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
2013-06-25 13:40:00 2013-06-25 14:00:00 IF99 1 2030.40 2072.80 42.4 169.24 12430.77 0.021
2013-06-25 13:30:00 2013-06-25 13:40:00 IF99 1 2038.00 2030.40 7.5999999999999 48.82 1991.14 -0.004
2013-06-25 13:05:00 2013-06-25 13:30:00 IF99 1 1979.80 2038.00 58.2 168.21 17171.77 0.029
2013-06-25 11:15:00 2013-06-25 13:05:00 IF99 1 2064.40 1979.80 84.6 48.53 25091.54 -0.041
2013-06-25 11:15:00 2013-06-25 11:15:00 IF99 1 2064.40 2064.40 0 169.55 -289.55 0
2013-06-25 10:55:00 2013-06-25 11:15:00 IF99 1 2106.60 2064.40 42.2 50.05 12369.93 -0.02
2013-06-25 10:30:00 2013-06-25 10:55:00 IF99 1 2108.00 2106.60 -1.4000000000001 170.58 -710.55 -0.001
2013-06-25 10:20:00 2013-06-25 10:30:00 IF99 1 2117.80 2108.00 9.8000000000002 50.71 2649.30 -0.005
2013-06-25 10:10:00 2013-06-25 10:20:00 IF99 1 2104.20 2117.80 13.6 170.66 3789.29 0.006
2013-06-25 09:50:00 2013-06-25 10:10:00 IF99 1 2127.80 2104.20 23.6 50.78 6789.17 -0.011
2013-06-25 09:30:00 2013-06-25 09:50:00 IF99 1 2098.60 2127.80 29.2 170.72 8469.27 0.014
2013-06-25 09:25:00 2013-06-25 09:30:00 IF99 1 2104.80 2098.60 6.2000000000003 50.44 1569.54 -0.003
2013-06-25 09:20:00 2013-06-25 09:25:00 IF99 1 2100.00 2104.80 4.8000000000002 170.46 1149.56 0.002
2013-06-25 09:15:00 2013-06-25 09:20:00 IF99 1 2110.40 2100.00 10.4 50.52 2829.52 -0.005
2013-06-25 09:15:00 2013-06-25 09:15:00 IF99 1 2110.40 2110.40 0 170.65 -290.65 0
2013-06-24 15:05:00 2013-06-24 15:10:00 IF99 1 2129.40 2113.60 15.8 50.92 4449.10 -0.007
2013-06-24 15:00:00 2013-06-24 15:05:00 IF99 1 2124.60 2129.40 4.8000000000002 171.05 1148.97 0.002
2013-06-24 14:40:00 2013-06-24 15:00:00 IF99 1 2147.20 2124.60 22.6 51.26 6488.77 -0.011
2013-06-24 14:35:00 2013-06-24 14:40:00 IF99 1 2143.00 2147.20 4.1999999999998 171.48 968.58 0.002
2013-06-24 14:25:00 2013-06-24 14:35:00 IF99 1 2156.20 2143.00 13.2 51.59 3668.47 -0.006