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
2013-07-30 14:00:00 2013-07-30 14:35:00 IF99 1 2178.60 2164.60 14 172.12 3907.88 -0.006
2013-07-30 13:45:00 2013-07-30 14:00:00 IF99 1 2171.00 2178.60 7.5999999999999 52.20 1987.83 0.004
2013-07-30 13:00:00 2013-07-30 13:45:00 IF99 1 2182.80 2171.00 11.8 172.25 3247.77 -0.005
2013-07-30 11:25:00 2013-07-30 13:00:00 IF99 1 2181.80 2182.80 1 52.38 7.62 0
2013-07-30 11:10:00 2013-07-30 11:25:00 IF99 1 2201.60 2181.80 19.8 172.60 5647.41 -0.009
2013-07-30 11:05:00 2013-07-30 11:10:00 IF99 1 2188.20 2201.60 13.4 52.68 3727.37 0.006
2013-07-30 11:00:00 2013-07-30 11:05:00 IF99 1 2189.80 2188.20 1.6000000000004 172.54 187.49 -0.001
2013-07-30 10:55:00 2013-07-30 11:00:00 IF99 1 2162.40 2189.80 27.4 52.23 7927.74 0.013
2013-07-30 10:45:00 2013-07-30 10:55:00 IF99 1 2163.20 2162.40 0.79999999999973 171.91 -51.97 -0
2013-07-30 10:10:00 2013-07-30 10:45:00 IF99 1 2150.00 2163.20 13.2 51.76 3668.23 0.006
2013-07-30 09:55:00 2013-07-30 10:10:00 IF99 1 2158.80 2150.00 8.8000000000002 171.71 2348.31 -0.004
2013-07-30 09:50:00 2013-07-30 09:55:00 IF99 1 2155.40 2158.80 3.4000000000001 51.77 728.20 0.002
2013-07-30 09:40:00 2013-07-30 09:50:00 IF99 1 2166.40 2155.40 11 171.86 3008.14 -0.005
2013-07-30 09:35:00 2013-07-30 09:40:00 IF99 1 2160.40 2166.40 6 51.92 1508.08 0.003
2013-07-30 09:30:00 2013-07-30 09:35:00 IF99 1 2168.20 2160.40 7.7999999999997 171.94 2048.00 -0.004
2013-07-29 15:10:00 2013-07-30 09:30:00 IF99 1 2151.80 2168.20 16.4 51.84 4628.13 0.008
2013-07-29 14:30:00 2013-07-29 15:10:00 IF99 1 2131.20 2162.40 31.2 171.52 9068.54 0.015
2013-07-29 14:20:00 2013-07-29 14:30:00 IF99 1 2140.40 2131.20 9.2000000000003 51.26 2468.80 -0.004
2013-07-29 14:05:00 2013-07-29 14:20:00 IF99 1 2139.00 2140.40 1.4000000000001 171.35 128.69 0.001
2013-07-29 14:00:00 2013-07-29 14:05:00 IF99 1 2141.80 2139.00 2.8000000000002 51.37 548.65 -0.001