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
2012-04-25 13:30:00 2012-07-05 11:00:00 SR99 1 6284.00 5761.00 523 7.83 5162.17 -0.083
2012-03-22 14:00:00 2012-04-25 13:30:00 SR99 1 6319.00 6284.00 -35 38.19 -418.19 -0.006
2012-03-13 10:00:00 2012-03-22 14:00:00 SR99 1 6340.00 6319.00 21 8.23 141.77 -0.003
2012-01-11 13:30:00 2012-03-13 10:00:00 SR99 1 6079.00 6340.00 261 38.07 2541.93 0.043
2011-11-17 14:00:00 2012-01-11 13:30:00 SR99 1 6324.00 6079.00 245 8.06 2381.94 -0.039
2011-10-17 14:30:00 2011-11-17 14:00:00 SR99 1 6529.00 6324.00 -205 38.35 -2118.35 -0.031
2011-08-29 10:00:00 2011-10-17 14:30:00 SR99 1 6820.00 6529.00 291 8.68 2841.32 -0.043
2011-08-22 10:00:00 2011-08-29 10:00:00 SR99 1 7037.00 6820.00 -217 39.01 -2239.01 -0.031
2011-08-11 09:00:00 2011-08-22 10:00:00 SR99 1 6986.00 7037.00 -51 9.11 -579.11 0.007
2011-05-31 09:00:00 2011-08-11 09:00:00 SR99 1 6099.00 6986.00 887 38.51 8801.50 0.145
2011-04-21 09:00:00 2011-05-31 09:00:00 SR99 1 6404.00 6099.00 305 8.13 2981.87 -0.048
2011-04-01 10:30:00 2011-04-21 09:00:00 SR99 1 6490.00 6404.00 -86 38.38 -928.38 -0.013
2011-02-25 09:30:00 2011-04-01 10:30:00 SR99 1 6560.00 6490.00 70 8.48 631.52 -0.011
2011-01-25 13:30:00 2011-02-25 09:30:00 SR99 1 6611.00 6560.00 -51 38.56 -578.56 -0.008
2011-01-17 09:00:00 2011-01-25 13:30:00 SR99 1 6584.00 6611.00 -27 8.58 -338.58 0.004
2010-12-09 14:30:00 2011-01-17 09:00:00 SR99 1 5876.00 6584.00 708 38.10 7011.90 0.12
2010-11-22 09:00:00 2010-12-09 14:30:00 SR99 1 5720.00 5876.00 -156 7.54 -1627.54 0.027
2010-09-02 09:00:00 2010-11-22 09:00:00 SR99 1 5101.00 5720.00 619 37.03 6122.97 0.121
2010-08-26 14:30:00 2010-09-02 09:00:00 SR99 1 4760.00 5101.00 -341 6.41 -3476.41 0.072
2010-06-21 13:30:00 2010-08-26 14:30:00 SR99 1 4383.00 4760.00 377 35.94 3704.06 0.086