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
2014-01-15 10:50:00 2014-01-15 11:15:00 IF99 1 2209.80 2198.60 11.2 172.90 3067.08 -0.005
2014-01-15 10:35:00 2014-01-15 10:50:00 IF99 1 2207.20 2209.80 2.6000000000004 53.00 486.95 0.001
2014-01-15 10:30:00 2014-01-15 10:35:00 IF99 1 2206.40 2207.20 -0.79999999999973 172.96 -532.98 0
2014-01-15 10:15:00 2014-01-15 10:30:00 IF99 1 2202.60 2206.40 3.8000000000002 52.91 847.11 0.002
2014-01-15 10:10:00 2014-01-15 10:15:00 IF99 1 2204.80 2202.60 2.2000000000003 172.89 367.10 -0.001
2014-01-15 09:55:00 2014-01-15 10:10:00 IF99 1 2206.20 2204.80 -1.3999999999996 52.93 -712.98 -0.001
2014-01-15 09:50:00 2014-01-15 09:55:00 IF99 1 2210.00 2206.20 3.8000000000002 172.99 846.95 -0.002
2014-01-15 09:30:00 2014-01-15 09:50:00 IF99 1 2210.60 2210.00 -0.59999999999991 53.05 -473.08 -0
2014-01-14 15:00:00 2014-01-14 15:10:00 IF99 1 2210.80 2212.20 1.3999999999996 173.08 126.97 0.001
2014-01-14 14:45:00 2014-01-14 15:00:00 IF99 1 2210.00 2210.80 -0.80000000000018 53.05 -533.06 0
2014-01-14 14:25:00 2014-01-14 14:45:00 IF99 1 2199.80 2210.00 10.2 172.92 2767.07 0.005
2014-01-14 14:10:00 2014-01-14 14:25:00 IF99 1 2204.40 2199.80 4.5999999999999 52.85 1087.18 -0.002
2014-01-14 14:05:00 2014-01-14 14:10:00 IF99 1 2199.00 2204.40 5.4000000000001 172.84 1327.20 0.002
2014-01-14 13:50:00 2014-01-14 14:05:00 IF99 1 2206.40 2199.00 7.4000000000001 52.86 1927.18 -0.003
2014-01-14 13:35:00 2014-01-14 13:50:00 IF99 1 2199.40 2206.40 7 172.87 1807.13 0.003
2014-01-14 11:15:00 2014-01-14 13:35:00 IF99 1 2213.20 2199.40 13.8 52.95 3847.06 -0.006
2014-01-14 11:05:00 2014-01-14 11:15:00 IF99 1 2195.60 2213.20 17.6 172.91 4987.12 0.008
2014-01-14 11:00:00 2014-01-14 11:05:00 IF99 1 2197.80 2195.60 2.2000000000003 52.72 367.26 -0.001
2014-01-14 10:35:00 2014-01-14 11:00:00 IF99 1 2184.20 2197.80 13.6 172.58 3787.37 0.006
2014-01-14 10:30:00 2014-01-14 10:35:00 IF99 1 2187.60 2184.20 3.4000000000001 52.46 727.51 -0.002