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
2012-06-xx xx:xx:xx 2012-06-xx xx:xx:xx IF99 1 2504.80 2498.60 6.2000000000003 75.05 1424.93 -0.002
2012-06-xx xx:xx:xx 2012-06-xx xx:xx:xx IF99 1 2505.60 2510.60 5 255.24 1064.76 0.002
2012-06-xx xx:xx:xx 2012-06-xx xx:xx:xx IF99 1 2543.40 2539.00 -4.4000000000001 76.24 -1756.28 -0.002
2012-06-xx xx:xx:xx 2012-06-xx xx:xx:xx IF99 1 2545.00 2541.20 3.8000000000002 256.29 703.72 -0.001
2012-06-xx xx:xx:xx 2012-06-xx xx:xx:xx IF99 1 2548.60 2558.40 9.8000000000002 76.61 2503.41 0.004
2012-06-xx xx:xx:xx 2012-06-xx xx:xx:xx IF99 1 2606.60 2600.80 5.7999999999997 258.11 1301.90 -0.002
2012-06-xx xx:xx:xx 2012-06-xx xx:xx:xx IF99 1 2606.00 2610.40 -4.4000000000001 78.25 -1758.29 0.002
2012-06-xx xx:xx:xx 2012-06-xx xx:xx:xx IF99 1 2606.80 2600.80 -6 258.11 -2238.11 -0.002
2012-06-xx xx:xx:xx 2012-06-xx xx:xx:xx IF99 1 2615.00 2607.20 -7.8000000000002 78.33 -2778.35 -0.003
2012-06-xx xx:xx:xx 2012-06-xx xx:xx:xx IF99 1 2614.20 2611.00 3.1999999999998 258.38 521.61 -0.001
2012-06-xx xx:xx:xx 2012-06-xx xx:xx:xx IF99 1 2621.20 2615.20 6 78.55 1361.45 -0.002
2012-06-xx xx:xx:xx 2012-06-xx xx:xx:xx IF99 1 2624.40 2636.40 12 258.91 3161.09 0.005
2012-06-xx xx:xx:xx 2012-06-xx xx:xx:xx IF99 1 2617.00 2611.60 5.4000000000001 78.43 1181.54 -0.002
2012-06-xx xx:xx:xx 2012-06-xx xx:xx:xx IF99 1 2597.00 2610.00 13 258.11 3461.90 0.005
2012-06-xx xx:xx:xx 2012-06-xx xx:xx:xx IF99 1 2600.60 2595.60 5 77.94 1062.06 -0.002
2012-06-xx xx:xx:xx 2012-06-xx xx:xx:xx IF99 1 2603.80 2609.00 5.1999999999998 258.19 1121.79 0.002
2012-06-xx xx:xx:xx 2012-06-xx xx:xx:xx IF99 1 2605.80 2600.00 5.8000000000002 78.09 1301.93 -0.002
2012-06-xx xx:xx:xx 2012-06-xx xx:xx:xx IF99 1 2604.80 2605.40 -0.59999999999991 258.15 -618.18 0
2012-06-xx xx:xx:xx 2012-06-xx xx:xx:xx IF99 1 2605.60 2609.40 -3.8000000000002 78.23 -1578.24 0.001
2012-06-xx xx:xx:xx 2012-06-xx xx:xx:xx IF99 1 2604.20 2608.60 -4.4000000000001 258.19 -1758.16 0.002