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
2012-05-15 xx:xx:xx 2012-08-09 xx:xx:xx 000001.SH 1000 2367.07 2174.11 192.96 10.00 964789.90 -0.082
2012-04-20 xx:xx:xx 2012-05-15 xx:xx:xx 000001.SH 1000 2374.67 2367.07 -7.5999999999999 10.00 -38009.17 -0.003
2012-03-15 xx:xx:xx 2012-04-20 xx:xx:xx 000001.SH 1000 2388.05 2374.67 13.38 10.00 66890.73 -0.006
2012-01-11 xx:xx:xx 2012-03-15 xx:xx:xx 000001.SH 1000 2282.92 2388.05 105.13 10.00 525640.73 0.046
2011-11-21 xx:xx:xx 2012-01-11 xx:xx:xx 000001.SH 1000 2416.72 2282.92 133.8 10.00 668990.34 -0.055
2011-10-31 xx:xx:xx 2011-11-21 xx:xx:xx 000001.SH 1000 2470.26 2416.72 -53.54 10.00 -267710.10 -0.022
2011-07-26 xx:xx:xx 2011-10-31 xx:xx:xx 000001.SH 1000 2685.74 2470.26 215.48 10.00 1077390.00 -0.08
2011-06-27 xx:xx:xx 2011-07-26 xx:xx:xx 000001.SH 1000 2746.79 2685.74 -61.05 10.00 -305260.15 -0.022
2011-04-26 xx:xx:xx 2011-06-27 xx:xx:xx 000001.SH 1000 2956.93 2746.79 210.14 10.00 1050689.56 -0.071
2011-04-08 xx:xx:xx 2011-04-26 xx:xx:xx 000001.SH 1000 3005.37 2956.93 -48.44 10.00 -242210.83 -0.016
2011-03-16 xx:xx:xx 2011-04-08 xx:xx:xx 000001.SH 1000 2894.24 3005.37 -111.13 10.00 -555660.54 0.038
2011-02-15 xx:xx:xx 2011-03-16 xx:xx:xx 000001.SH 1000 2900.43 2894.24 -6.1900000000001 10.00 -30959.61 -0.002
2010-12-28 xx:xx:xx 2011-02-15 xx:xx:xx 000001.SH 1000 2768.02 2900.43 -132.41 10.00 -662059.46 0.048
2010-12-14 xx:xx:xx 2010-12-28 xx:xx:xx 000001.SH 1000 2928.31 2768.02 -160.29 10.00 -801460.10 -0.055
2010-11-16 xx:xx:xx 2010-12-14 xx:xx:xx 000001.SH 1000 3007.63 2928.31 79.32 10.00 396589.22 -0.026
2010-10-11 xx:xx:xx 2010-11-16 xx:xx:xx 000001.SH 1000 2755.03 3007.63 252.6 10.00 1262989.37 0.092
2010-09-17 xx:xx:xx 2010-10-11 xx:xx:xx 000001.SH 1000 2607.54 2755.03 -147.49 10.00 -737459.85 0.057
2010-08-19 xx:xx:xx 2010-09-17 xx:xx:xx 000001.SH 1000 2669.44 2607.54 -61.9 10.00 -309509.41 -0.023
2010-08-13 xx:xx:xx 2010-08-19 xx:xx:xx 000001.SH 1000 2576.67 2669.44 -92.77 10.00 -463860.00 0.036
2010-07-23 xx:xx:xx 2010-08-13 xx:xx:xx 000001.SH 1000 2566.86 2576.67 9.8099999999999 10.00 49039.17 0.004