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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020-05-18 | 524.00 | 531.60 | 533.20 | 524.00 | 524.80 | 532.00 | 533.00 | 522.80 | -0.80 | -0.40 | 0.20 | 1.20 |
| 2020-05-15 | 526.20 | 522.40 | 526.20 | 519.40 | 526.00 | 522.40 | 526.80 | 520.40 | 0.20 | 0.00 | -0.60 | -1.00 |
| 2020-05-14 | 521.20 | 526.40 | 527.00 | 520.40 | 522.00 | 526.60 | 526.60 | 521.40 | -0.80 | -0.20 | 0.40 | -1.00 |
| 2020-05-13 | 517.80 | 520.00 | 522.00 | 512.80 | 514.40 | 519.20 | 520.80 | 512.20 | 3.40 | 0.80 | 1.20 | 0.60 |
| 2020-05-12 | 511.60 | 518.60 | 518.80 | 510.60 | 502.80 | 514.40 | 515.00 | 502.60 | 8.80 | 4.20 | 3.80 | 8.00 |
| 2020-05-11 | 505.60 | 509.80 | 510.40 | 503.40 | 498.00 | 502.00 | 502.80 | 496.00 | 7.60 | 7.80 | 7.60 | 7.40 |
| 2020-05-08 | 502.00 | 506.40 | 506.80 | 499.60 | 496.60 | 498.20 | 500.20 | 494.20 | 5.40 | 8.20 | 6.60 | 5.40 |
| 2020-05-07 | 500.80 | 500.80 | 503.60 | 498.80 | 495.00 | 495.40 | 497.80 | 493.40 | 5.80 | 5.40 | 5.80 | 5.40 |
| 2020-05-06 | 495.00 | 500.80 | 505.00 | 495.00 | 491.20 | 495.80 | 499.20 | 491.00 | 3.80 | 5.00 | 5.80 | 4.00 |
| 2020-04-30 | 493.60 | 499.80 | 499.80 | 493.20 | 491.00 | 494.60 | 495.00 | 490.80 | 2.60 | 5.20 | 4.80 | 2.40 |
| 2020-04-29 | 493.80 | 492.20 | 495.80 | 487.40 | 494.00 | 489.40 | 494.00 | 486.20 | -0.20 | 2.80 | 1.80 | 1.20 |
| 2020-04-28 | 486.00 | 488.20 | 491.60 | 484.40 | 484.40 | 486.20 | 488.80 | 483.00 | 1.60 | 2.00 | 2.80 | 1.40 |
| 2020-04-27 | 492.60 | 487.80 | 493.80 | 486.60 | 492.00 | 486.80 | 492.60 | 485.80 | 0.60 | 1.00 | 1.20 | 0.80 |
| 2020-04-24 | 495.20 | 493.40 | 497.00 | 493.00 | 493.00 | 492.60 | 494.80 | 492.40 | 2.20 | 0.80 | 2.20 | 0.60 |
| 2020-04-23 | 490.20 | 492.60 | 494.20 | 485.40 | 487.60 | 491.00 | 493.40 | 485.40 | 2.60 | 1.60 | 0.80 | 0.00 |
| 2020-04-22 | 493.60 | 489.40 | 495.60 | 486.60 | 491.00 | 488.80 | 493.00 | 486.00 | 2.60 | 0.60 | 2.60 | 0.60 |
| 2020-04-21 | 497.00 | 496.20 | 498.40 | 493.20 | 495.00 | 493.40 | 496.00 | 491.20 | 2.00 | 2.80 | 2.40 | 2.00 |
| 2020-04-20 | 500.40 | 499.80 | 502.80 | 497.40 | 498.60 | 497.00 | 501.00 | 495.80 | 1.80 | 2.80 | 1.80 | 1.60 |
| 2020-04-17 | 495.00 | 498.60 | 500.80 | 492.40 | 494.00 | 498.40 | 500.00 | 493.20 | 1.00 | 0.20 | 0.80 | -0.80 |
| 2020-04-16 | 488.00 | 493.00 | 493.60 | 483.80 | 490.00 | 493.60 | 493.80 | 485.00 | -2.00 | -0.60 | -0.20 | -1.20 |
| 2020-04-15 | 485.60 | 494.00 | 499.80 | 485.60 | 485.00 | 494.40 | 499.20 | 485.00 | 0.60 | -0.40 | 0.60 | 0.60 |
| 2020-04-14 | 486.60 | 479.80 | 486.60 | 476.40 | 488.00 | 478.40 | 488.20 | 476.20 | -1.40 | 1.40 | -1.60 | 0.20 |
| 2020-04-13 | 497.00 | 488.00 | 497.00 | 487.80 | 496.80 | 490.80 | 497.00 | 490.80 | 0.20 | -2.80 | 0.00 | -3.00 |
| 2020-04-10 | 493.60 | 499.40 | 502.40 | 492.20 | 496.00 | 500.60 | 504.00 | 495.00 | -2.40 | -1.20 | -1.60 | -2.80 |
| 2020-04-09 | 495.00 | 494.80 | 497.60 | 491.40 | 495.00 | 497.00 | 499.80 | 494.60 | 0.00 | -2.20 | -2.20 | -3.20 |
| 2020-04-08 | 498.00 | 495.20 | 500.40 | 495.00 | 494.00 | 492.60 | 496.40 | 492.40 | 4.00 | 2.60 | 4.00 | 2.60 |
| 2020-04-07 | 497.80 | 500.20 | 504.20 | 493.20 | 503.00 | 496.40 | 505.60 | 496.00 | -5.20 | 3.80 | -1.40 | -2.80 |
| 2020-04-03 | 507.00 | 498.80 | 507.00 | 496.40 | 506.40 | 507.20 | 509.00 | 503.80 | 0.60 | -8.40 | -2.00 | -7.40 |
| 2020-04-02 | 490.60 | 507.40 | 512.00 | 490.00 | 505.00 | 508.80 | 511.00 | 503.00 | -14.40 | -1.40 | 1.00 | -13.00 |
| 2020-04-01 | 495.20 | 492.60 | 496.60 | 486.80 | 510.00 | 507.80 | 514.20 | 505.00 | -14.80 | -15.20 | -17.60 | -18.20 |
| 2020-03-31 | 500.00 | 499.60 | 504.60 | 497.40 | 516.00 | 515.80 | 519.60 | 514.00 | -16.00 | -16.20 | -15.00 | -16.60 |
| 2020-03-30 | 519.60 | 517.80 | 519.80 | 510.20 | 510.40 | 501.60 | 512.80 | 499.20 | 9.20 | 16.20 | 7.00 | 11.00 |
| 2020-03-27 | 520.80 | 523.20 | 523.60 | 519.00 | 514.00 | 515.60 | 517.80 | 512.20 | 6.80 | 7.60 | 5.80 | 6.80 |
| 2020-03-26 | 520.00 | 521.80 | 523.20 | 518.60 | 517.40 | 516.00 | 518.60 | 514.60 | 2.60 | 5.80 | 4.60 | 4.00 |
| 2020-03-25 | 524.40 | 521.00 | 525.40 | 517.60 | 527.80 | 524.40 | 528.00 | 521.80 | -3.40 | -3.40 | -2.60 | -4.20 |
| 2020-03-24 | 516.00 | 523.00 | 523.40 | 515.40 | 520.20 | 525.00 | 525.80 | 519.20 | -4.20 | -2.00 | -2.40 | -3.80 |
| 2020-03-23 | 523.00 | 516.20 | 523.80 | 514.40 | 527.60 | 520.80 | 528.80 | 519.60 | -4.60 | -4.60 | -5.00 | -5.20 |
| 2020-03-20 | 529.80 | 527.00 | 531.00 | 525.00 | 536.40 | 533.60 | 538.20 | 532.60 | -6.60 | -6.60 | -7.20 | -7.60 |
| 2020-03-19 | 536.00 | 529.80 | 536.60 | 521.00 | 543.00 | 537.20 | 543.00 | 530.40 | -7.00 | -7.40 | -6.40 | -9.40 |
| 2020-03-18 | 539.00 | 535.80 | 541.00 | 535.60 | 545.00 | 543.20 | 548.40 | 542.80 | -6.00 | -7.40 | -7.40 | -7.20 |
| 2020-03-17 | 537.40 | 537.40 | 538.80 | 535.40 | 544.00 | 544.80 | 545.60 | 542.80 | -6.60 | -7.40 | -6.80 | -7.40 |
| 2020-03-16 | 542.00 | 538.60 | 542.00 | 538.40 | 548.00 | 545.20 | 548.00 | 545.00 | -6.00 | -6.60 | -6.00 | -6.60 |
| 2020-03-13 | 540.00 | 541.60 | 542.00 | 537.20 | 544.80 | 547.80 | 548.20 | 544.00 | -4.80 | -6.20 | -6.20 | -6.80 |
| 2020-03-12 | 541.20 | 540.00 | 542.40 | 538.00 | 546.40 | 545.80 | 547.80 | 545.00 | -5.20 | -5.80 | -5.40 | -7.00 |
| 2020-03-11 | 544.00 | 540.40 | 545.40 | 540.40 | 549.40 | 545.80 | 549.60 | 545.80 | -5.40 | -5.40 | -4.20 | -5.40 |
| 2020-03-10 | 541.00 | 544.20 | 546.60 | 541.00 | 544.20 | 548.20 | 550.00 | 544.20 | -3.20 | -4.00 | -3.40 | -3.20 |
| 2020-03-09 | 540.00 | 541.20 | 543.00 | 537.80 | 545.00 | 545.00 | 545.60 | 542.00 | -5.00 | -3.80 | -2.60 | -4.20 |
| 2020-03-06 | 541.80 | 546.20 | 547.80 | 540.40 | 545.40 | 549.00 | 550.20 | 543.60 | -3.60 | -2.80 | -2.40 | -3.20 |
| 2020-03-05 | 543.20 | 544.60 | 546.40 | 542.40 | 544.00 | 547.40 | 548.40 | 544.00 | -0.80 | -2.80 | -2.00 | -1.60 |
| 2020-03-04 | 543.20 | 542.00 | 545.40 | 541.20 | 546.00 | 544.40 | 547.00 | 544.00 | -2.80 | -2.40 | -1.60 | -2.80 |
| 2020-03-03 | 544.80 | 543.00 | 547.00 | 543.00 | 546.80 | 545.40 | 548.40 | 545.40 | -2.00 | -2.40 | -1.40 | -2.40 |
| 2020-03-02 | 545.00 | 544.20 | 546.60 | 542.20 | 545.80 | 546.00 | 547.80 | 544.60 | -0.80 | -1.80 | -1.20 | -2.40 |
| 2020-02-28 | 543.40 | 542.20 | 545.40 | 540.40 | 543.60 | 544.60 | 546.00 | 541.20 | -0.20 | -2.40 | -0.60 | -0.80 |
| 2020-02-27 | 546.60 | 545.20 | 547.80 | 545.20 | 546.00 | 544.60 | 546.80 | 544.60 | 0.60 | 0.60 | 1.00 | 0.60 |
| 2020-02-26 | 548.00 | 545.40 | 549.00 | 545.00 | 547.00 | 544.80 | 547.80 | 544.60 | 1.00 | 0.60 | 1.20 | 0.40 |
| 2020-02-25 | 553.00 | 548.60 | 553.00 | 548.20 | 550.20 | 547.40 | 551.00 | 547.00 | 2.80 | 1.20 | 2.00 | 1.20 |
| 2020-02-24 | 552.00 | 554.80 | 556.00 | 552.00 | 549.00 | 552.00 | 552.60 | 549.00 | 3.00 | 2.80 | 3.40 | 3.00 |
| 2020-02-21 | 554.00 | 552.00 | 556.00 | 551.80 | 550.80 | 549.80 | 553.00 | 549.60 | 3.20 | 2.20 | 3.00 | 2.20 |
| 2020-02-20 | 552.20 | 553.60 | 554.60 | 551.20 | 551.20 | 551.00 | 552.20 | 549.40 | 1.00 | 2.60 | 2.40 | 1.80 |
| 2020-02-19 | 552.20 | 552.00 | 553.60 | 550.60 | 551.60 | 550.00 | 551.60 | 549.00 | 0.60 | 2.00 | 2.00 | 1.60 |
| 2020-02-18 | 553.40 | 552.00 | 554.80 | 552.00 | 552.60 | 550.20 | 552.60 | 550.00 | 0.80 | 1.80 | 2.20 | 2.00 |
| 2020-02-17 | 560.00 | 553.40 | 560.00 | 553.00 | 554.80 | 551.40 | 555.80 | 551.00 | 5.20 | 2.00 | 4.20 | 2.00 |
| 2020-02-14 | 562.20 | 560.80 | 563.40 | 560.80 | 555.40 | 556.40 | 557.80 | 550.60 | 6.80 | 4.40 | 5.60 | 10.20 |
| 2020-02-13 | 566.40 | 562.40 | 567.40 | 562.20 | 559.60 | 557.20 | 560.00 | 557.20 | 6.80 | 5.20 | 7.40 | 5.00 |
| 2020-02-12 | 569.00 | 565.80 | 569.80 | 565.00 | 561.80 | 558.80 | 562.20 | 558.20 | 7.20 | 7.00 | 7.60 | 6.80 |
| 2020-02-11 | 567.20 | 570.20 | 570.60 | 567.00 | 559.60 | 562.00 | 562.40 | 559.40 | 7.60 | 8.20 | 8.20 | 7.60 |
| 2020-02-10 | 570.00 | 567.20 | 570.20 | 565.20 | 559.80 | 559.40 | 561.00 | 557.80 | 10.20 | 7.80 | 9.20 | 7.40 |
| 2020-02-07 | 564.80 | 565.80 | 567.80 | 564.60 | 557.00 | 558.00 | 559.60 | 557.00 | 7.80 | 7.80 | 8.20 | 7.60 |
| 2020-02-06 | 567.60 | 564.80 | 568.60 | 564.20 | 573.00 | 570.60 | 573.40 | 570.20 | -5.40 | -5.80 | -4.80 | -6.00 |
| 2020-02-05 | 565.00 | 567.60 | 568.00 | 563.20 | 570.80 | 572.20 | 572.60 | 569.80 | -5.80 | -4.60 | -4.60 | -6.60 |
| 2020-02-04 | 559.40 | 565.80 | 566.00 | 557.60 | 563.20 | 571.60 | 571.80 | 563.20 | -3.80 | -5.80 | -5.80 | -5.60 |
| 2020-02-03 | 542.60 | 557.20 | 580.00 | 542.20 | 550.00 | 561.80 | 579.00 | 550.00 | -7.40 | -4.60 | 1.00 | -7.80 |
| 2020-01-23 | 547.00 | 546.20 | 547.60 | 543.40 | 552.00 | 551.60 | 552.80 | 550.20 | -5.00 | -5.40 | -5.20 | -6.80 |
| 2020-01-22 | 545.40 | 546.80 | 547.60 | 542.60 | 550.60 | 552.40 | 553.60 | 550.00 | -5.20 | -5.60 | -6.00 | -7.40 |
| 2020-01-21 | 550.80 | 546.00 | 552.00 | 545.40 | 554.00 | 551.00 | 555.60 | 550.60 | -3.20 | -5.00 | -3.60 | -5.20 |
| 2020-01-20 | 551.00 | 550.40 | 552.20 | 550.00 | 554.40 | 554.20 | 557.60 | 553.80 | -3.40 | -3.80 | -5.40 | -3.80 |
| 2020-01-17 | 550.40 | 551.00 | 553.60 | 549.20 | 553.80 | 554.80 | 556.40 | 553.00 | -3.40 | -3.80 | -2.80 | -3.80 |
| 2020-01-16 | 550.60 | 550.40 | 553.20 | 550.20 | 554.00 | 554.20 | 556.00 | 553.80 | -3.40 | -3.80 | -2.80 | -3.60 |
| 2020-01-15 | 557.00 | 550.60 | 557.40 | 550.20 | 558.40 | 553.80 | 558.60 | 553.40 | -1.40 | -3.20 | -1.20 | -3.20 |
| 2020-01-14 | 554.40 | 556.80 | 557.20 | 553.80 | 556.60 | 558.20 | 558.60 | 555.40 | -2.20 | -1.40 | -1.40 | -1.60 |
| 2020-01-13 | 557.00 | 554.20 | 557.80 | 552.40 | 558.40 | 556.20 | 558.80 | 554.80 | -1.40 | -2.00 | -1.00 | -2.40 |
| 2020-01-10 | 556.60 | 557.40 | 558.20 | 555.80 | 558.20 | 558.40 | 559.20 | 557.20 | -1.60 | -1.00 | -1.00 | -1.40 |
| 2020-01-09 | 558.20 | 556.60 | 561.00 | 554.80 | 560.00 | 558.20 | 562.00 | 556.40 | -1.80 | -1.60 | -1.00 | -1.60 |
| 2020-01-08 | 554.60 | 558.20 | 558.20 | 554.40 | 557.40 | 559.40 | 559.60 | 557.40 | -2.80 | -1.20 | -1.40 | -3.00 |
| 2020-01-07 | 553.00 | 553.80 | 555.00 | 553.00 | 556.80 | 556.40 | 557.60 | 555.80 | -3.80 | -2.60 | -2.60 | -2.80 |
| 2020-01-06 | 552.20 | 552.80 | 556.00 | 551.80 | 554.40 | 556.00 | 558.60 | 554.00 | -2.20 | -3.20 | -2.60 | -2.20 |
| 2020-01-03 | 556.00 | 552.20 | 556.00 | 551.20 | 557.80 | 555.00 | 557.80 | 554.20 | -1.80 | -2.80 | -1.80 | -3.00 |
| 2020-01-02 | 557.40 | 556.60 | 559.00 | 555.20 | 559.20 | 557.80 | 559.80 | 557.40 | -1.80 | -1.20 | -0.80 | -2.20 |
| 2019-12-31 | 557.20 | 556.80 | 559.60 | 555.60 | 558.40 | 558.00 | 560.20 | 557.00 | -1.20 | -1.20 | -0.60 | -1.40 |
| 2019-12-30 | 553.20 | 557.20 | 559.00 | 551.40 | 554.80 | 558.20 | 559.60 | 552.60 | -1.60 | -1.00 | -0.60 | -1.20 |
| 2019-12-27 | 550.00 | 552.60 | 554.00 | 549.40 | 552.20 | 554.20 | 555.80 | 552.00 | -2.20 | -1.60 | -1.80 | -2.60 |
| 2019-12-26 | 554.00 | 550.00 | 554.00 | 549.20 | 556.60 | 552.20 | 557.00 | 551.60 | -2.60 | -2.20 | -3.00 | -2.40 |
| 2019-12-25 | 555.00 | 552.20 | 556.00 | 552.00 | 558.00 | 555.60 | 558.60 | 555.60 | -3.00 | -3.40 | -2.60 | -3.60 |
| 2019-12-24 | 555.00 | 554.00 | 555.60 | 551.20 | 558.40 | 557.40 | 558.80 | 555.00 | -3.40 | -3.40 | -3.20 | -3.80 |
| 2019-12-23 | 552.00 | 554.20 | 555.00 | 549.40 | 554.00 | 557.80 | 558.00 | 552.60 | -2.00 | -3.60 | -3.00 | -3.20 |
| 2019-12-20 | 546.80 | 551.60 | 551.60 | 545.00 | 550.00 | 553.80 | 553.80 | 548.40 | -3.20 | -2.20 | -2.20 | -3.40 |
| 2019-12-19 | 545.00 | 547.00 | 548.00 | 544.60 | 547.80 | 550.20 | 550.80 | 547.80 | -2.80 | -3.20 | -2.80 | -3.20 |
| 2019-12-18 | 542.40 | 544.80 | 545.40 | 542.00 | 546.60 | 548.00 | 548.80 | 546.40 | -4.20 | -3.20 | -3.40 | -4.40 |
| 2019-12-17 | 544.00 | 542.00 | 545.60 | 540.20 | 548.20 | 546.80 | 549.20 | 545.80 | -4.20 | -4.80 | -3.60 | -5.60 |
| 2019-12-16 | 536.40 | 544.00 | 544.40 | 535.80 | 543.40 | 548.60 | 548.60 | 543.20 | -7.00 | -4.60 | -4.20 | -7.40 |