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 2546.40 2557.60 -11.2 76.56 -3436.55 0.004
2012-02-xx xx:xx:xx 2012-02-xx xx:xx:xx IF99 1 2542.20 2551.40 -9.2000000000003 76.40 -2836.39 0.004
2012-02-xx xx:xx:xx 2012-02-xx xx:xx:xx IF99 1 2542.00 2525.80 -16.2 76.02 -4936.08 -0.006
2012-02-xx xx:xx:xx 2012-02-xx xx:xx:xx IF99 1 2578.20 2572.40 5.7999999999997 77.26 1662.68 -0.002
2012-02-xx xx:xx:xx 2012-02-xx xx:xx:xx IF99 1 2594.80 2583.40 11.4 77.67 3342.22 -0.004
2012-02-xx xx:xx:xx 2012-02-xx xx:xx:xx IF99 1 2588.00 2602.00 -14 77.85 -4277.85 0.005
2012-02-xx xx:xx:xx 2012-02-xx xx:xx:xx IF99 1 2594.80 2602.20 -7.3999999999996 77.96 -2298.00 0.003
2012-02-xx xx:xx:xx 2012-02-xx xx:xx:xx IF99 1 2609.00 2615.20 6.1999999999998 78.36 1781.62 0.002
2012-02-xx xx:xx:xx 2012-02-xx xx:xx:xx IF99 1 2568.20 2580.40 12.2 77.23 3582.83 0.005
2012-02-xx xx:xx:xx 2012-02-xx xx:xx:xx IF99 1 2574.80 2561.00 -13.8 77.04 -4216.98 -0.005
2012-02-xx xx:xx:xx 2012-02-xx xx:xx:xx IF99 1 2565.40 2560.60 4.8000000000002 76.89 1363.05 -0.002
2012-02-xx xx:xx:xx 2012-02-xx xx:xx:xx IF99 1 2535.80 2540.60 4.7999999999997 76.15 1363.94 0.002
2012-02-xx xx:xx:xx 2012-02-xx xx:xx:xx IF99 1 2522.60 2517.00 5.5999999999999 75.59 1604.36 -0.002
2012-02-xx xx:xx:xx 2012-02-xx xx:xx:xx IF99 1 2530.40 2526.20 -4.2000000000003 75.85 -1335.83 -0.002
2012-02-xx xx:xx:xx 2012-02-xx xx:xx:xx IF99 1 2542.80 2518.80 -24 75.92 -7275.92 -0.009
2012-02-xx xx:xx:xx 2012-02-xx xx:xx:xx IF99 1 2550.80 2545.20 5.6000000000004 76.44 1603.52 -0.002
2012-02-xx xx:xx:xx 2012-02-xx xx:xx:xx IF99 1 2546.00 2556.00 -10 76.53 -3076.53 0.004
2012-01-xx xx:xx:xx 2012-01-xx xx:xx:xx IF99 1 2551.80 2554.60 2.7999999999997 76.60 763.42 0.001
2012-01-xx xx:xx:xx 2012-01-xx xx:xx:xx IF99 1 2546.00 2541.00 5 76.31 1423.69 -0.002
2012-01-xx xx:xx:xx 2012-01-xx xx:xx:xx IF99 1 2561.40 2566.60 5.1999999999998 76.92 1483.14 0.002