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 多 1 2753.00 2758.00 5 82.66 1417.33 0.002
2012-05-xx xx:xx:xx 2012-05-xx xx:xx:xx IF99 多 1 2754.20 2740.20 -14 82.42 -4282.42 -0.005
2012-05-xx xx:xx:xx 2012-05-xx xx:xx:xx IF99 空 1 2753.00 2744.60 8.4000000000001 82.46 2437.51 -0.003
2012-05-xx xx:xx:xx 2012-05-xx xx:xx:xx IF99 多 1 2754.40 2758.20 3.7999999999997 82.69 1057.25 0.001
2012-05-xx xx:xx:xx 2012-05-xx xx:xx:xx IF99 空 1 2751.00 2747.00 4 82.47 1117.53 -0.001
2012-05-xx xx:xx:xx 2012-05-xx xx:xx:xx IF99 空 1 2754.60 2757.00 -2.4000000000001 82.67 -802.64 0.001
2012-05-xx xx:xx:xx 2012-05-xx xx:xx:xx IF99 多 1 2753.20 2756.80 3.6000000000004 82.65 997.31 0.001
2012-05-xx xx:xx:xx 2012-05-xx xx:xx:xx IF99 空 1 2751.80 2749.00 2.8000000000002 82.51 757.50 -0.001
2012-05-xx xx:xx:xx 2012-05-xx xx:xx:xx IF99 多 1 2747.20 2755.60 8.4000000000001 82.54 2437.43 0.003
2012-05-xx xx:xx:xx 2012-05-xx xx:xx:xx IF99 空 1 2749.40 2728.60 20.8 82.17 6157.84 -0.008
2012-05-xx xx:xx:xx 2012-05-xx xx:xx:xx IF99 空 1 2740.00 2741.00 -1 82.21 -382.21 0
2012-05-xx xx:xx:xx 2012-05-xx xx:xx:xx IF99 多 1 2741.40 2744.20 2.7999999999997 82.28 757.73 0.001
2012-05-xx xx:xx:xx 2012-05-xx xx:xx:xx IF99 多 1 2740.60 2733.60 -7 82.11 -2182.11 -0.003
2012-05-xx xx:xx:xx 2012-05-xx xx:xx:xx IF99 多 1 2738.60 2737.20 -1.4000000000001 82.14 -502.11 -0.001
2012-05-xx xx:xx:xx 2012-05-xx xx:xx:xx IF99 空 1 2738.20 2735.00 3.1999999999998 82.10 877.96 -0.001
2012-05-xx xx:xx:xx 2012-05-xx xx:xx:xx IF99 多 1 2713.00 2720.60 7.5999999999999 81.50 2198.53 0.003
2012-04-xx xx:xx:xx 2012-04-xx xx:xx:xx IF99 多 1 2689.60 2694.20 4.5999999999999 80.76 1299.20 0.002
2012-04-xx xx:xx:xx 2012-04-xx xx:xx:xx IF99 空 1 2686.80 2683.20 3.6000000000004 80.55 999.48 -0.001
2012-04-xx xx:xx:xx 2012-04-xx xx:xx:xx IF99 多 1 2688.20 2685.60 -2.5999999999999 80.61 -860.64 -0.001
2012-04-xx xx:xx:xx 2012-04-xx xx:xx:xx IF99 多 1 2684.20 2696.60 12.4 80.71 3639.26 0.005
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