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
2008-12-24 xx:xx:xx 2009-01-20 xx:xx:xx 000001.SH 1000 1873.56 1981.15 -107.59 10.00 -537960.34 0.057
2008-12-05 xx:xx:xx 2008-12-24 xx:xx:xx 000001.SH 1000 1984.26 1873.56 -110.7 10.00 -553510.27 -0.056
2008-12-01 xx:xx:xx 2008-12-05 xx:xx:xx 000001.SH 1000 1865.73 1984.26 -118.53 10.00 -592660.05 0.064
2008-11-17 xx:xx:xx 2008-12-01 xx:xx:xx 000001.SH 1000 1981.27 1865.73 -115.54 10.00 -577710.10 -0.058
2008-08-06 xx:xx:xx 2008-11-17 xx:xx:xx 000001.SH 1000 2711.59 1981.27 730.32 10.00 3651590.44 -0.269
2008-07-11 xx:xx:xx 2008-08-06 xx:xx:xx 000001.SH 1000 2863.82 2711.59 -152.23 10.00 -761159.80 -0.053
2008-05-21 xx:xx:xx 2008-07-11 xx:xx:xx 000001.SH 1000 3414.33 2863.82 550.51 10.00 2752540.15 -0.161
2008-04-28 xx:xx:xx 2008-05-21 xx:xx:xx 000001.SH 1000 3497.39 3414.33 -83.06 10.00 -415308.97 -0.024
2008-01-18 xx:xx:xx 2008-04-28 xx:xx:xx 000001.SH 1000 5141.36 3497.39 1643.97 10.00 8219841.17 -0.32
2007-12-25 xx:xx:xx 2008-01-18 xx:xx:xx 000001.SH 1000 5233.19 5141.36 -91.83 10.00 -459160.29 -0.018
2007-10-24 xx:xx:xx 2007-12-25 xx:xx:xx 000001.SH 1000 5804.01 5233.19 570.82 10.00 2854089.22 -0.098
2007-09-18 xx:xx:xx 2007-10-24 xx:xx:xx 000001.SH 1000 5446.74 5804.01 357.27 10.00 1786340.20 0.066
2007-09-13 xx:xx:xx 2007-09-18 xx:xx:xx 000001.SH 1000 5193.39 5446.74 -253.35 10.00 -1266760.39 0.049
2007-07-24 xx:xx:xx 2007-09-13 xx:xx:xx 000001.SH 1000 4238.33 5193.39 955.06 10.00 4775290.39 0.225
2007-06-01 xx:xx:xx 2007-07-24 xx:xx:xx 000001.SH 1000 4120.61 4238.33 -117.72 10.00 -588608.54 0.029
2007-03-22 xx:xx:xx 2007-06-01 xx:xx:xx 000001.SH 1000 3080.61 4120.61 1040 10.00 5199990.10 0.338
2007-03-06 xx:xx:xx 2007-03-22 xx:xx:xx 000001.SH 1000 2776.15 3080.61 -304.46 10.00 -1522310.93 0.11
2007-02-16 xx:xx:xx 2007-03-06 xx:xx:xx 000001.SH 1000 3018.19 2776.15 -242.04 10.00 -1210210.10 -0.08
2007-02-05 xx:xx:xx 2007-02-16 xx:xx:xx 000001.SH 1000 2658.06 3018.19 -360.13 10.00 -1800659.32 0.135
2006-10-25 xx:xx:xx 2007-02-05 xx:xx:xx 000001.SH 1000 1807.04 2658.06 851.02 10.00 4255090.20 0.471