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
2013-04-09 09:45:00 2013-04-10 09:15:00 IF99 1 2436.20 2427.00 -9.1999999999998 2152.95 -3072.93 -0.004
2013-04-09 09:30:00 2013-04-10 09:15:00 IF99 1 2438.40 2427.00 -11.4 6122.98 -3732.95 -0.005
2013-04-09 14:05:00 2013-04-09 14:10:00 IF99 1 2442.80 2439.00 -3.8000000000002 553.23 -1453.24 -0.002
2013-04-09 13:25:00 2013-04-09 14:05:00 IF99 1 2435.00 2442.80 -7.8000000000002 5013.17 -2653.18 0.003
2013-04-09 13:05:00 2013-04-09 13:25:00 IF99 1 2438.20 2435.00 -3.1999999999998 73.10 -1273.08 -0.001
2013-04-09 13:15:00 2013-04-09 13:20:00 IF99 1 2438.00 2446.20 8.1999999999998 2023.26 2146.72 0.003
2013-04-09 10:25:00 2013-04-09 13:05:00 IF99 1 2449.00 2438.20 10.8 7633.31 2926.71 -0.004
2013-04-08 15:00:00 2013-04-09 13:00:00 IF99 1 2419.60 2433.20 13.6 1662.79 3767.24 0.006
2013-04-09 10:04:00 2013-04-09 10:25:00 IF99 1 2445.80 2453.80 8 2233.49 2086.51 0.003
2013-04-09 09:55:00 2013-04-09 10:25:00 IF99 1 2444.80 2449.00 4.1999999999998 2493.41 946.58 0.002
2013-04-09 10:00:00 2013-04-09 10:15:00 IF99 1 2450.00 2448.00 -2 73.47 -913.47 -0.001
2013-04-09 09:58:00 2013-04-09 09:59:00 IF99 1 2437.40 2442.80 5.4000000000001 7353.20 1306.77 0.002
2013-04-08 14:30:00 2013-04-09 09:55:00 IF99 1 2418.00 2444.80 -26.8 72.94 -8352.96 0.011
2013-04-09 09:17:00 2013-04-09 09:30:00 IF99 1 2420.60 2436.60 16 1202.86 4487.14 0.007
2013-04-08 09:45:00 2013-04-08 15:00:00 IF99 1 2392.60 2418.80 26.2 1032.17 7547.81 0.011
2013-04-03 10:00:00 2013-04-08 14:30:00 ag99 6 5692.00 5759.00 -67 1754.89 -6554.89 0.012
2013-04-08 10:30:00 2013-04-08 14:30:00 ag99 1 5731.00 5759.00 -28 7027.58 -507.58 0.005
2013-04-08 13:50:00 2013-04-08 14:30:00 IF99 1 2421.20 2418.00 -3.1999999999998 1832.59 -1272.57 -0.001
2013-04-08 13:53:00 2013-04-08 13:53:00 IF99 1 2420.60 2420.60 0 632.62 -312.62 0
2013-04-08 13:45:00 2013-04-08 13:50:00 IF99 1 2416.00 2421.20 -5.1999999999998 1722.56 -1872.54 0.002