本页面展示动力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。
关于动力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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022-09-28 | 918.80 | 1000.00 | 1000.00 | 918.80 | 900.00 | 900.00 | 900.00 | 900.00 | 18.80 | 100.00 | 100.00 | 18.80 |
| 2022-09-20 | 1094.80 | 1014.00 | 1096.00 | 1000.00 | 825.00 | 825.00 | 825.00 | 825.00 | 269.80 | 189.00 | 271.00 | 175.00 |
| 2022-08-26 | 888.80 | 831.40 | 888.80 | 831.40 | 960.00 | 992.00 | 992.60 | 960.00 | -71.20 | -160.60 | -103.80 | -128.60 |
| 2022-08-23 | 835.00 | 830.00 | 835.00 | 830.00 | 960.00 | 960.00 | 960.00 | 960.00 | -125.00 | -130.00 | -125.00 | -130.00 |
| 2022-08-22 | 832.00 | 826.00 | 832.00 | 826.00 | 1000.00 | 852.80 | 1000.00 | 852.80 | -168.00 | -26.80 | -168.00 | -26.80 |
| 2022-07-15 | 833.20 | 835.20 | 847.40 | 833.00 | 839.00 | 839.00 | 839.00 | 839.00 | -5.80 | -3.80 | 8.40 | -6.00 |
| 2022-07-07 | 843.20 | 866.60 | 866.60 | 843.20 | 841.20 | 841.20 | 841.20 | 841.20 | 2.00 | 25.40 | 25.40 | 2.00 |
| 2022-07-01 | 838.00 | 866.60 | 866.60 | 836.00 | 847.80 | 848.00 | 848.00 | 847.80 | -9.80 | 18.60 | 18.60 | -11.80 |
| 2022-06-30 | 859.00 | 836.40 | 859.00 | 836.40 | 772.00 | 769.20 | 772.20 | 769.20 | 87.00 | 67.20 | 86.80 | 67.20 |
| 2022-06-27 | 840.00 | 844.40 | 844.40 | 840.00 | 820.20 | 820.20 | 820.20 | 820.20 | 19.80 | 24.20 | 24.20 | 19.80 |
| 2022-06-22 | 850.00 | 844.20 | 889.00 | 833.40 | 850.00 | 850.00 | 850.00 | 850.00 | 0.00 | -5.80 | 39.00 | -16.60 |
| 2022-06-21 | 831.20 | 844.00 | 844.20 | 830.00 | 851.00 | 851.00 | 851.00 | 851.00 | -19.80 | -7.00 | -6.80 | -21.00 |
| 2022-06-20 | 836.00 | 833.00 | 861.00 | 833.00 | 836.00 | 849.80 | 849.80 | 836.00 | 0.00 | -16.80 | 11.20 | -3.00 |
| 2022-06-17 | 865.40 | 866.00 | 875.60 | 865.40 | 800.20 | 816.20 | 816.20 | 800.20 | 65.20 | 49.80 | 59.40 | 65.20 |
| 2022-06-10 | 870.00 | 867.00 | 885.80 | 841.00 | 888.00 | 851.00 | 888.00 | 851.00 | -18.00 | 16.00 | -2.20 | -10.00 |
| 2022-06-07 | 879.80 | 873.20 | 879.80 | 873.20 | 822.20 | 879.60 | 879.60 | 822.20 | 57.60 | -6.40 | 0.20 | 51.00 |
| 2022-06-06 | 880.00 | 870.00 | 881.20 | 870.00 | 888.00 | 818.40 | 888.00 | 818.20 | -8.00 | 51.60 | -6.80 | 51.80 |
| 2022-05-26 | 864.00 | 856.40 | 865.80 | 847.20 | 828.00 | 828.00 | 828.00 | 828.00 | 36.00 | 28.40 | 37.80 | 19.20 |
| 2022-05-25 | 845.00 | 858.20 | 858.20 | 843.40 | 840.00 | 840.00 | 840.00 | 840.00 | 5.00 | 18.20 | 18.20 | 3.40 |
| 2022-05-23 | 837.80 | 852.00 | 852.00 | 837.60 | 837.80 | 837.80 | 837.80 | 837.80 | 0.00 | 14.20 | 14.20 | -0.20 |
| 2022-05-17 | 840.80 | 841.20 | 885.00 | 840.80 | 823.00 | 854.40 | 854.40 | 823.00 | 17.80 | -13.20 | 30.60 | 17.80 |
| 2022-05-11 | 820.00 | 829.20 | 836.60 | 820.00 | 790.00 | 790.00 | 790.00 | 790.00 | 30.00 | 39.20 | 46.60 | 30.00 |
| 2022-05-10 | 839.20 | 818.20 | 839.20 | 817.80 | 848.00 | 848.00 | 848.00 | 848.00 | -8.80 | -29.80 | -8.80 | -30.20 |
| 2022-05-06 | 878.60 | 848.00 | 892.00 | 812.00 | 859.60 | 859.60 | 859.60 | 859.60 | 19.00 | -11.60 | 32.40 | -47.60 |
| 2022-05-05 | 802.00 | 860.00 | 860.00 | 802.00 | 850.00 | 856.00 | 878.00 | 830.00 | -48.00 | 4.00 | -18.00 | -28.00 |
| 2022-04-29 | 815.00 | 822.00 | 896.60 | 803.00 | 819.20 | 823.60 | 824.60 | 803.00 | -4.20 | -1.60 | 72.00 | 0.00 |
| 2022-04-28 | 817.80 | 819.20 | 819.20 | 812.20 | 818.80 | 825.00 | 825.20 | 810.40 | -1.00 | -5.80 | -6.00 | 1.80 |
| 2022-04-27 | 810.40 | 815.40 | 818.80 | 810.40 | 809.00 | 810.00 | 817.40 | 809.00 | 1.40 | 5.40 | 1.40 | 1.40 |
| 2022-04-26 | 817.80 | 815.00 | 820.00 | 810.80 | 803.80 | 817.60 | 822.00 | 803.80 | 14.00 | -2.60 | -2.00 | 7.00 |
| 2022-04-25 | 804.20 | 815.00 | 825.00 | 802.20 | 813.80 | 810.00 | 824.80 | 800.60 | -9.60 | 5.00 | 0.20 | 1.60 |
| 2022-04-22 | 811.20 | 822.00 | 830.00 | 811.20 | 826.60 | 813.40 | 860.80 | 807.00 | -15.40 | 8.60 | -30.80 | 4.20 |
| 2022-04-21 | 824.20 | 825.80 | 829.80 | 815.00 | 821.60 | 814.20 | 827.00 | 814.20 | 2.60 | 11.60 | 2.80 | 0.80 |
| 2022-04-20 | 828.00 | 812.40 | 830.00 | 778.00 | 813.20 | 821.60 | 825.00 | 813.20 | 14.80 | -9.20 | 5.00 | -35.20 |
| 2022-04-19 | 816.20 | 829.00 | 829.60 | 816.20 | 812.00 | 825.00 | 827.00 | 803.00 | 4.20 | 4.00 | 2.60 | 13.20 |
| 2022-04-18 | 810.20 | 816.00 | 828.00 | 810.20 | 823.00 | 812.00 | 826.00 | 812.00 | -12.80 | 4.00 | 2.00 | -1.80 |
| 2022-04-15 | 814.00 | 820.00 | 820.00 | 808.40 | 809.20 | 826.00 | 827.80 | 800.00 | 4.80 | -6.00 | -7.80 | 8.40 |
| 2022-04-14 | 807.60 | 813.00 | 814.00 | 802.80 | 818.80 | 817.00 | 818.80 | 808.80 | -11.20 | -4.00 | -4.80 | -6.00 |
| 2022-04-13 | 800.20 | 805.00 | 807.80 | 800.20 | 819.00 | 801.00 | 819.00 | 800.60 | -18.80 | 4.00 | -11.20 | -0.40 |
| 2022-04-12 | 798.20 | 808.40 | 813.20 | 798.20 | 805.20 | 806.20 | 817.80 | 800.20 | -7.00 | 2.20 | -4.60 | -2.00 |
| 2022-04-11 | 803.20 | 805.00 | 814.00 | 793.40 | 812.80 | 815.00 | 815.80 | 801.40 | -9.60 | -10.00 | -1.80 | -8.00 |
| 2022-04-08 | 803.20 | 803.20 | 808.80 | 802.00 | 800.00 | 809.00 | 812.60 | 794.20 | 3.20 | -5.80 | -3.80 | 7.80 |
| 2022-04-07 | 803.60 | 802.00 | 813.20 | 802.00 | 810.40 | 800.20 | 816.20 | 800.00 | -6.80 | 1.80 | -3.00 | 2.00 |
| 2022-04-06 | 819.00 | 806.40 | 819.00 | 802.00 | 788.00 | 810.40 | 818.00 | 788.00 | 31.00 | -4.00 | 1.00 | 14.00 |
| 2022-04-01 | 801.80 | 809.20 | 824.20 | 801.80 | 800.00 | 800.00 | 814.80 | 800.00 | 1.80 | 9.20 | 9.40 | 1.80 |
| 2022-03-31 | 814.00 | 805.00 | 844.60 | 801.40 | 822.80 | 805.80 | 827.80 | 802.00 | -8.80 | -0.80 | 16.80 | -0.60 |
| 2022-03-30 | 829.00 | 814.00 | 845.60 | 805.20 | 815.00 | 817.00 | 822.60 | 815.00 | 14.00 | -3.00 | 23.00 | -9.80 |
| 2022-03-29 | 845.20 | 840.60 | 849.80 | 830.20 | 808.00 | 821.00 | 834.60 | 808.00 | 37.20 | 19.60 | 15.20 | 22.20 |
| 2022-03-28 | 874.20 | 847.40 | 874.20 | 845.20 | 831.80 | 830.00 | 831.80 | 820.20 | 42.40 | 17.40 | 42.40 | 25.00 |
| 2022-03-25 | 852.20 | 865.60 | 878.60 | 852.20 | 834.80 | 827.40 | 836.00 | 827.20 | 17.40 | 38.20 | 42.60 | 25.00 |
| 2022-03-24 | 856.00 | 870.00 | 884.60 | 855.00 | 823.80 | 824.40 | 825.00 | 821.00 | 32.20 | 45.60 | 59.60 | 34.00 |
| 2022-03-23 | 856.00 | 878.60 | 879.80 | 845.00 | 825.00 | 815.20 | 830.00 | 812.20 | 31.00 | 63.40 | 49.80 | 32.80 |
| 2022-03-22 | 835.00 | 855.00 | 855.00 | 830.40 | 825.00 | 826.20 | 828.00 | 806.00 | 10.00 | 28.80 | 27.00 | 24.40 |
| 2022-03-21 | 829.60 | 834.00 | 834.80 | 810.60 | 806.00 | 825.00 | 826.00 | 806.00 | 23.60 | 9.00 | 8.80 | 4.60 |
| 2022-03-18 | 832.00 | 829.00 | 833.00 | 807.80 | 824.80 | 812.40 | 825.00 | 806.80 | 7.20 | 16.60 | 8.00 | 1.00 |
| 2022-03-17 | 823.00 | 816.60 | 826.00 | 805.20 | 812.00 | 815.00 | 817.80 | 802.00 | 11.00 | 1.60 | 8.20 | 3.20 |
| 2022-03-16 | 791.60 | 815.00 | 821.00 | 791.60 | 770.20 | 815.00 | 815.00 | 770.00 | 21.40 | 0.00 | 6.00 | 21.60 |
| 2022-03-15 | 819.40 | 802.00 | 844.40 | 799.00 | 796.00 | 790.00 | 816.20 | 786.00 | 23.40 | 12.00 | 28.20 | 13.00 |
| 2022-03-14 | 800.20 | 810.00 | 820.60 | 766.00 | 788.00 | 784.00 | 798.40 | 766.40 | 12.20 | 26.00 | 22.20 | -0.40 |
| 2022-03-11 | 820.60 | 818.00 | 860.00 | 816.40 | 788.00 | 813.60 | 819.80 | 776.00 | 32.60 | 4.40 | 40.20 | 40.40 |
| 2022-03-10 | 843.00 | 841.00 | 858.60 | 792.00 | 803.00 | 794.80 | 819.20 | 776.00 | 40.00 | 46.20 | 39.40 | 16.00 |
| 2022-03-09 | 897.40 | 852.00 | 919.00 | 852.00 | 806.00 | 820.00 | 841.60 | 803.20 | 91.40 | 32.00 | 77.40 | 48.80 |
| 2022-03-08 | 919.00 | 901.40 | 939.20 | 890.00 | 843.00 | 826.80 | 858.00 | 823.00 | 76.00 | 74.60 | 81.20 | 67.00 |
| 2022-03-07 | 852.20 | 919.00 | 920.00 | 835.20 | 786.40 | 841.40 | 842.00 | 786.40 | 65.80 | 77.60 | 78.00 | 48.80 |
| 2022-03-04 | 849.60 | 852.20 | 860.00 | 819.40 | 810.80 | 797.00 | 812.00 | 783.40 | 38.80 | 55.20 | 48.00 | 36.00 |
| 2022-03-03 | 855.00 | 846.00 | 888.40 | 840.00 | 819.00 | 810.60 | 830.00 | 803.00 | 36.00 | 35.40 | 58.40 | 37.00 |
| 2022-03-02 | 816.00 | 857.80 | 858.80 | 807.00 | 784.00 | 815.40 | 816.00 | 784.00 | 32.00 | 42.40 | 42.80 | 23.00 |
| 2022-03-01 | 780.00 | 815.00 | 825.00 | 771.40 | 770.00 | 796.60 | 810.20 | 770.00 | 10.00 | 18.40 | 14.80 | 1.40 |
| 2022-02-28 | 751.20 | 771.40 | 793.60 | 730.20 | 744.80 | 765.60 | 780.20 | 735.20 | 6.40 | 5.80 | 13.40 | -5.00 |
| 2022-02-25 | 822.00 | 745.00 | 825.40 | 738.00 | 814.60 | 743.80 | 815.00 | 732.00 | 7.40 | 1.20 | 10.40 | 6.00 |
| 2022-02-24 | 840.00 | 811.00 | 845.60 | 807.40 | 825.20 | 800.00 | 830.00 | 800.00 | 14.80 | 11.00 | 15.60 | 7.40 |
| 2022-02-23 | 826.60 | 831.00 | 835.00 | 815.20 | 811.00 | 818.80 | 824.00 | 808.40 | 15.60 | 12.20 | 11.00 | 6.80 |
| 2022-02-22 | 845.00 | 810.00 | 849.80 | 803.00 | 836.00 | 810.40 | 836.00 | 797.20 | 9.00 | -0.40 | 13.80 | 5.80 |
| 2022-02-21 | 806.00 | 841.20 | 845.00 | 798.00 | 796.00 | 826.40 | 830.00 | 788.00 | 10.00 | 14.80 | 15.00 | 10.00 |
| 2022-02-18 | 770.80 | 812.00 | 812.00 | 765.00 | 772.00 | 795.80 | 799.20 | 763.80 | -1.20 | 16.20 | 12.80 | 1.20 |
| 2022-02-17 | 775.00 | 770.60 | 779.60 | 767.40 | 773.00 | 772.00 | 777.00 | 768.20 | 2.00 | -1.40 | 2.60 | -0.80 |
| 2022-02-16 | 775.00 | 780.60 | 789.00 | 760.40 | 768.20 | 784.80 | 784.80 | 761.00 | 6.80 | -4.20 | 4.20 | -0.60 |
| 2022-02-15 | 818.00 | 775.00 | 818.00 | 770.00 | 805.40 | 771.40 | 805.40 | 768.00 | 12.60 | 3.60 | 12.60 | 2.00 |
| 2022-02-14 | 826.60 | 819.20 | 845.20 | 810.00 | 808.00 | 805.20 | 820.00 | 799.20 | 18.60 | 14.00 | 25.20 | 10.80 |
| 2022-02-11 | 859.20 | 822.60 | 862.40 | 820.00 | 828.00 | 806.60 | 836.00 | 803.00 | 31.20 | 16.00 | 26.40 | 17.00 |
| 2022-02-10 | 810.00 | 843.60 | 850.00 | 801.00 | 816.00 | 815.00 | 820.00 | 786.00 | -6.00 | 28.60 | 30.00 | 15.00 |
| 2022-02-09 | 880.00 | 836.60 | 898.60 | 829.00 | 827.60 | 816.20 | 855.00 | 812.00 | 52.40 | 20.40 | 43.60 | 17.00 |
| 2022-02-08 | 827.80 | 876.80 | 876.80 | 827.60 | 815.80 | 840.80 | 856.00 | 815.80 | 12.00 | 36.00 | 20.80 | 11.80 |
| 2022-02-07 | 772.40 | 822.60 | 826.00 | 771.00 | 766.40 | 809.00 | 809.00 | 766.40 | 6.00 | 13.60 | 17.00 | 4.60 |
| 2022-01-28 | 824.20 | 756.20 | 830.00 | 751.40 | 797.20 | 742.00 | 810.80 | 741.80 | 27.00 | 14.20 | 19.20 | 9.60 |
| 2022-01-27 | 795.00 | 808.00 | 823.80 | 788.00 | 780.00 | 793.40 | 811.80 | 775.60 | 15.00 | 14.60 | 12.00 | 12.40 |
| 2022-01-26 | 771.60 | 788.00 | 795.00 | 765.00 | 765.00 | 766.40 | 780.00 | 762.20 | 6.60 | 21.60 | 15.00 | 2.80 |
| 2022-01-25 | 755.40 | 778.00 | 780.00 | 743.00 | 751.00 | 768.00 | 768.00 | 737.00 | 4.40 | 10.00 | 12.00 | 6.00 |
| 2022-01-24 | 772.00 | 739.60 | 797.60 | 727.80 | 750.00 | 739.80 | 780.00 | 725.00 | 22.00 | -0.20 | 17.60 | 2.80 |
| 2022-01-21 | 765.00 | 767.20 | 783.60 | 755.00 | 750.00 | 757.80 | 766.20 | 750.00 | 15.00 | 9.40 | 17.40 | 5.00 |
| 2022-01-20 | 772.40 | 774.80 | 778.00 | 756.40 | 761.00 | 758.60 | 764.20 | 750.00 | 11.40 | 16.20 | 13.80 | 6.40 |
| 2022-01-19 | 760.00 | 774.80 | 790.00 | 750.20 | 741.40 | 757.20 | 767.00 | 737.60 | 18.60 | 17.60 | 23.00 | 12.60 |
| 2022-01-18 | 716.00 | 749.40 | 750.00 | 709.80 | 712.00 | 740.00 | 740.00 | 702.60 | 4.00 | 9.40 | 10.00 | 7.20 |
| 2022-01-17 | 696.60 | 714.80 | 715.00 | 685.00 | 692.20 | 710.00 | 710.00 | 688.00 | 4.40 | 4.80 | 5.00 | -3.00 |
| 2022-01-14 | 689.00 | 692.40 | 695.60 | 683.80 | 704.40 | 692.20 | 704.40 | 689.00 | -15.40 | 0.20 | -8.80 | -5.20 |
| 2022-01-13 | 698.00 | 689.00 | 709.80 | 686.00 | 696.00 | 694.20 | 710.00 | 692.20 | 2.00 | -5.20 | -0.20 | -6.20 |
| 2022-01-12 | 683.60 | 692.80 | 698.00 | 683.00 | 695.80 | 691.40 | 699.00 | 683.20 | -12.20 | 1.40 | -1.00 | -0.20 |
| 2022-01-11 | 700.00 | 683.00 | 703.00 | 680.00 | 695.40 | 688.00 | 699.00 | 685.00 | 4.60 | -5.00 | 4.00 | -5.00 |
| 2022-01-10 | 716.00 | 700.00 | 723.00 | 696.00 | 711.60 | 700.60 | 716.00 | 697.00 | 4.40 | -0.60 | 7.00 | -1.00 |
| 2022-01-07 | 700.00 | 713.20 | 715.80 | 693.00 | 702.40 | 706.00 | 708.80 | 692.60 | -2.40 | 7.20 | 7.00 | 0.40 |
| 2022-01-06 | 702.60 | 697.20 | 706.00 | 695.00 | 691.40 | 696.20 | 703.00 | 691.40 | 11.20 | 1.00 | 3.00 | 3.60 |