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
2002-11-13 xx:xx:xx 2003-01-15 xx:xx:xx 000001.SH 1000 1483.70 1477.46 6.24 10.00 31190.05 -0.004
2002-11-06 xx:xx:xx 2002-11-13 xx:xx:xx 000001.SH 1000 1558.92 1483.70 -75.22 10.00 -376110.37 -0.048
2002-09-05 xx:xx:xx 2002-11-06 xx:xx:xx 000001.SH 1000 1662.88 1558.92 103.96 10.00 519789.90 -0.063
2002-08-23 xx:xx:xx 2002-09-05 xx:xx:xx 000001.SH 1000 1686.30 1662.88 -23.42 10.00 -117110.12 -0.014
2002-07-12 xx:xx:xx 2002-08-23 xx:xx:xx 000001.SH 1000 1696.63 1686.30 10.33 10.00 51639.88 -0.006
2002-06-24 xx:xx:xx 2002-07-12 xx:xx:xx 000001.SH 1000 1704.70 1696.63 -8.0699999999999 10.00 -40359.63 -0.005
2002-04-01 xx:xx:xx 2002-06-24 xx:xx:xx 000001.SH 1000 1598.01 1704.70 -106.69 10.00 -533459.61 0.067
2002-02-25 xx:xx:xx 2002-04-01 xx:xx:xx 000001.SH 1000 1540.50 1598.01 57.51 10.00 287540.15 0.037
2001-12-13 xx:xx:xx 2002-02-25 xx:xx:xx 000001.SH 1000 1713.77 1540.50 173.27 10.00 866340.20 -0.101
2001-11-29 xx:xx:xx 2001-12-13 xx:xx:xx 000001.SH 1000 1735.39 1713.77 -21.62 10.00 -108109.88 -0.012
2001-06-15 xx:xx:xx 2001-11-29 xx:xx:xx 000001.SH 1000 2196.67 1735.39 461.28 10.00 2306389.63 -0.21
2001-05-16 xx:xx:xx 2001-06-15 xx:xx:xx 000001.SH 1000 2195.37 2196.67 1.3000000000002 10.00 6489.12 0.001
2001-04-26 xx:xx:xx 2001-05-16 xx:xx:xx 000001.SH 1000 2113.38 2195.37 -81.99 10.00 -409961.07 0.039
2001-03-06 xx:xx:xx 2001-04-26 xx:xx:xx 000001.SH 1000 1986.74 2113.38 126.64 10.00 633189.56 0.064
2001-01-16 xx:xx:xx 2001-03-06 xx:xx:xx 000001.SH 1000 2018.28 1986.74 31.54 10.00 157690.29 -0.016
2001-01-03 xx:xx:xx 2001-01-16 xx:xx:xx 000001.SH 1000 2108.26 2018.28 -89.98 10.00 -449909.80 -0.043
2000-11-28 xx:xx:xx 2001-01-03 xx:xx:xx 000001.SH 1000 2052.76 2108.26 -55.5 10.00 -277509.90 0.027
2000-10-24 xx:xx:xx 2000-11-28 xx:xx:xx 000001.SH 1000 1960.37 2052.76 92.39 10.00 461940.17 0.047
2000-08-24 xx:xx:xx 2000-10-24 xx:xx:xx 000001.SH 1000 2058.51 1960.37 98.14 10.00 490690.17 -0.048
2000-05-25 xx:xx:xx 2000-08-24 xx:xx:xx 000001.SH 1000 1866.57 2058.51 191.94 10.00 959689.80 0.103