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
2013-07-24 13:30:00 2013-07-25 09:30:00 j99 18 1689.00 1694.00 -5 608.94 -9608.94 0.003
2013-07-15 14:30:00 2013-07-17 09:30:00 j99 13 1648.00 1656.00 -8 429.52 -10829.52 0.005
2013-07-12 09:30:00 2013-07-15 09:30:00 j99 18 1670.00 1664.00 6 600.12 10199.88 -0.004
2013-07-10 09:30:00 2013-07-10 14:00:00 j99 19 1624.00 1642.00 -18 620.54 -34820.54 0.011
2013-07-08 09:30:00 2013-07-09 09:30:00 j99 26 1646.00 1649.00 -3 856.70 -8656.70 0.002
2013-07-02 10:00:00 2013-07-04 09:30:00 j99 16 1663.00 1647.00 16 529.60 25070.40 -0.01
2013-06-26 10:00:00 2013-06-27 09:30:00 j99 10 1653.00 1652.00 1 330.50 669.50 -0.001
2013-06-24 14:30:00 2013-06-25 10:00:00 j99 9 1658.00 1662.00 -4 298.80 -3898.80 0.002
2013-06-19 10:00:00 2013-06-21 09:30:00 j99 19 1752.00 1669.00 83 649.99 157050.02 -0.047
2013-06-14 09:30:00 2013-06-17 09:30:00 j99 22 1733.00 1771.00 -38 770.88 -84370.88 0.022
2013-06-06 09:30:00 2013-06-07 09:30:00 j99 17 1768.00 1737.00 31 595.85 52104.15 -0.018
2013-06-05 13:30:00 2013-06-05 14:30:00 j99 13 1784.00 1796.00 -12 465.40 -16065.40 0.007
2013-05-31 13:30:00 2013-06-03 14:00:00 j99 10 1780.00 1777.00 3 355.70 2644.30 -0.002
2013-05-29 14:30:00 2013-05-30 10:00:00 j99 15 1803.00 1782.00 21 537.75 30962.25 -0.012
2013-05-27 09:30:00 2013-05-28 14:30:00 j99 16 1828.00 1821.00 7 583.84 10616.16 -0.004
2013-05-23 09:30:00 2013-05-23 13:30:00 j99 13 1848.00 1865.00 -17 482.69 -22582.69 0.009
2013-05-21 11:00:00 2013-05-22 09:30:00 j99 12 1845.00 1859.00 -14 444.48 -17244.48 0.008
2013-05-15 13:30:00 2013-05-16 11:00:00 j99 8 1856.00 1819.00 37 294.00 29306.00 -0.02
2013-05-09 10:30:00 2013-05-10 10:00:00 j99 6 1820.00 1819.00 1 218.34 381.66 -0.001
2013-05-07 09:30:00 2013-05-07 10:30:00 j99 14 1804.00 1818.00 -14 507.08 -20107.08 0.008