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
2013-05-06 xx:xx:xx 2013-05-08 xx:xx:xx 000001 100 2212.50 2242.39 -29.89 445.49 -3434.48 0.014
2013-04-23 xx:xx:xx 2013-05-06 xx:xx:xx 000001 100 2242.62 2212.50 -30.12 445.51 -3457.52 -0.013
2013-04-01 xx:xx:xx 2013-04-23 xx:xx:xx 000001 100 2229.46 2242.62 -13.16 447.21 -1763.22 0.006
2013-03-22 xx:xx:xx 2013-04-01 xx:xx:xx 000001 100 2321.40 2229.46 -91.94 455.09 -9649.08 -0.04
2013-03-15 xx:xx:xx 2013-03-22 xx:xx:xx 000001 100 2269.31 2321.40 -52.09 459.07 -5668.06 0.023
2013-03-11 xx:xx:xx 2013-03-15 xx:xx:xx 000001 100 2314.68 2269.31 -45.37 458.40 -4995.39 -0.02
2013-02-21 xx:xx:xx 2013-03-11 xx:xx:xx 000001 100 2378.82 2314.68 64.14 469.35 5944.66 -0.027
2013-01-16 xx:xx:xx 2013-02-21 xx:xx:xx 000001 100 2322.16 2378.82 56.66 470.10 5195.92 0.024
2013-01-15 xx:xx:xx 2013-01-16 xx:xx:xx 000001 100 2312.47 2322.16 -9.6900000000001 463.46 -1432.46 0.004
2012-12-07 xx:xx:xx 2013-01-15 xx:xx:xx 000001 100 2028.77 2312.47 283.7 434.12 27935.87 0.14
2012-11-29 xx:xx:xx 2012-12-07 xx:xx:xx 000001 100 1972.93 2028.77 -55.84 400.17 -5984.17 0.028
2012-11-27 xx:xx:xx 2012-11-29 xx:xx:xx 000001 100 2012.07 1972.93 -39.14 398.50 -4312.49 -0.019
2012-10-30 xx:xx:xx 2012-11-27 xx:xx:xx 000001 100 2059.20 2012.07 47.13 407.13 4305.87 -0.023
2012-10-10 xx:xx:xx 2012-10-30 xx:xx:xx 000001 100 2111.59 2059.20 -52.39 417.08 -5656.09 -0.025
2012-09-24 xx:xx:xx 2012-10-10 xx:xx:xx 000001 100 2015.77 2111.59 -95.82 412.74 -9994.74 0.048
2012-09-11 xx:xx:xx 2012-09-24 xx:xx:xx 000001 100 2127.52 2015.77 -111.75 414.33 -11589.33 -0.053
2012-08-16 xx:xx:xx 2012-09-11 xx:xx:xx 000001 100 2116.08 2127.52 -11.44 424.36 -1568.35 0.005
2012-08-08 xx:xx:xx 2012-08-16 xx:xx:xx 000001 100 2158.98 2116.08 -42.9 427.51 -4717.50 -0.02
2012-07-25 xx:xx:xx 2012-08-08 xx:xx:xx 000001 100 2141.04 2158.98 -17.94 430.00 -2224.00 0.008
2012-07-23 xx:xx:xx 2012-07-25 xx:xx:xx 000001 100 2154.17 2141.04 -13.13 429.52 -1742.51 -0.006