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
1996-03-28 xx:xx:xx 1996-04-08 xx:xx:xx 000001.SH 1000 562.30 583.64 -21.34 10.00 -106710.04 0.038
1996-03-04 xx:xx:xx 1996-03-28 xx:xx:xx 000001.SH 1000 583.39 562.30 -21.09 10.00 -105460.04 -0.036
1995-11-09 xx:xx:xx 1996-03-04 xx:xx:xx 000001.SH 1000 708.57 583.39 125.18 10.00 625890.06 -0.177
1995-10-24 xx:xx:xx 1995-11-09 xx:xx:xx 000001.SH 1000 724.80 708.57 -16.23 10.00 -81159.80 -0.022
1995-09-20 xx:xx:xx 1995-10-24 xx:xx:xx 000001.SH 1000 730.27 724.80 5.47 10.00 27340.26 -0.007
1995-09-13 xx:xx:xx 1995-09-20 xx:xx:xx 000001.SH 1000 764.92 730.27 -34.65 10.00 -173259.72 -0.045
1995-08-31 xx:xx:xx 1995-09-13 xx:xx:xx 000001.SH 1000 715.55 764.92 -49.37 10.00 -246859.88 0.069
1995-07-12 xx:xx:xx 1995-08-31 xx:xx:xx 000001.SH 1000 645.86 715.55 69.69 10.00 348440.11 0.108
1995-06-16 xx:xx:xx 1995-07-12 xx:xx:xx 000001.SH 1000 638.29 645.86 -7.5700000000001 10.00 -37859.94 0.012
1995-05-19 xx:xx:xx 1995-06-16 xx:xx:xx 000001.SH 1000 768.83 638.29 -130.54 10.00 -652710.10 -0.17
1995-04-17 xx:xx:xx 1995-05-19 xx:xx:xx 000001.SH 1000 640.16 768.83 -128.67 10.00 -643360.12 0.201
1995-02-23 xx:xx:xx 1995-04-17 xx:xx:xx 000001.SH 1000 583.44 640.16 56.72 10.00 283589.95 0.097
1995-01-04 xx:xx:xx 1995-02-23 xx:xx:xx 000001.SH 1000 641.89 583.44 58.45 10.00 292240.16 -0.091
1994-12-26 xx:xx:xx 1995-01-04 xx:xx:xx 000001.SH 1000 684.82 641.89 -42.93 10.00 -214659.87 -0.063
1994-09-21 xx:xx:xx 1994-12-26 xx:xx:xx 000001.SH 1000 928.74 684.82 243.92 10.00 1219590.01 -0.263
1994-08-02 xx:xx:xx 1994-09-21 xx:xx:xx 000001.SH 1000 451.19 928.74 477.55 10.00 2387740.04 1.058
1994-03-29 xx:xx:xx 1994-08-02 xx:xx:xx 000001.SH 1000 706.36 451.19 255.17 10.00 1275840.01 -0.361
1994-03-16 xx:xx:xx 1994-03-29 xx:xx:xx 000001.SH 1000 767.67 706.36 -61.31 10.00 -306559.89 -0.08
1993-12-14 xx:xx:xx 1994-03-16 xx:xx:xx 000001.SH 1000 942.00 767.67 174.33 10.00 871640.18 -0.185
1993-11-11 xx:xx:xx 1993-12-14 xx:xx:xx 000001.SH 1000 836.56 942.00 105.44 10.00 527190.11 0.126