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
2004-02-19 xx:xx:xx 2004-03-09 xx:xx:xx RU99.SQ 1 24500.00 23860.00 -640 96.72 -6496.72 -0.026
2004-02-18 xx:xx:xx 2004-03-09 xx:xx:xx RU99.SQ 1 24225.00 23860.00 -365 97.15 -8647.15 -0.015
2003-10-30 xx:xx:xx 2003-11-07 xx:xx:xx RU99.SQ 1 25085.00 23425.00 -1660 91.60 10408.40 -0.066
2003-10-23 xx:xx:xx 2003-11-07 xx:xx:xx RU99.SQ 1 24805.00 23425.00 -1380 92.38 6507.62 -0.056
2003-10-17 xx:xx:xx 2003-11-07 xx:xx:xx RU99.SQ 1 24305.00 23425.00 -880 93.36 1606.64 -0.036
2003-10-16 xx:xx:xx 2003-11-07 xx:xx:xx RU99.SQ 1 23925.00 23425.00 -500 94.25 -2844.25 -0.021
2003-10-15 xx:xx:xx 2003-11-07 xx:xx:xx RU99.SQ 1 23700.00 23425.00 -275 94.70 -5094.70 -0.012
2003-10-14 xx:xx:xx 2003-11-07 xx:xx:xx RU99.SQ 1 23255.00 23425.00 170 95.46 -8895.46 0.007
2003-10-09 xx:xx:xx 2003-11-07 xx:xx:xx RU99.SQ 1 22765.00 23425.00 660 96.46 -13896.46 0.029
2003-09-25 xx:xx:xx 2003-11-07 xx:xx:xx RU99.SQ 1 22375.00 23425.00 1050 97.02 -16697.02 0.047
2003-08-21 xx:xx:xx 2003-08-27 xx:xx:xx RU99.SQ 1 22305.00 21460.00 -845 82.83 14967.17 -0.038
2003-08-15 xx:xx:xx 2003-08-27 xx:xx:xx RU99.SQ 1 22100.00 21460.00 -640 83.40 12116.60 -0.029
2003-08-12 xx:xx:xx 2003-08-27 xx:xx:xx RU99.SQ 1 21635.00 21460.00 -175 83.85 9866.15 -0.008
2003-08-11 xx:xx:xx 2003-08-27 xx:xx:xx RU99.SQ 1 21240.00 21460.00 220 84.92 4515.08 0.01
2003-08-08 xx:xx:xx 2003-08-27 xx:xx:xx RU99.SQ 1 21000.00 21460.00 460 85.40 2114.60 0.022
2003-08-06 xx:xx:xx 2003-08-27 xx:xx:xx RU99.SQ 1 20465.00 21460.00 995 86.19 -1836.19 0.049
2003-08-05 xx:xx:xx 2003-08-27 xx:xx:xx RU99.SQ 1 20240.00 21460.00 1220 87.12 -6487.12 0.06
2003-07-31 xx:xx:xx 2003-08-27 xx:xx:xx RU99.SQ 1 19955.00 21460.00 1505 87.53 -8537.53 0.075
2003-02-24 xx:xx:xx 2003-03-04 xx:xx:xx RU99.SQ 1 22740.00 21690.00 -1050 78.74 40021.26 -0.046
2003-02-21 xx:xx:xx 2003-03-04 xx:xx:xx RU99.SQ 1 22290.00 21690.00 -600 79.01 38670.99 -0.027