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
2013-04-26 11:00:00 2013-05-02 09:30:00 j99 17 1820.00 1775.00 45 611.15 75888.85 -0.025
2013-04-22 10:00:00 2013-04-24 13:30:00 j99 5 1829.00 1802.00 27 181.55 13318.45 -0.015
2013-04-17 13:30:00 2013-04-18 10:00:00 j99 3 1820.00 1806.00 14 108.78 4091.22 -0.008
2013-04-15 10:00:00 2013-04-16 09:30:00 j99 13 1871.00 1831.00 40 481.26 51518.74 -0.021
2013-04-10 13:30:00 2013-04-11 09:30:00 j99 8 1921.00 1927.00 -6 307.84 -5107.84 0.003
2013-03-26 09:30:00 2013-03-29 10:30:00 j99 7 1968.00 1897.00 71 270.55 49429.45 -0.036
2013-03-13 09:30:00 2013-03-15 11:00:00 j99 10 2030.00 1966.00 64 399.60 63600.40 -0.032
2013-03-06 13:30:00 2013-03-12 10:00:00 j99 3 2094.00 2035.00 59 123.87 17576.13 -0.028
2013-03-01 11:00:00 2013-03-05 09:30:00 j99 4 2126.00 2089.00 37 168.60 14631.40 -0.017
2013-02-26 09:30:00 2013-03-01 09:30:00 j99 4 2141.00 2150.00 9 171.64 3428.36 0.004
2013-02-04 09:30:00 2013-02-05 11:00:00 j99 8 2363.00 2361.00 -2 377.92 -1977.92 -0.001
2013-01-29 09:30:00 2013-01-31 09:30:00 j99 9 2331.00 2329.00 -2 419.40 -2219.40 -0.001
2013-01-25 10:30:00 2013-01-28 09:30:00 j99 4 2326.00 2314.00 -12 185.60 -4985.60 -0.005
2013-01-14 13:30:00 2013-01-15 09:30:00 j99 1 2297.00 2263.00 -34 45.60 -3445.60 -0.015
2013-01-08 13:30:00 2013-01-09 09:30:00 j99 2 2285.00 2259.00 -26 90.88 -5290.88 -0.011
2012-12-31 13:30:00 2013-01-04 09:30:00 j99 2 2238.00 2272.00 34 90.20 6709.80 0.015
2012-12-25 09:30:00 2012-12-27 14:30:00 j99 7 2127.00 2182.00 55 301.63 38198.37 0.026
2012-12-21 09:30:00 2012-12-24 09:30:00 j99 4 2133.00 2114.00 -19 169.88 -7769.88 -0.009
2012-12-18 09:30:00 2012-12-18 14:00:00 j99 4 2135.00 2118.00 -17 170.12 -6970.12 -0.008
2012-12-14 09:30:00 2012-12-17 09:30:00 j99 7 2080.00 2105.00 25 292.95 17207.05 0.012