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
2012-01-xx xx:xx:xx 2012-01-xx xx:xx:xx IF99 1 2463.80 2446.60 -17.2 73.66 -5593.57 -0.007
2012-01-xx xx:xx:xx 2012-01-xx xx:xx:xx IF99 1 2474.60 2456.60 -18 253.97 -5833.97 -0.007
2012-01-xx xx:xx:xx 2012-01-xx xx:xx:xx IF99 1 2485.00 2476.80 8.1999999999998 74.43 2025.56 -0.003
2012-01-xx xx:xx:xx 2012-01-xx xx:xx:xx IF99 1 2494.20 2498.60 4.4000000000001 254.89 885.08 0.002
2012-01-xx xx:xx:xx 2012-01-xx xx:xx:xx IF99 1 2503.20 2512.80 9.6000000000004 75.24 2444.72 0.004
2012-01-xx xx:xx:xx 2012-01-xx xx:xx:xx IF99 1 2539.80 2534.40 5.4000000000001 256.11 1183.78 -0.002
2012-01-xx xx:xx:xx 2012-01-xx xx:xx:xx IF99 1 2550.00 2553.80 3.8000000000002 76.56 703.46 0.001
2012-01-xx xx:xx:xx 2012-01-xx xx:xx:xx IF99 1 2549.80 2552.00 2.1999999999998 256.53 223.53 0.001
2012-01-xx xx:xx:xx 2012-01-xx xx:xx:xx IF99 1 2538.60 2533.20 5.4000000000001 76.08 1183.97 -0.002
2012-01-xx xx:xx:xx 2012-01-xx xx:xx:xx IF99 1 2546.60 2561.80 15.2 256.63 4123.36 0.006
2012-01-xx xx:xx:xx 2012-01-xx xx:xx:xx IF99 1 2544.80 2553.00 8.1999999999998 76.47 2023.59 0.003
2012-01-xx xx:xx:xx 2012-01-xx xx:xx:xx IF99 1 2554.40 2542.60 11.8 256.46 3103.49 -0.005
2012-01-xx xx:xx:xx 2012-01-xx xx:xx:xx IF99 1 2440.40 2450.60 10.2 73.37 2626.69 0.004
2012-01-xx xx:xx:xx 2012-01-xx xx:xx:xx IF99 1 2430.40 2435.40 -5 252.99 -1932.99 0.002
2012-01-xx xx:xx:xx 2012-01-xx xx:xx:xx IF99 1 2376.40 2407.40 -31 71.76 -9731.76 0.013
2012-01-xx xx:xx:xx 2012-01-xx xx:xx:xx IF99 1 2379.20 2395.20 16 251.62 4368.31 0.007
2012-01-xx xx:xx:xx 2012-01-xx xx:xx:xx IF99 1 2391.20 2389.00 -2.1999999999998 71.70 -1091.76 -0.001
2012-01-xx xx:xx:xx 2012-01-xx xx:xx:xx IF99 1 2398.20 2385.20 13 251.75 3468.32 -0.005
2012-01-xx xx:xx:xx 2012-01-xx xx:xx:xx IF99 1 2403.40 2404.60 -1.1999999999998 72.12 -792.18 0
2012-01-xx xx:xx:xx 2012-01-xx xx:xx:xx IF99 1 2416.00 2423.80 7.8000000000002 252.60 1907.42 0.003