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
2012-07-27 xx:xx:xx 2012-07-31 xx:xx:xx CF99.ZZ 10 19185.00 19005.00 180 120.00 8880.00 -0.009
2012-07-04 xx:xx:xx 2012-07-27 xx:xx:xx CF99.ZZ 10 19570.00 19185.00 -385 120.00 -19370.00 -0.02
2012-02-17 xx:xx:xx 2012-07-04 xx:xx:xx CF99.ZZ 10 22510.00 19570.00 2940 120.00 146880.00 -0.131
2011-12-02 xx:xx:xx 2012-02-17 xx:xx:xx CF99.ZZ 10 21750.00 22510.00 760 120.00 37880.00 0.035
2011-09-21 xx:xx:xx 2011-12-02 xx:xx:xx CF99.ZZ 10 22840.00 21750.00 1090 120.00 54380.00 -0.048
2011-09-09 xx:xx:xx 2011-09-21 xx:xx:xx CF99.ZZ 10 23480.00 22840.00 -640 120.00 -32120.00 -0.027
2011-02-24 xx:xx:xx 2011-09-09 xx:xx:xx CF99.ZZ 10 32660.00 23480.00 9180 120.00 458880.00 -0.281
2010-12-21 xx:xx:xx 2011-02-24 xx:xx:xx CF99.ZZ 10 29520.00 32660.00 3140 120.00 156880.00 0.106
2010-11-19 xx:xx:xx 2010-12-21 xx:xx:xx CF99.ZZ 10 28950.00 29520.00 -570 120.00 -28620.00 0.02
2010-08-04 xx:xx:xx 2010-11-19 xx:xx:xx CF99.ZZ 10 18020.00 28950.00 10930 120.00 546380.00 0.607
2010-06-01 xx:xx:xx 2010-08-04 xx:xx:xx CF99.ZZ 10 17815.00 18020.00 -205 120.00 -10370.00 0.012
2010-04-27 xx:xx:xx 2010-06-01 xx:xx:xx CF99.ZZ 10 17980.00 17815.00 -165 120.00 -8370.00 -0.009
2010-04-12 xx:xx:xx 2010-04-27 xx:xx:xx CF99.ZZ 10 17720.00 17980.00 -260 120.00 -13120.00 0.015
2010-02-23 xx:xx:xx 2010-04-12 xx:xx:xx CF99.ZZ 10 17640.00 17720.00 80 120.00 3880.00 0.005
2010-01-14 xx:xx:xx 2010-02-23 xx:xx:xx CF99.ZZ 10 17395.00 17640.00 -245 120.00 -12370.00 0.014
2009-09-17 xx:xx:xx 2010-01-14 xx:xx:xx CF99.ZZ 10 15720.00 17395.00 1675 120.00 83630.00 0.107
2009-08-20 xx:xx:xx 2009-09-17 xx:xx:xx CF99.ZZ 10 15520.00 15720.00 -200 120.00 -10120.00 0.013
2009-07-10 xx:xx:xx 2009-08-20 xx:xx:xx CF99.ZZ 10 15545.00 15520.00 -25 120.00 -1370.00 -0.002
2009-05-25 xx:xx:xx 2009-07-10 xx:xx:xx CF99.ZZ 10 15220.00 15545.00 -325 120.00 -16370.00 0.021
2009-03-23 xx:xx:xx 2009-05-25 xx:xx:xx CF99.ZZ 10 14620.00 15220.00 600 120.00 29880.00 0.041