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
2011-03-xx xx:xx:xx 2011-03-xx xx:xx:xx IF99 多 1 3474.20 3460.80 -13.4 104.03 -4124.00 -0.004
2011-03-xx xx:xx:xx 2011-03-xx xx:xx:xx IF99 空 1 3484.60 3476.00 8.5999999999999 104.41 2475.55 -0.002
2011-03-xx xx:xx:xx 2011-03-xx xx:xx:xx IF99 多 1 3493.00 3499.60 6.5999999999999 104.89 1875.14 0.002
2011-03-xx xx:xx:xx 2011-03-xx xx:xx:xx IF99 空 1 3477.40 3481.80 -4.4000000000001 104.39 -1424.43 0.001
2011-03-xx xx:xx:xx 2011-03-xx xx:xx:xx IF99 多 1 3435.60 3433.20 -2.4000000000001 103.03 -823.00 -0.001
2011-03-xx xx:xx:xx 2011-03-xx xx:xx:xx IF99 多 1 3436.00 3433.20 -2.8000000000002 103.04 -943.05 -0.001
2011-03-xx xx:xx:xx 2011-03-xx xx:xx:xx IF99 多 1 3439.00 3431.40 -7.5999999999999 103.06 -2383.09 -0.002
2011-03-xx xx:xx:xx 2011-03-xx xx:xx:xx IF99 空 1 3437.60 3431.60 6 103.04 1696.96 -0.002
2011-03-xx xx:xx:xx 2011-03-xx xx:xx:xx IF99 多 1 3429.80 3439.40 9.5999999999999 103.04 2776.99 0.003
2011-03-xx xx:xx:xx 2011-03-xx xx:xx:xx IF99 空 1 3432.40 3429.00 3.4000000000001 102.92 917.05 -0.001
2011-03-xx xx:xx:xx 2011-03-xx xx:xx:xx IF99 空 1 3396.00 3403.40 -7.4000000000001 101.99 -2321.96 0.002
2011-03-xx xx:xx:xx 2011-03-xx xx:xx:xx IF99 空 1 3394.20 3398.00 -3.8000000000002 101.88 -1241.90 0.001
2011-03-xx xx:xx:xx 2011-03-xx xx:xx:xx IF99 多 1 3386.40 3402.80 16.4 101.84 4818.21 0.005
2011-03-xx xx:xx:xx 2011-03-xx xx:xx:xx IF99 空 1 3380.20 3346.20 34 100.90 10099.10 -0.01
2011-03-xx xx:xx:xx 2011-03-xx xx:xx:xx IF99 空 1 3379.60 3365.80 13.8 101.18 4038.76 -0.004
2011-03-xx xx:xx:xx 2011-03-xx xx:xx:xx IF99 多 1 3389.00 3394.60 5.5999999999999 101.75 1578.28 0.002
2011-03-xx xx:xx:xx 2011-03-xx xx:xx:xx IF99 多 1 3386.40 3386.40 0 101.59 -101.59 0
2011-03-xx xx:xx:xx 2011-03-xx xx:xx:xx IF99 多 1 3420.60 3407.60 -13 102.42 -4002.42 -0.004
2011-03-xx xx:xx:xx 2011-03-xx xx:xx:xx IF99 空 1 3395.80 3393.60 2.2000000000003 101.84 558.14 -0.001
2011-03-xx xx:xx:xx 2011-03-xx xx:xx:xx IF99 空 1 3396.80 3404.80 -8 102.02 -2502.02 0.002
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