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
2014-04-28 09:30:00 2014-04-29 10:00:00 j99 56 1240.00 1261.00 -21 1400.56 -119000.56 0.017
2014-04-23 11:00:00 2014-04-24 10:30:00 j99 30 1258.00 1264.00 -6 756.60 -18756.60 0.005
2014-04-17 10:30:00 2014-04-21 09:30:00 j99 43 1318.00 1267.00 51 1111.55 218188.45 -0.039
2014-04-14 14:00:00 2014-04-15 11:00:00 j99 50 1308.00 1317.00 -9 1312.50 -46312.50 0.007
2014-04-02 10:00:00 2014-04-03 09:30:00 j99 36 1282.00 1287.00 -5 924.84 -18924.84 0.004
2014-03-26 10:00:00 2014-03-27 11:00:00 j99 14 1269.00 1266.00 3 354.90 3845.10 -0.002
2014-03-20 14:30:00 2014-03-24 10:00:00 j99 43 1273.00 1230.00 43 1076.29 183823.70 -0.034
2014-03-20 09:30:00 2014-03-20 14:00:00 j99 45 1270.00 1282.00 -12 1148.40 -55148.40 0.009
2014-03-17 14:30:00 2014-03-18 10:30:00 j99 18 1262.00 1271.00 -9 455.94 -16655.94 0.007
2014-03-14 09:30:00 2014-03-17 09:30:00 j99 35 1275.00 1275.00 0 892.50 -892.50 0
2014-03-07 13:30:00 2014-03-10 09:30:00 j99 29 1332.00 1289.00 43 760.09 123939.91 -0.032
2014-02-28 13:30:00 2014-03-05 14:00:00 j99 37 1397.00 1368.00 29 1023.05 106276.95 -0.021
2014-02-20 10:00:00 2014-02-25 09:30:00 j99 31 1458.00 1409.00 49 888.77 151011.23 -0.034
2014-02-11 13:30:00 2014-02-12 14:00:00 j99 18 1449.00 1448.00 1 521.46 1278.54 -0.001
2014-02-07 09:30:00 2014-02-10 11:00:00 j99 30 1458.00 1456.00 2 874.20 5125.80 -0.001
2014-01-28 09:30:00 2014-01-29 09:30:00 j99 31 1471.00 1475.00 -4 913.26 -13313.26 0.003
2014-01-16 09:30:00 2014-01-22 09:30:00 j99 26 1508.00 1462.00 46 772.20 118827.80 -0.031
2014-01-13 13:30:00 2014-01-14 09:30:00 j99 14 1495.00 1501.00 -6 419.44 -8819.44 0.004
2014-01-09 14:00:00 2014-01-10 10:00:00 j99 25 1516.00 1496.00 20 753.00 49247.00 -0.013
2014-01-03 09:30:00 2014-01-06 10:30:00 j99 21 1567.00 1545.00 22 653.52 45546.48 -0.014