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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-01-16 | 1880.00 | 1868.00 | 1906.00 | 1835.00 | 1785.00 | 1771.50 | 1807.00 | 1745.00 | 95.00 | 96.50 | 99.00 | 90.00 |
| 2023-01-13 | 1856.00 | 1888.00 | 1892.50 | 1850.50 | 1756.00 | 1791.00 | 1796.00 | 1754.00 | 100.00 | 97.00 | 96.50 | 96.50 |
| 2023-01-12 | 1886.00 | 1855.00 | 1888.00 | 1822.00 | 1794.00 | 1763.50 | 1798.50 | 1737.00 | 92.00 | 91.50 | 89.50 | 85.00 |
| 2023-01-11 | 1824.50 | 1882.50 | 1885.50 | 1824.50 | 1746.00 | 1790.00 | 1790.00 | 1742.50 | 78.50 | 92.50 | 95.50 | 82.00 |
| 2023-01-10 | 1862.00 | 1843.00 | 1869.00 | 1817.00 | 1758.00 | 1751.50 | 1774.00 | 1732.00 | 104.00 | 91.50 | 95.00 | 85.00 |
| 2023-01-09 | 1820.00 | 1857.50 | 1868.00 | 1814.50 | 1740.00 | 1766.50 | 1773.00 | 1736.00 | 80.00 | 91.00 | 95.00 | 78.50 |
| 2023-01-06 | 1800.00 | 1823.00 | 1825.00 | 1775.50 | 1720.00 | 1741.50 | 1744.50 | 1701.00 | 80.00 | 81.50 | 80.50 | 74.50 |
| 2023-01-05 | 1770.00 | 1791.00 | 1808.50 | 1761.00 | 1690.00 | 1712.00 | 1729.50 | 1690.00 | 80.00 | 79.00 | 79.00 | 71.00 |
| 2023-01-04 | 1825.00 | 1770.00 | 1834.50 | 1756.00 | 1747.00 | 1697.00 | 1752.00 | 1686.00 | 78.00 | 73.00 | 82.50 | 70.00 |
| 2023-01-03 | 1864.00 | 1826.50 | 1864.00 | 1790.00 | 2525.50 | 2448.00 | 2828.50 | 2420.00 | -661.50 | -621.50 | -964.50 | -630.00 |
| 2022-12-30 | 1874.00 | 1864.50 | 1895.00 | 1848.50 | 2457.00 | 2500.00 | 2506.50 | 2447.50 | -583.00 | -635.50 | -611.50 | -599.00 |
| 2022-12-29 | 1891.00 | 1871.00 | 1896.00 | 1847.00 | 2460.00 | 2460.50 | 2467.50 | 2430.50 | -569.00 | -589.50 | -571.50 | -583.50 |
| 2022-12-28 | 1917.00 | 1885.00 | 1932.00 | 1845.00 | 2500.00 | 2471.00 | 2529.50 | 2460.50 | -583.00 | -586.00 | -597.50 | -615.50 |
| 2022-12-27 | 1890.00 | 1927.50 | 1944.50 | 1877.00 | 2433.50 | 2505.50 | 2513.50 | 2433.50 | -543.50 | -578.00 | -569.00 | -556.50 |
| 2022-12-26 | 1839.50 | 1898.50 | 1910.00 | 1828.00 | 2410.00 | 2459.00 | 2459.00 | 2383.00 | -570.50 | -560.50 | -549.00 | -555.00 |
| 2022-12-23 | 1844.50 | 1839.50 | 1869.00 | 1823.00 | 2380.00 | 2393.50 | 2409.50 | 2356.50 | -535.50 | -554.00 | -540.50 | -533.50 |
| 2022-12-22 | 1920.50 | 1835.50 | 1922.00 | 1830.00 | 2414.00 | 2370.00 | 2416.50 | 2363.00 | -493.50 | -534.50 | -494.50 | -533.00 |
| 2022-12-21 | 1849.00 | 1908.50 | 1917.50 | 1836.00 | 2363.00 | 2411.50 | 2420.50 | 2360.00 | -514.00 | -503.00 | -503.00 | -524.00 |
| 2022-12-20 | 1870.00 | 1841.50 | 1885.00 | 1822.00 | 2366.50 | 2363.00 | 2380.50 | 2345.50 | -496.50 | -521.50 | -495.50 | -523.50 |
| 2022-12-19 | 1975.50 | 1855.50 | 1976.00 | 1850.50 | 2366.00 | 2357.50 | 2404.00 | 2357.50 | -390.50 | -502.00 | -428.00 | -507.00 |
| 2022-12-16 | 1995.00 | 1969.00 | 2025.00 | 1922.00 | 2415.50 | 2404.00 | 2451.00 | 2370.00 | -420.50 | -435.00 | -426.00 | -448.00 |
| 2022-12-15 | 1978.00 | 1997.50 | 2008.50 | 1952.00 | 2385.00 | 2414.00 | 2417.50 | 2370.00 | -407.00 | -416.50 | -409.00 | -418.00 |
| 2022-12-14 | 1929.00 | 1984.50 | 1994.50 | 1929.00 | 2341.00 | 2385.00 | 2385.00 | 2335.00 | -412.00 | -400.50 | -390.50 | -406.00 |
| 2022-12-13 | 1928.00 | 1938.00 | 1954.50 | 1895.50 | 2320.00 | 2339.50 | 2359.50 | 2304.50 | -392.00 | -401.50 | -405.00 | -409.00 |
| 2022-12-12 | 1858.00 | 1930.00 | 1967.50 | 1857.50 | 2290.50 | 2334.00 | 2349.00 | 2284.50 | -432.50 | -404.00 | -381.50 | -427.00 |
| 2022-12-09 | 1838.00 | 1868.00 | 1883.00 | 1831.00 | 2227.00 | 2290.50 | 2293.50 | 2223.50 | -389.00 | -422.50 | -410.50 | -392.50 |
| 2022-12-08 | 1778.00 | 1822.00 | 1830.00 | 1778.00 | 2157.50 | 2220.00 | 2223.00 | 2157.00 | -379.50 | -398.00 | -393.00 | -379.00 |
| 2022-12-07 | 1811.50 | 1781.50 | 1852.00 | 1778.00 | 2174.50 | 2156.00 | 2218.00 | 2156.00 | -363.00 | -374.50 | -366.00 | -378.00 |
| 2022-12-06 | 1825.00 | 1809.00 | 1843.00 | 1784.00 | 2201.00 | 2176.00 | 2243.00 | 2168.00 | -376.00 | -367.00 | -400.00 | -384.00 |
| 2022-12-05 | 2229.50 | 2223.00 | 2250.00 | 2183.50 | 1778.00 | 1815.00 | 1827.50 | 1761.50 | 451.50 | 408.00 | 422.50 | 422.00 |
| 2022-12-02 | 2172.00 | 2200.00 | 2218.00 | 2163.50 | 1743.00 | 1782.50 | 1794.00 | 1724.00 | 429.00 | 417.50 | 424.00 | 439.50 |
| 2022-12-01 | 2244.00 | 2172.00 | 2252.00 | 2170.00 | 1776.00 | 1742.50 | 1797.00 | 1732.00 | 468.00 | 429.50 | 455.00 | 438.00 |
| 2022-11-30 | 2241.50 | 2233.00 | 2270.00 | 2216.00 | 1754.00 | 1769.00 | 1786.00 | 1743.50 | 487.50 | 464.00 | 484.00 | 472.50 |
| 2022-11-29 | 2196.50 | 2246.00 | 2265.00 | 2193.00 | 1704.00 | 1756.50 | 1787.50 | 1704.00 | 492.50 | 489.50 | 477.50 | 489.00 |
| 2022-11-28 | 2210.50 | 2187.50 | 2221.50 | 2165.00 | 1695.00 | 1699.00 | 1703.00 | 1667.00 | 515.50 | 488.50 | 518.50 | 498.00 |
| 2022-11-25 | 2157.50 | 2203.00 | 2204.50 | 2145.50 | 1644.00 | 1690.50 | 1693.00 | 1631.00 | 513.50 | 512.50 | 511.50 | 514.50 |
| 2022-11-24 | 2135.00 | 2157.50 | 2184.50 | 2121.00 | 1631.00 | 1644.50 | 1661.50 | 1624.00 | 504.00 | 513.00 | 523.00 | 497.00 |
| 2022-11-23 | 2099.00 | 2137.00 | 2145.00 | 2082.00 | 1610.00 | 1632.00 | 1644.00 | 1610.00 | 489.00 | 505.00 | 501.00 | 472.00 |
| 2022-11-22 | 2124.00 | 2084.50 | 2149.00 | 2083.00 | 1656.00 | 1612.50 | 1667.00 | 1611.50 | 468.00 | 472.00 | 482.00 | 471.50 |
| 2022-11-21 | 2190.00 | 2129.00 | 2195.00 | 2106.00 | 1698.00 | 1649.00 | 1709.50 | 1628.50 | 492.00 | 480.00 | 485.50 | 477.50 |
| 2022-11-18 | 2172.00 | 2193.50 | 2200.00 | 2142.00 | 1706.00 | 1705.00 | 1712.00 | 1680.00 | 466.00 | 488.50 | 488.00 | 462.00 |
| 2022-11-17 | 2165.00 | 2170.00 | 2180.00 | 2123.00 | 1723.50 | 1710.00 | 1737.00 | 1667.00 | 441.50 | 460.00 | 443.00 | 456.00 |
| 2022-11-16 | 2160.00 | 2167.00 | 2184.50 | 2140.00 | 1735.00 | 1726.00 | 1752.00 | 1722.00 | 425.00 | 441.00 | 432.50 | 418.00 |
| 2022-11-15 | 2123.00 | 2160.00 | 2180.00 | 2121.00 | 1715.00 | 1744.50 | 1753.50 | 1712.50 | 408.00 | 415.50 | 426.50 | 408.50 |
| 2022-11-14 | 2126.50 | 2122.50 | 2173.00 | 2110.00 | 1698.50 | 1719.00 | 1747.50 | 1680.50 | 428.00 | 403.50 | 425.50 | 429.50 |
| 2022-11-11 | 2028.00 | 2126.50 | 2152.00 | 2017.50 | 1589.00 | 1683.00 | 1699.00 | 1589.00 | 439.00 | 443.50 | 453.00 | 428.50 |
| 2022-11-10 | 2084.00 | 2032.00 | 2089.50 | 2017.00 | 1643.00 | 1603.50 | 1643.00 | 1600.00 | 441.00 | 428.50 | 446.50 | 417.00 |
| 2022-11-09 | 2083.50 | 2094.00 | 2113.00 | 2065.50 | 1668.50 | 1643.00 | 1674.00 | 1630.00 | 415.00 | 451.00 | 439.00 | 435.50 |
| 2022-11-08 | 2061.00 | 2089.00 | 2089.50 | 2033.50 | 1655.00 | 1665.50 | 1666.00 | 1625.50 | 406.00 | 423.50 | 423.50 | 408.00 |
| 2022-11-07 | 2080.00 | 2067.50 | 2098.00 | 2028.00 | 1670.00 | 1653.00 | 1676.00 | 1620.50 | 410.00 | 414.50 | 422.00 | 407.50 |
| 2022-11-04 | 1965.00 | 2065.00 | 2068.00 | 1951.00 | 1578.00 | 1656.00 | 1666.50 | 1568.50 | 387.00 | 409.00 | 401.50 | 382.50 |
| 2022-11-03 | 1950.00 | 1974.00 | 1989.00 | 1938.00 | 1577.50 | 1588.00 | 1598.50 | 1563.50 | 372.50 | 386.00 | 390.50 | 374.50 |
| 2022-11-02 | 1935.00 | 1961.50 | 1980.00 | 1915.00 | 1560.00 | 1581.00 | 1593.00 | 1545.50 | 375.00 | 380.50 | 387.00 | 369.50 |
| 2022-11-01 | 1876.00 | 1941.50 | 1950.00 | 1853.50 | 1515.00 | 1555.50 | 1563.00 | 1503.00 | 361.00 | 386.00 | 387.00 | 350.50 |
| 2022-10-31 | 1928.00 | 1865.00 | 1932.00 | 1858.00 | 1562.50 | 1514.50 | 1566.00 | 1508.00 | 365.50 | 350.50 | 366.00 | 350.00 |
| 2022-10-28 | 1948.00 | 1925.00 | 1963.50 | 1908.00 | 1583.00 | 1560.00 | 1594.50 | 1545.00 | 365.00 | 365.00 | 369.00 | 363.00 |
| 2022-10-27 | 1958.00 | 1943.00 | 1986.50 | 1940.50 | 1599.00 | 1581.00 | 1613.50 | 1580.50 | 359.00 | 362.00 | 373.00 | 360.00 |
| 2022-10-26 | 1966.50 | 1957.50 | 1998.50 | 1949.00 | 1600.00 | 1598.00 | 1625.00 | 1590.00 | 366.50 | 359.50 | 373.50 | 359.00 |
| 2022-10-25 | 2040.00 | 1966.00 | 2040.00 | 1960.00 | 1661.50 | 1603.00 | 1665.00 | 1599.00 | 378.50 | 363.00 | 375.00 | 361.00 |
| 2022-10-24 | 2020.00 | 2050.00 | 2080.00 | 2015.00 | 1658.00 | 1671.00 | 1699.50 | 1647.50 | 362.00 | 379.00 | 380.50 | 367.50 |
| 2022-10-21 | 2010.00 | 2030.00 | 2060.00 | 2001.00 | 1643.00 | 1658.00 | 1684.50 | 1643.00 | 367.00 | 372.00 | 375.50 | 358.00 |
| 2022-10-20 | 2037.00 | 2004.00 | 2042.00 | 2002.00 | 1672.00 | 1644.50 | 1675.00 | 1643.00 | 365.00 | 359.50 | 367.00 | 359.00 |
| 2022-10-19 | 2037.00 | 2042.50 | 2066.00 | 2031.00 | 1667.50 | 1668.50 | 1690.00 | 1661.00 | 369.50 | 374.00 | 376.00 | 370.00 |
| 2022-10-18 | 2072.00 | 2037.50 | 2088.50 | 2012.00 | 1689.00 | 1667.50 | 1704.00 | 1650.50 | 383.00 | 370.00 | 384.50 | 361.50 |
| 2022-10-17 | 2178.50 | 2063.50 | 2178.50 | 2052.00 | 1760.00 | 1681.00 | 1777.00 | 1680.00 | 418.50 | 382.50 | 401.50 | 372.00 |
| 2022-10-14 | 2105.00 | 2169.00 | 2169.00 | 2071.00 | 1740.00 | 1769.00 | 1770.00 | 1705.00 | 365.00 | 400.00 | 399.00 | 366.00 |
| 2022-10-13 | 2141.50 | 2117.50 | 2170.00 | 2114.50 | 1770.00 | 1742.00 | 1779.50 | 1739.00 | 371.50 | 375.50 | 390.50 | 375.50 |
| 2022-10-12 | 2195.00 | 2143.00 | 2197.00 | 2101.00 | 1801.00 | 1774.50 | 1829.50 | 1747.00 | 394.00 | 368.50 | 367.50 | 354.00 |
| 2022-10-11 | 2221.50 | 2176.00 | 2233.00 | 2163.50 | 1861.00 | 1812.50 | 1869.50 | 1802.00 | 360.50 | 363.50 | 363.50 | 361.50 |
| 2022-10-10 | 2146.50 | 2218.50 | 2221.00 | 2146.50 | 1798.50 | 1860.50 | 1865.00 | 1798.50 | 348.00 | 358.00 | 356.00 | 348.00 |
| 2022-09-30 | 2127.00 | 2107.00 | 2133.00 | 2084.00 | 1788.50 | 1782.50 | 1803.50 | 1762.00 | 338.50 | 324.50 | 329.50 | 322.00 |
| 2022-09-29 | 2105.00 | 2106.00 | 2134.00 | 2087.50 | 1772.00 | 1783.50 | 1797.00 | 1762.00 | 333.00 | 322.50 | 337.00 | 325.50 |
| 2022-09-28 | 2144.00 | 2097.00 | 2151.50 | 2090.50 | 1792.50 | 1763.00 | 1797.50 | 1753.50 | 351.50 | 334.00 | 354.00 | 337.00 |
| 2022-09-27 | 2090.50 | 2132.00 | 2144.00 | 2087.50 | 1724.50 | 1782.50 | 1787.00 | 1724.50 | 366.00 | 349.50 | 357.00 | 363.00 |
| 2022-09-26 | 2050.00 | 2077.00 | 2102.00 | 2036.00 | 1728.00 | 1728.50 | 1745.00 | 1701.00 | 322.00 | 348.50 | 357.00 | 335.00 |
| 2022-09-23 | 2090.00 | 2080.50 | 2126.00 | 2078.00 | 1740.50 | 1740.00 | 1774.00 | 1733.50 | 349.50 | 340.50 | 352.00 | 344.50 |
| 2022-09-22 | 2069.00 | 2082.50 | 2094.00 | 2026.00 | 1722.00 | 1737.50 | 1743.50 | 1693.50 | 347.00 | 345.00 | 350.50 | 332.50 |
| 2022-09-21 | 2016.50 | 2056.00 | 2063.00 | 2000.50 | 1690.00 | 1722.50 | 1726.50 | 1677.00 | 326.50 | 333.50 | 336.50 | 323.50 |
| 2022-09-20 | 2030.00 | 2015.00 | 2079.00 | 2001.00 | 1700.00 | 1690.00 | 1743.50 | 1677.50 | 330.00 | 325.00 | 335.50 | 323.50 |
| 2022-09-19 | 2013.50 | 2036.00 | 2069.00 | 2003.00 | 1693.00 | 1701.50 | 1736.00 | 1688.00 | 320.50 | 334.50 | 333.00 | 315.00 |
| 2022-09-16 | 1997.00 | 2013.00 | 2019.50 | 1977.50 | 1690.00 | 1692.50 | 1705.00 | 1672.50 | 307.00 | 320.50 | 314.50 | 305.00 |
| 2022-09-15 | 1965.00 | 2012.50 | 2031.00 | 1960.00 | 1668.50 | 1699.00 | 1715.50 | 1668.50 | 296.50 | 313.50 | 315.50 | 291.50 |
| 2022-09-14 | 1949.00 | 1955.50 | 1968.00 | 1917.50 | 1672.00 | 1665.00 | 1678.00 | 1639.50 | 277.00 | 290.50 | 290.00 | 278.00 |
| 2022-09-13 | 1917.50 | 1968.50 | 1973.50 | 1917.50 | 1635.00 | 1680.50 | 1682.50 | 1635.00 | 282.50 | 288.00 | 291.00 | 282.50 |
| 2022-09-09 | 1867.00 | 1903.00 | 1904.00 | 1849.50 | 1600.00 | 1632.50 | 1633.50 | 1596.50 | 267.00 | 270.50 | 270.50 | 253.00 |
| 2022-09-08 | 1831.50 | 1865.50 | 1878.00 | 1823.00 | 1595.00 | 1608.50 | 1619.50 | 1582.50 | 236.50 | 257.00 | 258.50 | 240.50 |
| 2022-09-07 | 1843.00 | 1822.50 | 1875.00 | 1809.50 | 1610.50 | 1584.00 | 1625.00 | 1575.00 | 232.50 | 238.50 | 250.00 | 234.50 |
| 2022-09-06 | 1872.50 | 1856.00 | 1888.00 | 1836.00 | 1621.00 | 1615.00 | 1634.00 | 1598.00 | 251.50 | 241.00 | 254.00 | 238.00 |
| 2022-09-05 | 1859.00 | 1872.50 | 1878.00 | 1822.00 | 1618.50 | 1621.00 | 1631.50 | 1591.50 | 240.50 | 251.50 | 246.50 | 230.50 |
| 2022-09-02 | 1818.00 | 1850.00 | 1858.00 | 1780.00 | 1613.00 | 1618.50 | 1623.00 | 1560.00 | 205.00 | 231.50 | 235.00 | 220.00 |
| 2022-09-01 | 1865.50 | 1818.00 | 1889.00 | 1811.50 | 2140.00 | 2140.00 | 2142.00 | 2110.00 | -274.50 | -322.00 | -253.00 | -298.50 |
| 2022-08-31 | 1861.00 | 1869.00 | 1893.50 | 1846.00 | 2122.00 | 2140.50 | 2140.50 | 2105.00 | -261.00 | -271.50 | -247.00 | -259.00 |
| 2022-08-30 | 1963.50 | 1868.00 | 1964.50 | 1864.00 | 2152.50 | 2121.00 | 2152.50 | 2103.00 | -189.00 | -253.00 | -188.00 | -239.00 |
| 2022-08-29 | 2050.00 | 1963.50 | 2055.00 | 1951.00 | 2177.50 | 2139.00 | 2192.50 | 2133.00 | -127.50 | -175.50 | -137.50 | -182.00 |
| 2022-08-26 | 1955.00 | 2050.00 | 2050.00 | 1941.50 | 2124.50 | 2182.50 | 2186.00 | 2124.50 | -169.50 | -132.50 | -136.00 | -183.00 |
| 2022-08-25 | 1948.50 | 1960.50 | 2000.00 | 1942.00 | 2150.00 | 2144.50 | 2153.00 | 2128.50 | -201.50 | -184.00 | -153.00 | -186.50 |
| 2022-08-24 | 1959.00 | 1948.00 | 1993.50 | 1917.00 | 2145.00 | 2151.00 | 2170.00 | 2127.00 | -186.00 | -203.00 | -176.50 | -210.00 |
| 2022-08-23 | 1950.50 | 1958.50 | 1983.50 | 1923.00 | 2150.00 | 2145.00 | 2150.00 | 2102.00 | -199.50 | -186.50 | -166.50 | -179.00 |
| 2022-08-22 | 1873.00 | 1961.00 | 1965.00 | 1852.00 | 2095.00 | 2131.50 | 2140.00 | 2064.50 | -222.00 | -170.50 | -175.00 | -212.50 |
| 2022-08-19 | 1901.00 | 1871.50 | 1914.00 | 1860.00 | 2135.00 | 2085.50 | 2158.50 | 2074.00 | -234.00 | -214.00 | -244.50 | -214.00 |