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
2002-05-30 xx:xx:xx 2003-07-23 xx:xx:xx a99 1 2488.00 2869.00 -381 53.57 -3863.57 0.153
2001-12-18 xx:xx:xx 2002-05-30 xx:xx:xx a99 1 2415.00 2488.00 73 49.03 680.97 0.03
2001-12-04 xx:xx:xx 2001-12-18 xx:xx:xx a99 1 2529.00 2415.00 114 49.44 1090.56 -0.045
2001-10-15 xx:xx:xx 2001-12-04 xx:xx:xx a99 1 2535.00 2529.00 -6 50.64 -110.64 -0.002
2001-09-24 xx:xx:xx 2001-10-15 xx:xx:xx a99 1 2671.00 2535.00 136 52.06 1307.94 -0.051
2001-08-20 xx:xx:xx 2001-09-24 xx:xx:xx a99 1 2671.00 2671.00 0 53.42 -53.42 0
2001-06-04 xx:xx:xx 2001-08-20 xx:xx:xx a99 1 2605.00 2671.00 -66 52.76 -712.76 0.025
2001-01-03 xx:xx:xx 2001-06-04 xx:xx:xx a99 1 2870.00 2605.00 -265 54.75 -2704.75 -0.092
2000-11-21 xx:xx:xx 2001-01-03 xx:xx:xx a99 1 2870.00 2870.00 0 57.40 -57.40 0
2000-10-16 xx:xx:xx 2000-11-21 xx:xx:xx a99 1 2819.00 2870.00 51 56.89 453.11 0.018
2000-08-31 xx:xx:xx 2000-10-16 xx:xx:xx a99 1 2800.00 2819.00 -19 56.19 -246.19 0.007
2000-06-05 xx:xx:xx 2000-08-31 xx:xx:xx a99 1 2889.00 2800.00 -89 56.89 -946.89 -0.031
1999-07-05 xx:xx:xx 2000-06-05 xx:xx:xx a99 1 2576.00 2889.00 -313 54.65 -3184.65 0.122
1999-03-10 xx:xx:xx 1999-07-05 xx:xx:xx a99 1 2830.00 2576.00 -254 54.06 -2594.06 -0.09
1999-02-01 xx:xx:xx 1999-03-10 xx:xx:xx a99 1 3040.00 2830.00 210 58.70 2041.30 -0.069
1998-12-23 xx:xx:xx 1999-02-01 xx:xx:xx a99 1 3045.00 3040.00 -5 60.85 -110.85 -0.002
1998-10-23 xx:xx:xx 1998-12-23 xx:xx:xx a99 1 3030.00 3045.00 -15 60.75 -210.75 0.005
1998-10-09 xx:xx:xx 1998-10-23 xx:xx:xx a99 1 2945.00 3030.00 85 59.75 790.25 0.029
1998-08-21 xx:xx:xx 1998-10-09 xx:xx:xx a99 1 2971.00 2945.00 26 59.16 200.84 -0.009
1998-08-17 xx:xx:xx 1998-08-21 xx:xx:xx a99 1 2856.00 2971.00 115 58.27 1091.73 0.04