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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021-10-26 | 2976.00 | 2950.50 | 3066.00 | 2850.00 | 2310.00 | 2276.00 | 2398.00 | 2210.00 | 666.00 | 674.50 | 668.00 | 640.00 |
| 2021-10-25 | 2905.00 | 2970.50 | 3046.00 | 2802.00 | 2357.00 | 2310.00 | 2419.00 | 2269.00 | 548.00 | 660.50 | 627.00 | 533.00 |
| 2021-10-22 | 3050.00 | 2875.00 | 3230.50 | 2781.50 | 2501.00 | 2328.00 | 2569.00 | 2289.00 | 549.00 | 547.00 | 661.50 | 492.50 |
| 2021-10-21 | 3150.00 | 3109.00 | 3405.00 | 3109.00 | 2720.00 | 2630.50 | 2774.00 | 2630.50 | 430.00 | 478.50 | 631.00 | 478.50 |
| 2021-10-20 | 3670.00 | 3441.50 | 3710.00 | 3441.50 | 3055.00 | 2906.00 | 3129.00 | 2906.00 | 615.00 | 535.50 | 581.00 | 535.50 |
| 2021-10-19 | 3853.00 | 3729.00 | 3878.50 | 3690.00 | 3228.00 | 3135.50 | 3252.50 | 3113.00 | 625.00 | 593.50 | 626.00 | 577.00 |
| 2021-10-18 | 3608.00 | 3847.00 | 3869.00 | 3535.00 | 3030.00 | 3230.50 | 3236.50 | 2902.50 | 578.00 | 616.50 | 632.50 | 632.50 |
| 2021-10-15 | 3493.00 | 3614.00 | 3639.00 | 3464.00 | 2910.00 | 3033.00 | 3075.00 | 2885.00 | 583.00 | 581.00 | 564.00 | 579.00 |
| 2021-10-14 | 3470.00 | 3471.50 | 3498.50 | 3300.00 | 2880.00 | 2905.50 | 2933.00 | 2774.00 | 590.00 | 566.00 | 565.50 | 526.00 |
| 2021-10-13 | 3465.50 | 3475.00 | 3618.00 | 3226.00 | 2900.00 | 2892.50 | 3138.00 | 2782.00 | 565.50 | 582.50 | 480.00 | 444.00 |
| 2021-10-12 | 3409.00 | 3465.50 | 3532.50 | 3377.00 | 2870.00 | 2895.00 | 2970.00 | 2844.50 | 539.00 | 570.50 | 562.50 | 532.50 |
| 2021-10-11 | 3145.00 | 3409.00 | 3428.00 | 3143.00 | 2677.00 | 2874.00 | 2914.50 | 2670.00 | 468.00 | 535.00 | 513.50 | 473.00 |
| 2021-10-08 | 3232.00 | 3157.00 | 3337.00 | 3105.00 | 2793.00 | 2677.00 | 2860.00 | 2650.50 | 439.00 | 480.00 | 477.00 | 454.50 |
| 2021-09-30 | 3020.50 | 3290.50 | 3290.50 | 3010.00 | 2528.00 | 2781.50 | 2781.50 | 2500.00 | 492.50 | 509.00 | 509.00 | 510.00 |
| 2021-09-29 | 2992.00 | 3012.00 | 3093.50 | 2945.00 | 2515.00 | 2526.50 | 2640.50 | 2478.50 | 477.00 | 485.50 | 453.00 | 466.50 |
| 2021-09-28 | 2840.50 | 2992.00 | 3000.00 | 2840.00 | 2460.00 | 2514.50 | 2542.50 | 2440.00 | 380.50 | 477.50 | 457.50 | 400.00 |
| 2021-09-27 | 2836.00 | 2854.00 | 2925.00 | 2750.00 | 2361.00 | 2450.00 | 2499.00 | 2305.00 | 475.00 | 404.00 | 426.00 | 445.00 |
| 2021-09-24 | 2990.00 | 2800.00 | 2990.00 | 2775.50 | 2490.00 | 2360.50 | 2490.00 | 2338.00 | 500.00 | 439.50 | 500.00 | 437.50 |
| 2021-09-23 | 2937.00 | 3002.00 | 3044.00 | 2930.00 | 2428.00 | 2505.00 | 2549.00 | 2421.00 | 509.00 | 497.00 | 495.00 | 509.00 |
| 2021-09-22 | 2661.00 | 2928.00 | 2928.50 | 2661.00 | 2240.00 | 2428.00 | 2432.00 | 2200.00 | 421.00 | 500.00 | 496.50 | 461.00 |
| 2021-09-17 | 2683.50 | 2693.00 | 2745.00 | 2630.00 | 2232.00 | 2240.00 | 2276.50 | 2199.50 | 451.50 | 453.00 | 468.50 | 430.50 |
| 2021-09-16 | 2760.00 | 2683.50 | 2880.00 | 2670.00 | 2303.00 | 2228.00 | 2403.00 | 2212.00 | 457.00 | 455.50 | 477.00 | 458.00 |
| 2021-09-15 | 2680.50 | 2743.50 | 2800.00 | 2626.00 | 2368.00 | 2301.50 | 2386.50 | 2230.00 | 312.50 | 442.00 | 413.50 | 396.00 |
| 2021-09-14 | 2764.00 | 2702.50 | 2817.50 | 2670.00 | 2395.00 | 2355.00 | 2455.50 | 2322.50 | 369.00 | 347.50 | 362.00 | 347.50 |
| 2021-09-13 | 2844.50 | 2764.00 | 2938.00 | 2750.00 | 3280.00 | 3162.50 | 3348.00 | 3150.00 | -435.50 | -398.50 | -410.00 | -400.00 |
| 2021-09-10 | 3040.00 | 2826.50 | 3099.00 | 2779.00 | 3491.50 | 3312.00 | 3573.00 | 3235.50 | -451.50 | -485.50 | -474.00 | -456.50 |
| 2021-09-09 | 2855.00 | 3049.50 | 3071.50 | 2844.50 | 3380.00 | 3540.00 | 3573.50 | 3340.00 | -525.00 | -490.50 | -502.00 | -495.50 |
| 2021-09-08 | 2887.00 | 2855.00 | 2900.50 | 2796.50 | 3355.00 | 3349.00 | 3382.00 | 3280.00 | -468.00 | -494.00 | -481.50 | -483.50 |
| 2021-09-07 | 2787.00 | 2907.50 | 2915.00 | 2787.00 | 3450.00 | 3512.50 | 3531.00 | 3397.00 | -663.00 | -605.00 | -616.00 | -610.00 |
| 2021-09-06 | 2611.00 | 2778.00 | 2818.00 | 2588.00 | 3239.00 | 3439.00 | 3447.50 | 3229.50 | -628.00 | -661.00 | -629.50 | -641.50 |
| 2021-09-03 | 2630.00 | 2615.00 | 2660.00 | 2575.00 | 2953.00 | 2988.50 | 2995.00 | 2891.00 | -323.00 | -373.50 | -335.00 | -316.00 |
| 2021-09-02 | 2540.00 | 2669.00 | 2669.00 | 2513.00 | 2792.00 | 2933.00 | 2933.00 | 2787.00 | -252.00 | -264.00 | -264.00 | -274.00 |
| 2021-09-01 | 2460.00 | 2511.50 | 2520.00 | 2437.00 | 2647.50 | 2792.00 | 2792.50 | 2645.00 | -187.50 | -280.50 | -272.50 | -208.00 |
| 2021-08-31 | 2495.00 | 2460.00 | 2524.50 | 2425.00 | 2700.00 | 2657.00 | 2711.50 | 2607.00 | -205.00 | -197.00 | -187.00 | -182.00 |
| 2021-08-30 | 2550.00 | 2495.00 | 2560.00 | 2428.00 | 2750.00 | 2680.50 | 2780.00 | 2625.50 | -200.00 | -185.50 | -220.00 | -197.50 |
| 2021-08-27 | 2506.00 | 2523.00 | 2550.00 | 2453.00 | 2801.00 | 2846.50 | 2853.50 | 2781.00 | -295.00 | -323.50 | -303.50 | -328.00 |
| 2021-08-26 | 2601.00 | 2536.50 | 2624.50 | 2502.00 | 2890.00 | 2841.00 | 2948.00 | 2814.50 | -289.00 | -304.50 | -323.50 | -312.50 |
| 2021-08-25 | 2474.00 | 2589.00 | 2606.50 | 2472.00 | 2791.00 | 2883.50 | 2893.00 | 2791.00 | -317.00 | -294.50 | -286.50 | -319.00 |
| 2021-08-24 | 2465.00 | 2465.00 | 2571.00 | 2443.00 | 2930.00 | 2783.50 | 2980.00 | 2777.50 | -465.00 | -318.50 | -409.00 | -334.50 |
| 2021-08-23 | 2221.00 | 2421.00 | 2421.00 | 2221.00 | 2784.50 | 2945.00 | 2994.00 | 2743.50 | -563.50 | -524.00 | -573.00 | -522.50 |
| 2021-08-20 | 2267.00 | 2238.00 | 2283.00 | 2200.50 | 2610.00 | 2674.00 | 2676.00 | 2574.00 | -343.00 | -436.00 | -393.00 | -373.50 |
| 2021-08-19 | 2185.00 | 2287.00 | 2320.00 | 2150.00 | 2442.50 | 2632.50 | 2632.50 | 2384.50 | -257.50 | -345.50 | -312.50 | -234.50 |
| 2021-08-18 | 2242.00 | 2195.50 | 2264.00 | 2173.50 | 2468.00 | 2550.50 | 2568.00 | 2468.00 | -226.00 | -355.00 | -304.00 | -294.50 |
| 2021-08-17 | 2168.50 | 2239.00 | 2242.00 | 2157.00 | 2408.00 | 2465.00 | 2466.50 | 2400.00 | -239.50 | -226.00 | -224.50 | -243.00 |
| 2021-08-16 | 2184.00 | 2180.00 | 2276.00 | 2177.00 | 2376.00 | 2408.00 | 2450.00 | 2376.00 | -192.00 | -228.00 | -174.00 | -199.00 |
| 2021-08-13 | 2210.00 | 2184.50 | 2243.00 | 2152.50 | 2382.50 | 2389.00 | 2410.00 | 2350.50 | -172.50 | -204.50 | -167.00 | -198.00 |
| 2021-08-12 | 2268.00 | 2205.50 | 2286.50 | 2205.00 | 2350.00 | 2371.50 | 2399.50 | 2341.50 | -82.00 | -166.00 | -113.00 | -136.50 |
| 2021-08-11 | 2200.00 | 2261.00 | 2264.50 | 2200.00 | 2344.00 | 2361.00 | 2379.00 | 2337.50 | -144.00 | -100.00 | -114.50 | -137.50 |
| 2021-08-10 | 2377.50 | 2344.00 | 2405.50 | 2327.00 | 2151.50 | 2198.00 | 2249.00 | 2145.50 | 226.00 | 146.00 | 156.50 | 181.50 |
| 2021-08-09 | 2374.50 | 2371.50 | 2424.00 | 2365.00 | 2096.00 | 2159.50 | 2176.50 | 2086.50 | 278.50 | 212.00 | 247.50 | 278.50 |
| 2021-08-06 | 2329.50 | 2374.50 | 2385.50 | 2298.50 | 2055.00 | 2094.50 | 2115.00 | 2019.00 | 274.50 | 280.00 | 270.50 | 279.50 |
| 2021-08-05 | 2313.50 | 2325.50 | 2358.00 | 2310.50 | 2055.00 | 2046.00 | 2130.50 | 2042.00 | 258.50 | 279.50 | 227.50 | 268.50 |
| 2021-08-04 | 2221.00 | 2313.50 | 2320.00 | 2219.00 | 1975.00 | 2056.50 | 2059.00 | 1974.00 | 246.00 | 257.00 | 261.00 | 245.00 |
| 2021-08-03 | 2290.00 | 2222.00 | 2305.00 | 2220.00 | 2055.00 | 1980.00 | 2078.50 | 1976.50 | 235.00 | 242.00 | 226.50 | 243.50 |
| 2021-08-02 | 2280.50 | 2289.00 | 2313.00 | 2230.00 | 2076.50 | 2055.50 | 2093.00 | 2010.50 | 204.00 | 233.50 | 220.00 | 219.50 |
| 2021-07-30 | 2258.00 | 2317.00 | 2333.00 | 2249.00 | 2095.00 | 2120.00 | 2143.00 | 2071.50 | 163.00 | 197.00 | 190.00 | 177.50 |
| 2021-07-29 | 2200.00 | 2256.00 | 2258.00 | 2187.00 | 2046.00 | 2093.50 | 2094.50 | 2041.00 | 154.00 | 162.50 | 163.50 | 146.00 |
| 2021-07-28 | 2135.00 | 2199.00 | 2205.00 | 2135.00 | 2025.00 | 2042.00 | 2049.50 | 2014.50 | 110.00 | 157.00 | 155.50 | 120.50 |
| 2021-07-27 | 2150.00 | 2135.00 | 2190.50 | 2125.00 | 2032.00 | 2019.50 | 2062.00 | 2011.00 | 118.00 | 115.50 | 128.50 | 114.00 |
| 2021-07-26 | 2106.00 | 2153.50 | 2172.50 | 2085.50 | 2000.00 | 2031.00 | 2051.00 | 1982.00 | 106.00 | 122.50 | 121.50 | 103.50 |
| 2021-07-23 | 2086.00 | 2115.50 | 2126.00 | 2076.00 | 2020.00 | 2018.00 | 2020.00 | 1981.50 | 66.00 | 97.50 | 106.00 | 94.50 |
| 2021-07-22 | 2085.00 | 2085.00 | 2098.50 | 2048.00 | 1988.00 | 1988.00 | 1996.00 | 1954.00 | 97.00 | 97.00 | 102.50 | 94.00 |
| 2021-07-21 | 2080.00 | 2090.00 | 2101.50 | 2056.00 | 1992.00 | 1987.00 | 2003.00 | 1958.50 | 88.00 | 103.00 | 98.50 | 97.50 |
| 2021-07-20 | 2031.00 | 2074.00 | 2097.50 | 2015.00 | 1955.00 | 1990.50 | 2003.50 | 1951.00 | 76.00 | 83.50 | 94.00 | 64.00 |
| 2021-07-19 | 2031.00 | 2040.50 | 2068.50 | 2003.00 | 1980.00 | 1986.50 | 2015.00 | 1953.00 | 51.00 | 54.00 | 53.50 | 50.00 |
| 2021-07-16 | 1994.00 | 2035.00 | 2061.00 | 1988.00 | 1897.00 | 1965.50 | 1988.00 | 1895.00 | 97.00 | 69.50 | 73.00 | 93.00 |
| 2021-07-15 | 1990.00 | 1986.50 | 2020.00 | 1963.00 | 1881.00 | 1894.50 | 1931.50 | 1860.50 | 109.00 | 92.00 | 88.50 | 102.50 |
| 2021-07-14 | 1962.00 | 1996.50 | 1998.00 | 1956.50 | 1850.00 | 1883.00 | 1883.00 | 1839.00 | 112.00 | 113.50 | 115.00 | 117.50 |
| 2021-07-13 | 1880.00 | 1959.50 | 1965.00 | 1876.00 | 1796.00 | 1858.00 | 1867.00 | 1794.00 | 84.00 | 101.50 | 98.00 | 82.00 |
| 2021-07-12 | 1870.00 | 1882.50 | 1899.00 | 1850.50 | 1781.00 | 1799.00 | 1813.50 | 1773.00 | 89.00 | 83.50 | 85.50 | 77.50 |
| 2021-07-09 | 1822.50 | 1856.50 | 1868.00 | 1818.00 | 1775.00 | 1780.00 | 1796.00 | 1764.00 | 47.50 | 76.50 | 72.00 | 54.00 |
| 2021-07-08 | 1935.00 | 1830.50 | 1943.50 | 1829.00 | 1847.00 | 1771.00 | 1858.50 | 1767.50 | 88.00 | 59.50 | 85.00 | 61.50 |
| 2021-07-07 | 1948.00 | 1932.00 | 1954.00 | 1909.00 | 1848.00 | 1851.00 | 1860.00 | 1827.50 | 100.00 | 81.00 | 94.00 | 81.50 |
| 2021-07-06 | 1980.00 | 1949.00 | 2007.50 | 1946.00 | 1870.00 | 1851.00 | 1918.00 | 1848.00 | 110.00 | 98.00 | 89.50 | 98.00 |
| 2021-07-05 | 1942.50 | 1970.50 | 1978.00 | 1924.00 | 1854.00 | 1887.50 | 1891.50 | 1840.00 | 88.50 | 83.00 | 86.50 | 84.00 |
| 2021-07-02 | 1910.00 | 1942.50 | 1949.00 | 1881.00 | 1848.00 | 1856.50 | 1862.50 | 1798.00 | 62.00 | 86.00 | 86.50 | 83.00 |
| 2021-07-01 | 1944.50 | 1910.00 | 1976.00 | 1907.50 | 1875.00 | 1852.00 | 1899.00 | 1849.00 | 69.50 | 58.00 | 77.00 | 58.50 |
| 2021-06-30 | 1938.00 | 1944.50 | 1973.00 | 1921.00 | 1879.00 | 1872.00 | 1895.00 | 1845.00 | 59.00 | 72.50 | 78.00 | 76.00 |
| 2021-06-29 | 1978.00 | 1943.50 | 1987.00 | 1940.00 | 1905.00 | 1879.00 | 1911.00 | 1872.50 | 73.00 | 64.50 | 76.00 | 67.50 |
| 2021-06-28 | 2045.00 | 1978.00 | 2067.00 | 1962.50 | 1945.00 | 1900.50 | 1968.50 | 1877.50 | 100.00 | 77.50 | 98.50 | 85.00 |
| 2021-06-25 | 2058.00 | 2045.00 | 2076.00 | 2029.50 | 1950.00 | 1955.00 | 1982.50 | 1942.50 | 108.00 | 90.00 | 93.50 | 87.00 |
| 2021-06-24 | 2040.00 | 2045.50 | 2073.50 | 2018.50 | 1946.50 | 1950.00 | 1980.50 | 1932.50 | 93.50 | 95.50 | 93.00 | 86.00 |
| 2021-06-23 | 1976.00 | 2037.00 | 2054.00 | 1968.00 | 1902.00 | 1946.50 | 1960.50 | 1895.50 | 74.00 | 90.50 | 93.50 | 72.50 |
| 2021-06-22 | 1931.00 | 1968.50 | 1983.50 | 1904.50 | 1870.00 | 1899.00 | 1908.50 | 1823.00 | 61.00 | 69.50 | 75.00 | 81.50 |
| 2021-06-21 | 1955.00 | 1937.50 | 1992.50 | 1920.50 | 1900.00 | 1869.00 | 1938.50 | 1861.50 | 55.00 | 68.50 | 54.00 | 59.00 |
| 2021-06-18 | 2010.00 | 1955.00 | 2067.50 | 1949.50 | 2008.00 | 1959.00 | 2063.00 | 1953.00 | 2.00 | -4.00 | 4.50 | -3.50 |
| 2021-06-17 | 1950.00 | 2009.50 | 2022.50 | 1935.50 | 1979.50 | 2008.00 | 2020.00 | 1935.00 | -29.50 | 1.50 | 2.50 | 0.50 |
| 2021-06-16 | 1968.50 | 1952.50 | 1994.00 | 1938.50 | 1915.00 | 1905.00 | 1943.00 | 1887.50 | 53.50 | 47.50 | 51.00 | 51.00 |
| 2021-06-15 | 1945.00 | 1955.50 | 1967.00 | 1907.00 | 1965.00 | 1915.00 | 1965.00 | 1868.50 | -20.00 | 40.50 | 2.00 | 38.50 |
| 2021-06-11 | 1880.00 | 1982.50 | 1984.00 | 1873.00 | 1835.00 | 1925.50 | 1963.50 | 1835.00 | 45.00 | 57.00 | 20.50 | 38.00 |
| 2021-06-10 | 1871.00 | 1865.00 | 1897.50 | 1864.50 | 1828.00 | 1822.50 | 1853.00 | 1813.00 | 43.00 | 42.50 | 44.50 | 51.50 |
| 2021-06-09 | 1853.50 | 1871.00 | 1895.50 | 1848.00 | 1790.00 | 1816.00 | 1840.00 | 1790.00 | 63.50 | 55.00 | 55.50 | 58.00 |
| 2021-06-08 | 1803.00 | 1852.50 | 1871.00 | 1799.00 | 1750.50 | 1787.50 | 1808.50 | 1739.50 | 52.50 | 65.00 | 62.50 | 59.50 |
| 2021-06-07 | 1857.00 | 1803.00 | 1885.50 | 1796.00 | 1816.00 | 1753.50 | 1839.00 | 1752.50 | 41.00 | 49.50 | 46.50 | 43.50 |
| 2021-06-04 | 1868.00 | 1850.00 | 1878.50 | 1800.00 | 1843.00 | 1814.50 | 1843.00 | 1767.50 | 25.00 | 35.50 | 35.50 | 32.50 |
| 2021-06-03 | 1859.00 | 1878.50 | 1924.50 | 1854.00 | 1825.00 | 1834.50 | 1883.50 | 1821.00 | 34.00 | 44.00 | 41.00 | 33.00 |
| 2021-06-02 | 1872.00 | 1859.00 | 1893.50 | 1837.00 | 1840.50 | 1817.50 | 1854.50 | 1804.00 | 31.50 | 41.50 | 39.00 | 33.00 |
| 2021-06-01 | 1759.00 | 1872.00 | 1873.00 | 1740.00 | 1750.50 | 1840.50 | 1845.00 | 1723.50 | 8.50 | 31.50 | 28.00 | 16.50 |
| 2021-05-31 | 1789.50 | 1767.00 | 1836.00 | 1749.50 | 1815.00 | 1748.00 | 1833.50 | 1732.00 | -25.50 | 19.00 | 2.50 | 17.50 |
| 2021-05-28 | 1787.50 | 1801.00 | 1824.00 | 1762.50 | 1790.00 | 1815.00 | 1815.00 | 1774.00 | -2.50 | -14.00 | 9.00 | -11.50 |