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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020-12-24 | 1627.00 | 1626.00 | 1653.00 | 1618.00 | 1550.00 | 1579.50 | 1592.00 | 1546.50 | 77.00 | 46.50 | 61.00 | 71.50 |
| 2020-12-23 | 1624.00 | 1627.00 | 1648.00 | 1579.00 | 1558.00 | 1549.00 | 1580.50 | 1511.00 | 66.00 | 78.00 | 67.50 | 68.00 |
| 2020-12-22 | 1670.00 | 1615.50 | 1701.00 | 1582.50 | 1607.50 | 1539.00 | 1628.50 | 1502.00 | 62.50 | 76.50 | 72.50 | 80.50 |
| 2020-12-21 | 1615.00 | 1683.00 | 1724.50 | 1608.00 | 1560.00 | 1615.00 | 1648.50 | 1541.00 | 55.00 | 68.00 | 76.00 | 67.00 |
| 2020-12-18 | 1574.00 | 1613.00 | 1637.00 | 1572.00 | 1517.00 | 1553.00 | 1563.50 | 1513.50 | 57.00 | 60.00 | 73.50 | 58.50 |
| 2020-12-17 | 1555.00 | 1567.50 | 1572.00 | 1532.50 | 1513.50 | 1506.50 | 1529.50 | 1502.50 | 41.50 | 61.00 | 42.50 | 30.00 |
| 2020-12-16 | 1509.00 | 1519.50 | 1544.00 | 1505.50 | 1502.00 | 1511.50 | 1537.00 | 1493.50 | 7.00 | 8.00 | 7.00 | 12.00 |
| 2020-12-15 | 1498.50 | 1512.00 | 1533.00 | 1498.50 | 1500.50 | 1505.50 | 1526.50 | 1485.00 | -2.00 | 6.50 | 6.50 | 13.50 |
| 2020-12-14 | 1513.50 | 1505.50 | 1536.00 | 1490.50 | 1553.00 | 1492.00 | 1564.00 | 1486.00 | -39.50 | 13.50 | -28.00 | 4.50 |
| 2020-12-11 | 1596.00 | 1521.50 | 1632.50 | 1502.50 | 1599.00 | 1561.00 | 1658.00 | 1523.00 | -3.00 | -39.50 | -25.50 | -20.50 |
| 2020-12-10 | 1619.00 | 1602.00 | 1644.00 | 1585.50 | 1530.00 | 1557.50 | 1568.00 | 1526.00 | 89.00 | 44.50 | 76.00 | 59.50 |
| 2020-12-09 | 1530.50 | 1619.50 | 1631.50 | 1526.00 | 1508.00 | 1596.50 | 1615.00 | 1506.00 | 22.50 | 23.00 | 16.50 | 20.00 |
| 2020-12-08 | 1528.50 | 1524.00 | 1546.50 | 1511.00 | 1490.50 | 1507.00 | 1525.00 | 1477.00 | 38.00 | 17.00 | 21.50 | 34.00 |
| 2020-12-07 | 1521.00 | 1530.50 | 1568.00 | 1520.50 | 1476.00 | 1498.00 | 1528.00 | 1468.50 | 45.00 | 32.50 | 40.00 | 52.00 |
| 2020-12-04 | 1515.00 | 1520.00 | 1528.50 | 1488.50 | 1485.00 | 1471.00 | 1485.00 | 1447.00 | 30.00 | 49.00 | 43.50 | 41.50 |
| 2020-12-03 | 1532.00 | 1521.50 | 1551.50 | 1508.00 | 1486.50 | 1480.50 | 1513.00 | 1466.50 | 45.50 | 41.00 | 38.50 | 41.50 |
| 2020-12-02 | 1474.50 | 1535.00 | 1536.00 | 1468.50 | 1458.00 | 1494.00 | 1502.00 | 1447.00 | 16.50 | 41.00 | 34.00 | 21.50 |
| 2020-12-01 | 1426.00 | 1474.00 | 1481.50 | 1425.00 | 1404.00 | 1458.00 | 1458.00 | 1394.00 | 22.00 | 16.00 | 23.50 | 31.00 |
| 2020-11-30 | 1433.00 | 1424.00 | 1442.50 | 1404.00 | 1403.50 | 1403.00 | 1420.00 | 1385.50 | 29.50 | 21.00 | 22.50 | 18.50 |
| 2020-11-27 | 1426.00 | 1431.50 | 1436.50 | 1420.00 | 1404.50 | 1403.50 | 1417.50 | 1401.00 | 21.50 | 28.00 | 19.00 | 19.00 |
| 2020-11-26 | 1422.50 | 1426.00 | 1429.50 | 1399.00 | 1411.00 | 1404.50 | 1411.00 | 1382.50 | 11.50 | 21.50 | 18.50 | 16.50 |
| 2020-11-25 | 1410.00 | 1424.50 | 1427.50 | 1393.50 | 1395.50 | 1409.00 | 1409.00 | 1380.00 | 14.50 | 15.50 | 18.50 | 13.50 |
| 2020-11-24 | 1367.00 | 1405.50 | 1418.00 | 1363.50 | 1341.00 | 1391.50 | 1401.00 | 1341.00 | 26.00 | 14.00 | 17.00 | 22.50 |
| 2020-11-23 | 1328.50 | 1364.50 | 1367.50 | 1327.00 | 1313.50 | 1344.00 | 1355.00 | 1313.50 | 15.00 | 20.50 | 12.50 | 13.50 |
| 2020-11-20 | 1312.00 | 1321.50 | 1325.00 | 1304.50 | 1297.50 | 1311.00 | 1313.00 | 1292.50 | 14.50 | 10.50 | 12.00 | 12.00 |
| 2020-11-19 | 1321.50 | 1312.00 | 1326.50 | 1301.00 | 1310.50 | 1297.50 | 1314.50 | 1293.00 | 11.00 | 14.50 | 12.00 | 8.00 |
| 2020-11-18 | 1317.00 | 1321.50 | 1329.50 | 1314.00 | 1305.50 | 1306.50 | 1325.50 | 1299.00 | 11.50 | 15.00 | 4.00 | 15.00 |
| 2020-11-17 | 1334.00 | 1317.00 | 1340.00 | 1313.00 | 1329.00 | 1305.50 | 1332.50 | 1295.00 | 5.00 | 11.50 | 7.50 | 18.00 |
| 2020-11-16 | 1366.50 | 1332.00 | 1373.50 | 1325.50 | 1354.00 | 1323.00 | 1357.00 | 1309.50 | 12.50 | 9.00 | 16.50 | 16.00 |
| 2020-11-13 | 1369.00 | 1369.00 | 1376.50 | 1354.50 | 1348.00 | 1353.00 | 1363.00 | 1335.50 | 21.00 | 16.00 | 13.50 | 19.00 |
| 2020-11-12 | 1353.00 | 1369.00 | 1369.00 | 1344.00 | 1340.00 | 1349.50 | 1350.00 | 1320.50 | 13.00 | 19.50 | 19.00 | 23.50 |
| 2020-11-11 | 1309.00 | 1354.50 | 1355.50 | 1304.00 | 1301.50 | 1337.00 | 1340.50 | 1280.00 | 7.50 | 17.50 | 15.00 | 24.00 |
| 2020-11-10 | 1313.00 | 1308.00 | 1324.00 | 1303.00 | 1314.00 | 1295.00 | 1321.50 | 1280.50 | -1.00 | 13.00 | 2.50 | 22.50 |
| 2020-11-09 | 1305.00 | 1311.00 | 1335.50 | 1304.00 | 1294.50 | 1288.00 | 1332.00 | 1287.50 | 10.50 | 23.00 | 3.50 | 16.50 |
| 2020-11-06 | 1305.00 | 1304.00 | 1317.00 | 1293.50 | 1285.00 | 1288.00 | 1314.50 | 1281.50 | 20.00 | 16.00 | 2.50 | 12.00 |
| 2020-11-05 | 1315.00 | 1306.50 | 1325.00 | 1302.50 | 1291.50 | 1291.50 | 1304.00 | 1276.00 | 23.50 | 15.00 | 21.00 | 26.50 |
| 2020-11-04 | 1336.00 | 1310.50 | 1348.00 | 1306.00 | 1292.00 | 1285.00 | 1323.50 | 1282.50 | 44.00 | 25.50 | 24.50 | 23.50 |
| 2020-11-03 | 1360.00 | 1336.00 | 1369.50 | 1334.50 | 1334.00 | 1301.50 | 1338.00 | 1300.00 | 26.00 | 34.50 | 31.50 | 34.50 |
| 2020-11-02 | 1356.50 | 1365.50 | 1384.50 | 1352.00 | 1329.00 | 1338.50 | 1352.50 | 1314.50 | 27.50 | 27.00 | 32.00 | 37.50 |
| 2020-10-30 | 1354.50 | 1355.50 | 1367.00 | 1348.00 | 1315.50 | 1322.00 | 1335.50 | 1312.50 | 39.00 | 33.50 | 31.50 | 35.50 |
| 2020-10-29 | 1336.50 | 1357.50 | 1364.50 | 1335.50 | 1303.00 | 1322.50 | 1330.00 | 1301.00 | 33.50 | 35.00 | 34.50 | 34.50 |
| 2020-10-28 | 1346.50 | 1340.00 | 1352.00 | 1327.00 | 1313.00 | 1308.50 | 1316.50 | 1294.50 | 33.50 | 31.50 | 35.50 | 32.50 |
| 2020-10-27 | 1340.00 | 1348.00 | 1359.50 | 1340.00 | 1315.00 | 1312.50 | 1323.50 | 1309.50 | 25.00 | 35.50 | 36.00 | 30.50 |
| 2020-10-26 | 1347.00 | 1343.50 | 1362.00 | 1337.00 | 1309.00 | 1315.50 | 1332.00 | 1309.00 | 38.00 | 28.00 | 30.00 | 28.00 |
| 2020-10-23 | 1355.00 | 1346.50 | 1367.50 | 1345.00 | 1332.50 | 1315.50 | 1339.50 | 1315.00 | 22.50 | 31.00 | 28.00 | 30.00 |
| 2020-10-22 | 1350.00 | 1355.00 | 1371.50 | 1346.50 | 1313.50 | 1332.00 | 1340.00 | 1309.00 | 36.50 | 23.00 | 31.50 | 37.50 |
| 2020-10-21 | 1347.50 | 1349.00 | 1352.00 | 1340.50 | 1315.00 | 1312.00 | 1324.50 | 1307.50 | 32.50 | 37.00 | 27.50 | 33.00 |
| 2020-10-20 | 1322.50 | 1348.00 | 1349.00 | 1322.50 | 1305.50 | 1321.00 | 1324.00 | 1301.00 | 17.00 | 27.00 | 25.00 | 21.50 |
| 2020-10-19 | 1332.50 | 1327.50 | 1352.50 | 1320.50 | 1315.50 | 1302.50 | 1333.00 | 1297.00 | 17.00 | 25.00 | 19.50 | 23.50 |
| 2020-10-16 | 1338.00 | 1335.00 | 1341.00 | 1325.50 | 1321.00 | 1321.50 | 1326.00 | 1311.00 | 17.00 | 13.50 | 15.00 | 14.50 |
| 2020-10-15 | 1347.50 | 1342.50 | 1348.50 | 1333.00 | 1333.50 | 1328.00 | 1334.50 | 1319.50 | 14.00 | 14.50 | 14.00 | 13.50 |
| 2020-10-14 | 1345.00 | 1349.50 | 1351.00 | 1335.50 | 1337.50 | 1336.00 | 1337.50 | 1318.50 | 7.50 | 13.50 | 13.50 | 17.00 |
| 2020-10-13 | 1345.00 | 1350.00 | 1373.00 | 1341.50 | 1327.00 | 1330.50 | 1351.50 | 1320.00 | 18.00 | 19.50 | 21.50 | 21.50 |
| 2020-10-12 | 1318.50 | 1343.50 | 1349.00 | 1314.00 | 1315.00 | 1327.00 | 1332.00 | 1210.00 | 3.50 | 16.50 | 17.00 | 104.00 |
| 2020-10-09 | 1277.00 | 1321.00 | 1324.00 | 1277.00 | 1270.00 | 1308.50 | 1358.50 | 1252.00 | 7.00 | 12.50 | -34.50 | 25.00 |
| 2020-09-30 | 1277.00 | 1271.50 | 1279.00 | 1268.50 | 1261.00 | 1256.50 | 1270.50 | 1256.50 | 16.00 | 15.00 | 8.50 | 12.00 |
| 2020-09-29 | 1264.50 | 1276.50 | 1276.50 | 1258.00 | 1244.00 | 1267.50 | 1269.50 | 1244.00 | 20.50 | 9.00 | 7.00 | 14.00 |
| 2020-09-28 | 1243.50 | 1264.50 | 1264.50 | 1243.00 | 1237.00 | 1250.50 | 1250.50 | 1229.00 | 6.50 | 14.00 | 14.00 | 14.00 |
| 2020-09-25 | 1258.50 | 1244.00 | 1263.00 | 1244.00 | 1249.50 | 1230.50 | 1252.50 | 1229.00 | 9.00 | 13.50 | 10.50 | 15.00 |
| 2020-09-24 | 1272.50 | 1258.50 | 1272.50 | 1249.00 | 1278.00 | 1249.00 | 1278.00 | 1239.50 | -5.50 | 9.50 | -5.50 | 9.50 |
| 2020-09-23 | 1269.00 | 1271.50 | 1286.00 | 1263.00 | 1258.50 | 1275.00 | 1287.00 | 1258.50 | 10.50 | -3.50 | -1.00 | 4.50 |
| 2020-09-22 | 1271.50 | 1271.50 | 1278.00 | 1255.00 | 1260.50 | 1264.00 | 1268.50 | 1244.50 | 11.00 | 7.50 | 9.50 | 10.50 |
| 2020-09-21 | 1273.50 | 1269.50 | 1279.50 | 1264.00 | 1263.50 | 1258.50 | 1270.00 | 1253.00 | 10.00 | 11.00 | 9.50 | 11.00 |
| 2020-09-18 | 1258.50 | 1277.00 | 1282.00 | 1254.50 | 1250.50 | 1270.00 | 1274.00 | 1246.50 | 8.00 | 7.00 | 8.00 | 8.00 |
| 2020-09-17 | 1244.00 | 1260.00 | 1266.50 | 1244.00 | 1239.00 | 1251.00 | 1258.50 | 1236.50 | 5.00 | 9.00 | 8.00 | 7.50 |
| 2020-09-16 | 1259.00 | 1247.00 | 1267.00 | 1237.00 | 1250.50 | 1239.50 | 1258.00 | 1228.50 | 8.50 | 7.50 | 9.00 | 8.50 |
| 2020-09-15 | 1259.50 | 1255.50 | 1272.00 | 1252.50 | 1253.00 | 1246.00 | 1264.00 | 1243.50 | 6.50 | 9.50 | 8.00 | 9.00 |
| 2020-09-14 | 1257.00 | 1263.00 | 1272.50 | 1249.50 | 1246.50 | 1256.00 | 1264.50 | 1242.00 | 10.50 | 7.00 | 8.00 | 7.50 |
| 2020-09-11 | 1246.00 | 1257.00 | 1257.50 | 1246.00 | 1243.50 | 1248.50 | 1249.50 | 1237.00 | 2.50 | 8.50 | 8.00 | 9.00 |
| 2020-09-10 | 1260.00 | 1246.50 | 1264.50 | 1244.00 | 1248.50 | 1236.00 | 1252.00 | 1234.00 | 11.50 | 10.50 | 12.50 | 10.00 |
| 2020-09-09 | 1263.50 | 1258.50 | 1273.00 | 1253.00 | 1253.00 | 1246.00 | 1259.50 | 1238.50 | 10.50 | 12.50 | 13.50 | 14.50 |
| 2020-09-08 | 1282.50 | 1263.00 | 1287.50 | 1259.50 | 1268.00 | 1248.50 | 1272.00 | 1246.00 | 14.50 | 14.50 | 15.50 | 13.50 |
| 2020-09-07 | 1284.00 | 1286.00 | 1293.00 | 1281.00 | 1270.00 | 1268.50 | 1294.00 | 1266.00 | 14.00 | 17.50 | -1.00 | 15.00 |
| 2020-09-04 | 1283.50 | 1281.50 | 1286.00 | 1265.00 | 1272.50 | 1265.00 | 1273.00 | 1254.50 | 11.00 | 16.50 | 13.00 | 10.50 |
| 2020-09-03 | 1276.00 | 1283.50 | 1293.00 | 1271.00 | 1258.50 | 1269.00 | 1277.50 | 1154.50 | 17.50 | 14.50 | 15.50 | 116.50 |
| 2020-09-02 | 1264.00 | 1276.00 | 1277.00 | 1254.00 | 1250.50 | 1258.50 | 1262.00 | 1242.00 | 13.50 | 17.50 | 15.00 | 12.00 |
| 2020-09-01 | 1239.50 | 1263.50 | 1267.00 | 1238.00 | 1241.00 | 1285.00 | 1288.50 | 1230.00 | -1.50 | -21.50 | -21.50 | 8.00 |
| 2020-08-31 | 1233.00 | 1239.50 | 1244.00 | 1229.00 | 1238.50 | 1232.50 | 1249.00 | 1219.00 | -5.50 | 7.00 | -5.00 | 10.00 |
| 2020-08-28 | 1219.50 | 1231.00 | 1233.00 | 1207.00 | 1231.50 | 1242.00 | 1242.50 | 1223.00 | -12.00 | -11.00 | -9.50 | -16.00 |
| 2020-08-27 | 1220.00 | 1223.50 | 1227.00 | 1215.00 | 1224.50 | 1226.00 | 1239.50 | 1218.00 | -4.50 | -2.50 | -12.50 | -3.00 |
| 2020-08-26 | 1218.00 | 1218.00 | 1223.00 | 1214.50 | 1225.00 | 1226.00 | 1231.00 | 1218.50 | -7.00 | -8.00 | -8.00 | -4.00 |
| 2020-08-25 | 1218.00 | 1218.50 | 1227.50 | 1215.50 | 1215.00 | 1220.50 | 1229.00 | 1209.00 | 3.00 | -2.00 | -1.50 | 6.50 |
| 2020-08-24 | 1198.50 | 1218.00 | 1220.00 | 1197.50 | 1216.50 | 1210.50 | 1222.00 | 1206.00 | -18.00 | 7.50 | -2.00 | -8.50 |
| 2020-08-21 | 1211.50 | 1217.50 | 1218.00 | 1205.50 | 1205.00 | 1198.50 | 1217.00 | 1198.00 | 6.50 | 19.00 | 1.00 | 7.50 |
| 2020-08-20 | 1189.50 | 1214.50 | 1220.00 | 1185.00 | 1207.00 | 1200.50 | 1220.00 | 1195.00 | -17.50 | 14.00 | 0.00 | -10.00 |
| 2020-08-19 | 1199.50 | 1185.00 | 1203.00 | 1164.50 | 1220.00 | 1208.00 | 1220.50 | 1199.00 | -20.50 | -23.00 | -17.50 | -34.50 |
| 2020-08-18 | 1200.00 | 1204.50 | 1213.00 | 1193.50 | 1207.50 | 1224.00 | 1225.00 | 1207.50 | -7.50 | -19.50 | -12.00 | -14.00 |
| 2020-08-17 | 1192.00 | 1194.00 | 1205.00 | 1186.50 | 1205.50 | 1209.50 | 1218.00 | 1203.50 | -13.50 | -15.50 | -13.00 | -17.00 |
| 2020-08-14 | 1191.50 | 1194.00 | 1201.50 | 1187.00 | 1200.00 | 1203.00 | 1208.00 | 1198.50 | -8.50 | -9.00 | -6.50 | -11.50 |
| 2020-08-13 | 1193.00 | 1185.50 | 1201.50 | 1185.50 | 1209.00 | 1200.00 | 1215.00 | 1200.00 | -16.00 | -14.50 | -13.50 | -14.50 |
| 2020-08-12 | 1201.00 | 1197.50 | 1206.50 | 1184.50 | 1209.50 | 1210.50 | 1213.00 | 1195.50 | -8.50 | -13.00 | -6.50 | -11.00 |
| 2020-08-11 | 1213.50 | 1196.00 | 1214.50 | 1193.00 | 1228.00 | 1214.00 | 1228.50 | 1209.00 | -14.50 | -18.00 | -14.00 | -16.00 |
| 2020-08-10 | 1215.00 | 1210.50 | 1221.50 | 1203.00 | 1222.50 | 1222.00 | 1228.00 | 1213.00 | -7.50 | -11.50 | -6.50 | -10.00 |
| 2020-08-07 | 1220.00 | 1216.50 | 1233.00 | 1207.50 | 1231.50 | 1233.50 | 1245.50 | 1227.00 | -11.50 | -17.00 | -12.50 | -19.50 |
| 2020-08-06 | 1211.50 | 1219.50 | 1224.50 | 1210.00 | 1237.00 | 1231.50 | 1243.50 | 1221.50 | -25.50 | -12.00 | -19.00 | -11.50 |
| 2020-08-05 | 1205.00 | 1211.50 | 1216.00 | 1192.00 | 1212.50 | 1228.50 | 1232.00 | 1202.50 | -7.50 | -17.00 | -16.00 | -10.50 |
| 2020-08-04 | 1226.50 | 1207.50 | 1230.00 | 1206.00 | 1225.00 | 1215.50 | 1229.00 | 1212.00 | 1.50 | -8.00 | 1.00 | -6.00 |
| 2020-08-03 | 1217.00 | 1227.50 | 1230.50 | 1205.00 | 1208.00 | 1228.50 | 1229.00 | 1204.50 | 9.00 | -1.00 | 1.50 | 0.50 |
| 2020-07-31 | 1210.00 | 1219.50 | 1223.00 | 1203.00 | 1205.50 | 1205.50 | 1212.00 | 1194.00 | 4.50 | 14.00 | 11.00 | 9.00 |
| 2020-07-30 | 1218.00 | 1206.50 | 1220.50 | 1198.50 | 1214.00 | 1211.00 | 1220.00 | 1200.50 | 4.00 | -4.50 | 0.50 | -2.00 |