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
2012-06-25 xx:xx:xx 2012-07-30 xx:xx:xx RB99.SQ 10 4046.00 3758.00 288 78.04 28721.96 -0.071
2012-04-16 xx:xx:xx 2012-06-25 xx:xx:xx RB99.SQ 10 4299.00 4046.00 -253 83.45 -25383.45 -0.059
2012-04-12 xx:xx:xx 2012-04-16 xx:xx:xx RB99.SQ 10 4322.00 4299.00 23 86.21 2213.79 -0.005
2012-04-09 xx:xx:xx 2012-04-12 xx:xx:xx RB99.SQ 10 4325.00 4322.00 -3 86.47 -386.47 -0.001
2012-03-29 xx:xx:xx 2012-04-09 xx:xx:xx RB99.SQ 10 4282.00 4325.00 -43 86.07 -4386.07 0.01
2012-03-28 xx:xx:xx 2012-03-29 xx:xx:xx RB99.SQ 10 4311.00 4282.00 -29 85.93 -2985.93 -0.007
2012-03-26 xx:xx:xx 2012-03-28 xx:xx:xx RB99.SQ 10 4294.00 4311.00 -17 86.05 -1786.05 0.004
2012-03-23 xx:xx:xx 2012-03-26 xx:xx:xx RB99.SQ 10 4298.00 4294.00 -4 85.92 -485.92 -0.001
2012-03-15 xx:xx:xx 2012-03-23 xx:xx:xx RB99.SQ 10 4265.00 4298.00 -33 85.63 -3385.63 0.008
2012-03-14 xx:xx:xx 2012-03-15 xx:xx:xx RB99.SQ 10 4305.00 4265.00 -40 85.70 -4085.70 -0.009
2012-02-08 xx:xx:xx 2012-03-14 xx:xx:xx RB99.SQ 10 4232.00 4305.00 -73 85.37 -7385.37 0.017
2012-02-07 xx:xx:xx 2012-02-08 xx:xx:xx RB99.SQ 10 4280.00 4232.00 -48 85.12 -4885.12 -0.011
2012-02-01 xx:xx:xx 2012-02-07 xx:xx:xx RB99.SQ 10 4236.00 4280.00 -44 85.16 -4485.16 0.01
2012-01-17 xx:xx:xx 2012-02-01 xx:xx:xx RB99.SQ 10 4193.00 4236.00 43 84.29 4215.71 0.01
2011-12-05 xx:xx:xx 2012-01-17 xx:xx:xx RB99.SQ 10 4109.00 4193.00 -84 83.02 -8483.02 0.02
2011-12-02 xx:xx:xx 2011-12-05 xx:xx:xx RB99.SQ 10 4108.00 4109.00 1 82.17 17.83 0
2011-08-04 xx:xx:xx 2011-12-02 xx:xx:xx RB99.SQ 10 4868.00 4108.00 760 89.76 75910.24 -0.156
2011-07-29 xx:xx:xx 2011-08-04 xx:xx:xx RB99.SQ 10 4874.00 4868.00 -6 97.42 -697.42 -0.001
2011-07-22 xx:xx:xx 2011-07-29 xx:xx:xx RB99.SQ 10 4839.00 4874.00 -35 97.13 -3597.13 0.007
2011-07-19 xx:xx:xx 2011-07-22 xx:xx:xx RB99.SQ 10 4825.00 4839.00 14 96.64 1303.36 0.003