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
2010-05-14 xx:xx:xx 2010-05-18 xx:xx:xx CU99.SQ 1 56230.01 52789.99 -3440.02 10.00 -17210.10 -0.061
2010-05-12 xx:xx:xx 2010-05-14 xx:xx:xx CU99.SQ 1 55379.99 56230.01 -850.02 10.00 -4260.10 0.015
2010-05-11 xx:xx:xx 2010-05-12 xx:xx:xx CU99.SQ 1 56470.01 55379.99 -1090.02 10.00 -5460.10 -0.019
2010-04-28 xx:xx:xx 2010-05-11 xx:xx:xx CU99.SQ 1 58399.99 56470.01 1929.98 10.00 9639.90 -0.033
2010-04-27 xx:xx:xx 2010-04-28 xx:xx:xx CU99.SQ 1 61000.01 58399.99 -2600.02 10.00 -13010.10 -0.043
2010-04-14 xx:xx:xx 2010-04-27 xx:xx:xx CU99.SQ 1 62929.99 61000.01 1929.98 10.00 9639.90 -0.031
2010-04-12 xx:xx:xx 2010-04-14 xx:xx:xx CU99.SQ 1 63050.01 62929.99 -120.02 10.00 -610.10 -0.002
2010-04-09 xx:xx:xx 2010-04-12 xx:xx:xx CU99.SQ 1 62479.99 63050.01 -570.02 10.00 -2860.10 0.009
2010-03-29 xx:xx:xx 2010-04-09 xx:xx:xx CU99.SQ 1 60920.01 62479.99 1559.98 10.00 7789.90 0.026
2010-03-24 xx:xx:xx 2010-03-29 xx:xx:xx CU99.SQ 1 59699.99 60920.01 -1220.02 10.00 -6110.10 0.02
2010-03-18 xx:xx:xx 2010-03-24 xx:xx:xx CU99.SQ 1 60080.01 59699.99 -380.02 10.00 -1910.10 -0.006
2010-03-12 xx:xx:xx 2010-03-18 xx:xx:xx CU99.SQ 1 59879.99 60080.01 -200.02 10.00 -1010.10 0.003
2010-03-09 xx:xx:xx 2010-03-12 xx:xx:xx CU99.SQ 1 60380.01 59879.99 -500.02 10.00 -2510.10 -0.008
2010-03-03 xx:xx:xx 2010-03-09 xx:xx:xx CU99.SQ 1 60079.99 60380.01 -300.02 10.00 -1510.10 0.005
2010-02-10 xx:xx:xx 2010-03-03 xx:xx:xx CU99.SQ 1 54240.01 60079.99 5839.98 10.00 29189.90 0.108
2010-02-05 xx:xx:xx 2010-02-10 xx:xx:xx CU99.SQ 1 52519.99 54240.01 -1720.02 10.00 -8610.10 0.033
2010-02-04 xx:xx:xx 2010-02-05 xx:xx:xx CU99.SQ 1 53940.01 52519.99 -1420.02 10.00 -7110.10 -0.026
2010-01-21 xx:xx:xx 2010-02-04 xx:xx:xx CU99.SQ 1 61039.99 53940.01 7099.98 10.00 35489.90 -0.116
2010-01-19 xx:xx:xx 2010-01-21 xx:xx:xx CU99.SQ 1 61460.01 61039.99 -420.02 10.00 -2110.10 -0.007
2010-01-14 xx:xx:xx 2010-01-19 xx:xx:xx CU99.SQ 1 61319.99 61460.01 -140.02 10.00 -710.10 0.002