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
2010-04-20 xx:xx:xx 2010-07-23 xx:xx:xx 000001.SH 1000 2980.07 2566.86 413.21 10.00 2066039.90 -0.139
2010-03-30 xx:xx:xx 2010-04-20 xx:xx:xx 000001.SH 1000 3123.84 2980.07 -143.77 10.00 -718860.00 -0.046
2010-03-16 xx:xx:xx 2010-03-30 xx:xx:xx 000001.SH 1000 2974.47 3123.84 -149.37 10.00 -746860.49 0.05
2010-03-01 xx:xx:xx 2010-03-16 xx:xx:xx 000001.SH 1000 3057.01 2974.47 -82.54 10.00 -412710.10 -0.027
2010-01-21 xx:xx:xx 2010-03-01 xx:xx:xx 000001.SH 1000 3154.17 3057.01 97.16 10.00 485789.66 -0.031
2010-01-12 xx:xx:xx 2010-01-21 xx:xx:xx 000001.SH 1000 3205.71 3154.17 -51.54 10.00 -257710.10 -0.016
2009-11-30 xx:xx:xx 2010-01-12 xx:xx:xx 000001.SH 1000 3114.28 3205.71 -91.43 10.00 -457159.56 0.029
2009-11-05 xx:xx:xx 2009-11-30 xx:xx:xx 000001.SH 1000 3133.51 3114.28 -19.23 10.00 -96159.80 -0.006
2009-11-03 xx:xx:xx 2009-11-05 xx:xx:xx 000001.SH 1000 3085.73 3133.51 -47.78 10.00 -238910.05 0.015
2009-10-21 xx:xx:xx 2009-11-03 xx:xx:xx 000001.SH 1000 3080.53 3085.73 5.1999999999998 10.00 25989.85 0.002
2009-09-24 xx:xx:xx 2009-10-21 xx:xx:xx 000001.SH 1000 2824.57 3080.53 -255.96 10.00 -1279809.71 0.091
2009-09-15 xx:xx:xx 2009-09-24 xx:xx:xx 000001.SH 1000 3029.11 2824.57 -204.54 10.00 -1022710.10 -0.068
2009-08-13 xx:xx:xx 2009-09-15 xx:xx:xx 000001.SH 1000 3112.56 3029.11 83.45 10.00 417239.85 -0.027
2009-06-02 xx:xx:xx 2009-08-13 xx:xx:xx 000001.SH 1000 2739.45 3112.56 373.11 10.00 1865540.63 0.136
2009-05-26 xx:xx:xx 2009-06-02 xx:xx:xx 000001.SH 1000 2614.99 2739.45 -124.46 10.00 -622309.71 0.048
2009-05-06 xx:xx:xx 2009-05-26 xx:xx:xx 000001.SH 1000 2563.57 2614.99 51.42 10.00 257089.71 0.02
2009-04-28 xx:xx:xx 2009-05-06 xx:xx:xx 000001.SH 1000 2382.87 2563.57 -180.7 10.00 -903510.88 0.076
2009-03-23 xx:xx:xx 2009-04-28 xx:xx:xx 000001.SH 1000 2286.25 2382.87 96.62 10.00 483089.46 0.042
2009-02-26 xx:xx:xx 2009-03-23 xx:xx:xx 000001.SH 1000 2201.66 2286.25 -84.59 10.00 -422960.34 0.038
2009-01-20 xx:xx:xx 2009-02-26 xx:xx:xx 000001.SH 1000 1981.15 2201.66 220.51 10.00 1102539.54 0.111