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
2012-06-06 xx:xx:xx 2012-06-20 xx:xx:xx IF99 1 2633.80 2655.00 -21.2 1586.64 -7946.63 0.008
2012-05-31 xx:xx:xx 2012-06-06 xx:xx:xx IF99 1 2705.20 2633.80 -71.4 1601.70 -23021.67 -0.026
2012-05-14 xx:xx:xx 2012-05-31 xx:xx:xx IF99 1 2734.40 2705.20 29.2 1631.88 7128.18 -0.011
2012-04-13 xx:xx:xx 2012-05-14 xx:xx:xx IF99 1 2686.00 2734.40 48.4 1626.12 12893.92 0.018
2012-03-19 xx:xx:xx 2012-04-13 xx:xx:xx IF99 1 2729.40 2686.00 43.4 1624.62 11395.35 -0.016
2012-03-16 xx:xx:xx 2012-03-19 xx:xx:xx IF99 1 2709.60 2729.40 19.8 1631.70 4308.31 0.007
2012-03-08 xx:xx:xx 2012-03-16 xx:xx:xx IF99 1 2733.40 2709.60 23.8 1632.90 5507.19 -0.009
2012-02-10 xx:xx:xx 2012-03-08 xx:xx:xx IF99 1 2655.60 2733.40 77.8 1616.70 21723.32 0.029
2012-02-09 xx:xx:xx 2012-02-10 xx:xx:xx IF99 1 2654.60 2655.60 -1 1593.06 -1893.06 0
2012-01-12 xx:xx:xx 2012-02-09 xx:xx:xx IF99 1 2581.00 2654.60 73.6 1570.68 20509.35 0.029
2012-01-09 xx:xx:xx 2012-01-12 xx:xx:xx IF99 1 2424.00 2581.00 -157 1501.50 -48601.50 0.065
2012-01-05 xx:xx:xx 2012-01-09 xx:xx:xx IF99 1 2442.00 2424.00 -18 1459.80 -6859.80 -0.007
2011-12-08 xx:xx:xx 2012-01-05 xx:xx:xx IF99 1 2676.00 2442.00 234 1535.40 68664.60 -0.087
2011-12-05 xx:xx:xx 2011-12-08 xx:xx:xx IF99 1 2705.00 2676.00 -29 1614.30 -10314.30 -0.011
2011-11-18 xx:xx:xx 2011-12-05 xx:xx:xx IF99 1 2805.80 2705.00 100.8 1653.24 28586.78 -0.036
2011-10-28 xx:xx:xx 2011-11-18 xx:xx:xx IF99 1 2848.60 2805.80 -42.8 1696.32 -14536.33 -0.015
2011-10-24 xx:xx:xx 2011-10-28 xx:xx:xx IF99 1 2685.60 2848.60 -163 1660.26 -50560.26 0.061
2011-10-18 xx:xx:xx 2011-10-24 xx:xx:xx IF99 1 2792.00 2685.60 -106.4 1643.28 -33563.25 -0.038
2011-09-27 xx:xx:xx 2011-10-18 xx:xx:xx IF99 1 2787.00 2792.00 -5 1673.70 -3173.70 0.002
2011-09-23 xx:xx:xx 2011-09-27 xx:xx:xx IF99 1 2793.80 2787.00 -6.8000000000002 1674.24 -3714.25 -0.002