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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022-01-05 | 713.80 | 702.60 | 716.60 | 688.60 | 705.00 | 695.00 | 709.20 | 690.00 | 8.80 | 7.60 | 7.40 | -1.40 |
| 2022-01-04 | 718.00 | 713.80 | 724.80 | 700.00 | 655.20 | 624.00 | 658.20 | 624.00 | 62.80 | 89.80 | 66.60 | 76.00 |
| 2021-12-31 | 677.00 | 672.20 | 680.20 | 660.40 | 761.20 | 699.00 | 776.40 | 699.00 | -84.20 | -26.80 | -96.20 | -38.60 |
| 2021-12-30 | 674.20 | 678.20 | 685.00 | 673.00 | 779.60 | 771.00 | 786.00 | 770.80 | -105.40 | -92.80 | -101.00 | -97.80 |
| 2021-12-29 | 674.00 | 681.60 | 689.00 | 672.00 | 800.00 | 788.60 | 806.00 | 786.20 | -126.00 | -107.00 | -117.00 | -114.20 |
| 2021-12-28 | 689.20 | 674.00 | 699.00 | 671.00 | 815.00 | 801.00 | 817.60 | 801.00 | -125.80 | -127.00 | -118.60 | -130.00 |
| 2021-12-27 | 708.00 | 689.20 | 715.00 | 686.00 | 829.20 | 819.80 | 833.80 | 818.00 | -121.20 | -130.60 | -118.80 | -132.00 |
| 2021-12-24 | 696.00 | 707.80 | 717.40 | 696.00 | 832.40 | 832.40 | 855.00 | 830.00 | -136.40 | -124.60 | -137.60 | -134.00 |
| 2021-12-23 | 700.00 | 702.60 | 706.80 | 695.00 | 836.80 | 842.40 | 849.00 | 830.40 | -136.80 | -139.80 | -142.20 | -135.40 |
| 2021-12-22 | 695.60 | 699.60 | 710.80 | 685.00 | 824.00 | 838.80 | 858.00 | 824.00 | -128.40 | -139.20 | -147.20 | -139.00 |
| 2021-12-21 | 709.80 | 707.20 | 721.80 | 702.00 | 877.60 | 840.00 | 879.40 | 840.00 | -167.80 | -132.80 | -157.60 | -138.00 |
| 2021-12-20 | 742.20 | 709.80 | 750.00 | 708.00 | 892.80 | 872.40 | 896.00 | 872.20 | -150.60 | -162.60 | -146.00 | -164.20 |
| 2021-12-17 | 723.00 | 740.60 | 756.60 | 722.60 | 877.00 | 886.00 | 891.80 | 871.00 | -154.00 | -145.40 | -135.20 | -148.40 |
| 2021-12-16 | 713.20 | 722.40 | 723.00 | 681.60 | 849.60 | 876.60 | 880.00 | 846.40 | -136.40 | -154.20 | -157.00 | -164.80 |
| 2021-12-15 | 710.60 | 713.20 | 725.00 | 705.00 | 850.20 | 854.20 | 869.00 | 850.20 | -139.60 | -141.00 | -144.00 | -145.20 |
| 2021-12-14 | 721.60 | 712.00 | 730.60 | 706.00 | 850.20 | 855.40 | 859.00 | 840.00 | -128.60 | -143.40 | -128.40 | -134.00 |
| 2021-12-13 | 677.00 | 727.20 | 736.00 | 675.00 | 820.00 | 859.80 | 864.40 | 812.80 | -143.00 | -132.60 | -128.40 | -137.80 |
| 2021-12-10 | 676.00 | 676.80 | 697.80 | 671.00 | 804.20 | 812.20 | 833.00 | 804.20 | -128.20 | -135.40 | -135.20 | -133.20 |
| 2021-12-09 | 670.00 | 675.80 | 685.00 | 662.00 | 793.80 | 808.00 | 809.20 | 791.00 | -123.80 | -132.20 | -124.20 | -129.00 |
| 2021-12-08 | 690.00 | 671.00 | 692.00 | 666.60 | 816.80 | 802.40 | 825.80 | 801.00 | -126.80 | -131.40 | -133.80 | -134.40 |
| 2021-12-07 | 673.00 | 686.60 | 698.00 | 670.00 | 831.20 | 816.40 | 850.20 | 815.00 | -158.20 | -129.80 | -152.20 | -145.00 |
| 2021-12-06 | 852.00 | 827.20 | 865.00 | 815.80 | 712.00 | 676.00 | 713.00 | 668.00 | 140.00 | 151.20 | 152.00 | 147.80 |
| 2021-12-03 | 833.00 | 853.60 | 892.40 | 760.00 | 675.00 | 708.80 | 720.80 | 660.00 | 158.00 | 144.80 | 171.60 | 100.00 |
| 2021-12-02 | 849.80 | 837.00 | 863.00 | 830.00 | 709.40 | 679.20 | 713.40 | 678.00 | 140.40 | 157.80 | 149.60 | 152.00 |
| 2021-12-01 | 835.20 | 842.80 | 860.60 | 826.00 | 688.00 | 704.80 | 706.80 | 681.00 | 147.20 | 138.00 | 153.80 | 145.00 |
| 2021-11-30 | 801.20 | 840.40 | 848.00 | 800.80 | 678.40 | 687.60 | 699.00 | 670.00 | 122.80 | 152.80 | 149.00 | 130.80 |
| 2021-11-29 | 824.80 | 810.20 | 837.40 | 801.20 | 680.00 | 679.40 | 693.00 | 659.00 | 144.80 | 130.80 | 144.40 | 142.20 |
| 2021-11-26 | 912.80 | 840.80 | 923.00 | 840.80 | 725.00 | 680.20 | 726.00 | 678.80 | 187.80 | 160.60 | 197.00 | 162.00 |
| 2021-11-25 | 920.00 | 912.60 | 965.00 | 904.80 | 721.40 | 725.60 | 749.40 | 715.00 | 198.60 | 187.00 | 215.60 | 189.80 |
| 2021-11-24 | 875.00 | 921.00 | 930.00 | 851.40 | 702.40 | 730.00 | 730.80 | 695.20 | 172.60 | 191.00 | 199.20 | 156.20 |
| 2021-11-23 | 867.40 | 871.20 | 913.80 | 865.00 | 708.80 | 702.20 | 726.00 | 702.00 | 158.60 | 169.00 | 187.80 | 163.00 |
| 2021-11-22 | 841.00 | 862.20 | 878.20 | 841.00 | 701.80 | 708.20 | 713.00 | 691.00 | 139.20 | 154.00 | 165.20 | 150.00 |
| 2021-11-19 | 819.00 | 852.40 | 859.60 | 818.60 | 685.40 | 702.80 | 705.20 | 680.20 | 133.60 | 149.60 | 154.40 | 138.40 |
| 2021-11-18 | 830.00 | 823.20 | 862.00 | 808.00 | 702.00 | 686.80 | 707.20 | 686.80 | 128.00 | 136.40 | 154.80 | 121.20 |
| 2021-11-17 | 805.20 | 825.00 | 836.80 | 790.00 | 690.00 | 700.00 | 708.00 | 685.00 | 115.20 | 125.00 | 128.80 | 105.00 |
| 2021-11-16 | 806.00 | 817.80 | 839.00 | 805.00 | 685.00 | 699.20 | 705.00 | 685.00 | 121.00 | 118.60 | 134.00 | 120.00 |
| 2021-11-15 | 861.00 | 809.60 | 897.00 | 802.00 | 700.20 | 690.00 | 717.80 | 685.00 | 160.80 | 119.60 | 179.20 | 117.00 |
| 2021-11-12 | 905.40 | 864.00 | 909.00 | 860.00 | 718.00 | 700.40 | 718.00 | 696.20 | 187.40 | 163.60 | 191.00 | 163.80 |
| 2021-11-11 | 885.20 | 905.40 | 919.00 | 860.00 | 705.20 | 723.60 | 724.00 | 692.00 | 180.00 | 181.80 | 195.00 | 168.00 |
| 2021-11-10 | 852.00 | 883.80 | 898.80 | 850.00 | 689.20 | 705.60 | 711.60 | 675.00 | 162.80 | 178.20 | 187.20 | 175.00 |
| 2021-11-09 | 916.00 | 870.40 | 934.00 | 866.00 | 735.00 | 693.80 | 740.00 | 690.00 | 181.00 | 176.60 | 194.00 | 176.00 |
| 2021-11-08 | 955.00 | 916.20 | 985.00 | 910.00 | 775.20 | 736.00 | 783.80 | 735.40 | 179.80 | 180.20 | 201.20 | 174.60 |
| 2021-11-05 | 935.00 | 945.20 | 977.00 | 930.20 | 785.00 | 774.40 | 800.00 | 765.60 | 150.00 | 170.80 | 177.00 | 164.60 |
| 2021-11-04 | 999.80 | 934.40 | 999.80 | 903.00 | 811.20 | 778.00 | 812.40 | 769.40 | 188.60 | 156.40 | 187.40 | 133.60 |
| 2021-11-03 | 872.00 | 978.00 | 987.80 | 872.00 | 761.20 | 802.00 | 815.00 | 760.00 | 110.80 | 176.00 | 172.80 | 112.00 |
| 2021-11-02 | 900.00 | 891.80 | 939.80 | 841.00 | 776.00 | 769.00 | 805.00 | 738.00 | 124.00 | 122.80 | 134.80 | 103.00 |
| 2021-11-01 | 975.00 | 917.60 | 991.80 | 917.60 | 802.00 | 781.80 | 818.60 | 769.00 | 173.00 | 135.80 | 173.20 | 148.60 |
| 2021-10-29 | 1061.80 | 973.00 | 1109.20 | 958.40 | 837.80 | 805.00 | 863.00 | 768.00 | 224.00 | 168.00 | 246.20 | 190.40 |
| 2021-10-28 | 1088.00 | 1051.80 | 1143.80 | 1033.80 | 812.00 | 837.80 | 902.00 | 753.20 | 276.00 | 214.00 | 241.80 | 280.60 |
| 2021-10-27 | 1220.00 | 1144.60 | 1249.80 | 1144.60 | 895.00 | 840.20 | 908.20 | 840.20 | 325.00 | 304.40 | 341.60 | 304.40 |
| 2021-10-26 | 1291.00 | 1237.00 | 1345.80 | 1207.00 | 980.20 | 904.00 | 991.00 | 893.20 | 310.80 | 333.00 | 354.80 | 313.80 |
| 2021-10-25 | 1365.00 | 1305.60 | 1407.40 | 1286.00 | 1000.00 | 980.00 | 1037.80 | 961.00 | 365.00 | 325.60 | 369.60 | 325.00 |
| 2021-10-22 | 1365.00 | 1365.00 | 1464.20 | 1365.00 | 1001.40 | 1001.40 | 1079.00 | 1001.40 | 363.60 | 363.60 | 385.20 | 363.60 |
| 2021-10-21 | 1587.40 | 1587.40 | 1587.40 | 1587.40 | 1164.60 | 1164.60 | 1164.60 | 1164.60 | 422.80 | 422.80 | 422.80 | 422.80 |
| 2021-10-20 | 1760.20 | 1755.40 | 1824.40 | 1755.40 | 1294.00 | 1270.80 | 1363.00 | 1270.80 | 466.20 | 484.60 | 461.40 | 484.60 |
| 2021-10-19 | 1856.00 | 1835.60 | 1982.00 | 1832.00 | 1334.00 | 1347.00 | 1388.00 | 1330.20 | 522.00 | 488.60 | 594.00 | 501.80 |
| 2021-10-18 | 1729.80 | 1829.00 | 1829.00 | 1685.00 | 1236.20 | 1305.00 | 1305.00 | 1218.60 | 493.60 | 524.00 | 524.00 | 466.40 |
| 2021-10-15 | 1620.80 | 1692.00 | 1692.00 | 1602.00 | 1196.80 | 1235.80 | 1244.60 | 1171.00 | 424.00 | 456.20 | 447.40 | 431.00 |
| 2021-10-14 | 1562.80 | 1615.80 | 1628.00 | 1489.00 | 1177.00 | 1193.60 | 1213.80 | 1132.00 | 385.80 | 422.20 | 414.20 | 357.00 |
| 2021-10-13 | 1530.00 | 1562.80 | 1640.00 | 1412.00 | 1190.00 | 1182.40 | 1248.40 | 1113.20 | 340.00 | 380.40 | 391.60 | 298.80 |
| 2021-10-12 | 1449.20 | 1507.80 | 1507.80 | 1427.60 | 1179.80 | 1184.80 | 1184.80 | 1137.00 | 269.40 | 323.00 | 323.00 | 290.60 |
| 2021-10-11 | 1300.00 | 1408.20 | 1408.20 | 1277.00 | 1046.00 | 1156.60 | 1159.20 | 1020.60 | 254.00 | 251.60 | 249.00 | 256.40 |
| 2021-10-08 | 1351.80 | 1262.00 | 1389.00 | 1241.20 | 1105.00 | 1017.00 | 1178.60 | 1006.60 | 246.80 | 245.00 | 210.40 | 234.60 |
| 2021-09-30 | 1320.00 | 1393.60 | 1408.00 | 1278.00 | 1031.80 | 1113.20 | 1113.20 | 1021.40 | 288.20 | 280.40 | 294.80 | 256.60 |
| 2021-09-29 | 1328.80 | 1308.80 | 1376.80 | 1288.20 | 1009.00 | 1027.40 | 1049.80 | 992.20 | 319.80 | 281.40 | 327.00 | 296.00 |
| 2021-09-28 | 1251.00 | 1328.80 | 1330.00 | 1246.80 | 985.00 | 1008.00 | 1018.00 | 985.00 | 266.00 | 320.80 | 312.00 | 261.80 |
| 2021-09-27 | 1202.00 | 1253.80 | 1279.80 | 1165.00 | 982.80 | 989.20 | 1015.00 | 955.00 | 219.20 | 264.60 | 264.80 | 210.00 |
| 2021-09-24 | 1222.00 | 1188.00 | 1235.00 | 1155.40 | 985.40 | 968.80 | 1000.20 | 947.40 | 236.60 | 219.20 | 234.80 | 208.00 |
| 2021-09-23 | 1168.00 | 1237.80 | 1237.80 | 1162.60 | 935.20 | 986.20 | 986.20 | 931.40 | 232.80 | 251.60 | 251.60 | 231.20 |
| 2021-09-22 | 1051.20 | 1141.80 | 1141.80 | 1051.20 | 884.60 | 928.00 | 930.00 | 881.60 | 166.60 | 213.80 | 211.80 | 169.60 |
| 2021-09-17 | 1053.20 | 1057.80 | 1076.00 | 1032.20 | 892.40 | 891.20 | 908.20 | 880.80 | 160.80 | 166.60 | 167.80 | 151.40 |
| 2021-09-16 | 1036.00 | 1053.20 | 1094.60 | 1028.60 | 876.00 | 897.00 | 930.00 | 875.60 | 160.00 | 156.20 | 164.60 | 153.00 |
| 2021-09-15 | 995.60 | 1029.60 | 1048.00 | 988.00 | 863.00 | 876.00 | 897.60 | 856.00 | 132.60 | 153.60 | 150.40 | 132.00 |
| 2021-09-14 | 1003.00 | 994.00 | 1005.40 | 960.00 | 869.20 | 861.20 | 870.00 | 838.00 | 133.80 | 132.80 | 135.40 | 122.00 |
| 2021-09-13 | 958.00 | 988.00 | 1016.80 | 958.00 | 832.40 | 859.80 | 880.00 | 831.80 | 125.60 | 128.20 | 136.80 | 126.20 |
| 2021-09-10 | 982.00 | 945.20 | 999.80 | 932.00 | 846.00 | 820.60 | 857.00 | 818.00 | 136.00 | 124.60 | 142.80 | 114.00 |
| 2021-09-09 | 989.00 | 990.40 | 1028.00 | 977.40 | 850.00 | 851.00 | 871.20 | 848.80 | 139.00 | 139.40 | 156.80 | 128.60 |
| 2021-09-08 | 981.00 | 977.00 | 986.00 | 941.00 | 856.00 | 846.00 | 856.00 | 828.40 | 125.00 | 131.00 | 130.00 | 112.60 |
| 2021-09-07 | 949.00 | 985.60 | 997.80 | 948.20 | 822.40 | 852.40 | 865.00 | 820.00 | 126.60 | 133.20 | 132.80 | 128.20 |
| 2021-09-06 | 904.20 | 949.00 | 951.00 | 902.80 | 789.20 | 822.20 | 823.80 | 788.00 | 115.00 | 126.80 | 127.20 | 114.80 |
| 2021-09-03 | 878.80 | 896.00 | 900.80 | 876.00 | 774.20 | 782.00 | 786.80 | 760.20 | 104.60 | 114.00 | 114.00 | 115.80 |
| 2021-09-02 | 880.00 | 906.00 | 933.40 | 869.40 | 763.80 | 791.20 | 808.20 | 756.40 | 116.20 | 114.80 | 125.20 | 113.00 |
| 2021-09-01 | 872.80 | 874.80 | 894.20 | 866.80 | 1020.20 | 1016.00 | 1055.00 | 1016.00 | -147.40 | -141.20 | -160.80 | -149.20 |
| 2021-08-31 | 868.80 | 872.00 | 875.00 | 858.60 | 1024.80 | 1045.00 | 1079.00 | 1003.20 | -156.00 | -173.00 | -204.00 | -144.60 |
| 2021-08-30 | 854.60 | 864.00 | 871.00 | 846.00 | 986.80 | 1021.80 | 1029.60 | 986.80 | -132.20 | -157.80 | -158.60 | -140.80 |
| 2021-08-27 | 850.00 | 855.60 | 859.80 | 835.00 | 993.40 | 988.00 | 998.60 | 977.60 | -143.40 | -132.40 | -138.80 | -142.60 |
| 2021-08-26 | 873.20 | 860.40 | 889.80 | 851.20 | 995.20 | 999.20 | 1005.00 | 992.00 | -122.00 | -138.80 | -115.20 | -140.80 |
| 2021-08-25 | 860.00 | 880.20 | 888.80 | 855.20 | 984.80 | 996.60 | 999.00 | 979.60 | -124.80 | -116.40 | -110.20 | -124.40 |
| 2021-08-24 | 856.00 | 856.20 | 875.20 | 831.00 | 984.00 | 980.80 | 994.20 | 976.00 | -128.00 | -124.60 | -119.00 | -145.00 |
| 2021-08-23 | 796.80 | 850.20 | 850.20 | 796.80 | 954.80 | 989.80 | 992.60 | 940.00 | -158.00 | -139.60 | -142.40 | -143.20 |
| 2021-08-20 | 778.00 | 793.00 | 795.00 | 775.20 | 941.20 | 954.80 | 981.60 | 938.60 | -163.20 | -161.80 | -186.60 | -163.40 |
| 2021-08-19 | 776.80 | 777.60 | 798.00 | 764.60 | 919.00 | 941.20 | 945.80 | 916.00 | -142.20 | -163.60 | -147.80 | -151.40 |
| 2021-08-18 | 770.80 | 776.80 | 785.80 | 766.00 | 902.00 | 917.60 | 919.00 | 901.00 | -131.20 | -140.80 | -133.20 | -135.00 |
| 2021-08-17 | 755.00 | 770.80 | 776.00 | 750.60 | 880.40 | 896.40 | 896.80 | 880.40 | -125.40 | -125.60 | -120.80 | -129.80 |
| 2021-08-16 | 780.00 | 762.00 | 799.40 | 760.00 | 882.60 | 883.80 | 900.40 | 882.60 | -102.60 | -121.80 | -101.00 | -122.60 |
| 2021-08-13 | 764.00 | 778.60 | 781.00 | 758.20 | 880.00 | 889.80 | 899.60 | 876.20 | -116.00 | -111.20 | -118.60 | -118.00 |
| 2021-08-12 | 880.00 | 880.00 | 895.80 | 880.00 | 790.00 | 766.80 | 798.00 | 766.60 | 90.00 | 113.20 | 97.80 | 113.40 |
| 2021-08-11 | 885.60 | 896.00 | 908.80 | 882.20 | 790.80 | 797.20 | 810.80 | 790.00 | 94.80 | 98.80 | 98.00 | 92.20 |
| 2021-08-10 | 879.00 | 882.40 | 888.00 | 872.00 | 766.20 | 790.60 | 797.00 | 765.00 | 112.80 | 91.80 | 91.00 | 107.00 |
| 2021-08-09 | 879.60 | 879.60 | 895.00 | 870.20 | 767.60 | 769.60 | 773.80 | 756.00 | 112.00 | 110.00 | 121.20 | 114.20 |