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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-01-16 | 2830.00 | 2833.00 | 2857.00 | 2763.00 | 2716.00 | 2721.50 | 2739.50 | 2657.00 | 114.00 | 111.50 | 117.50 | 106.00 |
| 2023-01-13 | 2818.00 | 2840.00 | 2850.00 | 2795.00 | 2709.00 | 2726.50 | 2732.00 | 2681.00 | 109.00 | 113.50 | 118.00 | 114.00 |
| 2023-01-12 | 2812.00 | 2815.50 | 2819.00 | 2765.00 | 2711.00 | 2700.00 | 2711.00 | 2655.00 | 101.00 | 115.50 | 108.00 | 110.00 |
| 2023-01-11 | 2729.50 | 2811.50 | 2813.00 | 2715.50 | 2615.00 | 2699.00 | 2699.00 | 2612.00 | 114.50 | 112.50 | 114.00 | 103.50 |
| 2023-01-10 | 2737.00 | 2726.50 | 2748.50 | 2682.00 | 2630.00 | 2621.50 | 2643.00 | 2577.00 | 107.00 | 105.00 | 105.50 | 105.00 |
| 2023-01-09 | 2685.00 | 2726.50 | 2740.50 | 2670.00 | 2578.50 | 2624.50 | 2625.00 | 2567.50 | 106.50 | 102.00 | 115.50 | 102.50 |
| 2023-01-06 | 2626.00 | 2678.00 | 2685.00 | 2588.00 | 2500.00 | 2573.50 | 2579.50 | 2493.50 | 126.00 | 104.50 | 105.50 | 94.50 |
| 2023-01-05 | 2583.50 | 2605.00 | 2625.00 | 2575.50 | 2487.00 | 2504.50 | 2524.50 | 2483.00 | 96.50 | 100.50 | 100.50 | 92.50 |
| 2023-01-04 | 2622.00 | 2583.50 | 2639.00 | 2561.00 | 2519.00 | 2490.50 | 2537.50 | 2471.50 | 103.00 | 93.00 | 101.50 | 89.50 |
| 2023-01-03 | 2650.00 | 2627.00 | 2650.00 | 2580.00 | 2999.50 | 2875.00 | 2999.50 | 2875.00 | -349.50 | -248.00 | -349.50 | -295.00 |
| 2022-12-30 | 2680.00 | 2670.00 | 2739.00 | 2667.00 | 3039.50 | 2944.00 | 3070.00 | 2944.00 | -359.50 | -274.00 | -331.00 | -277.00 |
| 2022-12-29 | 2700.00 | 2681.00 | 2711.50 | 2650.00 | 2975.50 | 3028.00 | 3039.00 | 2975.50 | -275.50 | -347.00 | -327.50 | -325.50 |
| 2022-12-28 | 2756.50 | 2687.00 | 2760.00 | 2651.00 | 2987.00 | 2990.50 | 3015.00 | 2973.00 | -230.50 | -303.50 | -255.00 | -322.00 |
| 2022-12-27 | 2729.00 | 2756.50 | 2791.50 | 2693.00 | 3005.00 | 3011.50 | 3065.00 | 2983.50 | -276.00 | -255.00 | -273.50 | -290.50 |
| 2022-12-26 | 2650.00 | 2722.50 | 2730.00 | 2620.00 | 2975.00 | 3016.00 | 3038.50 | 2958.00 | -325.00 | -293.50 | -308.50 | -338.00 |
| 2022-12-23 | 2631.00 | 2646.00 | 2678.00 | 2614.00 | 2930.00 | 2972.00 | 2980.00 | 2922.00 | -299.00 | -326.00 | -302.00 | -308.00 |
| 2022-12-22 | 2760.00 | 2631.00 | 2760.50 | 2626.00 | 2980.00 | 2931.00 | 2986.50 | 2921.00 | -220.00 | -300.00 | -226.00 | -295.00 |
| 2022-12-21 | 2662.00 | 2745.50 | 2759.00 | 2655.50 | 2959.00 | 2973.00 | 2975.00 | 2945.00 | -297.00 | -227.50 | -216.00 | -289.50 |
| 2022-12-20 | 2691.50 | 2652.00 | 2703.50 | 2636.00 | 2928.00 | 2947.00 | 2970.00 | 2886.00 | -236.50 | -295.00 | -266.50 | -250.00 |
| 2022-12-19 | 2873.50 | 2691.50 | 2873.50 | 2688.00 | 2957.00 | 2931.00 | 2978.00 | 2930.00 | -83.50 | -239.50 | -104.50 | -242.00 |
| 2022-12-16 | 2905.50 | 2849.50 | 2963.00 | 2805.00 | 2951.00 | 2978.00 | 3024.00 | 2918.50 | -45.50 | -128.50 | -61.00 | -113.50 |
| 2022-12-15 | 2872.50 | 2904.50 | 2918.50 | 2843.00 | 2942.50 | 2961.00 | 2973.50 | 2915.50 | -70.00 | -56.50 | -55.00 | -72.50 |
| 2022-12-14 | 2941.00 | 2956.00 | 2978.50 | 2904.50 | 2830.00 | 2872.50 | 2880.00 | 2812.00 | 111.00 | 83.50 | 98.50 | 92.50 |
| 2022-12-13 | 2960.00 | 2940.50 | 2986.00 | 2898.00 | 2875.00 | 2822.00 | 2875.00 | 2782.50 | 85.00 | 118.50 | 111.00 | 115.50 |
| 2022-12-12 | 2923.00 | 2988.00 | 3018.00 | 2921.00 | 2833.00 | 2855.50 | 2885.00 | 2810.00 | 90.00 | 132.50 | 133.00 | 111.00 |
| 2022-12-09 | 2910.00 | 2934.50 | 2946.00 | 2885.00 | 2768.00 | 2815.50 | 2824.00 | 2763.50 | 142.00 | 119.00 | 122.00 | 121.50 |
| 2022-12-08 | 2826.00 | 2898.50 | 2925.00 | 2809.00 | 2696.00 | 2758.50 | 2768.00 | 2685.00 | 130.00 | 140.00 | 157.00 | 124.00 |
| 2022-12-07 | 2795.00 | 2805.50 | 2868.50 | 2788.50 | 2700.00 | 2684.50 | 2759.00 | 2676.00 | 95.00 | 121.00 | 109.50 | 112.50 |
| 2022-12-06 | 2857.00 | 2787.00 | 2859.50 | 2766.00 | 2733.00 | 2703.00 | 2750.00 | 2675.50 | 124.00 | 84.00 | 109.50 | 90.50 |
| 2022-12-05 | 2800.50 | 2857.00 | 2880.00 | 2762.00 | 2697.00 | 2733.00 | 2751.00 | 2669.00 | 103.50 | 124.00 | 129.00 | 93.00 |
| 2022-12-02 | 2775.00 | 2819.00 | 2835.00 | 2757.00 | 2625.00 | 2696.00 | 2702.50 | 2622.00 | 150.00 | 123.00 | 132.50 | 135.00 |
| 2022-12-01 | 2829.00 | 2765.50 | 2858.00 | 2735.50 | 2641.00 | 2629.00 | 2685.50 | 2600.00 | 188.00 | 136.50 | 172.50 | 135.50 |
| 2022-11-30 | 2848.00 | 2809.00 | 2874.50 | 2782.00 | 2630.00 | 2631.00 | 2653.50 | 2602.00 | 218.00 | 178.00 | 221.00 | 180.00 |
| 2022-11-29 | 2796.00 | 2851.00 | 2875.00 | 2796.00 | 2576.00 | 2626.50 | 2653.00 | 2576.00 | 220.00 | 224.50 | 222.00 | 220.00 |
| 2022-11-28 | 2810.00 | 2786.00 | 2820.00 | 2753.00 | 2590.00 | 2572.50 | 2590.00 | 2540.00 | 220.00 | 213.50 | 230.00 | 213.00 |
| 2022-11-25 | 2749.00 | 2806.00 | 2814.00 | 2735.00 | 2520.00 | 2579.00 | 2588.00 | 2510.00 | 229.00 | 227.00 | 226.00 | 225.00 |
| 2022-11-24 | 2720.00 | 2757.50 | 2790.00 | 2697.00 | 2500.00 | 2520.00 | 2556.50 | 2497.00 | 220.00 | 237.50 | 233.50 | 200.00 |
| 2022-11-23 | 2678.00 | 2725.00 | 2739.00 | 2660.00 | 2489.00 | 2513.50 | 2520.00 | 2455.50 | 189.00 | 211.50 | 219.00 | 204.50 |
| 2022-11-22 | 2712.00 | 2686.00 | 2744.00 | 2680.00 | 2508.00 | 2478.00 | 2532.00 | 2470.00 | 204.00 | 208.00 | 212.00 | 210.00 |
| 2022-11-21 | 2784.50 | 2712.00 | 2785.00 | 2677.50 | 2540.00 | 2510.00 | 2562.50 | 2475.00 | 244.50 | 202.00 | 222.50 | 202.50 |
| 2022-11-18 | 2778.00 | 2786.50 | 2797.00 | 2747.00 | 2577.00 | 2565.00 | 2584.00 | 2535.00 | 201.00 | 221.50 | 213.00 | 212.00 |
| 2022-11-17 | 2794.50 | 2778.00 | 2798.00 | 2722.50 | 2630.00 | 2582.00 | 2630.00 | 2530.00 | 164.50 | 196.00 | 168.00 | 192.50 |
| 2022-11-16 | 2740.00 | 2780.50 | 2792.50 | 2735.50 | 2570.00 | 2603.00 | 2630.00 | 2570.00 | 170.00 | 177.50 | 162.50 | 165.50 |
| 2022-11-15 | 2705.50 | 2748.50 | 2771.00 | 2696.50 | 2560.00 | 2581.00 | 2593.50 | 2530.50 | 145.50 | 167.50 | 177.50 | 166.00 |
| 2022-11-14 | 2673.50 | 2705.50 | 2749.00 | 2673.50 | 2490.00 | 2549.50 | 2580.00 | 2489.00 | 183.50 | 156.00 | 169.00 | 184.50 |
| 2022-11-11 | 2564.00 | 2696.00 | 2725.00 | 2555.50 | 2379.00 | 2500.00 | 2524.00 | 2375.00 | 185.00 | 196.00 | 201.00 | 180.50 |
| 2022-11-10 | 2643.00 | 2571.00 | 2651.00 | 2551.50 | 2430.00 | 2387.00 | 2452.00 | 2373.00 | 213.00 | 184.00 | 199.00 | 178.50 |
| 2022-11-09 | 2639.00 | 2664.50 | 2673.00 | 2633.50 | 2470.00 | 2461.00 | 2483.50 | 2443.00 | 169.00 | 203.50 | 189.50 | 190.50 |
| 2022-11-08 | 2599.50 | 2648.00 | 2648.50 | 2575.00 | 2430.00 | 2467.50 | 2467.50 | 2402.00 | 169.50 | 180.50 | 181.00 | 173.00 |
| 2022-11-07 | 2600.00 | 2602.00 | 2632.00 | 2563.50 | 2420.00 | 2441.50 | 2450.00 | 2392.00 | 180.00 | 160.50 | 182.00 | 171.50 |
| 2022-11-04 | 2470.00 | 2582.00 | 2597.00 | 2463.50 | 2320.50 | 2401.00 | 2414.50 | 2311.00 | 149.50 | 181.00 | 182.50 | 152.50 |
| 2022-11-03 | 2480.00 | 2487.00 | 2518.00 | 2463.00 | 2328.50 | 2327.50 | 2350.50 | 2310.00 | 151.50 | 159.50 | 167.50 | 153.00 |
| 2022-11-02 | 2470.00 | 2480.00 | 2505.00 | 2433.00 | 2317.00 | 2319.50 | 2338.50 | 2280.00 | 153.00 | 160.50 | 166.50 | 153.00 |
| 2022-11-01 | 2393.00 | 2460.00 | 2468.00 | 2367.50 | 2250.00 | 2305.00 | 2316.00 | 2234.00 | 143.00 | 155.00 | 152.00 | 133.50 |
| 2022-10-31 | 2488.00 | 2393.00 | 2499.00 | 2385.00 | 2318.50 | 2248.50 | 2330.00 | 2245.00 | 169.50 | 144.50 | 169.00 | 140.00 |
| 2022-10-28 | 2540.00 | 2488.00 | 2540.00 | 2471.50 | 2363.50 | 2324.00 | 2369.00 | 2311.50 | 176.50 | 164.00 | 171.00 | 160.00 |
| 2022-10-27 | 2567.00 | 2533.00 | 2586.00 | 2529.00 | 2365.00 | 2362.50 | 2404.00 | 2362.50 | 202.00 | 170.50 | 182.00 | 166.50 |
| 2022-10-26 | 2570.00 | 2556.50 | 2619.00 | 2550.00 | 2386.00 | 2376.50 | 2430.00 | 2371.50 | 184.00 | 180.00 | 189.00 | 178.50 |
| 2022-10-25 | 2598.00 | 2566.50 | 2620.00 | 2556.00 | 2419.50 | 2383.00 | 2432.00 | 2377.00 | 178.50 | 183.50 | 188.00 | 179.00 |
| 2022-10-24 | 2581.00 | 2606.00 | 2658.00 | 2572.00 | 2415.00 | 2419.50 | 2464.00 | 2404.00 | 166.00 | 186.50 | 194.00 | 168.00 |
| 2022-10-21 | 2580.00 | 2598.50 | 2636.00 | 2568.50 | 2396.00 | 2413.50 | 2450.00 | 2389.00 | 184.00 | 185.00 | 186.00 | 179.50 |
| 2022-10-20 | 2658.00 | 2572.50 | 2658.00 | 2564.50 | 2436.00 | 2384.00 | 2436.00 | 2383.00 | 222.00 | 188.50 | 222.00 | 181.50 |
| 2022-10-19 | 2635.00 | 2659.00 | 2685.00 | 2630.50 | 2396.50 | 2438.00 | 2461.50 | 2396.50 | 238.50 | 221.00 | 223.50 | 234.00 |
| 2022-10-18 | 2670.00 | 2636.00 | 2695.00 | 2608.50 | 2471.50 | 2424.50 | 2475.50 | 2405.00 | 198.50 | 211.50 | 219.50 | 203.50 |
| 2022-10-17 | 2792.00 | 2664.00 | 2808.00 | 2657.00 | 2547.00 | 2449.00 | 2569.00 | 2445.00 | 245.00 | 215.00 | 239.00 | 212.00 |
| 2022-10-14 | 2737.50 | 2809.00 | 2820.00 | 2720.00 | 2496.00 | 2567.00 | 2578.00 | 2490.00 | 241.50 | 242.00 | 242.00 | 230.00 |
| 2022-10-13 | 2780.00 | 2751.00 | 2810.00 | 2740.00 | 2546.00 | 2519.00 | 2574.50 | 2512.50 | 234.00 | 232.00 | 235.50 | 227.50 |
| 2022-10-12 | 2838.00 | 2768.50 | 2850.00 | 2710.00 | 2640.00 | 2546.00 | 2640.00 | 2515.00 | 198.00 | 222.50 | 210.00 | 195.00 |
| 2022-10-11 | 2913.00 | 2825.50 | 2938.00 | 2805.00 | 2680.00 | 2604.00 | 2688.00 | 2590.00 | 233.00 | 221.50 | 250.00 | 215.00 |
| 2022-10-10 | 2848.00 | 2900.00 | 2907.50 | 2848.00 | 2677.00 | 2660.50 | 2680.00 | 2639.00 | 171.00 | 239.50 | 227.50 | 209.00 |
| 2022-09-30 | 2812.50 | 2791.00 | 2819.50 | 2772.00 | 2609.00 | 2595.50 | 2613.50 | 2580.00 | 203.50 | 195.50 | 206.00 | 192.00 |
| 2022-09-29 | 2785.00 | 2788.00 | 2826.00 | 2762.50 | 2585.00 | 2589.00 | 2610.00 | 2556.00 | 200.00 | 199.00 | 216.00 | 206.50 |
| 2022-09-28 | 2795.00 | 2766.00 | 2809.00 | 2742.00 | 2580.00 | 2563.50 | 2587.00 | 2540.00 | 215.00 | 202.50 | 222.00 | 202.00 |
| 2022-09-27 | 2737.00 | 2786.00 | 2808.00 | 2737.00 | 2505.00 | 2568.50 | 2587.00 | 2505.00 | 232.00 | 217.50 | 221.00 | 232.00 |
| 2022-09-26 | 2698.00 | 2712.00 | 2756.00 | 2666.00 | 2482.00 | 2497.50 | 2518.00 | 2462.00 | 216.00 | 214.50 | 238.00 | 204.00 |
| 2022-09-23 | 2760.00 | 2725.00 | 2775.00 | 2715.00 | 2526.00 | 2505.50 | 2537.00 | 2500.00 | 234.00 | 219.50 | 238.00 | 215.00 |
| 2022-09-22 | 2725.00 | 2741.00 | 2748.50 | 2672.00 | 2499.00 | 2517.50 | 2519.50 | 2452.50 | 226.00 | 223.50 | 229.00 | 219.50 |
| 2022-09-21 | 2680.00 | 2713.50 | 2719.00 | 2665.50 | 2480.00 | 2504.50 | 2514.00 | 2460.00 | 200.00 | 209.00 | 205.00 | 205.50 |
| 2022-09-20 | 2650.00 | 2681.50 | 2733.00 | 2645.50 | 2450.00 | 2469.00 | 2510.00 | 2450.00 | 200.00 | 212.50 | 223.00 | 195.50 |
| 2022-09-19 | 2622.00 | 2658.50 | 2690.00 | 2616.00 | 2457.00 | 2467.50 | 2499.50 | 2450.00 | 165.00 | 191.00 | 190.50 | 166.00 |
| 2022-09-16 | 2642.00 | 2622.00 | 2642.00 | 2571.00 | 2462.00 | 2452.00 | 2466.00 | 2415.00 | 180.00 | 170.00 | 176.00 | 156.00 |
| 2022-09-15 | 2570.00 | 2642.50 | 2654.50 | 2570.00 | 2430.00 | 2475.00 | 2488.00 | 2427.00 | 140.00 | 167.50 | 166.50 | 143.00 |
| 2022-09-14 | 2590.00 | 2581.00 | 2593.50 | 2532.00 | 2445.00 | 2432.00 | 2446.50 | 2392.50 | 145.00 | 149.00 | 147.00 | 139.50 |
| 2022-09-13 | 2548.50 | 2603.00 | 2624.50 | 2548.50 | 2450.00 | 2450.50 | 2468.00 | 2420.00 | 98.50 | 152.50 | 156.50 | 128.50 |
| 2022-09-09 | 2515.00 | 2548.50 | 2560.00 | 2482.50 | 2384.50 | 2415.00 | 2420.00 | 2350.00 | 130.50 | 133.50 | 140.00 | 132.50 |
| 2022-09-08 | 2453.00 | 2506.50 | 2525.00 | 2440.00 | 2306.50 | 2371.00 | 2387.00 | 2300.00 | 146.50 | 135.50 | 138.00 | 140.00 |
| 2022-09-07 | 2481.00 | 2430.50 | 2498.50 | 2420.00 | 2356.00 | 2305.50 | 2360.00 | 2299.00 | 125.00 | 125.00 | 138.50 | 121.00 |
| 2022-09-06 | 2482.50 | 2485.00 | 2500.00 | 2448.00 | 2357.00 | 2351.00 | 2360.50 | 2325.00 | 125.50 | 134.00 | 139.50 | 123.00 |
| 2022-09-05 | 2450.50 | 2482.50 | 2498.00 | 2432.50 | 2320.00 | 2346.00 | 2366.00 | 2310.50 | 130.50 | 136.50 | 132.00 | 122.00 |
| 2022-09-02 | 2424.00 | 2448.50 | 2460.00 | 2380.00 | 2329.00 | 2320.00 | 2330.00 | 2272.00 | 95.00 | 128.50 | 130.00 | 108.00 |
| 2022-09-01 | 2454.00 | 2424.00 | 2482.00 | 2409.00 | 2569.00 | 2577.50 | 2580.00 | 2520.00 | -115.00 | -153.50 | -98.00 | -111.00 |
| 2022-08-31 | 2450.00 | 2454.00 | 2478.00 | 2425.00 | 2675.00 | 2520.00 | 2675.00 | 2491.50 | -225.00 | -66.00 | -197.00 | -66.50 |
| 2022-08-30 | 2550.00 | 2463.00 | 2569.00 | 2456.50 | 2745.00 | 2662.00 | 2760.00 | 2640.50 | -195.00 | -199.00 | -191.00 | -184.00 |
| 2022-08-29 | 2693.00 | 2561.00 | 2699.00 | 2547.00 | 2785.00 | 2726.00 | 2800.00 | 2704.00 | -92.00 | -165.00 | -101.00 | -157.00 |
| 2022-08-26 | 2630.00 | 2693.00 | 2695.00 | 2618.50 | 2790.00 | 2798.00 | 2800.00 | 2769.00 | -160.00 | -105.00 | -105.00 | -150.50 |
| 2022-08-25 | 2590.00 | 2628.00 | 2670.00 | 2572.00 | 2788.00 | 2790.00 | 2808.00 | 2763.00 | -198.00 | -162.00 | -138.00 | -191.00 |
| 2022-08-24 | 2597.50 | 2589.50 | 2635.00 | 2551.00 | 2775.00 | 2785.00 | 2808.50 | 2758.50 | -177.50 | -195.50 | -173.50 | -207.50 |
| 2022-08-23 | 2609.50 | 2583.00 | 2639.00 | 2541.00 | 2750.00 | 2797.50 | 2828.00 | 2740.00 | -140.50 | -214.50 | -189.00 | -199.00 |
| 2022-08-22 | 2750.50 | 2741.50 | 2798.00 | 2725.50 | 2540.00 | 2609.00 | 2615.00 | 2515.00 | 210.50 | 132.50 | 183.00 | 210.50 |
| 2022-08-19 | 2835.00 | 2759.50 | 2862.00 | 2728.00 | 2570.50 | 2532.50 | 2592.50 | 2520.00 | 264.50 | 227.00 | 269.50 | 208.00 |