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
2014-03-28 10:30:00 2014-03-31 14:30:00 rb99 1 3292.00 3328.00 36 4.30 295.70 0.011
2013-12-18 14:00:00 2014-03-28 10:30:00 rb99 1 3762.00 3292.00 470 34.59 4635.42 -0.125
2013-11-28 11:00:00 2013-12-18 14:00:00 rb99 1 3769.00 3762.00 -7 4.90 -134.90 -0.002
2013-11-18 11:00:00 2013-11-28 11:00:00 rb99 1 3690.00 3769.00 -79 34.85 -854.85 0.021
2013-11-05 13:30:00 2013-11-18 11:00:00 rb99 1 3770.00 3690.00 -80 4.85 -864.85 -0.021
2013-08-29 10:30:00 2013-11-05 13:30:00 rb99 1 3927.00 3770.00 157 35.00 1505.00 -0.04
2013-08-08 10:00:00 2013-08-29 10:30:00 rb99 1 3909.00 3927.00 18 5.09 114.91 0.005
2013-07-31 10:30:00 2013-08-08 10:00:00 rb99 1 3809.00 3909.00 -100 35.02 -1065.02 0.026
2013-07-08 09:00:00 2013-07-31 10:30:00 rb99 1 3794.00 3809.00 15 4.94 85.06 0.004
2013-07-02 10:00:00 2013-07-08 09:00:00 rb99 1 3727.00 3794.00 -67 34.89 -734.89 0.018
2013-06-20 14:00:00 2013-07-02 10:00:00 rb99 1 3699.00 3727.00 28 4.83 215.17 0.008
2013-05-17 10:00:00 2013-06-20 14:00:00 rb99 1 3778.00 3699.00 79 34.86 725.14 -0.021
2013-05-13 14:30:00 2013-05-17 10:00:00 rb99 1 3916.00 3778.00 -138 5.00 -1445.00 -0.035
2013-04-01 14:30:00 2013-05-13 14:30:00 rb99 1 3970.00 3916.00 54 35.13 474.87 -0.014
2013-03-27 09:30:00 2013-04-01 14:30:00 rb99 1 4139.00 3970.00 -169 5.27 -1755.27 -0.041
2013-02-21 10:00:00 2013-03-27 09:30:00 rb99 1 4325.00 4139.00 186 35.50 1794.50 -0.043
2013-01-25 10:30:00 2013-02-21 10:00:00 rb99 1 4401.00 4325.00 -76 5.67 -825.67 -0.017
2013-01-21 11:00:00 2013-01-25 10:30:00 rb99 1 4331.00 4401.00 -70 35.68 -765.68 0.016
2012-11-16 10:30:00 2013-01-21 11:00:00 rb99 1 3990.00 4331.00 341 5.41 3344.59 0.085
2012-10-31 13:30:00 2012-11-16 10:30:00 rb99 1 3955.00 3990.00 -35 35.16 -415.16 0.009