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
2010-12-09 xx:xx:xx 2010-12-14 xx:xx:xx CF99.ZZ 1 27560.00 28540.00 -980 12.00 -4912.00 0.036
2010-11-30 xx:xx:xx 2010-12-09 xx:xx:xx CF99.ZZ 1 25970.00 27560.00 1590 12.00 7938.00 0.061
2010-11-18 xx:xx:xx 2010-11-30 xx:xx:xx CF99.ZZ 1 28135.00 25970.00 2165 12.00 10813.00 -0.077
2010-08-02 xx:xx:xx 2010-11-18 xx:xx:xx CF99.ZZ 1 17870.00 28135.00 10265 12.00 51313.00 0.574
2010-07-06 xx:xx:xx 2010-08-02 xx:xx:xx CF99.ZZ 1 17710.00 17870.00 -160 12.00 -812.00 0.009
2010-07-05 xx:xx:xx 2010-07-06 xx:xx:xx CF99.ZZ 1 17910.00 17710.00 -200 12.00 -1012.00 -0.011
2010-07-02 xx:xx:xx 2010-07-05 xx:xx:xx CF99.ZZ 1 17910.00 17910.00 0 12.00 -12.00 0
2010-06-24 xx:xx:xx 2010-07-02 xx:xx:xx CF99.ZZ 1 18040.00 17910.00 -130 12.00 -662.00 -0.007
2010-06-21 xx:xx:xx 2010-06-24 xx:xx:xx CF99.ZZ 1 17840.00 18040.00 -200 12.00 -1012.00 0.011
2010-06-17 xx:xx:xx 2010-06-21 xx:xx:xx CF99.ZZ 1 18050.00 17840.00 -210 12.00 -1062.00 -0.012
2010-05-31 xx:xx:xx 2010-06-17 xx:xx:xx CF99.ZZ 1 17810.00 18050.00 -240 12.00 -1212.00 0.013
2010-05-27 xx:xx:xx 2010-05-31 xx:xx:xx CF99.ZZ 1 18060.00 17810.00 -250 12.00 -1262.00 -0.014
2010-05-26 xx:xx:xx 2010-05-27 xx:xx:xx CF99.ZZ 1 18020.00 18060.00 -40 12.00 -212.00 0.002
2010-05-14 xx:xx:xx 2010-05-26 xx:xx:xx CF99.ZZ 1 18000.00 18020.00 20 12.00 88.00 0.001
2010-05-12 xx:xx:xx 2010-05-14 xx:xx:xx CF99.ZZ 1 17810.00 18000.00 -190 12.00 -962.00 0.011
2010-05-11 xx:xx:xx 2010-05-12 xx:xx:xx CF99.ZZ 1 17880.00 17810.00 -70 12.00 -362.00 -0.004
2010-05-07 xx:xx:xx 2010-05-11 xx:xx:xx CF99.ZZ 1 17730.00 17880.00 -150 12.00 -762.00 0.008
2010-04-21 xx:xx:xx 2010-05-07 xx:xx:xx CF99.ZZ 1 17990.00 17730.00 -260 12.00 -1312.00 -0.014
2010-04-20 xx:xx:xx 2010-04-21 xx:xx:xx CF99.ZZ 1 17680.00 17990.00 -310 12.00 -1562.00 0.018
2010-04-19 xx:xx:xx 2010-04-20 xx:xx:xx CF99.ZZ 1 17720.00 17680.00 -40 12.00 -212.00 -0.002