| 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2013-01-04 09:45:00 | 2013-01-07 09:45:00 | 000905 | 空 | 1 | 3269.96 | 3264.00 | 5.96 | 0.65 | 5.31 | -0.002 |
| 2012-12-14 10:45:00 | 2012-12-17 11:00:00 | 000905 | 多 | 1 | 3017.83 | 3070.68 | 52.85 | 0.61 | 52.24 | 0.018 |
| 2012-12-07 10:30:00 | 2012-12-10 09:45:00 | 000905 | 多 | 1 | 2920.54 | 2943.83 | 23.29 | 0.59 | 22.70 | 0.008 |
| 2012-12-04 14:45:00 | 2012-12-06 10:00:00 | 000905 | 多 | 1 | 2782.03 | 2883.65 | 101.62 | 0.57 | 101.05 | 0.037 |
| 2012-12-03 10:30:00 | 2012-12-04 13:45:00 | 000905 | 空 | 1 | 2810.77 | 2740.09 | 70.68 | 0.56 | 70.12 | -0.025 |
| 2012-12-03 10:00:00 | 2012-12-03 10:30:00 | 000905 | 多 | 1 | 2827.80 | 2810.77 | -17.03 | 0.56 | -17.59 | -0.006 |
| 2012-12-03 09:45:00 | 2012-12-03 10:00:00 | 000905 | 空 | 1 | 2812.84 | 2827.80 | -14.96 | 0.56 | -15.52 | 0.005 |
| 2012-11-13 09:45:00 | 2012-11-14 09:45:00 | 000905 | 空 | 1 | 3118.50 | 3076.88 | 41.62 | 0.62 | 41.00 | -0.013 |
| 2012-11-08 14:45:00 | 2012-11-09 09:45:00 | 000905 | 空 | 1 | 3139.18 | 3130.41 | 8.77 | 0.63 | 8.14 | -0.003 |
| 2012-11-06 10:15:00 | 2012-11-07 13:15:00 | 000905 | 空 | 1 | 3197.86 | 3216.13 | -18.27 | 0.64 | -18.91 | 0.006 |
| 2012-11-01 09:45:00 | 2012-11-02 10:45:00 | 000905 | 多 | 1 | 3176.85 | 3229.28 | 52.43 | 0.64 | 51.79 | 0.017 |
| 2012-10-30 10:45:00 | 2012-10-31 09:45:00 | 000905 | 多 | 1 | 3186.42 | 3152.82 | -33.6 | 0.63 | -34.23 | -0.011 |
| 2012-10-25 14:45:00 | 2012-10-29 10:00:00 | 000905 | 空 | 1 | 3227.49 | 3159.74 | 67.75 | 0.64 | 67.11 | -0.021 |
| 2012-10-18 10:00:00 | 2012-10-19 10:00:00 | 000905 | 多 | 1 | 3263.79 | 3292.89 | 29.1 | 0.66 | 28.44 | 0.009 |
| 2012-10-17 10:45:00 | 2012-10-17 14:00:00 | 000905 | 空 | 1 | 3220.32 | 3241.02 | -20.7 | 0.65 | -21.35 | 0.006 |
| 2012-10-16 10:15:00 | 2012-10-17 09:45:00 | 000905 | 多 | 1 | 3236.50 | 3232.09 | -4.4099999999999 | 0.65 | -5.06 | -0.001 |
| 2012-10-12 11:00:00 | 2012-10-16 10:15:00 | 000905 | 空 | 1 | 3230.38 | 3236.50 | -6.1199999999999 | 0.65 | -6.77 | 0.002 |
| 2012-10-09 09:45:00 | 2012-10-11 09:45:00 | 000905 | 多 | 1 | 3198.21 | 3282.00 | 83.79 | 0.65 | 83.14 | 0.026 |
| 2012-10-08 10:00:00 | 2012-10-09 09:45:00 | 000905 | 空 | 1 | 3190.94 | 3198.21 | -7.27 | 0.64 | -7.91 | 0.002 |
| 2012-09-27 13:30:00 | 2012-10-08 10:00:00 | 000905 | 多 | 1 | 3139.86 | 3190.94 | 51.08 | 0.63 | 50.45 | 0.016 |