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
2012-05-xx xx:xx:xx 2012-05-xx xx:xx:xx IF99 空 1 2637.20 2652.00 -14.8 79.34 -4519.35 0.006
2012-05-xx xx:xx:xx 2012-05-xx xx:xx:xx IF99 多 1 2594.40 2597.20 2.7999999999997 77.87 762.14 0.001
2012-05-xx xx:xx:xx 2012-05-xx xx:xx:xx IF99 空 1 2595.80 2592.60 3.2000000000003 77.83 882.16 -0.001
2012-05-xx xx:xx:xx 2012-05-xx xx:xx:xx IF99 空 1 2607.20 2598.00 9.1999999999998 78.08 2681.91 -0.004
2012-05-xx xx:xx:xx 2012-05-xx xx:xx:xx IF99 多 1 2609.20 2613.40 4.2000000000003 78.34 1181.72 0.002
2012-05-xx xx:xx:xx 2012-05-xx xx:xx:xx IF99 空 1 2620.00 2617.20 2.8000000000002 78.56 761.46 -0.001
2012-05-xx xx:xx:xx 2012-05-xx xx:xx:xx IF99 多 1 2627.20 2614.60 -12.6 78.63 -3858.66 -0.005
2012-05-xx xx:xx:xx 2012-05-xx xx:xx:xx IF99 空 1 2636.60 2631.60 5 79.02 1420.90 -0.002
2012-05-xx xx:xx:xx 2012-05-xx xx:xx:xx IF99 多 1 2624.20 2627.00 2.8000000000002 78.77 761.25 0.001
2012-05-xx xx:xx:xx 2012-05-xx xx:xx:xx IF99 空 1 2641.20 2623.40 17.8 78.97 5260.97 -0.007
2012-05-xx xx:xx:xx 2012-05-xx xx:xx:xx IF99 空 1 2646.20 2644.80 1.3999999999996 79.37 340.61 -0.001
2012-05-xx xx:xx:xx 2012-05-xx xx:xx:xx IF99 空 1 2636.40 2646.20 -9.7999999999997 79.24 -3019.25 0.004
2012-05-xx xx:xx:xx 2012-05-xx xx:xx:xx IF99 空 1 2641.80 2646.80 -5 79.33 -1579.33 0.002
2012-05-xx xx:xx:xx 2012-05-xx xx:xx:xx IF99 空 1 2633.40 2639.20 -5.7999999999997 79.09 -1819.10 0.002
2012-05-xx xx:xx:xx 2012-05-xx xx:xx:xx IF99 空 1 2625.80 2620.00 5.8000000000002 78.69 1661.33 -0.002
2012-05-xx xx:xx:xx 2012-05-xx xx:xx:xx IF99 多 1 2618.20 2637.00 18.8 78.83 5561.19 0.007
2012-05-xx xx:xx:xx 2012-05-xx xx:xx:xx IF99 空 1 2608.80 2601.40 7.4000000000001 78.15 2141.82 -0.003
2012-05-xx xx:xx:xx 2012-05-xx xx:xx:xx IF99 空 1 2603.20 2595.60 7.5999999999999 77.98 2201.97 -0.003
2012-05-xx xx:xx:xx 2012-05-xx xx:xx:xx IF99 多 1 2614.60 2617.80 3.2000000000003 78.49 881.57 0.001
2012-05-xx xx:xx:xx 2012-05-xx xx:xx:xx IF99 多 1 2628.20 2610.40 -17.8 78.58 -5418.59 -0.007
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