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 多 1 2595.20 2599.60 4.4000000000001 77.92 882.12 0.002
2012-06-xx xx:xx:xx 2012-06-xx xx:xx:xx IF99 空 1 2579.80 2575.80 4 257.33 762.67 -0.002
2012-06-xx xx:xx:xx 2012-06-xx xx:xx:xx IF99 空 1 2568.40 2580.00 -11.6 77.23 -3917.26 0.005
2012-06-xx xx:xx:xx 2012-06-xx xx:xx:xx IF99 多 1 2569.60 2591.40 21.8 257.42 6102.67 0.008
2012-06-xx xx:xx:xx 2012-06-xx xx:xx:xx IF99 空 1 2590.00 2591.40 -1.4000000000001 77.72 -857.69 0.001
2012-06-xx xx:xx:xx 2012-06-xx xx:xx:xx IF99 多 1 2572.80 2594.20 21.4 257.51 5982.47 0.008
2012-06-xx xx:xx:xx 2012-06-xx xx:xx:xx IF99 多 1 2568.20 2566.40 -1.7999999999997 77.02 -977.03 -0.001
2012-06-xx xx:xx:xx 2012-06-xx xx:xx:xx IF99 多 1 2573.20 2566.00 -7.1999999999998 257.09 -2597.07 -0.003
2012-06-xx xx:xx:xx 2012-06-xx xx:xx:xx IF99 空 1 2567.80 2560.20 7.6000000000004 76.92 1843.11 -0.003
2012-06-xx xx:xx:xx 2012-06-xx xx:xx:xx IF99 多 1 2573.40 2586.60 13.2 257.40 3522.66 0.005
2012-06-xx xx:xx:xx 2012-06-xx xx:xx:xx IF99 空 1 2568.20 2563.20 5 76.97 1063.03 -0.002
2012-06-xx xx:xx:xx 2012-06-xx xx:xx:xx IF99 多 1 2603.00 2596.40 -6.5999999999999 257.99 -2418.02 -0.003
2012-06-xx xx:xx:xx 2012-06-xx xx:xx:xx IF99 空 1 2607.20 2603.40 3.7999999999997 78.16 701.86 -0.001
2012-06-xx xx:xx:xx 2012-06-xx xx:xx:xx IF99 多 1 2603.60 2590.20 -13.4 257.91 -4457.88 -0.005
2012-06-xx xx:xx:xx 2012-06-xx xx:xx:xx IF99 空 1 2601.80 2594.20 7.6000000000004 77.94 1842.09 -0.003
2012-06-xx xx:xx:xx 2012-06-xx xx:xx:xx IF99 空 1 2592.40 2588.00 4.4000000000001 257.71 882.26 -0.002
2012-06-xx xx:xx:xx 2012-06-xx xx:xx:xx IF99 多 1 2599.40 2605.60 6.1999999999998 78.07 1421.98 0.002
2012-06-xx xx:xx:xx 2012-06-xx xx:xx:xx IF99 空 1 2595.20 2590.60 4.5999999999999 257.79 942.17 -0.002
2012-06-xx xx:xx:xx 2012-06-xx xx:xx:xx IF99 多 1 2597.80 2602.20 4.3999999999996 78.00 881.97 0.002
2012-06-xx xx:xx:xx 2012-06-xx xx:xx:xx IF99 多 1 2616.60 2607.40 -9.1999999999998 258.36 -3198.35 -0.004
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