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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022-08-18 | 2858.00 | 2818.50 | 2892.00 | 2803.00 | 2620.00 | 2570.50 | 2650.00 | 2565.00 | 238.00 | 248.00 | 242.00 | 238.00 |
| 2022-08-17 | 3000.00 | 2856.50 | 3031.00 | 2851.00 | 2759.00 | 2626.50 | 2781.00 | 2626.00 | 241.00 | 230.00 | 250.00 | 225.00 |
| 2022-08-16 | 2922.00 | 3000.00 | 3020.00 | 2908.00 | 2693.50 | 2754.50 | 2777.00 | 2688.00 | 228.50 | 245.50 | 243.00 | 220.00 |
| 2022-08-15 | 2951.00 | 2917.50 | 3033.00 | 2916.00 | 2790.00 | 2721.00 | 2815.00 | 2693.50 | 161.00 | 196.50 | 218.00 | 222.50 |
| 2022-08-12 | 2905.50 | 2982.00 | 2985.00 | 2896.00 | 2770.00 | 2794.00 | 2804.50 | 2741.00 | 135.50 | 188.00 | 180.50 | 155.00 |
| 2022-08-11 | 2933.00 | 2897.00 | 2983.50 | 2856.50 | 2750.00 | 2752.50 | 2796.50 | 2706.00 | 183.00 | 144.50 | 187.00 | 150.50 |
| 2022-08-10 | 2951.00 | 2900.00 | 2964.00 | 2870.00 | 2770.00 | 2735.00 | 2788.00 | 2703.00 | 181.00 | 165.00 | 176.00 | 167.00 |
| 2022-08-09 | 2940.50 | 2960.00 | 3014.50 | 2933.50 | 2756.50 | 2789.00 | 2838.00 | 2755.00 | 184.00 | 171.00 | 176.50 | 178.50 |
| 2022-08-08 | 2805.50 | 2940.50 | 2960.00 | 2801.50 | 2660.00 | 2763.00 | 2765.00 | 2630.00 | 145.50 | 177.50 | 195.00 | 171.50 |
| 2022-08-05 | 2850.00 | 2814.50 | 2953.00 | 2810.00 | 2650.00 | 2650.00 | 2744.50 | 2610.00 | 200.00 | 164.50 | 208.50 | 200.00 |
| 2022-08-04 | 2950.00 | 2846.00 | 2968.00 | 2836.00 | 2760.00 | 2647.50 | 2769.50 | 2632.00 | 190.00 | 198.50 | 198.50 | 204.00 |
| 2022-08-03 | 2955.00 | 2954.50 | 2986.00 | 2893.00 | 2750.00 | 2762.50 | 2802.00 | 2731.00 | 205.00 | 192.00 | 184.00 | 162.00 |
| 2022-08-02 | 2896.00 | 2955.50 | 2961.50 | 2871.00 | 2733.00 | 2787.50 | 2789.00 | 2702.00 | 163.00 | 168.00 | 172.50 | 169.00 |
| 2022-08-01 | 2829.00 | 2915.00 | 2955.00 | 2810.50 | 2700.00 | 2733.00 | 2830.00 | 2691.00 | 129.00 | 182.00 | 125.00 | 119.50 |
| 2022-07-29 | 2820.00 | 2822.00 | 2875.00 | 2780.00 | 2708.00 | 2710.00 | 2773.00 | 2668.50 | 112.00 | 112.00 | 102.00 | 111.50 |
| 2022-07-28 | 2680.00 | 2847.00 | 2858.50 | 2652.50 | 2523.50 | 2718.00 | 2724.00 | 2521.50 | 156.50 | 129.00 | 134.50 | 131.00 |
| 2022-07-27 | 2675.00 | 2685.50 | 2704.50 | 2583.00 | 2546.50 | 2550.00 | 2567.50 | 2456.00 | 128.50 | 135.50 | 137.00 | 127.00 |
| 2022-07-26 | 2657.50 | 2675.50 | 2690.00 | 2553.50 | 2520.00 | 2526.00 | 2536.00 | 2432.00 | 137.50 | 149.50 | 154.00 | 121.50 |
| 2022-07-25 | 2611.00 | 2649.50 | 2698.00 | 2611.00 | 2471.50 | 2505.00 | 2551.00 | 2467.00 | 139.50 | 144.50 | 147.00 | 144.00 |
| 2022-07-22 | 2513.50 | 2628.00 | 2636.00 | 2495.00 | 2400.00 | 2466.50 | 2491.00 | 2380.50 | 113.50 | 161.50 | 145.00 | 114.50 |
| 2022-07-21 | 2563.50 | 2552.00 | 2603.50 | 2522.00 | 2465.00 | 2435.00 | 2477.50 | 2410.50 | 98.50 | 117.00 | 126.00 | 111.50 |
| 2022-07-20 | 2588.00 | 2590.50 | 2696.00 | 2542.00 | 2460.50 | 2465.00 | 2549.00 | 2416.50 | 127.50 | 125.50 | 147.00 | 125.50 |
| 2022-07-19 | 2715.00 | 2613.50 | 2755.50 | 2605.00 | 2579.00 | 2478.50 | 2633.50 | 2475.00 | 136.00 | 135.00 | 122.00 | 130.00 |
| 2022-07-18 | 2543.00 | 2711.00 | 2734.50 | 2542.50 | 2400.00 | 2567.00 | 2584.50 | 2382.00 | 143.00 | 144.00 | 150.00 | 160.50 |
| 2022-07-15 | 2610.00 | 2543.00 | 2670.00 | 2541.50 | 2510.00 | 2378.00 | 2510.00 | 2376.50 | 100.00 | 165.00 | 160.00 | 165.00 |
| 2022-07-14 | 2740.00 | 2743.50 | 2799.50 | 2675.50 | 2572.00 | 2553.50 | 2619.00 | 2511.00 | 168.00 | 190.00 | 180.50 | 164.50 |
| 2022-07-13 | 2740.00 | 2782.00 | 2809.50 | 2721.00 | 2600.00 | 2603.50 | 2630.00 | 2552.00 | 140.00 | 178.50 | 179.50 | 169.00 |
| 2022-07-12 | 2880.00 | 2753.00 | 2915.00 | 2751.00 | 2722.00 | 2611.00 | 2748.00 | 2611.00 | 158.00 | 142.00 | 167.00 | 140.00 |
| 2022-07-11 | 2935.50 | 2891.00 | 2999.50 | 2847.50 | 2797.00 | 2736.50 | 2825.00 | 2698.00 | 138.50 | 154.50 | 174.50 | 149.50 |
| 2022-07-08 | 3067.00 | 2936.00 | 3120.00 | 2925.00 | 2885.00 | 2768.00 | 2939.00 | 2761.00 | 182.00 | 168.00 | 181.00 | 164.00 |
| 2022-07-07 | 3011.00 | 3021.50 | 3083.00 | 2946.00 | 2882.00 | 2864.00 | 2920.00 | 2808.00 | 129.00 | 157.50 | 163.00 | 138.00 |
| 2022-07-06 | 2950.00 | 3011.00 | 3015.00 | 2831.50 | 2848.00 | 2877.00 | 2877.00 | 2722.00 | 102.00 | 134.00 | 138.00 | 109.50 |
| 2022-07-05 | 2916.00 | 2986.50 | 3044.50 | 2868.50 | 2811.00 | 2860.50 | 2910.00 | 2766.00 | 105.00 | 126.00 | 134.50 | 102.50 |
| 2022-07-04 | 3020.00 | 2925.00 | 3045.00 | 2887.00 | 2920.00 | 2800.00 | 2920.00 | 2786.00 | 100.00 | 125.00 | 125.00 | 101.00 |
| 2022-07-01 | 3057.50 | 3009.00 | 3097.50 | 2962.00 | 2942.50 | 2885.00 | 2977.50 | 2864.50 | 115.00 | 124.00 | 120.00 | 97.50 |
| 2022-06-30 | 3209.00 | 3057.50 | 3224.50 | 3002.00 | 3092.00 | 2942.50 | 3092.00 | 2900.00 | 117.00 | 115.00 | 132.50 | 102.00 |
| 2022-06-29 | 3227.00 | 3202.00 | 3251.00 | 3155.00 | 3090.00 | 3064.50 | 3115.00 | 3034.00 | 137.00 | 137.50 | 136.00 | 121.00 |
| 2022-06-28 | 3134.00 | 3223.00 | 3230.00 | 3091.50 | 3015.00 | 3093.00 | 3100.00 | 2980.00 | 119.00 | 130.00 | 130.00 | 111.50 |
| 2022-06-27 | 3015.00 | 3118.00 | 3146.00 | 2940.00 | 2890.00 | 2997.00 | 3027.50 | 2850.50 | 125.00 | 121.00 | 118.50 | 89.50 |
| 2022-06-24 | 3104.00 | 3000.00 | 3129.50 | 2979.00 | 2978.00 | 2913.00 | 2990.00 | 2888.00 | 126.00 | 87.00 | 139.50 | 91.00 |
| 2022-06-23 | 2946.00 | 3069.00 | 3093.50 | 2892.00 | 2819.00 | 2934.00 | 2960.00 | 2797.50 | 127.00 | 135.00 | 133.50 | 94.50 |
| 2022-06-22 | 2999.00 | 2939.50 | 3053.00 | 2883.50 | 2888.00 | 2826.50 | 2937.50 | 2791.00 | 111.00 | 113.00 | 115.50 | 92.50 |
| 2022-06-21 | 2930.00 | 2994.00 | 3075.00 | 2846.50 | 2860.00 | 2877.00 | 2950.00 | 2767.50 | 70.00 | 117.00 | 125.00 | 79.00 |
| 2022-06-20 | 3238.50 | 2921.00 | 3238.50 | 2876.00 | 3112.00 | 2833.00 | 3112.00 | 2800.00 | 126.50 | 88.00 | 126.50 | 76.00 |
| 2022-06-17 | 3330.00 | 3263.50 | 3352.50 | 3250.00 | 3160.00 | 3131.00 | 3203.00 | 3110.00 | 170.00 | 132.50 | 149.50 | 140.00 |
| 2022-06-16 | 3386.00 | 3325.00 | 3422.00 | 3315.00 | 3248.50 | 3191.50 | 3261.00 | 3187.00 | 137.50 | 133.50 | 161.00 | 128.00 |
| 2022-06-15 | 3590.00 | 3380.00 | 3614.00 | 3374.00 | 3424.50 | 3226.00 | 3424.50 | 3226.00 | 165.50 | 154.00 | 189.50 | 148.00 |
| 2022-06-14 | 3675.00 | 3607.00 | 3691.00 | 3565.00 | 3513.00 | 3416.00 | 3513.00 | 3375.00 | 162.00 | 191.00 | 178.00 | 190.00 |
| 2022-06-13 | 3655.00 | 3695.50 | 3700.00 | 3598.00 | 3450.00 | 3490.00 | 3490.00 | 3414.00 | 205.00 | 205.50 | 210.00 | 184.00 |
| 2022-06-10 | 3610.00 | 3652.00 | 3708.00 | 3602.00 | 3490.00 | 3463.00 | 3530.00 | 3450.50 | 120.00 | 189.00 | 178.00 | 151.50 |
| 2022-06-09 | 3746.00 | 3627.00 | 3758.00 | 3605.00 | 3560.00 | 3464.50 | 3560.00 | 3430.00 | 186.00 | 162.50 | 198.00 | 175.00 |
| 2022-06-08 | 3648.00 | 3746.00 | 3750.00 | 3632.00 | 3467.00 | 3536.00 | 3536.00 | 3464.50 | 181.00 | 210.00 | 214.00 | 167.50 |
| 2022-06-07 | 3694.00 | 3666.00 | 3718.00 | 3641.00 | 3500.00 | 3494.50 | 3535.50 | 3460.00 | 194.00 | 171.50 | 182.50 | 181.00 |
| 2022-06-06 | 3685.00 | 3668.00 | 3704.00 | 3628.00 | 3500.00 | 3485.00 | 3530.00 | 3457.00 | 185.00 | 183.00 | 174.00 | 171.00 |
| 2022-06-02 | 3600.00 | 3669.00 | 3675.00 | 3553.00 | 3422.00 | 3475.00 | 3487.50 | 3390.00 | 178.00 | 194.00 | 187.50 | 163.00 |
| 2022-06-01 | 3508.00 | 3583.50 | 3595.00 | 3490.50 | 3360.00 | 3409.50 | 3410.00 | 3319.50 | 148.00 | 174.00 | 185.00 | 171.00 |
| 2022-05-31 | 3460.00 | 3511.50 | 3529.00 | 3447.00 | 3320.00 | 3348.00 | 3352.50 | 3308.50 | 140.00 | 163.50 | 176.50 | 138.50 |
| 2022-05-30 | 3360.00 | 3460.00 | 3475.00 | 3360.00 | 3242.50 | 3315.00 | 3318.00 | 3242.50 | 117.50 | 145.00 | 157.00 | 117.50 |
| 2022-05-27 | 3245.00 | 3351.50 | 3393.50 | 3245.00 | 3160.00 | 3207.50 | 3242.50 | 3125.00 | 85.00 | 144.00 | 151.00 | 120.00 |
| 2022-05-26 | 3250.00 | 3255.50 | 3272.50 | 3183.00 | 3100.00 | 3123.50 | 3141.50 | 3060.00 | 150.00 | 132.00 | 131.00 | 123.00 |
| 2022-05-25 | 3276.00 | 3275.00 | 3312.00 | 3210.00 | 3142.00 | 3139.00 | 3175.00 | 3077.00 | 134.00 | 136.00 | 137.00 | 133.00 |
| 2022-05-24 | 3390.00 | 3276.00 | 3418.00 | 3272.00 | 3235.00 | 3150.00 | 3262.50 | 3150.00 | 155.00 | 126.00 | 155.50 | 122.00 |
| 2022-05-23 | 3476.00 | 3370.00 | 3541.50 | 3330.00 | 3300.00 | 3211.00 | 3360.00 | 3180.00 | 176.00 | 159.00 | 181.50 | 150.00 |
| 2022-05-20 | 3334.00 | 3476.00 | 3476.00 | 3315.50 | 3194.00 | 3300.00 | 3300.00 | 3161.50 | 140.00 | 176.00 | 176.00 | 154.00 |
| 2022-05-19 | 3333.00 | 3359.50 | 3387.00 | 3271.00 | 3185.00 | 3208.50 | 3233.00 | 3141.00 | 148.00 | 151.00 | 154.00 | 130.00 |
| 2022-05-18 | 3447.00 | 3333.00 | 3467.00 | 3331.00 | 3280.00 | 3182.50 | 3285.00 | 3182.50 | 167.00 | 150.50 | 182.00 | 148.50 |
| 2022-05-17 | 3475.00 | 3447.00 | 3520.00 | 3426.50 | 3300.00 | 3284.50 | 3338.00 | 3265.50 | 175.00 | 162.50 | 182.00 | 161.00 |
| 2022-05-16 | 3380.00 | 3468.50 | 3472.00 | 3312.50 | 3242.00 | 3277.00 | 3296.00 | 3167.50 | 138.00 | 191.50 | 176.00 | 145.00 |
| 2022-05-13 | 3260.00 | 3340.00 | 3348.00 | 3234.50 | 3152.00 | 3201.00 | 3210.00 | 3110.00 | 108.00 | 139.00 | 138.00 | 124.50 |
| 2022-05-12 | 3398.00 | 3280.50 | 3450.00 | 3275.00 | 3240.00 | 3152.00 | 3300.00 | 3150.00 | 158.00 | 128.50 | 150.00 | 125.00 |
| 2022-05-11 | 3348.00 | 3418.00 | 3475.00 | 3342.00 | 3221.00 | 3270.50 | 3300.00 | 3193.50 | 127.00 | 147.50 | 175.00 | 148.50 |
| 2022-05-10 | 3350.00 | 3343.00 | 3386.50 | 3296.00 | 3200.00 | 3204.50 | 3232.00 | 3146.00 | 150.00 | 138.50 | 154.50 | 150.00 |
| 2022-05-09 | 3450.00 | 3395.00 | 3480.00 | 3360.00 | 3280.50 | 3242.00 | 3313.00 | 3206.50 | 169.50 | 153.00 | 167.00 | 153.50 |
| 2022-05-06 | 3584.50 | 3458.00 | 3600.00 | 3451.00 | 3950.00 | 3830.00 | 3950.00 | 3830.00 | -365.50 | -372.00 | -350.00 | -379.00 |
| 2022-05-05 | 3632.00 | 3560.00 | 3632.00 | 3496.00 | 3602.50 | 3930.00 | 4049.00 | 3602.50 | 29.50 | -370.00 | -417.00 | -106.50 |
| 2022-04-29 | 3550.00 | 3625.00 | 3645.00 | 3470.00 | 3920.00 | 3955.00 | 4100.00 | 3800.00 | -370.00 | -330.00 | -455.00 | -330.00 |
| 2022-04-28 | 3580.00 | 3560.50 | 3600.00 | 3503.50 | 4050.00 | 3898.00 | 4050.00 | 3880.00 | -470.00 | -337.50 | -450.00 | -376.50 |
| 2022-04-27 | 3625.00 | 3551.00 | 3688.50 | 3518.00 | 4080.00 | 4029.00 | 4083.00 | 4017.00 | -455.00 | -478.00 | -394.50 | -499.00 |
| 2022-04-26 | 3617.00 | 3634.00 | 3717.00 | 3537.00 | 4039.00 | 4057.00 | 4100.00 | 4025.50 | -422.00 | -423.00 | -383.00 | -488.50 |
| 2022-04-25 | 3820.00 | 3617.00 | 3835.00 | 3603.00 | 4154.50 | 4045.00 | 4154.50 | 4030.00 | -334.50 | -428.00 | -319.50 | -427.00 |
| 2022-04-22 | 3970.00 | 3830.00 | 3971.00 | 3810.00 | 4175.00 | 4157.50 | 4175.00 | 4125.00 | -205.00 | -327.50 | -204.00 | -315.00 |
| 2022-04-21 | 3905.00 | 3964.50 | 3988.00 | 3865.00 | 4105.00 | 4172.50 | 4178.00 | 4100.00 | -200.00 | -208.00 | -190.00 | -235.00 |
| 2022-04-20 | 3890.00 | 3905.00 | 4000.00 | 3875.00 | 4084.00 | 4128.00 | 4185.00 | 4063.50 | -194.00 | -223.00 | -185.00 | -188.50 |
| 2022-04-19 | 4084.00 | 3898.50 | 4164.50 | 3851.00 | 4172.00 | 4063.00 | 4242.00 | 3960.00 | -88.00 | -164.50 | -77.50 | -109.00 |
| 2022-04-18 | 4237.00 | 4192.50 | 4248.00 | 4184.00 | 3998.00 | 4044.50 | 4076.50 | 3952.50 | 239.00 | 148.00 | 171.50 | 231.50 |
| 2022-04-15 | 4248.00 | 4217.00 | 4284.00 | 4179.00 | 3977.00 | 3998.00 | 4053.00 | 3940.00 | 271.00 | 219.00 | 231.00 | 239.00 |
| 2022-04-14 | 4130.00 | 4234.50 | 4250.00 | 4105.00 | 3836.00 | 3959.00 | 3968.00 | 3836.00 | 294.00 | 275.50 | 282.00 | 269.00 |
| 2022-04-13 | 4120.00 | 4088.50 | 4150.00 | 4058.00 | 3851.00 | 3836.00 | 3885.00 | 3787.00 | 269.00 | 252.50 | 265.00 | 271.00 |
| 2022-04-12 | 3926.00 | 4148.00 | 4197.50 | 3926.00 | 3600.00 | 3851.00 | 3865.00 | 3590.00 | 326.00 | 297.00 | 332.50 | 336.00 |
| 2022-04-11 | 4050.00 | 3929.50 | 4085.00 | 3910.00 | 3720.00 | 3609.50 | 3721.00 | 3582.50 | 330.00 | 320.00 | 364.00 | 327.50 |
| 2022-04-08 | 4060.00 | 4059.00 | 4111.00 | 4006.00 | 3800.00 | 3705.00 | 3800.00 | 3663.00 | 260.00 | 354.00 | 311.00 | 343.00 |
| 2022-04-07 | 4074.50 | 4050.00 | 4115.00 | 4001.50 | 3810.00 | 3719.50 | 3837.00 | 3702.00 | 264.50 | 330.50 | 278.00 | 299.50 |
| 2022-04-06 | 4016.50 | 4074.50 | 4098.00 | 3953.50 | 3800.00 | 3814.00 | 3830.00 | 3740.50 | 216.50 | 260.50 | 268.00 | 213.00 |
| 2022-04-01 | 3940.00 | 3997.00 | 4008.50 | 3915.00 | 3798.00 | 3806.50 | 3814.50 | 3740.00 | 142.00 | 190.50 | 194.00 | 175.00 |
| 2022-03-31 | 3900.00 | 3935.00 | 3955.00 | 3840.00 | 3750.00 | 3747.00 | 3799.50 | 3676.50 | 150.00 | 188.00 | 155.50 | 163.50 |
| 2022-03-30 | 3798.50 | 3873.00 | 3883.00 | 3765.00 | 3700.00 | 3718.50 | 3723.00 | 3641.50 | 98.50 | 154.50 | 160.00 | 123.50 |
| 2022-03-29 | 3718.00 | 3844.00 | 3845.50 | 3713.00 | 3687.00 | 3724.00 | 3727.50 | 3650.00 | 31.00 | 120.00 | 118.00 | 63.00 |
| 2022-03-28 | 3733.50 | 3718.00 | 3755.00 | 3672.00 | 3681.00 | 3674.00 | 3702.00 | 3629.00 | 52.50 | 44.00 | 53.00 | 43.00 |
| 2022-03-25 | 3648.00 | 3733.50 | 3743.00 | 3632.00 | 3555.00 | 3681.00 | 3681.00 | 3553.00 | 93.00 | 52.50 | 62.00 | 79.00 |
| 2022-03-24 | 3551.00 | 3617.50 | 3668.00 | 3551.00 | 3485.00 | 3530.00 | 3585.00 | 3485.00 | 66.00 | 87.50 | 83.00 | 66.00 |