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：
如果您对期货套利以及其它低风险投资感兴趣，可以关注我们的公众号：财有你我 ，加群交流。
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021-05-27 | 1735.00 | 1787.50 | 1806.00 | 1702.50 | 1746.50 | 1794.00 | 1810.50 | 1725.00 | -11.50 | -6.50 | -4.50 | -22.50 |
| 2021-05-26 | 1750.00 | 1744.50 | 1792.50 | 1736.00 | 1809.00 | 1746.50 | 1821.00 | 1746.50 | -59.00 | -2.00 | -28.50 | -10.50 |
| 2021-05-25 | 1725.00 | 1758.00 | 1802.50 | 1720.00 | 1813.00 | 1810.00 | 1842.50 | 1773.00 | -88.00 | -52.00 | -40.00 | -53.00 |
| 2021-05-24 | 1709.00 | 1723.00 | 1743.50 | 1638.00 | 1730.00 | 1773.00 | 1796.50 | 1710.50 | -21.00 | -50.00 | -53.00 | -72.50 |
| 2021-05-21 | 1778.00 | 1701.00 | 1785.50 | 1685.50 | 1748.00 | 1730.00 | 1752.00 | 1665.50 | 30.00 | -29.00 | 33.50 | 20.00 |
| 2021-05-20 | 1890.00 | 1782.50 | 1890.00 | 1782.50 | 1862.00 | 1748.00 | 1862.00 | 1748.00 | 28.00 | 34.50 | 28.00 | 34.50 |
| 2021-05-19 | 1969.50 | 1927.00 | 1979.00 | 1903.50 | 1935.50 | 1890.50 | 1946.00 | 1866.50 | 34.00 | 36.50 | 33.00 | 37.00 |
| 2021-05-18 | 1967.00 | 1967.50 | 1991.00 | 1930.00 | 1935.00 | 1942.50 | 1960.50 | 1909.50 | 32.00 | 25.00 | 30.50 | 20.50 |
| 2021-05-17 | 1943.00 | 1967.00 | 2000.00 | 1929.00 | 1930.00 | 1938.50 | 1972.00 | 1896.00 | 13.00 | 28.50 | 28.00 | 33.00 |
| 2021-05-14 | 1988.00 | 1922.00 | 2011.00 | 1862.00 | 1934.00 | 1900.50 | 1967.00 | 1835.00 | 54.00 | 21.50 | 44.00 | 27.00 |
| 2021-05-13 | 2080.00 | 1988.00 | 2090.50 | 1922.00 | 2017.00 | 1934.00 | 2021.00 | 1854.00 | 63.00 | 54.00 | 69.50 | 68.00 |
| 2021-05-12 | 2031.00 | 2111.50 | 2138.50 | 2006.00 | 1949.00 | 2037.50 | 2061.50 | 1937.50 | 82.00 | 74.00 | 77.00 | 68.50 |
| 2021-05-11 | 2068.00 | 2027.50 | 2072.50 | 1963.50 | 1991.00 | 1949.00 | 1992.50 | 1892.00 | 77.00 | 78.50 | 80.00 | 71.50 |
| 2021-05-10 | 1940.00 | 2062.00 | 2062.00 | 1896.00 | 1869.50 | 1993.50 | 1996.00 | 1822.00 | 70.50 | 68.50 | 66.00 | 74.00 |
| 2021-05-07 | 1912.00 | 1939.50 | 1941.50 | 1889.50 | 1860.00 | 1875.00 | 1879.00 | 1828.50 | 52.00 | 64.50 | 62.50 | 61.00 |
| 2021-05-06 | 1804.00 | 1912.00 | 1912.00 | 1804.00 | 1755.00 | 1851.50 | 1857.50 | 1751.50 | 49.00 | 60.50 | 54.50 | 52.50 |
| 2021-04-30 | 1775.50 | 1773.00 | 1792.50 | 1737.50 | 1710.00 | 1726.00 | 1742.00 | 1694.00 | 65.50 | 47.00 | 50.50 | 43.50 |
| 2021-04-29 | 1752.00 | 1766.50 | 1792.00 | 1727.00 | 1660.00 | 1666.00 | 1692.00 | 1640.00 | 92.00 | 100.50 | 100.00 | 87.00 |
| 2021-04-28 | 1779.00 | 1757.00 | 1789.50 | 1752.00 | 1646.00 | 1619.00 | 1654.50 | 1613.50 | 133.00 | 138.00 | 135.00 | 138.50 |
| 2021-04-27 | 1797.00 | 1784.00 | 1799.00 | 1770.00 | 1664.00 | 1641.50 | 1689.50 | 1640.00 | 133.00 | 142.50 | 109.50 | 130.00 |
| 2021-04-26 | 1750.00 | 1789.00 | 1823.00 | 1745.00 | 1629.00 | 1664.00 | 1679.50 | 1629.00 | 121.00 | 125.00 | 143.50 | 116.00 |
| 2021-04-23 | 1756.00 | 1744.50 | 1767.00 | 1730.50 | 1630.00 | 1628.50 | 1649.50 | 1618.50 | 126.00 | 116.00 | 117.50 | 112.00 |
| 2021-04-22 | 1708.50 | 1752.00 | 1770.00 | 1706.00 | 1610.50 | 1633.00 | 1654.50 | 1610.50 | 98.00 | 119.00 | 115.50 | 95.50 |
| 2021-04-21 | 1731.50 | 1710.50 | 1737.50 | 1698.50 | 1639.50 | 1619.50 | 1646.00 | 1607.50 | 92.00 | 91.00 | 91.50 | 91.00 |
| 2021-04-20 | 1651.00 | 1643.50 | 1667.00 | 1637.00 | 1731.00 | 1739.50 | 1756.00 | 1725.00 | -80.00 | -96.00 | -89.00 | -88.00 |
| 2021-04-19 | 1684.50 | 1655.00 | 1702.50 | 1634.00 | 1743.50 | 1731.00 | 1776.50 | 1723.50 | -59.00 | -76.00 | -74.00 | -89.50 |
| 2021-04-16 | 1600.50 | 1684.00 | 1703.50 | 1583.50 | 1694.50 | 1740.00 | 1745.00 | 1678.50 | -94.00 | -56.00 | -41.50 | -95.00 |
| 2021-04-15 | 1597.00 | 1600.50 | 1606.50 | 1567.00 | 1673.00 | 1681.50 | 1691.00 | 1670.00 | -76.00 | -81.00 | -84.50 | -103.00 |
| 2021-04-14 | 1595.50 | 1603.00 | 1617.50 | 1574.00 | 1661.00 | 1672.50 | 1680.00 | 1638.00 | -65.50 | -69.50 | -62.50 | -64.00 |
| 2021-04-13 | 1599.00 | 1602.00 | 1614.00 | 1555.50 | 1645.00 | 1658.00 | 1659.50 | 1623.00 | -46.00 | -56.00 | -45.50 | -67.50 |
| 2021-04-12 | 1576.00 | 1599.00 | 1612.00 | 1565.50 | 1609.00 | 1639.00 | 1640.00 | 1599.00 | -33.00 | -40.00 | -28.00 | -33.50 |
| 2021-04-09 | 1552.50 | 1573.00 | 1598.50 | 1552.50 | 1612.50 | 1609.00 | 1632.50 | 1603.00 | -60.00 | -36.00 | -34.00 | -50.50 |
| 2021-04-08 | 1593.00 | 1556.50 | 1608.00 | 1551.00 | 1654.50 | 1613.00 | 1656.00 | 1605.00 | -61.50 | -56.50 | -48.00 | -54.00 |
| 2021-04-07 | 1592.00 | 1585.00 | 1594.50 | 1545.50 | 1662.00 | 1644.00 | 1669.00 | 1612.50 | -70.00 | -59.00 | -74.50 | -67.00 |
| 2021-04-06 | 1565.50 | 1594.00 | 1620.50 | 1565.00 | 1651.50 | 1667.00 | 1676.50 | 1638.50 | -86.00 | -73.00 | -56.00 | -73.50 |
| 2021-04-02 | 1590.00 | 1570.00 | 1614.00 | 1563.50 | 1637.50 | 1638.50 | 1657.00 | 1620.50 | -47.50 | -68.50 | -43.00 | -57.00 |
| 2021-04-01 | 1655.00 | 1591.00 | 1669.00 | 1575.50 | 1660.00 | 1632.00 | 1673.00 | 1608.00 | -5.00 | -41.00 | -4.00 | -32.50 |
| 2021-03-31 | 1654.50 | 1659.00 | 1676.00 | 1632.00 | 1682.00 | 1660.00 | 1686.00 | 1632.00 | -27.50 | -1.00 | -10.00 | 0.00 |
| 2021-03-30 | 1645.50 | 1648.00 | 1687.50 | 1645.00 | 1650.00 | 1672.50 | 1698.00 | 1648.50 | -4.50 | -24.50 | -10.50 | -3.50 |
| 2021-03-29 | 1560.00 | 1645.50 | 1677.00 | 1552.50 | 1566.50 | 1651.00 | 1682.50 | 1564.50 | -6.50 | -5.50 | -5.50 | -12.00 |
| 2021-03-26 | 1550.00 | 1560.00 | 1561.00 | 1526.00 | 1548.00 | 1572.00 | 1576.00 | 1530.50 | 2.00 | -12.00 | -15.00 | -4.50 |
| 2021-03-25 | 1539.50 | 1549.00 | 1581.00 | 1537.00 | 1534.00 | 1550.00 | 1575.00 | 1534.00 | 5.50 | -1.00 | 6.00 | 3.00 |
| 2021-03-24 | 1545.00 | 1539.50 | 1557.50 | 1515.00 | 1537.50 | 1540.00 | 1545.50 | 1501.00 | 7.50 | -0.50 | 12.00 | 14.00 |
| 2021-03-23 | 1549.00 | 1548.00 | 1569.50 | 1545.50 | 1528.00 | 1537.00 | 1548.50 | 1522.00 | 21.00 | 11.00 | 21.00 | 23.50 |
| 2021-03-22 | 1603.00 | 1547.50 | 1614.50 | 1536.00 | 1547.00 | 1521.50 | 1570.50 | 1516.00 | 56.00 | 26.00 | 44.00 | 20.00 |
| 2021-03-19 | 1591.00 | 1598.00 | 1638.00 | 1579.50 | 1541.00 | 1548.00 | 1592.50 | 1534.00 | 50.00 | 50.00 | 45.50 | 45.50 |
| 2021-03-18 | 1602.50 | 1587.50 | 1603.50 | 1568.00 | 1570.00 | 1547.00 | 1570.00 | 1536.00 | 32.50 | 40.50 | 33.50 | 32.00 |
| 2021-03-17 | 1541.50 | 1602.50 | 1605.00 | 1540.00 | 1520.00 | 1567.50 | 1567.50 | 1517.50 | 21.50 | 35.00 | 37.50 | 22.50 |
| 2021-03-16 | 1490.00 | 1537.50 | 1555.00 | 1485.00 | 1465.00 | 1516.00 | 1527.50 | 1460.00 | 25.00 | 21.50 | 27.50 | 25.00 |
| 2021-03-15 | 1507.00 | 1485.50 | 1521.00 | 1466.50 | 1478.00 | 1461.50 | 1485.00 | 1439.50 | 29.00 | 24.00 | 36.00 | 27.00 |
| 2021-03-12 | 1543.50 | 1505.00 | 1559.50 | 1492.50 | 1492.00 | 1473.50 | 1514.50 | 1461.50 | 51.50 | 31.50 | 45.00 | 31.00 |
| 2021-03-11 | 1520.50 | 1543.50 | 1561.50 | 1496.50 | 1462.00 | 1497.50 | 1513.50 | 1453.50 | 58.50 | 46.00 | 48.00 | 43.00 |
| 2021-03-10 | 1462.00 | 1516.50 | 1530.00 | 1451.50 | 1470.00 | 1466.00 | 1488.50 | 1428.00 | -8.00 | 50.50 | 41.50 | 23.50 |
| 2021-03-09 | 1509.50 | 1467.00 | 1513.00 | 1462.50 | 1499.50 | 1448.00 | 1499.50 | 1445.00 | 10.00 | 19.00 | 13.50 | 17.50 |
| 2021-03-08 | 1486.00 | 1509.50 | 1557.00 | 1482.50 | 1469.00 | 1489.50 | 1527.00 | 1466.50 | 17.00 | 20.00 | 30.00 | 16.00 |
| 2021-03-05 | 1502.00 | 1481.50 | 1502.00 | 1449.00 | 1485.00 | 1465.50 | 1485.00 | 1431.00 | 17.00 | 16.00 | 17.00 | 18.00 |
| 2021-03-04 | 1525.00 | 1503.00 | 1526.00 | 1485.00 | 1524.00 | 1485.50 | 1524.00 | 1469.00 | 1.00 | 17.50 | 2.00 | 16.00 |
| 2021-03-03 | 1495.50 | 1524.50 | 1529.50 | 1475.50 | 1490.00 | 1511.50 | 1513.50 | 1464.00 | 5.50 | 13.00 | 16.00 | 11.50 |
| 2021-03-02 | 1401.00 | 1490.00 | 1493.00 | 1390.00 | 1380.00 | 1483.50 | 1484.50 | 1378.00 | 21.00 | 6.50 | 8.50 | 12.00 |
| 2021-03-01 | 1472.00 | 1402.00 | 1498.50 | 1387.00 | 1451.00 | 1388.50 | 1484.00 | 1379.00 | 21.00 | 13.50 | 14.50 | 8.00 |
| 2021-02-26 | 1525.00 | 1474.00 | 1525.00 | 1451.50 | 1497.00 | 1459.00 | 1510.50 | 1444.50 | 28.00 | 15.00 | 14.50 | 7.00 |
| 2021-02-25 | 1485.00 | 1527.50 | 1539.00 | 1477.50 | 1460.50 | 1505.00 | 1526.00 | 1460.50 | 24.50 | 22.50 | 13.00 | 17.00 |
| 2021-02-24 | 1460.00 | 1483.00 | 1487.50 | 1455.50 | 1457.50 | 1469.50 | 1475.00 | 1440.50 | 2.50 | 13.50 | 12.50 | 15.00 |
| 2021-02-23 | 1505.00 | 1461.50 | 1506.50 | 1455.00 | 1495.00 | 1448.50 | 1495.00 | 1443.50 | 10.00 | 13.00 | 11.50 | 11.50 |
| 2021-02-22 | 1562.50 | 1505.00 | 1567.00 | 1487.00 | 1545.00 | 1486.00 | 1545.00 | 1469.00 | 17.50 | 19.00 | 22.00 | 18.00 |
| 2021-02-19 | 1602.50 | 1567.50 | 1603.50 | 1556.50 | 1553.50 | 1543.50 | 1561.50 | 1517.00 | 49.00 | 24.00 | 42.00 | 39.50 |
| 2021-02-18 | 1570.00 | 1608.50 | 1608.50 | 1551.00 | 1510.50 | 1563.00 | 1570.50 | 1497.00 | 59.50 | 45.50 | 38.00 | 54.00 |
| 2021-02-10 | 1559.50 | 1547.00 | 1560.00 | 1525.50 | 1500.00 | 1488.00 | 1512.00 | 1472.00 | 59.50 | 59.00 | 48.00 | 53.50 |
| 2021-02-09 | 1533.50 | 1553.50 | 1578.50 | 1527.50 | 1494.50 | 1509.00 | 1533.00 | 1484.50 | 39.00 | 44.50 | 45.50 | 43.00 |
| 2021-02-08 | 1508.50 | 1528.00 | 1548.00 | 1502.00 | 1468.00 | 1487.50 | 1517.50 | 1468.00 | 40.50 | 40.50 | 30.50 | 34.00 |
| 2021-02-05 | 1511.00 | 1513.00 | 1542.50 | 1496.00 | 1481.00 | 1495.00 | 1515.50 | 1469.50 | 30.00 | 18.00 | 27.00 | 26.50 |
| 2021-02-04 | 1454.00 | 1509.50 | 1510.00 | 1445.50 | 1435.50 | 1481.00 | 1481.00 | 1428.00 | 18.50 | 28.50 | 29.00 | 17.50 |
| 2021-02-03 | 1471.00 | 1452.50 | 1496.00 | 1438.00 | 1455.00 | 1435.50 | 1477.00 | 1422.50 | 16.00 | 17.00 | 19.00 | 15.50 |
| 2021-02-02 | 1500.00 | 1465.50 | 1505.50 | 1463.00 | 1610.00 | 1570.00 | 1612.00 | 1564.50 | -110.00 | -104.50 | -106.50 | -101.50 |
| 2021-02-01 | 1509.00 | 1499.50 | 1525.00 | 1488.50 | 1569.00 | 1607.50 | 1618.00 | 1569.00 | -60.00 | -108.00 | -93.00 | -80.50 |
| 2021-01-29 | 1565.00 | 1510.00 | 1567.00 | 1490.00 | 1630.00 | 1578.00 | 1630.00 | 1570.50 | -65.00 | -68.00 | -63.00 | -80.50 |
| 2021-01-28 | 1601.50 | 1565.50 | 1601.50 | 1557.00 | 1634.00 | 1626.50 | 1662.50 | 1608.00 | -32.50 | -61.00 | -61.00 | -51.00 |
| 2021-01-27 | 1581.00 | 1601.50 | 1608.50 | 1551.50 | 1614.00 | 1639.50 | 1647.00 | 1576.00 | -33.00 | -38.00 | -38.50 | -24.50 |
| 2021-01-26 | 1635.50 | 1581.50 | 1645.00 | 1580.00 | 1655.00 | 1616.50 | 1665.50 | 1614.50 | -19.50 | -35.00 | -20.50 | -34.50 |
| 2021-01-25 | 1620.00 | 1631.50 | 1645.00 | 1583.50 | 1650.00 | 1649.50 | 1669.50 | 1623.00 | -30.00 | -18.00 | -24.50 | -39.50 |
| 2021-01-22 | 1651.00 | 1623.00 | 1662.00 | 1601.00 | 1674.00 | 1657.00 | 1691.00 | 1631.50 | -23.00 | -34.00 | -29.00 | -30.50 |
| 2021-01-21 | 1623.00 | 1653.50 | 1672.00 | 1615.00 | 1628.00 | 1672.00 | 1692.00 | 1619.00 | -5.00 | -18.50 | -20.00 | -4.00 |
| 2021-01-20 | 1657.50 | 1630.00 | 1666.50 | 1603.00 | 1655.00 | 1629.00 | 1697.00 | 1615.50 | 2.50 | 1.00 | -30.50 | -12.50 |
| 2021-01-19 | 1701.00 | 1657.50 | 1713.50 | 1645.50 | 1784.00 | 1648.00 | 1784.00 | 1636.00 | -83.00 | 9.50 | -70.50 | 9.50 |
| 2021-01-18 | 1727.00 | 1707.00 | 1747.50 | 1700.00 | 1759.50 | 1776.00 | 1797.50 | 1750.00 | -32.50 | -69.00 | -50.00 | -50.00 |
| 2021-01-15 | 1668.00 | 1727.00 | 1766.50 | 1668.00 | 1666.00 | 1759.50 | 1785.50 | 1666.00 | 2.00 | -32.50 | -19.00 | 2.00 |
| 2021-01-14 | 1651.00 | 1666.00 | 1673.00 | 1636.00 | 1647.00 | 1672.00 | 1673.50 | 1624.00 | 4.00 | -6.00 | -0.50 | 12.00 |
| 2021-01-13 | 1734.00 | 1651.50 | 1751.50 | 1626.00 | 1710.00 | 1635.00 | 1714.00 | 1608.50 | 24.00 | 16.50 | 37.50 | 17.50 |
| 2021-01-12 | 1782.50 | 1734.50 | 1786.50 | 1715.00 | 1727.50 | 1699.00 | 1729.00 | 1665.50 | 55.00 | 35.50 | 57.50 | 49.50 |
| 2021-01-11 | 1775.00 | 1781.50 | 1807.50 | 1749.00 | 1710.00 | 1725.00 | 1742.00 | 1688.00 | 65.00 | 56.50 | 65.50 | 61.00 |
| 2021-01-08 | 1730.00 | 1772.00 | 1825.50 | 1707.00 | 1674.00 | 1705.00 | 1747.00 | 1647.00 | 56.00 | 67.00 | 78.50 | 60.00 |
| 2021-01-07 | 1694.00 | 1729.50 | 1734.00 | 1687.00 | 1645.00 | 1672.50 | 1674.00 | 1636.00 | 49.00 | 57.00 | 60.00 | 51.00 |
| 2021-01-06 | 1709.50 | 1698.00 | 1731.00 | 1673.50 | 1612.00 | 1600.50 | 1629.50 | 1581.50 | 97.50 | 97.50 | 101.50 | 92.00 |
| 2021-01-05 | 1645.50 | 1709.50 | 1720.50 | 1645.50 | 1592.50 | 1623.50 | 1628.00 | 1578.00 | 53.00 | 86.00 | 92.50 | 67.50 |
| 2021-01-04 | 1622.50 | 1688.00 | 1716.50 | 1622.00 | 1530.00 | 1602.50 | 1617.00 | 1523.50 | 92.50 | 85.50 | 99.50 | 98.50 |
| 2020-12-31 | 1648.00 | 1629.00 | 1659.50 | 1617.00 | 1538.00 | 1532.50 | 1554.00 | 1514.00 | 110.00 | 96.50 | 105.50 | 103.00 |
| 2020-12-30 | 1659.00 | 1640.50 | 1674.00 | 1618.00 | 1576.00 | 1535.50 | 1583.50 | 1529.50 | 83.00 | 105.00 | 90.50 | 88.50 |
| 2020-12-29 | 1700.00 | 1661.00 | 1733.00 | 1644.00 | 1637.00 | 1579.00 | 1649.50 | 1562.00 | 63.00 | 82.00 | 83.50 | 82.00 |
| 2020-12-28 | 1690.00 | 1712.50 | 1744.50 | 1663.50 | 1644.00 | 1641.50 | 1673.00 | 1603.00 | 46.00 | 71.00 | 71.50 | 60.50 |
| 2020-12-25 | 1629.50 | 1689.00 | 1692.00 | 1605.00 | 1584.00 | 1638.00 | 1645.00 | 1564.00 | 45.50 | 51.00 | 47.00 | 41.00 |