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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021-08-06 | 883.40 | 882.60 | 901.20 | 876.00 | 770.00 | 767.60 | 780.80 | 760.60 | 113.40 | 115.00 | 120.40 | 115.40 |
| 2021-08-05 | 890.20 | 883.20 | 909.00 | 883.00 | 795.00 | 770.60 | 804.00 | 768.40 | 95.20 | 112.60 | 105.00 | 114.60 |
| 2021-08-04 | 868.80 | 889.80 | 890.40 | 868.20 | 778.00 | 791.80 | 795.00 | 778.00 | 90.80 | 98.00 | 95.40 | 90.20 |
| 2021-08-03 | 865.40 | 867.80 | 876.20 | 864.00 | 791.80 | 779.80 | 794.00 | 778.00 | 73.60 | 88.00 | 82.20 | 86.00 |
| 2021-08-02 | 898.00 | 865.20 | 898.00 | 852.40 | 799.00 | 789.20 | 799.00 | 774.80 | 99.00 | 76.00 | 99.00 | 77.60 |
| 2021-07-30 | 918.60 | 927.20 | 943.00 | 906.20 | 828.20 | 834.80 | 863.60 | 824.60 | 90.40 | 92.40 | 79.40 | 81.60 |
| 2021-07-29 | 902.60 | 918.60 | 919.00 | 900.40 | 820.00 | 828.00 | 828.20 | 815.00 | 82.60 | 90.60 | 90.80 | 85.40 |
| 2021-07-28 | 892.40 | 902.40 | 909.60 | 890.40 | 817.60 | 816.00 | 823.00 | 813.00 | 74.80 | 86.40 | 86.60 | 77.40 |
| 2021-07-27 | 897.00 | 892.40 | 915.80 | 888.00 | 829.60 | 812.20 | 831.40 | 812.00 | 67.40 | 80.20 | 84.40 | 76.00 |
| 2021-07-26 | 905.20 | 897.00 | 909.80 | 885.00 | 835.00 | 829.20 | 838.80 | 821.00 | 70.20 | 67.80 | 71.00 | 64.00 |
| 2021-07-23 | 910.00 | 911.20 | 924.20 | 898.00 | 840.20 | 841.40 | 848.00 | 832.00 | 69.80 | 69.80 | 76.20 | 66.00 |
| 2021-07-22 | 915.20 | 908.80 | 918.20 | 897.60 | 845.00 | 839.00 | 846.60 | 831.80 | 70.20 | 69.80 | 71.60 | 65.80 |
| 2021-07-21 | 920.00 | 911.60 | 928.00 | 901.60 | 847.00 | 843.00 | 854.00 | 831.20 | 73.00 | 68.60 | 74.00 | 70.40 |
| 2021-07-20 | 909.80 | 918.40 | 929.00 | 903.60 | 847.00 | 846.80 | 854.80 | 836.00 | 62.80 | 71.60 | 74.20 | 67.60 |
| 2021-07-19 | 881.00 | 913.80 | 921.60 | 880.00 | 825.00 | 848.80 | 850.80 | 824.40 | 56.00 | 65.00 | 70.80 | 55.60 |
| 2021-07-16 | 880.00 | 882.60 | 908.00 | 875.00 | 816.40 | 825.00 | 840.00 | 814.80 | 63.60 | 57.60 | 68.00 | 60.20 |
| 2021-07-15 | 890.00 | 873.00 | 895.00 | 862.80 | 818.00 | 811.80 | 819.40 | 801.40 | 72.00 | 61.20 | 75.60 | 61.40 |
| 2021-07-14 | 883.00 | 896.40 | 897.80 | 880.00 | 815.20 | 818.60 | 823.40 | 799.60 | 67.80 | 77.80 | 74.40 | 80.40 |
| 2021-07-13 | 858.00 | 882.80 | 883.40 | 857.00 | 798.00 | 818.20 | 818.60 | 796.20 | 60.00 | 64.60 | 64.80 | 60.80 |
| 2021-07-12 | 844.40 | 855.60 | 859.60 | 839.00 | 794.00 | 796.00 | 803.00 | 789.00 | 50.40 | 59.60 | 56.60 | 50.00 |
| 2021-07-09 | 830.00 | 844.00 | 848.00 | 820.20 | 777.00 | 793.00 | 795.80 | 774.00 | 53.00 | 51.00 | 52.20 | 46.20 |
| 2021-07-08 | 833.60 | 824.60 | 836.40 | 814.00 | 786.60 | 775.20 | 788.80 | 771.00 | 47.00 | 49.40 | 47.60 | 43.00 |
| 2021-07-07 | 820.60 | 829.40 | 834.60 | 813.20 | 776.20 | 782.60 | 787.00 | 769.00 | 44.40 | 46.80 | 47.60 | 44.20 |
| 2021-07-06 | 832.40 | 820.60 | 838.20 | 818.00 | 780.20 | 777.00 | 789.80 | 773.60 | 52.20 | 43.60 | 48.40 | 44.40 |
| 2021-07-05 | 798.00 | 831.00 | 831.80 | 791.00 | 748.00 | 782.00 | 784.00 | 747.00 | 50.00 | 49.00 | 47.80 | 44.00 |
| 2021-07-02 | 783.20 | 790.40 | 795.80 | 776.20 | 741.80 | 743.00 | 747.80 | 735.60 | 41.40 | 47.40 | 48.00 | 40.60 |
| 2021-07-01 | 793.60 | 782.60 | 799.80 | 781.80 | 751.00 | 742.60 | 760.00 | 742.40 | 42.60 | 40.00 | 39.80 | 39.40 |
| 2021-06-30 | 780.00 | 793.00 | 794.20 | 772.20 | 741.20 | 750.60 | 751.00 | 738.00 | 38.80 | 42.40 | 43.20 | 34.20 |
| 2021-06-29 | 790.20 | 780.00 | 802.80 | 778.00 | 753.40 | 743.00 | 764.80 | 741.40 | 36.80 | 37.00 | 38.00 | 36.60 |
| 2021-06-28 | 846.00 | 790.20 | 848.00 | 788.00 | 799.20 | 752.60 | 800.20 | 742.40 | 46.80 | 37.60 | 47.80 | 45.60 |
| 2021-06-25 | 855.00 | 848.00 | 859.60 | 845.00 | 802.20 | 800.00 | 809.60 | 797.20 | 52.80 | 48.00 | 50.00 | 47.80 |
| 2021-06-24 | 858.00 | 856.80 | 867.40 | 840.80 | 807.60 | 804.20 | 813.60 | 790.60 | 50.40 | 52.60 | 53.80 | 50.20 |
| 2021-06-23 | 851.00 | 860.20 | 866.00 | 848.80 | 799.00 | 806.80 | 812.40 | 796.80 | 52.00 | 53.40 | 53.60 | 52.00 |
| 2021-06-22 | 843.80 | 850.60 | 854.80 | 824.00 | 793.00 | 799.00 | 802.80 | 776.80 | 50.80 | 51.60 | 52.00 | 47.20 |
| 2021-06-21 | 835.00 | 843.80 | 862.00 | 835.00 | 787.80 | 795.00 | 810.80 | 786.20 | 47.20 | 48.80 | 51.20 | 48.80 |
| 2021-06-18 | 859.00 | 835.00 | 874.40 | 834.00 | 808.80 | 784.80 | 819.80 | 782.80 | 50.20 | 50.20 | 54.60 | 51.20 |
| 2021-06-17 | 850.00 | 863.20 | 870.80 | 846.00 | 798.40 | 813.00 | 818.00 | 794.00 | 51.60 | 50.20 | 52.80 | 52.00 |
| 2021-06-16 | 861.40 | 849.60 | 862.60 | 842.00 | 810.00 | 796.00 | 812.60 | 791.60 | 51.40 | 53.60 | 50.00 | 50.40 |
| 2021-06-15 | 847.00 | 861.40 | 868.80 | 830.00 | 800.00 | 809.00 | 811.40 | 785.20 | 47.00 | 52.40 | 57.40 | 44.80 |
| 2021-06-11 | 807.00 | 827.20 | 833.00 | 805.80 | 758.60 | 785.00 | 788.00 | 758.60 | 48.40 | 42.20 | 45.00 | 47.20 |
| 2021-06-10 | 818.00 | 803.40 | 828.40 | 801.20 | 773.60 | 758.80 | 781.60 | 757.20 | 44.40 | 44.60 | 46.80 | 44.00 |
| 2021-06-09 | 822.40 | 818.20 | 832.20 | 816.00 | 776.00 | 773.40 | 783.60 | 771.00 | 46.40 | 44.80 | 48.60 | 45.00 |
| 2021-06-08 | 800.20 | 819.20 | 821.00 | 791.00 | 754.40 | 771.20 | 774.40 | 748.00 | 45.80 | 48.00 | 46.60 | 43.00 |
| 2021-06-07 | 805.00 | 800.20 | 826.00 | 792.00 | 764.60 | 754.40 | 782.60 | 750.00 | 40.40 | 45.80 | 43.40 | 42.00 |
| 2021-06-04 | 828.60 | 790.00 | 833.40 | 773.00 | 785.60 | 749.80 | 789.20 | 735.00 | 43.00 | 40.20 | 44.20 | 38.00 |
| 2021-06-03 | 828.40 | 835.40 | 854.60 | 820.80 | 782.00 | 787.60 | 806.00 | 776.60 | 46.40 | 47.80 | 48.60 | 44.20 |
| 2021-06-02 | 800.00 | 818.40 | 827.00 | 800.00 | 770.40 | 775.00 | 791.00 | 764.80 | 29.60 | 43.40 | 36.00 | 35.20 |
| 2021-06-01 | 782.00 | 804.40 | 809.20 | 770.00 | 746.00 | 767.40 | 770.20 | 737.00 | 36.00 | 37.00 | 39.00 | 33.00 |
| 2021-05-31 | 748.60 | 775.20 | 790.00 | 742.80 | 719.80 | 739.80 | 754.80 | 717.00 | 28.80 | 35.40 | 35.20 | 25.80 |
| 2021-05-28 | 746.00 | 751.00 | 764.20 | 740.00 | 718.40 | 723.00 | 737.20 | 713.40 | 27.60 | 28.00 | 27.00 | 26.60 |
| 2021-05-27 | 735.20 | 744.40 | 766.60 | 726.60 | 716.00 | 718.00 | 734.80 | 705.20 | 19.20 | 26.40 | 31.80 | 21.40 |
| 2021-05-26 | 727.20 | 726.00 | 742.00 | 721.60 | 709.20 | 702.20 | 721.00 | 700.20 | 18.00 | 23.80 | 21.00 | 21.40 |
| 2021-05-25 | 733.00 | 731.80 | 748.00 | 723.80 | 711.40 | 713.20 | 728.60 | 701.60 | 21.60 | 18.60 | 19.40 | 22.20 |
| 2021-05-24 | 713.20 | 726.60 | 733.80 | 696.00 | 756.60 | 779.80 | 787.00 | 750.00 | -43.40 | -53.20 | -53.20 | -54.00 |
| 2021-05-21 | 765.00 | 713.00 | 765.00 | 711.80 | 807.80 | 756.60 | 807.80 | 755.40 | -42.80 | -43.60 | -42.80 | -43.60 |
| 2021-05-20 | 809.00 | 779.40 | 809.00 | 779.40 | 870.00 | 809.60 | 872.00 | 809.60 | -61.00 | -30.20 | -63.00 | -30.20 |
| 2021-05-19 | 846.00 | 850.80 | 866.40 | 829.00 | 897.80 | 902.00 | 914.40 | 883.20 | -51.80 | -51.20 | -48.00 | -54.20 |
| 2021-05-18 | 827.80 | 841.80 | 845.60 | 818.00 | 885.20 | 899.40 | 900.60 | 876.40 | -57.40 | -57.60 | -55.00 | -58.40 |
| 2021-05-17 | 859.00 | 833.20 | 873.00 | 816.00 | 888.00 | 884.00 | 916.00 | 872.20 | -29.00 | -50.80 | -43.00 | -56.20 |
| 2021-05-14 | 880.00 | 847.80 | 896.80 | 834.20 | 918.80 | 884.00 | 935.00 | 852.80 | -38.80 | -36.20 | -38.20 | -18.60 |
| 2021-05-13 | 925.00 | 883.00 | 938.60 | 871.40 | 960.00 | 926.00 | 973.80 | 914.60 | -35.00 | -43.00 | -35.20 | -43.20 |
| 2021-05-12 | 902.80 | 943.80 | 944.20 | 897.00 | 972.00 | 976.20 | 1007.00 | 963.00 | -69.20 | -32.40 | -62.80 | -66.00 |
| 2021-05-11 | 886.00 | 900.20 | 917.00 | 861.20 | 945.00 | 969.00 | 995.20 | 923.40 | -59.00 | -68.80 | -78.20 | -62.20 |
| 2021-05-10 | 852.00 | 892.00 | 896.80 | 836.20 | 920.40 | 946.20 | 949.00 | 895.20 | -68.40 | -54.20 | -52.20 | -59.00 |
| 2021-05-07 | 848.20 | 863.40 | 874.60 | 838.20 | 906.00 | 932.00 | 939.60 | 887.80 | -57.80 | -68.60 | -65.00 | -49.60 |
| 2021-05-06 | 798.20 | 849.80 | 849.80 | 798.20 | 845.00 | 892.60 | 892.60 | 840.00 | -46.80 | -42.80 | -42.80 | -41.80 |
| 2021-04-30 | 784.00 | 788.60 | 797.80 | 778.20 | 828.00 | 828.20 | 841.20 | 816.00 | -44.00 | -39.60 | -43.40 | -37.80 |
| 2021-04-29 | 758.00 | 785.60 | 791.40 | 752.60 | 793.00 | 824.00 | 824.00 | 784.80 | -35.00 | -38.40 | -32.60 | -32.20 |
| 2021-04-28 | 740.00 | 758.00 | 761.40 | 735.60 | 768.00 | 789.80 | 792.80 | 763.00 | -28.00 | -31.80 | -31.40 | -27.40 |
| 2021-04-27 | 734.60 | 740.00 | 746.80 | 732.00 | 755.00 | 767.00 | 770.00 | 753.00 | -20.40 | -27.00 | -23.20 | -21.00 |
| 2021-04-26 | 743.80 | 738.60 | 765.80 | 735.20 | 764.00 | 757.80 | 779.00 | 752.40 | -20.20 | -19.20 | -13.20 | -17.20 |
| 2021-04-23 | 752.60 | 745.40 | 752.80 | 735.20 | 762.00 | 761.60 | 766.80 | 748.80 | -9.40 | -16.20 | -14.00 | -13.60 |
| 2021-04-22 | 724.20 | 750.20 | 752.60 | 722.60 | 770.60 | 777.20 | 785.20 | 761.00 | -46.40 | -27.00 | -32.60 | -38.40 |
| 2021-04-21 | 778.40 | 773.40 | 783.00 | 765.00 | 712.00 | 722.00 | 722.20 | 702.00 | 66.40 | 51.40 | 60.80 | 63.00 |
| 2021-04-20 | 783.60 | 782.20 | 792.00 | 774.20 | 715.60 | 712.60 | 721.60 | 705.40 | 68.00 | 69.60 | 70.40 | 68.80 |
| 2021-04-19 | 762.00 | 788.00 | 794.80 | 757.80 | 702.00 | 719.20 | 724.20 | 701.00 | 60.00 | 68.80 | 70.60 | 56.80 |
| 2021-04-16 | 750.00 | 761.20 | 775.00 | 742.80 | 709.00 | 704.20 | 719.80 | 697.40 | 41.00 | 57.00 | 55.20 | 45.40 |
| 2021-04-15 | 742.40 | 754.40 | 755.80 | 736.40 | 702.80 | 708.20 | 711.20 | 698.00 | 39.60 | 46.20 | 44.60 | 38.40 |
| 2021-04-14 | 732.00 | 739.40 | 742.60 | 713.40 | 693.00 | 702.40 | 709.40 | 679.80 | 39.00 | 37.00 | 33.20 | 33.60 |
| 2021-04-13 | 711.40 | 728.00 | 732.60 | 708.40 | 680.00 | 689.20 | 694.40 | 675.40 | 31.40 | 38.80 | 38.20 | 33.00 |
| 2021-04-12 | 678.00 | 709.20 | 718.40 | 672.80 | 666.00 | 679.00 | 685.00 | 662.00 | 12.00 | 30.20 | 33.40 | 10.80 |
| 2021-04-09 | 691.60 | 676.80 | 692.80 | 675.00 | 675.00 | 665.40 | 675.00 | 664.00 | 16.60 | 11.40 | 17.80 | 11.00 |
| 2021-04-08 | 690.00 | 689.40 | 694.60 | 679.40 | 668.80 | 672.20 | 677.60 | 661.60 | 21.20 | 17.20 | 17.00 | 17.80 |
| 2021-04-07 | 731.80 | 689.80 | 734.80 | 687.80 | 704.40 | 667.40 | 704.40 | 662.20 | 27.40 | 22.40 | 30.40 | 25.60 |
| 2021-04-06 | 729.00 | 734.80 | 741.80 | 722.60 | 690.00 | 702.00 | 703.40 | 686.60 | 39.00 | 32.80 | 38.40 | 36.00 |
| 2021-04-02 | 735.40 | 740.40 | 741.40 | 728.80 | 683.00 | 697.40 | 697.60 | 679.20 | 52.40 | 43.00 | 43.80 | 49.60 |
| 2021-04-01 | 729.80 | 734.20 | 744.00 | 722.40 | 680.00 | 682.40 | 688.80 | 673.00 | 49.80 | 51.80 | 55.20 | 49.40 |
| 2021-03-31 | 738.80 | 730.00 | 746.00 | 723.80 | 719.00 | 709.60 | 723.20 | 695.20 | 19.80 | 20.40 | 22.80 | 28.60 |
| 2021-03-30 | 734.40 | 738.80 | 744.20 | 728.40 | 720.40 | 719.00 | 728.00 | 713.40 | 14.00 | 19.80 | 16.20 | 15.00 |
| 2021-03-29 | 700.40 | 731.80 | 731.80 | 700.40 | 696.60 | 721.40 | 725.00 | 691.40 | 3.80 | 10.40 | 6.80 | 9.00 |
| 2021-03-26 | 694.80 | 698.00 | 700.20 | 682.00 | 695.40 | 695.00 | 697.60 | 683.40 | -0.60 | 3.00 | 2.60 | -1.40 |
| 2021-03-25 | 691.20 | 695.80 | 698.00 | 690.20 | 695.00 | 695.40 | 698.40 | 690.80 | -3.80 | 0.40 | -0.40 | -0.60 |
| 2021-03-24 | 681.40 | 692.20 | 696.00 | 678.40 | 660.80 | 670.80 | 673.20 | 655.60 | 20.60 | 21.40 | 22.80 | 22.80 |
| 2021-03-23 | 678.40 | 680.80 | 688.00 | 671.20 | 666.00 | 659.40 | 670.80 | 653.40 | 12.40 | 21.40 | 17.20 | 17.80 |
| 2021-03-22 | 675.40 | 676.40 | 696.00 | 672.00 | 665.00 | 664.80 | 679.20 | 663.20 | 10.40 | 11.60 | 16.80 | 8.80 |
| 2021-03-19 | 670.00 | 671.80 | 679.20 | 665.00 | 663.80 | 662.80 | 670.60 | 657.60 | 6.20 | 9.00 | 8.60 | 7.40 |
| 2021-03-18 | 675.00 | 671.40 | 675.00 | 664.00 | 659.80 | 663.80 | 664.80 | 656.80 | 15.20 | 7.60 | 10.20 | 7.20 |
| 2021-03-17 | 643.40 | 676.20 | 676.20 | 641.60 | 637.40 | 662.60 | 662.80 | 635.60 | 6.00 | 13.60 | 13.40 | 6.00 |
| 2021-03-16 | 635.00 | 643.40 | 646.60 | 630.20 | 630.20 | 638.00 | 641.60 | 626.80 | 4.80 | 5.40 | 5.00 | 3.40 |
| 2021-03-15 | 646.00 | 633.40 | 649.00 | 620.60 | 655.00 | 649.60 | 658.20 | 637.00 | -9.00 | -16.20 | -9.20 | -16.40 |