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
2009-05-26 xx:xx:xx 2009-07-13 xx:xx:xx a99 1 4111.00 3992.00 119 81.03 1108.97 -0.029
2009-04-30 xx:xx:xx 2009-05-26 xx:xx:xx a99 1 3804.00 4111.00 307 79.15 2990.85 0.081
2008-12-30 xx:xx:xx 2009-04-30 xx:xx:xx a99 1 3613.00 3804.00 -191 74.17 -1984.17 0.053
2008-07-28 xx:xx:xx 2008-12-30 xx:xx:xx a99 1 4822.00 3613.00 -1209 84.35 -12174.35 -0.251
2008-05-13 xx:xx:xx 2008-07-28 xx:xx:xx a99 1 4610.00 4822.00 -212 94.32 -2214.32 0.046
2008-03-25 xx:xx:xx 2008-05-13 xx:xx:xx a99 1 4449.00 4610.00 161 90.59 1519.41 0.036
2007-12-27 xx:xx:xx 2008-03-25 xx:xx:xx a99 1 4439.00 4449.00 -10 88.88 -188.88 0.002
2007-12-04 xx:xx:xx 2007-12-27 xx:xx:xx a99 1 4024.00 4439.00 415 84.63 4065.37 0.103
2007-07-13 xx:xx:xx 2007-12-04 xx:xx:xx a99 1 3297.00 4024.00 -727 73.21 -7343.21 0.221
2007-04-23 xx:xx:xx 2007-07-13 xx:xx:xx a99 1 3046.00 3297.00 251 63.43 2446.57 0.082
2006-10-17 xx:xx:xx 2007-04-23 xx:xx:xx a99 1 2871.00 3046.00 -175 59.17 -1809.17 0.061
2005-07-05 xx:xx:xx 2006-10-17 xx:xx:xx a99 1 3723.00 2871.00 -852 65.94 -8585.94 -0.229
2005-02-23 xx:xx:xx 2005-07-05 xx:xx:xx a99 1 3446.00 3723.00 -277 71.69 -2841.69 0.08
2005-02-04 xx:xx:xx 2005-02-23 xx:xx:xx a99 1 3289.00 3446.00 157 67.35 1502.65 0.048
2004-11-18 xx:xx:xx 2005-02-04 xx:xx:xx a99 1 3417.00 3289.00 128 67.06 1212.94 -0.037
2004-10-20 xx:xx:xx 2004-11-18 xx:xx:xx a99 1 3336.00 3417.00 81 67.53 742.47 0.024
2004-09-03 xx:xx:xx 2004-10-20 xx:xx:xx a99 1 3506.00 3336.00 170 68.42 1631.58 -0.048
2004-04-27 xx:xx:xx 2004-09-03 xx:xx:xx a99 1 4044.00 3506.00 -538 75.50 -5455.50 -0.133
2003-08-15 xx:xx:xx 2004-04-27 xx:xx:xx a99 1 2963.00 4044.00 -1081 70.07 -10880.07 0.365
2003-07-23 xx:xx:xx 2003-08-15 xx:xx:xx a99 1 2869.00 2963.00 94 58.32 881.68 0.033