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
2012-11-28 09:30:00 2012-11-30 09:30:00 j99 7 2005.00 1987.00 18 279.44 12320.56 -0.009
2012-11-19 09:30:00 2012-11-21 09:30:00 j99 5 2029.00 2028.00 1 202.85 297.15 -0
2012-11-07 09:30:00 2012-11-08 09:30:00 j99 3 2013.00 1989.00 24 120.06 7079.94 -0.012
2012-11-02 11:00:00 2012-11-05 09:30:00 j99 2 2024.00 2036.00 -12 81.20 -2481.20 0.006
2012-10-31 09:30:00 2012-10-31 14:00:00 j99 7 2001.00 2017.00 -16 281.26 -11481.26 0.008
2012-10-25 11:00:00 2012-10-30 10:00:00 j99 1 2054.00 2019.00 35 40.73 3459.27 -0.017
2012-10-23 14:00:00 2012-10-24 09:30:00 j99 2 2071.00 2074.00 -3 82.90 -682.90 0.001
2012-10-19 14:00:00 2012-10-22 09:30:00 j99 5 2070.00 2071.00 -1 207.05 -707.05 0
2012-09-24 09:30:00 2012-09-24 13:30:00 j99 4 1930.00 1946.00 -16 155.04 -6555.04 0.008
2012-09-20 10:30:00 2012-09-21 10:30:00 j99 3 1955.00 1960.00 -5 117.45 -1617.45 0.003
2012-09-14 14:30:00 2012-09-17 14:00:00 j99 3 1969.00 1960.00 9 117.87 2582.13 -0.005
2012-09-11 10:00:00 2012-09-11 14:00:00 j99 1 1907.00 1941.00 -34 38.48 -3438.48 0.018
2012-09-03 09:30:00 2012-09-05 09:30:00 j99 4 1900.00 1841.00 59 149.64 23450.36 -0.031
2012-08-28 09:30:00 2012-08-31 09:30:00 j99 4 1979.00 1923.00 56 156.08 22243.92 -0.028
2012-08-21 09:30:00 2012-08-22 09:30:00 j99 4 2005.00 2011.00 -6 160.64 -2560.64 0.003
2012-08-20 09:30:00 2012-08-20 10:00:00 j99 5 2033.00 2046.00 -13 203.95 -6703.95 0.006
2012-08-16 10:00:00 2012-08-16 11:00:00 j99 2 2029.00 2044.00 -15 81.46 -3081.46 0.007
2012-08-13 14:00:00 2012-08-15 09:30:00 j99 4 2083.00 2024.00 59 164.28 23435.72 -0.028
2012-08-03 13:30:00 2012-08-06 09:30:00 j99 2 2082.00 2098.00 -16 83.60 -3283.60 0.008
2012-07-30 11:00:00 2012-07-31 10:00:00 j99 1 2092.00 2080.00 12 41.72 1158.28 -0.006