开仓时间 平仓时间 品种 多空 手数 开仓价 平仓价 价差 交易成本 平仓盈亏 收益率
2013-10-31 11:00:00 2013-11-01 09:30:00 j99 11 1720.00 1729.00 -9 379.39 -10279.39 0.005
2013-10-29 13:30:00 2013-10-30 09:30:00 j99 24 1713.00 1727.00 -14 825.60 -34425.60 0.008
2013-10-25 14:30:00 2013-10-28 09:30:00 j99 7 1732.00 1722.00 10 241.78 6758.22 -0.006
2013-10-24 09:30:00 2013-10-25 09:30:00 j99 20 1753.00 1755.00 -2 701.60 -4701.60 0.001
2013-10-21 09:30:00 2013-10-22 09:30:00 j99 23 1792.00 1799.00 7 825.93 15274.07 0.004
2013-10-14 13:30:00 2013-10-15 11:00:00 j99 19 1784.00 1806.00 22 682.10 41117.90 0.012
2013-10-11 09:30:00 2013-10-14 09:30:00 j99 22 1777.00 1775.00 -2 781.44 -5181.44 -0.001
2013-10-08 09:30:00 2013-10-09 14:00:00 j99 8 1739.00 1777.00 -38 281.28 -30681.28 0.022
2013-09-18 14:00:00 2013-09-24 10:00:00 j99 7 1805.00 1802.00 -3 252.49 -2352.49 -0.002
2013-09-05 09:30:00 2013-09-06 09:30:00 j99 15 1830.00 1825.00 -5 548.25 -8048.25 -0.003
2013-09-02 09:30:00 2013-09-03 09:30:00 j99 14 1830.00 1840.00 10 513.80 13486.20 0.005
2013-08-28 09:30:00 2013-08-28 10:00:00 j99 16 1880.00 1865.00 -15 599.20 -24599.20 -0.008
2013-08-23 09:30:00 2013-08-26 10:30:00 j99 17 1854.00 1868.00 14 632.74 23167.26 0.008
2013-08-22 10:00:00 2013-08-22 13:30:00 j99 24 1831.00 1817.00 -14 875.52 -34475.52 -0.008
2013-08-20 14:30:00 2013-08-21 10:00:00 j99 8 1827.00 1820.00 -7 291.76 -5891.76 -0.004
2013-08-19 10:00:00 2013-08-20 14:00:00 j99 9 1825.00 1809.00 -16 327.06 -14727.06 -0.009
2013-08-12 14:00:00 2013-08-13 09:30:00 j99 11 1788.00 1794.00 6 394.02 6205.98 0.003
2013-08-06 10:00:00 2013-08-07 09:30:00 j99 25 1696.00 1696.00 0 848.00 -848.00 0
2013-07-29 14:30:00 2013-07-30 13:30:00 j99 21 1666.00 1670.00 -4 700.56 -9100.56 0.002
2013-07-26 09:30:00 2013-07-29 11:00:00 j99 24 1692.00 1677.00 15 808.56 35191.44 -0.009