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
2012-12-07 10:00:00 2012-12-11 09:30:00 j99 4 2035.00 2067.00 32 164.08 12635.92 0.016
2012-12-06 14:30:00 2012-12-07 09:30:00 j99 2 2018.00 2030.00 -12 80.96 -2480.96 0.006
2012-12-05 13:30:00 2012-12-06 09:30:00 j99 6 2038.00 2029.00 -9 244.02 -5644.02 -0.004
2012-11-30 14:00:00 2012-12-03 09:30:00 j99 2 1969.00 2004.00 -35 79.46 -7079.46 0.018
2012-11-28 09:30:00 2012-11-30 09:30:00 j99 7 2005.00 1987.00 18 279.44 12320.56 -0.009
2012-11-19 09:30:00 2012-11-21 09:30:00 j99 5 2029.00 2028.00 1 202.85 297.15 -0
2012-11-07 09:30:00 2012-11-08 09:30:00 j99 3 2013.00 1989.00 24 120.06 7079.94 -0.012
2012-11-02 11:00:00 2012-11-05 09:30:00 j99 2 2024.00 2036.00 -12 81.20 -2481.20 0.006
2012-10-31 09:30:00 2012-10-31 14:00:00 j99 7 2001.00 2017.00 -16 281.26 -11481.26 0.008
2012-10-25 11:00:00 2012-10-30 10:00:00 j99 1 2054.00 2019.00 35 40.73 3459.27 -0.017
2012-10-23 14:00:00 2012-10-24 09:30:00 j99 2 2071.00 2074.00 -3 82.90 -682.90 0.001
2012-10-19 14:00:00 2012-10-22 09:30:00 j99 5 2070.00 2071.00 -1 207.05 -707.05 0
2012-09-24 09:30:00 2012-09-24 13:30:00 j99 4 1930.00 1946.00 -16 155.04 -6555.04 0.008
2012-09-20 10:30:00 2012-09-21 10:30:00 j99 3 1955.00 1960.00 -5 117.45 -1617.45 0.003
2012-09-14 14:30:00 2012-09-17 14:00:00 j99 3 1969.00 1960.00 9 117.87 2582.13 -0.005
2012-09-11 10:00:00 2012-09-11 14:00:00 j99 1 1907.00 1941.00 -34 38.48 -3438.48 0.018
2012-09-03 09:30:00 2012-09-05 09:30:00 j99 4 1900.00 1841.00 59 149.64 23450.36 -0.031
2012-08-28 09:30:00 2012-08-31 09:30:00 j99 4 1979.00 1923.00 56 156.08 22243.92 -0.028
2012-08-21 09:30:00 2012-08-22 09:30:00 j99 4 2005.00 2011.00 -6 160.64 -2560.64 0.003
2012-08-20 09:30:00 2012-08-20 10:00:00 j99 5 2033.00 2046.00 -13 203.95 -6703.95 0.006