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
2011-06-xx xx:xx:xx 2011-06-xx xx:xx:xx IF99 1 3089.60 3092.00 -2.4000000000001 92.72 -812.69 0.001
2011-06-xx xx:xx:xx 2011-06-xx xx:xx:xx IF99 1 3031.80 3038.60 6.7999999999997 91.06 1948.96 0.002
2011-06-xx xx:xx:xx 2011-06-xx xx:xx:xx IF99 1 3032.40 3039.00 6.5999999999999 91.07 1888.89 0.002
2011-06-xx xx:xx:xx 2011-06-xx xx:xx:xx IF99 1 3032.80 3029.40 3.4000000000001 90.93 929.04 -0.001
2011-06-xx xx:xx:xx 2011-06-xx xx:xx:xx IF99 1 3020.00 3027.60 7.5999999999999 90.71 2189.32 0.003
2011-06-xx xx:xx:xx 2011-06-xx xx:xx:xx IF99 1 3018.20 3013.40 4.7999999999997 90.47 1349.54 -0.002
2011-06-xx xx:xx:xx 2011-06-xx xx:xx:xx IF99 1 3022.20 3015.20 7 90.56 2009.51 -0.002
2011-06-xx xx:xx:xx 2011-06-xx xx:xx:xx IF99 1 3022.60 3026.20 3.5999999999999 90.73 989.22 0.001
2011-06-xx xx:xx:xx 2011-06-xx xx:xx:xx IF99 1 3051.80 3043.80 -8 91.43 -2491.43 -0.003
2011-06-xx xx:xx:xx 2011-06-xx xx:xx:xx IF99 1 3052.60 3049.20 3.4000000000001 91.53 928.52 -0.001
2011-06-xx xx:xx:xx 2011-06-xx xx:xx:xx IF99 1 3062.80 3068.00 5.1999999999998 91.96 1468.02 0.002
2011-06-xx xx:xx:xx 2011-06-xx xx:xx:xx IF99 1 3061.80 3060.40 -1.4000000000001 91.83 -511.80 -0
2011-06-xx xx:xx:xx 2011-06-xx xx:xx:xx IF99 1 3064.00 3069.80 5.8000000000002 92.01 1648.01 0.002
2011-06-xx xx:xx:xx 2011-06-xx xx:xx:xx IF99 1 3065.60 3060.60 5 91.89 1408.11 -0.002
2011-06-xx xx:xx:xx 2011-06-xx xx:xx:xx IF99 1 3072.40 3080.40 8 92.29 2307.71 0.003
2011-06-xx xx:xx:xx 2011-06-xx xx:xx:xx IF99 1 3105.40 3097.00 -8.4000000000001 93.04 -2613.01 -0.003
2011-06-xx xx:xx:xx 2011-06-xx xx:xx:xx IF99 1 3114.80 3109.40 5.4000000000001 93.36 1526.53 -0.002
2011-06-xx xx:xx:xx 2011-06-xx xx:xx:xx IF99 1 3117.80 3122.20 4.3999999999996 93.60 1226.44 0.001
2011-06-xx xx:xx:xx 2011-06-xx xx:xx:xx IF99 1 3113.00 3117.80 -4.8000000000002 93.46 -1533.40 0.002
2011-06-xx xx:xx:xx 2011-06-xx xx:xx:xx IF99 1 3063.80 3077.60 13.8 92.12 4047.97 0.005