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
2013-04-11 09:30:00 2013-04-11 09:45:00 IF99 1 2458.20 2443.60 -14.6 553.53 -4693.48 -0.006
2013-04-11 09:30:00 2013-04-11 09:45:00 IF99 1 2458.20 2453.20 -5 1883.67 -1813.67 -0.002
2013-04-11 09:40:00 2013-04-11 09:41:00 IF99 1 2451.80 2455.80 4 73.61 886.39 0.002
2013-04-11 09:15:00 2013-04-11 09:35:00 IF99 1 2445.60 2449.40 3.8000000000002 4003.43 826.52 0.002
2013-04-11 09:15:00 2013-04-11 09:30:00 IF99 1 2442.20 2458.20 16 3313.51 4486.49 0.007
2013-04-09 10:15:00 2013-04-11 09:30:00 IF99 1 2448.00 2458.20 -10.2 1963.59 -3373.58 0.004
2013-04-10 11:15:00 2013-04-11 09:15:00 IF99 1 2423.20 2442.20 -19 1452.98 -6012.98 0.008
2013-04-10 15:05:00 2013-04-11 09:15:00 IF99 1 2427.60 2445.60 -18 2243.10 -5713.10 0.007
2013-04-10 13:55:00 2013-04-10 15:05:00 IF99 1 2422.80 2427.60 4.7999999999997 2632.76 1127.26 0.002
2013-04-10 14:36:00 2013-04-10 14:40:00 IF99 1 2426.60 2435.40 8.8000000000002 7522.93 2327.08 0.004
2013-04-10 11:00:00 2013-04-10 14:30:00 ag99 1 5871.00 5895.00 -24 28.24 -448.24 0.004
2013-04-10 13:59:00 2013-04-10 14:26:00 IF99 1 2417.40 2427.40 10 1522.67 2687.33 0.004
2013-04-10 09:35:00 2013-04-10 13:55:00 IF99 1 2429.20 2422.80 6.3999999999996 1032.78 1607.19 -0.003
2013-04-10 13:16:00 2013-04-10 13:19:00 IF99 1 2424.00 2427.40 3.4000000000001 3132.77 707.20 0.001
2013-04-10 10:00:00 2013-04-10 11:00:00 ag99 1 5873.00 5871.00 -2 1278.19 -118.19 -0
2013-04-10 09:21:00 2013-04-10 09:37:00 IF99 1 2428.40 2433.40 5 1772.93 1187.07 0.002
2013-04-10 09:20:00 2013-04-10 09:35:00 IF99 1 2431.80 2429.20 -2.6000000000004 5032.92 -1092.94 -0.001
2013-04-09 14:10:00 2013-04-10 09:20:00 IF99 1 2439.00 2431.80 7.1999999999998 4933.06 1846.92 -0.003
2013-04-09 09:45:00 2013-04-10 09:15:00 IF99 1 2436.20 2427.00 -9.1999999999998 72.95 -3072.93 -0.004
2013-04-09 09:45:00 2013-04-10 09:15:00 IF99 1 2436.20 2427.00 -9.1999999999998 1082.95 -3072.93 -0.004