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
2012-11-28 xx:xx:xx 2012-12-07 xx:xx:xx 600016 100 6.18 6.85 0.67 1.30 65.70 0.108
2012-11-20 xx:xx:xx 2012-11-28 xx:xx:xx 600016 100 6.10 6.18 -0.08 1.23 -9.23 0.013
2012-11-05 xx:xx:xx 2012-11-20 xx:xx:xx 600016 100 6.10 6.10 0 1.22 -1.22 0
2012-10-31 xx:xx:xx 2012-11-05 xx:xx:xx 600016 100 5.98 6.10 -0.12 1.21 -13.21 0.02
2012-10-08 xx:xx:xx 2012-10-31 xx:xx:xx 600016 100 5.63 5.98 0.35 1.16 33.84 0.062
2012-09-19 xx:xx:xx 2012-10-08 xx:xx:xx 600016 100 5.54 5.63 -0.09 1.12 -10.12 0.016
2012-09-13 xx:xx:xx 2012-09-19 xx:xx:xx 600016 100 5.69 5.54 -0.15 1.12 -16.12 -0.026
2012-09-06 xx:xx:xx 2012-09-13 xx:xx:xx 600016 100 5.50 5.69 -0.19 1.12 -20.12 0.035
2012-08-31 xx:xx:xx 2012-09-06 xx:xx:xx 600016 100 5.84 5.50 -0.34 1.13 -35.13 -0.058
2012-08-20 xx:xx:xx 2012-08-31 xx:xx:xx 600016 100 5.78 5.84 -0.06 1.16 -7.16 0.01
2012-08-02 xx:xx:xx 2012-08-20 xx:xx:xx 600016 100 5.85 5.78 -0.069999999999999 1.16 -8.16 -0.012
2012-07-25 xx:xx:xx 2012-08-02 xx:xx:xx 600016 100 5.65 5.85 -0.2 1.15 -21.15 0.035
2012-07-19 xx:xx:xx 2012-07-25 xx:xx:xx 600016 100 5.80 5.65 -0.15 1.14 -16.14 -0.026
2012-07-12 xx:xx:xx 2012-07-19 xx:xx:xx 600016 100 5.72 5.80 -0.08 1.15 -9.15 0.014
2012-06-25 xx:xx:xx 2012-07-12 xx:xx:xx 600016 100 5.75 5.72 -0.03 1.15 -4.15 -0.005
2012-05-15 xx:xx:xx 2012-06-25 xx:xx:xx 600016 100 6.15 5.75 0.4 1.19 38.81 -0.065
2012-04-12 xx:xx:xx 2012-05-15 xx:xx:xx 600016 100 5.79 6.15 0.36 1.19 34.81 0.062
2012-03-09 xx:xx:xx 2012-04-12 xx:xx:xx 600016 100 5.99 5.79 0.2 1.18 18.82 -0.033
2012-02-24 xx:xx:xx 2012-03-09 xx:xx:xx 600016 100 6.01 5.99 -0.02 1.20 -3.20 -0.003
2012-02-16 xx:xx:xx 2012-02-24 xx:xx:xx 600016 100 5.97 6.01 -0.04 1.20 -5.20 0.007