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
2010-04-28 10:00:00 2010-06-21 13:30:00 SR99 1 4564.00 4383.00 181 5.82 1744.18 -0.04
2010-04-09 14:30:00 2010-04-28 10:00:00 SR99 1 4678.00 4564.00 -114 36.01 -1206.01 -0.024
2010-03-15 14:30:00 2010-04-09 14:30:00 SR99 1 4513.00 4678.00 -165 5.97 -1715.97 0.037
2010-02-24 11:00:00 2010-03-15 14:30:00 SR99 1 4862.00 4513.00 -349 36.09 -3556.09 -0.072
2010-01-19 10:30:00 2010-02-24 11:00:00 SR99 1 4752.00 4862.00 -110 6.25 -1166.25 0.023
2009-10-29 14:30:00 2010-01-19 10:30:00 SR99 1 4200.00 4752.00 552 35.82 5454.18 0.131
2009-09-04 11:00:00 2009-10-29 14:30:00 SR99 1 4242.00 4200.00 42 5.49 354.51 -0.01
2009-08-06 14:30:00 2009-09-04 11:00:00 SR99 1 3986.00 4242.00 256 35.35 2494.65 0.064
2009-07-16 10:30:00 2009-08-06 14:30:00 SR99 1 3829.00 3986.00 -157 5.08 -1635.08 0.041
2009-07-03 13:30:00 2009-07-16 10:30:00 SR99 1 3933.00 3829.00 -104 35.05 -1105.05 -0.026
2009-06-22 11:00:00 2009-07-03 13:30:00 SR99 1 3890.00 3933.00 -43 5.08 -495.08 0.011
2009-06-09 10:00:00 2009-06-22 11:00:00 SR99 1 3938.00 3890.00 -48 35.09 -545.09 -0.012
2009-06-02 14:00:00 2009-06-09 10:00:00 SR99 1 3925.00 3938.00 -13 5.11 -195.11 0.003
2009-05-11 09:30:00 2009-06-02 14:00:00 SR99 1 3891.00 3925.00 34 35.08 274.92 0.009
2009-04-27 14:30:00 2009-05-11 09:30:00 SR99 1 3844.00 3891.00 -47 5.03 -535.03 0.012
2009-04-15 10:30:00 2009-04-27 14:30:00 SR99 1 3889.00 3844.00 -45 35.03 -515.03 -0.012
2009-04-09 09:30:00 2009-04-15 10:30:00 SR99 1 3792.00 3889.00 -97 4.99 -1034.99 0.026
2009-01-20 10:30:00 2009-04-09 09:30:00 SR99 1 3182.00 3792.00 610 34.53 6035.47 0.192
2008-11-27 11:00:00 2009-01-20 10:30:00 SR99 1 3369.00 3182.00 187 4.26 1805.74 -0.056
2008-10-24 13:30:00 2008-11-27 11:00:00 SR99 1 3454.00 3369.00 -85 34.43 -914.43 -0.025