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
2011-01-06 09:30:00 2011-02-21 14:30:00 rb99 1 5202.00 5311.00 109 6.83 1023.17 0.021
2010-12-30 09:00:00 2011-01-06 09:30:00 rb99 1 5152.00 5202.00 -50 36.73 -566.73 0.01
2010-12-01 14:30:00 2010-12-30 09:00:00 rb99 1 5063.00 5152.00 89 6.64 823.36 0.018
2010-11-19 11:00:00 2010-12-01 14:30:00 rb99 1 5018.00 5063.00 -45 36.55 -516.55 0.009
2010-11-01 09:00:00 2010-11-19 11:00:00 rb99 1 4906.00 5018.00 112 6.45 1053.55 0.023
2010-10-26 14:00:00 2010-11-01 09:00:00 rb99 1 4877.00 4906.00 -29 36.36 -356.36 0.006
2010-10-18 13:30:00 2010-10-26 14:00:00 rb99 1 4901.00 4877.00 -24 6.36 -306.36 -0.005
2010-09-20 10:00:00 2010-10-18 13:30:00 rb99 1 4949.00 4901.00 48 36.40 413.60 -0.01
2010-09-03 10:30:00 2010-09-20 10:00:00 rb99 1 4935.00 4949.00 14 6.42 73.58 0.003
2010-08-24 14:00:00 2010-09-03 10:30:00 rb99 1 4824.00 4935.00 -111 36.34 -1176.34 0.023
2010-07-22 14:30:00 2010-08-24 14:00:00 rb99 1 4728.00 4824.00 96 6.21 893.79 0.02
2010-04-21 14:30:00 2010-07-22 14:30:00 rb99 1 5483.00 4728.00 755 36.64 7483.36 -0.138
2010-03-16 11:00:00 2010-04-21 14:30:00 rb99 1 5461.00 5483.00 22 7.11 152.89 0.004
2010-03-04 10:30:00 2010-03-16 11:00:00 rb99 1 5294.00 5461.00 -167 36.99 -1736.99 0.032
2010-02-23 14:30:00 2010-03-04 10:30:00 rb99 1 5478.00 5294.00 -184 7.00 -1907.00 -0.034
2010-01-14 10:30:00 2010-02-23 14:30:00 rb99 1 5644.00 5478.00 166 37.23 1592.77 -0.029
2009-12-17 13:30:00 2010-01-14 10:30:00 rb99 1 5583.00 5644.00 61 7.30 542.70 0.011
2009-12-01 09:30:00 2009-12-17 13:30:00 rb99 1 5539.00 5583.00 -44 37.23 -507.23 0.008
2009-11-10 11:00:00 2009-12-01 09:30:00 rb99 1 5712.00 5539.00 -173 7.31 -1797.31 -0.03
2009-11-05 11:00:00 2009-11-10 11:00:00 rb99 1 5623.00 5712.00 -89 37.37 -957.37 0.016