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
2009-02-20 xx:xx:xx 2009-03-23 xx:xx:xx CF99.ZZ 10 14110.00 14620.00 -510 120.00 -25620.00 0.036
2008-12-23 xx:xx:xx 2009-02-20 xx:xx:xx CF99.ZZ 10 14290.00 14110.00 -180 120.00 -9120.00 -0.013
2008-03-19 xx:xx:xx 2008-12-23 xx:xx:xx CF99.ZZ 10 18955.00 14290.00 4665 120.00 233130.00 -0.246
2008-02-21 xx:xx:xx 2008-03-19 xx:xx:xx CF99.ZZ 10 19300.00 18955.00 -345 120.00 -17370.00 -0.018
2008-01-23 xx:xx:xx 2008-02-21 xx:xx:xx CF99.ZZ 10 18935.00 19300.00 -365 120.00 -18370.00 0.019
2008-01-04 xx:xx:xx 2008-01-23 xx:xx:xx CF99.ZZ 10 19270.00 18935.00 -335 120.00 -16870.00 -0.017
2007-11-14 xx:xx:xx 2008-01-04 xx:xx:xx CF99.ZZ 10 19160.00 19270.00 -110 120.00 -5620.00 0.006
2007-09-19 xx:xx:xx 2007-11-14 xx:xx:xx CF99.ZZ 10 19570.00 19160.00 -410 120.00 -20620.00 -0.021
2007-08-02 xx:xx:xx 2007-09-19 xx:xx:xx CF99.ZZ 10 19620.00 19570.00 50 120.00 2380.00 -0.003
2007-06-11 xx:xx:xx 2007-08-02 xx:xx:xx CF99.ZZ 10 19260.00 19620.00 360 120.00 17880.00 0.019
2007-01-05 xx:xx:xx 2007-06-11 xx:xx:xx CF99.ZZ 10 20170.00 19260.00 910 120.00 45380.00 -0.045
2006-11-24 xx:xx:xx 2007-01-05 xx:xx:xx CF99.ZZ 10 20220.00 20170.00 -50 120.00 -2620.00 -0.002
2006-02-21 xx:xx:xx 2006-11-24 xx:xx:xx CF99.ZZ 10 22910.00 20220.00 2690 120.00 134380.00 -0.117
2006-02-07 xx:xx:xx 2006-02-21 xx:xx:xx CF99.ZZ 10 23240.00 22910.00 -330 120.00 -16620.00 -0.014
2006-01-20 xx:xx:xx 2006-02-07 xx:xx:xx CF99.ZZ 10 22910.00 23240.00 -330 120.00 -16620.00 0.014
2005-12-28 xx:xx:xx 2006-01-20 xx:xx:xx CF99.ZZ 10 22900.00 22910.00 10 120.00 380.00 0
2005-10-31 xx:xx:xx 2005-12-28 xx:xx:xx CF99.ZZ 10 22795.00 22900.00 -105 120.00 -5370.00 0.005
2005-09-06 xx:xx:xx 2005-10-31 xx:xx:xx CF99.ZZ 10 22275.00 22795.00 520 120.00 25880.00 0.023
2005-07-21 xx:xx:xx 2005-09-06 xx:xx:xx CF99.ZZ 10 22580.00 22275.00 305 120.00 15130.00 -0.014
2005-07-12 xx:xx:xx 2005-07-21 xx:xx:xx CF99.ZZ 10 23155.00 22580.00 -575 120.00 -28870.00 -0.025