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
2011-03-xx xx:xx:xx 2011-03-xx xx:xx:xx IF99 1 3395.00 3389.00 6 101.76 1338.24 -0.002
2011-03-xx xx:xx:xx 2011-03-xx xx:xx:xx IF99 1 3408.00 3405.80 -2.1999999999998 282.21 -1122.19 -0.001
2011-03-xx xx:xx:xx 2011-03-xx xx:xx:xx IF99 1 3409.40 3399.20 -10.2 102.13 -3522.11 -0.003
2011-03-xx xx:xx:xx 2011-03-xx xx:xx:xx IF99 1 3387.40 3374.40 13 281.43 3438.50 -0.004
2011-03-xx xx:xx:xx 2011-03-xx xx:xx:xx IF99 1 3392.80 3404.60 -11.8 101.96 -4001.98 0.003
2011-03-xx xx:xx:xx 2011-03-xx xx:xx:xx IF99 1 3348.40 3362.20 13.8 280.66 3679.36 0.004
2011-03-xx xx:xx:xx 2011-03-xx xx:xx:xx IF99 1 3425.00 3418.00 7 102.65 1637.35 -0.002
2011-03-xx xx:xx:xx 2011-03-xx xx:xx:xx IF99 1 3439.00 3443.80 4.8000000000002 283.24 976.77 0.001
2011-03-xx xx:xx:xx 2011-03-xx xx:xx:xx IF99 1 3435.40 3428.80 6.5999999999999 102.96 1516.99 -0.002
2011-03-xx xx:xx:xx 2011-03-xx xx:xx:xx IF99 1 3434.60 3445.20 10.6 283.20 2716.76 0.003
2011-03-xx xx:xx:xx 2011-03-xx xx:xx:xx IF99 1 3423.80 3414.60 9.2000000000003 102.58 2297.41 -0.003
2011-03-xx xx:xx:xx 2011-03-xx xx:xx:xx IF99 1 3439.60 3444.40 4.8000000000002 283.26 976.75 0.001
2011-03-xx xx:xx:xx 2011-03-xx xx:xx:xx IF99 1 3457.60 3445.40 12.2 103.55 3196.44 -0.004
2011-03-xx xx:xx:xx 2011-03-xx xx:xx:xx IF99 1 3469.20 3472.40 3.2000000000003 284.12 495.86 0.001
2011-03-xx xx:xx:xx 2011-03-xx xx:xx:xx IF99 1 3477.40 3469.00 -8.4000000000001 104.20 -2984.17 -0.002
2011-03-xx xx:xx:xx 2011-03-xx xx:xx:xx IF99 1 3493.80 3479.80 14 284.60 3735.40 -0.004
2011-03-xx xx:xx:xx 2011-03-xx xx:xx:xx IF99 1 3502.80 3509.00 6.1999999999998 105.18 1394.81 0.002
2011-03-xx xx:xx:xx 2011-03-xx xx:xx:xx IF99 1 3527.40 3538.00 10.6 285.98 2714.05 0.003
2011-03-xx xx:xx:xx 2011-03-xx xx:xx:xx IF99 1 3535.20 3530.40 4.7999999999997 105.98 973.96 -0.001
2011-03-xx xx:xx:xx 2011-03-xx xx:xx:xx IF99 1 3515.40 3501.40 -14 285.25 -4665.25 -0.004