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：
如果您对期货套利以及其它低风险投资感兴趣，可以关注我们的公众号：财有你我 ，加群交流。
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019-12-13 | 533.80 | 536.40 | 538.60 | 533.40 | 546.20 | 546.00 | 548.40 | 545.40 | -12.40 | -9.60 | -9.80 | -12.00 |
| 2019-12-12 | 536.00 | 535.00 | 536.60 | 534.20 | 544.60 | 545.80 | 546.40 | 543.40 | -8.60 | -10.80 | -9.80 | -9.20 |
| 2019-12-11 | 547.00 | 543.20 | 548.40 | 542.60 | 543.80 | 541.60 | 545.20 | 541.20 | 3.20 | 1.60 | 3.20 | 1.40 |
| 2019-12-10 | 545.80 | 546.20 | 548.20 | 545.00 | 544.20 | 544.00 | 544.80 | 542.40 | 1.60 | 2.20 | 3.40 | 2.60 |
| 2019-12-09 | 553.40 | 544.60 | 553.80 | 541.60 | 544.80 | 542.40 | 546.00 | 541.80 | 8.60 | 2.20 | 7.80 | -0.20 |
| 2019-12-06 | 552.00 | 552.80 | 555.20 | 552.00 | 543.80 | 545.20 | 547.00 | 543.80 | 8.20 | 7.60 | 8.20 | 8.20 |
| 2019-12-05 | 552.60 | 553.60 | 554.00 | 551.00 | 544.40 | 545.60 | 546.00 | 543.60 | 8.20 | 8.00 | 8.00 | 7.40 |
| 2019-12-04 | 551.00 | 552.00 | 553.80 | 550.00 | 543.60 | 544.40 | 545.00 | 542.20 | 7.40 | 7.60 | 8.80 | 7.80 |
| 2019-12-03 | 550.60 | 551.60 | 554.40 | 550.40 | 544.20 | 542.80 | 546.00 | 540.60 | 6.40 | 8.80 | 8.40 | 9.80 |
| 2019-12-02 | 553.00 | 554.00 | 555.00 | 550.60 | 546.20 | 545.20 | 547.60 | 542.60 | 6.80 | 8.80 | 7.40 | 8.00 |
| 2019-11-29 | 547.00 | 553.80 | 553.80 | 545.00 | 539.00 | 545.00 | 545.40 | 538.00 | 8.00 | 8.80 | 8.40 | 7.00 |
| 2019-11-28 | 546.80 | 546.20 | 548.00 | 545.20 | 537.60 | 538.20 | 539.80 | 537.60 | 9.20 | 8.00 | 8.20 | 7.60 |
| 2019-11-27 | 552.00 | 546.00 | 553.60 | 546.00 | 543.60 | 538.40 | 544.80 | 538.20 | 8.40 | 7.60 | 8.80 | 7.80 |
| 2019-11-26 | 555.40 | 551.80 | 555.40 | 551.40 | 548.00 | 543.80 | 548.00 | 543.60 | 7.40 | 8.00 | 7.40 | 7.80 |
| 2019-11-25 | 552.80 | 555.60 | 557.00 | 552.40 | 544.40 | 547.00 | 548.80 | 544.40 | 8.40 | 8.60 | 8.20 | 8.00 |
| 2019-11-22 | 554.80 | 554.40 | 555.00 | 552.80 | 546.40 | 545.80 | 546.60 | 544.00 | 8.40 | 8.60 | 8.40 | 8.80 |
| 2019-11-21 | 553.40 | 555.60 | 555.60 | 550.20 | 546.20 | 547.00 | 547.00 | 543.40 | 7.20 | 8.60 | 8.60 | 6.80 |
| 2019-11-20 | 551.60 | 552.40 | 555.80 | 551.20 | 546.20 | 545.80 | 548.60 | 545.80 | 5.40 | 6.60 | 7.20 | 5.40 |
| 2019-11-19 | 551.80 | 552.60 | 553.20 | 549.40 | 546.40 | 547.00 | 547.80 | 543.40 | 5.40 | 5.60 | 5.40 | 6.00 |
| 2019-11-18 | 555.00 | 551.40 | 555.80 | 549.00 | 546.40 | 546.20 | 548.00 | 544.00 | 8.60 | 5.20 | 7.80 | 5.00 |
| 2019-11-15 | 556.00 | 554.00 | 557.80 | 553.00 | 548.80 | 546.80 | 550.40 | 546.40 | 7.20 | 7.20 | 7.40 | 6.60 |
| 2019-11-14 | 557.20 | 556.00 | 559.20 | 555.20 | 551.00 | 549.20 | 551.80 | 548.60 | 6.20 | 6.80 | 7.40 | 6.60 |
| 2019-11-13 | 551.20 | 557.00 | 557.40 | 549.80 | 546.00 | 549.80 | 550.60 | 544.80 | 5.20 | 7.20 | 6.80 | 5.00 |
| 2019-11-12 | 549.60 | 550.60 | 552.20 | 547.60 | 544.60 | 545.20 | 546.40 | 542.80 | 5.00 | 5.40 | 5.80 | 4.80 |
| 2019-11-11 | 551.20 | 549.80 | 552.40 | 546.40 | 545.40 | 544.80 | 546.60 | 541.20 | 5.80 | 5.00 | 5.80 | 5.20 |
| 2019-11-08 | 546.00 | 552.60 | 553.80 | 546.00 | 540.80 | 546.80 | 546.80 | 540.80 | 5.20 | 5.80 | 7.00 | 5.20 |
| 2019-11-07 | 543.60 | 544.20 | 545.40 | 542.60 | 539.40 | 539.40 | 540.40 | 538.20 | 4.20 | 4.80 | 5.00 | 4.40 |
| 2019-11-06 | 544.00 | 543.60 | 545.40 | 538.20 | 539.80 | 538.40 | 540.60 | 534.40 | 4.20 | 5.20 | 4.80 | 3.80 |
| 2019-11-05 | 544.40 | 546.00 | 546.20 | 542.20 | 542.00 | 541.60 | 542.00 | 539.20 | 2.40 | 4.40 | 4.20 | 3.00 |
| 2019-11-04 | 544.80 | 545.00 | 547.20 | 543.60 | 542.00 | 541.80 | 544.60 | 540.60 | 2.80 | 3.20 | 2.60 | 3.00 |
| 2019-11-01 | 540.40 | 542.00 | 545.60 | 538.80 | 541.00 | 540.80 | 544.00 | 537.80 | -0.60 | 1.20 | 1.60 | 1.00 |
| 2019-10-31 | 554.60 | 543.60 | 554.60 | 542.60 | 550.20 | 542.20 | 550.40 | 541.20 | 4.40 | 1.40 | 4.20 | 1.40 |
| 2019-10-30 | 556.20 | 556.60 | 557.60 | 555.00 | 550.40 | 551.80 | 552.20 | 550.20 | 5.80 | 4.80 | 5.40 | 4.80 |
| 2019-10-29 | 562.00 | 556.20 | 562.40 | 556.00 | 554.80 | 550.40 | 555.80 | 550.20 | 7.20 | 5.80 | 6.60 | 5.80 |
| 2019-10-28 | 561.60 | 562.40 | 565.00 | 561.00 | 549.00 | 550.80 | 554.00 | 549.00 | 12.60 | 11.60 | 11.00 | 12.00 |
| 2019-10-25 | 555.00 | 560.00 | 560.00 | 554.60 | 546.60 | 549.80 | 550.40 | 546.40 | 8.40 | 10.20 | 9.60 | 8.20 |
| 2019-10-24 | 555.00 | 555.40 | 556.80 | 553.40 | 550.80 | 551.00 | 551.40 | 548.80 | 4.20 | 4.40 | 5.40 | 4.60 |
| 2019-10-23 | 558.80 | 556.80 | 559.40 | 553.20 | 552.80 | 551.60 | 553.40 | 548.60 | 6.00 | 5.20 | 6.00 | 4.60 |
| 2019-10-22 | 559.40 | 558.80 | 561.00 | 555.20 | 553.20 | 552.60 | 554.40 | 549.60 | 6.20 | 6.20 | 6.60 | 5.60 |
| 2019-10-21 | 559.00 | 558.80 | 560.00 | 556.40 | 552.00 | 552.60 | 554.00 | 551.40 | 7.00 | 6.20 | 6.00 | 5.00 |
| 2019-10-18 | 558.40 | 558.80 | 560.60 | 556.20 | 553.20 | 553.20 | 555.20 | 551.00 | 5.20 | 5.60 | 5.40 | 5.20 |
| 2019-10-17 | 557.00 | 558.40 | 559.00 | 556.20 | 555.00 | 553.00 | 555.00 | 551.60 | 2.00 | 5.40 | 4.00 | 4.60 |
| 2019-10-16 | 557.80 | 557.00 | 559.00 | 556.20 | 552.60 | 552.80 | 554.60 | 551.80 | 5.20 | 4.20 | 4.40 | 4.40 |
| 2019-10-15 | 561.20 | 559.00 | 562.00 | 554.60 | 557.60 | 554.60 | 557.60 | 550.80 | 3.60 | 4.40 | 4.40 | 3.80 |
| 2019-10-14 | 564.80 | 561.80 | 567.40 | 561.00 | 556.60 | 558.00 | 561.80 | 556.20 | 8.20 | 3.80 | 5.60 | 4.80 |
| 2019-10-11 | 567.00 | 565.60 | 571.60 | 565.00 | 561.60 | 560.20 | 566.20 | 560.20 | 5.40 | 5.40 | 5.40 | 4.80 |
| 2019-10-10 | 566.60 | 567.00 | 567.80 | 561.60 | 561.40 | 562.00 | 562.20 | 556.80 | 5.20 | 5.00 | 5.60 | 4.80 |
| 2019-10-09 | 566.20 | 566.80 | 568.40 | 563.80 | 578.80 | 578.60 | 579.40 | 576.60 | -12.60 | -11.80 | -11.00 | -12.80 |
| 2019-10-08 | 570.00 | 567.20 | 570.60 | 563.80 | 580.20 | 578.60 | 581.00 | 578.00 | -10.20 | -11.40 | -10.40 | -14.20 |
| 2019-09-30 | 567.80 | 570.20 | 572.00 | 567.80 | 581.60 | 579.60 | 582.00 | 579.00 | -13.80 | -9.40 | -10.00 | -11.20 |
| 2019-09-27 | 572.20 | 568.00 | 573.00 | 562.80 | 581.00 | 579.40 | 583.40 | 578.80 | -8.80 | -11.40 | -10.40 | -16.00 |
| 2019-09-26 | 576.40 | 573.60 | 577.00 | 572.00 | 584.80 | 582.60 | 584.80 | 581.80 | -8.40 | -9.00 | -7.80 | -9.80 |
| 2019-09-25 | 572.80 | 576.20 | 576.20 | 571.20 | 582.80 | 584.20 | 584.60 | 582.00 | -10.00 | -8.00 | -8.40 | -10.80 |
| 2019-09-24 | 573.40 | 572.20 | 577.40 | 571.60 | 582.00 | 581.60 | 584.40 | 581.40 | -8.60 | -9.40 | -7.00 | -9.80 |
| 2019-09-23 | 576.40 | 573.00 | 578.00 | 573.00 | 583.00 | 582.00 | 584.40 | 581.60 | -6.60 | -9.00 | -6.40 | -8.60 |
| 2019-09-20 | 586.60 | 581.40 | 586.60 | 581.00 | 582.80 | 576.40 | 582.80 | 575.60 | 3.80 | 5.00 | 3.80 | 5.40 |
| 2019-09-19 | 588.00 | 586.00 | 588.80 | 585.40 | 584.00 | 582.00 | 584.40 | 581.40 | 4.00 | 4.00 | 4.40 | 4.00 |
| 2019-09-18 | 589.60 | 587.40 | 589.60 | 585.20 | 585.40 | 583.80 | 586.20 | 582.20 | 4.20 | 3.60 | 3.40 | 3.00 |
| 2019-09-17 | 589.00 | 588.80 | 589.60 | 584.00 | 582.20 | 584.80 | 585.40 | 580.20 | 6.80 | 4.00 | 4.20 | 3.80 |
| 2019-09-16 | 590.40 | 587.40 | 593.60 | 585.00 | 586.20 | 582.60 | 588.40 | 581.40 | 4.20 | 4.80 | 5.20 | 3.60 |
| 2019-09-12 | 590.40 | 588.20 | 593.00 | 588.20 | 583.00 | 581.60 | 585.80 | 581.40 | 7.40 | 6.60 | 7.20 | 6.80 |
| 2019-09-11 | 590.00 | 591.00 | 591.00 | 588.00 | 581.40 | 582.80 | 583.00 | 580.00 | 8.60 | 8.20 | 8.00 | 8.00 |
| 2019-09-10 | 591.00 | 590.40 | 594.00 | 590.20 | 585.00 | 582.40 | 586.00 | 581.60 | 6.00 | 8.00 | 8.00 | 8.60 |
| 2019-09-09 | 595.00 | 592.00 | 596.00 | 588.20 | 586.60 | 585.20 | 588.00 | 582.40 | 8.40 | 6.80 | 8.00 | 5.80 |
| 2019-09-06 | 593.00 | 593.60 | 595.20 | 590.20 | 586.00 | 585.40 | 587.00 | 582.40 | 7.00 | 8.20 | 8.20 | 7.80 |
| 2019-09-05 | 588.80 | 592.20 | 593.60 | 587.80 | 581.80 | 585.80 | 586.60 | 581.20 | 7.00 | 6.40 | 7.00 | 6.60 |
| 2019-09-04 | 584.00 | 590.20 | 597.40 | 583.20 | 575.00 | 583.00 | 590.00 | 574.00 | 9.00 | 7.20 | 7.40 | 9.20 |
| 2019-09-03 | 584.00 | 584.20 | 586.00 | 581.60 | 575.00 | 575.00 | 576.80 | 571.20 | 9.00 | 9.20 | 9.20 | 10.40 |
| 2019-09-02 | 583.60 | 584.60 | 584.60 | 578.20 | 571.80 | 575.00 | 575.00 | 566.40 | 11.80 | 9.60 | 9.60 | 11.80 |
| 2019-08-30 | 580.20 | 583.40 | 584.00 | 579.60 | 569.20 | 571.60 | 571.60 | 568.40 | 11.00 | 11.80 | 12.40 | 11.20 |
| 2019-08-29 | 580.20 | 579.00 | 582.60 | 579.00 | 569.00 | 568.40 | 571.20 | 567.40 | 11.20 | 10.60 | 11.40 | 11.60 |
| 2019-08-28 | 588.00 | 581.00 | 589.00 | 580.80 | 577.00 | 569.40 | 577.00 | 569.00 | 11.00 | 11.60 | 12.00 | 11.80 |
| 2019-08-27 | 587.00 | 590.20 | 590.80 | 585.20 | 576.00 | 578.00 | 578.20 | 574.60 | 11.00 | 12.20 | 12.60 | 10.60 |
| 2019-08-26 | 585.40 | 586.60 | 591.00 | 584.20 | 574.80 | 576.00 | 581.80 | 574.60 | 10.60 | 10.60 | 9.20 | 9.60 |
| 2019-08-23 | 585.00 | 585.80 | 586.60 | 583.20 | 586.00 | 585.80 | 588.40 | 584.60 | -1.00 | 0.00 | -1.80 | -1.40 |
| 2019-08-22 | 585.60 | 589.80 | 591.60 | 584.20 | 583.20 | 587.00 | 588.80 | 582.80 | 2.40 | 2.80 | 2.80 | 1.40 |
| 2019-08-21 | 590.00 | 586.20 | 590.00 | 582.00 | 584.60 | 583.20 | 584.60 | 577.60 | 5.40 | 3.00 | 5.40 | 4.40 |
| 2019-08-20 | 586.60 | 591.20 | 592.60 | 585.20 | 584.40 | 585.00 | 585.00 | 581.40 | 2.20 | 6.20 | 7.60 | 3.80 |
| 2019-08-19 | 584.00 | 585.80 | 586.20 | 578.60 | 581.20 | 582.80 | 583.20 | 578.20 | 2.80 | 3.00 | 3.00 | 0.40 |
| 2019-08-16 | 580.40 | 583.80 | 585.00 | 580.00 | 580.20 | 581.40 | 582.60 | 579.00 | 0.20 | 2.40 | 2.40 | 1.00 |
| 2019-08-15 | 578.00 | 580.60 | 581.00 | 575.60 | 576.20 | 579.60 | 580.00 | 575.20 | 1.80 | 1.00 | 1.00 | 0.40 |
| 2019-08-14 | 575.00 | 579.00 | 580.80 | 572.20 | 573.20 | 578.00 | 580.60 | 573.20 | 1.80 | 1.00 | 0.20 | -1.00 |
| 2019-08-13 | 578.60 | 573.20 | 578.80 | 571.40 | 576.80 | 573.00 | 577.20 | 572.60 | 1.80 | 0.20 | 1.60 | -1.20 |
| 2019-08-12 | 575.40 | 578.40 | 581.20 | 574.80 | 575.20 | 577.20 | 578.40 | 574.00 | 0.20 | 1.20 | 2.80 | 0.80 |
| 2019-08-09 | 577.40 | 574.40 | 578.60 | 573.80 | 576.40 | 575.40 | 577.40 | 574.00 | 1.00 | -1.00 | 1.20 | -0.20 |
| 2019-08-08 | 577.60 | 577.60 | 579.00 | 576.20 | 575.40 | 576.00 | 577.80 | 573.80 | 2.20 | 1.60 | 1.20 | 2.40 |
| 2019-08-07 | 577.00 | 578.40 | 580.60 | 575.40 | 568.40 | 569.40 | 570.20 | 567.60 | 8.60 | 9.00 | 10.40 | 7.80 |
| 2019-08-06 | 577.00 | 578.00 | 584.60 | 577.00 | 576.20 | 575.00 | 579.80 | 575.00 | 0.80 | 3.00 | 4.80 | 2.00 |
| 2019-08-05 | 582.60 | 577.00 | 583.80 | 575.40 | 579.00 | 575.00 | 581.20 | 574.80 | 3.60 | 2.00 | 2.60 | 0.60 |
| 2019-08-02 | 584.40 | 580.60 | 585.00 | 580.60 | 581.40 | 579.00 | 583.20 | 579.00 | 3.00 | 1.60 | 1.80 | 1.60 |
| 2019-08-01 | 588.80 | 583.40 | 589.40 | 582.40 | 587.40 | 581.00 | 587.60 | 581.00 | 1.40 | 2.40 | 1.80 | 1.40 |
| 2019-07-31 | 589.60 | 587.80 | 591.00 | 585.60 | 588.40 | 586.80 | 590.00 | 584.40 | 1.20 | 1.00 | 1.00 | 1.20 |
| 2019-07-30 | 589.60 | 587.40 | 591.20 | 583.60 | 588.00 | 586.20 | 588.80 | 584.40 | 1.60 | 1.20 | 2.40 | -0.80 |
| 2019-07-29 | 592.00 | 591.40 | 594.00 | 589.00 | 590.00 | 589.20 | 591.20 | 587.00 | 2.00 | 2.20 | 2.80 | 2.00 |
| 2019-07-26 | 592.40 | 591.00 | 594.60 | 587.40 | 592.00 | 590.00 | 592.60 | 587.80 | 0.40 | 1.00 | 2.00 | -0.40 |
| 2019-07-25 | 593.40 | 592.40 | 595.00 | 590.60 | 593.00 | 591.80 | 593.00 | 590.60 | 0.40 | 0.60 | 2.00 | 0.00 |
| 2019-07-24 | 593.00 | 593.20 | 595.80 | 589.60 | 592.20 | 591.40 | 593.80 | 589.60 | 0.80 | 1.80 | 2.00 | 0.00 |
| 2019-07-23 | 586.80 | 593.00 | 593.80 | 586.60 | 589.00 | 592.20 | 592.60 | 589.00 | -2.20 | 0.80 | 1.20 | -2.40 |
| 2019-07-22 | 585.20 | 586.20 | 589.40 | 583.40 | 587.80 | 589.00 | 591.80 | 586.20 | -2.60 | -2.80 | -2.40 | -2.80 |
| 2019-07-19 | 579.40 | 586.00 | 587.60 | 579.40 | 583.60 | 588.00 | 589.00 | 583.60 | -4.20 | -2.00 | -1.40 | -4.20 |