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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-06-16 | 2148.00 | 2180.00 | 2191.50 | 2140.50 | 2075.00 | 2114.00 | 2123.50 | 2072.50 | 73.00 | 66.00 | 68.00 | 68.00 |
| 2023-06-15 | 2120.00 | 2140.50 | 2162.00 | 2119.50 | 2078.00 | 2069.00 | 2108.00 | 2064.00 | 42.00 | 71.50 | 54.00 | 55.50 |
| 2023-06-14 | 2100.00 | 2125.00 | 2148.00 | 2082.50 | 2055.50 | 2078.00 | 2100.50 | 2033.50 | 44.50 | 47.00 | 47.50 | 49.00 |
| 2023-06-13 | 2025.00 | 2098.00 | 2106.00 | 2016.00 | 1978.00 | 2051.00 | 2057.50 | 1972.00 | 47.00 | 47.00 | 48.50 | 44.00 |
| 2023-06-12 | 2076.50 | 2022.00 | 2088.50 | 2003.50 | 2020.00 | 1984.00 | 2029.50 | 1961.00 | 56.50 | 38.00 | 59.00 | 42.50 |
| 2023-06-09 | 2030.00 | 2076.50 | 2085.00 | 2027.50 | 1977.00 | 2020.50 | 2031.50 | 1977.00 | 53.00 | 56.00 | 53.50 | 50.50 |
| 2023-06-08 | 2017.00 | 2023.00 | 2058.50 | 2006.50 | 1968.50 | 1971.50 | 2004.50 | 1960.00 | 48.50 | 51.50 | 54.00 | 46.50 |
| 2023-06-07 | 2019.00 | 2007.00 | 2043.50 | 1983.00 | 1972.00 | 1957.50 | 1994.50 | 1938.00 | 47.00 | 49.50 | 49.00 | 45.00 |
| 2023-06-06 | 1992.00 | 2019.00 | 2048.00 | 1978.00 | 1956.50 | 1976.50 | 2004.00 | 1943.00 | 35.50 | 42.50 | 44.00 | 35.00 |
| 2023-06-05 | 1992.50 | 1992.00 | 2030.00 | 1963.00 | 1959.00 | 1953.00 | 1989.00 | 1925.00 | 33.50 | 39.00 | 41.00 | 38.00 |
| 2023-06-02 | 1952.50 | 1991.50 | 2013.00 | 1909.00 | 1902.50 | 1958.00 | 1980.00 | 1872.50 | 50.00 | 33.50 | 33.00 | 36.50 |
| 2023-06-01 | 1894.00 | 1953.50 | 1955.00 | 1866.00 | 1861.50 | 1916.50 | 1916.50 | 1840.50 | 32.50 | 37.00 | 38.50 | 25.50 |
| 2023-05-31 | 1910.50 | 1901.50 | 1922.50 | 1874.00 | 1872.50 | 1870.50 | 1886.00 | 1845.00 | 38.00 | 31.00 | 36.50 | 29.00 |
| 2023-05-30 | 1971.50 | 1918.50 | 1987.00 | 1902.00 | 1930.00 | 1879.50 | 1944.00 | 1867.50 | 41.50 | 39.00 | 43.00 | 34.50 |
| 2023-05-29 | 1998.00 | 1955.00 | 1999.50 | 1923.50 | 1954.00 | 1916.50 | 1958.00 | 1890.00 | 44.00 | 38.50 | 41.50 | 33.50 |
| 2023-05-26 | 1967.00 | 1990.50 | 2009.00 | 1909.50 | 1935.00 | 1953.00 | 1970.00 | 1872.50 | 32.00 | 37.50 | 39.00 | 37.00 |
| 2023-05-25 | 2051.00 | 1977.50 | 2067.00 | 1963.00 | 2007.00 | 1941.00 | 2022.00 | 1926.50 | 44.00 | 36.50 | 45.00 | 36.50 |
| 2023-05-24 | 2105.00 | 2059.50 | 2113.50 | 2049.00 | 2065.50 | 2014.00 | 2065.50 | 2005.00 | 39.50 | 45.50 | 48.00 | 44.00 |
| 2023-05-23 | 2089.50 | 2107.50 | 2143.00 | 2087.50 | 2040.50 | 2053.50 | 2092.00 | 2035.50 | 49.00 | 54.00 | 51.00 | 52.00 |
| 2023-05-22 | 2163.50 | 2089.50 | 2171.00 | 2088.00 | 2107.00 | 2042.50 | 2115.00 | 2035.50 | 56.50 | 47.00 | 56.00 | 52.50 |
| 2023-05-19 | 2220.00 | 2156.00 | 2225.00 | 2140.00 | 2164.00 | 2100.00 | 2164.00 | 2086.50 | 56.00 | 56.00 | 61.00 | 53.50 |
| 2023-05-18 | 2259.00 | 2233.50 | 2261.00 | 2219.50 | 2187.50 | 2170.50 | 2190.00 | 2156.50 | 71.50 | 63.00 | 71.00 | 63.00 |
| 2023-05-17 | 2191.00 | 2255.00 | 2258.00 | 2173.00 | 2142.00 | 2181.00 | 2189.00 | 2116.50 | 49.00 | 74.00 | 69.00 | 56.50 |
| 2023-05-16 | 2205.50 | 2197.00 | 2235.00 | 2171.00 | 2136.00 | 2139.50 | 2172.50 | 2115.50 | 69.50 | 57.50 | 62.50 | 55.50 |
| 2023-05-15 | 2144.00 | 2195.00 | 2207.50 | 2144.00 | 2090.00 | 2134.50 | 2151.00 | 2089.50 | 54.00 | 60.50 | 56.50 | 54.50 |
| 2023-05-12 | 2085.00 | 2144.00 | 2175.00 | 2081.00 | 2050.50 | 2085.50 | 2115.00 | 2031.00 | 34.50 | 58.50 | 60.00 | 50.00 |
| 2023-05-11 | 2145.00 | 2109.00 | 2176.50 | 2102.00 | 2099.00 | 2061.00 | 2122.00 | 2052.50 | 46.00 | 48.00 | 54.50 | 49.50 |
| 2023-05-10 | 2150.00 | 2150.50 | 2191.50 | 2135.50 | 2104.50 | 2102.50 | 2133.50 | 2086.00 | 45.50 | 48.00 | 58.00 | 49.50 |
| 2023-05-09 | 2227.50 | 2163.50 | 2240.00 | 2157.00 | 2165.00 | 2113.00 | 2176.50 | 2105.50 | 62.50 | 50.50 | 63.50 | 51.50 |
| 2023-05-08 | 2146.00 | 2227.50 | 2234.00 | 2077.00 | 2074.50 | 2165.00 | 2168.00 | 2027.00 | 71.50 | 62.50 | 66.00 | 50.00 |
| 2023-05-05 | 2092.00 | 2140.50 | 2146.00 | 2055.00 | 2040.50 | 2079.00 | 2080.00 | 2012.00 | 51.50 | 61.50 | 66.00 | 43.00 |
| 2023-05-04 | 2121.00 | 2094.00 | 2140.00 | 2082.50 | 2180.00 | 2160.00 | 2199.50 | 2050.00 | -59.00 | -66.00 | -59.50 | 32.50 |
| 2023-04-28 | 2160.00 | 2149.00 | 2175.00 | 2119.00 | 2305.00 | 2147.00 | 2326.50 | 2100.00 | -145.00 | 2.00 | -151.50 | 19.00 |
| 2023-04-27 | 2200.00 | 2164.00 | 2224.00 | 2161.50 | 2298.00 | 2305.00 | 2333.00 | 2268.00 | -98.00 | -141.00 | -109.00 | -106.50 |
| 2023-04-26 | 2201.00 | 2187.00 | 2225.00 | 2168.00 | 2250.50 | 2298.50 | 2305.00 | 2242.00 | -49.50 | -111.50 | -80.00 | -74.00 |
| 2023-04-25 | 2236.00 | 2208.00 | 2265.00 | 2202.50 | 2332.00 | 2257.00 | 2332.00 | 2250.50 | -96.00 | -49.00 | -67.00 | -48.00 |
| 2023-04-24 | 2270.00 | 2241.00 | 2303.00 | 2220.00 | 2398.00 | 2326.00 | 2433.00 | 2320.50 | -128.00 | -85.00 | -130.00 | -100.50 |
| 2023-04-21 | 2319.00 | 2271.00 | 2321.50 | 2268.00 | 2452.00 | 2403.00 | 2463.00 | 2402.00 | -133.00 | -132.00 | -141.50 | -134.00 |
| 2023-04-20 | 2360.00 | 2312.00 | 2368.00 | 2300.50 | 2505.00 | 2460.50 | 2513.00 | 2453.50 | -145.00 | -148.50 | -145.00 | -153.00 |
| 2023-04-19 | 2400.00 | 2380.50 | 2420.00 | 2368.00 | 2528.00 | 2516.50 | 2530.50 | 2507.50 | -128.00 | -136.00 | -110.50 | -139.50 |
| 2023-04-18 | 2367.50 | 2395.00 | 2410.00 | 2355.00 | 2528.00 | 2529.00 | 2556.00 | 2510.00 | -160.50 | -134.00 | -146.00 | -155.00 |
| 2023-04-17 | 2344.00 | 2360.50 | 2365.00 | 2304.50 | 2540.00 | 2538.00 | 2554.50 | 2484.50 | -196.00 | -177.50 | -189.50 | -180.00 |
| 2023-04-14 | 2330.00 | 2344.00 | 2401.00 | 2311.50 | 2533.00 | 2547.50 | 2628.50 | 2523.00 | -203.00 | -203.50 | -227.50 | -211.50 |
| 2023-04-13 | 2527.50 | 2533.00 | 2539.00 | 2485.00 | 2360.00 | 2322.50 | 2365.00 | 2315.00 | 167.50 | 210.50 | 174.00 | 170.00 |
| 2023-04-12 | 2525.00 | 2527.50 | 2541.00 | 2501.00 | 2399.00 | 2365.00 | 2415.00 | 2347.00 | 126.00 | 162.50 | 126.00 | 154.00 |
| 2023-04-11 | 2480.00 | 2525.00 | 2525.00 | 2475.00 | 2385.50 | 2397.50 | 2404.00 | 2366.00 | 94.50 | 127.50 | 121.00 | 109.00 |
| 2023-04-10 | 2558.00 | 2490.50 | 2564.50 | 2458.00 | 2446.50 | 2387.00 | 2473.00 | 2364.50 | 111.50 | 103.50 | 91.50 | 93.50 |
| 2023-04-07 | 2522.00 | 2542.00 | 2565.00 | 2513.50 | 2450.00 | 2451.00 | 2474.00 | 2433.50 | 72.00 | 91.00 | 91.00 | 80.00 |
| 2023-04-06 | 2570.00 | 2531.50 | 2586.00 | 2522.00 | 2500.00 | 2460.00 | 2513.00 | 2450.00 | 70.00 | 71.50 | 73.00 | 72.00 |
| 2023-04-04 | 2637.00 | 2573.50 | 2640.00 | 2571.00 | 2549.00 | 2502.00 | 2562.00 | 2501.00 | 88.00 | 71.50 | 78.00 | 70.00 |
| 2023-04-03 | 2735.00 | 2622.50 | 2750.00 | 2613.00 | 2640.00 | 2549.50 | 2650.00 | 2540.00 | 95.00 | 73.00 | 100.00 | 73.00 |
| 2023-03-31 | 2694.00 | 2743.50 | 2765.50 | 2678.00 | 2600.00 | 2638.00 | 2655.00 | 2600.00 | 94.00 | 105.50 | 110.50 | 78.00 |
| 2023-03-30 | 2685.50 | 2679.50 | 2692.00 | 2650.00 | 2577.50 | 2597.00 | 2598.50 | 2562.50 | 108.00 | 82.50 | 93.50 | 87.50 |
| 2023-03-29 | 2672.00 | 2670.00 | 2700.00 | 2644.50 | 2584.50 | 2569.00 | 2591.50 | 2550.00 | 87.50 | 101.00 | 108.50 | 94.50 |
| 2023-03-28 | 2735.00 | 2672.00 | 2741.00 | 2653.50 | 2620.00 | 2566.50 | 2620.00 | 2548.00 | 115.00 | 105.50 | 121.00 | 105.50 |
| 2023-03-27 | 2709.50 | 2735.00 | 2747.00 | 2703.00 | 2600.00 | 2613.00 | 2630.00 | 2590.50 | 109.50 | 122.00 | 117.00 | 112.50 |
| 2023-03-24 | 2690.00 | 2736.00 | 2740.00 | 2688.00 | 2575.50 | 2623.00 | 2624.00 | 2575.50 | 114.50 | 113.00 | 116.00 | 112.50 |
| 2023-03-23 | 2726.50 | 2692.50 | 2757.00 | 2680.00 | 2603.00 | 2580.50 | 2643.50 | 2569.00 | 123.50 | 112.00 | 113.50 | 111.00 |
| 2023-03-22 | 2727.00 | 2723.50 | 2744.00 | 2695.50 | 2620.00 | 2610.50 | 2626.00 | 2585.00 | 107.00 | 113.00 | 118.00 | 110.50 |
| 2023-03-21 | 2761.00 | 2718.00 | 2767.50 | 2713.00 | 2650.00 | 2606.00 | 2652.50 | 2602.00 | 111.00 | 112.00 | 115.00 | 111.00 |
| 2023-03-20 | 2780.00 | 2746.00 | 2795.50 | 2735.00 | 2650.00 | 2638.00 | 2679.50 | 2625.00 | 130.00 | 108.00 | 116.00 | 110.00 |
| 2023-03-17 | 2761.00 | 2784.50 | 2817.00 | 2748.00 | 2640.00 | 2673.00 | 2700.00 | 2635.00 | 121.00 | 111.50 | 117.00 | 113.00 |
| 2023-03-16 | 2786.00 | 2756.50 | 2815.50 | 2752.00 | 2650.50 | 2644.50 | 2695.00 | 2638.00 | 135.50 | 112.00 | 120.50 | 114.00 |
| 2023-03-15 | 2853.00 | 2818.00 | 2876.50 | 2810.00 | 2732.00 | 2693.00 | 2755.00 | 2691.00 | 121.00 | 125.00 | 121.50 | 119.00 |
| 2023-03-14 | 2907.00 | 2860.50 | 2927.50 | 2855.00 | 2790.00 | 2736.00 | 2799.50 | 2730.00 | 117.00 | 124.50 | 128.00 | 125.00 |
| 2023-03-13 | 2895.00 | 2938.00 | 2945.00 | 2875.00 | 2788.00 | 2811.50 | 2814.00 | 2758.00 | 107.00 | 126.50 | 131.00 | 117.00 |
| 2023-03-10 | 2887.50 | 2891.50 | 2952.50 | 2878.50 | 2778.50 | 2784.00 | 2820.00 | 2760.00 | 109.00 | 107.50 | 132.50 | 118.50 |
| 2023-03-09 | 2894.50 | 2887.50 | 2902.00 | 2824.00 | 2780.00 | 2773.00 | 2783.00 | 2713.00 | 114.50 | 114.50 | 119.00 | 111.00 |
| 2023-03-08 | 2906.00 | 2894.00 | 2936.00 | 2880.00 | 2788.50 | 2773.00 | 2804.50 | 2756.50 | 117.50 | 121.00 | 131.50 | 123.50 |
| 2023-03-07 | 2926.00 | 2912.50 | 2943.50 | 2894.50 | 2786.00 | 2780.00 | 2805.00 | 2766.00 | 140.00 | 132.50 | 138.50 | 128.50 |
| 2023-03-06 | 2957.50 | 2926.00 | 2965.50 | 2887.00 | 2814.00 | 2793.50 | 2825.50 | 2755.50 | 143.50 | 132.50 | 140.00 | 131.50 |
| 2023-03-03 | 2949.50 | 2967.50 | 2983.00 | 2922.00 | 2810.00 | 2825.00 | 2837.50 | 2785.00 | 139.50 | 142.50 | 145.50 | 137.00 |
| 2023-03-02 | 2970.00 | 2954.50 | 2977.50 | 2931.00 | 2820.00 | 2810.50 | 2829.50 | 2790.50 | 150.00 | 144.00 | 148.00 | 140.50 |
| 2023-03-01 | 2903.00 | 2963.00 | 2968.50 | 2901.00 | 2778.00 | 2813.50 | 2823.00 | 2767.50 | 125.00 | 149.50 | 145.50 | 133.50 |
| 2023-02-28 | 2950.00 | 2901.50 | 2955.50 | 2867.50 | 2797.00 | 2771.50 | 2813.50 | 2738.50 | 153.00 | 130.00 | 142.00 | 129.00 |
| 2023-02-27 | 2940.00 | 2938.00 | 2995.00 | 2916.50 | 2815.00 | 2795.00 | 2848.50 | 2789.50 | 125.00 | 143.00 | 146.50 | 127.00 |
| 2023-02-24 | 2920.00 | 2952.50 | 2962.00 | 2902.00 | 2814.00 | 2824.00 | 2825.50 | 2777.00 | 106.00 | 128.50 | 136.50 | 125.00 |
| 2023-02-23 | 2952.00 | 2929.50 | 2979.00 | 2913.50 | 2780.00 | 2799.50 | 2847.50 | 2780.00 | 172.00 | 130.00 | 131.50 | 133.50 |
| 2023-02-22 | 2894.00 | 2882.50 | 2923.00 | 2863.00 | 2740.00 | 2755.00 | 2786.50 | 2723.00 | 154.00 | 127.50 | 136.50 | 140.00 |
| 2023-02-21 | 2869.00 | 2895.00 | 2898.00 | 2868.00 | 2729.00 | 2749.50 | 2753.50 | 2728.50 | 140.00 | 145.50 | 144.50 | 139.50 |
| 2023-02-20 | 2813.50 | 2859.50 | 2861.00 | 2801.00 | 2713.00 | 2723.00 | 2726.00 | 2670.00 | 100.50 | 136.50 | 135.00 | 131.00 |
| 2023-02-17 | 2775.00 | 2831.50 | 2836.00 | 2775.00 | 2670.00 | 2704.00 | 2712.00 | 2656.00 | 105.00 | 127.50 | 124.00 | 119.00 |
| 2023-02-16 | 2692.00 | 2773.00 | 2781.00 | 2692.00 | 2581.50 | 2656.00 | 2666.00 | 2580.50 | 110.50 | 117.00 | 115.00 | 111.50 |
| 2023-02-15 | 2685.50 | 2701.00 | 2738.00 | 2682.50 | 2584.00 | 2589.00 | 2622.00 | 2573.50 | 101.50 | 112.00 | 116.00 | 109.00 |
| 2023-02-14 | 2686.50 | 2701.00 | 2710.00 | 2665.00 | 2578.00 | 2591.50 | 2599.50 | 2558.00 | 108.50 | 109.50 | 110.50 | 107.00 |
| 2023-02-13 | 2752.00 | 2686.50 | 2760.00 | 2680.00 | 2630.00 | 2577.50 | 2642.00 | 2570.50 | 122.00 | 109.00 | 118.00 | 109.50 |
| 2023-02-10 | 2805.00 | 2737.00 | 2812.50 | 2714.00 | 2684.00 | 2626.00 | 2697.50 | 2605.00 | 121.00 | 111.00 | 115.00 | 109.00 |
| 2023-02-09 | 2791.00 | 2798.00 | 2828.00 | 2772.50 | 2683.00 | 2679.50 | 2714.00 | 2659.00 | 108.00 | 118.50 | 114.00 | 113.50 |
| 2023-02-08 | 2735.00 | 2793.50 | 2808.00 | 2713.00 | 2629.50 | 2683.00 | 2689.00 | 2605.00 | 105.50 | 110.50 | 119.00 | 108.00 |
| 2023-02-07 | 2755.00 | 2750.00 | 2776.00 | 2707.50 | 2640.00 | 2638.00 | 2660.00 | 2599.00 | 115.00 | 112.00 | 116.00 | 108.50 |
| 2023-02-06 | 2750.00 | 2754.50 | 2765.00 | 2698.50 | 2645.00 | 2640.00 | 2650.00 | 2590.50 | 105.00 | 114.50 | 115.00 | 108.00 |
| 2023-02-03 | 2746.00 | 2757.00 | 2775.50 | 2704.00 | 2648.00 | 2640.50 | 2662.00 | 2594.00 | 98.00 | 116.50 | 113.50 | 110.00 |
| 2023-02-02 | 2805.00 | 2746.00 | 2830.00 | 2745.00 | 2680.50 | 2642.00 | 2710.00 | 2638.00 | 124.50 | 104.00 | 120.00 | 107.00 |
| 2023-02-01 | 2826.50 | 2777.50 | 2858.00 | 2765.00 | 2712.00 | 2669.50 | 2746.00 | 2656.00 | 114.50 | 108.00 | 112.00 | 109.00 |
| 2023-01-31 | 2890.00 | 2826.50 | 2928.00 | 2821.50 | 2771.00 | 2712.00 | 2798.50 | 2705.50 | 119.00 | 114.50 | 129.50 | 116.00 |
| 2023-01-30 | 2925.00 | 2890.00 | 2980.00 | 2836.00 | 2798.00 | 2774.00 | 2846.50 | 2723.50 | 127.00 | 116.00 | 133.50 | 112.50 |
| 2023-01-20 | 2893.50 | 2889.00 | 2927.00 | 2832.50 | 2771.00 | 2765.00 | 2798.50 | 2718.50 | 122.50 | 124.00 | 128.50 | 114.00 |
| 2023-01-19 | 2894.00 | 2886.50 | 2909.50 | 2855.00 | 2760.00 | 2762.50 | 2779.00 | 2730.00 | 134.00 | 124.00 | 130.50 | 125.00 |
| 2023-01-18 | 2870.00 | 2877.00 | 2888.00 | 2854.50 | 2740.00 | 2755.00 | 2762.00 | 2734.00 | 130.00 | 122.00 | 126.00 | 120.50 |
| 2023-01-17 | 2825.00 | 2850.00 | 2879.50 | 2795.00 | 2720.00 | 2729.50 | 2761.00 | 2687.00 | 105.00 | 120.50 | 118.50 | 108.00 |