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
2014-03-25 09:55:00 2014-03-25 10:05:00 IF99 1 2151.40 2146.60 4.8000000000002 171.58 1148.37 -0.002
2014-03-25 09:45:00 2014-03-25 09:55:00 IF99 1 2145.60 2151.40 5.8000000000002 51.56 1448.38 0.003
2014-03-25 09:40:00 2014-03-25 09:45:00 IF99 1 2143.20 2145.60 -2.4000000000001 171.47 -1011.51 0.001
2014-03-25 09:40:00 2014-03-25 09:40:00 IF99 1 2143.20 2143.20 0 51.44 -291.44 0
2014-03-24 14:15:00 2014-03-24 15:10:00 IF99 1 2160.80 2148.80 12 171.72 3308.28 -0.006
2014-03-24 14:00:00 2014-03-24 14:15:00 IF99 1 2151.00 2160.80 9.8000000000002 51.74 2648.27 0.005
2014-03-24 13:55:00 2014-03-24 14:00:00 IF99 1 2153.60 2151.00 2.5999999999999 171.66 488.37 -0.001
2014-03-24 13:40:00 2014-03-24 13:55:00 IF99 1 2144.60 2153.60 9 51.58 2408.42 0.004
2014-03-24 13:35:00 2014-03-24 13:40:00 IF99 1 2147.00 2144.60 2.4000000000001 171.50 428.47 -0.001
2014-03-24 13:20:00 2014-03-24 13:35:00 IF99 1 2140.20 2147.00 6.8000000000002 51.45 1748.57 0.003
2014-03-24 13:10:00 2014-03-24 13:20:00 IF99 1 2146.80 2140.20 6.6000000000004 171.44 1688.59 -0.003
2014-03-24 10:55:00 2014-03-24 13:10:00 IF99 1 2132.40 2146.80 14.4 51.35 4028.69 0.007
2014-03-24 10:15:00 2014-03-24 10:55:00 IF99 1 2147.20 2132.40 14.8 171.36 4148.66 -0.007
2014-03-24 09:55:00 2014-03-24 10:15:00 IF99 1 2141.80 2147.20 5.3999999999996 51.47 1328.50 0.003
2014-03-24 09:45:00 2014-03-24 09:55:00 IF99 1 2150.20 2141.80 8.3999999999996 171.50 2228.47 -0.004
2014-03-24 09:25:00 2014-03-24 09:45:00 IF99 1 2143.60 2150.20 6.5999999999999 51.53 1688.43 0.003
2014-03-24 09:15:00 2014-03-24 09:25:00 IF99 1 2149.00 2143.60 5.4000000000001 171.51 1328.46 -0.003
2014-03-21 15:10:00 2014-03-24 09:15:00 IF99 1 2150.20 2149.00 -1.1999999999998 51.59 -651.58 -0.001
2014-03-21 15:00:00 2014-03-21 15:10:00 IF99 1 2143.40 2151.80 8.4000000000001 171.54 2228.50 0.004
2014-03-21 14:50:00 2014-03-21 15:00:00 IF99 1 2151.80 2143.40 8.4000000000001 51.54 2228.50 -0.004