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
2011-09-05 xx:xx:xx 2011-09-23 xx:xx:xx IF99 1 2950.60 2793.80 156.8 1723.32 45316.70 -0.053
2011-08-16 xx:xx:xx 2011-09-05 xx:xx:xx IF99 1 3063.80 2950.60 -113.2 1804.32 -35764.30 -0.037
2011-07-25 xx:xx:xx 2011-08-16 xx:xx:xx IF99 1 3224.60 3063.80 160.8 1886.52 46353.50 -0.05
2011-06-28 xx:xx:xx 2011-07-25 xx:xx:xx IF99 1 3212.60 3224.60 12 1931.16 1668.84 0.004
2011-06-21 xx:xx:xx 2011-06-28 xx:xx:xx IF99 1 3060.80 3212.60 -151.8 1882.02 -47422.04 0.05
2011-06-16 xx:xx:xx 2011-06-21 xx:xx:xx IF99 1 3120.40 3060.80 -59.6 1854.36 -19734.39 -0.019
2011-05-25 xx:xx:xx 2011-06-16 xx:xx:xx IF99 1 3194.40 3120.40 74 1894.44 20305.56 -0.023
2011-05-20 xx:xx:xx 2011-05-25 xx:xx:xx IF99 1 3303.60 3194.40 -109.2 1949.40 -34709.38 -0.033
2011-05-19 xx:xx:xx 2011-05-20 xx:xx:xx IF99 1 3325.60 3303.60 22 1988.76 4611.24 -0.007
2011-05-18 xx:xx:xx 2011-05-19 xx:xx:xx IF99 1 3299.40 3325.60 26.2 1987.50 5872.49 0.008
2011-04-21 xx:xx:xx 2011-05-18 xx:xx:xx IF99 1 3515.00 3299.40 215.6 2044.32 62635.64 -0.061
2011-03-29 xx:xx:xx 2011-04-21 xx:xx:xx IF99 1 3497.00 3515.00 18 2103.60 3296.40 0.005
2011-03-15 xx:xx:xx 2011-03-29 xx:xx:xx IF99 1 3472.40 3497.00 -24.6 2090.82 -9470.85 0.007
2011-03-07 xx:xx:xx 2011-03-15 xx:xx:xx IF99 1 3511.20 3472.40 -38.8 2095.08 -13735.09 -0.011
2011-02-25 xx:xx:xx 2011-03-07 xx:xx:xx IF99 1 3423.20 3511.20 -88 2080.32 -28480.32 0.026
2011-02-09 xx:xx:xx 2011-02-25 xx:xx:xx IF99 1 3324.80 3423.20 98.4 2024.40 27495.57 0.03
2011-01-18 xx:xx:xx 2011-02-09 xx:xx:xx IF99 1 3242.20 3324.80 -82.6 1970.10 -26750.06 0.025
2011-01-06 xx:xx:xx 2011-01-18 xx:xx:xx IF99 1 3468.20 3242.20 -226 2013.12 -69813.12 -0.065
2010-12-22 xx:xx:xx 2011-01-06 xx:xx:xx IF99 1 3573.60 3468.20 105.4 2112.54 29507.43 -0.029
2010-12-15 xx:xx:xx 2010-12-22 xx:xx:xx IF99 1 3580.40 3573.60 -6.8000000000002 2146.20 -4186.21 -0.002