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
2012-01-xx xx:xx:xx 2012-01-xx xx:xx:xx IF99 1 2397.40 2386.80 10.6 71.76 2748.19 -0.004
2012-01-xx xx:xx:xx 2012-01-xx xx:xx:xx IF99 1 2408.80 2414.20 5.3999999999996 252.35 1187.70 0.002
2012-01-xx xx:xx:xx 2012-01-xx xx:xx:xx IF99 1 2428.20 2417.40 -10.8 72.68 -3672.77 -0.004
2012-01-xx xx:xx:xx 2012-01-xx xx:xx:xx IF99 1 2458.00 2452.00 6 253.65 1366.35 -0.002
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 1 2438.20 2444.40 -6.2000000000003 73.24 -2293.15 0.003
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 1 2415.40 2422.00 6.5999999999999 252.56 1547.47 0.003
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 1 2419.40 2415.80 3.5999999999999 72.53 647.50 -0.001
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 1 2422.40 2422.80 -0.40000000000009 252.68 -552.65 0
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 1 2408.40 2421.60 -13.2 72.45 -4392.51 0.005
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 1 2406.40 2420.40 14 252.40 3767.67 0.006
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 1 2413.00 2407.40 -5.5999999999999 72.31 -2112.34 -0.002
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 1 2415.60 2411.00 -4.5999999999999 252.40 -1812.43 -0.002
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 1 2434.80 2428.80 6 72.95 1366.97 -0.002
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 1 2429.80 2442.00 12.2 253.08 3226.98 0.005
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 1 2445.20 2428.80 -16.4 73.11 -5353.23 -0.007
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 1 2446.20 2442.80 -3.3999999999996 253.34 -1453.45 -0.001
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 1 2452.00 2445.40 6.5999999999999 73.46 1546.50 -0.003
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 1 2436.40 2461.40 -25 253.47 -7933.47 0.01
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 1 2475.20 2464.20 11 74.09 2865.98 -0.004
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 1 2448.00 2456.80 8.8000000000002 253.57 2206.37 0.004