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
2009-08-27 xx:xx:xx 2009-09-08 xx:xx:xx CF99.ZZ 1 15374.99 15465.01 -90.02 10.00 -460.10 0.006
2009-08-25 xx:xx:xx 2009-08-27 xx:xx:xx CF99.ZZ 1 15580.01 15374.99 -205.02 10.00 -1035.10 -0.013
2009-08-17 xx:xx:xx 2009-08-25 xx:xx:xx CF99.ZZ 1 15529.99 15580.01 -50.02 10.00 -260.10 0.003
2009-08-11 xx:xx:xx 2009-08-17 xx:xx:xx CF99.ZZ 1 15695.01 15529.99 -165.02 10.00 -835.10 -0.011
2009-08-07 xx:xx:xx 2009-08-11 xx:xx:xx CF99.ZZ 1 15519.99 15695.01 -175.02 10.00 -885.10 0.011
2009-07-28 xx:xx:xx 2009-08-07 xx:xx:xx CF99.ZZ 1 15555.01 15519.99 -35.02 10.00 -185.10 -0.002
2009-07-20 xx:xx:xx 2009-07-28 xx:xx:xx CF99.ZZ 1 15609.99 15555.01 54.98 10.00 264.90 -0.004
2009-07-02 xx:xx:xx 2009-07-20 xx:xx:xx CF99.ZZ 1 15375.01 15609.99 234.98 10.00 1164.90 0.015
2009-06-19 xx:xx:xx 2009-07-02 xx:xx:xx CF99.ZZ 1 15249.99 15375.01 -125.02 10.00 -635.10 0.008
2009-06-11 xx:xx:xx 2009-06-19 xx:xx:xx CF99.ZZ 1 15025.01 15249.99 224.98 10.00 1114.90 0.015
2009-06-08 xx:xx:xx 2009-06-11 xx:xx:xx CF99.ZZ 1 14864.99 15025.01 -160.02 10.00 -810.10 0.011
2009-06-03 xx:xx:xx 2009-06-08 xx:xx:xx CF99.ZZ 1 15120.01 14864.99 -255.02 10.00 -1285.10 -0.017
2009-05-21 xx:xx:xx 2009-06-03 xx:xx:xx CF99.ZZ 1 15404.99 15120.01 284.98 10.00 1414.90 -0.018
2009-05-19 xx:xx:xx 2009-05-21 xx:xx:xx CF99.ZZ 1 15505.01 15404.99 -100.02 10.00 -510.10 -0.006
2009-05-12 xx:xx:xx 2009-05-19 xx:xx:xx CF99.ZZ 1 15469.99 15505.01 -35.02 10.00 -185.10 0.002
2009-05-05 xx:xx:xx 2009-05-12 xx:xx:xx CF99.ZZ 1 15480.01 15469.99 -10.02 10.00 -60.10 -0.001
2009-04-27 xx:xx:xx 2009-05-05 xx:xx:xx CF99.ZZ 1 15394.99 15480.01 -85.02 10.00 -435.10 0.006
2009-03-27 xx:xx:xx 2009-04-27 xx:xx:xx CF99.ZZ 1 14650.01 15394.99 744.98 10.00 3714.90 0.051
2009-03-26 xx:xx:xx 2009-03-27 xx:xx:xx CF99.ZZ 1 14629.99 14650.01 -20.02 10.00 -110.10 0.001
2009-03-10 xx:xx:xx 2009-03-26 xx:xx:xx CF99.ZZ 1 14295.01 14629.99 334.98 10.00 1664.90 0.023