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
2010-11-xx xx:xx:xx 2010-11-xx xx:xx:xx IF99 1 3574.60 3533.00 41.6 106.61 12373.42 -0.012
2010-11-xx xx:xx:xx 2010-11-xx xx:xx:xx IF99 1 3585.40 3598.40 13 107.76 3792.32 0.004
2010-11-xx xx:xx:xx 2010-11-xx xx:xx:xx IF99 1 3594.80 3577.00 17.8 107.58 5232.36 -0.005
2010-11-xx xx:xx:xx 2010-11-xx xx:xx:xx IF99 1 3611.80 3616.80 5 108.43 1391.57 0.001
2010-11-xx xx:xx:xx 2010-11-xx xx:xx:xx IF99 1 3604.80 3587.60 17.2 107.89 5052.03 -0.005
2010-11-xx xx:xx:xx 2010-11-xx xx:xx:xx IF99 1 3592.40 3620.40 -28 108.19 -8508.19 0.008
2010-11-xx xx:xx:xx 2010-11-xx xx:xx:xx IF99 1 3638.00 3641.60 3.5999999999999 109.19 970.84 0.001
2010-11-xx xx:xx:xx 2010-11-xx xx:xx:xx IF99 1 3720.40 3683.60 36.8 111.06 10928.88 -0.01
2010-11-xx xx:xx:xx 2010-11-xx xx:xx:xx IF99 1 3810.80 3815.20 4.3999999999996 114.39 1205.65 0.001
2010-11-xx xx:xx:xx 2010-11-xx xx:xx:xx IF99 1 3876.00 3882.00 6 116.37 1683.63 0.002
2010-11-xx xx:xx:xx 2010-11-xx xx:xx:xx IF99 1 3866.40 3862.00 4.4000000000001 115.93 1204.04 -0.001
2010-11-xx xx:xx:xx 2010-11-xx xx:xx:xx IF99 1 3848.80 3852.60 3.7999999999997 115.52 1024.49 0.001
2010-11-xx xx:xx:xx 2010-11-xx xx:xx:xx IF99 1 3856.40 3851.60 -4.8000000000002 115.62 -1555.56 -0.001
2010-11-xx xx:xx:xx 2010-11-xx xx:xx:xx IF99 1 3856.40 3851.40 5 115.62 1384.31 -0.001
2010-11-xx xx:xx:xx 2010-11-xx xx:xx:xx IF99 1 3879.00 3869.00 10 116.22 2883.78 -0.003
2010-11-xx xx:xx:xx 2010-11-xx xx:xx:xx IF99 1 3885.20 3891.80 6.6000000000004 116.65 1863.37 0.002
2010-11-xx xx:xx:xx 2010-11-xx xx:xx:xx IF99 1 3888.00 3890.80 -2.8000000000002 116.68 -956.70 0.001
2010-11-xx xx:xx:xx 2010-11-xx xx:xx:xx IF99 1 3901.20 3905.40 4.2000000000003 117.10 1142.96 0.001
2010-11-xx xx:xx:xx 2010-11-xx xx:xx:xx IF99 1 3899.60 3895.40 4.1999999999998 116.93 1143.06 -0.001
2010-11-xx xx:xx:xx 2010-11-xx xx:xx:xx IF99 1 3910.40 3906.80 -3.5999999999999 117.26 -1197.21 -0.001