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
2012-07-17 xx:xx:xx 2012-07-23 xx:xx:xx RU99.SQ 1 24950.00 23715.00 -1235 97.33 -12447.33 -0.049
2012-02-22 xx:xx:xx 2012-03-07 xx:xx:xx RU99.SQ 1 28635.00 27240.00 -1395 104.54 21995.46 -0.049
2012-02-09 xx:xx:xx 2012-03-07 xx:xx:xx RU99.SQ 1 28245.00 27240.00 -1005 105.44 17494.56 -0.036
2012-02-07 xx:xx:xx 2012-03-07 xx:xx:xx RU99.SQ 1 27850.00 27240.00 -610 106.44 12493.56 -0.022
2012-02-06 xx:xx:xx 2012-03-07 xx:xx:xx RU99.SQ 1 27350.00 27240.00 -110 108.28 3291.72 -0.004
2012-01-30 xx:xx:xx 2012-03-07 xx:xx:xx RU99.SQ 1 26900.00 27240.00 340 109.18 -1209.18 0.013
2012-01-19 xx:xx:xx 2012-03-07 xx:xx:xx RU99.SQ 1 25980.00 27240.00 1260 110.18 -6210.18 0.048
2012-01-18 xx:xx:xx 2012-03-07 xx:xx:xx RU99.SQ 1 25480.00 27240.00 1760 110.97 -10160.97 0.069
2012-01-17 xx:xx:xx 2012-03-07 xx:xx:xx RU99.SQ 1 25030.00 27240.00 2210 111.75 -14061.75 0.088
2011-07-20 xx:xx:xx 2011-08-05 xx:xx:xx RU99.SQ 1 35315.00 33875.00 -1440 134.32 5765.68 -0.041
2011-07-18 xx:xx:xx 2011-08-05 xx:xx:xx RU99.SQ 1 34690.00 33875.00 -815 135.57 -485.57 -0.023
2011-07-14 xx:xx:xx 2011-08-05 xx:xx:xx RU99.SQ 1 33910.00 33875.00 -35 137.13 -8287.13 -0.001
2011-07-06 xx:xx:xx 2011-08-05 xx:xx:xx RU99.SQ 1 33285.00 33875.00 590 138.38 -14538.38 0.018
2011-04-11 xx:xx:xx 2011-04-18 xx:xx:xx RU99.SQ 1 36435.00 34425.00 -2010 141.72 -20241.72 -0.055
2011-02-09 xx:xx:xx 2011-02-21 xx:xx:xx RU99.SQ 1 42800.00 40000.00 -2800 149.64 51650.36 -0.065
2011-01-24 xx:xx:xx 2011-02-21 xx:xx:xx RU99.SQ 1 40190.00 40000.00 -190 152.40 37847.60 -0.005
2011-01-20 xx:xx:xx 2011-02-21 xx:xx:xx RU99.SQ 1 38950.00 40000.00 1050 153.75 31096.25 0.027
2011-01-06 xx:xx:xx 2011-02-21 xx:xx:xx RU99.SQ 1 38120.00 40000.00 1880 156.24 18643.76 0.049
2010-12-21 xx:xx:xx 2011-02-21 xx:xx:xx RU99.SQ 1 36875.00 40000.00 3125 157.90 10342.10 0.085
2010-12-20 xx:xx:xx 2011-02-21 xx:xx:xx RU99.SQ 1 36200.00 40000.00 3800 160.38 -2060.38 0.105