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
2010-12-xx xx:xx:xx 2010-12-xx xx:xx:xx IF99 多 1 3446.60 3444.00 -2.5999999999999 103.36 -883.32 -0.001
2010-12-xx xx:xx:xx 2010-12-xx xx:xx:xx IF99 多 1 3450.40 3443.40 -7 103.41 -2203.41 -0.002
2010-12-xx xx:xx:xx 2010-12-xx xx:xx:xx IF99 多 1 3423.00 3420.00 -3 102.65 -1002.65 -0.001
2010-12-xx xx:xx:xx 2010-12-xx xx:xx:xx IF99 空 1 3512.40 3499.40 13 105.18 3794.75 -0.004
2010-12-xx xx:xx:xx 2010-12-xx xx:xx:xx IF99 多 1 3500.20 3490.80 -9.3999999999996 104.86 -2924.91 -0.003
2010-12-xx xx:xx:xx 2010-12-xx xx:xx:xx IF99 空 1 3497.80 3484.00 13.8 104.73 4035.21 -0.004
2010-12-xx xx:xx:xx 2010-12-xx xx:xx:xx IF99 多 1 3502.20 3513.00 10.8 105.23 3134.79 0.003
2010-12-xx xx:xx:xx 2010-12-xx xx:xx:xx IF99 多 1 3498.60 3493.20 -5.4000000000001 104.88 -1724.85 -0.002
2010-12-xx xx:xx:xx 2010-12-xx xx:xx:xx IF99 多 1 3527.20 3513.40 -13.8 105.61 -4245.62 -0.004
2010-12-xx xx:xx:xx 2010-12-xx xx:xx:xx IF99 空 1 3514.00 3502.80 11.2 105.25 3254.73 -0.003
2010-12-xx xx:xx:xx 2010-12-xx xx:xx:xx IF99 多 1 3519.80 3522.40 2.5999999999999 105.63 674.47 0.001
2010-12-xx xx:xx:xx 2010-12-xx xx:xx:xx IF99 空 1 3521.20 3512.40 8.7999999999997 105.50 2534.44 -0.002
2010-12-xx xx:xx:xx 2010-12-xx xx:xx:xx IF99 多 1 3518.40 3524.00 5.5999999999999 105.64 1574.39 0.002
2010-12-xx xx:xx:xx 2010-12-xx xx:xx:xx IF99 空 1 3526.80 3514.20 12.6 105.61 3674.34 -0.004
2010-12-xx xx:xx:xx 2010-12-xx xx:xx:xx IF99 多 1 3529.40 3538.00 8.5999999999999 106.01 2474.02 0.002
2010-12-xx xx:xx:xx 2010-12-xx xx:xx:xx IF99 空 1 3532.20 3510.60 21.6 105.64 6374.39 -0.006
2010-12-xx xx:xx:xx 2010-12-xx xx:xx:xx IF99 多 1 3540.40 3538.00 -2.4000000000001 106.18 -826.15 -0.001
2010-12-xx xx:xx:xx 2010-12-xx xx:xx:xx IF99 多 1 3535.20 3546.20 11 106.22 3193.71 0.003
2010-12-xx xx:xx:xx 2010-12-xx xx:xx:xx IF99 空 1 3534.00 3527.80 6.1999999999998 105.93 1754.06 -0.002
2010-12-xx xx:xx:xx 2010-12-xx xx:xx:xx IF99 多 1 3483.80 3491.20 7.3999999999996 104.63 2115.42 0.002
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