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 2013-05-07 xx:xx:xx IF99 1 2486.80 2492.00 -5.1999999999998 1493.64 -3053.63 0.002
2013-04-23 xx:xx:xx 2013-05-06 xx:xx:xx IF99 1 2517.80 2486.80 -31 1501.38 -10801.38 -0.012
2013-04-01 xx:xx:xx 2013-04-23 xx:xx:xx IF99 1 2461.60 2517.80 -56.2 1493.82 -18353.88 0.023
2013-03-22 xx:xx:xx 2013-04-01 xx:xx:xx IF99 1 2593.60 2461.60 -132 1516.56 -41116.56 -0.051
2013-03-14 xx:xx:xx 2013-03-22 xx:xx:xx IF99 1 2508.40 2593.60 -85.2 1530.60 -27090.58 0.034
2013-03-08 xx:xx:xx 2013-03-14 xx:xx:xx IF99 1 2608.00 2508.40 -99.6 1534.92 -31414.95 -0.038
2013-02-20 xx:xx:xx 2013-03-08 xx:xx:xx IF99 1 2698.20 2608.00 90.2 1591.86 25468.13 -0.033
2013-01-16 xx:xx:xx 2013-02-20 xx:xx:xx IF99 1 2616.00 2698.20 82.2 1594.26 23065.72 0.031
2013-01-14 xx:xx:xx 2013-01-16 xx:xx:xx IF99 1 2515.80 2616.00 -100.2 1539.54 -31599.52 0.04
2012-12-07 xx:xx:xx 2013-01-14 xx:xx:xx IF99 1 2241.40 2515.80 274.4 1427.16 80892.81 0.122
2012-10-30 xx:xx:xx 2012-12-07 xx:xx:xx IF99 1 2286.80 2241.40 45.4 1358.46 12261.51 -0.02
2012-10-10 xx:xx:xx 2012-10-30 xx:xx:xx IF99 1 2368.80 2286.80 -82 1396.68 -25996.61 -0.035
2012-09-21 xx:xx:xx 2012-10-10 xx:xx:xx IF99 1 2263.60 2368.80 -105.2 1389.72 -32949.70 0.046
2012-09-10 xx:xx:xx 2012-09-21 xx:xx:xx IF99 1 2411.20 2263.60 -147.6 1402.44 -45682.47 -0.061
2012-08-16 xx:xx:xx 2012-09-10 xx:xx:xx IF99 1 2421.80 2411.20 10.6 1449.90 1730.13 -0.004
2012-08-08 xx:xx:xx 2012-08-16 xx:xx:xx IF99 1 2479.20 2421.80 -57.4 1470.30 -18690.27 -0.023
2012-07-19 xx:xx:xx 2012-08-08 xx:xx:xx IF99 1 2513.00 2479.20 33.8 1497.66 8642.35 -0.013
2012-07-17 xx:xx:xx 2012-07-19 xx:xx:xx IF99 1 2503.60 2513.00 9.4000000000001 1504.98 1314.99 0.004
2012-06-26 xx:xx:xx 2012-07-17 xx:xx:xx IF99 1 2554.80 2503.60 51.2 1517.52 13842.46 -0.02
2012-06-20 xx:xx:xx 2012-06-26 xx:xx:xx IF99 1 2655.00 2554.80 -100.2 1562.94 -31622.92 -0.038