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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020-03-03 | 1280.00 | 1271.50 | 1287.00 | 1268.00 | 1225.00 | 1219.00 | 1226.00 | 1211.00 | 55.00 | 52.50 | 61.00 | 57.00 |
| 2020-03-02 | 1235.00 | 1277.50 | 1278.00 | 1234.50 | 1190.00 | 1220.00 | 1221.00 | 1181.50 | 45.00 | 57.50 | 57.00 | 53.00 |
| 2020-02-28 | 1255.00 | 1242.00 | 1256.00 | 1232.00 | 1210.00 | 1194.00 | 1210.00 | 1192.50 | 45.00 | 48.00 | 46.00 | 39.50 |
| 2020-02-27 | 1270.00 | 1264.50 | 1278.50 | 1263.00 | 1220.00 | 1212.00 | 1224.00 | 1212.00 | 50.00 | 52.50 | 54.50 | 51.00 |
| 2020-02-26 | 1274.00 | 1269.00 | 1279.50 | 1266.00 | 1223.00 | 1222.00 | 1226.00 | 1218.00 | 51.00 | 47.00 | 53.50 | 48.00 |
| 2020-02-25 | 1271.50 | 1276.50 | 1281.00 | 1262.00 | 1225.00 | 1226.00 | 1228.50 | 1216.50 | 46.50 | 50.50 | 52.50 | 45.50 |
| 2020-02-24 | 1262.00 | 1279.00 | 1281.00 | 1257.50 | 1217.00 | 1229.00 | 1230.00 | 1211.00 | 45.00 | 50.00 | 51.00 | 46.50 |
| 2020-02-21 | 1275.00 | 1263.50 | 1275.00 | 1257.50 | 1220.50 | 1214.50 | 1220.50 | 1212.00 | 54.50 | 49.00 | 54.50 | 45.50 |
| 2020-02-20 | 1279.50 | 1279.00 | 1294.50 | 1260.50 | 1217.00 | 1219.50 | 1223.50 | 1205.50 | 62.50 | 59.50 | 71.00 | 55.00 |
| 2020-02-19 | 1265.00 | 1273.00 | 1280.50 | 1264.00 | 1211.00 | 1214.00 | 1221.00 | 1211.00 | 54.00 | 59.00 | 59.50 | 53.00 |
| 2020-02-18 | 1271.50 | 1264.00 | 1274.00 | 1255.50 | 1218.00 | 1212.50 | 1218.00 | 1208.50 | 53.50 | 51.50 | 56.00 | 47.00 |
| 2020-02-17 | 1274.00 | 1270.50 | 1280.00 | 1268.50 | 1218.50 | 1218.50 | 1219.00 | 1211.50 | 55.50 | 52.00 | 61.00 | 57.00 |
| 2020-02-14 | 1272.00 | 1275.50 | 1278.00 | 1269.50 | 1217.00 | 1214.50 | 1217.00 | 1211.00 | 55.00 | 61.00 | 61.00 | 58.50 |
| 2020-02-13 | 1280.00 | 1269.50 | 1281.00 | 1267.00 | 1215.50 | 1211.00 | 1218.00 | 1208.00 | 64.50 | 58.50 | 63.00 | 59.00 |
| 2020-02-12 | 1263.00 | 1280.00 | 1286.00 | 1260.50 | 1203.50 | 1215.00 | 1216.50 | 1202.00 | 59.50 | 65.00 | 69.50 | 58.50 |
| 2020-02-11 | 1230.00 | 1264.00 | 1267.00 | 1230.00 | 1190.00 | 1205.00 | 1209.00 | 1189.50 | 40.00 | 59.00 | 58.00 | 40.50 |
| 2020-02-10 | 1229.00 | 1224.00 | 1230.00 | 1220.50 | 1197.00 | 1184.50 | 1198.00 | 1182.00 | 32.00 | 39.50 | 32.00 | 38.50 |
| 2020-02-07 | 1228.00 | 1231.00 | 1233.50 | 1223.00 | 1199.00 | 1201.50 | 1203.00 | 1195.50 | 29.00 | 29.50 | 30.50 | 27.50 |
| 2020-02-06 | 1200.50 | 1230.50 | 1239.50 | 1196.00 | 1165.50 | 1197.50 | 1201.00 | 1164.00 | 35.00 | 33.00 | 38.50 | 32.00 |
| 2020-02-05 | 1196.00 | 1198.50 | 1209.00 | 1192.00 | 1158.00 | 1163.50 | 1165.00 | 1151.00 | 38.00 | 35.00 | 44.00 | 41.00 |
| 2020-02-04 | 1167.50 | 1198.50 | 1210.00 | 1167.50 | 1140.00 | 1158.00 | 1159.00 | 1138.50 | 27.50 | 40.50 | 51.00 | 29.00 |
| 2020-02-03 | 1171.00 | 1168.50 | 1198.00 | 1158.00 | 1169.00 | 1138.00 | 1170.00 | 1130.50 | 2.00 | 30.50 | 28.00 | 27.50 |
| 2020-01-23 | 1220.00 | 1213.50 | 1225.00 | 1211.50 | 1190.50 | 1181.50 | 1192.50 | 1181.50 | 29.50 | 32.00 | 32.50 | 30.00 |
| 2020-01-22 | 1225.00 | 1220.00 | 1228.50 | 1209.00 | 1196.00 | 1191.00 | 1196.00 | 1177.50 | 29.00 | 29.00 | 32.50 | 31.50 |
| 2020-01-21 | 1225.00 | 1226.50 | 1229.50 | 1216.50 | 1194.50 | 1194.50 | 1198.50 | 1187.00 | 30.50 | 32.00 | 31.00 | 29.50 |
| 2020-01-20 | 1223.00 | 1228.00 | 1230.50 | 1220.00 | 1194.00 | 1196.50 | 1200.00 | 1193.50 | 29.00 | 31.50 | 30.50 | 26.50 |
| 2020-01-17 | 1224.50 | 1220.00 | 1226.50 | 1219.00 | 1198.00 | 1191.50 | 1199.00 | 1191.50 | 26.50 | 28.50 | 27.50 | 27.50 |
| 2020-01-16 | 1210.00 | 1224.50 | 1228.00 | 1209.00 | 1185.50 | 1198.50 | 1202.00 | 1183.00 | 24.50 | 26.00 | 26.00 | 26.00 |
| 2020-01-15 | 1214.00 | 1211.00 | 1215.00 | 1207.50 | 1187.50 | 1186.50 | 1189.00 | 1183.00 | 26.50 | 24.50 | 26.00 | 24.50 |
| 2020-01-14 | 1208.00 | 1212.00 | 1219.00 | 1205.50 | 1186.50 | 1188.00 | 1194.00 | 1182.00 | 21.50 | 24.00 | 25.00 | 23.50 |
| 2020-01-13 | 1213.50 | 1209.00 | 1219.50 | 1206.50 | 1186.00 | 1184.50 | 1193.50 | 1183.00 | 27.50 | 24.50 | 26.00 | 23.50 |
| 2020-01-10 | 1203.00 | 1208.00 | 1218.00 | 1202.50 | 1173.00 | 1184.00 | 1191.50 | 1173.00 | 30.00 | 24.00 | 26.50 | 29.50 |
| 2020-01-09 | 1207.00 | 1202.50 | 1216.50 | 1196.50 | 1182.00 | 1176.00 | 1187.00 | 1170.50 | 25.00 | 26.50 | 29.50 | 26.00 |
| 2020-01-08 | 1191.50 | 1206.50 | 1211.50 | 1189.50 | 1171.50 | 1181.50 | 1184.00 | 1166.00 | 20.00 | 25.00 | 27.50 | 23.50 |
| 2020-01-07 | 1178.00 | 1191.50 | 1200.00 | 1178.00 | 1153.00 | 1167.00 | 1173.00 | 1153.00 | 25.00 | 24.50 | 27.00 | 25.00 |
| 2020-01-06 | 1178.50 | 1178.00 | 1181.00 | 1175.50 | 1157.00 | 1154.00 | 1159.00 | 1152.00 | 21.50 | 24.00 | 22.00 | 23.50 |
| 2020-01-03 | 1176.00 | 1178.50 | 1181.50 | 1172.50 | 1221.00 | 1222.00 | 1226.00 | 1219.50 | -45.00 | -43.50 | -44.50 | -47.00 |
| 2020-01-02 | 1167.50 | 1176.50 | 1180.00 | 1162.00 | 1220.00 | 1219.00 | 1243.00 | 1135.00 | -52.50 | -42.50 | -63.00 | 27.00 |
| 2019-12-31 | 1157.50 | 1164.50 | 1176.50 | 1156.00 | 1205.00 | 1214.00 | 1215.00 | 1201.50 | -47.50 | -49.50 | -38.50 | -45.50 |
| 2019-12-30 | 1148.50 | 1155.00 | 1159.00 | 1143.50 | 1204.50 | 1202.50 | 1208.50 | 1201.50 | -56.00 | -47.50 | -49.50 | -58.00 |
| 2019-12-27 | 1140.50 | 1147.00 | 1151.50 | 1140.50 | 1215.00 | 1205.00 | 1215.00 | 1201.50 | -74.50 | -58.00 | -63.50 | -61.00 |
| 2019-12-26 | 1150.00 | 1142.00 | 1151.50 | 1138.00 | 1203.00 | 1205.00 | 1206.00 | 1199.50 | -53.00 | -63.00 | -54.50 | -61.50 |
| 2019-12-25 | 1150.00 | 1151.50 | 1155.50 | 1147.50 | 1202.50 | 1203.00 | 1205.00 | 1198.00 | -52.50 | -51.50 | -49.50 | -50.50 |
| 2019-12-24 | 1168.50 | 1150.50 | 1171.00 | 1148.00 | 1228.50 | 1200.50 | 1230.50 | 1194.50 | -60.00 | -50.00 | -59.50 | -46.50 |
| 2019-12-23 | 1185.00 | 1168.50 | 1189.00 | 1166.00 | 1238.00 | 1230.00 | 1243.00 | 1230.00 | -53.00 | -61.50 | -54.00 | -64.00 |
| 2019-12-20 | 1186.50 | 1184.00 | 1188.00 | 1177.50 | 1236.50 | 1235.50 | 1242.00 | 1235.50 | -50.00 | -51.50 | -54.00 | -58.00 |
| 2019-12-19 | 1245.00 | 1236.00 | 1260.00 | 1235.00 | 1176.00 | 1184.50 | 1194.50 | 1172.00 | 69.00 | 51.50 | 65.50 | 63.00 |
| 2019-12-18 | 1244.50 | 1244.00 | 1248.00 | 1235.50 | 1167.00 | 1174.00 | 1175.50 | 1166.00 | 77.50 | 70.00 | 72.50 | 69.50 |
| 2019-12-17 | 1242.50 | 1244.50 | 1250.00 | 1238.50 | 1170.00 | 1168.00 | 1173.50 | 1164.00 | 72.50 | 76.50 | 76.50 | 74.50 |
| 2019-12-16 | 1229.50 | 1244.50 | 1250.00 | 1229.50 | 1171.00 | 1169.00 | 1174.00 | 1161.00 | 58.50 | 75.50 | 76.00 | 68.50 |
| 2019-12-13 | 1231.00 | 1233.00 | 1236.50 | 1227.00 | 1165.50 | 1163.50 | 1167.50 | 1157.00 | 65.50 | 69.50 | 69.00 | 70.00 |
| 2019-12-12 | 1235.50 | 1233.00 | 1238.00 | 1225.00 | 1174.00 | 1165.50 | 1177.50 | 1161.50 | 61.50 | 67.50 | 60.50 | 63.50 |
| 2019-12-11 | 1243.00 | 1235.50 | 1251.00 | 1231.00 | 1175.00 | 1172.00 | 1179.00 | 1169.50 | 68.00 | 63.50 | 72.00 | 61.50 |
| 2019-12-10 | 1244.50 | 1242.00 | 1247.00 | 1240.00 | 1179.50 | 1177.00 | 1183.00 | 1173.50 | 65.00 | 65.00 | 64.00 | 66.50 |
| 2019-12-09 | 1237.00 | 1243.50 | 1254.50 | 1236.50 | 1169.00 | 1177.50 | 1185.00 | 1166.00 | 68.00 | 66.00 | 69.50 | 70.50 |
| 2019-12-06 | 1235.00 | 1236.00 | 1238.50 | 1231.00 | 1163.00 | 1169.00 | 1169.00 | 1160.00 | 72.00 | 67.00 | 69.50 | 71.00 |
| 2019-12-05 | 1230.00 | 1235.00 | 1237.00 | 1229.00 | 1158.00 | 1162.00 | 1166.00 | 1157.50 | 72.00 | 73.00 | 71.00 | 71.50 |
| 2019-12-04 | 1240.00 | 1229.00 | 1245.00 | 1226.50 | 1163.00 | 1158.00 | 1167.50 | 1157.00 | 77.00 | 71.00 | 77.50 | 69.50 |
| 2019-12-03 | 1240.00 | 1238.50 | 1243.50 | 1235.50 | 1170.00 | 1163.00 | 1170.00 | 1161.50 | 70.00 | 75.50 | 73.50 | 74.00 |
| 2019-12-02 | 1229.00 | 1237.50 | 1239.50 | 1224.00 | 1160.50 | 1168.00 | 1170.00 | 1146.50 | 68.50 | 69.50 | 69.50 | 77.50 |
| 2019-11-29 | 1224.50 | 1227.00 | 1232.50 | 1221.50 | 1150.00 | 1158.50 | 1168.00 | 1145.50 | 74.50 | 68.50 | 64.50 | 76.00 |
| 2019-11-28 | 1230.00 | 1224.50 | 1231.00 | 1222.00 | 1165.00 | 1144.00 | 1165.00 | 1141.00 | 65.00 | 80.50 | 66.00 | 81.00 |
| 2019-11-27 | 1230.50 | 1230.50 | 1238.00 | 1223.50 | 1159.00 | 1159.00 | 1169.00 | 1156.00 | 71.50 | 71.50 | 69.00 | 67.50 |
| 2019-11-26 | 1259.00 | 1230.50 | 1259.00 | 1226.00 | 1185.50 | 1159.00 | 1185.50 | 1156.00 | 73.50 | 71.50 | 73.50 | 70.00 |
| 2019-11-25 | 1249.00 | 1259.00 | 1275.00 | 1247.00 | 1157.00 | 1185.00 | 1196.00 | 1153.50 | 92.00 | 74.00 | 79.00 | 93.50 |
| 2019-11-22 | 1255.00 | 1249.50 | 1260.50 | 1245.50 | 1163.00 | 1158.00 | 1163.00 | 1153.00 | 92.00 | 91.50 | 97.50 | 92.50 |
| 2019-11-21 | 1266.00 | 1257.50 | 1267.00 | 1252.50 | 1158.50 | 1160.00 | 1160.50 | 1150.50 | 107.50 | 97.50 | 106.50 | 102.00 |
| 2019-11-20 | 1260.00 | 1266.00 | 1268.00 | 1254.50 | 1151.00 | 1157.50 | 1161.50 | 1150.00 | 109.00 | 108.50 | 106.50 | 104.50 |
| 2019-11-19 | 1233.00 | 1258.50 | 1264.50 | 1233.00 | 1136.00 | 1149.50 | 1153.50 | 1132.00 | 97.00 | 109.00 | 111.00 | 101.00 |
| 2019-11-18 | 1228.00 | 1228.50 | 1237.50 | 1214.00 | 1137.00 | 1134.00 | 1141.50 | 1127.00 | 91.00 | 94.50 | 96.00 | 87.00 |
| 2019-11-15 | 1237.50 | 1228.50 | 1239.50 | 1228.00 | 1135.00 | 1133.50 | 1145.50 | 1132.00 | 102.50 | 95.00 | 94.00 | 96.00 |
| 2019-11-14 | 1230.50 | 1238.50 | 1244.50 | 1225.50 | 1131.00 | 1139.50 | 1143.50 | 1128.00 | 99.50 | 99.00 | 101.00 | 97.50 |
| 2019-11-13 | 1230.00 | 1229.50 | 1230.50 | 1211.00 | 1141.00 | 1132.00 | 1141.00 | 1122.50 | 89.00 | 97.50 | 89.50 | 88.50 |
| 2019-11-12 | 1224.00 | 1229.50 | 1236.00 | 1222.00 | 1137.00 | 1141.00 | 1143.00 | 1132.00 | 87.00 | 88.50 | 93.00 | 90.00 |
| 2019-11-11 | 1239.00 | 1224.50 | 1240.00 | 1222.50 | 1147.00 | 1138.50 | 1150.00 | 1129.00 | 92.00 | 86.00 | 90.00 | 93.50 |
| 2019-11-08 | 1240.00 | 1240.00 | 1246.00 | 1226.50 | 1152.00 | 1153.50 | 1156.00 | 1140.50 | 88.00 | 86.50 | 90.00 | 86.00 |
| 2019-11-07 | 1234.00 | 1239.00 | 1243.50 | 1230.50 | 1135.00 | 1149.00 | 1153.50 | 1135.00 | 99.00 | 90.00 | 90.00 | 95.50 |
| 2019-11-06 | 1246.00 | 1234.00 | 1250.50 | 1232.00 | 1146.50 | 1141.50 | 1157.50 | 1140.00 | 99.50 | 92.50 | 93.00 | 92.00 |
| 2019-11-05 | 1225.50 | 1247.50 | 1249.00 | 1222.00 | 1138.00 | 1148.00 | 1152.50 | 1122.50 | 87.50 | 99.50 | 96.50 | 99.50 |
| 2019-11-04 | 1229.00 | 1224.50 | 1239.50 | 1212.50 | 1100.00 | 1134.00 | 1142.00 | 1100.00 | 129.00 | 90.50 | 97.50 | 112.50 |
| 2019-11-01 | 1236.00 | 1237.00 | 1244.50 | 1229.00 | 1151.50 | 1145.00 | 1152.50 | 1136.50 | 84.50 | 92.00 | 92.00 | 92.50 |
| 2019-10-31 | 1262.50 | 1236.00 | 1262.50 | 1233.50 | 1167.00 | 1152.00 | 1177.50 | 1152.00 | 95.50 | 84.00 | 85.00 | 81.50 |
| 2019-10-30 | 1259.00 | 1260.50 | 1265.00 | 1251.00 | 1189.00 | 1174.00 | 1189.00 | 1161.00 | 70.00 | 86.50 | 76.00 | 90.00 |
| 2019-10-29 | 1250.00 | 1259.00 | 1265.00 | 1248.00 | 1178.50 | 1186.00 | 1191.50 | 1178.50 | 71.50 | 73.00 | 73.50 | 69.50 |
| 2019-10-28 | 1262.00 | 1248.00 | 1269.50 | 1244.00 | 1192.00 | 1178.50 | 1202.00 | 1175.50 | 70.00 | 69.50 | 67.50 | 68.50 |
| 2019-10-25 | 1255.50 | 1257.50 | 1265.00 | 1253.00 | 1190.00 | 1190.00 | 1190.50 | 1180.50 | 65.50 | 67.50 | 74.50 | 72.50 |
| 2019-10-24 | 1251.00 | 1256.50 | 1258.00 | 1249.00 | 1192.00 | 1189.00 | 1193.00 | 1183.00 | 59.00 | 67.50 | 65.00 | 66.00 |
| 2019-10-23 | 1240.00 | 1252.00 | 1261.50 | 1236.00 | 1170.00 | 1186.00 | 1195.00 | 1170.00 | 70.00 | 66.00 | 66.50 | 66.00 |
| 2019-10-22 | 1236.50 | 1240.00 | 1242.00 | 1233.00 | 1175.50 | 1176.50 | 1179.00 | 1170.00 | 61.00 | 63.50 | 63.00 | 63.00 |
| 2019-10-21 | 1238.50 | 1236.50 | 1245.00 | 1230.50 | 1180.50 | 1176.00 | 1187.50 | 1170.00 | 58.00 | 60.50 | 57.50 | 60.50 |
| 2019-10-18 | 1235.00 | 1239.50 | 1245.50 | 1222.00 | 1171.00 | 1183.00 | 1186.50 | 1159.50 | 64.00 | 56.50 | 59.00 | 62.50 |
| 2019-10-17 | 1217.00 | 1236.50 | 1238.00 | 1217.00 | 1158.00 | 1168.00 | 1168.50 | 1155.00 | 59.00 | 68.50 | 69.50 | 62.00 |
| 2019-10-16 | 1240.00 | 1217.00 | 1241.00 | 1205.00 | 1174.00 | 1155.00 | 1174.00 | 1144.00 | 66.00 | 62.00 | 67.00 | 61.00 |
| 2019-10-15 | 1234.00 | 1242.00 | 1245.50 | 1224.00 | 1176.00 | 1174.50 | 1179.50 | 1159.00 | 58.00 | 67.50 | 66.00 | 65.00 |
| 2019-10-14 | 1250.00 | 1233.00 | 1258.00 | 1232.50 | 1190.00 | 1174.50 | 1193.00 | 1171.50 | 60.00 | 58.50 | 65.00 | 61.00 |
| 2019-10-11 | 1250.50 | 1250.00 | 1255.50 | 1239.00 | 1193.50 | 1185.00 | 1193.50 | 1177.00 | 57.00 | 65.00 | 62.00 | 62.00 |
| 2019-10-10 | 1249.50 | 1253.50 | 1256.00 | 1243.50 | 1173.50 | 1185.00 | 1188.50 | 1173.50 | 76.00 | 68.50 | 67.50 | 70.00 |
| 2019-10-09 | 1260.00 | 1251.00 | 1268.50 | 1237.50 | 1196.00 | 1180.00 | 1196.00 | 1170.50 | 64.00 | 71.00 | 72.50 | 67.00 |
| 2019-10-08 | 1270.00 | 1260.00 | 1282.50 | 1250.00 | 1192.00 | 1195.00 | 1220.00 | 1191.00 | 78.00 | 65.00 | 62.50 | 59.00 |
| 2019-09-30 | 1234.00 | 1244.00 | 1265.00 | 1222.00 | 1181.00 | 1185.00 | 1200.00 | 1169.00 | 53.00 | 59.00 | 65.00 | 53.00 |