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
2013-12-30 14:00:00 2014-01-02 09:30:00 j99 19 1629.00 1585.00 44 610.66 82989.34 -0.027
2013-12-27 13:30:00 2013-12-27 14:30:00 j99 20 1630.00 1639.00 -9 653.80 -18653.80 0.006
2013-12-25 13:30:00 2013-12-27 10:00:00 j99 20 1643.00 1639.00 4 656.40 7343.60 -0.002
2013-12-19 14:30:00 2013-12-24 09:30:00 j99 10 1680.00 1648.00 32 332.80 31667.20 -0.019
2013-12-18 09:30:00 2013-12-18 14:00:00 j99 14 1673.00 1687.00 -14 470.40 -20070.40 0.008
2013-12-13 09:30:00 2013-12-16 10:30:00 j99 10 1694.00 1684.00 10 337.80 9662.20 -0.006
2013-12-11 09:30:00 2013-12-12 09:30:00 j99 20 1734.00 1748.00 -14 696.40 -28696.40 0.008
2013-12-04 09:30:00 2013-12-05 11:00:00 j99 20 1757.00 1761.00 4 703.60 7296.40 0.002
2013-12-02 14:30:00 2013-12-03 10:00:00 j99 20 1751.00 1746.00 -5 699.40 -10699.40 -0.003
2013-11-27 10:30:00 2013-11-28 09:30:00 j99 16 1732.00 1738.00 -6 555.20 -10155.20 0.003
2013-11-26 14:00:00 2013-11-27 09:30:00 j99 20 1750.00 1738.00 -12 697.60 -24697.60 -0.007
2013-11-21 14:00:00 2013-11-22 09:30:00 j99 22 1733.00 1738.00 -5 763.62 -11763.62 0.003
2013-11-15 14:00:00 2013-11-18 14:00:00 j99 22 1717.00 1717.00 0 755.48 -755.48 0
2013-11-08 09:30:00 2013-11-11 09:30:00 j99 21 1710.00 1698.00 12 715.68 24484.32 -0.007
2013-11-06 14:30:00 2013-11-07 09:30:00 j99 15 1712.00 1723.00 -11 515.25 -17015.25 0.006
2013-11-04 11:00:00 2013-11-05 14:30:00 j99 7 1729.00 1729.00 0 242.06 -242.06 0
2013-10-31 11:00:00 2013-11-01 09:30:00 j99 11 1720.00 1729.00 -9 379.39 -10279.39 0.005
2013-10-29 13:30:00 2013-10-30 09:30:00 j99 24 1713.00 1727.00 -14 825.60 -34425.60 0.008
2013-10-25 14:30:00 2013-10-28 09:30:00 j99 7 1732.00 1722.00 10 241.78 6758.22 -0.006
2013-10-24 09:30:00 2013-10-25 09:30:00 j99 20 1753.00 1755.00 -2 701.60 -4701.60 0.001