| ID | Instrument Name | Action | Quantity | Price | Trade Date | Settlement Date |
|---|---|---|---|---|---|---|
| 2 | BIDU | SELL | 40000.0 | -372.79 | 2023-12-31 | 2023-12-31 |
| Lot ID | Instrument ID | Business Date | Quantity | Unit Price | Version |
|---|
| ID | Instrument ID | Business Date | Realized P&L | Market P&L | Draw Down |
|---|
| ID | Instrument ID | Business Date | Realized P&L | Market P&L | Draw Down |
|---|
| ID | Instrument ID | Business Date | Realized P&L | Market P&L | Draw Down | Log Return | Simple Return |
|---|---|---|---|---|---|---|---|
| 63 | BIDU | 2023-10-02 | 0.0 | 8.84782E7 | 2.29369E-8 | 0.0 | 0.0 |
| 91 | BIDU | 2023-10-03 | -2580200.0 | 8.5898E7 | 0.029162 | 0.0 | 0.0 |
| 119 | BIDU | 2023-10-04 | -904398.0 | 8.49936E7 | 0.0393837 | 0.0 | 0.0 |
| 147 | BIDU | 2023-10-05 | 1522850.0 | 8.65165E7 | 0.0221721 | 0.0 | 0.0 |
| 175 | BIDU | 2023-10-06 | 3098900.0 | 8.96154E7 | 0.0 | 0.0 | 0.0 |
| 203 | BIDU | 2023-10-03 | -3717350.0 | 8.5898E7 | 0.0414811 | 0.0 | 0.0 |
| 231 | BIDU | 2023-10-04 | -4621750.0 | 8.49936E7 | 0.0515731 | 0.0 | 0.0 |
| 259 | BIDU | 2023-10-05 | -3098900.0 | 8.65165E7 | 0.03458 | 0.0 | 0.0 |
| 287 | BIDU | 2023-10-06 | 0.0 | 8.96154E7 | 0.0 | 0.0 | 0.0 |
| 315 | BIDU | 2023-10-03 | -3717350.0 | 8.5898E7 | 0.0414811 | 0.0 | 0.0 |
| 343 | BIDU | 2023-10-04 | -4621750.0 | 8.49936E7 | 0.0515731 | 0.0 | 0.0 |
| 371 | BIDU | 2023-10-05 | -3098900.0 | 8.65165E7 | 0.03458 | 0.0 | 0.0 |
| 399 | BIDU | 2023-10-06 | 0.0 | 8.96154E7 | 0.0 | 0.0 | 0.0 |
| 427 | BIDU | 2023-10-02 | -1137150.0 | 8.84782E7 | 0.0126892 | 0.0 | 0.0 |
| 455 | BIDU | 2023-10-03 | -3717350.0 | 8.5898E7 | 0.0414811 | 0.0 | 0.0 |
| 483 | BIDU | 2023-10-04 | -4621750.0 | 8.49936E7 | 0.0515731 | 0.0 | 0.0 |
| 511 | BIDU | 2023-10-05 | -3098900.0 | 8.65165E7 | 0.03458 | 0.0 | 0.0 |
| 539 | BIDU | 2023-10-06 | 0.0 | 8.96154E7 | 0.0 | 0.0 | 0.0 |
| 567 | BIDU | 2023-10-09 | -784700.0 | 8.88307E7 | 0.00875627 | 0.0 | 0.0 |
| 595 | BIDU | 2023-10-10 | 704896.0 | 8.95356E7 | 8.90431E-4 | 0.0 | 0.0 |
| 623 | BIDU | 2023-10-11 | -345800.0 | 8.91898E7 | 0.00474914 | 0.0 | 0.0 |
| 651 | BIDU | 2023-10-12 | -3990000.0 | 8.51998E7 | 0.0492727 | 0.0 | 0.0 |
| 679 | BIDU | 2023-10-13 | -1955100.0 | 8.32447E7 | 0.0710893 | 0.0 | 0.0 |
| 707 | BIDU | 2023-10-16 | -179554.0 | 8.30652E7 | 0.0730929 | 0.0 | 0.0 |
| 735 | BIDU | 2023-10-17 | -3424750.0 | 7.96404E7 | 0.111309 | 0.0 | 0.0 |
| 763 | BIDU | 2023-10-18 | -3358250.0 | 7.62822E7 | 0.148783 | 0.0 | 0.0 |
| 791 | BIDU | 2023-10-19 | -4555250.0 | 7.17269E7 | 0.199614 | 0.0 | 0.0 |
| 819 | BIDU | 2023-10-20 | -930996.0 | 7.07959E7 | 0.210003 | 0.0 | 0.0 |
| 847 | BIDU | 2023-10-23 | 625096.0 | 7.1421E7 | 0.203028 | 0.0 | 0.0 |
| 875 | BIDU | 2023-10-24 | 2679950.0 | 7.4101E7 | 0.173123 | 0.0 | 0.0 |
| 903 | BIDU | 2023-10-25 | -2294250.0 | 7.18067E7 | 0.198724 | 0.0 | 0.0 |
| 931 | BIDU | 2023-10-26 | 438896.0 | 7.22456E7 | 0.193826 | 0.0 | 0.0 |
| 959 | BIDU | 2023-10-27 | -1050700.0 | 7.11949E7 | 0.205551 | 0.0 | 0.0 |
| 987 | BIDU | 2023-10-30 | -591846.0 | 7.0603E7 | 0.212155 | 0.0 | 0.0 |
| 1015 | BIDU | 2023-10-31 | -778048.0 | 6.9825E7 | 0.220837 | 0.0 | 0.0 |
| 1043 | BIDU | 2023-11-01 | -19950.0 | 6.9805E7 | 0.22106 | 0.0 | 0.0 |
| 1071 | BIDU | 2023-11-02 | 1383200.0 | 7.11882E7 | 0.205625 | 0.0 | 0.0 |
| 1099 | BIDU | 2023-11-03 | 1735650.0 | 7.29239E7 | 0.186257 | 0.0 | 0.0 |
| 1127 | BIDU | 2023-11-06 | -837904.0 | 7.2086E7 | 0.195607 | 0.0 | 0.0 |
| 1155 | BIDU | 2023-11-07 | -259350.0 | 7.18266E7 | 0.198501 | 0.0 | 0.0 |
| 1183 | BIDU | 2023-11-08 | -392348.0 | 7.14343E7 | 0.202879 | 0.0 | 0.0 |
| 1211 | BIDU | 2023-11-09 | -1502900.0 | 6.99314E7 | 0.21965 | 0.0 | 0.0 |
| 1239 | BIDU | 2023-11-10 | 518700.0 | 7.04501E7 | 0.213862 | 0.0 | 0.0 |
| 1267 | BIDU | 2023-11-13 | 844554.0 | 7.12946E7 | 0.204437 | 0.0 | 0.0 |
| 1295 | BIDU | 2023-11-14 | 1549450.0 | 7.28441E7 | 0.187147 | 0.0 | 0.0 |
| 1323 | BIDU | 2023-11-15 | 2194500.0 | 7.50386E7 | 0.16266 | 0.0 | 0.0 |
| 1351 | BIDU | 2023-11-16 | -2360750.0 | 7.26778E7 | 0.189003 | 0.0 | 0.0 |
| 1379 | BIDU | 2023-11-17 | -791348.0 | 7.18865E7 | 0.197833 | 0.0 | 0.0 |
| 1407 | BIDU | 2023-11-20 | 2121350.0 | 7.40078E7 | 0.174161 | 0.0 | 0.0 |
| 1435 | BIDU | 2023-11-21 | 1416450.0 | 7.54243E7 | 0.158356 | 0.0 | 0.0 |
| 1463 | BIDU | 2023-11-22 | 4455500.0 | 7.98798E7 | 0.108638 | 0.0 | 0.0 |
| 1491 | BIDU | 2023-11-24 | 2181200.0 | 8.2061E7 | 0.084298 | 0.0 | 0.0 |
| 1519 | BIDU | 2023-11-27 | 399000.0 | 8.246E7 | 0.0798456 | 0.0 | 0.0 |
| 1547 | BIDU | 2023-11-28 | -2906050.0 | 7.9554E7 | 0.112274 | 0.0 | 0.0 |
| 1575 | BIDU | 2023-11-29 | -1064000.0 | 7.849E7 | 0.124147 | 0.0 | 0.0 |
| 1603 | BIDU | 2023-11-30 | 418948.0 | 7.89089E7 | 0.119472 | 0.0 | 0.0 |
| 1631 | BIDU | 2023-12-01 | -1256850.0 | 7.7652E7 | 0.133497 | 0.0 | 0.0 |
| 1659 | BIDU | 2023-12-04 | -2041550.0 | 7.56105E7 | 0.156278 | 0.0 | 0.0 |
| 1687 | BIDU | 2023-12-05 | -99746.0 | 7.55108E7 | 0.157391 | 0.0 | 0.0 |
| 1715 | BIDU | 2023-12-06 | -113052.0 | 7.53977E7 | 0.158652 | 0.0 | 0.0 |
| 1743 | BIDU | 2023-12-07 | 1596000.0 | 7.69937E7 | 0.140843 | 0.0 | 0.0 |
| 1771 | BIDU | 2023-12-08 | -1549450.0 | 7.54442E7 | 0.158133 | 0.0 | 0.0 |
| 1799 | BIDU | 2023-12-11 | 73152.0 | 7.55174E7 | 0.157317 | 0.0 | 0.0 |
| 1827 | BIDU | 2023-12-12 | -272650.0 | 7.52448E7 | 0.160359 | 0.0 | 0.0 |
| 1855 | BIDU | 2023-12-13 | -525352.0 | 7.47194E7 | 0.166221 | 0.0 | 0.0 |
| 1883 | BIDU | 2023-12-14 | 365750.0 | 7.50852E7 | 0.16214 | 0.0 | 0.0 |
| 1911 | BIDU | 2023-12-15 | 804648.0 | 7.58898E7 | 0.153161 | 0.0 | 0.0 |
| 1939 | BIDU | 2023-12-18 | -1236900.0 | 7.46529E7 | 0.166963 | 0.0 | 0.0 |
| 1967 | BIDU | 2023-12-19 | 1569400.0 | 7.62223E7 | 0.149451 | 0.0 | 0.0 |
| 1995 | BIDU | 2023-12-20 | -2254350.0 | 7.3968E7 | 0.174607 | 0.0 | 0.0 |
| 2023 | BIDU | 2023-12-21 | 4242700.0 | 7.82106E7 | 0.127263 | 0.0 | 0.0 |
| 2051 | BIDU | 2023-12-22 | -1908550.0 | 7.63021E7 | 0.14856 | 0.0 | 0.0 |
| 2079 | BIDU | 2023-12-26 | -46546.0 | 7.62556E7 | 0.14908 | 0.0 | 0.0 |
| 2107 | BIDU | 2023-12-27 | -186202.0 | 7.60694E7 | 0.151158 | 0.0 | 0.0 |
| 2135 | BIDU | 2023-12-28 | 2280950.0 | 7.83503E7 | 0.125705 | 0.0 | 0.0 |
| 2163 | BIDU | 2023-12-29 | 844546.0 | 7.91948E7 | 0.116281 | 0.0 | 0.0 |