本页面展示焦煤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。
关于焦煤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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022-03-23 | 2909.00 | 2940.00 | 2982.00 | 2861.00 | 2790.00 | 2855.50 | 2882.00 | 2750.00 | 119.00 | 84.50 | 100.00 | 111.00 |
| 2022-03-22 | 2950.00 | 2922.00 | 3035.00 | 2920.00 | 2833.50 | 2831.00 | 2920.50 | 2803.00 | 116.50 | 91.00 | 114.50 | 117.00 |
| 2022-03-21 | 2960.00 | 3019.00 | 3066.00 | 2960.00 | 2770.00 | 2849.50 | 2855.00 | 2752.00 | 190.00 | 169.50 | 211.00 | 208.00 |
| 2022-03-18 | 2900.00 | 3051.00 | 3059.50 | 2900.00 | 2750.00 | 2841.50 | 2855.00 | 2701.50 | 150.00 | 209.50 | 204.50 | 198.50 |
| 2022-03-17 | 2930.00 | 2895.00 | 2947.50 | 2857.50 | 2673.00 | 2700.00 | 2711.00 | 2645.50 | 257.00 | 195.00 | 236.50 | 212.00 |
| 2022-03-16 | 2776.50 | 2917.00 | 2932.00 | 2740.00 | 2557.00 | 2672.00 | 2721.00 | 2534.00 | 219.50 | 245.00 | 211.00 | 206.00 |
| 2022-03-15 | 2798.50 | 2776.50 | 2899.50 | 2771.50 | 2512.00 | 2556.00 | 2655.00 | 2510.50 | 286.50 | 220.50 | 244.50 | 261.00 |
| 2022-03-14 | 2939.00 | 2798.50 | 3034.00 | 2790.00 | 2618.00 | 2510.50 | 2714.50 | 2510.50 | 321.00 | 288.00 | 319.50 | 279.50 |
| 2022-03-11 | 3142.50 | 3038.00 | 3198.00 | 2980.00 | 2775.00 | 2700.00 | 2835.00 | 2643.50 | 367.50 | 338.00 | 363.00 | 336.50 |
| 2022-03-10 | 3061.00 | 3080.00 | 3095.00 | 2951.00 | 2750.50 | 2733.00 | 2752.50 | 2632.00 | 310.50 | 347.00 | 342.50 | 319.00 |
| 2022-03-09 | 3055.00 | 3106.00 | 3159.00 | 3011.50 | 2750.00 | 2770.00 | 2801.50 | 2690.00 | 305.00 | 336.00 | 357.50 | 321.50 |
| 2022-03-08 | 3136.00 | 3057.00 | 3145.50 | 2959.00 | 2900.00 | 2727.50 | 2900.00 | 2688.00 | 236.00 | 329.50 | 245.50 | 271.00 |
| 2022-03-07 | 2851.00 | 3136.00 | 3259.50 | 2851.00 | 2618.00 | 2834.50 | 2964.50 | 2618.00 | 233.00 | 301.50 | 295.00 | 233.00 |
| 2022-03-04 | 2901.00 | 2868.50 | 2938.00 | 2831.50 | 2680.00 | 2618.00 | 2716.50 | 2582.00 | 221.00 | 250.50 | 221.50 | 249.50 |
| 2022-03-03 | 2792.50 | 2882.50 | 2885.00 | 2766.00 | 2599.00 | 2666.00 | 2666.00 | 2540.00 | 193.50 | 216.50 | 219.00 | 226.00 |
| 2022-03-02 | 2730.00 | 2778.00 | 2825.00 | 2711.00 | 2506.50 | 2590.00 | 2642.50 | 2506.50 | 223.50 | 188.00 | 182.50 | 204.50 |
| 2022-03-01 | 2630.00 | 2724.00 | 2725.00 | 2626.00 | 2445.00 | 2549.00 | 2550.00 | 2445.00 | 185.00 | 175.00 | 175.00 | 181.00 |
| 2022-02-28 | 2550.00 | 2614.50 | 2650.00 | 2516.00 | 2340.00 | 2434.50 | 2475.50 | 2336.00 | 210.00 | 180.00 | 174.50 | 180.00 |
| 2022-02-25 | 2640.00 | 2511.50 | 2739.50 | 2400.00 | 2480.00 | 2340.00 | 2563.50 | 2240.00 | 160.00 | 171.50 | 176.00 | 160.00 |
| 2022-02-24 | 2670.00 | 2635.00 | 2695.00 | 2588.00 | 2530.00 | 2471.00 | 2530.00 | 2424.50 | 140.00 | 164.00 | 165.00 | 163.50 |
| 2022-02-23 | 2593.00 | 2682.00 | 2693.00 | 2588.00 | 2432.50 | 2514.00 | 2525.00 | 2432.50 | 160.50 | 168.00 | 168.00 | 155.50 |
| 2022-02-22 | 2658.00 | 2593.00 | 2674.50 | 2568.50 | 2486.00 | 2432.00 | 2496.00 | 2407.00 | 172.00 | 161.00 | 178.50 | 161.50 |
| 2022-02-21 | 2558.00 | 2646.50 | 2658.00 | 2510.50 | 2375.00 | 2473.00 | 2487.50 | 2331.50 | 183.00 | 173.50 | 170.50 | 179.00 |
| 2022-02-18 | 2445.00 | 2558.00 | 2569.00 | 2444.00 | 2266.00 | 2379.00 | 2385.00 | 2266.00 | 179.00 | 179.00 | 184.00 | 178.00 |
| 2022-02-17 | 2440.00 | 2438.50 | 2453.50 | 2390.00 | 2290.00 | 2281.00 | 2297.50 | 2242.50 | 150.00 | 157.50 | 156.00 | 147.50 |
| 2022-02-16 | 2413.50 | 2437.50 | 2442.00 | 2372.00 | 2280.00 | 2289.00 | 2296.50 | 2240.00 | 133.50 | 148.50 | 145.50 | 132.00 |
| 2022-02-15 | 2420.00 | 2413.50 | 2435.00 | 2351.00 | 2259.00 | 2274.50 | 2292.00 | 2213.50 | 161.00 | 139.00 | 143.00 | 137.50 |
| 2022-02-14 | 2358.00 | 2425.50 | 2455.00 | 2331.00 | 2224.50 | 2288.50 | 2316.50 | 2201.50 | 133.50 | 137.00 | 138.50 | 129.50 |
| 2022-02-11 | 2361.00 | 2352.00 | 2449.50 | 2350.00 | 2219.00 | 2220.00 | 2313.00 | 2219.00 | 142.00 | 132.00 | 136.50 | 131.00 |
| 2022-02-10 | 2305.50 | 2341.50 | 2368.00 | 2272.50 | 2180.00 | 2210.00 | 2235.00 | 2135.50 | 125.50 | 131.50 | 133.00 | 137.00 |
| 2022-02-09 | 2465.00 | 2320.00 | 2468.50 | 2320.00 | 2315.00 | 2184.00 | 2321.00 | 2184.00 | 150.00 | 136.00 | 147.50 | 136.00 |
| 2022-02-08 | 2311.50 | 2470.00 | 2471.50 | 2309.00 | 2171.00 | 2315.00 | 2315.00 | 2171.00 | 140.50 | 155.00 | 156.50 | 138.00 |
| 2022-02-07 | 2302.00 | 2311.50 | 2324.50 | 2257.50 | 2150.00 | 2167.00 | 2173.00 | 2115.50 | 152.00 | 144.50 | 151.50 | 142.00 |
| 2022-01-28 | 2278.00 | 2281.50 | 2308.50 | 2233.50 | 2130.00 | 2138.00 | 2150.00 | 2097.00 | 148.00 | 143.50 | 158.50 | 136.50 |
| 2022-01-27 | 2211.00 | 2278.00 | 2304.00 | 2211.00 | 2099.00 | 2126.00 | 2150.00 | 2090.00 | 112.00 | 152.00 | 154.00 | 121.00 |
| 2022-01-26 | 2211.00 | 2204.00 | 2240.00 | 2183.50 | 2078.50 | 2060.00 | 2100.00 | 2049.50 | 132.50 | 144.00 | 140.00 | 134.00 |
| 2022-01-25 | 2166.00 | 2211.00 | 2223.00 | 2152.00 | 2022.50 | 2074.50 | 2084.00 | 2020.00 | 143.50 | 136.50 | 139.00 | 132.00 |
| 2022-01-24 | 2208.00 | 2166.00 | 2268.00 | 2162.50 | 2097.50 | 2040.50 | 2128.00 | 2037.50 | 110.50 | 125.50 | 140.00 | 125.00 |
| 2022-01-21 | 2300.00 | 2206.50 | 2307.50 | 2201.50 | 2153.50 | 2072.00 | 2160.00 | 2070.00 | 146.50 | 134.50 | 147.50 | 131.50 |
| 2022-01-20 | 2250.00 | 2312.00 | 2325.00 | 2215.50 | 2121.00 | 2169.50 | 2185.00 | 2080.00 | 129.00 | 142.50 | 140.00 | 135.50 |
| 2022-01-19 | 2299.00 | 2257.00 | 2350.00 | 2249.00 | 2173.50 | 2118.50 | 2216.50 | 2115.00 | 125.50 | 138.50 | 133.50 | 134.00 |
| 2022-01-18 | 2187.00 | 2312.00 | 2313.50 | 2186.00 | 2080.00 | 2170.00 | 2176.50 | 2078.50 | 107.00 | 142.00 | 137.00 | 107.50 |
| 2022-01-17 | 2279.00 | 2197.00 | 2306.00 | 2172.00 | 2174.00 | 2076.00 | 2178.50 | 2058.00 | 105.00 | 121.00 | 127.50 | 114.00 |
| 2022-01-14 | 2284.00 | 2299.50 | 2325.50 | 2258.00 | 2147.00 | 2174.50 | 2195.00 | 2140.00 | 137.00 | 125.00 | 130.50 | 118.00 |
| 2022-01-13 | 2348.50 | 2304.50 | 2400.00 | 2304.50 | 2235.00 | 2180.50 | 2264.00 | 2180.50 | 113.50 | 124.00 | 136.00 | 124.00 |
| 2022-01-12 | 2312.50 | 2350.50 | 2356.00 | 2291.00 | 2152.50 | 2218.50 | 2218.50 | 2148.00 | 160.00 | 132.00 | 137.50 | 143.00 |
| 2022-01-11 | 2285.50 | 2295.00 | 2300.50 | 2220.50 | 2153.50 | 2153.00 | 2158.50 | 2089.50 | 132.00 | 142.00 | 142.00 | 131.00 |
| 2022-01-10 | 2280.00 | 2285.50 | 2318.00 | 2251.50 | 2150.00 | 2151.00 | 2170.50 | 2119.00 | 130.00 | 134.50 | 147.50 | 132.50 |
| 2022-01-07 | 2324.00 | 2277.50 | 2338.50 | 2215.00 | 2189.00 | 2150.00 | 2189.00 | 2090.00 | 135.00 | 127.50 | 149.50 | 125.00 |
| 2022-01-06 | 2358.00 | 2334.00 | 2381.00 | 2328.00 | 2195.00 | 2184.00 | 2246.50 | 2168.50 | 163.00 | 150.00 | 134.50 | 159.50 |
| 2022-01-05 | 2337.00 | 2354.00 | 2361.50 | 2306.50 | 2139.00 | 2182.50 | 2188.00 | 2130.50 | 198.00 | 171.50 | 173.50 | 176.00 |
| 2022-01-04 | 2296.00 | 2337.00 | 2370.50 | 2272.50 | 2040.00 | 2100.50 | 2358.50 | 2029.00 | 256.00 | 236.50 | 12.00 | 243.50 |
| 2021-12-31 | 2180.00 | 2228.50 | 2243.50 | 2177.50 | 2060.00 | 2040.00 | 2074.00 | 2039.50 | 120.00 | 188.50 | 169.50 | 138.00 |
| 2021-12-30 | 2190.00 | 2194.00 | 2222.50 | 2165.50 | 2078.50 | 2076.00 | 2093.00 | 2060.00 | 111.50 | 118.00 | 129.50 | 105.50 |
| 2021-12-29 | 2166.00 | 2186.00 | 2189.00 | 2132.00 | 2060.00 | 2064.50 | 2082.00 | 2024.00 | 106.00 | 121.50 | 107.00 | 108.00 |
| 2021-12-28 | 2189.50 | 2166.00 | 2204.50 | 2108.50 | 2079.50 | 2084.50 | 2104.00 | 2079.50 | 110.00 | 81.50 | 100.50 | 29.00 |
| 2021-12-27 | 2327.00 | 2189.50 | 2329.00 | 2176.50 | 2130.50 | 2100.00 | 2149.00 | 2098.00 | 196.50 | 89.50 | 180.00 | 78.50 |
| 2021-12-24 | 2250.00 | 2327.00 | 2328.00 | 2250.00 | 2137.00 | 2140.00 | 2140.00 | 2119.00 | 113.00 | 187.00 | 188.00 | 131.00 |
| 2021-12-23 | 2229.00 | 2250.00 | 2257.00 | 2213.00 | 2125.00 | 2117.00 | 2135.50 | 2116.50 | 104.00 | 133.00 | 121.50 | 96.50 |
| 2021-12-22 | 2220.00 | 2219.00 | 2261.50 | 2190.00 | 2104.50 | 2116.00 | 2131.50 | 2103.00 | 115.50 | 103.00 | 130.00 | 87.00 |
| 2021-12-21 | 2174.00 | 2228.00 | 2239.50 | 2174.00 | 2112.50 | 2108.00 | 2138.00 | 2094.00 | 61.50 | 120.00 | 101.50 | 80.00 |
| 2021-12-20 | 2160.00 | 2174.00 | 2284.00 | 2151.00 | 2060.00 | 2100.50 | 2148.00 | 2060.00 | 100.00 | 73.50 | 136.00 | 91.00 |
| 2021-12-17 | 2140.00 | 2168.00 | 2185.00 | 2128.00 | 2067.00 | 2072.50 | 2082.00 | 2052.50 | 73.00 | 95.50 | 103.00 | 75.50 |
| 2021-12-16 | 2026.50 | 2139.50 | 2143.00 | 2020.00 | 2015.00 | 2067.00 | 2077.00 | 2014.50 | 11.50 | 72.50 | 66.00 | 5.50 |
| 2021-12-15 | 2022.00 | 2036.00 | 2071.50 | 2010.00 | 2010.00 | 2022.00 | 2048.00 | 2010.00 | 12.00 | 14.00 | 23.50 | 0.00 |
| 2021-12-14 | 2050.00 | 2015.00 | 2077.00 | 1993.00 | 2082.00 | 2015.00 | 2095.00 | 2008.00 | -32.00 | 0.00 | -18.00 | -15.00 |
| 2021-12-13 | 1930.00 | 2034.50 | 2050.00 | 1883.00 | 2000.00 | 2081.00 | 2086.00 | 1990.50 | -70.00 | -46.50 | -36.00 | -107.50 |
| 2021-12-10 | 2000.00 | 1934.50 | 2055.50 | 1933.00 | 2052.00 | 2023.00 | 2099.00 | 2023.00 | -52.00 | -88.50 | -43.50 | -90.00 |
| 2021-12-09 | 2055.50 | 2044.00 | 2096.50 | 2014.50 | 2091.00 | 2076.50 | 2115.00 | 2069.00 | -35.50 | -32.50 | -18.50 | -54.50 |
| 2021-12-08 | 2055.00 | 2055.50 | 2127.00 | 2032.00 | 2080.00 | 2104.00 | 2130.00 | 2071.00 | -25.00 | -48.50 | -3.00 | -39.00 |
| 2021-12-07 | 1950.00 | 2040.00 | 2066.00 | 1950.00 | 2075.00 | 2072.00 | 2104.00 | 2067.00 | -125.00 | -32.00 | -38.00 | -117.00 |
| 2021-12-06 | 1997.00 | 1930.00 | 2025.00 | 1890.00 | 2100.00 | 2058.00 | 2107.50 | 2037.00 | -103.00 | -128.00 | -82.50 | -147.00 |
| 2021-12-03 | 1877.50 | 1986.00 | 1997.00 | 1837.00 | 2025.00 | 2085.00 | 2105.00 | 2022.00 | -147.50 | -99.00 | -108.00 | -185.00 |
| 2021-12-02 | 2111.00 | 2054.00 | 2140.50 | 2051.00 | 1988.00 | 1877.50 | 2026.50 | 1873.00 | 123.00 | 176.50 | 114.00 | 178.00 |
| 2021-12-01 | 2116.50 | 2111.00 | 2126.00 | 2062.50 | 1888.00 | 1977.50 | 1998.50 | 1863.00 | 228.50 | 133.50 | 127.50 | 199.50 |
| 2021-11-30 | 2070.00 | 2110.50 | 2155.00 | 2070.00 | 1814.50 | 1887.00 | 1897.00 | 1802.00 | 255.50 | 223.50 | 258.00 | 268.00 |
| 2021-11-29 | 2000.00 | 2048.00 | 2088.00 | 1980.00 | 1708.00 | 1795.50 | 1848.00 | 1700.50 | 292.00 | 252.50 | 240.00 | 279.50 |
| 2021-11-26 | 2197.00 | 2010.00 | 2200.50 | 1981.50 | 1900.00 | 1738.50 | 1904.50 | 1724.00 | 297.00 | 271.50 | 296.00 | 257.50 |
| 2021-11-25 | 2149.00 | 2178.00 | 2224.50 | 2121.00 | 1890.00 | 1891.00 | 1948.00 | 1853.50 | 259.00 | 287.00 | 276.50 | 267.50 |
| 2021-11-24 | 1919.00 | 2149.00 | 2170.00 | 1919.00 | 1716.00 | 1907.00 | 1939.00 | 1716.00 | 203.00 | 242.00 | 231.00 | 203.00 |
| 2021-11-23 | 1875.00 | 1919.00 | 1968.00 | 1854.00 | 1651.00 | 1713.50 | 1760.00 | 1651.00 | 224.00 | 205.50 | 208.00 | 203.00 |
| 2021-11-22 | 1828.00 | 1855.50 | 1921.00 | 1783.00 | 1565.00 | 1663.00 | 1675.00 | 1540.00 | 263.00 | 192.50 | 246.00 | 243.00 |
| 2021-11-19 | 1860.00 | 1855.50 | 1913.00 | 1820.50 | 1545.00 | 1603.00 | 1658.00 | 1501.00 | 315.00 | 252.50 | 255.00 | 319.50 |
| 2021-11-18 | 1900.00 | 1845.50 | 1910.00 | 1820.00 | 1660.00 | 1556.00 | 1676.00 | 1553.00 | 240.00 | 289.50 | 234.00 | 267.00 |
| 2021-11-17 | 1850.00 | 1900.00 | 1976.00 | 1842.50 | 1666.00 | 1661.00 | 1724.00 | 1642.00 | 184.00 | 239.00 | 252.00 | 200.50 |
| 2021-11-16 | 1958.50 | 1873.50 | 1988.00 | 1866.50 | 1720.00 | 1671.00 | 1770.00 | 1670.50 | 238.50 | 202.50 | 218.00 | 196.00 |
| 2021-11-15 | 2098.00 | 1958.50 | 2160.00 | 1953.50 | 1735.00 | 1718.00 | 1807.50 | 1690.00 | 363.00 | 240.50 | 352.50 | 263.50 |
| 2021-11-12 | 2310.00 | 2199.50 | 2330.00 | 2191.00 | 1820.00 | 1754.00 | 1843.50 | 1751.00 | 490.00 | 445.50 | 486.50 | 440.00 |
| 2021-11-11 | 2240.50 | 2358.00 | 2431.50 | 2216.00 | 1740.00 | 1848.00 | 1885.00 | 1717.50 | 500.50 | 510.00 | 546.50 | 498.50 |
| 2021-11-10 | 2240.00 | 2240.50 | 2284.00 | 2152.50 | 1757.00 | 1723.00 | 1757.00 | 1643.00 | 483.00 | 517.50 | 527.00 | 509.50 |
| 2021-11-09 | 2372.50 | 2310.00 | 2380.00 | 2278.50 | 1804.00 | 1760.50 | 1804.00 | 1742.50 | 568.50 | 549.50 | 576.00 | 536.00 |
| 2021-11-08 | 2410.00 | 2380.00 | 2445.00 | 2316.50 | 1816.50 | 1805.50 | 1845.00 | 1762.00 | 593.50 | 574.50 | 600.00 | 554.50 |
| 2021-11-05 | 2389.50 | 2390.00 | 2447.00 | 2301.00 | 1825.00 | 1819.00 | 1859.00 | 1755.50 | 564.50 | 571.00 | 588.00 | 545.50 |
| 2021-11-04 | 2539.00 | 2378.00 | 2539.00 | 2308.00 | 1910.00 | 1811.00 | 1940.00 | 1778.50 | 629.00 | 567.00 | 599.00 | 529.50 |
| 2021-11-03 | 2198.50 | 2477.00 | 2506.50 | 2198.50 | 1720.00 | 1905.00 | 1928.50 | 1714.50 | 478.50 | 572.00 | 578.00 | 484.00 |
| 2021-11-02 | 2160.00 | 2205.00 | 2305.50 | 2038.00 | 1818.00 | 1715.00 | 1887.50 | 1607.00 | 342.00 | 490.00 | 418.00 | 431.00 |
| 2021-11-01 | 2268.00 | 2164.50 | 2293.00 | 2164.50 | 1880.00 | 1785.00 | 1933.00 | 1771.00 | 388.00 | 379.50 | 360.00 | 393.50 |
| 2021-10-29 | 2503.00 | 2268.00 | 2544.50 | 2173.50 | 1969.50 | 1905.00 | 2051.50 | 1825.00 | 533.50 | 363.00 | 493.00 | 348.50 |
| 2021-10-28 | 2503.00 | 2503.00 | 2650.00 | 2503.00 | 1949.00 | 1947.50 | 2077.50 | 1921.50 | 554.00 | 555.50 | 572.50 | 581.50 |
| 2021-10-27 | 2932.00 | 2703.50 | 2962.50 | 2703.50 | 2290.00 | 2095.50 | 2290.00 | 2095.50 | 642.00 | 608.00 | 672.50 | 608.00 |