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
2005-11-28 xx:xx:xx 2005-12-15 xx:xx:xx CF99.ZZ 1 22780.00 22655.00 125 12.00 613.00 -0.005
2005-11-22 xx:xx:xx 2005-11-28 xx:xx:xx CF99.ZZ 1 22895.00 22780.00 -115 12.00 -587.00 -0.005
2005-11-16 xx:xx:xx 2005-11-22 xx:xx:xx CF99.ZZ 1 22715.00 22895.00 -180 12.00 -912.00 0.008
2005-11-15 xx:xx:xx 2005-11-16 xx:xx:xx CF99.ZZ 1 22890.00 22715.00 -175 12.00 -887.00 -0.008
2005-11-10 xx:xx:xx 2005-11-15 xx:xx:xx CF99.ZZ 1 22795.00 22890.00 -95 12.00 -487.00 0.004
2005-11-03 xx:xx:xx 2005-11-10 xx:xx:xx CF99.ZZ 1 22950.00 22795.00 -155 12.00 -787.00 -0.007
2005-10-31 xx:xx:xx 2005-11-03 xx:xx:xx CF99.ZZ 1 22795.00 22950.00 -155 12.00 -787.00 0.007
2005-09-21 xx:xx:xx 2005-10-31 xx:xx:xx CF99.ZZ 1 22090.00 22795.00 705 12.00 3513.00 0.032
2005-09-14 xx:xx:xx 2005-09-21 xx:xx:xx CF99.ZZ 1 22005.00 22090.00 -85 12.00 -437.00 0.004
2005-09-05 xx:xx:xx 2005-09-14 xx:xx:xx CF99.ZZ 1 22075.00 22005.00 -70 12.00 -362.00 -0.003
2005-07-14 xx:xx:xx 2005-09-05 xx:xx:xx CF99.ZZ 1 23005.00 22075.00 930 12.00 4638.00 -0.04
2005-07-11 xx:xx:xx 2005-07-14 xx:xx:xx CF99.ZZ 1 22995.00 23005.00 10 12.00 38.00 0
2005-05-12 xx:xx:xx 2005-07-11 xx:xx:xx CF99.ZZ 1 23605.00 22995.00 610 12.00 3038.00 -0.026
2005-04-18 xx:xx:xx 2005-05-12 xx:xx:xx CF99.ZZ 1 23670.00 23605.00 -65 12.00 -337.00 -0.003
2005-04-15 xx:xx:xx 2005-04-18 xx:xx:xx CF99.ZZ 1 23590.00 23670.00 -80 12.00 -412.00 0.003
2005-03-28 xx:xx:xx 2005-04-15 xx:xx:xx CF99.ZZ 1 23620.00 23590.00 -30 12.00 -162.00 -0.001
2005-03-23 xx:xx:xx 2005-03-28 xx:xx:xx CF99.ZZ 1 23395.00 23620.00 -225 12.00 -1137.00 0.01
2005-01-07 xx:xx:xx 2005-03-23 xx:xx:xx CF99.ZZ 1 22370.00 23395.00 1025 12.00 5113.00 0.046
2005-01-05 xx:xx:xx 2005-01-07 xx:xx:xx CF99.ZZ 1 22090.00 22370.00 -280 12.00 -1412.00 0.013
2005-01-04 xx:xx:xx 2005-01-05 xx:xx:xx CF99.ZZ 1 22140.00 22090.00 -50 12.00 -262.00 -0.002