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
2012-02-09 xx:xx:xx 2012-02-10 xx:xx:xx IF99 1 2641.20 2662.80 -21.6 1591.20 -8071.20 0.008
2012-02-02 xx:xx:xx 2012-02-03 xx:xx:xx IF99 1 2595.80 2619.20 23.4 1564.50 5455.50 0.009
2012-01-30 xx:xx:xx 2012-02-01 xx:xx:xx IF99 1 2577.80 2579.20 -1.3999999999996 1547.10 -1967.10 0.001
2012-01-18 xx:xx:xx 2012-01-20 xx:xx:xx IF99 1 2550.00 2607.00 -57 1547.10 -18647.10 0.022
2011-12-29 xx:xx:xx 2012-01-04 xx:xx:xx IF99 1 2455.40 2514.40 59 1490.94 16209.06 0.024
2011-12-23 xx:xx:xx 2011-12-27 xx:xx:xx IF99 1 2493.60 2473.80 -19.8 1490.22 -7430.22 -0.008
2011-12-07 xx:xx:xx 2011-12-08 xx:xx:xx IF99 1 2676.80 2650.00 -26.8 1598.04 -9638.04 -0.01
2011-12-02 xx:xx:xx 2011-12-06 xx:xx:xx IF99 1 2704.40 2667.00 37.4 1611.42 9608.58 -0.014
2011-12-01 xx:xx:xx 2011-12-02 xx:xx:xx IF99 1 2722.60 2704.40 -18.2 1628.10 -7088.10 -0.007
2011-11-28 xx:xx:xx 2011-11-30 xx:xx:xx IF99 1 2724.60 2742.40 17.8 1640.10 3699.90 0.007
2011-11-14 xx:xx:xx 2011-11-16 xx:xx:xx IF99 1 2898.00 2893.20 -4.8000000000002 1737.36 -3177.36 -0.002
2011-11-07 xx:xx:xx 2011-11-09 xx:xx:xx IF99 1 2901.40 2901.00 0.40000000000009 1740.72 -1620.72 -0
2011-10-31 xx:xx:xx 2011-11-02 xx:xx:xx IF99 1 2839.60 2815.80 23.8 1696.62 5443.38 -0.008
2011-10-18 xx:xx:xx 2011-10-20 xx:xx:xx IF99 1 2739.00 2713.80 25.2 1635.84 5924.16 -0.009
2011-09-27 xx:xx:xx 2011-09-29 xx:xx:xx IF99 1 2793.00 2744.60 -48.4 1661.28 -16181.28 -0.017
2011-09-22 xx:xx:xx 2011-09-23 xx:xx:xx IF99 1 2829.20 2786.40 42.8 1684.68 11155.32 -0.015
2011-09-07 xx:xx:xx 2011-09-09 xx:xx:xx IF99 1 2926.40 2926.60 0.19999999999982 1755.90 -1695.90 0
2011-08-26 xx:xx:xx 2011-08-30 xx:xx:xx IF99 1 3045.00 3020.40 24.6 1819.62 5560.38 -0.008
2011-08-23 xx:xx:xx 2011-08-25 xx:xx:xx IF99 1 2982.60 2963.20 -19.4 1783.74 -7603.74 -0.007
2011-07-26 xx:xx:xx 2011-07-27 xx:xx:xx IF99 1 3144.60 3127.00 -17.6 1881.48 -7161.48 -0.006