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
2003-02-18 xx:xx:xx 2003-03-04 xx:xx:xx RU99.SQ 1 21845.00 21690.00 -155 79.18 37820.82 -0.007
2003-02-17 xx:xx:xx 2003-03-04 xx:xx:xx RU99.SQ 1 21490.00 21690.00 200 79.42 36620.58 0.009
2003-02-14 xx:xx:xx 2003-03-04 xx:xx:xx RU99.SQ 1 21020.00 21690.00 670 79.74 35020.26 0.032
2003-02-13 xx:xx:xx 2003-03-04 xx:xx:xx RU99.SQ 1 20645.00 21690.00 1045 80.64 30519.36 0.051
2003-02-12 xx:xx:xx 2003-03-04 xx:xx:xx RU99.SQ 1 20320.00 21690.00 1370 81.51 26168.49 0.067
2003-01-21 xx:xx:xx 2003-03-04 xx:xx:xx RU99.SQ 1 20160.00 21690.00 1530 81.79 24768.21 0.076
2003-01-16 xx:xx:xx 2003-03-04 xx:xx:xx RU99.SQ 1 19725.00 21690.00 1965 82.53 21067.47 0.1
2003-01-10 xx:xx:xx 2003-03-04 xx:xx:xx RU99.SQ 1 19575.00 21690.00 2115 82.83 19567.17 0.108
2003-01-07 xx:xx:xx 2003-03-04 xx:xx:xx RU99.SQ 1 19205.00 21690.00 2485 83.70 15216.30 0.129
2003-01-06 xx:xx:xx 2003-03-04 xx:xx:xx RU99.SQ 1 19065.00 21690.00 2625 84.02 13615.98 0.138
2003-01-03 xx:xx:xx 2003-03-04 xx:xx:xx RU99.SQ 1 18630.00 21690.00 3060 84.67 10365.33 0.164
2002-12-27 xx:xx:xx 2003-03-04 xx:xx:xx RU99.SQ 1 18180.00 21690.00 3510 85.42 6614.58 0.193
2002-12-24 xx:xx:xx 2003-03-04 xx:xx:xx RU99.SQ 1 18020.00 21690.00 3670 86.36 1913.64 0.204
2002-12-11 xx:xx:xx 2003-03-04 xx:xx:xx RU99.SQ 1 17900.00 21690.00 3790 87.07 -1637.07 0.212
2002-12-02 xx:xx:xx 2003-03-04 xx:xx:xx RU99.SQ 1 17815.00 21690.00 3875 87.96 -6087.96 0.218
2002-11-29 xx:xx:xx 2003-03-04 xx:xx:xx RU99.SQ 1 17680.00 21690.00 4010 88.86 -10588.86 0.227
2002-09-10 xx:xx:xx 2002-09-20 xx:xx:xx RU99.SQ 1 17350.00 16965.00 -385 67.09 3782.91 -0.022
2002-08-21 xx:xx:xx 2002-09-20 xx:xx:xx RU99.SQ 1 17050.00 16965.00 -85 67.49 1782.51 -0.005
2002-08-15 xx:xx:xx 2002-09-20 xx:xx:xx RU99.SQ 1 16890.00 16965.00 75 67.71 682.29 0.004
2002-08-06 xx:xx:xx 2002-09-20 xx:xx:xx RU99.SQ 1 16780.00 16965.00 185 68.03 -918.03 0.011