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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-04-16 | 2258.50 | 2235.00 | 2269.50 | 2230.00 | 2187.00 | 2130.00 | 2194.00 | 2130.00 | 71.50 | 105.00 | 75.50 | 100.00 |
| 2024-04-15 | 2170.00 | 2187.00 | 2196.00 | 2153.50 | 2236.00 | 2258.50 | 2260.00 | 2216.50 | -66.00 | -71.50 | -64.00 | -63.00 |
| 2024-04-12 | 2082.00 | 2164.00 | 2170.00 | 2082.00 | 2181.00 | 2236.00 | 2236.00 | 2181.00 | -99.00 | -72.00 | -66.00 | -99.00 |
| 2024-04-11 | 2008.50 | 2075.50 | 2082.00 | 1996.00 | 2127.00 | 2182.00 | 2186.00 | 2093.00 | -118.50 | -106.50 | -104.00 | -97.00 |
| 2024-04-10 | 2000.00 | 2012.00 | 2028.00 | 1999.50 | 2110.00 | 2118.00 | 2134.00 | 2103.50 | -110.00 | -106.00 | -106.00 | -104.00 |
| 2024-04-09 | 1977.00 | 2006.00 | 2012.50 | 1948.00 | 2079.50 | 2118.00 | 2121.00 | 2055.00 | -102.50 | -112.00 | -108.50 | -107.00 |
| 2024-04-08 | 1937.50 | 1988.50 | 1999.00 | 1907.00 | 2006.50 | 2086.00 | 2088.50 | 2005.50 | -69.00 | -97.50 | -89.50 | -98.50 |
| 2024-04-03 | 1985.00 | 1960.50 | 2020.00 | 1960.50 | 2064.50 | 2060.00 | 2104.00 | 2060.00 | -79.50 | -99.50 | -84.00 | -99.50 |
| 2024-04-02 | 1979.50 | 1968.50 | 1993.50 | 1950.50 | 2079.00 | 2068.00 | 2095.00 | 2052.00 | -99.50 | -99.50 | -101.50 | -101.50 |
| 2024-04-01 | 1981.50 | 1979.50 | 1990.50 | 1927.00 | 2072.50 | 2075.00 | 2076.50 | 2015.00 | -91.00 | -95.50 | -86.00 | -88.00 |
| 2024-03-29 | 2040.50 | 1990.00 | 2040.50 | 1966.00 | 2110.00 | 2069.00 | 2113.00 | 2051.00 | -69.50 | -79.00 | -72.50 | -85.00 |
| 2024-03-28 | 2046.00 | 2047.50 | 2063.50 | 2026.50 | 2120.00 | 2117.50 | 2135.00 | 2100.00 | -74.00 | -70.00 | -71.50 | -73.50 |
| 2024-03-27 | 2084.00 | 2057.00 | 2105.50 | 2055.00 | 2155.00 | 2131.00 | 2169.00 | 2130.00 | -71.00 | -74.00 | -63.50 | -75.00 |
| 2024-03-26 | 2150.00 | 2090.50 | 2162.00 | 2088.00 | 2200.00 | 2154.50 | 2213.00 | 2150.50 | -50.00 | -64.00 | -51.00 | -62.50 |
| 2024-03-25 | 2195.00 | 2151.00 | 2218.00 | 2142.00 | 2222.00 | 2202.50 | 2240.00 | 2197.50 | -27.00 | -51.50 | -22.00 | -55.50 |
| 2024-03-22 | 2178.00 | 2185.50 | 2202.00 | 2149.00 | 2215.00 | 2221.50 | 2234.00 | 2199.00 | -37.00 | -36.00 | -32.00 | -50.00 |
| 2024-03-21 | 2175.50 | 2186.00 | 2197.00 | 2147.50 | 2200.00 | 2225.50 | 2233.00 | 2187.50 | -24.50 | -39.50 | -36.00 | -40.00 |
| 2024-03-20 | 2175.00 | 2175.00 | 2208.00 | 2162.50 | 2214.00 | 2214.00 | 2238.00 | 2206.50 | -39.00 | -39.00 | -30.00 | -44.00 |
| 2024-03-19 | 2147.00 | 2179.50 | 2194.50 | 2122.00 | 2202.50 | 2224.00 | 2235.50 | 2172.50 | -55.50 | -44.50 | -41.00 | -50.50 |
| 2024-03-18 | 2135.00 | 2147.00 | 2152.50 | 2083.00 | 2192.00 | 2196.00 | 2210.00 | 2145.00 | -57.00 | -49.00 | -57.50 | -62.00 |
| 2024-03-15 | 2168.50 | 2141.00 | 2168.50 | 2131.50 | 2238.00 | 2198.00 | 2240.00 | 2191.50 | -69.50 | -57.00 | -71.50 | -60.00 |
| 2024-03-14 | 2197.00 | 2168.50 | 2200.00 | 2157.00 | 2251.00 | 2233.00 | 2253.00 | 2221.50 | -54.00 | -64.50 | -53.00 | -64.50 |
| 2024-03-13 | 2244.00 | 2194.50 | 2246.50 | 2163.00 | 2293.00 | 2250.00 | 2293.00 | 2222.50 | -49.00 | -55.50 | -46.50 | -59.50 |
| 2024-03-12 | 2240.00 | 2244.00 | 2276.00 | 2230.00 | 2300.00 | 2286.50 | 2300.00 | 2261.00 | -60.00 | -42.50 | -24.00 | -31.00 |
| 2024-03-11 | 2291.00 | 2236.50 | 2291.00 | 2220.00 | 2298.00 | 2263.00 | 2301.00 | 2255.00 | -7.00 | -26.50 | -10.00 | -35.00 |
| 2024-03-08 | 2300.00 | 2292.00 | 2300.00 | 2267.50 | 2295.00 | 2305.00 | 2311.50 | 2274.50 | 5.00 | -13.00 | -11.50 | -7.00 |
| 2024-03-07 | 2291.00 | 2300.00 | 2320.00 | 2288.50 | 2277.00 | 2297.50 | 2312.00 | 2277.00 | 14.00 | 2.50 | 8.00 | 11.50 |
| 2024-03-06 | 2318.00 | 2291.00 | 2329.00 | 2283.00 | 2302.50 | 2286.00 | 2307.50 | 2270.50 | 15.50 | 5.00 | 21.50 | 12.50 |
| 2024-03-05 | 2361.00 | 2326.50 | 2361.00 | 2316.00 | 2338.00 | 2310.00 | 2339.50 | 2296.50 | 23.00 | 16.50 | 21.50 | 19.50 |
| 2024-03-04 | 2355.00 | 2361.00 | 2375.00 | 2315.00 | 2325.00 | 2333.00 | 2340.00 | 2299.00 | 30.00 | 28.00 | 35.00 | 16.00 |
| 2024-03-01 | 2380.00 | 2361.50 | 2427.50 | 2350.50 | 2356.00 | 2340.00 | 2392.00 | 2324.00 | 24.00 | 21.50 | 35.50 | 26.50 |
| 2024-02-29 | 2385.00 | 2381.50 | 2395.50 | 2354.00 | 2367.00 | 2349.00 | 2367.00 | 2327.00 | 18.00 | 32.50 | 28.50 | 27.00 |
| 2024-02-28 | 2385.50 | 2389.00 | 2400.00 | 2362.00 | 2358.00 | 2360.00 | 2368.00 | 2338.00 | 27.50 | 29.00 | 32.00 | 24.00 |
| 2024-02-27 | 2319.00 | 2394.00 | 2395.00 | 2314.00 | 2287.50 | 2363.00 | 2365.50 | 2285.50 | 31.50 | 31.00 | 29.50 | 28.50 |
| 2024-02-26 | 2356.00 | 2314.00 | 2386.00 | 2297.00 | 2339.50 | 2287.00 | 2354.00 | 2270.50 | 16.50 | 27.00 | 32.00 | 26.50 |
| 2024-02-23 | 2408.00 | 2370.50 | 2408.00 | 2365.00 | 2357.00 | 2333.00 | 2361.00 | 2327.50 | 51.00 | 37.50 | 47.00 | 37.50 |
| 2024-02-22 | 2360.50 | 2403.50 | 2404.00 | 2351.00 | 2311.50 | 2363.50 | 2372.00 | 2311.50 | 49.00 | 40.00 | 32.00 | 39.50 |
| 2024-02-21 | 2264.00 | 2355.50 | 2417.00 | 2234.50 | 2228.50 | 2311.50 | 2375.50 | 2205.50 | 35.50 | 44.00 | 41.50 | 29.00 |
| 2024-02-20 | 2276.00 | 2255.50 | 2291.50 | 2250.50 | 2235.00 | 2220.50 | 2257.00 | 2220.00 | 41.00 | 35.00 | 34.50 | 30.50 |
| 2024-02-19 | 2333.00 | 2271.00 | 2366.00 | 2270.00 | 2300.00 | 2240.50 | 2321.00 | 2237.00 | 33.00 | 30.50 | 45.00 | 33.00 |
| 2024-02-08 | 2317.50 | 2378.00 | 2380.00 | 2301.50 | 2279.00 | 2334.50 | 2335.00 | 2275.00 | 38.50 | 43.50 | 45.00 | 26.50 |
| 2024-02-07 | 2345.00 | 2317.50 | 2345.00 | 2304.50 | 2286.50 | 2283.00 | 2294.50 | 2270.00 | 58.50 | 34.50 | 50.50 | 34.50 |
| 2024-02-06 | 2323.00 | 2330.00 | 2347.00 | 2292.00 | 2282.00 | 2286.50 | 2303.00 | 2258.00 | 41.00 | 43.50 | 44.00 | 34.00 |
| 2024-02-05 | 2311.00 | 2332.50 | 2355.00 | 2311.00 | 2284.00 | 2293.00 | 2313.50 | 2279.50 | 27.00 | 39.50 | 41.50 | 31.50 |
| 2024-02-02 | 2340.00 | 2328.00 | 2360.00 | 2315.00 | 2309.00 | 2289.50 | 2318.50 | 2280.00 | 31.00 | 38.50 | 41.50 | 35.00 |
| 2024-02-01 | 2340.00 | 2348.50 | 2358.00 | 2334.00 | 2300.00 | 2314.50 | 2318.00 | 2300.00 | 40.00 | 34.00 | 40.00 | 34.00 |
| 2024-01-31 | 2398.00 | 2346.00 | 2402.00 | 2341.00 | 2343.00 | 2303.00 | 2344.50 | 2302.50 | 55.00 | 43.00 | 57.50 | 38.50 |
| 2024-01-30 | 2440.50 | 2398.00 | 2475.00 | 2395.00 | 2394.50 | 2350.50 | 2416.50 | 2347.00 | 46.00 | 47.50 | 58.50 | 48.00 |
| 2024-01-29 | 2459.50 | 2444.00 | 2494.50 | 2425.00 | 2413.50 | 2390.00 | 2436.00 | 2378.00 | 46.00 | 54.00 | 58.50 | 47.00 |
| 2024-01-26 | 2503.00 | 2459.50 | 2512.00 | 2455.00 | 2426.50 | 2403.00 | 2451.50 | 2403.00 | 76.50 | 56.50 | 60.50 | 52.00 |
| 2024-01-25 | 2520.00 | 2493.50 | 2529.50 | 2486.50 | 2331.00 | 2307.50 | 2341.50 | 2256.50 | 189.00 | 186.00 | 188.00 | 230.00 |
| 2024-01-24 | 2485.00 | 2504.00 | 2505.00 | 2467.00 | 2421.00 | 2443.00 | 2445.50 | 2413.50 | 64.00 | 61.00 | 59.50 | 53.50 |
| 2024-01-23 | 2450.50 | 2482.00 | 2489.00 | 2449.50 | 2397.00 | 2423.50 | 2425.00 | 2392.00 | 53.50 | 58.50 | 64.00 | 57.50 |
| 2024-01-22 | 2450.50 | 2454.00 | 2499.00 | 2432.50 | 2333.00 | 2341.50 | 2390.50 | 2333.00 | 117.50 | 112.50 | 108.50 | 99.50 |
| 2024-01-19 | 2450.00 | 2446.00 | 2455.00 | 2416.50 | 2338.00 | 2336.00 | 2343.50 | 2314.50 | 112.00 | 110.00 | 111.50 | 102.00 |
| 2024-01-18 | 2409.50 | 2446.50 | 2450.00 | 2385.00 | 2304.50 | 2348.50 | 2349.50 | 2297.50 | 105.00 | 98.00 | 100.50 | 87.50 |
| 2024-01-17 | 2430.00 | 2409.50 | 2463.00 | 2408.00 | 2331.50 | 2317.00 | 2363.00 | 2312.50 | 98.50 | 92.50 | 100.00 | 95.50 |
| 2024-01-16 | 2403.50 | 2425.50 | 2428.00 | 2375.00 | 2292.50 | 2329.50 | 2329.50 | 2287.00 | 111.00 | 96.00 | 98.50 | 88.00 |
| 2024-01-15 | 2380.00 | 2402.00 | 2424.00 | 2355.00 | 2293.50 | 2314.00 | 2320.00 | 2254.00 | 86.50 | 88.00 | 104.00 | 101.00 |
| 2024-01-12 | 2417.00 | 2386.00 | 2420.00 | 2380.00 | 2368.50 | 2342.00 | 2368.50 | 2340.00 | 48.50 | 44.00 | 51.50 | 40.00 |
| 2024-01-11 | 2374.50 | 2403.50 | 2420.00 | 2363.50 | 2334.50 | 2355.00 | 2366.00 | 2317.00 | 40.00 | 48.50 | 54.00 | 46.50 |
| 2024-01-10 | 2399.50 | 2374.50 | 2405.00 | 2360.50 | 2347.50 | 2328.50 | 2350.00 | 2316.00 | 52.00 | 46.00 | 55.00 | 44.50 |
| 2024-01-09 | 2412.00 | 2399.50 | 2430.00 | 2390.50 | 2364.50 | 2342.50 | 2374.50 | 2338.00 | 47.50 | 57.00 | 55.50 | 52.50 |
| 2024-01-08 | 2448.00 | 2416.00 | 2455.00 | 2403.50 | 2393.00 | 2360.50 | 2393.00 | 2350.00 | 55.00 | 55.50 | 62.00 | 53.50 |
| 2024-01-05 | 2501.00 | 2450.50 | 2511.00 | 2446.00 | 2430.00 | 2386.00 | 2443.50 | 2386.00 | 71.00 | 64.50 | 67.50 | 60.00 |
| 2024-01-04 | 2555.00 | 2501.00 | 2577.50 | 2496.00 | 2488.00 | 2437.00 | 2504.00 | 2431.00 | 67.00 | 64.00 | 73.50 | 65.00 |
| 2024-01-03 | 2550.00 | 2572.50 | 2598.00 | 2533.50 | 2471.50 | 2497.00 | 2515.50 | 2465.00 | 78.50 | 75.50 | 82.50 | 68.50 |
| 2024-01-02 | 2507.50 | 2539.50 | 2566.00 | 2426.00 | 2464.00 | 2512.00 | 2512.00 | 2435.50 | 43.50 | 27.50 | 54.00 | -9.50 |
| 2023-12-29 | 2481.50 | 2491.50 | 2505.00 | 2442.00 | 2472.00 | 2468.50 | 2472.00 | 2413.00 | 9.50 | 23.00 | 33.00 | 29.00 |
| 2023-12-28 | 2544.00 | 2484.00 | 2544.00 | 2466.50 | 2524.00 | 2459.00 | 2534.50 | 2449.50 | 20.00 | 25.00 | 9.50 | 17.00 |
| 2023-12-27 | 2516.50 | 2524.50 | 2538.50 | 2473.50 | 2530.50 | 2526.00 | 2547.00 | 2502.50 | -14.00 | -1.50 | -8.50 | -29.00 |
| 2023-12-26 | 2537.00 | 2516.50 | 2545.00 | 2494.00 | 2555.00 | 2534.00 | 2568.00 | 2520.00 | -18.00 | -17.50 | -23.00 | -26.00 |
| 2023-12-25 | 2573.00 | 2526.00 | 2586.00 | 2510.00 | 2600.00 | 2558.50 | 2600.00 | 2545.00 | -27.00 | -32.50 | -14.00 | -35.00 |
| 2023-12-22 | 2524.00 | 2578.00 | 2609.50 | 2523.50 | 2573.00 | 2596.00 | 2632.50 | 2573.00 | -49.00 | -18.00 | -23.00 | -49.50 |
| 2023-12-21 | 2492.50 | 2519.00 | 2523.00 | 2452.00 | 2570.00 | 2575.50 | 2586.50 | 2535.00 | -77.50 | -56.50 | -63.50 | -83.00 |
| 2023-12-20 | 2505.00 | 2500.00 | 2535.00 | 2480.50 | 2581.00 | 2573.50 | 2602.50 | 2570.00 | -76.00 | -73.50 | -67.50 | -89.50 |
| 2023-12-19 | 2526.00 | 2504.50 | 2538.00 | 2487.00 | 2586.00 | 2587.00 | 2614.00 | 2569.00 | -60.00 | -82.50 | -76.00 | -82.00 |
| 2023-12-18 | 2528.50 | 2518.00 | 2549.50 | 2466.00 | 2620.00 | 2583.50 | 2626.00 | 2551.00 | -91.50 | -65.50 | -76.50 | -85.00 |
| 2023-12-15 | 2522.00 | 2528.50 | 2590.00 | 2520.00 | 2650.00 | 2605.50 | 2656.00 | 2589.00 | -128.00 | -77.00 | -66.00 | -69.00 |
| 2023-12-14 | 2610.00 | 2620.00 | 2665.00 | 2610.00 | 2548.00 | 2535.00 | 2589.00 | 2532.50 | 62.00 | 85.00 | 76.00 | 77.50 |
| 2023-12-13 | 2705.00 | 2603.50 | 2706.00 | 2590.00 | 2654.00 | 2540.00 | 2654.00 | 2527.00 | 51.00 | 63.50 | 52.00 | 63.00 |
| 2023-12-12 | 2667.00 | 2707.50 | 2718.00 | 2650.50 | 2616.00 | 2654.00 | 2654.00 | 2590.00 | 51.00 | 53.50 | 64.00 | 60.50 |
| 2023-12-11 | 2666.00 | 2667.00 | 2709.00 | 2584.00 | 2630.50 | 2617.50 | 2658.50 | 2551.00 | 35.50 | 49.50 | 50.50 | 33.00 |
| 2023-12-08 | 2683.00 | 2666.00 | 2701.50 | 2646.50 | 2635.50 | 2630.50 | 2662.50 | 2598.00 | 47.50 | 35.50 | 39.00 | 48.50 |
| 2023-12-07 | 2569.50 | 2683.00 | 2702.00 | 2554.50 | 2525.00 | 2639.00 | 2640.00 | 2515.00 | 44.50 | 44.00 | 62.00 | 39.50 |
| 2023-12-06 | 2548.00 | 2583.00 | 2607.00 | 2543.00 | 2475.00 | 2531.50 | 2548.00 | 2475.00 | 73.00 | 51.50 | 59.00 | 68.00 |
| 2023-12-05 | 2557.00 | 2548.00 | 2573.50 | 2526.00 | 2527.00 | 2490.00 | 2527.00 | 2477.50 | 30.00 | 58.00 | 46.50 | 48.50 |
| 2023-12-04 | 2631.50 | 2557.00 | 2651.00 | 2540.00 | 2627.00 | 2527.00 | 2627.00 | 2519.00 | 4.50 | 30.00 | 24.00 | 21.00 |
| 2023-12-01 | 2632.00 | 2658.00 | 2674.50 | 2601.00 | 2602.00 | 2631.00 | 2639.50 | 2571.00 | 30.00 | 27.00 | 35.00 | 30.00 |
| 2023-11-30 | 2670.00 | 2631.50 | 2684.00 | 2588.00 | 2646.00 | 2601.50 | 2646.00 | 2556.00 | 24.00 | 30.00 | 38.00 | 32.00 |
| 2023-11-29 | 2720.00 | 2676.00 | 2737.00 | 2656.50 | 2672.00 | 2624.00 | 2680.50 | 2620.00 | 48.00 | 52.00 | 56.50 | 36.50 |
| 2023-11-28 | 2739.00 | 2703.50 | 2757.00 | 2675.00 | 2720.00 | 2659.00 | 2720.00 | 2627.00 | 19.00 | 44.50 | 37.00 | 48.00 |
| 2023-11-27 | 2724.00 | 2739.00 | 2748.00 | 2680.00 | 2675.00 | 2711.00 | 2716.00 | 2648.50 | 49.00 | 28.00 | 32.00 | 31.50 |
| 2023-11-24 | 2611.00 | 2717.50 | 2724.00 | 2603.50 | 2570.00 | 2664.00 | 2668.00 | 2548.00 | 41.00 | 53.50 | 56.00 | 55.50 |
| 2023-11-23 | 2644.00 | 2621.00 | 2703.00 | 2575.00 | 2588.00 | 2563.50 | 2625.50 | 2510.50 | 56.00 | 57.50 | 77.50 | 64.50 |
| 2023-11-22 | 2627.50 | 2644.00 | 2653.00 | 2603.00 | 2565.00 | 2570.50 | 2595.50 | 2543.50 | 62.50 | 73.50 | 57.50 | 59.50 |
| 2023-11-21 | 2668.00 | 2625.00 | 2698.50 | 2618.00 | 2591.50 | 2568.00 | 2628.50 | 2562.00 | 76.50 | 57.00 | 70.00 | 56.00 |
| 2023-11-20 | 2662.00 | 2668.00 | 2691.50 | 2640.00 | 2592.50 | 2595.00 | 2615.50 | 2563.00 | 69.50 | 73.00 | 76.00 | 77.00 |
| 2023-11-17 | 2702.00 | 2649.00 | 2717.00 | 2627.50 | 2619.50 | 2580.00 | 2644.50 | 2560.00 | 82.50 | 69.00 | 72.50 | 67.50 |
| 2023-11-16 | 2586.50 | 2685.50 | 2697.50 | 2570.00 | 2519.50 | 2612.50 | 2620.00 | 2500.50 | 67.00 | 73.00 | 77.50 | 69.50 |