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
2014-03-13 11:10:00 2014-03-13 11:15:00 IF99 1 2100.40 2095.40 5 170.35 1209.65 -0.002
2014-03-13 10:50:00 2014-03-13 11:10:00 IF99 1 2087.80 2100.40 12.6 50.26 3489.77 0.006
2014-03-13 10:40:00 2014-03-13 10:50:00 IF99 1 2100.20 2087.80 12.4 170.26 3429.79 -0.006
2014-03-13 10:10:00 2014-03-13 10:40:00 IF99 1 2083.00 2100.20 17.2 50.20 4869.79 0.008
2014-03-13 10:05:00 2014-03-13 10:10:00 IF99 1 2084.40 2083.00 1.4000000000001 170.01 129.96 -0.001
2014-03-13 09:55:00 2014-03-13 10:05:00 IF99 1 2076.00 2084.40 8.4000000000001 49.92 2230.05 0.004
2014-03-13 09:40:00 2014-03-13 09:55:00 IF99 1 2088.80 2076.00 12.8 169.98 3549.96 -0.006
2014-03-13 09:25:00 2014-03-13 09:40:00 IF99 1 2082.40 2088.80 6.4000000000001 50.05 1629.92 0.003
2014-03-13 09:20:00 2014-03-13 09:25:00 IF99 1 2085.20 2082.40 2.7999999999997 170.01 550.00 -0.001
2014-03-13 09:15:00 2014-03-13 09:20:00 IF99 1 2075.20 2085.20 10 49.92 2710.08 0.005
2014-03-12 15:00:00 2014-03-12 15:10:00 IF99 1 2068.80 2069.20 0.39999999999964 169.66 -169.61 0
2014-03-12 14:35:00 2014-03-12 15:00:00 IF99 1 2071.80 2068.80 3 49.69 610.31 -0.001
2014-03-12 14:25:00 2014-03-12 14:35:00 IF99 1 2065.80 2071.80 6 169.65 1510.35 0.003
2014-03-12 14:20:00 2014-03-12 14:25:00 IF99 1 2068.40 2065.80 2.5999999999999 49.61 490.42 -0.001
2014-03-12 14:10:00 2014-03-12 14:20:00 IF99 1 2070.00 2068.40 -1.5999999999999 169.66 -769.69 -0.001
2014-03-12 14:00:00 2014-03-12 14:10:00 IF99 1 2073.00 2070.00 3 49.72 610.28 -0.001
2014-03-12 13:40:00 2014-03-12 14:00:00 IF99 1 2055.40 2073.00 17.6 169.54 4990.49 0.009
2014-03-12 13:30:00 2014-03-12 13:40:00 IF99 1 2062.20 2055.40 6.7999999999997 49.41 1750.60 -0.003
2014-03-12 13:15:00 2014-03-12 13:30:00 IF99 1 2056.20 2062.20 6 169.42 1510.58 0.003
2014-03-12 11:05:00 2014-03-12 13:15:00 IF99 1 2071.80 2056.20 15.6 49.54 4390.42 -0.008