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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022-08-18 | 2165.00 | 2127.00 | 2167.50 | 2123.00 | 1918.00 | 1888.50 | 1938.00 | 1884.50 | 247.00 | 238.50 | 229.50 | 238.50 |
| 2022-08-17 | 2200.00 | 2138.00 | 2225.00 | 2130.00 | 1983.00 | 1913.50 | 2008.00 | 1912.00 | 217.00 | 224.50 | 217.00 | 218.00 |
| 2022-08-16 | 2135.00 | 2196.00 | 2200.00 | 2117.50 | 1934.00 | 1983.00 | 1992.00 | 1909.00 | 201.00 | 213.00 | 208.00 | 208.50 |
| 2022-08-15 | 2162.00 | 2151.50 | 2202.50 | 2126.50 | 1951.00 | 1950.50 | 2004.00 | 1925.00 | 211.00 | 201.00 | 198.50 | 201.50 |
| 2022-08-12 | 2150.00 | 2189.50 | 2195.50 | 2147.00 | 1954.50 | 1988.00 | 1990.00 | 1944.50 | 195.50 | 201.50 | 205.50 | 202.50 |
| 2022-08-11 | 2137.00 | 2135.00 | 2175.50 | 2101.00 | 1950.00 | 1946.00 | 1950.00 | 1901.00 | 187.00 | 189.00 | 225.50 | 200.00 |
| 2022-08-10 | 2182.00 | 2128.00 | 2182.00 | 2102.50 | 1956.00 | 1914.00 | 1965.50 | 1900.00 | 226.00 | 214.00 | 216.50 | 202.50 |
| 2022-08-09 | 2190.00 | 2182.00 | 2223.00 | 2149.00 | 1935.00 | 1968.00 | 2008.50 | 1931.00 | 255.00 | 214.00 | 214.50 | 218.00 |
| 2022-08-08 | 2108.00 | 2183.00 | 2203.00 | 2081.00 | 1863.00 | 1940.50 | 1953.00 | 1845.00 | 245.00 | 242.50 | 250.00 | 236.00 |
| 2022-08-05 | 2133.00 | 2088.00 | 2182.00 | 2085.00 | 1876.00 | 1866.00 | 1930.00 | 1845.00 | 257.00 | 222.00 | 252.00 | 240.00 |
| 2022-08-04 | 2211.00 | 2133.50 | 2232.00 | 2124.00 | 1956.00 | 1869.00 | 1980.00 | 1857.00 | 255.00 | 264.50 | 252.00 | 267.00 |
| 2022-08-03 | 2250.00 | 2212.50 | 2275.00 | 2186.00 | 2004.00 | 1956.00 | 2024.50 | 1950.50 | 246.00 | 256.50 | 250.50 | 235.50 |
| 2022-08-02 | 2162.50 | 2256.50 | 2258.00 | 2144.00 | 1920.00 | 2005.00 | 2008.00 | 1918.00 | 242.50 | 251.50 | 250.00 | 226.00 |
| 2022-08-01 | 2137.50 | 2162.50 | 2226.00 | 2127.00 | 2005.00 | 1927.00 | 2055.50 | 1905.00 | 132.50 | 235.50 | 170.50 | 222.00 |
| 2022-07-29 | 2150.00 | 2133.50 | 2217.00 | 2102.50 | 2000.00 | 1996.00 | 2085.00 | 1967.00 | 150.00 | 137.50 | 132.00 | 135.50 |
| 2022-07-28 | 1994.00 | 2173.00 | 2186.50 | 1956.00 | 1805.50 | 2013.00 | 2020.00 | 1789.00 | 188.50 | 160.00 | 166.50 | 167.00 |
| 2022-07-27 | 1970.00 | 1987.00 | 1990.00 | 1919.00 | 1798.00 | 1811.00 | 1817.50 | 1753.50 | 172.00 | 176.00 | 172.50 | 165.50 |
| 2022-07-26 | 1956.00 | 1977.50 | 1993.50 | 1893.50 | 1770.00 | 1789.00 | 1798.00 | 1723.00 | 186.00 | 188.50 | 195.50 | 170.50 |
| 2022-07-25 | 1934.00 | 1956.00 | 1998.00 | 1924.00 | 1750.00 | 1776.00 | 1826.00 | 1750.00 | 184.00 | 180.00 | 172.00 | 174.00 |
| 2022-07-22 | 1860.00 | 1924.50 | 1950.00 | 1843.00 | 1714.00 | 1748.00 | 1764.50 | 1687.00 | 146.00 | 176.50 | 185.50 | 156.00 |
| 2022-07-21 | 1913.50 | 1862.50 | 1928.50 | 1853.00 | 1750.00 | 1721.00 | 1771.50 | 1715.50 | 163.50 | 141.50 | 157.00 | 137.50 |
| 2022-07-20 | 1960.00 | 1922.50 | 2024.50 | 1885.50 | 1740.00 | 1750.00 | 1823.00 | 1723.50 | 220.00 | 172.50 | 201.50 | 162.00 |
| 2022-07-19 | 2095.50 | 1974.50 | 2127.50 | 1972.00 | 1830.00 | 1761.00 | 1888.00 | 1753.50 | 265.50 | 213.50 | 239.50 | 218.50 |
| 2022-07-18 | 1960.00 | 2095.50 | 2115.00 | 1958.00 | 1750.00 | 1829.00 | 1830.00 | 1730.50 | 210.00 | 266.50 | 285.00 | 227.50 |
| 2022-07-15 | 2025.00 | 1964.50 | 2067.00 | 1960.00 | 1829.00 | 1736.00 | 1829.00 | 1735.50 | 196.00 | 228.50 | 238.00 | 224.50 |
| 2022-07-14 | 2090.00 | 2088.50 | 2122.00 | 2032.50 | 1899.00 | 1851.00 | 1899.00 | 1829.00 | 191.00 | 237.50 | 223.00 | 203.50 |
| 2022-07-13 | 2090.00 | 2118.00 | 2131.00 | 2058.00 | 1920.00 | 1906.00 | 1928.50 | 1867.00 | 170.00 | 212.00 | 202.50 | 191.00 |
| 2022-07-12 | 2193.00 | 2101.50 | 2218.50 | 2100.00 | 1996.50 | 1935.50 | 2017.50 | 1930.00 | 196.50 | 166.00 | 201.00 | 170.00 |
| 2022-07-11 | 2206.00 | 2193.00 | 2253.00 | 2144.00 | 1991.50 | 1996.50 | 2042.00 | 1960.00 | 214.50 | 196.50 | 211.00 | 184.00 |
| 2022-07-08 | 2300.00 | 2206.00 | 2346.00 | 2204.50 | 2109.00 | 2006.50 | 2144.00 | 1992.00 | 191.00 | 199.50 | 202.00 | 212.50 |
| 2022-07-07 | 2267.00 | 2275.00 | 2353.00 | 2238.00 | 2108.50 | 2096.50 | 2168.00 | 2052.00 | 158.50 | 178.50 | 185.00 | 186.00 |
| 2022-07-06 | 2230.00 | 2276.00 | 2288.00 | 2139.00 | 2109.00 | 2110.00 | 2146.50 | 2010.00 | 121.00 | 166.00 | 141.50 | 129.00 |
| 2022-07-05 | 2216.00 | 2262.00 | 2308.00 | 2166.00 | 2082.00 | 2110.00 | 2168.50 | 2045.00 | 134.00 | 152.00 | 139.50 | 121.00 |
| 2022-07-04 | 2292.00 | 2207.50 | 2323.00 | 2172.00 | 2147.00 | 2079.00 | 2203.50 | 2054.00 | 145.00 | 128.50 | 119.50 | 118.00 |
| 2022-07-01 | 2343.50 | 2280.50 | 2352.00 | 2257.00 | 2200.00 | 2147.00 | 2218.50 | 2141.00 | 143.50 | 133.50 | 133.50 | 116.00 |
| 2022-06-30 | 2490.00 | 2343.50 | 2518.00 | 2337.00 | 2361.00 | 2225.00 | 2364.00 | 2213.00 | 129.00 | 118.50 | 154.00 | 124.00 |
| 2022-06-29 | 2518.00 | 2490.50 | 2536.00 | 2447.50 | 2368.00 | 2342.00 | 2369.00 | 2304.00 | 150.00 | 148.50 | 167.00 | 143.50 |
| 2022-06-28 | 2392.00 | 2515.50 | 2516.00 | 2358.00 | 2300.00 | 2365.00 | 2365.00 | 2228.50 | 92.00 | 150.50 | 151.00 | 129.50 |
| 2022-06-27 | 2288.00 | 2392.00 | 2424.00 | 2240.00 | 2196.50 | 2255.50 | 2285.00 | 2138.00 | 91.50 | 136.50 | 139.00 | 102.00 |
| 2022-06-24 | 2404.00 | 2288.00 | 2419.50 | 2279.00 | 2274.00 | 2176.50 | 2274.00 | 2161.50 | 130.00 | 111.50 | 145.50 | 117.50 |
| 2022-06-23 | 2291.50 | 2388.50 | 2400.00 | 2231.00 | 2175.00 | 2257.00 | 2267.50 | 2115.50 | 116.50 | 131.50 | 132.50 | 115.50 |
| 2022-06-22 | 2358.00 | 2291.50 | 2425.00 | 2245.50 | 2214.00 | 2175.00 | 2314.00 | 2133.00 | 144.00 | 116.50 | 111.00 | 112.50 |
| 2022-06-21 | 2310.00 | 2338.50 | 2404.00 | 2223.00 | 2260.00 | 2199.00 | 2273.00 | 2121.50 | 50.00 | 139.50 | 131.00 | 101.50 |
| 2022-06-20 | 2555.00 | 2322.00 | 2557.00 | 2286.00 | 2414.00 | 2217.00 | 2415.00 | 2185.00 | 141.00 | 105.00 | 142.00 | 101.00 |
| 2022-06-17 | 2609.00 | 2576.50 | 2645.00 | 2553.50 | 2470.50 | 2435.00 | 2497.00 | 2407.00 | 138.50 | 141.50 | 148.00 | 146.50 |
| 2022-06-16 | 2681.00 | 2609.00 | 2698.50 | 2604.50 | 2500.00 | 2470.50 | 2538.00 | 2463.00 | 181.00 | 138.50 | 160.50 | 141.50 |
| 2022-06-15 | 2840.00 | 2671.00 | 2856.00 | 2670.00 | 2658.50 | 2510.00 | 2659.50 | 2510.00 | 181.50 | 161.00 | 196.50 | 160.00 |
| 2022-06-14 | 2869.50 | 2843.00 | 2888.00 | 2787.00 | 2678.00 | 2656.00 | 2690.50 | 2616.00 | 191.50 | 187.00 | 197.50 | 171.00 |
| 2022-06-13 | 2869.00 | 2869.50 | 2883.00 | 2799.00 | 2684.00 | 2684.50 | 2693.50 | 2614.50 | 185.00 | 185.00 | 189.50 | 184.50 |
| 2022-06-10 | 2850.00 | 2863.50 | 2909.00 | 2848.00 | 2706.50 | 2684.00 | 2732.50 | 2684.00 | 143.50 | 179.50 | 176.50 | 164.00 |
| 2022-06-09 | 2950.00 | 2872.50 | 2954.00 | 2850.50 | 2746.50 | 2702.00 | 2749.00 | 2683.50 | 203.50 | 170.50 | 205.00 | 167.00 |
| 2022-06-08 | 2846.00 | 2944.50 | 2959.00 | 2836.00 | 2670.00 | 2734.00 | 2760.00 | 2662.00 | 176.00 | 210.50 | 199.00 | 174.00 |
| 2022-06-07 | 2880.00 | 2856.50 | 2894.50 | 2847.50 | 2700.00 | 2677.00 | 2713.50 | 2670.00 | 180.00 | 179.50 | 181.00 | 177.50 |
| 2022-06-06 | 2827.00 | 2876.00 | 2908.00 | 2823.00 | 2644.00 | 2700.00 | 2736.00 | 2644.00 | 183.00 | 176.00 | 172.00 | 179.00 |
| 2022-06-02 | 2781.00 | 2813.00 | 2815.00 | 2720.00 | 2614.00 | 2626.00 | 2626.00 | 2558.00 | 167.00 | 187.00 | 189.00 | 162.00 |
| 2022-06-01 | 2695.00 | 2780.00 | 2780.00 | 2695.00 | 2544.00 | 2614.00 | 2614.00 | 2530.00 | 151.00 | 166.00 | 166.00 | 165.00 |
| 2022-05-31 | 2645.00 | 2695.00 | 2729.00 | 2645.00 | 2514.00 | 2528.00 | 2551.50 | 2504.50 | 131.00 | 167.00 | 177.50 | 140.50 |
| 2022-05-30 | 2570.00 | 2644.50 | 2671.50 | 2560.00 | 2374.00 | 2501.00 | 2520.00 | 2374.00 | 196.00 | 143.50 | 151.50 | 186.00 |
| 2022-05-27 | 2493.00 | 2559.00 | 2585.00 | 2482.50 | 2360.00 | 2409.00 | 2437.00 | 2325.00 | 133.00 | 150.00 | 148.00 | 157.50 |
| 2022-05-26 | 2480.00 | 2472.50 | 2487.00 | 2417.00 | 2348.50 | 2336.50 | 2363.00 | 2305.00 | 131.50 | 136.00 | 124.00 | 112.00 |
| 2022-05-25 | 2499.00 | 2492.00 | 2530.00 | 2446.00 | 2360.00 | 2373.50 | 2407.50 | 2336.00 | 139.00 | 118.50 | 122.50 | 110.00 |
| 2022-05-24 | 2560.00 | 2478.50 | 2593.50 | 2477.50 | 2424.00 | 2361.00 | 2444.00 | 2361.00 | 136.00 | 117.50 | 149.50 | 116.50 |
| 2022-05-23 | 2670.00 | 2567.00 | 2710.00 | 2543.00 | 2560.00 | 2424.00 | 2560.00 | 2400.00 | 110.00 | 143.00 | 150.00 | 143.00 |
| 2022-05-20 | 2611.50 | 2670.00 | 2675.50 | 2573.00 | 2487.00 | 2528.50 | 2537.50 | 2446.00 | 124.50 | 141.50 | 138.00 | 127.00 |
| 2022-05-19 | 2581.00 | 2616.00 | 2644.00 | 2530.00 | 2510.00 | 2487.00 | 2510.00 | 2410.00 | 71.00 | 129.00 | 134.00 | 120.00 |
| 2022-05-18 | 2704.50 | 2586.00 | 2708.50 | 2585.00 | 2600.00 | 2459.00 | 2600.00 | 2459.00 | 104.50 | 127.00 | 108.50 | 126.00 |
| 2022-05-17 | 2700.50 | 2711.50 | 2752.50 | 2678.00 | 2560.00 | 2560.00 | 2586.50 | 2534.50 | 140.50 | 151.50 | 166.00 | 143.50 |
| 2022-05-16 | 2594.00 | 2700.00 | 2703.00 | 2557.00 | 2460.00 | 2548.50 | 2548.50 | 2426.00 | 134.00 | 151.50 | 154.50 | 131.00 |
| 2022-05-13 | 2528.50 | 2574.00 | 2591.50 | 2500.00 | 2410.00 | 2444.00 | 2455.50 | 2380.00 | 118.50 | 130.00 | 136.00 | 120.00 |
| 2022-05-12 | 2647.00 | 2543.50 | 2686.50 | 2537.00 | 3055.00 | 3055.00 | 3055.00 | 3000.00 | -408.00 | -511.50 | -368.50 | -463.00 |
| 2022-05-11 | 2600.00 | 2663.00 | 2708.50 | 2600.00 | 2510.00 | 2520.50 | 2558.00 | 2485.50 | 90.00 | 142.50 | 150.50 | 114.50 |
| 2022-05-10 | 2625.00 | 2610.00 | 2665.00 | 2558.00 | 2505.50 | 2475.00 | 2520.50 | 2429.50 | 119.50 | 135.00 | 144.50 | 128.50 |
| 2022-05-09 | 2725.00 | 2651.50 | 2737.50 | 2621.50 | 2550.00 | 2505.50 | 2564.00 | 2453.50 | 175.00 | 146.00 | 173.50 | 168.00 |
| 2022-05-06 | 2786.00 | 2725.00 | 2813.00 | 2710.00 | 3174.50 | 3154.00 | 3175.00 | 3154.00 | -388.50 | -429.00 | -362.00 | -444.00 |
| 2022-05-05 | 2844.50 | 2779.00 | 2850.00 | 2763.50 | 3299.00 | 3179.50 | 3299.00 | 2921.00 | -454.50 | -400.50 | -449.00 | -157.50 |
| 2022-04-29 | 2830.00 | 2852.50 | 2862.00 | 2722.00 | 2950.50 | 3200.00 | 3386.50 | 2915.00 | -120.50 | -347.50 | -524.50 | -193.00 |
| 2022-04-28 | 2850.00 | 2843.00 | 2876.50 | 2780.00 | 3070.00 | 2967.00 | 3070.00 | 2951.00 | -220.00 | -124.00 | -193.50 | -171.00 |
| 2022-04-27 | 2903.00 | 2839.00 | 2965.00 | 2798.00 | 3115.00 | 3067.00 | 3115.00 | 3055.50 | -212.00 | -228.00 | -150.00 | -257.50 |
| 2022-04-26 | 2860.00 | 2911.00 | 2972.00 | 2791.00 | 3040.00 | 3091.50 | 3120.00 | 3030.00 | -180.00 | -180.50 | -148.00 | -239.00 |
| 2022-04-25 | 2979.50 | 2860.00 | 3023.50 | 2807.00 | 3077.50 | 3073.00 | 3098.50 | 3035.00 | -98.00 | -213.00 | -75.00 | -228.00 |
| 2022-04-22 | 3046.00 | 3000.50 | 3074.50 | 2990.50 | 3120.00 | 3078.00 | 3120.00 | 3061.00 | -74.00 | -77.50 | -45.50 | -70.50 |
| 2022-04-21 | 3008.00 | 3063.00 | 3086.00 | 2950.00 | 3052.00 | 3108.50 | 3116.00 | 3051.00 | -44.00 | -45.50 | -30.00 | -101.00 |
| 2022-04-20 | 3020.00 | 3008.00 | 3092.00 | 2988.00 | 3055.00 | 3068.00 | 3136.00 | 3052.00 | -35.00 | -60.00 | -44.00 | -64.00 |
| 2022-04-19 | 3176.00 | 3015.00 | 3236.00 | 3002.00 | 3155.00 | 3069.50 | 3195.00 | 3045.00 | 21.00 | -54.50 | 41.00 | -43.00 |
| 2022-04-18 | 3226.00 | 3168.00 | 3240.00 | 3155.00 | 3163.00 | 3157.00 | 3184.00 | 3123.00 | 63.00 | 11.00 | 56.00 | 32.00 |
| 2022-04-15 | 3280.00 | 3239.50 | 3294.00 | 3222.50 | 3115.00 | 3152.00 | 3194.00 | 3115.00 | 165.00 | 87.50 | 100.00 | 107.50 |
| 2022-04-14 | 3198.00 | 3242.00 | 3265.00 | 3173.00 | 3012.00 | 3110.00 | 3138.00 | 3002.50 | 186.00 | 132.00 | 127.00 | 170.50 |
| 2022-04-13 | 3200.00 | 3196.00 | 3232.50 | 3165.50 | 3039.50 | 3001.50 | 3063.50 | 2992.00 | 160.50 | 194.50 | 169.00 | 173.50 |
| 2022-04-12 | 3115.00 | 3231.00 | 3233.50 | 3100.00 | 2844.00 | 3041.50 | 3043.00 | 2844.00 | 271.00 | 189.50 | 190.50 | 256.00 |
| 2022-04-11 | 3205.00 | 3106.00 | 3216.00 | 3080.00 | 2920.50 | 2852.50 | 2925.50 | 2826.50 | 284.50 | 253.50 | 290.50 | 253.50 |
| 2022-04-08 | 3225.00 | 3214.00 | 3262.00 | 3176.00 | 2900.00 | 2912.00 | 2957.50 | 2861.00 | 325.00 | 302.00 | 304.50 | 315.00 |
| 2022-04-07 | 3220.00 | 3200.00 | 3297.50 | 3155.00 | 2990.00 | 2904.50 | 3028.00 | 2883.00 | 230.00 | 295.50 | 269.50 | 272.00 |
| 2022-04-06 | 3240.00 | 3240.50 | 3275.00 | 3144.00 | 3050.00 | 2982.50 | 3050.00 | 2950.00 | 190.00 | 258.00 | 225.00 | 194.00 |
| 2022-04-01 | 3199.00 | 3244.00 | 3248.00 | 3181.50 | 3039.50 | 3053.00 | 3076.00 | 3011.00 | 159.50 | 191.00 | 172.00 | 170.50 |
| 2022-03-31 | 3188.50 | 3186.00 | 3251.50 | 3102.50 | 3050.00 | 3032.00 | 3098.00 | 2931.00 | 138.50 | 154.00 | 153.50 | 171.50 |
| 2022-03-30 | 3150.00 | 3172.00 | 3191.50 | 3126.50 | 3003.00 | 3021.00 | 3042.50 | 2968.00 | 147.00 | 151.00 | 149.00 | 158.50 |
| 2022-03-29 | 3104.50 | 3193.50 | 3198.00 | 3087.50 | 3059.50 | 3065.00 | 3091.00 | 3002.00 | 45.00 | 128.50 | 107.00 | 85.50 |
| 2022-03-28 | 3097.00 | 3100.50 | 3135.00 | 3065.00 | 3006.00 | 3050.50 | 3077.00 | 2981.00 | 91.00 | 50.00 | 58.00 | 84.00 |
| 2022-03-25 | 3015.50 | 3106.00 | 3108.00 | 3010.00 | 2900.00 | 3017.00 | 3020.50 | 2900.00 | 115.50 | 89.00 | 87.50 | 110.00 |
| 2022-03-24 | 2989.00 | 2997.50 | 3035.00 | 2955.00 | 2898.00 | 2887.00 | 2939.00 | 2858.00 | 91.00 | 110.50 | 96.00 | 97.00 |