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
2006-10-24 xx:xx:xx 2006-10-25 xx:xx:xx 000001.SH 1000 1756.44 1807.04 -50.6 10.00 -253010.39 0.029
2006-08-28 xx:xx:xx 2006-10-24 xx:xx:xx 000001.SH 1000 1627.13 1756.44 129.31 10.00 646539.78 0.079
2006-07-17 xx:xx:xx 2006-08-28 xx:xx:xx 000001.SH 1000 1662.03 1627.13 34.9 10.00 174490.22 -0.021
2006-07-03 xx:xx:xx 2006-07-17 xx:xx:xx 000001.SH 1000 1677.32 1662.03 -15.29 10.00 -76460.10 -0.009
2006-06-09 xx:xx:xx 2006-07-03 xx:xx:xx 000001.SH 1000 1583.94 1677.32 -93.38 10.00 -466910.54 0.059
2006-03-30 xx:xx:xx 2006-06-09 xx:xx:xx 000001.SH 1000 1305.85 1583.94 278.09 10.00 1390439.93 0.213
2006-03-09 xx:xx:xx 2006-03-30 xx:xx:xx 000001.SH 1000 1247.45 1305.85 -58.4 10.00 -292010.02 0.047
2006-02-28 xx:xx:xx 2006-03-09 xx:xx:xx 000001.SH 1000 1294.81 1247.45 -47.36 10.00 -236810.44 -0.037
2006-02-22 xx:xx:xx 2006-02-28 xx:xx:xx 000001.SH 1000 1288.84 1294.81 -5.97 10.00 -29860.37 0.005
2005-12-15 xx:xx:xx 2006-02-22 xx:xx:xx 000001.SH 1000 1125.68 1288.84 163.16 10.00 815789.66 0.145
2005-12-05 xx:xx:xx 2005-12-15 xx:xx:xx 000001.SH 1000 1093.09 1125.68 -32.59 10.00 -162960.34 0.03
2005-11-21 xx:xx:xx 2005-12-05 xx:xx:xx 000001.SH 1000 1117.78 1093.09 -24.69 10.00 -123460.22 -0.022
2005-09-23 xx:xx:xx 2005-11-21 xx:xx:xx 000001.SH 1000 1157.28 1117.78 39.5 10.00 197490.10 -0.034
2005-07-27 xx:xx:xx 2005-09-23 xx:xx:xx 000001.SH 1000 1072.57 1157.28 84.71 10.00 423539.90 0.079
2005-07-04 xx:xx:xx 2005-07-27 xx:xx:xx 000001.SH 1000 1050.23 1072.57 -22.34 10.00 -111710.34 0.021
2005-06-09 xx:xx:xx 2005-07-04 xx:xx:xx 000001.SH 1000 1118.81 1050.23 -68.58 10.00 -342910.29 -0.061
2005-04-21 xx:xx:xx 2005-06-09 xx:xx:xx 000001.SH 1000 1182.19 1118.81 63.38 10.00 316889.51 -0.054
2005-04-14 xx:xx:xx 2005-04-21 xx:xx:xx 000001.SH 1000 1252.21 1182.19 -70.02 10.00 -350110.00 -0.056
2005-03-15 xx:xx:xx 2005-04-14 xx:xx:xx 000001.SH 1000 1293.12 1252.21 40.91 10.00 204540.27 -0.032
2005-02-04 xx:xx:xx 2005-03-15 xx:xx:xx 000001.SH 1000 1238.61 1293.12 54.51 10.00 272540.15 0.044