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
2012-08-16 10:00:00 2012-08-16 11:00:00 j99 2 2029.00 2044.00 -15 81.46 -3081.46 0.007
2012-08-13 14:00:00 2012-08-15 09:30:00 j99 4 2083.00 2024.00 59 164.28 23435.72 -0.028
2012-08-03 13:30:00 2012-08-06 09:30:00 j99 2 2082.00 2098.00 -16 83.60 -3283.60 0.008
2012-07-30 11:00:00 2012-07-31 10:00:00 j99 1 2092.00 2080.00 12 41.72 1158.28 -0.006
2012-07-25 14:30:00 2012-07-26 14:30:00 j99 1 2078.00 2101.00 -23 41.79 -2341.79 0.011
2012-07-19 11:00:00 2012-07-24 09:30:00 j99 2 2251.00 2133.00 118 87.68 23512.32 -0.052
2012-07-16 10:00:00 2012-07-18 09:30:00 j99 2 2330.00 2257.00 73 91.74 14508.26 -0.031
2012-07-09 09:30:00 2012-07-09 14:00:00 j99 3 2296.00 2305.00 -9 138.03 -2838.03 0.004
2012-07-02 09:30:00 2012-07-02 14:00:00 j99 1 2213.00 2262.00 -49 44.75 -4944.75 0.022
2012-06-27 14:30:00 2012-06-29 13:30:00 j99 2 2235.00 2201.00 34 88.72 6711.28 -0.015
2012-06-26 10:00:00 2012-06-27 09:30:00 j99 1 2236.00 2250.00 -14 44.86 -1444.86 0.006
2012-06-18 09:30:00 2012-06-19 09:30:00 j99 2 2302.00 2305.00 -3 92.14 -692.14 0.001
2012-06-12 09:30:00 2012-06-14 13:30:00 j99 2 2319.00 2304.00 15 92.46 2907.54 -0.006
2012-06-07 14:30:00 2012-06-11 09:30:00 j99 3 2363.00 2364.00 -1 141.81 -441.81 0
2012-06-04 09:30:00 2012-06-05 09:30:00 j99 4 2375.00 2359.00 16 189.36 6210.64 -0.007
2012-05-30 10:30:00 2012-05-31 10:00:00 j99 3 2429.00 2417.00 12 145.38 3454.62 -0.005
2012-05-25 13:30:00 2012-05-25 14:30:00 j99 3 2408.00 2417.00 -9 144.75 -2844.75 0.004
2012-05-23 13:30:00 2012-05-24 09:30:00 j99 3 2411.00 2411.00 0 144.66 -144.66 0
2012-05-22 10:30:00 2012-05-23 09:30:00 j99 3 2437.00 2425.00 12 145.86 3454.14 -0.005
2012-05-11 09:30:00 2012-05-17 14:00:00 j99 2 2525.00 2434.00 91 99.18 18100.82 -0.036