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 多 1 2536.60 2541.60 5 76.17 1063.83 0.002
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 空 1 2597.80 2592.40 5.4000000000001 257.85 1182.12 -0.002
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 多 1 2601.40 2609.20 7.7999999999997 78.16 1901.78 0.003
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 多 1 2606.40 2600.40 -6 258.10 -2238.10 -0.002
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 空 1 2613.60 2613.40 0.19999999999982 78.41 -378.42 -0
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 多 1 2618.00 2624.60 6.5999999999999 258.64 1541.39 0.003
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 多 1 2622.60 2620.00 -2.5999999999999 78.64 -1218.67 -0.001
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 空 1 2643.40 2639.00 4.4000000000001 259.24 880.81 -0.002
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 多 1 2613.40 2660.60 47.2 79.11 13720.88 0.018
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 空 1 2625.40 2611.20 14.2 258.55 3821.51 -0.005
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 空 1 2632.60 2635.60 -3 79.02 -1339.02 0.001
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 多 1 2630.60 2637.60 7 259.02 1660.98 0.003
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 空 1 2627.80 2618.60 9.2000000000003 78.70 2321.29 -0.004
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 多 1 2631.80 2640.80 9 259.09 2260.91 0.003
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 多 1 2629.40 2635.60 6.1999999999998 78.98 1421.01 0.002
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 多 1 2644.60 2639.80 -4.7999999999997 259.27 -1879.28 -0.002
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 空 1 2643.60 2637.20 6.4000000000001 79.21 1480.83 -0.002
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 多 1 2643.40 2652.40 9 259.44 2260.56 0.003
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 多 1 2658.40 2642.20 -16.2 79.51 -5299.49 -0.006
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 空 1 2644.20 2635.40 8.7999999999997 259.19 2200.82 -0.003
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