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
2012-01-xx xx:xx:xx 2012-01-xx xx:xx:xx IF99 1 2550.80 2545.80 5 76.45 1423.48 -0.002
2012-01-xx xx:xx:xx 2012-01-xx xx:xx:xx IF99 1 2564.80 2567.80 3 76.99 823.08 0.001
2012-01-xx xx:xx:xx 2012-01-xx xx:xx:xx IF99 1 2572.40 2574.40 -2 77.20 -677.20 0.001
2012-01-xx xx:xx:xx 2012-01-xx xx:xx:xx IF99 1 2578.00 2592.60 14.6 77.56 4302.47 0.006
2012-01-xx xx:xx:xx 2012-01-xx xx:xx:xx IF99 1 2577.20 2561.20 -16 77.08 -4877.08 -0.006
2012-01-xx xx:xx:xx 2012-01-xx xx:xx:xx IF99 1 2597.80 2604.80 -7 78.04 -2178.04 0.003
2012-01-xx xx:xx:xx 2012-01-xx xx:xx:xx IF99 1 2575.40 2584.80 9.4000000000001 77.40 2742.64 0.004
2012-01-xx xx:xx:xx 2012-01-xx xx:xx:xx IF99 1 2583.20 2564.40 -18.8 77.21 -5717.23 -0.007
2012-01-xx xx:xx:xx 2012-01-xx xx:xx:xx IF99 1 2588.40 2575.00 -13.4 77.45 -4097.42 -0.005
2012-01-xx xx:xx:xx 2012-01-xx xx:xx:xx IF99 1 2560.20 2568.00 7.8000000000002 76.92 2263.09 0.003
2012-01-xx xx:xx:xx 2012-01-xx xx:xx:xx IF99 1 2545.00 2533.00 12 76.17 3523.83 -0.005
2012-01-xx xx:xx:xx 2012-01-xx xx:xx:xx IF99 1 2526.60 2536.20 9.5999999999999 75.94 2804.09 0.004
2012-01-xx xx:xx:xx 2012-01-xx xx:xx:xx IF99 1 2559.00 2539.80 -19.2 76.48 -5836.54 -0.008
2012-01-xx xx:xx:xx 2012-01-xx xx:xx:xx IF99 1 2559.00 2558.40 -0.59999999999991 76.76 -256.79 -0
2012-01-xx xx:xx:xx 2012-01-xx xx:xx:xx IF99 1 2572.40 2564.80 7.5999999999999 77.06 2202.97 -0.003
2012-01-xx xx:xx:xx 2012-01-xx xx:xx:xx IF99 1 2455.60 2473.20 17.6 73.93 5206.02 0.007
2012-01-xx xx:xx:xx 2012-01-xx xx:xx:xx IF99 1 2446.60 2436.60 10 73.25 2926.75 -0.004
2012-01-xx xx:xx:xx 2012-01-xx xx:xx:xx IF99 1 2463.80 2466.00 2.1999999999998 73.95 586.11 0.001
2012-01-xx xx:xx:xx 2012-01-xx xx:xx:xx IF99 1 2474.60 2456.60 -18 73.97 -5473.97 -0.007
2012-01-xx xx:xx:xx 2012-01-xx xx:xx:xx IF99 1 2485.00 2477.40 7.5999999999999 74.44 2205.52 -0.003