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
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 1 2439.40 2459.00 19.6 73.48 5446.55 0.008
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 1 2446.40 2427.40 -19 253.11 -6133.11 -0.008
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 1 2494.60 2490.60 -4 74.78 -1634.78 -0.002
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 1 2510.40 2490.20 -20.2 255.01 -6494.92 -0.008
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 1 2482.20 2471.80 10.4 74.31 2685.73 -0.004
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 1 2488.20 2495.40 7.2000000000003 254.75 1725.23 0.003
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 1 2496.80 2486.00 10.8 74.74 2805.20 -0.004
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 1 2430.60 2445.40 14.8 253.14 4006.87 0.006
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 1 2450.00 2449.20 -0.80000000000018 73.49 -673.43 -0
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 1 2460.20 2449.00 11.2 253.64 2926.42 -0.005
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 1 2453.00 2469.20 -16.2 73.83 -5293.89 0.007
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 1 2456.40 2458.20 -1.7999999999997 253.72 -973.81 0.001
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 1 2460.00 2464.60 4.5999999999999 73.87 946.16 0.002
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 1 2465.20 2471.00 -5.8000000000002 254.04 -2173.98 0.002
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 1 2465.60 2474.40 8.8000000000002 74.10 2205.91 0.004
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 1 2470.40 2456.60 13.8 253.90 3706.04 -0.006
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 1 2482.20 2489.00 6.8000000000002 74.57 1605.37 0.003
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 1 2530.60 2527.80 -2.7999999999997 255.88 -1275.89 -0.001
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 1 2534.40 2528.40 6 75.94 1364.06 -0.002
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 1 2534.80 2538.80 -4 256.10 -1636.10 0.002