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
2013-01-23 13:40:00 2013-01-25 09:00:00 al99 1 15255.00 15235.00 -20 152.45 -252.45 -0.001
2013-01-23 09:05:00 2013-01-23 13:40:00 al99 1 15275.00 15255.00 20 152.65 -52.65 -0.001
2013-01-22 13:45:00 2013-01-23 09:05:00 al99 1 15255.00 15275.00 20 152.65 -52.65 0.001
2013-01-22 09:10:00 2013-01-22 13:45:00 al99 1 15270.00 15255.00 15 152.63 -77.63 -0.001
2013-01-21 11:25:00 2013-01-22 09:10:00 al99 1 15265.00 15270.00 5 152.68 -127.68 0
2013-01-17 14:10:00 2013-01-21 11:25:00 al99 1 15235.00 15265.00 -30 152.50 -302.50 0.002
2013-01-14 09:40:00 2013-01-17 14:10:00 al99 1 15325.00 15235.00 -90 152.80 -602.80 -0.006
2013-01-10 10:45:00 2013-01-14 09:40:00 al99 1 15350.00 15325.00 25 153.38 -28.38 -0.002
2013-01-04 10:00:00 2013-01-10 10:45:00 al99 1 15425.00 15350.00 -75 153.88 -528.88 -0.005
2012-12-31 13:35:00 2013-01-04 10:00:00 al99 1 15445.00 15425.00 20 154.35 -54.35 -0.001
2012-12-31 09:10:00 2012-12-31 13:35:00 al99 1 15410.00 15445.00 35 154.27 20.73 0.002
2012-12-31 09:00:00 2012-12-31 09:10:00 al99 1 15395.00 15410.00 -15 154.02 -229.02 0.001
2012-12-28 09:20:00 2012-12-31 09:00:00 al99 1 15425.00 15395.00 -30 154.10 -304.10 -0.002
2012-12-28 09:05:00 2012-12-28 09:20:00 al99 1 15440.00 15425.00 15 154.32 -79.32 -0.001
2012-12-27 14:30:00 2012-12-28 09:05:00 al99 1 15435.00 15440.00 5 154.38 -129.38 0
2012-12-27 09:05:00 2012-12-27 14:30:00 al99 1 15410.00 15435.00 -25 154.22 -279.23 0.002
2012-12-26 14:10:00 2012-12-27 09:05:00 al99 1 15390.00 15410.00 20 154.00 -54.00 0.001
2012-12-25 09:35:00 2012-12-26 14:10:00 al99 1 15390.00 15390.00 0 153.90 -153.90 0
2012-12-24 13:40:00 2012-12-25 09:35:00 al99 1 15375.00 15390.00 15 153.82 -78.82 0.001
2012-12-21 14:10:00 2012-12-24 13:40:00 al99 1 15340.00 15375.00 -35 153.57 -328.57 0.002