1919.00 | 1943.50 | 1915.00 | 40.00 | 49.00 | 58.00 | 50.00 |
| 2019-03-15 | 2012.00 | 1994.00 | 2032.00 | 1961.00 | 1957.00 | 1944.00 | 1980.00 | 1918.00 | 55.00 | 50.00 | 52.00 | 43.00 |
| 2019-03-14 | 1984.50 | 2012.00 | 2018.00 | 1972.00 | 1939.00 | 1959.00 | 1968.50 | 1923.00 | 45.50 | 53.00 | 49.50 | 49.00 |
| 2019-03-13 | 2008.00 | 1985.50 | 2020.00 | 1975.50 | 1956.00 | 1939.00 | 1965.00 | 1929.50 | 52.00 | 46.50 | 55.00 | 46.00 |
| 2019-03-12 | 1969.00 | 2005.00 | 2013.00 | 1967.00 | 1909.00 | 1953.50 | 1955.50 | 1908.00 | 60.00 | 51.50 | 57.50 | 59.00 |
| 2019-03-11 | 2000.00 | 1966.50 | 2015.00 | 1965.00 | 1970.00 | 1907.00 | 1980.00 | 1907.00 | 30.00 | 59.50 | 35.00 | 58.00 |
| 2019-03-08 | 2080.00 | 2023.50 | 2081.00 | 2018.00 | 2026.00 | 1980.50 | 2028.00 | 1976.50 | 54.00 | 43.00 | 53.00 | 41.50 |
| 2019-03-07 | 2062.00 | 2080.00 | 2092.00 | 2055.00 | 2000.00 | 2027.00 | 2035.50 | 1994.00 | 62.00 | 53.00 | 56.50 | 61.00 |
| 2019-03-06 | 2087.00 | 2063.50 | 2095.50 | 2057.00 | 2029.00 | 2002.00 | 2032.00 | 2001.00 | 58.00 | 61.50 | 63.50 | 56.00 |
| 2019-03-05 | 2105.00 | 2087.00 | 2106.00 | 2071.00 | 2040.00 | 2024.00 | 2042.00 | 2012.50 | 65.00 | 63.00 | 64.00 | 58.50 |
| 2019-03-04 | 2167.00 | 2107.50 | 2170.00 | 2092.00 | 2090.00 | 2041.50 | 2096.00 | 2033.00 | 77.00 | 66.00 | 74.00 | 59.00 |
| 2019-03-01 | 2123.00 | 2168.00 | 2169.00 | 2115.00 | 2055.00 | 2088.00 | 2090.00 | 2042.50 | 68.00 | 80.00 | 79.00 | 72.50 |
| 2019-02-28 | 2125.00 | 2124.50 | 2137.00 | 2100.50 | 2055.00 | 2049.50 | 2065.00 | 2030.00 | 70.00 | 75.00 | 72.00 | 70.50 |
| 2019-02-27 | 2140.00 | 2122.00 | 2152.00 | 2115.50 | 2066.00 | 2052.00 | 2069.00 | 2040.00 | 74.00 | 70.00 | 83.00 | 75.50 |
| 2019-02-26 | 2131.50 | 2143.50 | 2150.00 | 2106.00 | 2055.00 | 2065.50 | 2072.00 | 2038.00 | 76.50 | 78.00 | 78.00 | 68.00 |
| 2019-02-25 | 2168.00 | 2138.00 | 2185.00 | 2131.00 | 2085.00 | 2060.50 | 2112.50 | 2058.00 | 83.00 | 77.50 | 72.50 | 73.00 |
| 2019-02-22 | 2128.00 | 2163.00 | 2165.50 | 2122.00 | 2046.00 | 2080.00 | 2081.00 | 2040.50 | 82.00 | 83.00 | 84.50 | 81.50 |
| 2019-02-21 | 2116.50 | 2126.50 | 2145.00 | 2114.00 | 2034.00 | 2042.00 | 2057.50 | 2033.00 | 82.50 | 84.50 | 87.50 | 81.00 |
| 2019-02-20 | 2085.00 | 2113.00 | 2121.00 | 2068.00 | 2025.00 | 2029.00 | 2035.00 | 1995.00 | 60.00 | 84.00 | 86.00 | 73.00 |
| 2019-02-19 | 2068.00 | 2085.00 | 2089.50 | 2050.00 | 1997.00 | 2010.00 | 2014.50 | 1988.00 | 71.00 | 75.00 | 75.00 | 62.00 |
| 2019-02-18 | 2054.50 | 2068.00 | 2099.00 | 2043.50 | 1980.00 | 1994.00 | 2022.00 | 1978.00 | 74.50 | 74.00 | 77.00 | 65.50 |
| 2019-02-15 | 2090.00 | 2042.50 | 2092.50 | 2033.50 | 2010.00 | 1971.00 | 2014.00 | 1963.00 | 80.00 | 71.50 | 78.50 | 70.50 |
| 2019-02-14 | 2065.00 | 2088.50 | 2097.00 | 2053.50 | 2004.00 | 2009.50 | 2024.00 | 1986.50 | 61.00 | 79.00 | 73.00 | 67.00 |
| 2019-02-13 | 2100.00 | 2066.00 | 2119.50 | 2031.50 | 2035.00 | 1999.00 | 2050.00 | 1969.50 | 65.00 | 67.00 | 69.50 | 62.00 |
| 2019-02-12 | 2090.00 | 2100.50 | 2117.00 | 2085.00 | 2018.00 | 2038.00 | 2051.00 | 2017.00 | 72.00 | 62.50 | 66.00 | 68.00 |
| 2019-02-11 | 2166.00 | 2096.50 | 2174.50 | 2089.00 | 2050.00 | 2024.50 | 2086.50 | 2014.00 | 116.00 | 72.00 | 88.00 | 75.00 |
| 2019-02-01 | 2065.00 | 2112.50 | 2118.00 | 2056.00 | 1997.00 | 2028.50 | 2030.00 | 1982.00 | 68.00 | 84.00 | 88.00 | 74.00 |
| 2019-01-31 | 2021.00 | 2062.00 | 2074.00 | 2010.00 | 1962.00 | 1997.00 | 2006.00 | 1951.00 | 59.00 | 65.00 | 68.00 | 59.00 |
| 2019-01-30 | 2030.00 | 2020.00 | 2070.00 | 2017.50 | 1962.50 | 1961.00 | 2002.50 | 1959.00 | 67.50 | 59.00 | 67.50 | 58.50 |
| 2019-01-29 | 2038.50 | 2026.00 | 2046.00 | 2015.00 | 1975.00 | 1962.50 | 1979.50 | 1952.00 | 63.50 | 63.50 | 66.50 | 63.00 |
| 2019-01-28 | 2046.50 | 2041.00 | 2093.50 | 2037.50 | 1970.00 | 1972.00 | 2021.50 | 1967.00 | 76.50 | 69.00 | 72.00 | 70.50 |
| 2019-01-25 | 2032.00 | 2048.50 | 2073.00 | 2032.00 | 1970.50 | 1975.50 | 1997.00 | 1967.00 | 61.50 | 73.00 | 76.00 | 65.00 |
| 2019-01-24 | 2046.00 | 2034.50 | 2058.00 | 2025.00 | 1985.00 | 1972.00 | 1991.50 | 1965.00 | 61.00 | 62.50 | 66.50 | 60.00 |
| 2019-01-23 | 2020.00 | 2043.00 | 2050.00 | 2019.50 | 1951.50 | 1975.00 | 1982.00 | 1951.50 | 68.50 | 68.00 | 68.00 | 68.00 |
| 2019-01-22 | 2025.00 | 2019.00 | 2070.00 | 2013.00 | 1961.00 | 1953.50 | 1995.00 | 1950.50 | 64.00 | 65.50 | 75.00 | 62.50 |
| 2019-01-21 | 2065.50 | 2030.00 | 2080.00 | 2022.00 | 1981.50 | 1960.50 | 1993.50 | 1955.00 | 84.00 | 69.50 | 86.50 | 67.00 |
| 2019-01-18 | 2030.00 | 2065.50 | 2075.50 | 2020.00 | 1954.00 | 1981.00 | 1990.00 | 1946.00 | 76.00 | 84.50 | 85.50 | 74.00 |
| 2019-01-17 | 2030.00 | 2034.50 | 2045.00 | 2022.00 | 1974.00 | 1959.00 | 1974.50 | 1954.00 | 56.00 | 75.50 | 70.50 | 68.00 |
| 2019-01-16 | 2019.00 | 2034.50 | 2040.00 | 2006.00 | 1945.00 | 1975.00 | 1983.50 | 1939.00 | 74.00 | 59.50 | 56.50 | 67.00 |
| 2019-01-15 | 2016.00 | 2019.00 | 2029.00 | 1995.00 | 1935.00 | 1945.50 | 1952.50 | 1920.00 | 81.00 | 73.50 | 76.50 | 75.00 |
| 2019-01-14 | 1981.50 | 2015.00 | 2019.50 | 1967.00 | 1893.00 | 1934.50 | 1941.50 | 1883.00 | 88.50 | 80.50 | 78.00 | 84.00 |
| 2019-01-11 | 1934.50 | 1982.00 | 1985.00 | 1931.00 | 1842.50 | 1895.50 | 1899.00 | 1839.00 | 92.00 | 86.50 | 86.00 | 92.00 |
| 2019-01-10 | 1945.00 | 1934.50 | 1959.00 | 1925.00 | 1844.50 | 1844.00 | 1870.00 | 1840.00 | 100.50 | 90.50 | 89.00 | 85.00 |
| 2019-01-09 | 1948.00 | 1946.00 | 1979.00 | 1943.00 | 1858.00 | 1850.00 | 1876.00 | 1848.00 | 90.00 | 96.00 | 103.00 | 95.00 |
| 2019-01-08 | 1969.50 | 1949.00 | 1970.00 | 1938.00 | 1862.00 | 1851.00 | 1866.00 | 1840.00 | 107.50 | 98.00 | 104.00 | 98.00 |
| 2019-01-07 | 1945.50 | 1964.00 | 1976.00 | 1928.00 | 1846.00 | 1861.50 | 1872.00 | 1825.50 | 99.50 | 102.50 | 104.00 | 102.50 |
| 2019-01-04 | 1939.00 | 1941.00 | 1958.00 | 1916.00 | 1821.00 | 1835.50 | 1842.00 | 1810.00 | 118.00 | 105.50 | 116.00 | 106.00 |
| 2019-01-03 | 1866.00 | 1937.00 | 1944.00 | 1840.00 | 1771.00 | 1817.00 | 1821.00 | 1740.00 | 95.00 | 120.00 | 123.00 | 100.00 |
| 2019-01-02 | 1890.00 | 1876.50 | 1912.00 | 1868.50 | 1788.00 | 1770.00 | 1797.00 | 1767.00 | 102.00 | 106.50 | 115.00 | 101.50 |
| 2018-12-28 | 1889.00 | 1901.00 | 1905.50 | 1863.00 | 2372.00 | 2294.00 | 2391.00 | 2290.00 | -483.00 | -393.00 | -485.50 | -427.00 |
| 2018-12-27 | 1895.00 | 1889.00 | 1955.00 | 1881.00 | 2360.00 | 2387.50 | 2404.00 | 2351.00 | -465.00 | -498.50 | -449.00 | -470.00 |
| 2018-12-26 | 1880.50 | 1892.50 | 1907.00 | 1878.00 | 2355.00 | 2361.00 | 2365.00 | 2285.50 | -474.50 | -468.50 | -458.00 | -407.50 |
| 2018-12-25 | 1977.00 | 1888.50 | 1977.00 | 1866.00 | 2379.00 | 2367.00 | 2381.00 | 2358.00 | -402.00 | -478.50 | -404.00 | -492.00 |
| 2018-12-24 | 1998.00 | 1980.00 | 2002.50 | 1963.00 | 2385.00 | 2384.00 | 2394.00 | 2362.00 | -387.00 | -404.00 | -391.50 | -399.00 |
| 2018-12-21 | 1987.00 | 1993.00 | 2009.00 | 1967.00 | 2403.50 | 2388.00 | 2403.50 | 2376.50 | -416.50 | -395.00 | -394.50 | -409.50 |
| 2018-12-20 | 1978.00 | 1986.00 | 2005.00 | 1948.50 | 2380.00 | 2401.00 | 2404.00 | 2378.00 | -402.00 | -415.00 | -399.00 | -429.50 |
| 2018-12-19 | 1982.50 | 1977.00 | 1993.00 | 1960.00 | 2362.50 | 2386.50 | 2388.00 | 2362.50 | -380.00 | -409.50 | -395.00 | -402.50 |
| 2018-12-18 | 2025.00 | 1984.00 | 2033.00 | 1967.50 | 2401.00 | 2369.00 | 2401.00 | 2352.00 | -376.00 | -385.00 | -368.00 | -384.50 |
| 2018-12-17 | 2018.00 | 2028.00 | 2051.00 | 2005.00 | 2403.00 | 2395.50 | 2418.00 | 2385.50 | -385.00 | -367.50 | -367.00 | -380.50 |
| 2018-12-14 | 2018.00 | 2016.00 | 2048.00 | 1996.50 | 2412.00 | 2401.00 | 2423.00 | 2392.00 | -394.00 | -385.00 | -375.00 | -395.50 |
| 2018-12-13 | 1969.50 | 2019.00 | 2043.00 | 1965.00 | 2353.00 | 2406.00 | 2423.00 | 2352.50 | -383.50 | -387.00 | -380.00 | -387.50 |
| 2018-12-12 | 1971.50 | 1965.00 | 2011.00 | 1960.00 | 2361.00 | 2352.50 | 2381.00 | 2347.50 | -389.50 | -387.50 | -370.00 | -387.50 |
| 2018-12-11 | 1984.00 | 1962.50 | 1984.00 | 1930.00 | 2365.00 | 2354.00 | 2370.00 | 2326.00 | -381.00 | -391.50 | -386.00 | -396.00 |
| 2018-12-10 | 2053.50 | 1984.50 | 2067.50 | 1966.50 | 2430.00 | 2371.50 | 2447.50 | 2340.00 | -376.50 | -387.00 | -380.00 | -373.50 |
| 2018-12-07 | 1925.00 | 2063.00 | 2074.00 | 1912.50 | 2317.50 | 2432.00 | 2449.50 | 2306.00 | -392.50 | -369.00 | -375.50 | -393.50 |
| 2018-12-06 | 1998.50 | 1932.50 | 2010.00 | 1927.00 | 2340.00 | 2324.50 | 2344.50 | 2304.00 | -341.50 | -392.00 | -334.50 | -377.00 |
| 2018-12-05 | 2318.00 | 2337.00 | 2347.50 | 2291.50 | 1950.00 | 1986.00 | 1996.00 | 1938.00 | 368.00 | 351.00 | 351.50 | 353.50 |