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
2012-06-xx xx:xx:xx 2012-06-xx xx:xx:xx IF99 1 2497.80 2489.40 8.4000000000001 74.81 2445.16 -0.003
2012-06-xx xx:xx:xx 2012-06-xx xx:xx:xx IF99 1 2496.60 2497.60 -1 74.91 -374.91 0
2012-06-xx xx:xx:xx 2012-06-xx xx:xx:xx IF99 1 2507.20 2514.40 7.2000000000003 75.32 2084.73 0.003
2012-06-xx xx:xx:xx 2012-06-xx xx:xx:xx IF99 1 2510.80 2504.20 -6.6000000000004 75.23 -2055.25 -0.003
2012-06-xx xx:xx:xx 2012-06-xx xx:xx:xx IF99 1 2513.00 2506.00 7 75.29 2024.71 -0.003
2012-06-xx xx:xx:xx 2012-06-xx xx:xx:xx IF99 1 2504.40 2508.80 -4.4000000000001 75.20 -1395.17 0.002
2012-06-xx xx:xx:xx 2012-06-xx xx:xx:xx IF99 1 2509.40 2505.80 -3.5999999999999 75.23 -1155.26 -0.001
2012-06-xx xx:xx:xx 2012-06-xx xx:xx:xx IF99 1 2513.60 2501.60 -12 75.23 -3675.23 -0.005
2012-06-xx xx:xx:xx 2012-06-xx xx:xx:xx IF99 1 2504.80 2499.20 5.6000000000004 75.06 1604.97 -0.002
2012-06-xx xx:xx:xx 2012-06-xx xx:xx:xx IF99 1 2505.60 2510.00 4.4000000000001 75.23 1244.74 0.002
2012-06-xx xx:xx:xx 2012-06-xx xx:xx:xx IF99 1 2539.00 2533.00 6 76.08 1723.92 -0.002
2012-06-xx xx:xx:xx 2012-06-xx xx:xx:xx IF99 1 2543.40 2545.80 2.4000000000001 76.34 643.63 0.001
2012-06-xx xx:xx:xx 2012-06-xx xx:xx:xx IF99 1 2545.00 2541.80 3.1999999999998 76.30 883.68 -0.001
2012-06-xx xx:xx:xx 2012-06-xx xx:xx:xx IF99 1 2548.60 2557.80 9.2000000000003 76.60 2683.39 0.004
2012-06-xx xx:xx:xx 2012-06-xx xx:xx:xx IF99 1 2606.60 2601.60 5 78.12 1421.88 -0.002
2012-06-xx xx:xx:xx 2012-06-xx xx:xx:xx IF99 1 2606.00 2610.40 -4.4000000000001 78.25 -1398.29 0.002
2012-06-xx xx:xx:xx 2012-06-xx xx:xx:xx IF99 1 2600.80 2598.00 2.8000000000002 77.98 762.03 -0.001
2012-06-xx xx:xx:xx 2012-06-xx xx:xx:xx IF99 1 2606.80 2609.60 2.7999999999997 78.25 761.77 0.001
2012-06-xx xx:xx:xx 2012-06-xx xx:xx:xx IF99 1 2615.00 2607.20 -7.8000000000002 78.33 -2418.35 -0.003
2012-06-xx xx:xx:xx 2012-06-xx xx:xx:xx IF99 1 2614.20 2610.40 3.7999999999997 78.37 1061.57 -0.001