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 |
2013-02-xx xx:xx:xx |
2013-02-xx xx:xx:xx |
IF99 |
多 |
13 |
2641.40 |
2616.00 |
-25.4 |
2470.39 |
-102670.39 |
-0.01 |
2013-02-xx xx:xx:xx |
2013-02-xx xx:xx:xx |
IF99 |
空 |
13 |
2663.40 |
2625.60 |
37.8 |
2062.71 |
143797.29 |
-0.014 |
2013-02-xx xx:xx:xx |
2013-02-xx xx:xx:xx |
IF99 |
空 |
12 |
2731.40 |
2715.20 |
16.2 |
2380.78 |
54919.22 |
-0.006 |
2013-02-xx xx:xx:xx |
2013-02-xx xx:xx:xx |
IF99 |
多 |
12 |
2816.00 |
2797.60 |
-18.4 |
2020.90 |
-69700.90 |
-0.007 |
2013-02-xx xx:xx:xx |
2013-02-xx xx:xx:xx |
IF99 |
多 |
12 |
2797.00 |
2803.00 |
6 |
2436.00 |
18144.00 |
0.002 |
2013-02-xx xx:xx:xx |
2013-02-xx xx:xx:xx |
IF99 |
多 |
12 |
2813.80 |
2791.00 |
-22.8 |
2017.73 |
-85537.73 |
-0.008 |
2013-02-xx xx:xx:xx |
2013-02-xx xx:xx:xx |
IF99 |
多 |
13 |
2788.20 |
2760.40 |
-27.8 |
2583.95 |
-112143.95 |
-0.01 |
2013-02-xx xx:xx:xx |
2013-02-xx xx:xx:xx |
IF99 |
多 |
13 |
2748.00 |
2773.60 |
25.6 |
2153.42 |
96126.58 |
0.009 |
2013-01-xx xx:xx:xx |
2013-01-xx xx:xx:xx |
IF99 |
多 |
13 |
2685.40 |
2703.60 |
18.2 |
2521.71 |
67318.29 |
0.007 |
2013-01-xx xx:xx:xx |
2013-01-xx xx:xx:xx |
IF99 |
多 |
13 |
2656.00 |
2678.60 |
22.6 |
2080.49 |
84499.51 |
0.009 |
2013-01-xx xx:xx:xx |
2013-01-xx xx:xx:xx |
IF99 |
空 |
13 |
2607.80 |
2625.80 |
-18 |
2461.10 |
-73801.10 |
0.007 |
2013-01-xx xx:xx:xx |
2013-01-xx xx:xx:xx |
IF99 |
多 |
13 |
2692.20 |
2670.20 |
-22 |
2091.34 |
-89451.34 |
-0.008 |
2013-01-xx xx:xx:xx |
2013-01-xx xx:xx:xx |
IF99 |
空 |
13 |
2605.80 |
2626.60 |
-20.8 |
2460.64 |
-84720.64 |
0.008 |
2013-01-xx xx:xx:xx |
2013-01-xx xx:xx:xx |
IF99 |
空 |
14 |
2609.60 |
2631.00 |
-21.4 |
2201.05 |
-93761.05 |
0.008 |
2013-01-xx xx:xx:xx |
2013-01-xx xx:xx:xx |
IF99 |
多 |
14 |
2621.00 |
2626.00 |
5 |
2563.74 |
17116.26 |
0.002 |
2013-01-xx xx:xx:xx |
2013-01-xx xx:xx:xx |
IF99 |
空 |
14 |
2573.60 |
2603.00 |
-29.4 |
2174.17 |
-127334.17 |
0.011 |
2013-01-xx xx:xx:xx |
2013-01-xx xx:xx:xx |
IF99 |
空 |
14 |
2598.80 |
2590.40 |
8.4000000000001 |
2539.46 |
31420.54 |
-0.003 |
2013-01-xx xx:xx:xx |
2013-01-xx xx:xx:xx |
IF99 |
多 |
13 |
2546.60 |
2623.40 |
76.8 |
2016.30 |
295943.70 |
0.03 |
2013-01-xx xx:xx:xx |
2013-01-xx xx:xx:xx |
IF99 |
空 |
13 |
2537.40 |
2532.80 |
4.5999999999999 |
2337.38 |
14402.62 |
-0.002 |
2013-01-xx xx:xx:xx |
2013-01-xx xx:xx:xx |
IF99 |
多 |
13 |
2575.60 |
2577.60 |
2 |
2009.75 |
4230.25 |
0.001 |