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
2006-02-06 xx:xx:xx 2006-02-14 xx:xx:xx RU99.SQ 1 28580.00 27205.00 -1375 102.60 30997.40 -0.048
2006-01-27 xx:xx:xx 2006-02-14 xx:xx:xx RU99.SQ 1 27455.00 27205.00 -250 103.13 28346.87 -0.009
2006-01-26 xx:xx:xx 2006-02-14 xx:xx:xx RU99.SQ 1 27125.00 27205.00 80 103.44 26796.56 0.003
2006-01-25 xx:xx:xx 2006-02-14 xx:xx:xx RU99.SQ 1 26675.00 27205.00 530 104.12 23395.88 0.02
2006-01-23 xx:xx:xx 2006-02-14 xx:xx:xx RU99.SQ 1 26015.00 27205.00 1190 104.78 20095.22 0.046
2006-01-17 xx:xx:xx 2006-02-14 xx:xx:xx RU99.SQ 1 25645.00 27205.00 1560 105.70 15494.30 0.061
2006-01-16 xx:xx:xx 2006-02-14 xx:xx:xx RU99.SQ 1 25185.00 27205.00 2020 106.44 11793.56 0.08
2006-01-13 xx:xx:xx 2006-02-14 xx:xx:xx RU99.SQ 1 24855.00 27205.00 2350 107.76 5192.24 0.095
2006-01-05 xx:xx:xx 2006-02-14 xx:xx:xx RU99.SQ 1 24515.00 27205.00 2690 108.66 691.34 0.11
2005-12-29 xx:xx:xx 2006-02-14 xx:xx:xx RU99.SQ 1 24360.00 27205.00 2845 109.32 -2609.32 0.117
2005-12-28 xx:xx:xx 2006-02-14 xx:xx:xx RU99.SQ 1 24095.00 27205.00 3110 111.57 -13861.57 0.129
2005-12-13 xx:xx:xx 2006-02-14 xx:xx:xx RU99.SQ 1 23820.00 27205.00 3385 112.66 -19312.66 0.142
2005-12-08 xx:xx:xx 2006-02-14 xx:xx:xx RU99.SQ 1 23505.00 27205.00 3700 113.71 -24563.71 0.157
2005-10-11 xx:xx:xx 2005-10-20 xx:xx:xx RU99.SQ 1 24600.00 23700.00 -900 95.28 -2495.28 -0.037
2005-10-10 xx:xx:xx 2005-10-20 xx:xx:xx RU99.SQ 1 24185.00 23700.00 -485 95.77 -4945.77 -0.02
2005-09-29 xx:xx:xx 2005-10-20 xx:xx:xx RU99.SQ 1 23940.00 23700.00 -240 96.60 -9096.60 -0.01
2005-09-09 xx:xx:xx 2005-09-13 xx:xx:xx RU99.SQ 1 23815.00 23265.00 -550 93.14 -493.14 -0.023
2005-09-06 xx:xx:xx 2005-09-13 xx:xx:xx RU99.SQ 1 23665.00 23265.00 -400 93.86 -4093.86 -0.017
2005-09-05 xx:xx:xx 2005-09-13 xx:xx:xx RU99.SQ 1 23305.00 23265.00 -40 94.16 -5594.16 -0.002
2005-07-27 xx:xx:xx 2005-08-04 xx:xx:xx RU99.SQ 1 23960.00 23110.00 -850 86.86 27813.14 -0.035