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
2010-08-12 xx:xx:xx 2010-09-07 xx:xx:xx RB99.SQ 10 4536.00 4780.00 -244 93.16 -24493.16 0.054
2010-08-10 xx:xx:xx 2010-08-12 xx:xx:xx RB99.SQ 10 4574.00 4536.00 -38 91.10 -3891.10 -0.008
2010-08-04 xx:xx:xx 2010-08-10 xx:xx:xx RB99.SQ 10 4490.00 4574.00 -84 90.64 -8490.64 0.019
2010-07-30 xx:xx:xx 2010-08-04 xx:xx:xx RB99.SQ 10 4415.00 4490.00 75 89.05 7410.95 0.017
2010-04-15 xx:xx:xx 2010-07-30 xx:xx:xx RB99.SQ 10 5214.00 4415.00 799 96.29 79803.71 -0.153
2010-04-13 xx:xx:xx 2010-04-15 xx:xx:xx RB99.SQ 10 5229.00 5214.00 -15 104.43 -1604.43 -0.003
2010-04-09 xx:xx:xx 2010-04-13 xx:xx:xx RB99.SQ 10 5178.00 5229.00 -51 104.07 -5204.07 0.01
2010-04-08 xx:xx:xx 2010-04-09 xx:xx:xx RB99.SQ 10 5207.00 5178.00 -29 103.85 -3003.85 -0.006
2010-03-30 xx:xx:xx 2010-04-08 xx:xx:xx RB99.SQ 10 5177.00 5207.00 -30 103.84 -3103.84 0.006
2010-03-29 xx:xx:xx 2010-03-30 xx:xx:xx RB99.SQ 10 5176.00 5177.00 1 103.53 -3.53 0
2010-01-08 xx:xx:xx 2010-03-29 xx:xx:xx RB99.SQ 10 5335.00 5176.00 159 105.11 15794.89 -0.03
2010-01-05 xx:xx:xx 2010-01-08 xx:xx:xx RB99.SQ 10 5424.00 5335.00 -89 107.59 -9007.59 -0.016
2009-12-31 xx:xx:xx 2010-01-05 xx:xx:xx RB99.SQ 10 5325.00 5424.00 -99 107.49 -10007.49 0.019
2009-12-30 xx:xx:xx 2009-12-31 xx:xx:xx RB99.SQ 10 5329.00 5325.00 -4 106.54 -506.54 -0.001
2009-11-25 xx:xx:xx 2009-12-30 xx:xx:xx RB99.SQ 10 5376.00 5329.00 47 107.05 4592.95 -0.009
2009-11-23 xx:xx:xx 2009-11-25 xx:xx:xx RB99.SQ 10 5371.00 5376.00 5 107.47 392.53 0.001
2009-08-06 xx:xx:xx 2009-11-23 xx:xx:xx RB99.SQ 10 6284.00 5371.00 913 116.55 91183.45 -0.145
2009-07-16 xx:xx:xx 2009-08-06 xx:xx:xx RB99.SQ 10 5424.00 6284.00 860 117.08 85882.92 0.159
2009-06-05 xx:xx:xx 2009-07-16 xx:xx:xx RB99.SQ 10 5151.00 5424.00 -273 105.75 -27405.75 0.053
2009-06-03 xx:xx:xx 2009-06-05 xx:xx:xx RB99.SQ 10 5091.00 5151.00 60 102.42 5897.58 0.012