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
2009-03-17 xx:xx:xx 2009-04-20 xx:xx:xx CU99.SQ 1 30960.01 40479.99 9519.98 10.00 47589.90 0.307
2009-03-10 xx:xx:xx 2009-03-17 xx:xx:xx CU99.SQ 1 29839.99 30960.01 -1120.02 10.00 -5610.10 0.038
2009-02-24 xx:xx:xx 2009-03-10 xx:xx:xx CU99.SQ 1 27540.01 29839.99 2299.98 10.00 11489.90 0.084
2009-02-12 xx:xx:xx 2009-02-24 xx:xx:xx CU99.SQ 1 28889.99 27540.01 1349.98 10.00 6739.90 -0.047
2009-02-04 xx:xx:xx 2009-02-12 xx:xx:xx CU99.SQ 1 27930.01 28889.99 959.98 10.00 4789.90 0.034
2009-01-22 xx:xx:xx 2009-02-04 xx:xx:xx CU99.SQ 1 27829.99 27930.01 -100.02 10.00 -510.10 0.004
2009-01-19 xx:xx:xx 2009-01-22 xx:xx:xx CU99.SQ 1 28490.01 27829.99 -660.02 10.00 -3310.10 -0.023
2009-01-16 xx:xx:xx 2009-01-19 xx:xx:xx CU99.SQ 1 27759.99 28490.01 -730.02 10.00 -3660.10 0.026
2009-01-05 xx:xx:xx 2009-01-16 xx:xx:xx CU99.SQ 1 25740.01 27759.99 2019.98 10.00 10089.90 0.078
2008-12-29 xx:xx:xx 2009-01-05 xx:xx:xx CU99.SQ 1 24129.99 25740.01 -1610.02 10.00 -8060.10 0.067
2008-12-25 xx:xx:xx 2008-12-29 xx:xx:xx CU99.SQ 1 23730.01 24129.99 399.98 10.00 1989.90 0.017
2008-12-24 xx:xx:xx 2008-12-25 xx:xx:xx CU99.SQ 1 23329.99 23730.01 -400.02 10.00 -2010.10 0.017
2008-12-23 xx:xx:xx 2008-12-24 xx:xx:xx CU99.SQ 1 24000.01 23329.99 -670.02 10.00 -3360.10 -0.028
2008-12-18 xx:xx:xx 2008-12-23 xx:xx:xx CU99.SQ 1 24449.99 24000.01 449.98 10.00 2239.90 -0.018
2008-12-16 xx:xx:xx 2008-12-18 xx:xx:xx CU99.SQ 1 24650.01 24449.99 -200.02 10.00 -1010.10 -0.008
2008-12-15 xx:xx:xx 2008-12-16 xx:xx:xx CU99.SQ 1 25179.99 24650.01 529.98 10.00 2639.90 -0.021
2008-12-11 xx:xx:xx 2008-12-15 xx:xx:xx CU99.SQ 1 25200.01 25179.99 -20.019999999997 10.00 -110.10 -0.001
2008-12-01 xx:xx:xx 2008-12-11 xx:xx:xx CU99.SQ 1 27789.99 25200.01 2589.98 10.00 12939.90 -0.093
2008-11-27 xx:xx:xx 2008-12-01 xx:xx:xx CU99.SQ 1 28490.01 27789.99 -700.02 10.00 -3510.10 -0.025
2008-11-21 xx:xx:xx 2008-11-27 xx:xx:xx CU99.SQ 1 27189.99 28490.01 -1300.02 10.00 -6510.10 0.048