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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019-09-27 | 1255.00 | 1236.00 | 1255.00 | 1233.50 | 1188.00 | 1178.50 | 1195.00 | 1177.50 | 67.00 | 57.50 | 60.00 | 56.00 |
| 2019-09-26 | 1251.00 | 1253.00 | 1268.00 | 1242.00 | 1197.00 | 1194.00 | 1206.50 | 1187.00 | 54.00 | 59.00 | 61.50 | 55.00 |
| 2019-09-25 | 1245.50 | 1256.00 | 1259.00 | 1231.50 | 1196.00 | 1199.50 | 1203.50 | 1179.00 | 49.50 | 56.50 | 55.50 | 52.50 |
| 2019-09-24 | 1296.00 | 1245.50 | 1301.00 | 1243.00 | 1235.00 | 1192.00 | 1235.00 | 1188.00 | 61.00 | 53.50 | 66.00 | 55.00 |
| 2019-09-23 | 1297.00 | 1300.00 | 1307.00 | 1286.50 | 1304.00 | 1231.00 | 1304.00 | 1215.00 | -7.00 | 69.00 | 3.00 | 71.50 |
| 2019-09-20 | 1319.00 | 1296.00 | 1330.50 | 1284.50 | 1254.50 | 1217.00 | 1256.00 | 1214.50 | 64.50 | 79.00 | 74.50 | 70.00 |
| 2019-09-19 | 1333.00 | 1319.00 | 1335.50 | 1319.00 | 1266.50 | 1250.00 | 1267.00 | 1250.00 | 66.50 | 69.00 | 68.50 | 69.00 |
| 2019-09-18 | 1346.00 | 1334.00 | 1348.00 | 1331.50 | 1280.00 | 1265.00 | 1281.00 | 1264.00 | 66.00 | 69.00 | 67.00 | 67.50 |
| 2019-09-17 | 1357.50 | 1346.00 | 1358.00 | 1343.50 | 1285.50 | 1281.00 | 1288.50 | 1276.50 | 72.00 | 65.00 | 69.50 | 67.00 |
| 2019-09-16 | 1359.50 | 1357.50 | 1365.00 | 1348.00 | 1283.00 | 1285.00 | 1287.00 | 1270.50 | 76.50 | 72.50 | 78.00 | 77.50 |
| 2019-09-12 | 1351.00 | 1358.00 | 1360.00 | 1348.00 | 1272.00 | 1277.00 | 1280.50 | 1269.00 | 79.00 | 81.00 | 79.50 | 79.00 |
| 2019-09-11 | 1336.00 | 1350.00 | 1361.50 | 1335.50 | 1268.00 | 1273.00 | 1282.50 | 1264.50 | 68.00 | 77.00 | 79.00 | 71.00 |
| 2019-09-10 | 1345.00 | 1337.50 | 1345.50 | 1335.00 | 1262.50 | 1263.00 | 1268.50 | 1260.00 | 82.50 | 74.50 | 77.00 | 75.00 |
| 2019-09-09 | 1325.00 | 1343.50 | 1347.50 | 1322.00 | 1255.00 | 1266.00 | 1270.50 | 1252.00 | 70.00 | 77.50 | 77.00 | 70.00 |
| 2019-09-06 | 1328.00 | 1323.00 | 1336.00 | 1322.50 | 1261.00 | 1255.50 | 1268.50 | 1255.50 | 67.00 | 67.50 | 67.50 | 67.00 |
| 2019-09-05 | 1320.00 | 1327.50 | 1340.50 | 1315.00 | 1250.00 | 1261.00 | 1273.00 | 1249.50 | 70.00 | 66.50 | 67.50 | 65.50 |
| 2019-09-04 | 1310.00 | 1319.00 | 1320.00 | 1306.50 | 1248.50 | 1253.50 | 1255.50 | 1240.50 | 61.50 | 65.50 | 64.50 | 66.00 |
| 2019-09-03 | 1313.00 | 1309.00 | 1316.00 | 1303.50 | 1252.50 | 1247.50 | 1253.00 | 1244.00 | 60.50 | 61.50 | 63.00 | 59.50 |
| 2019-09-02 | 1307.00 | 1315.50 | 1317.50 | 1300.00 | 1470.00 | 1442.00 | 1470.00 | 1432.50 | -163.00 | -126.50 | -152.50 | -132.50 |
| 2019-08-30 | 1291.00 | 1308.00 | 1310.00 | 1288.00 | 1404.00 | 1438.00 | 1438.00 | 1403.50 | -113.00 | -130.00 | -128.00 | -115.50 |
| 2019-08-29 | 1308.00 | 1290.50 | 1308.00 | 1290.00 | 1400.00 | 1405.00 | 1408.00 | 1400.00 | -92.00 | -114.50 | -100.00 | -110.00 |
| 2019-08-28 | 1297.00 | 1305.00 | 1307.50 | 1280.50 | 1400.00 | 1405.00 | 1410.00 | 1400.00 | -103.00 | -100.00 | -102.50 | -119.50 |
| 2019-08-27 | 1301.00 | 1298.50 | 1308.50 | 1295.00 | 1411.00 | 1401.00 | 1411.00 | 1400.00 | -110.00 | -102.50 | -102.50 | -105.00 |
| 2019-08-26 | 1328.50 | 1301.00 | 1334.50 | 1297.50 | 1405.00 | 1406.00 | 1418.00 | 1403.00 | -76.50 | -105.00 | -83.50 | -105.50 |
| 2019-08-23 | 1336.50 | 1328.50 | 1338.00 | 1324.00 | 1413.00 | 1403.50 | 1413.00 | 1399.50 | -76.50 | -75.00 | -75.00 | -75.50 |
| 2019-08-22 | 1319.50 | 1334.00 | 1336.00 | 1315.00 | 1398.50 | 1406.00 | 1408.00 | 1396.00 | -79.00 | -72.00 | -72.00 | -81.00 |
| 2019-08-21 | 1337.00 | 1325.50 | 1340.50 | 1310.00 | 1409.00 | 1400.00 | 1410.00 | 1395.50 | -72.00 | -74.50 | -69.50 | -85.50 |
| 2019-08-20 | 1409.00 | 1405.00 | 1410.50 | 1397.50 | 1334.50 | 1338.00 | 1342.00 | 1334.50 | 74.50 | 67.00 | 68.50 | 63.00 |
| 2019-08-19 | 1414.00 | 1409.50 | 1414.00 | 1405.50 | 1331.00 | 1338.50 | 1344.00 | 1327.00 | 83.00 | 71.00 | 70.00 | 78.50 |
| 2019-08-16 | 1394.00 | 1410.50 | 1413.50 | 1390.50 | 1333.00 | 1328.50 | 1337.50 | 1325.50 | 61.00 | 82.00 | 76.00 | 65.00 |
| 2019-08-15 | 1392.00 | 1391.50 | 1402.00 | 1389.00 | 1308.00 | 1328.00 | 1334.00 | 1307.50 | 84.00 | 63.50 | 68.00 | 81.50 |
| 2019-08-14 | 1413.50 | 1395.00 | 1415.00 | 1388.50 | 1323.00 | 1313.00 | 1350.00 | 1309.50 | 90.50 | 82.00 | 65.00 | 79.00 |
| 2019-08-13 | 1406.00 | 1414.00 | 1418.50 | 1403.00 | 1335.00 | 1328.00 | 1344.00 | 1310.50 | 71.00 | 86.00 | 74.50 | 92.50 |
| 2019-08-12 | 1412.00 | 1409.00 | 1432.00 | 1396.00 | 1315.00 | 1335.00 | 1339.50 | 1311.50 | 97.00 | 74.00 | 92.50 | 84.50 |
| 2019-08-09 | 1411.50 | 1416.00 | 1419.50 | 1404.50 | 1327.00 | 1318.50 | 1334.00 | 1304.50 | 84.50 | 97.50 | 85.50 | 100.00 |
| 2019-08-08 | 1393.50 | 1411.00 | 1412.50 | 1391.50 | 1326.00 | 1329.00 | 1335.00 | 1319.50 | 67.50 | 82.00 | 77.50 | 72.00 |
| 2019-08-07 | 1402.00 | 1395.50 | 1410.50 | 1385.50 | 1350.00 | 1326.00 | 1350.00 | 1324.00 | 52.00 | 69.50 | 60.50 | 61.50 |
| 2019-08-06 | 1400.00 | 1406.00 | 1414.50 | 1397.50 | 1341.50 | 1346.00 | 1351.50 | 1339.00 | 58.50 | 60.00 | 63.00 | 58.50 |
| 2019-08-05 | 1401.00 | 1400.50 | 1412.00 | 1397.00 | 1361.50 | 1343.50 | 1365.00 | 1342.00 | 39.50 | 57.00 | 47.00 | 55.00 |
| 2019-08-02 | 1389.50 | 1401.50 | 1405.00 | 1375.50 | 1376.00 | 1361.50 | 1382.50 | 1352.00 | 13.50 | 40.00 | 22.50 | 23.50 |
| 2019-08-01 | 1400.00 | 1391.50 | 1400.50 | 1384.00 | 1392.50 | 1382.50 | 1392.50 | 1380.00 | 7.50 | 9.00 | 8.00 | 4.00 |
| 2019-07-31 | 1400.50 | 1399.50 | 1405.00 | 1396.00 | 1386.00 | 1390.00 | 1399.00 | 1386.00 | 14.50 | 9.50 | 6.00 | 10.00 |
| 2019-07-30 | 1391.00 | 1397.50 | 1405.00 | 1384.50 | 1386.00 | 1388.00 | 1396.00 | 1379.00 | 5.00 | 9.50 | 9.00 | 5.50 |
| 2019-07-29 | 1400.00 | 1393.00 | 1404.50 | 1390.50 | 1404.00 | 1389.00 | 1405.50 | 1385.50 | -4.00 | 4.00 | -1.00 | 5.00 |
| 2019-07-26 | 1410.00 | 1402.00 | 1413.50 | 1394.00 | 1393.00 | 1406.00 | 1406.50 | 1390.50 | 17.00 | -4.00 | 7.00 | 3.50 |
| 2019-07-25 | 1402.50 | 1409.00 | 1410.50 | 1401.00 | 1392.00 | 1394.00 | 1395.50 | 1389.00 | 10.50 | 15.00 | 15.00 | 12.00 |
| 2019-07-24 | 1393.50 | 1409.00 | 1410.00 | 1388.50 | 1382.00 | 1392.00 | 1395.50 | 1374.50 | 11.50 | 17.00 | 14.50 | 14.00 |
| 2019-07-23 | 1396.50 | 1393.50 | 1403.00 | 1390.00 | 1380.00 | 1381.50 | 1388.00 | 1379.50 | 16.50 | 12.00 | 15.00 | 10.50 |
| 2019-07-22 | 1415.50 | 1395.50 | 1419.00 | 1393.50 | 1397.00 | 1381.00 | 1403.00 | 1380.50 | 18.50 | 14.50 | 16.00 | 13.00 |
| 2019-07-19 | 1416.50 | 1418.00 | 1419.50 | 1398.00 | 1410.00 | 1402.50 | 1410.00 | 1385.50 | 6.50 | 15.50 | 9.50 | 12.50 |
| 2019-07-18 | 1415.50 | 1415.00 | 1421.00 | 1406.50 | 1400.00 | 1407.00 | 1411.50 | 1396.00 | 15.50 | 8.00 | 9.50 | 10.50 |
| 2019-07-17 | 1421.00 | 1413.50 | 1423.00 | 1410.00 | 1398.00 | 1405.00 | 1408.00 | 1393.00 | 23.00 | 8.50 | 15.00 | 17.00 |
| 2019-07-16 | 1401.00 | 1420.50 | 1424.00 | 1400.00 | 1373.00 | 1397.50 | 1398.00 | 1373.00 | 28.00 | 23.00 | 26.00 | 27.00 |
| 2019-07-15 | 1395.00 | 1398.00 | 1416.00 | 1389.00 | 1372.00 | 1377.00 | 1387.50 | 1365.50 | 23.00 | 21.00 | 28.50 | 23.50 |
| 2019-07-12 | 1397.00 | 1396.50 | 1409.50 | 1392.50 | 1372.00 | 1374.00 | 1385.00 | 1370.00 | 25.00 | 22.50 | 24.50 | 22.50 |
| 2019-07-11 | 1373.50 | 1394.00 | 1404.50 | 1371.00 | 1355.00 | 1371.50 | 1381.00 | 1353.00 | 18.50 | 22.50 | 23.50 | 18.00 |
| 2019-07-10 | 1380.00 | 1373.00 | 1385.00 | 1369.00 | 1357.00 | 1358.50 | 1359.00 | 1350.00 | 23.00 | 14.50 | 26.00 | 19.00 |
| 2019-07-09 | 1379.50 | 1384.00 | 1393.00 | 1375.50 | 1354.00 | 1357.50 | 1368.00 | 1354.00 | 25.50 | 26.50 | 25.00 | 21.50 |
| 2019-07-08 | 1371.00 | 1374.00 | 1378.50 | 1364.50 | 1349.00 | 1353.50 | 1357.00 | 1349.00 | 22.00 | 20.50 | 21.50 | 15.50 |
| 2019-07-05 | 1371.50 | 1368.00 | 1379.00 | 1361.00 | 1363.00 | 1351.00 | 1363.00 | 1348.00 | 8.50 | 17.00 | 16.00 | 13.00 |
| 2019-07-04 | 1371.00 | 1376.00 | 1380.00 | 1360.50 | 1351.00 | 1359.50 | 1360.00 | 1345.00 | 20.00 | 16.50 | 20.00 | 15.50 |
| 2019-07-03 | 1400.50 | 1374.00 | 1403.50 | 1371.50 | 1369.50 | 1351.00 | 1373.50 | 1350.00 | 31.00 | 23.00 | 30.00 | 21.50 |
| 2019-07-02 | 1400.00 | 1400.00 | 1410.00 | 1393.00 | 1370.00 | 1370.00 | 1376.50 | 1364.50 | 30.00 | 30.00 | 33.50 | 28.50 |
| 2019-07-01 | 1392.00 | 1404.00 | 1405.00 | 1376.00 | 1368.00 | 1371.50 | 1372.00 | 1350.50 | 24.00 | 32.50 | 33.00 | 25.50 |
| 2019-06-28 | 1375.00 | 1392.50 | 1398.00 | 1374.00 | 1353.50 | 1359.50 | 1365.00 | 1346.00 | 21.50 | 33.00 | 33.00 | 28.00 |
| 2019-06-27 | 1377.00 | 1375.00 | 1402.00 | 1370.50 | 1354.50 | 1346.00 | 1368.50 | 1344.50 | 22.50 | 29.00 | 33.50 | 26.00 |
| 2019-06-26 | 1381.00 | 1378.50 | 1389.00 | 1374.00 | 1350.00 | 1353.50 | 1366.00 | 1349.00 | 31.00 | 25.00 | 23.00 | 25.00 |
| 2019-06-25 | 1375.50 | 1381.50 | 1385.50 | 1371.00 | 1344.00 | 1351.50 | 1354.00 | 1338.50 | 31.50 | 30.00 | 31.50 | 32.50 |
| 2019-06-24 | 1390.00 | 1376.00 | 1393.50 | 1366.50 | 1348.00 | 1340.00 | 1355.00 | 1335.00 | 42.00 | 36.00 | 38.50 | 31.50 |
| 2019-06-21 | 1397.50 | 1393.50 | 1401.00 | 1377.50 | 1354.00 | 1349.00 | 1354.00 | 1340.50 | 43.50 | 44.50 | 47.00 | 37.00 |
| 2019-06-20 | 1390.00 | 1398.50 | 1406.00 | 1387.50 | 1345.00 | 1352.50 | 1363.50 | 1345.00 | 45.00 | 46.00 | 42.50 | 42.50 |
| 2019-06-19 | 1390.00 | 1393.00 | 1407.00 | 1383.00 | 1344.00 | 1347.50 | 1358.50 | 1338.50 | 46.00 | 45.50 | 48.50 | 44.50 |
| 2019-06-18 | 1384.50 | 1389.00 | 1391.00 | 1376.00 | 1343.50 | 1344.00 | 1345.50 | 1336.50 | 41.00 | 45.00 | 45.50 | 39.50 |
| 2019-06-17 | 1383.00 | 1383.50 | 1396.00 | 1380.00 | 1346.50 | 1343.50 | 1357.50 | 1342.50 | 36.50 | 40.00 | 38.50 | 37.50 |
| 2019-06-14 | 1405.00 | 1386.00 | 1411.50 | 1384.50 | 1367.00 | 1350.00 | 1372.00 | 1350.00 | 38.00 | 36.00 | 39.50 | 34.50 |
| 2019-06-13 | 1397.50 | 1405.00 | 1406.50 | 1395.00 | 1356.50 | 1365.00 | 1366.50 | 1354.00 | 41.00 | 40.00 | 40.00 | 41.00 |
| 2019-06-12 | 1437.00 | 1399.00 | 1438.50 | 1398.00 | 1380.50 | 1358.00 | 1382.50 | 1357.00 | 56.50 | 41.00 | 56.00 | 41.00 |
| 2019-06-11 | 1415.50 | 1437.00 | 1437.50 | 1404.00 | 1369.00 | 1382.50 | 1383.00 | 1356.50 | 46.50 | 54.50 | 54.50 | 47.50 |
| 2019-06-10 | 1396.00 | 1415.00 | 1415.50 | 1385.50 | 1350.50 | 1369.00 | 1369.00 | 1344.50 | 45.50 | 46.00 | 46.50 | 41.00 |
| 2019-06-06 | 1378.00 | 1388.50 | 1395.00 | 1361.50 | 1340.00 | 1350.00 | 1359.00 | 1331.00 | 38.00 | 38.50 | 36.00 | 30.50 |
| 2019-06-05 | 1376.50 | 1378.00 | 1383.00 | 1372.50 | 1345.00 | 1342.00 | 1348.00 | 1338.50 | 31.50 | 36.00 | 35.00 | 34.00 |
| 2019-06-04 | 1369.00 | 1380.50 | 1384.50 | 1366.00 | 1338.50 | 1346.50 | 1350.50 | 1334.00 | 30.50 | 34.00 | 34.00 | 32.00 |
| 2019-06-03 | 1386.00 | 1369.00 | 1389.00 | 1364.50 | 1348.00 | 1334.50 | 1352.50 | 1333.00 | 38.00 | 34.50 | 36.50 | 31.50 |
| 2019-05-31 | 1395.00 | 1386.00 | 1414.00 | 1385.00 | 1365.00 | 1348.00 | 1377.50 | 1348.00 | 30.00 | 38.00 | 36.50 | 37.00 |
| 2019-05-30 | 1391.00 | 1396.50 | 1414.50 | 1386.50 | 1360.50 | 1365.50 | 1384.00 | 1357.50 | 30.50 | 31.00 | 30.50 | 29.00 |
| 2019-05-29 | 1384.50 | 1391.50 | 1392.00 | 1376.50 | 1350.50 | 1360.50 | 1362.50 | 1348.00 | 34.00 | 31.00 | 29.50 | 28.50 |
| 2019-05-28 | 1390.50 | 1383.00 | 1403.00 | 1378.50 | 1357.00 | 1351.50 | 1370.50 | 1350.50 | 33.50 | 31.50 | 32.50 | 28.00 |
| 2019-05-27 | 1418.00 | 1388.00 | 1427.00 | 1386.50 | 1381.00 | 1357.00 | 1391.50 | 1355.00 | 37.00 | 31.00 | 35.50 | 31.50 |
| 2019-05-24 | 1392.00 | 1418.00 | 1420.00 | 1384.00 | 1341.00 | 1379.50 | 1382.50 | 1341.00 | 51.00 | 38.50 | 37.50 | 43.00 |
| 2019-05-23 | 1384.00 | 1392.00 | 1402.00 | 1373.00 | 1336.50 | 1347.00 | 1355.00 | 1330.00 | 47.50 | 45.00 | 47.00 | 43.00 |
| 2019-05-22 | 1400.00 | 1387.50 | 1433.00 | 1381.00 | 1355.50 | 1338.50 | 1372.00 | 1335.00 | 44.50 | 49.00 | 61.00 | 46.00 |
| 2019-05-21 | 1388.00 | 1403.50 | 1406.00 | 1378.00 | 1340.00 | 1350.50 | 1356.00 | 1331.00 | 48.00 | 53.00 | 50.00 | 47.00 |
| 2019-05-20 | 1395.00 | 1387.00 | 1402.00 | 1382.50 | 1341.00 | 1339.50 | 1353.00 | 1336.50 | 54.00 | 47.50 | 49.00 | 46.00 |
| 2019-05-17 | 1365.50 | 1390.00 | 1395.50 | 1365.50 | 1330.00 | 1347.00 | 1348.50 | 1330.00 | 35.50 | 43.00 | 47.00 | 35.50 |
| 2019-05-16 | 1369.00 | 1369.00 | 1374.50 | 1357.50 | 1326.50 | 1330.00 | 1335.00 | 1319.00 | 42.50 | 39.00 | 39.50 | 38.50 |
| 2019-05-15 | 1336.50 | 1370.00 | 1370.50 | 1335.50 | 1301.00 | 1331.00 | 1332.00 | 1300.00 | 35.50 | 39.00 | 38.50 | 35.50 |
| 2019-05-14 | 1350.50 | 1337.00 | 1361.50 | 1332.00 | 1314.00 | 1301.50 | 1321.50 | 1298.50 | 36.50 | 35.50 | 40.00 | 33.50 |
| 2019-05-13 | 1362.50 | 1350.50 | 1366.00 | 1350.00 | 1322.00 | 1313.50 | 1325.00 | 1313.50 | 40.50 | 37.00 | 41.00 | 36.50 |
| 2019-05-10 | 1357.00 | 1362.00 | 1362.50 | 1348.00 | 1314.50 | 1322.00 | 1322.00 | 1311.50 | 42.50 | 40.00 | 40.50 | 36.50 |
| 2019-05-09 | 1368.00 | 1357.00 | 1368.00 | 1353.00 | 1327.50 | 1317.50 | 1329.00 | 1315.00 | 40.50 | 39.50 | 39.00 | 38.00 |