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
2014-01-30 14:15:00 2014-01-30 14:20:00 IF99 1 2201.80 2203.40 1.5999999999999 172.86 187.09 0.001
2014-01-30 13:45:00 2014-01-30 14:15:00 IF99 1 2212.60 2201.80 10.8 52.97 2947.04 -0.005
2014-01-30 13:40:00 2014-01-30 13:45:00 IF99 1 2208.00 2212.60 4.5999999999999 173.05 1086.98 0.002
2014-01-30 13:30:00 2014-01-30 13:40:00 IF99 1 2211.20 2208.00 3.1999999999998 53.03 666.95 -0.001
2014-01-30 13:05:00 2014-01-30 13:30:00 IF99 1 2208.80 2211.20 2.3999999999996 173.04 426.93 0.001
2014-01-30 13:00:00 2014-01-30 13:05:00 IF99 1 2210.40 2208.80 1.5999999999999 53.03 186.93 -0.001
2014-01-30 11:00:00 2014-01-30 13:00:00 IF99 1 2203.00 2210.40 7.4000000000001 172.96 1927.01 0.003
2014-01-30 10:55:00 2014-01-30 11:00:00 IF99 1 2202.40 2203.00 -0.59999999999991 52.86 -472.89 0
2014-01-30 10:50:00 2014-01-30 10:55:00 IF99 1 2201.40 2202.40 1 172.85 7.15 0
2014-01-30 10:35:00 2014-01-30 10:50:00 IF99 1 2202.40 2201.40 1 52.85 7.15 -0
2014-01-30 10:35:00 2014-01-30 10:35:00 IF99 1 2202.40 2202.40 0 172.86 -292.86 0
2014-01-30 10:30:00 2014-01-30 10:35:00 IF99 1 2208.60 2202.40 6.1999999999998 52.93 1567.13 -0.003
2014-01-30 10:25:00 2014-01-30 10:30:00 IF99 1 2207.00 2208.60 1.5999999999999 172.99 187.04 0.001
2014-01-30 10:20:00 2014-01-30 10:25:00 IF99 1 2209.80 2207.00 2.8000000000002 53.00 547.01 -0.001
2014-01-30 10:05:00 2014-01-30 10:20:00 IF99 1 2211.00 2209.80 -1.1999999999998 173.05 -653.03 -0.001
2014-01-30 10:00:00 2014-01-30 10:05:00 IF99 1 2213.60 2211.00 2.5999999999999 53.10 486.93 -0.001
2014-01-30 09:50:00 2014-01-30 10:00:00 IF99 1 2208.60 2213.60 5 173.07 1206.93 0.002
2014-01-30 09:40:00 2014-01-30 09:50:00 IF99 1 2214.20 2208.60 5.5999999999999 53.07 1386.88 -0.003
2014-01-30 09:40:00 2014-01-30 09:40:00 IF99 1 2214.20 2214.20 0 173.14 -293.14 0
2014-01-30 09:30:00 2014-01-30 09:40:00 IF99 1 2223.80 2214.20 9.6000000000004 53.26 2586.77 -0.004