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
2009-07-31 xx:xx:xx 2009-08-18 xx:xx:xx RU99.SQ 1 19080.00 18980.00 -100 76.12 -1076.12 -0.005
2009-07-27 xx:xx:xx 2009-08-18 xx:xx:xx RU99.SQ 1 18575.00 18980.00 405 76.93 -5126.93 0.022
2009-07-20 xx:xx:xx 2009-08-18 xx:xx:xx RU99.SQ 1 18310.00 18980.00 670 77.56 -8277.56 0.037
2009-07-16 xx:xx:xx 2009-08-18 xx:xx:xx RU99.SQ 1 17910.00 18980.00 1070 78.27 -11828.27 0.06
2009-05-07 xx:xx:xx 2009-05-18 xx:xx:xx RU99.SQ 1 17850.00 16730.00 -1120 69.16 -11269.16 -0.063
2009-03-27 xx:xx:xx 2009-03-31 xx:xx:xx RU99.SQ 1 16510.00 15580.00 -930 61.78 2638.22 -0.056
2009-03-24 xx:xx:xx 2009-03-31 xx:xx:xx RU99.SQ 1 16100.00 15580.00 -520 63.36 -5263.36 -0.032
2009-03-23 xx:xx:xx 2009-03-31 xx:xx:xx RU99.SQ 1 15310.00 15580.00 270 64.18 -9364.18 0.018
2009-02-16 xx:xx:xx 2009-02-20 xx:xx:xx RU99.SQ 1 14895.00 13685.00 -1210 50.77 19799.23 -0.081
2009-02-05 xx:xx:xx 2009-02-20 xx:xx:xx RU99.SQ 1 14580.00 13685.00 -895 52.47 11297.53 -0.061
2009-01-21 xx:xx:xx 2009-02-20 xx:xx:xx RU99.SQ 1 14195.00 13685.00 -510 53.44 6446.56 -0.036
2009-01-15 xx:xx:xx 2009-02-20 xx:xx:xx RU99.SQ 1 13695.00 13685.00 -10 54.23 2495.77 -0.001
2009-01-12 xx:xx:xx 2009-02-20 xx:xx:xx RU99.SQ 1 13430.00 13685.00 255 54.76 -154.76 0.019
2009-01-06 xx:xx:xx 2009-02-20 xx:xx:xx RU99.SQ 1 13035.00 13685.00 650 55.76 -5155.76 0.05
2009-01-05 xx:xx:xx 2009-02-20 xx:xx:xx RU99.SQ 1 12550.00 13685.00 1135 56.53 -9006.53 0.09
2008-12-29 xx:xx:xx 2009-02-20 xx:xx:xx RU99.SQ 1 11700.00 13685.00 1985 57.16 -12157.16 0.17
2008-06-26 xx:xx:xx 2008-07-09 xx:xx:xx RU99.SQ 1 28015.00 26365.00 -1650 107.70 -11307.70 -0.059
2008-06-24 xx:xx:xx 2008-07-09 xx:xx:xx RU99.SQ 1 27485.00 26365.00 -1120 108.76 -16608.76 -0.041
2008-05-27 xx:xx:xx 2008-06-02 xx:xx:xx RU99.SQ 1 26655.00 24995.00 -1660 100.67 -3550.67 -0.062
2008-05-26 xx:xx:xx 2008-06-02 xx:xx:xx RU99.SQ 1 25340.00 24995.00 -345 103.30 -16703.30 -0.014