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
2010-05-31 xx:xx:xx 2010-06-01 xx:xx:xx 600016 100 4.95 4.85 -0.1 0.98 -10.98 -0.02
2010-05-21 xx:xx:xx 2010-05-31 xx:xx:xx 600016 100 4.86 4.95 -0.09 0.98 -10.15 0.019
2010-05-19 xx:xx:xx 2010-05-21 xx:xx:xx 600016 100 4.98 4.86 -0.12 0.98 -13.48 -0.024
2010-05-11 xx:xx:xx 2010-05-19 xx:xx:xx 600016 100 5.21 4.98 0.23 1.02 21.48 -0.044
2010-05-07 xx:xx:xx 2010-05-11 xx:xx:xx 600016 100 4.91 5.21 0.3 1.01 28.99 0.061
2010-04-12 xx:xx:xx 2010-05-07 xx:xx:xx 600016 100 5.74 4.91 0.83 1.06 82.27 -0.145
2010-03-23 xx:xx:xx 2010-04-12 xx:xx:xx 600016 100 5.72 5.74 0.02 1.15 0.52 0.003
2010-03-22 xx:xx:xx 2010-03-23 xx:xx:xx 600016 100 5.64 5.72 -0.08 1.14 -9.47 0.014
2010-03-15 xx:xx:xx 2010-03-22 xx:xx:xx 600016 100 5.57 5.64 0.069999999999999 1.12 6.38 0.013
2010-03-10 xx:xx:xx 2010-03-15 xx:xx:xx 600016 100 5.58 5.57 0.0099999999999998 1.11 0.55 -0.002
2010-02-22 xx:xx:xx 2010-03-10 xx:xx:xx 600016 100 5.47 5.58 0.11 1.10 10.56 0.02
2010-01-28 xx:xx:xx 2010-02-22 xx:xx:xx 600016 100 5.53 5.47 0.06 1.10 5.57 -0.011
2010-01-26 xx:xx:xx 2010-01-28 xx:xx:xx 600016 100 5.76 5.53 -0.23 1.13 -23.63 -0.04
2010-01-13 xx:xx:xx 2010-01-26 xx:xx:xx 600016 100 5.78 5.76 0.02 1.15 1.35 -0.003
2009-12-31 xx:xx:xx 2010-01-13 xx:xx:xx 600016 100 6.02 5.78 -0.24 1.18 -24.51 -0.04
2009-12-15 xx:xx:xx 2009-12-31 xx:xx:xx 600016 100 5.95 6.02 -0.069999999999999 1.20 -7.86 0.012
2009-12-09 xx:xx:xx 2009-12-15 xx:xx:xx 600016 100 5.87 5.95 0.08 1.18 6.32 0.014
2009-11-26 xx:xx:xx 2009-12-09 xx:xx:xx 600016 100 6.41 5.87 0.54 1.23 52.10 -0.084
2009-11-05 xx:xx:xx 2009-11-26 xx:xx:xx 600016 100 6.18 6.41 0.23 1.26 21.24 0.037
2009-11-03 xx:xx:xx 2009-11-05 xx:xx:xx 600016 100 6.16 6.18 -0.02 1.23 -3.73 0.003