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
2006-02-17 xx:xx:xx 2006-04-12 xx:xx:xx AL99.SQ 10 23435.00 23305.00 130 100.00 6400.00 -0.006
2005-11-28 xx:xx:xx 2006-02-17 xx:xx:xx AL99.SQ 10 20875.00 23435.00 2560 100.00 127900.00 0.123
2005-10-28 xx:xx:xx 2005-11-28 xx:xx:xx AL99.SQ 10 20335.00 20875.00 -540 100.00 -27100.00 0.027
2005-10-11 xx:xx:xx 2005-10-28 xx:xx:xx AL99.SQ 10 20025.00 20335.00 310 100.00 15400.00 0.015
2005-06-22 xx:xx:xx 2005-10-11 xx:xx:xx AL99.SQ 10 19985.00 20025.00 -40 100.00 -2100.00 0.002
2005-06-07 xx:xx:xx 2005-06-22 xx:xx:xx AL99.SQ 10 20145.00 19985.00 -160 100.00 -8100.00 -0.008
2005-03-21 xx:xx:xx 2005-06-07 xx:xx:xx AL99.SQ 10 20175.00 20145.00 30 100.00 1400.00 -0.001
2005-02-25 xx:xx:xx 2005-03-21 xx:xx:xx AL99.SQ 10 19775.00 20175.00 400 100.00 19900.00 0.02
2005-01-06 xx:xx:xx 2005-02-25 xx:xx:xx AL99.SQ 10 19395.00 19775.00 -380 100.00 -19100.00 0.02
2004-12-17 xx:xx:xx 2005-01-06 xx:xx:xx AL99.SQ 10 19615.00 19395.00 -220 100.00 -11100.00 -0.011
2004-10-18 xx:xx:xx 2004-12-17 xx:xx:xx AL99.SQ 10 19845.00 19615.00 230 100.00 11400.00 -0.012
2004-09-14 xx:xx:xx 2004-10-18 xx:xx:xx AL99.SQ 10 19925.00 19845.00 -80 100.00 -4100.00 -0.004
2004-09-07 xx:xx:xx 2004-09-14 xx:xx:xx AL99.SQ 10 19625.00 19925.00 -300 100.00 -15100.00 0.015
2004-08-19 xx:xx:xx 2004-09-07 xx:xx:xx AL99.SQ 10 19625.00 19625.00 0 100.00 -100.00 0
2004-04-23 xx:xx:xx 2004-08-19 xx:xx:xx AL99.SQ 10 21075.00 19625.00 1450 100.00 72400.00 -0.069
2004-04-06 xx:xx:xx 2004-04-23 xx:xx:xx AL99.SQ 10 22465.00 21075.00 -1390 100.00 -69600.00 -0.062
2004-03-04 xx:xx:xx 2004-04-06 xx:xx:xx AL99.SQ 10 21815.00 22465.00 -650 100.00 -32600.00 0.03
2003-12-22 xx:xx:xx 2004-03-04 xx:xx:xx AL99.SQ 10 20575.00 21815.00 1240 100.00 61900.00 0.06
2003-11-19 xx:xx:xx 2003-12-22 xx:xx:xx AL99.SQ 10 19695.00 20575.00 -880 100.00 -44100.00 0.045
2003-10-15 xx:xx:xx 2003-11-19 xx:xx:xx AL99.SQ 10 19185.00 19695.00 510 100.00 25400.00 0.027