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
2010-10-xx xx:xx:xx 2010-10-xx xx:xx:xx IF99 1 3876.80 3864.60 12.2 116.12 3183.86 -0.003
2010-10-xx xx:xx:xx 2010-10-xx xx:xx:xx IF99 1 3930.20 3926.80 3.3999999999996 297.85 542.12 -0.001
2010-10-xx xx:xx:xx 2010-10-xx xx:xx:xx IF99 1 3806.20 3850.40 44.2 114.85 12785.21 0.012
2010-10-xx xx:xx:xx 2010-10-xx xx:xx:xx IF99 1 3813.40 3797.00 -16.4 294.16 -5394.13 -0.004
2010-10-xx xx:xx:xx 2010-10-xx xx:xx:xx IF99 1 3795.20 3770.80 24.4 113.49 6846.48 -0.006
2010-10-xx xx:xx:xx 2010-10-xx xx:xx:xx IF99 1 3780.80 3807.40 26.6 293.82 7506.21 0.007
2010-10-xx xx:xx:xx 2010-10-xx xx:xx:xx IF99 1 3793.00 3778.80 -14.2 113.58 -4733.56 -0.004
2010-10-xx xx:xx:xx 2010-10-xx xx:xx:xx IF99 1 3761.00 3750.00 -11 292.67 -3772.67 -0.003
2010-10-xx xx:xx:xx 2010-10-xx xx:xx:xx IF99 1 3808.60 3780.80 -27.8 113.84 -8813.86 -0.007
2010-10-xx xx:xx:xx 2010-10-xx xx:xx:xx IF99 1 3807.20 3786.60 -20.6 293.91 -6653.86 -0.005
2010-10-xx xx:xx:xx 2010-10-xx xx:xx:xx IF99 1 3803.20 3785.20 18 113.83 4926.17 -0.005
2010-10-xx xx:xx:xx 2010-10-xx xx:xx:xx IF99 1 3714.00 3735.00 -21 291.73 -6771.73 0.006
2010-10-xx xx:xx:xx 2010-10-xx xx:xx:xx IF99 1 3682.20 3699.60 17.4 110.73 4749.32 0.005
2010-10-xx xx:xx:xx 2010-10-xx xx:xx:xx IF99 1 3685.40 3676.40 9 290.43 2229.50 -0.002
2010-10-xx xx:xx:xx 2010-10-xx xx:xx:xx IF99 1 3676.00 3685.80 9.8000000000002 110.43 2469.59 0.003
2010-10-xx xx:xx:xx 2010-10-xx xx:xx:xx IF99 1 3704.00 3684.80 -19.2 290.83 -6230.82 -0.005
2010-10-xx xx:xx:xx 2010-10-xx xx:xx:xx IF99 1 3698.20 3675.20 23 110.60 6429.40 -0.006
2010-10-xx xx:xx:xx 2010-10-xx xx:xx:xx IF99 1 3686.40 3725.80 -39.4 291.18 -12291.23 0.011
2010-10-xx xx:xx:xx 2010-10-xx xx:xx:xx IF99 1 3651.60 3677.60 -26 109.94 -8269.94 0.007
2010-10-xx xx:xx:xx 2010-10-xx xx:xx:xx IF99 1 3584.40 3596.80 12.4 287.72 3252.33 0.003