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
2007-09-20 xx:xx:xx 2007-09-25 xx:xx:xx CF99.ZZ 1 19185.00 19345.00 -160 12.00 -812.00 0.008
2007-09-19 xx:xx:xx 2007-09-20 xx:xx:xx CF99.ZZ 1 19570.00 19185.00 -385 12.00 -1937.00 -0.02
2007-08-10 xx:xx:xx 2007-09-19 xx:xx:xx CF99.ZZ 1 19620.00 19570.00 50 12.00 238.00 -0.003
2007-08-06 xx:xx:xx 2007-08-10 xx:xx:xx CF99.ZZ 1 19820.00 19620.00 -200 12.00 -1012.00 -0.01
2007-07-30 xx:xx:xx 2007-08-06 xx:xx:xx CF99.ZZ 1 19750.00 19820.00 -70 12.00 -362.00 0.004
2007-06-08 xx:xx:xx 2007-07-30 xx:xx:xx CF99.ZZ 1 19160.00 19750.00 590 12.00 2938.00 0.031
2007-06-05 xx:xx:xx 2007-06-08 xx:xx:xx CF99.ZZ 1 19010.00 19160.00 -150 12.00 -762.00 0.008
2007-05-31 xx:xx:xx 2007-06-05 xx:xx:xx CF99.ZZ 1 19140.00 19010.00 -130 12.00 -662.00 -0.007
2007-01-05 xx:xx:xx 2007-05-31 xx:xx:xx CF99.ZZ 1 20170.00 19140.00 1030 12.00 5138.00 -0.051
2006-11-23 xx:xx:xx 2007-01-05 xx:xx:xx CF99.ZZ 1 20025.00 20170.00 145 12.00 713.00 0.007
2006-08-15 xx:xx:xx 2006-11-23 xx:xx:xx CF99.ZZ 1 20690.00 20025.00 665 12.00 3313.00 -0.032
2006-08-14 xx:xx:xx 2006-08-15 xx:xx:xx CF99.ZZ 1 20950.00 20690.00 -260 12.00 -1312.00 -0.012
2006-06-14 xx:xx:xx 2006-08-14 xx:xx:xx CF99.ZZ 1 21620.00 20950.00 670 12.00 3338.00 -0.031
2006-06-12 xx:xx:xx 2006-06-14 xx:xx:xx CF99.ZZ 1 21840.00 21620.00 -220 12.00 -1112.00 -0.01
2006-02-20 xx:xx:xx 2006-06-12 xx:xx:xx CF99.ZZ 1 22950.00 21840.00 1110 12.00 5538.00 -0.048
2006-02-16 xx:xx:xx 2006-02-20 xx:xx:xx CF99.ZZ 1 22980.00 22950.00 -30 12.00 -162.00 -0.001
2006-02-15 xx:xx:xx 2006-02-16 xx:xx:xx CF99.ZZ 1 23070.00 22980.00 90 12.00 438.00 -0.004
2006-01-24 xx:xx:xx 2006-02-15 xx:xx:xx CF99.ZZ 1 22970.00 23070.00 100 12.00 488.00 0.004
2006-01-19 xx:xx:xx 2006-01-24 xx:xx:xx CF99.ZZ 1 22830.00 22970.00 -140 12.00 -712.00 0.006
2005-12-15 xx:xx:xx 2006-01-19 xx:xx:xx CF99.ZZ 1 22655.00 22830.00 175 12.00 863.00 0.008