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
2010-06-30 xx:xx:xx 2010-07-13 xx:xx:xx AL99.SQ 10 15815.00 16030.00 -215 100.00 -5350.00 0.014
2010-06-22 xx:xx:xx 2010-07-07 xx:xx:xx AL99.SQ 10 16010.00 16135.00 125 100.00 -16100.00 0.008
2010-06-11 xx:xx:xx 2010-07-01 xx:xx:xx AL99.SQ 10 15840.00 15815.00 -25 100.00 -1350.00 -0.002
2010-05-17 xx:xx:xx 2010-06-30 xx:xx:xx AL99.SQ 10 16930.00 15815.00 -1115 100.00 -9850.00 -0.066
2010-04-19 xx:xx:xx 2010-06-22 xx:xx:xx AL99.SQ 10 18320.00 16010.00 2310 100.00 115400.00 -0.126
2010-04-13 xx:xx:xx 2010-05-18 xx:xx:xx AL99.SQ 10 18490.00 16480.00 -2010 100.00 -22600.00 -0.109
2010-04-13 xx:xx:xx 2010-04-20 xx:xx:xx AL99.SQ 10 18490.00 18110.00 -380 100.00 -19100.00 -0.021
2010-04-09 xx:xx:xx 2010-04-19 xx:xx:xx AL99.SQ 10 18310.00 18320.00 -10 100.00 -8600.00 0.001
2010-04-07 xx:xx:xx 2010-04-13 xx:xx:xx AL99.SQ 10 18490.00 18490.00 0 100.00 -9100.00 0
2010-04-07 xx:xx:xx 2010-04-09 xx:xx:xx AL99.SQ 10 18490.00 18310.00 -180 100.00 -9100.00 -0.01
2010-03-22 xx:xx:xx 2010-04-09 xx:xx:xx AL99.SQ 10 18380.00 18310.00 -70 100.00 -9100.00 -0.004
2010-03-12 xx:xx:xx 2010-04-07 xx:xx:xx AL99.SQ 10 18610.00 18490.00 120 100.00 5900.00 -0.006
2010-03-09 xx:xx:xx 2010-03-24 xx:xx:xx AL99.SQ 10 18670.00 18260.00 -410 100.00 -6100.00 -0.022
2010-03-02 xx:xx:xx 2010-03-12 xx:xx:xx AL99.SQ 10 18645.00 18610.00 -35 100.00 -3100.00 -0.002
2010-02-25 xx:xx:xx 2010-03-09 xx:xx:xx AL99.SQ 10 18660.00 18670.00 -10 100.00 -600.00 0.001
2010-02-22 xx:xx:xx 2010-03-03 xx:xx:xx AL99.SQ 10 19305.00 18460.00 -845 100.00 -9350.00 -0.044
2010-02-04 xx:xx:xx 2010-03-01 xx:xx:xx AL99.SQ 10 18220.00 18910.00 690 100.00 34400.00 0.038
2010-01-25 xx:xx:xx 2010-02-25 xx:xx:xx AL99.SQ 10 19005.00 18660.00 345 100.00 -32350.00 -0.018
2010-01-21 xx:xx:xx 2010-02-22 xx:xx:xx AL99.SQ 10 19300.00 19305.00 -5 100.00 -350.00 0
2010-01-19 xx:xx:xx 2010-01-25 xx:xx:xx AL99.SQ 10 19665.00 19005.00 -660 100.00 69150.00 -0.034