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
2011-11-xx xx:xx:xx 2011-11-xx xx:xx:xx IF99 多 1 2645.80 2631.40 -14.4 79.16 -4399.13 -0.005
2011-11-xx xx:xx:xx 2011-11-xx xx:xx:xx IF99 空 1 2691.60 2693.60 -2 80.78 -680.78 0.001
2011-11-xx xx:xx:xx 2011-11-xx xx:xx:xx IF99 空 1 2687.40 2692.60 -5.1999999999998 80.70 -1640.69 0.002
2011-11-xx xx:xx:xx 2011-11-xx xx:xx:xx IF99 空 1 2677.20 2671.40 5.7999999999997 80.23 1659.79 -0.002
2011-11-xx xx:xx:xx 2011-11-xx xx:xx:xx IF99 多 1 2678.40 2682.20 3.7999999999997 80.41 1059.53 0.001
2011-11-xx xx:xx:xx 2011-11-xx xx:xx:xx IF99 空 1 2678.20 2673.80 4.3999999999996 80.28 1239.76 -0.002
2011-11-xx xx:xx:xx 2011-11-xx xx:xx:xx IF99 多 1 2690.60 2701.20 10.6 80.88 3099.08 0.004
2011-11-xx xx:xx:xx 2011-11-xx xx:xx:xx IF99 空 1 2678.80 2674.80 4 80.30 1119.70 -0.001
2011-11-xx xx:xx:xx 2011-11-xx xx:xx:xx IF99 多 1 2685.80 2678.80 -7 80.47 -2180.47 -0.003
2011-11-xx xx:xx:xx 2011-11-xx xx:xx:xx IF99 空 1 2684.60 2686.40 -1.8000000000002 80.57 -620.58 0.001
2011-11-xx xx:xx:xx 2011-11-xx xx:xx:xx IF99 空 1 2693.20 2698.00 -4.8000000000002 80.87 -1520.81 0.002
2011-11-xx xx:xx:xx 2011-11-xx xx:xx:xx IF99 空 1 2695.00 2684.60 10.4 80.69 3039.28 -0.004
2011-11-xx xx:xx:xx 2011-11-xx xx:xx:xx IF99 多 1 2675.80 2684.00 8.1999999999998 80.40 2379.59 0.003
2011-11-xx xx:xx:xx 2011-11-xx xx:xx:xx IF99 多 1 2693.20 2700.40 7.2000000000003 80.90 2079.08 0.003
2011-11-xx xx:xx:xx 2011-11-xx xx:xx:xx IF99 多 1 2700.20 2693.00 -7.1999999999998 80.90 -2240.96 -0.003
2011-11-xx xx:xx:xx 2011-11-xx xx:xx:xx IF99 空 1 2712.00 2707.00 5 81.29 1418.71 -0.002
2011-11-xx xx:xx:xx 2011-11-xx xx:xx:xx IF99 空 1 2713.60 2708.20 5.4000000000001 81.33 1538.72 -0.002
2011-11-xx xx:xx:xx 2011-11-xx xx:xx:xx IF99 多 1 2719.60 2723.20 3.5999999999999 81.64 998.31 0.001
2011-11-xx xx:xx:xx 2011-11-xx xx:xx:xx IF99 空 1 2709.20 2689.80 19.4 80.99 5739.06 -0.007
2011-11-xx xx:xx:xx 2011-11-xx xx:xx:xx IF99 多 1 2716.00 2719.20 3.1999999999998 81.53 878.46 0.001
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