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
2014-03-xx xx:xx:xx 2014-03-xx xx:xx:xx IF99 1 2145.40 2150.80 5.4000000000001 64.44 1195.60 0.003
2014-03-xx xx:xx:xx 2014-03-xx xx:xx:xx IF99 1 2136.80 2140.60 3.7999999999997 244.16 715.85 0.002
2014-03-xx xx:xx:xx 2014-03-xx xx:xx:xx IF99 1 2139.20 2132.20 7 64.07 1675.93 -0.003
2014-03-xx xx:xx:xx 2014-03-xx xx:xx:xx IF99 1 2138.20 2144.20 6 244.24 1375.76 0.003
2014-03-xx xx:xx:xx 2014-03-xx xx:xx:xx IF99 1 2142.00 2130.20 11.8 64.08 3115.93 -0.006
2014-03-xx xx:xx:xx 2014-03-xx xx:xx:xx IF99 1 2055.20 2071.80 -16.6 241.90 -5401.93 0.008
2014-03-xx xx:xx:xx 2014-03-xx xx:xx:xx IF99 1 2050.80 2056.20 5.3999999999996 61.60 1198.37 0.003
2014-03-xx xx:xx:xx 2014-03-xx xx:xx:xx IF99 1 2077.80 2072.00 5.8000000000002 242.25 1317.77 -0.003
2014-03-xx xx:xx:xx 2014-03-xx xx:xx:xx IF99 1 2096.40 2099.60 3.1999999999998 62.94 537.12 0.002
2014-03-xx xx:xx:xx 2014-03-xx xx:xx:xx IF99 1 2091.60 2084.80 6.7999999999997 242.65 1617.37 -0.003
2014-03-xx xx:xx:xx 2014-03-xx xx:xx:xx IF99 1 2073.40 2081.60 -8.1999999999998 62.32 -2882.31 0.004
2014-03-xx xx:xx:xx 2014-03-xx xx:xx:xx IF99 1 2083.00 2087.00 4 242.55 777.45 0.002
2014-03-xx xx:xx:xx 2014-03-xx xx:xx:xx IF99 1 2074.20 2068.20 -6 62.14 -2222.14 -0.003
2014-03-xx xx:xx:xx 2014-03-xx xx:xx:xx IF99 1 2098.60 2094.40 4.1999999999998 242.90 837.02 -0.002
2014-03-xx xx:xx:xx 2014-03-xx xx:xx:xx IF99 1 2099.00 2104.40 -5.4000000000001 63.05 -2043.02 0.003
2014-03-xx xx:xx:xx 2014-03-xx xx:xx:xx IF99 1 2103.80 2105.80 -2 243.14 -1023.14 0.001
2014-03-xx xx:xx:xx 2014-03-xx xx:xx:xx IF99 1 2097.00 2094.60 -2.4000000000001 62.87 -1142.92 -0.001
2014-03-xx xx:xx:xx 2014-03-xx xx:xx:xx IF99 1 2090.40 2092.40 -2 242.74 -1022.74 0.001
2014-03-xx xx:xx:xx 2014-03-xx xx:xx:xx IF99 1 2096.60 2100.00 -3.4000000000001 62.95 -1442.99 0.002
2014-03-xx xx:xx:xx 2014-03-xx xx:xx:xx IF99 1 2074.20 2066.60 7.5999999999999 242.11 1857.84 -0.004