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
2014-03-20 14:40:00 2014-03-20 14:45:00 IF99 1 2059.00 2058.00 1 169.40 10.60 -0
2014-03-20 14:40:00 2014-03-20 14:40:00 IF99 1 2059.00 2059.00 0 49.42 -289.42 0
2014-03-20 14:15:00 2014-03-20 14:40:00 IF99 1 2078.60 2059.00 19.6 169.65 5590.38 -0.009
2014-03-20 14:10:00 2014-03-20 14:15:00 IF99 1 2076.40 2078.60 2.1999999999998 49.86 370.20 0.001
2014-03-20 13:55:00 2014-03-20 14:10:00 IF99 1 2084.80 2076.40 8.4000000000001 169.93 2230.11 -0.004
2014-03-20 13:45:00 2014-03-20 13:55:00 IF99 1 2080.80 2084.80 4 49.99 910.01 0.002
2014-03-20 11:20:00 2014-03-20 13:45:00 IF99 1 2105.00 2080.80 24.2 170.23 6969.76 -0.011
2014-03-20 11:10:00 2014-03-20 11:20:00 IF99 1 2097.60 2105.00 7.4000000000001 50.43 1929.54 0.004
2014-03-20 11:05:00 2014-03-20 11:10:00 IF99 1 2101.20 2097.60 3.5999999999999 170.39 789.57 -0.002
2014-03-20 10:45:00 2014-03-20 11:05:00 IF99 1 2093.00 2101.20 8.1999999999998 50.33 2169.66 0.004
2014-03-20 09:55:00 2014-03-20 10:45:00 IF99 1 2114.60 2093.00 21.6 170.49 6189.54 -0.01
2014-03-20 09:35:00 2014-03-20 09:55:00 IF99 1 2090.40 2114.60 24.2 50.46 6969.60 0.012
2014-03-20 09:30:00 2014-03-20 09:35:00 IF99 1 2095.20 2090.40 4.7999999999997 170.23 1149.79 -0.002
2014-03-20 09:30:00 2014-03-20 09:30:00 IF99 1 2095.20 2095.20 0 50.28 -290.28 0
2014-03-20 09:20:00 2014-03-20 09:30:00 IF99 1 2103.80 2095.20 8.6000000000004 170.39 2289.64 -0.004
2014-03-19 15:10:00 2014-03-20 09:20:00 IF99 1 2104.00 2103.80 -0.19999999999982 50.49 -350.48 -0
2014-03-19 14:40:00 2014-03-19 15:10:00 IF99 1 2088.40 2106.60 18.2 170.34 5169.65 0.009
2014-03-19 14:35:00 2014-03-19 14:40:00 IF99 1 2092.40 2088.40 4 50.17 909.83 -0.002
2014-03-19 14:00:00 2014-03-19 14:35:00 IF99 1 2081.00 2092.40 11.4 170.08 3129.89 0.005
2014-03-19 13:35:00 2014-03-19 14:00:00 IF99 1 2088.60 2081.00 7.5999999999999 50.04 1989.92 -0.004