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
2010-12-14 xx:xx:xx 2011-02-21 xx:xx:xx RU99.SQ 1 34820.00 40000.00 5180 165.60 -28165.60 0.149
2010-11-11 xx:xx:xx 2010-11-15 xx:xx:xx RU99.SQ 1 37820.00 32725.00 -5095 118.96 59581.04 -0.135
2010-11-10 xx:xx:xx 2010-11-15 xx:xx:xx RU99.SQ 1 36850.00 32725.00 -4125 121.10 48878.90 -0.112
2010-11-08 xx:xx:xx 2010-11-15 xx:xx:xx RU99.SQ 1 35120.00 32725.00 -2395 122.66 41077.34 -0.068
2010-11-05 xx:xx:xx 2010-11-15 xx:xx:xx RU99.SQ 1 34345.00 32725.00 -1620 123.99 34426.01 -0.047
2010-10-26 xx:xx:xx 2010-11-15 xx:xx:xx RU99.SQ 1 32520.00 32725.00 205 126.86 20073.14 0.006
2010-10-19 xx:xx:xx 2010-11-15 xx:xx:xx RU99.SQ 1 31795.00 32725.00 930 127.81 15322.19 0.029
2010-10-15 xx:xx:xx 2010-11-15 xx:xx:xx RU99.SQ 1 31180.00 32725.00 1545 129.04 9170.96 0.05
2010-10-14 xx:xx:xx 2010-11-15 xx:xx:xx RU99.SQ 1 30705.00 32725.00 2020 130.49 1919.51 0.066
2010-10-13 xx:xx:xx 2010-11-15 xx:xx:xx RU99.SQ 1 29270.00 32725.00 3455 134.14 -16334.14 0.118
2010-10-12 xx:xx:xx 2010-11-15 xx:xx:xx RU99.SQ 1 28605.00 32725.00 4120 135.69 -24085.69 0.144
2010-10-11 xx:xx:xx 2010-11-15 xx:xx:xx RU99.SQ 1 27825.00 32725.00 4900 139.15 -41389.15 0.176
2010-09-27 xx:xx:xx 2010-11-15 xx:xx:xx RU99.SQ 1 26755.00 32725.00 5970 141.09 -51091.09 0.223
2010-09-09 xx:xx:xx 2010-09-10 xx:xx:xx RU99.SQ 1 26345.00 25130.00 -1215 96.59 19553.41 -0.046
2010-09-03 xx:xx:xx 2010-09-10 xx:xx:xx RU99.SQ 1 26055.00 25130.00 -925 97.10 17002.90 -0.036
2010-08-30 xx:xx:xx 2010-09-10 xx:xx:xx RU99.SQ 1 25605.00 25130.00 -475 97.97 12652.03 -0.019
2010-08-18 xx:xx:xx 2010-09-10 xx:xx:xx RU99.SQ 1 25255.00 25130.00 -125 99.19 6550.81 -0.005
2010-08-05 xx:xx:xx 2010-09-10 xx:xx:xx RU99.SQ 1 24850.00 25130.00 280 99.96 2700.04 0.011
2010-08-03 xx:xx:xx 2010-09-10 xx:xx:xx RU99.SQ 1 24465.00 25130.00 665 100.77 -1350.77 0.027
2010-08-02 xx:xx:xx 2010-09-10 xx:xx:xx RU99.SQ 1 23855.00 25130.00 1275 101.47 -4851.47 0.053