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
2010-06-21 xx:xx:xx 2010-06-24 xx:xx:xx CF99.ZZ 1 17844.99 18035.01 -190.02 10.00 -960.10 0.011
2010-06-10 xx:xx:xx 2010-06-21 xx:xx:xx CF99.ZZ 1 17945.01 17844.99 -100.02 10.00 -510.10 -0.006
2010-05-24 xx:xx:xx 2010-06-10 xx:xx:xx CF99.ZZ 1 18184.99 17945.01 239.98 10.00 1189.90 -0.013
2010-05-11 xx:xx:xx 2010-05-24 xx:xx:xx CF99.ZZ 1 17875.01 18184.99 309.98 10.00 1539.90 0.017
2010-05-06 xx:xx:xx 2010-05-11 xx:xx:xx CF99.ZZ 1 18029.99 17875.01 154.98 10.00 764.90 -0.009
2010-04-21 xx:xx:xx 2010-05-06 xx:xx:xx CF99.ZZ 1 17985.01 18029.99 44.980000000003 10.00 214.90 0.003
2010-04-09 xx:xx:xx 2010-04-21 xx:xx:xx CF99.ZZ 1 17694.99 17985.01 -290.02 10.00 -1460.10 0.016
2010-04-06 xx:xx:xx 2010-04-09 xx:xx:xx CF99.ZZ 1 17945.01 17694.99 -250.02 10.00 -1260.10 -0.014
2010-03-24 xx:xx:xx 2010-04-06 xx:xx:xx CF99.ZZ 1 18024.99 17945.01 79.980000000003 10.00 389.90 -0.004
2010-03-16 xx:xx:xx 2010-03-24 xx:xx:xx CF99.ZZ 1 17770.01 18024.99 254.98 10.00 1264.90 0.014
2010-03-12 xx:xx:xx 2010-03-16 xx:xx:xx CF99.ZZ 1 17569.99 17770.01 -200.02 10.00 -1010.10 0.011
2010-03-10 xx:xx:xx 2010-03-12 xx:xx:xx CF99.ZZ 1 17800.01 17569.99 -230.02 10.00 -1160.10 -0.013
2010-03-05 xx:xx:xx 2010-03-10 xx:xx:xx CF99.ZZ 1 17484.99 17800.01 -315.02 10.00 -1585.10 0.018
2010-03-04 xx:xx:xx 2010-03-05 xx:xx:xx CF99.ZZ 1 17715.01 17484.99 -230.02 10.00 -1160.10 -0.013
2010-03-03 xx:xx:xx 2010-03-04 xx:xx:xx CF99.ZZ 1 17449.99 17715.01 -265.02 10.00 -1335.10 0.015
2010-03-01 xx:xx:xx 2010-03-03 xx:xx:xx CF99.ZZ 1 17750.01 17449.99 -300.02 10.00 -1510.10 -0.017
2010-02-25 xx:xx:xx 2010-03-01 xx:xx:xx CF99.ZZ 1 17479.99 17750.01 -270.02 10.00 -1360.10 0.015
2010-02-11 xx:xx:xx 2010-02-25 xx:xx:xx CF99.ZZ 1 17025.01 17479.99 454.98 10.00 2264.90 0.027
2010-02-09 xx:xx:xx 2010-02-11 xx:xx:xx CF99.ZZ 1 16829.99 17025.01 -195.02 10.00 -985.10 0.012
2010-02-04 xx:xx:xx 2010-02-09 xx:xx:xx CF99.ZZ 1 16805.01 16829.99 24.980000000003 10.00 114.90 0.001