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
2009-01-23 xx:xx:xx 2009-02-02 xx:xx:xx CF99.ZZ 1 14195.00 14210.00 -15 12.00 -87.00 0.001
2008-12-16 xx:xx:xx 2009-01-23 xx:xx:xx CF99.ZZ 1 13940.00 14195.00 255 12.00 1263.00 0.018
2008-06-23 xx:xx:xx 2008-12-16 xx:xx:xx CF99.ZZ 1 17915.00 13940.00 3975 12.00 19863.00 -0.222
2008-06-18 xx:xx:xx 2008-06-23 xx:xx:xx CF99.ZZ 1 17980.00 17915.00 -65 12.00 -337.00 -0.004
2008-03-17 xx:xx:xx 2008-06-18 xx:xx:xx CF99.ZZ 1 19355.00 17980.00 1375 12.00 6863.00 -0.071
2008-02-15 xx:xx:xx 2008-03-17 xx:xx:xx CF99.ZZ 1 19220.00 19355.00 135 12.00 663.00 0.007
2008-01-17 xx:xx:xx 2008-02-15 xx:xx:xx CF99.ZZ 1 19115.00 19220.00 -105 12.00 -537.00 0.005
2008-01-15 xx:xx:xx 2008-01-17 xx:xx:xx CF99.ZZ 1 19275.00 19115.00 -160 12.00 -812.00 -0.008
2008-01-14 xx:xx:xx 2008-01-15 xx:xx:xx CF99.ZZ 1 19235.00 19275.00 -40 12.00 -212.00 0.002
2008-01-03 xx:xx:xx 2008-01-14 xx:xx:xx CF99.ZZ 1 19200.00 19235.00 35 12.00 163.00 0.002
2007-12-28 xx:xx:xx 2008-01-03 xx:xx:xx CF99.ZZ 1 19120.00 19200.00 -80 12.00 -412.00 0.004
2007-12-25 xx:xx:xx 2007-12-28 xx:xx:xx CF99.ZZ 1 19150.00 19120.00 -30 12.00 -162.00 -0.002
2007-11-12 xx:xx:xx 2007-12-25 xx:xx:xx CF99.ZZ 1 19485.00 19150.00 335 12.00 1663.00 -0.017
2007-11-08 xx:xx:xx 2007-11-12 xx:xx:xx CF99.ZZ 1 19605.00 19485.00 -120 12.00 -612.00 -0.006
2007-10-31 xx:xx:xx 2007-11-08 xx:xx:xx CF99.ZZ 1 19390.00 19605.00 -215 12.00 -1087.00 0.011
2007-10-30 xx:xx:xx 2007-10-31 xx:xx:xx CF99.ZZ 1 19645.00 19390.00 -255 12.00 -1287.00 -0.013
2007-10-24 xx:xx:xx 2007-10-30 xx:xx:xx CF99.ZZ 1 19600.00 19645.00 -45 12.00 -237.00 0.002
2007-10-09 xx:xx:xx 2007-10-24 xx:xx:xx CF99.ZZ 1 19415.00 19600.00 185 12.00 913.00 0.01
2007-09-28 xx:xx:xx 2007-10-09 xx:xx:xx CF99.ZZ 1 19190.00 19415.00 -225 12.00 -1137.00 0.012
2007-09-25 xx:xx:xx 2007-09-28 xx:xx:xx CF99.ZZ 1 19345.00 19190.00 -155 12.00 -787.00 -0.008