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 2458.00 2452.60 5.4000000000001 73.66 1546.31 -0.002
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 1 2438.20 2444.40 -6.2000000000003 73.24 -1933.15 0.003
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 1 2415.40 2421.40 6 72.55 1727.52 0.002
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 1 2419.40 2415.80 3.5999999999999 72.53 1007.50 -0.001
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 1 2422.40 2422.80 -0.40000000000009 72.68 -192.65 0
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 1 2408.40 2421.60 -13.2 72.45 -4032.51 0.005
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 1 2406.40 2419.80 13.4 72.39 3947.65 0.006
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 1 2413.00 2407.40 -5.5999999999999 72.31 -1752.34 -0.002
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 1 2415.60 2411.00 -4.5999999999999 72.40 -1452.43 -0.002
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 1 2434.80 2431.40 3.4000000000001 72.99 946.90 -0.001
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 1 2429.80 2441.40 11.6 73.07 3407.03 0.005
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 1 2445.20 2428.80 -16.4 73.11 -4993.23 -0.007
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 1 2446.20 2442.80 -3.3999999999996 73.34 -1093.45 -0.001
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 1 2452.00 2446.00 6 73.47 1726.53 -0.002
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 1 2436.40 2461.40 -25 73.47 -7573.47 0.01
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 1 2475.20 2465.00 10.2 74.10 2985.96 -0.004
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 1 2448.00 2456.80 8.8000000000002 73.57 2566.37 0.004
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 1 2439.40 2464.80 25.4 73.56 7546.48 0.01
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 1 2446.40 2427.40 -19 73.11 -5773.11 -0.008
2011-12-xx xx:xx:xx 2011-12-xx xx:xx:xx IF99 1 2494.60 2490.60 -4 74.78 -1274.78 -0.002