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
2013-12-27 10:10:00 2013-12-27 10:15:00 IF99 1 2312.00 2305.00 7 175.40 1804.60 -0.003
2013-12-27 09:40:00 2013-12-27 10:10:00 IF99 1 2294.60 2312.00 17.4 55.28 4924.69 0.008
2013-12-27 09:35:00 2013-12-27 09:40:00 IF99 1 2287.80 2294.60 -6.7999999999997 174.99 -2335.00 0.003
2013-12-27 09:35:00 2013-12-27 09:35:00 IF99 1 2287.80 2287.80 0 54.91 -294.91 0
2013-12-27 09:30:00 2013-12-27 09:35:00 IF99 1 2288.00 2287.80 0.19999999999982 174.91 -234.92 -0
2013-12-27 09:25:00 2013-12-27 09:30:00 IF99 1 2285.60 2288.00 2.4000000000001 54.88 425.09 0.001
2013-12-27 09:15:00 2013-12-27 09:25:00 IF99 1 2289.60 2285.60 4 174.90 905.10 -0.002
2013-12-26 15:10:00 2013-12-27 09:15:00 IF99 1 2283.80 2289.60 5.7999999999997 54.88 1445.13 0.003
2013-12-26 14:30:00 2013-12-26 15:10:00 IF99 1 2287.80 2288.60 -0.79999999999973 174.92 -534.93 0
2013-12-26 14:25:00 2013-12-26 14:30:00 IF99 1 2289.00 2287.80 -1.1999999999998 54.92 -654.91 -0.001
2013-12-26 14:15:00 2013-12-26 14:25:00 IF99 1 2292.60 2289.00 3.5999999999999 174.98 785.05 -0.002
2013-12-26 14:10:00 2013-12-26 14:15:00 IF99 1 2287.00 2292.60 5.5999999999999 54.96 1385.07 0.002
2013-12-26 14:05:00 2013-12-26 14:10:00 IF99 1 2289.40 2287.00 2.4000000000001 174.92 425.13 -0.001
2013-12-26 13:50:00 2013-12-26 14:05:00 IF99 1 2275.60 2289.40 13.8 54.78 3845.23 0.006
2013-12-26 13:40:00 2013-12-26 13:50:00 IF99 1 2282.20 2275.60 6.5999999999999 174.69 1685.34 -0.003
2013-12-26 13:20:00 2013-12-26 13:40:00 IF99 1 2275.80 2282.20 6.3999999999996 54.70 1625.35 0.003
2013-12-26 11:15:00 2013-12-26 13:20:00 IF99 1 2296.00 2275.80 20.2 174.86 5765.12 -0.009
2013-12-26 11:10:00 2013-12-26 11:15:00 IF99 1 2293.60 2296.00 2.4000000000001 55.08 424.90 0.001
2013-12-26 11:00:00 2013-12-26 11:10:00 IF99 1 2299.80 2293.60 6.2000000000003 175.12 1564.86 -0.003
2013-12-26 10:50:00 2013-12-26 11:00:00 IF99 1 2293.20 2299.80 6.6000000000004 55.12 1684.84 0.003