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
2009-03-03 xx:xx:xx 2009-03-10 xx:xx:xx CF99.ZZ 1 14134.99 14295.01 -160.02 10.00 -810.10 0.011
2009-02-24 xx:xx:xx 2009-03-03 xx:xx:xx CF99.ZZ 1 14385.01 14134.99 -250.02 10.00 -1260.10 -0.017
2009-02-19 xx:xx:xx 2009-02-24 xx:xx:xx CF99.ZZ 1 14484.99 14385.01 99.98 10.00 489.90 -0.007
2009-02-18 xx:xx:xx 2009-02-19 xx:xx:xx CF99.ZZ 1 14560.01 14484.99 -75.02 10.00 -385.10 -0.005
2009-02-12 xx:xx:xx 2009-02-18 xx:xx:xx CF99.ZZ 1 14469.99 14560.01 -90.02 10.00 -460.10 0.006
2009-02-02 xx:xx:xx 2009-02-12 xx:xx:xx CF99.ZZ 1 14205.01 14469.99 264.98 10.00 1314.90 0.019
2009-01-13 xx:xx:xx 2009-02-02 xx:xx:xx CF99.ZZ 1 14144.99 14205.01 -60.02 10.00 -310.10 0.004
2009-01-09 xx:xx:xx 2009-01-13 xx:xx:xx CF99.ZZ 1 14415.01 14144.99 -270.02 10.00 -1360.10 -0.019
2008-12-31 xx:xx:xx 2009-01-09 xx:xx:xx CF99.ZZ 1 14214.99 14415.01 -200.02 10.00 -1010.10 0.014
2008-12-09 xx:xx:xx 2008-12-31 xx:xx:xx CF99.ZZ 1 13785.01 14214.99 429.98 10.00 2139.90 0.031
2008-12-05 xx:xx:xx 2008-12-09 xx:xx:xx CF99.ZZ 1 13254.99 13785.01 -530.02 10.00 -2660.10 0.04
2008-11-17 xx:xx:xx 2008-12-05 xx:xx:xx CF99.ZZ 1 13225.01 13254.99 29.98 10.00 139.90 0.002
2008-10-28 xx:xx:xx 2008-11-17 xx:xx:xx CF99.ZZ 1 14769.99 13225.01 1544.98 10.00 7714.90 -0.105
2008-10-24 xx:xx:xx 2008-10-28 xx:xx:xx CF99.ZZ 1 14885.01 14769.99 -115.02 10.00 -585.10 -0.008
2008-10-22 xx:xx:xx 2008-10-24 xx:xx:xx CF99.ZZ 1 14724.99 14885.01 -160.02 10.00 -810.10 0.011
2008-10-21 xx:xx:xx 2008-10-22 xx:xx:xx CF99.ZZ 1 14765.01 14724.99 -40.02 10.00 -210.10 -0.003
2008-10-13 xx:xx:xx 2008-10-21 xx:xx:xx CF99.ZZ 1 14739.99 14765.01 -25.02 10.00 -135.10 0.002
2008-10-08 xx:xx:xx 2008-10-13 xx:xx:xx CF99.ZZ 1 15355.01 14739.99 -615.02 10.00 -3085.10 -0.04
2008-10-07 xx:xx:xx 2008-10-08 xx:xx:xx CF99.ZZ 1 14874.99 15355.01 -480.02 10.00 -2410.10 0.032
2008-09-23 xx:xx:xx 2008-10-07 xx:xx:xx CF99.ZZ 1 15725.01 14874.99 -850.02 10.00 -4260.10 -0.054