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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020-07-29 | 1215.00 | 1221.00 | 1226.00 | 1214.50 | 1213.00 | 1218.00 | 1224.50 | 1202.00 | 2.00 | 3.00 | 1.50 | 12.50 |
| 2020-07-28 | 1224.50 | 1215.00 | 1228.00 | 1213.00 | 1211.00 | 1201.50 | 1217.00 | 1200.00 | 13.50 | 13.50 | 11.00 | 13.00 |
| 2020-07-27 | 1237.50 | 1224.00 | 1249.50 | 1221.50 | 1222.00 | 1211.50 | 1232.50 | 1210.00 | 15.50 | 12.50 | 17.00 | 11.50 |
| 2020-07-24 | 1227.00 | 1237.00 | 1241.00 | 1215.50 | 1212.00 | 1222.00 | 1249.50 | 1207.50 | 15.00 | 15.00 | -8.50 | 8.00 |
| 2020-07-23 | 1226.00 | 1229.00 | 1238.00 | 1221.50 | 1205.00 | 1214.00 | 1215.50 | 1196.50 | 21.00 | 15.00 | 22.50 | 25.00 |
| 2020-07-22 | 1229.00 | 1222.50 | 1235.00 | 1217.00 | 1204.00 | 1199.50 | 1210.50 | 1192.00 | 25.00 | 23.00 | 24.50 | 25.00 |
| 2020-07-21 | 1207.50 | 1233.50 | 1247.50 | 1207.00 | 1187.50 | 1205.50 | 1218.00 | 1186.00 | 20.00 | 28.00 | 29.50 | 21.00 |
| 2020-07-20 | 1215.00 | 1207.50 | 1215.50 | 1203.00 | 1202.50 | 1204.50 | 1206.50 | 1191.50 | 12.50 | 3.00 | 9.00 | 11.50 |
| 2020-07-17 | 1202.00 | 1210.50 | 1218.00 | 1201.00 | 1174.50 | 1187.50 | 1190.00 | 1172.50 | 27.50 | 23.00 | 28.00 | 28.50 |
| 2020-07-16 | 1197.50 | 1202.00 | 1210.00 | 1188.50 | 1177.00 | 1175.00 | 1181.50 | 1166.00 | 20.50 | 27.00 | 28.50 | 22.50 |
| 2020-07-15 | 1201.50 | 1195.50 | 1211.00 | 1193.50 | 1172.00 | 1171.50 | 1184.00 | 1169.00 | 29.50 | 24.00 | 27.00 | 24.50 |
| 2020-07-14 | 1206.00 | 1198.00 | 1208.00 | 1192.00 | 1180.00 | 1171.50 | 1180.50 | 1166.00 | 26.00 | 26.50 | 27.50 | 26.00 |
| 2020-07-13 | 1198.50 | 1209.00 | 1213.50 | 1196.50 | 1169.00 | 1180.00 | 1185.50 | 1168.00 | 29.50 | 29.00 | 28.00 | 28.50 |
| 2020-07-10 | 1218.00 | 1197.00 | 1219.50 | 1195.00 | 1187.00 | 1168.50 | 1187.00 | 1168.00 | 31.00 | 28.50 | 32.50 | 27.00 |
| 2020-07-09 | 1197.00 | 1218.00 | 1221.00 | 1196.50 | 1165.50 | 1184.00 | 1188.50 | 1164.50 | 31.50 | 34.00 | 32.50 | 32.00 |
| 2020-07-08 | 1187.00 | 1196.50 | 1206.50 | 1187.00 | 1151.00 | 1164.50 | 1171.00 | 1151.00 | 36.00 | 32.00 | 35.50 | 36.00 |
| 2020-07-07 | 1190.50 | 1186.50 | 1197.00 | 1185.00 | 1156.00 | 1151.50 | 1162.50 | 1150.50 | 34.50 | 35.00 | 34.50 | 34.50 |
| 2020-07-06 | 1192.00 | 1190.50 | 1195.00 | 1185.00 | 1162.00 | 1158.50 | 1164.50 | 1156.00 | 30.00 | 32.00 | 30.50 | 29.00 |
| 2020-07-03 | 1193.00 | 1192.00 | 1202.50 | 1187.00 | 1169.00 | 1160.00 | 1170.50 | 1157.00 | 24.00 | 32.00 | 32.00 | 30.00 |
| 2020-07-02 | 1174.50 | 1193.00 | 1196.50 | 1170.00 | 1146.50 | 1166.00 | 1167.50 | 1143.50 | 28.00 | 27.00 | 29.00 | 26.50 |
| 2020-07-01 | 1179.00 | 1173.00 | 1181.00 | 1171.50 | 1153.50 | 1146.50 | 1153.50 | 1141.00 | 25.50 | 26.50 | 27.50 | 30.50 |
| 2020-06-30 | 1172.50 | 1180.50 | 1181.50 | 1172.50 | 1142.50 | 1152.00 | 1152.50 | 1142.50 | 30.00 | 28.50 | 29.00 | 30.00 |
| 2020-06-29 | 1191.00 | 1172.50 | 1192.00 | 1167.50 | 1158.00 | 1141.50 | 1163.50 | 1139.00 | 33.00 | 31.00 | 28.50 | 28.50 |
| 2020-06-24 | 1185.50 | 1190.00 | 1192.50 | 1185.00 | 1150.50 | 1158.50 | 1160.00 | 1149.00 | 35.00 | 31.50 | 32.50 | 36.00 |
| 2020-06-23 | 1177.00 | 1190.00 | 1191.00 | 1174.00 | 1151.00 | 1152.50 | 1154.00 | 1144.00 | 26.00 | 37.50 | 37.00 | 30.00 |
| 2020-06-22 | 1191.50 | 1176.50 | 1193.00 | 1170.00 | 1165.00 | 1151.50 | 1165.00 | 1144.00 | 26.50 | 25.00 | 28.00 | 26.00 |
| 2020-06-19 | 1188.00 | 1190.50 | 1194.00 | 1182.50 | 1156.50 | 1162.50 | 1166.50 | 1154.00 | 31.50 | 28.00 | 27.50 | 28.50 |
| 2020-06-18 | 1174.00 | 1190.50 | 1195.00 | 1171.50 | 1143.00 | 1158.00 | 1162.50 | 1139.50 | 31.00 | 32.50 | 32.50 | 32.00 |
| 2020-06-17 | 1185.00 | 1171.50 | 1186.00 | 1167.50 | 1153.50 | 1140.00 | 1154.00 | 1135.50 | 31.50 | 31.50 | 32.00 | 32.00 |
| 2020-06-16 | 1163.00 | 1185.50 | 1190.00 | 1162.50 | 1135.00 | 1153.50 | 1155.00 | 1135.00 | 28.00 | 32.00 | 35.00 | 27.50 |
| 2020-06-15 | 1186.00 | 1162.50 | 1190.50 | 1159.00 | 1154.00 | 1132.00 | 1158.00 | 1130.00 | 32.00 | 30.50 | 32.50 | 29.00 |
| 2020-06-12 | 1186.00 | 1187.50 | 1190.50 | 1172.50 | 1147.00 | 1155.00 | 1158.50 | 1138.50 | 39.00 | 32.50 | 32.00 | 34.00 |
| 2020-06-11 | 1186.50 | 1185.50 | 1188.50 | 1178.50 | 1152.50 | 1150.00 | 1153.50 | 1143.00 | 34.00 | 35.50 | 35.00 | 35.50 |
| 2020-06-10 | 1192.00 | 1185.50 | 1209.00 | 1184.50 | 1153.50 | 1149.50 | 1168.50 | 1149.50 | 38.50 | 36.00 | 40.50 | 35.00 |
| 2020-06-09 | 1190.50 | 1192.00 | 1196.50 | 1183.00 | 1151.00 | 1151.50 | 1153.50 | 1143.50 | 39.50 | 40.50 | 43.00 | 39.50 |
| 2020-06-08 | 1170.00 | 1192.50 | 1197.50 | 1163.00 | 1129.00 | 1152.00 | 1157.00 | 1122.50 | 41.00 | 40.50 | 40.50 | 40.50 |
| 2020-06-05 | 1181.00 | 1169.00 | 1181.50 | 1158.00 | 1130.50 | 1128.00 | 1135.50 | 1116.00 | 50.50 | 41.00 | 46.00 | 42.00 |
| 2020-06-04 | 1172.00 | 1178.00 | 1188.00 | 1165.50 | 1125.50 | 1129.00 | 1141.00 | 1122.00 | 46.50 | 49.00 | 47.00 | 43.50 |
| 2020-06-03 | 1177.00 | 1174.00 | 1180.50 | 1171.00 | 1132.50 | 1128.00 | 1136.00 | 1124.00 | 44.50 | 46.00 | 44.50 | 47.00 |
| 2020-06-02 | 1167.00 | 1177.00 | 1194.00 | 1165.00 | 1124.00 | 1134.00 | 1145.00 | 1121.00 | 43.00 | 43.00 | 49.00 | 44.00 |
| 2020-06-01 | 1162.00 | 1170.00 | 1180.50 | 1154.50 | 1111.00 | 1127.50 | 1130.00 | 1107.00 | 51.00 | 42.50 | 50.50 | 47.50 |
| 2020-05-29 | 1160.00 | 1162.00 | 1165.50 | 1155.00 | 1109.00 | 1112.50 | 1116.00 | 1108.00 | 51.00 | 49.50 | 49.50 | 47.00 |
| 2020-05-28 | 1165.00 | 1159.00 | 1169.50 | 1153.50 | 1105.50 | 1110.50 | 1116.50 | 1103.50 | 59.50 | 48.50 | 53.00 | 50.00 |
| 2020-05-27 | 1153.00 | 1163.50 | 1166.50 | 1145.50 | 1106.00 | 1111.50 | 1115.50 | 1099.00 | 47.00 | 52.00 | 51.00 | 46.50 |
| 2020-05-26 | 1154.50 | 1156.00 | 1157.50 | 1142.50 | 1112.50 | 1106.50 | 1116.00 | 1100.00 | 42.00 | 49.50 | 41.50 | 42.50 |
| 2020-05-25 | 1152.00 | 1153.50 | 1168.00 | 1148.50 | 1116.00 | 1111.50 | 1132.00 | 1108.50 | 36.00 | 42.00 | 36.00 | 40.00 |
| 2020-05-22 | 1165.00 | 1150.00 | 1167.50 | 1137.50 | 1120.00 | 1117.00 | 1122.00 | 1104.00 | 45.00 | 33.00 | 45.50 | 33.50 |
| 2020-05-21 | 1162.00 | 1165.00 | 1171.50 | 1153.00 | 1120.50 | 1121.50 | 1127.00 | 1110.00 | 41.50 | 43.50 | 44.50 | 43.00 |
| 2020-05-20 | 1167.50 | 1160.00 | 1170.50 | 1151.00 | 1125.00 | 1119.00 | 1125.00 | 1110.00 | 42.50 | 41.00 | 45.50 | 41.00 |
| 2020-05-19 | 1139.50 | 1170.50 | 1175.00 | 1136.50 | 1092.00 | 1125.00 | 1128.00 | 1092.00 | 47.50 | 45.50 | 47.00 | 44.50 |
| 2020-05-18 | 1125.00 | 1139.00 | 1151.50 | 1122.00 | 1082.00 | 1093.50 | 1103.00 | 1082.00 | 43.00 | 45.50 | 48.50 | 40.00 |
| 2020-05-15 | 1125.00 | 1124.50 | 1130.50 | 1115.50 | 1074.50 | 1082.00 | 1084.00 | 1065.50 | 50.50 | 42.50 | 46.50 | 50.00 |
| 2020-05-14 | 1115.00 | 1127.00 | 1141.50 | 1113.00 | 1062.50 | 1076.00 | 1088.50 | 1061.50 | 52.50 | 51.00 | 53.00 | 51.50 |
| 2020-05-13 | 1116.50 | 1113.00 | 1121.50 | 1106.00 | 1066.00 | 1062.00 | 1073.00 | 1058.50 | 50.50 | 51.00 | 48.50 | 47.50 |
| 2020-05-12 | 1080.50 | 1114.50 | 1119.50 | 1074.00 | 1043.00 | 1065.50 | 1073.00 | 1037.00 | 37.50 | 49.00 | 46.50 | 37.00 |
| 2020-05-11 | 1090.00 | 1080.50 | 1097.00 | 1073.50 | 1054.00 | 1043.00 | 1056.50 | 1036.50 | 36.00 | 37.50 | 40.50 | 37.00 |
| 2020-05-08 | 1090.00 | 1090.00 | 1105.00 | 1084.50 | 1047.50 | 1050.50 | 1060.50 | 1044.00 | 42.50 | 39.50 | 44.50 | 40.50 |
| 2020-05-07 | 1087.50 | 1088.50 | 1100.50 | 1083.50 | 1035.00 | 1049.00 | 1052.00 | 1033.00 | 52.50 | 39.50 | 48.50 | 50.50 |
| 2020-05-06 | 1078.50 | 1081.00 | 1086.50 | 1061.50 | 1249.50 | 1238.00 | 1250.50 | 1234.50 | -171.00 | -157.00 | -164.00 | -173.00 |
| 2020-04-30 | 1044.50 | 1069.00 | 1078.00 | 1044.00 | 1195.50 | 1252.00 | 1288.00 | 1195.50 | -151.00 | -183.00 | -210.00 | -151.50 |
| 2020-04-29 | 1040.00 | 1039.50 | 1049.50 | 1027.50 | 1200.00 | 1193.00 | 1206.50 | 1187.00 | -160.00 | -153.50 | -157.00 | -159.50 |
| 2020-04-28 | 1070.00 | 1035.50 | 1071.00 | 1028.00 | 1212.00 | 1189.00 | 1212.00 | 1187.00 | -142.00 | -153.50 | -141.00 | -159.00 |
| 2020-04-27 | 1088.00 | 1075.00 | 1092.50 | 1074.00 | 1201.00 | 1214.50 | 1217.00 | 1201.00 | -113.00 | -139.50 | -124.50 | -127.00 |
| 2020-04-24 | 1090.00 | 1093.00 | 1103.50 | 1086.00 | 1220.00 | 1217.00 | 1229.50 | 1210.00 | -130.00 | -124.00 | -126.00 | -124.00 |
| 2020-04-23 | 1117.00 | 1100.50 | 1119.00 | 1090.00 | 1227.00 | 1222.50 | 1237.00 | 1220.00 | -110.00 | -122.00 | -118.00 | -130.00 |
| 2020-04-22 | 1102.00 | 1117.00 | 1122.00 | 1100.50 | 1239.50 | 1232.50 | 1239.50 | 1228.00 | -137.50 | -115.50 | -117.50 | -127.50 |
| 2020-04-21 | 1128.00 | 1108.00 | 1130.00 | 1095.50 | 1234.00 | 1239.50 | 1246.50 | 1227.00 | -106.00 | -131.50 | -116.50 | -131.50 |
| 2020-04-20 | 1136.50 | 1132.00 | 1140.00 | 1127.50 | 1256.00 | 1241.00 | 1258.00 | 1223.00 | -119.50 | -109.00 | -118.00 | -95.50 |
| 2020-04-17 | 1135.50 | 1136.50 | 1148.50 | 1121.00 | 1255.00 | 1260.00 | 1267.50 | 1252.50 | -119.50 | -123.50 | -119.00 | -131.50 |
| 2020-04-16 | 1126.00 | 1137.00 | 1138.00 | 1117.50 | 1250.00 | 1254.00 | 1257.00 | 1246.50 | -124.00 | -117.00 | -119.00 | -129.00 |
| 2020-04-15 | 1128.00 | 1124.00 | 1142.00 | 1121.00 | 1250.00 | 1248.50 | 1250.00 | 1244.00 | -122.00 | -124.50 | -108.00 | -123.00 |
| 2020-04-14 | 1127.00 | 1130.50 | 1137.50 | 1124.00 | 1247.00 | 1250.00 | 1250.00 | 1237.00 | -120.00 | -119.50 | -112.50 | -113.00 |
| 2020-04-13 | 1130.00 | 1132.00 | 1143.00 | 1119.00 | 1240.00 | 1244.00 | 1247.00 | 1234.00 | -110.00 | -112.00 | -104.00 | -115.00 |
| 2020-04-10 | 1103.50 | 1131.00 | 1138.00 | 1099.50 | 1230.50 | 1248.00 | 1249.00 | 1226.50 | -127.00 | -117.00 | -111.00 | -127.00 |
| 2020-04-09 | 1096.50 | 1103.50 | 1113.00 | 1093.00 | 1217.00 | 1230.50 | 1233.00 | 1217.00 | -120.50 | -127.00 | -120.00 | -124.00 |
| 2020-04-08 | 1080.00 | 1096.50 | 1102.00 | 1068.50 | 1221.00 | 1221.50 | 1230.50 | 1214.50 | -141.00 | -125.00 | -128.50 | -146.00 |
| 2020-04-07 | 1080.00 | 1088.00 | 1106.00 | 1073.00 | 1215.00 | 1219.50 | 1223.50 | 1205.50 | -135.00 | -131.50 | -117.50 | -132.50 |
| 2020-04-03 | 1230.50 | 1210.00 | 1235.00 | 1199.00 | 1119.50 | 1075.00 | 1124.50 | 1074.00 | 111.00 | 135.00 | 110.50 | 125.00 |
| 2020-04-02 | 1237.00 | 1233.00 | 1245.50 | 1208.00 | 1087.50 | 1119.00 | 1131.50 | 1071.00 | 149.50 | 114.00 | 114.00 | 137.00 |
| 2020-04-01 | 1261.00 | 1243.50 | 1261.00 | 1232.50 | 1114.00 | 1093.50 | 1117.00 | 1062.00 | 147.00 | 150.00 | 144.00 | 170.50 |
| 2020-03-31 | 1243.00 | 1260.50 | 1264.00 | 1241.50 | 1125.00 | 1117.00 | 1135.00 | 1116.00 | 118.00 | 143.50 | 129.00 | 125.50 |
| 2020-03-30 | 1252.00 | 1242.00 | 1255.00 | 1236.50 | 1150.50 | 1122.50 | 1150.50 | 1121.00 | 101.50 | 119.50 | 104.50 | 115.50 |
| 2020-03-27 | 1250.50 | 1254.00 | 1258.50 | 1243.00 | 1159.50 | 1156.00 | 1167.00 | 1143.50 | 91.00 | 98.00 | 91.50 | 99.50 |
| 2020-03-26 | 1257.50 | 1250.50 | 1265.50 | 1247.00 | 1181.00 | 1160.50 | 1183.00 | 1160.00 | 76.50 | 90.00 | 82.50 | 87.00 |
| 2020-03-25 | 1271.00 | 1260.50 | 1273.50 | 1249.00 | 1182.00 | 1183.50 | 1184.00 | 1166.00 | 89.00 | 77.00 | 89.50 | 83.00 |
| 2020-03-24 | 1250.50 | 1271.00 | 1274.00 | 1247.00 | 1140.00 | 1181.50 | 1182.00 | 1140.00 | 110.50 | 89.50 | 92.00 | 107.00 |
| 2020-03-23 | 1248.50 | 1243.50 | 1256.50 | 1241.00 | 1165.00 | 1150.50 | 1168.00 | 1143.00 | 83.50 | 93.00 | 88.50 | 98.00 |
| 2020-03-20 | 1276.00 | 1254.50 | 1279.50 | 1252.50 | 1209.50 | 1169.50 | 1209.50 | 1169.00 | 66.50 | 85.00 | 70.00 | 83.50 |
| 2020-03-19 | 1277.50 | 1276.00 | 1284.00 | 1245.00 | 1199.50 | 1204.00 | 1208.00 | 1159.00 | 78.00 | 72.00 | 76.00 | 86.00 |
| 2020-03-18 | 1279.00 | 1273.50 | 1293.00 | 1273.00 | 1220.00 | 1205.00 | 1225.00 | 1203.00 | 59.00 | 68.50 | 68.00 | 70.00 |
| 2020-03-17 | 1276.00 | 1282.00 | 1299.00 | 1275.00 | 1218.50 | 1217.50 | 1229.00 | 1211.00 | 57.50 | 64.50 | 70.00 | 64.00 |
| 2020-03-16 | 1288.00 | 1275.50 | 1288.00 | 1274.00 | 1233.00 | 1219.50 | 1234.50 | 1219.00 | 55.00 | 56.00 | 53.50 | 55.00 |
| 2020-03-13 | 1265.50 | 1290.00 | 1291.50 | 1260.00 | 1216.00 | 1232.00 | 1233.00 | 1207.00 | 49.50 | 58.00 | 58.50 | 53.00 |
| 2020-03-12 | 1255.00 | 1271.50 | 1273.00 | 1250.00 | 1220.00 | 1220.00 | 1224.00 | 1210.00 | 35.00 | 51.50 | 49.00 | 40.00 |
| 2020-03-11 | 1261.50 | 1257.00 | 1265.00 | 1253.00 | 1223.50 | 1220.50 | 1227.00 | 1219.00 | 38.00 | 36.50 | 38.00 | 34.00 |
| 2020-03-10 | 1250.50 | 1258.00 | 1270.50 | 1249.50 | 1215.50 | 1222.50 | 1226.00 | 1208.50 | 35.00 | 35.50 | 44.50 | 41.00 |
| 2020-03-09 | 1240.00 | 1253.00 | 1253.50 | 1222.50 | 1208.50 | 1210.00 | 1213.50 | 1175.00 | 31.50 | 43.00 | 40.00 | 47.50 |
| 2020-03-06 | 1259.00 | 1256.00 | 1263.50 | 1243.50 | 1216.50 | 1224.00 | 1229.50 | 1212.00 | 42.50 | 32.00 | 34.00 | 31.50 |
| 2020-03-05 | 1280.00 | 1261.50 | 1282.00 | 1257.50 | 1217.00 | 1215.50 | 1225.50 | 1215.00 | 63.00 | 46.00 | 56.50 | 42.50 |
| 2020-03-04 | 1269.00 | 1274.00 | 1278.00 | 1265.50 | 1216.00 | 1218.50 | 1222.00 | 1214.50 | 53.00 | 55.50 | 56.00 | 51.00 |