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
2010-10-xx xx:xx:xx 2010-10-xx xx:xx:xx IF99 1 3704.00 3697.00 -7 111.01 -2211.01 -0.002
2010-10-xx xx:xx:xx 2010-10-xx xx:xx:xx IF99 1 3698.20 3675.80 22.4 110.61 6609.36 -0.006
2010-10-xx xx:xx:xx 2010-10-xx xx:xx:xx IF99 1 3686.40 3725.80 -39.4 111.18 -11931.23 0.011
2010-10-xx xx:xx:xx 2010-10-xx xx:xx:xx IF99 1 3651.60 3677.60 -26 109.94 -7909.94 0.007
2010-10-xx xx:xx:xx 2010-10-xx xx:xx:xx IF99 1 3584.40 3596.20 11.8 107.71 3432.31 0.003
2010-10-xx xx:xx:xx 2010-10-xx xx:xx:xx IF99 1 3574.20 3567.00 7.1999999999998 107.12 2052.87 -0.002
2010-10-xx xx:xx:xx 2010-10-xx xx:xx:xx IF99 1 3583.00 3588.20 5.1999999999998 107.57 1452.42 0.001
2010-10-xx xx:xx:xx 2010-10-xx xx:xx:xx IF99 1 3585.00 3566.20 18.8 107.27 5532.75 -0.005
2010-10-xx xx:xx:xx 2010-10-xx xx:xx:xx IF99 1 3537.60 3529.60 8 106.01 2293.92 -0.002
2010-10-xx xx:xx:xx 2010-10-xx xx:xx:xx IF99 1 3526.80 3536.20 -9.3999999999996 105.94 -2925.92 0.003
2010-10-xx xx:xx:xx 2010-10-xx xx:xx:xx IF99 1 3528.60 3551.80 23.2 106.21 6853.85 0.007
2010-10-xx xx:xx:xx 2010-10-xx xx:xx:xx IF99 1 3495.20 3498.20 -3 104.90 -1004.90 0.001
2010-10-xx xx:xx:xx 2010-10-xx xx:xx:xx IF99 1 3482.00 3488.00 -6 104.55 -1904.55 0.002
2010-10-xx xx:xx:xx 2010-10-xx xx:xx:xx IF99 1 3491.80 3480.00 11.8 104.58 3435.44 -0.003
2010-10-xx xx:xx:xx 2010-10-xx xx:xx:xx IF99 1 3438.80 3470.20 31.4 103.63 9316.34 0.009
2010-10-xx xx:xx:xx 2010-10-xx xx:xx:xx IF99 1 3416.20 3419.60 -3.4000000000001 102.54 -1122.51 0.001
2010-09-xx xx:xx:xx 2010-09-xx xx:xx:xx IF99 1 3284.60 3295.20 -10.6 98.70 -3278.73 0.003
2010-09-xx xx:xx:xx 2010-09-xx xx:xx:xx IF99 1 3225.00 3251.20 -26.2 97.14 -7957.13 0.008
2010-09-xx xx:xx:xx 2010-09-xx xx:xx:xx IF99 1 3257.20 3253.80 3.3999999999996 97.66 922.31 -0.001
2010-09-xx xx:xx:xx 2010-09-xx xx:xx:xx IF99 1 3245.80 3261.60 15.8 97.61 4642.40 0.005