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
2012-01-10 xx:xx:xx 2012-02-16 xx:xx:xx 600016 100 5.74 5.97 0.23 1.17 21.83 0.04
2011-12-29 xx:xx:xx 2012-01-10 xx:xx:xx 600016 100 5.35 5.74 -0.39 1.11 -40.11 0.073
2011-12-23 xx:xx:xx 2011-12-29 xx:xx:xx 600016 100 5.55 5.35 -0.2 1.09 -21.09 -0.036
2011-12-15 xx:xx:xx 2011-12-23 xx:xx:xx 600016 100 5.43 5.55 -0.12 1.10 -13.10 0.022
2011-12-02 xx:xx:xx 2011-12-15 xx:xx:xx 600016 100 5.51 5.43 -0.08 1.09 -9.09 -0.015
2011-11-11 xx:xx:xx 2011-12-02 xx:xx:xx 600016 100 5.63 5.51 0.12 1.11 10.89 -0.021
2011-10-17 xx:xx:xx 2011-11-11 xx:xx:xx 600016 100 5.35 5.63 0.28 1.10 26.90 0.052
2011-09-16 xx:xx:xx 2011-10-17 xx:xx:xx 600016 100 5.36 5.35 0.010000000000001 1.07 -0.07 -0.002
2011-09-15 xx:xx:xx 2011-09-16 xx:xx:xx 600016 100 5.41 5.36 -0.05 1.08 -6.08 -0.009
2011-09-07 xx:xx:xx 2011-09-15 xx:xx:xx 600016 100 5.39 5.41 -0.02 1.08 -3.08 0.004
2011-08-16 xx:xx:xx 2011-09-07 xx:xx:xx 600016 100 5.17 5.39 0.22 1.06 20.94 0.043
2011-07-21 xx:xx:xx 2011-08-16 xx:xx:xx 600016 100 5.23 5.17 0.06 1.04 4.96 -0.011
2011-07-20 xx:xx:xx 2011-07-21 xx:xx:xx 600016 100 5.28 5.23 -0.05 1.05 -6.05 -0.009
2011-07-04 xx:xx:xx 2011-07-20 xx:xx:xx 600016 100 5.27 5.28 -0.010000000000001 1.05 -2.05 0.002
2011-06-16 xx:xx:xx 2011-07-04 xx:xx:xx 600016 100 5.32 5.27 -0.050000000000001 1.06 -6.06 -0.009
2011-05-30 xx:xx:xx 2011-06-16 xx:xx:xx 600016 100 5.30 5.32 -0.02 1.06 -3.06 0.004
2011-05-20 xx:xx:xx 2011-05-30 xx:xx:xx 600016 100 5.49 5.30 -0.19 1.08 -20.08 -0.035
2011-05-10 xx:xx:xx 2011-05-20 xx:xx:xx 600016 100 5.29 5.49 -0.2 1.08 -21.08 0.038
2011-04-28 xx:xx:xx 2011-05-10 xx:xx:xx 600016 100 5.70 5.29 -0.41 1.10 -42.10 -0.072
2011-04-26 xx:xx:xx 2011-04-28 xx:xx:xx 600016 100 5.46 5.70 -0.24 1.12 -25.12 0.044