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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-11-15 | 2009.50 | 1989.50 | 2058.00 | 1972.00 | 1865.00 | 1866.00 | 1916.00 | 1856.50 | 144.50 | 123.50 | 142.00 | 115.50 |
| 2023-11-14 | 2015.00 | 2004.50 | 2018.00 | 1965.50 | 1860.00 | 1859.00 | 1870.00 | 1815.50 | 155.00 | 145.50 | 148.00 | 150.00 |
| 2023-11-13 | 1999.00 | 2015.00 | 2068.00 | 1995.00 | 1872.50 | 1853.00 | 1926.00 | 1845.00 | 126.50 | 162.00 | 142.00 | 150.00 |
| 2023-11-10 | 1959.00 | 1999.00 | 2017.50 | 1952.50 | 1865.00 | 1878.50 | 1909.50 | 1861.00 | 94.00 | 120.50 | 108.00 | 91.50 |
| 2023-11-09 | 1955.00 | 1964.00 | 1987.00 | 1943.00 | 1880.00 | 1869.50 | 1918.00 | 1858.00 | 75.00 | 94.50 | 69.00 | 85.00 |
| 2023-11-08 | 1900.00 | 1957.00 | 1958.00 | 1882.00 | 1825.00 | 1886.00 | 1888.50 | 1800.00 | 75.00 | 71.00 | 69.50 | 82.00 |
| 2023-11-07 | 1890.00 | 1911.50 | 1935.00 | 1881.50 | 1790.00 | 1832.50 | 1855.00 | 1790.00 | 100.00 | 79.00 | 80.00 | 91.50 |
| 2023-11-06 | 1874.00 | 1894.50 | 1910.00 | 1865.00 | 1780.00 | 1808.00 | 1828.00 | 1772.50 | 94.00 | 86.50 | 82.00 | 92.50 |
| 2023-11-03 | 1796.50 | 1874.00 | 1879.50 | 1792.50 | 1700.00 | 1778.50 | 1783.50 | 1691.00 | 96.50 | 95.50 | 96.00 | 101.50 |
| 2023-11-02 | 1820.00 | 1805.50 | 1820.00 | 1776.00 | 1720.00 | 1698.00 | 1725.50 | 1681.00 | 100.00 | 107.50 | 94.50 | 95.00 |
| 2023-11-01 | 1815.00 | 1814.50 | 1833.50 | 1795.50 | 1707.00 | 1721.50 | 1740.00 | 1696.50 | 108.00 | 93.00 | 93.50 | 99.00 |
| 2023-10-31 | 1835.00 | 1815.00 | 1843.00 | 1784.00 | 1730.50 | 1711.00 | 1738.00 | 1682.50 | 104.50 | 104.00 | 105.00 | 101.50 |
| 2023-10-30 | 1817.50 | 1839.00 | 1844.00 | 1807.00 | 1725.00 | 1734.00 | 1746.50 | 1711.50 | 92.50 | 105.00 | 97.50 | 95.50 |
| 2023-10-27 | 1777.00 | 1821.00 | 1829.00 | 1761.00 | 1700.00 | 1719.00 | 1735.00 | 1688.00 | 77.00 | 102.00 | 94.00 | 73.00 |
| 2023-10-26 | 1796.00 | 1786.00 | 1796.00 | 1752.50 | 1695.00 | 1704.50 | 1706.50 | 1665.00 | 101.00 | 81.50 | 89.50 | 87.50 |
| 2023-10-25 | 1731.50 | 1796.00 | 1798.00 | 1728.00 | 1620.00 | 1702.50 | 1704.00 | 1610.50 | 111.50 | 93.50 | 94.00 | 117.50 |
| 2023-10-24 | 1679.00 | 1727.00 | 1728.00 | 1675.50 | 1560.00 | 1610.00 | 1610.00 | 1558.50 | 119.00 | 117.00 | 118.00 | 117.00 |
| 2023-10-23 | 1700.00 | 1672.50 | 1710.00 | 1658.00 | 1582.00 | 1557.50 | 1592.00 | 1534.00 | 118.00 | 115.00 | 118.00 | 124.00 |
| 2023-10-20 | 1726.00 | 1702.00 | 1746.00 | 1680.00 | 1590.00 | 1586.00 | 1611.50 | 1570.00 | 136.00 | 116.00 | 134.50 | 110.00 |
| 2023-10-19 | 1721.50 | 1720.50 | 1732.50 | 1691.50 | 1585.00 | 1587.00 | 1601.00 | 1562.00 | 136.50 | 133.50 | 131.50 | 129.50 |
| 2023-10-18 | 1779.50 | 1731.50 | 1784.00 | 1720.00 | 1626.00 | 1589.50 | 1629.50 | 1578.50 | 153.50 | 142.00 | 154.50 | 141.50 |
| 2023-10-17 | 1786.00 | 1782.00 | 1813.00 | 1762.00 | 1633.50 | 1631.00 | 1657.00 | 1616.50 | 152.50 | 151.00 | 156.00 | 145.50 |
| 2023-10-16 | 1739.50 | 1786.00 | 1789.50 | 1715.50 | 1579.00 | 1638.50 | 1640.00 | 1566.00 | 160.50 | 147.50 | 149.50 | 149.50 |
| 2023-10-13 | 1748.00 | 1731.50 | 1748.00 | 1695.00 | 1588.50 | 1576.00 | 1588.50 | 1554.50 | 159.50 | 155.50 | 159.50 | 140.50 |
| 2023-10-12 | 1715.00 | 1744.50 | 1754.00 | 1707.50 | 1569.50 | 1580.50 | 1591.50 | 1554.00 | 145.50 | 164.00 | 162.50 | 153.50 |
| 2023-10-11 | 1734.00 | 1710.50 | 1769.00 | 1684.00 | 1589.50 | 1568.00 | 1614.00 | 1541.00 | 144.50 | 142.50 | 155.00 | 143.00 |
| 2023-10-10 | 1862.00 | 1734.00 | 1866.50 | 1726.00 | 1669.50 | 1587.00 | 1685.00 | 1571.50 | 192.50 | 147.00 | 181.50 | 154.50 |
| 2023-10-09 | 1860.00 | 1862.00 | 1892.50 | 1822.00 | 1655.00 | 1681.00 | 1715.00 | 1651.50 | 205.00 | 181.00 | 177.50 | 170.50 |
| 2023-09-28 | 1783.00 | 1849.00 | 1876.00 | 1783.00 | 1641.00 | 1689.50 | 1722.00 | 1641.00 | 142.00 | 159.50 | 154.00 | 142.00 |
| 2023-09-27 | 1772.00 | 1784.00 | 1808.00 | 1771.50 | 1629.00 | 1640.50 | 1665.00 | 1628.50 | 143.00 | 143.50 | 143.00 | 143.00 |
| 2023-09-26 | 1835.00 | 1771.50 | 1838.00 | 1759.50 | 1675.00 | 1629.00 | 1675.00 | 1618.00 | 160.00 | 142.50 | 163.00 | 141.50 |
| 2023-09-25 | 1870.00 | 1832.00 | 1895.00 | 1816.00 | 1697.00 | 1671.00 | 1730.00 | 1660.00 | 173.00 | 161.00 | 165.00 | 156.00 |
| 2023-09-22 | 1843.00 | 1861.00 | 1876.50 | 1812.00 | 1669.00 | 1692.00 | 1708.00 | 1653.00 | 174.00 | 169.00 | 168.50 | 159.00 |
| 2023-09-21 | 1927.50 | 1843.00 | 1934.00 | 1832.00 | 1752.50 | 1671.50 | 1764.00 | 1659.50 | 175.00 | 171.50 | 170.00 | 172.50 |
| 2023-09-20 | 1885.00 | 1925.00 | 1932.50 | 1885.00 | 1705.50 | 1755.00 | 1767.00 | 1705.50 | 179.50 | 170.00 | 165.50 | 179.50 |
| 2023-09-19 | 1890.00 | 1876.50 | 1939.00 | 1871.00 | 1722.50 | 1704.00 | 1754.00 | 1697.50 | 167.50 | 172.50 | 185.00 | 173.50 |
| 2023-09-18 | 1820.00 | 1890.00 | 1896.50 | 1812.50 | 1665.00 | 1722.00 | 1722.00 | 1651.50 | 155.00 | 168.00 | 174.50 | 161.00 |
| 2023-09-15 | 1815.00 | 1822.50 | 1831.00 | 1794.00 | 1656.00 | 1667.00 | 1675.00 | 1642.00 | 159.00 | 155.50 | 156.00 | 152.00 |
| 2023-09-14 | 1775.00 | 1807.50 | 1812.50 | 1741.00 | 1623.00 | 1658.50 | 1664.50 | 1609.00 | 152.00 | 149.00 | 148.00 | 132.00 |
| 2023-09-13 | 1790.00 | 1755.00 | 1798.00 | 1714.50 | 1657.50 | 1618.00 | 1662.50 | 1585.50 | 132.50 | 137.00 | 135.50 | 129.00 |
| 2023-09-12 | 1741.50 | 1784.50 | 1794.00 | 1738.50 | 1633.00 | 1656.00 | 1676.00 | 1630.00 | 108.50 | 128.50 | 118.00 | 108.50 |
| 2023-09-11 | 1649.50 | 1739.50 | 1739.50 | 1641.00 | 1561.50 | 1629.00 | 1629.00 | 1554.00 | 88.00 | 110.50 | 110.50 | 87.00 |
| 2023-09-08 | 1703.00 | 1642.00 | 1720.50 | 1635.00 | 1599.50 | 1554.00 | 1618.50 | 1549.00 | 103.50 | 88.00 | 102.00 | 86.00 |
| 2023-09-07 | 1719.00 | 1704.50 | 1759.00 | 1660.00 | 1700.00 | 1648.50 | 1723.00 | 1580.50 | 19.00 | 56.00 | 36.00 | 79.50 |
| 2023-09-06 | 1700.00 | 1726.00 | 1728.00 | 1682.00 | 1696.00 | 1694.00 | 1713.00 | 1672.00 | 4.00 | 32.00 | 15.00 | 10.00 |
| 2023-09-05 | 1670.00 | 1713.50 | 1753.50 | 1663.00 | 1661.00 | 1695.50 | 1727.50 | 1661.00 | 9.00 | 18.00 | 26.00 | 2.00 |
| 2023-09-04 | 1650.00 | 1675.00 | 1709.50 | 1623.00 | 1635.50 | 1667.50 | 1743.50 | 1627.00 | 14.50 | 7.50 | -34.00 | -4.00 |
| 2023-09-01 | 1543.00 | 1626.00 | 1638.00 | 1542.00 | 1559.00 | 1626.50 | 1642.50 | 1557.00 | -16.00 | -0.50 | -4.50 | -15.00 |
| 2023-08-31 | 1520.00 | 1536.50 | 1545.00 | 1511.00 | 1536.50 | 1554.00 | 1557.50 | 1530.50 | -16.50 | -17.50 | -12.50 | -19.50 |
| 2023-08-30 | 1460.00 | 1519.50 | 1520.00 | 1455.50 | 1480.00 | 1529.50 | 1531.50 | 1476.00 | -20.00 | -10.00 | -11.50 | -20.50 |
| 2023-08-29 | 1497.00 | 1466.00 | 1503.50 | 1461.50 | 1515.00 | 1484.50 | 1515.00 | 1477.50 | -18.00 | -18.50 | -11.50 | -16.00 |
| 2023-08-28 | 1516.00 | 1497.00 | 1534.00 | 1470.50 | 1549.00 | 1541.00 | 1565.50 | 1526.00 | -33.00 | -44.00 | -31.50 | -55.50 |
| 2023-08-25 | 1494.50 | 1509.00 | 1521.50 | 1491.00 | 1531.50 | 1548.00 | 1553.50 | 1526.00 | -37.00 | -39.00 | -32.00 | -35.00 |
| 2023-08-24 | 1522.50 | 1499.50 | 1549.50 | 1496.00 | 1548.00 | 1537.50 | 1570.00 | 1536.00 | -25.50 | -38.00 | -20.50 | -40.00 |
| 2023-08-23 | 1490.00 | 1521.00 | 1554.00 | 1485.00 | 1521.50 | 1542.50 | 1568.50 | 1513.00 | -31.50 | -21.50 | -14.50 | -28.00 |
| 2023-08-22 | 1442.00 | 1490.00 | 1509.00 | 1423.50 | 1479.00 | 1521.00 | 1529.00 | 1468.00 | -37.00 | -31.00 | -20.00 | -44.50 |
| 2023-08-21 | 1403.00 | 1442.00 | 1450.00 | 1380.00 | 1465.00 | 1484.00 | 1495.00 | 1445.00 | -62.00 | -42.00 | -45.00 | -65.00 |
| 2023-08-18 | 1400.00 | 1414.00 | 1421.50 | 1387.50 | 1463.00 | 1469.00 | 1478.00 | 1446.00 | -63.00 | -55.00 | -56.50 | -58.50 |
| 2023-08-17 | 1369.00 | 1402.00 | 1404.00 | 1356.00 | 1450.00 | 1460.50 | 1462.00 | 1438.00 | -81.00 | -58.50 | -58.00 | -82.00 |
| 2023-08-16 | 1390.00 | 1367.00 | 1408.50 | 1363.50 | 1467.50 | 1450.00 | 1479.50 | 1448.00 | -77.50 | -83.00 | -71.00 | -84.50 |
| 2023-08-15 | 1375.00 | 1400.00 | 1411.00 | 1352.50 | 1458.00 | 1475.50 | 1478.50 | 1445.00 | -83.00 | -75.50 | -67.50 | -92.50 |
| 2023-08-14 | 1409.00 | 1379.50 | 1429.00 | 1367.00 | 1466.50 | 1458.50 | 1481.50 | 1450.00 | -57.50 | -79.00 | -52.50 | -83.00 |
| 2023-08-11 | 1481.00 | 1483.50 | 1496.00 | 1460.50 | 1387.00 | 1409.00 | 1415.00 | 1373.50 | 94.00 | 74.50 | 81.00 | 87.00 |
| 2023-08-10 | 1497.00 | 1468.00 | 1515.00 | 1466.50 | 1389.50 | 1373.50 | 1397.50 | 1366.00 | 107.50 | 94.50 | 117.50 | 100.50 |
| 2023-08-09 | 1478.00 | 1497.00 | 1505.00 | 1456.00 | 1348.00 | 1379.50 | 1384.50 | 1335.00 | 130.00 | 117.50 | 120.50 | 121.00 |
| 2023-08-08 | 1483.00 | 1465.00 | 1499.50 | 1452.50 | 1382.50 | 1355.00 | 1391.50 | 1348.50 | 100.50 | 110.00 | 108.00 | 104.00 |
| 2023-08-07 | 1480.50 | 1487.50 | 1516.50 | 1460.50 | 1379.00 | 1379.50 | 1399.00 | 1362.00 | 101.50 | 108.00 | 117.50 | 98.50 |
| 2023-08-04 | 1451.00 | 1470.00 | 1487.00 | 1451.00 | 1379.00 | 1386.00 | 1410.00 | 1378.00 | 72.00 | 84.00 | 77.00 | 73.00 |
| 2023-08-03 | 1504.50 | 1443.50 | 1527.50 | 1438.00 | 1424.00 | 1371.50 | 1435.00 | 1365.00 | 80.50 | 72.00 | 92.50 | 73.00 |
| 2023-08-02 | 1500.00 | 1514.50 | 1539.00 | 1492.50 | 1418.00 | 1424.00 | 1447.50 | 1411.50 | 82.00 | 90.50 | 91.50 | 81.00 |
| 2023-08-01 | 1470.00 | 1500.50 | 1502.00 | 1458.00 | 1400.00 | 1418.00 | 1420.00 | 1395.50 | 70.00 | 82.50 | 82.00 | 62.50 |
| 2023-07-31 | 1485.00 | 1462.00 | 1489.00 | 1435.50 | 1384.00 | 1395.50 | 1400.00 | 1361.50 | 101.00 | 66.50 | 89.00 | 74.00 |
| 2023-07-28 | 1490.00 | 1485.00 | 1521.00 | 1463.00 | 1412.50 | 1392.00 | 1426.00 | 1366.00 | 77.50 | 93.00 | 95.00 | 97.00 |
| 2023-07-27 | 1529.00 | 1494.00 | 1529.00 | 1483.00 | 1445.00 | 1417.00 | 1449.00 | 1408.00 | 84.00 | 77.00 | 80.00 | 75.00 |
| 2023-07-26 | 1488.00 | 1530.00 | 1542.50 | 1484.00 | 1415.00 | 1453.00 | 1459.00 | 1411.00 | 73.00 | 77.00 | 83.50 | 73.00 |
| 2023-07-25 | 1472.00 | 1484.00 | 1494.50 | 1456.00 | 1420.00 | 1411.00 | 1432.00 | 1392.00 | 52.00 | 73.00 | 62.50 | 64.00 |
| 2023-07-24 | 1501.50 | 1472.50 | 1513.50 | 1461.00 | 1448.00 | 1412.50 | 1453.00 | 1408.00 | 53.50 | 60.00 | 60.50 | 53.00 |
| 2023-07-21 | 1539.00 | 1501.50 | 1539.00 | 1476.50 | 1465.00 | 1442.00 | 1470.00 | 1421.00 | 74.00 | 59.50 | 69.00 | 55.50 |
| 2023-07-20 | 1490.00 | 1534.00 | 1534.50 | 1488.00 | 1430.00 | 1465.00 | 1467.00 | 1428.50 | 60.00 | 69.00 | 67.50 | 59.50 |
| 2023-07-19 | 1474.50 | 1487.00 | 1488.50 | 1460.00 | 1429.50 | 1428.00 | 1435.00 | 1407.00 | 45.00 | 59.00 | 53.50 | 53.00 |
| 2023-07-18 | 1403.00 | 1474.50 | 1476.00 | 1394.00 | 1367.00 | 1428.50 | 1436.00 | 1366.50 | 36.00 | 46.00 | 40.00 | 27.50 |
| 2023-07-17 | 1437.50 | 1390.50 | 1438.00 | 1378.00 | 1404.00 | 1363.50 | 1410.50 | 1355.00 | 33.50 | 27.00 | 27.50 | 23.00 |
| 2023-07-14 | 1398.00 | 1425.50 | 1437.00 | 1390.50 | 1380.00 | 1399.00 | 1411.50 | 1372.00 | 18.00 | 26.50 | 25.50 | 18.50 |
| 2023-07-13 | 1392.00 | 1395.50 | 1401.50 | 1366.50 | 1370.00 | 1378.50 | 1380.00 | 1348.00 | 22.00 | 17.00 | 21.50 | 18.50 |
| 2023-07-12 | 1362.00 | 1391.50 | 1394.50 | 1360.00 | 1340.00 | 1366.00 | 1367.00 | 1338.00 | 22.00 | 25.50 | 27.50 | 22.00 |
| 2023-07-11 | 1321.50 | 1360.00 | 1378.00 | 1319.50 | 1307.50 | 1336.00 | 1351.50 | 1304.00 | 14.00 | 24.00 | 26.50 | 15.50 |
| 2023-07-10 | 1312.00 | 1316.50 | 1336.50 | 1312.00 | 1293.50 | 1301.50 | 1316.50 | 1293.50 | 18.50 | 15.00 | 20.00 | 18.50 |
| 2023-07-07 | 1340.50 | 1311.00 | 1350.00 | 1310.00 | 1310.00 | 1293.50 | 1328.50 | 1293.00 | 30.50 | 17.50 | 21.50 | 17.00 |
| 2023-07-06 | 1310.00 | 1338.00 | 1340.50 | 1310.00 | 1295.00 | 1314.00 | 1316.00 | 1292.50 | 15.00 | 24.00 | 24.50 | 17.50 |
| 2023-07-05 | 1325.00 | 1309.50 | 1328.00 | 1303.50 | 1295.00 | 1291.00 | 1303.50 | 1285.00 | 30.00 | 18.50 | 24.50 | 18.50 |
| 2023-07-04 | 1336.00 | 1316.00 | 1350.00 | 1308.00 | 1315.00 | 1292.50 | 1325.50 | 1287.00 | 21.00 | 23.50 | 24.50 | 21.00 |
| 2023-07-03 | 1351.50 | 1331.00 | 1379.00 | 1316.50 | 1321.00 | 1310.00 | 1348.00 | 1292.50 | 30.50 | 21.00 | 31.00 | 24.00 |
| 2023-06-30 | 1325.00 | 1351.00 | 1361.50 | 1325.00 | 1307.00 | 1323.50 | 1333.00 | 1301.50 | 18.00 | 27.50 | 28.50 | 23.50 |
| 2023-06-29 | 1314.50 | 1328.00 | 1337.00 | 1305.00 | 1301.00 | 1306.50 | 1312.50 | 1285.50 | 13.50 | 21.50 | 24.50 | 19.50 |
| 2023-06-28 | 1330.00 | 1325.50 | 1341.00 | 1301.50 | 1307.50 | 1301.00 | 1318.50 | 1285.00 | 22.50 | 24.50 | 22.50 | 16.50 |
| 2023-06-27 | 1295.00 | 1333.00 | 1341.50 | 1288.50 | 1272.00 | 1312.50 | 1317.50 | 1270.50 | 23.00 | 20.50 | 24.00 | 18.00 |
| 2023-06-26 | 1320.00 | 1293.00 | 1329.50 | 1263.50 | 1315.50 | 1276.00 | 1315.50 | 1253.00 | 4.50 | 17.00 | 14.00 | 10.50 |
| 2023-06-21 | 1358.00 | 1352.50 | 1373.00 | 1341.50 | 1333.00 | 1327.00 | 1345.50 | 1319.00 | 25.00 | 25.50 | 27.50 | 22.50 |
| 2023-06-20 | 1371.00 | 1357.50 | 1378.00 | 1344.00 | 1340.50 | 1332.50 | 1345.00 | 1319.00 | 30.50 | 25.00 | 33.00 | 25.00 |
| 2023-06-19 | 1400.50 | 1368.00 | 1423.00 | 1367.00 | 1368.00 | 1339.00 | 1387.00 | 1338.50 | 32.50 | 29.00 | 36.00 | 28.50 |