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
2012-02-xx xx:xx:xx 2012-02-xx xx:xx:xx IF99 1 2643.80 2639.80 4 79.25 1120.67 -0.002
2012-02-xx xx:xx:xx 2012-02-xx xx:xx:xx IF99 1 2620.00 2616.20 3.8000000000002 78.54 1061.47 -0.001
2012-02-xx xx:xx:xx 2012-02-xx xx:xx:xx IF99 1 2614.00 2624.60 10.6 78.58 3101.38 0.004
2012-02-xx xx:xx:xx 2012-02-xx xx:xx:xx IF99 1 2625.40 2623.80 1.5999999999999 78.74 401.29 -0.001
2012-02-xx xx:xx:xx 2012-02-xx xx:xx:xx IF99 1 2615.20 2605.00 10.2 78.30 2981.68 -0.004
2012-02-xx xx:xx:xx 2012-02-xx xx:xx:xx IF99 1 2616.20 2621.80 -5.6000000000004 78.57 -1758.53 0.002
2012-02-xx xx:xx:xx 2012-02-xx xx:xx:xx IF99 1 2618.40 2630.40 -12 78.73 -3678.73 0.005
2012-02-xx xx:xx:xx 2012-02-xx xx:xx:xx IF99 1 2627.60 2624.60 3 78.78 821.14 -0.001
2012-02-xx xx:xx:xx 2012-02-xx xx:xx:xx IF99 1 2619.40 2626.40 7 78.69 2021.39 0.003
2012-02-xx xx:xx:xx 2012-02-xx xx:xx:xx IF99 1 2603.00 2600.20 2.8000000000002 78.05 761.97 -0.001
2012-02-xx xx:xx:xx 2012-02-xx xx:xx:xx IF99 1 2606.60 2601.80 -4.7999999999997 78.13 -1518.14 -0.002
2012-02-xx xx:xx:xx 2012-02-xx xx:xx:xx IF99 1 2617.20 2595.80 -21.4 78.19 -6498.24 -0.008
2012-02-xx xx:xx:xx 2012-02-xx xx:xx:xx IF99 1 2618.80 2613.00 5.8000000000002 78.48 1661.46 -0.002
2012-02-xx xx:xx:xx 2012-02-xx xx:xx:xx IF99 1 2604.60 2613.20 8.5999999999999 78.27 2501.76 0.003
2012-02-xx xx:xx:xx 2012-02-xx xx:xx:xx IF99 1 2589.80 2584.00 5.8000000000002 77.61 1662.33 -0.002
2012-02-xx xx:xx:xx 2012-02-xx xx:xx:xx IF99 1 2628.80 2631.40 -2.5999999999999 78.90 -858.93 0.001
2012-02-xx xx:xx:xx 2012-02-xx xx:xx:xx IF99 1 2630.20 2646.20 16 79.15 4720.85 0.006
2012-02-xx xx:xx:xx 2012-02-xx xx:xx:xx IF99 1 2621.20 2611.00 10.2 78.48 2981.50 -0.004
2012-02-xx xx:xx:xx 2012-02-xx xx:xx:xx IF99 1 2615.80 2627.60 -11.8 78.65 -3618.67 0.005
2012-02-xx xx:xx:xx 2012-02-xx xx:xx:xx IF99 1 2620.40 2626.80 6.4000000000001 78.71 1841.34 0.002