第21周交易37次共68手,盈利5.4K(-5.2,1.5,4.5,2.9,1.7),0.9%。原仓-1.0,新仓3.2,交易3.2。YTD -$85.8K,-13.2%。现账户资金596.9K,马金117.5K,杠杆3.1,净仓0,波动率0.9%,风险正常。
本周股市上涨。账户主要通过交易盈利。本周交易实在是太顺了,没有被套,几乎全赚。近期交易重点是:汇率空6E,期指空ES,能源空RB,谷物多ZW,均采用相应的配对交易。
以下是目前账户的持仓情况。
SID | Contract/Pair | RV | WV | WM | PE | MV | ATR | SR | V% | WN | DateTime | Pos |
0 | 6AM21 | -2.96 | -1.77 | 3.38 | 0.00% | $77,140 | $665 | 1.15 | 0.86% | 18 | 4/20/2021 3:37 | 1 |
1 | 6BM21 | 1.51 | 1.41 | 3.74 | 0.00% | $88,694 | $566 | 4.42 | 0.64% | 17 | 4/19/2021 23:10 | 1 |
2 | 6CM21 | 1.83 | 1.13 | 7.7 | 0.00% | $82,810 | $510 | 6.46 | 0.62% | 14 | 5/12/2021 9:06 | 0 |
3 | 6EM21 | -0.09 | 1.08 | 5.76 | 0.00% | $152,456 | $807 | 5.95 | 0.53% | 17 | 4/20/2021 3:45 | -2 |
4 | 6JM21 | 0.65 | -2.79 | 4.24 | 0.00% | $113,800 | $611 | -0.4 | 0.54% | 18 | 4/23/2021 8:53 | 0 |
5 | CLN21 | -0.31 | 3.14 | 3.24 | 0.00% | $66,630 | $1,881 | 3.26 | 2.82% | 16 | 4/20/2021 4:39 | 0 |
6 | ESM21 | 0.66 | 3.46 | 5.5 | 0.00% | $210,163 | $2,288 | 5.3 | 1.09% | 10 | 4/16/2021 15:50 | -2 |
7 | GCQ21 | 1.43 | -1.26 | 3.51 | 0.00% | $190,630 | $2,340 | 7.26 | 1.23% | 18 | 5/19/2021 9:57 | 0 |
8 | HGN21 | 0.63 | -1.02 | 5.36 | 0.00% | $116,738 | $2,460 | 6 | 2.11% | 14 | 4/27/2021 2:37 | 0 |
9 | HON21 | -1.43 | 2.65 | 3.26 | 0.00% | $85,667 | $1,960 | 4.77 | 2.29% | 16 | 4/20/2021 4:40 | 1 |
10 | NGN21 | 1.1 | 1.72 | -4.14 | 0.00% | $30,100 | $721 | 3.72 | 2.40% | 22 | 5/24/2021 8:17 | 0 |
11 | NQM21 | -0.45 | 3.54 | 5.54 | 0.00% | $273,730 | $4,496 | 3.21 | 1.64% | 18 | 4/14/2021 7:54 | 0 |
12 | RBN21 | 1.09 | 2.73 | 3.06 | 0.00% | $90,023 | $2,149 | 3.71 | 2.39% | 18 | 4/20/2021 4:39 | -1 |
13 | RSM21 | 1.09 | 2.8 | 3.47 | 0.00% | $113,450 | $2,330 | 1.14 | 2.05% | 15 | 4/2/2021 8:48 | 1 |
14 | SIN21 | -1.14 | -1.23 | 3.06 | 0.00% | $140,325 | $3,365 | 4.35 | 2.40% | 16 | 5/17/2021 21:49 | 0 |
15 | YMM21 | -0.77 | 3.42 | -5.04 | 0.00% | $172,720 | $1,767 | 4.59 | 1.02% | 12 | 5/13/2021 4:52 | 1 |
16 | ZBU21 | -1.61 | 0.99 | -5.08 | 0.00% | $156,313 | $917 | 3.61 | 0.59% | 16 | 5/13/2021 5:55 | 0 |
17 | ZCN21 | 2.61 | 3.08 | 5.95 | 0.00% | $32,800 | $1,100 | 5.52 | 3.35% | 18 | 4/27/2021 6:15 | -3 |
18 | ZSN21 | 1.3 | 1.9 | 5.88 | 0.00% | $76,438 | $1,694 | 4.03 | 2.22% | 13 | 4/27/2021 6:39 | -2 |
19 | ZWN21 | -2.63 | 1.76 | 7.57 | 0.00% | $33,188 | $1,109 | 2.38 | 3.34% | 16 | 4/27/2021 6:30 | 5 |
20 | 6BM21-6AM21 | 2.43 | 2.16 | 3.75 | 24.11% | $11,554 | $504 | 3.45 | 0.65% | 19 | 5/13/2021 4:02 | 0 |
21 | 6CM21-6AM21 | 2.97 | 1.89 | 4.18 | 25.66% | $5,670 | $494 | 5.11 | 0.64% | 18 | 4/30/2021 14:58 | 0 |
22 | 6CM21-HGN21 | -0.93 | 1.03 | -4.53 | 10.57% | ($33,928) | $2,200 | -5.21 | 1.88% | 18 | 5/10/2021 2:02 | 0 |
23 | 6EM21-6AM21 | 1.01 | 1.05 | 4.96 | 27.42% | $75,316 | $586 | 6.89 | 0.38% | 19 | 5/19/2021 9:46 | -1 |
24 | 6EM21-6BM21 | -0.42 | -2.49 | 4.83 | 21.83% | $63,763 | $631 | 3.64 | 0.41% | 16 | 4/9/2021 3:05 | -1 |
25 | 6EM21-6CM21 | -0.58 | -1.75 | -3.99 | 13.69% | $69,646 | $697 | 2.17 | 0.46% | 14 | 5/5/2021 12:09 | 0 |
26 | ESM21-RSM21 | -0.65 | -1.88 | 5.45 | 25.82% | $96,713 | $1,728 | 5.48 | 1.52% | 11 | 4/13/2021 12:48 | -1 |
27 | ESM21-YMM21 | 0.77 | 1.64 | 6.45 | 53.01% | $37,443 | $1,075 | 3.73 | 0.51% | 15 | 4/14/2021 7:05 | -1 |
28 | GCQ21-SIN21 | 1.26 | 1.55 | 3.97 | 41.63% | $50,305 | $1,964 | 1.2 | 1.40% | 24 | 5/21/2021 12:14 | 0 |
29 | HON21-CLN21 | -1.41 | -1.25 | 4.09 | 60.16% | $19,037 | $781 | 4.11 | 0.91% | 25 | 5/10/2021 9:49 | 0 |
30 | NQM21-ESM21 | 0.05 | 1.79 | 4.7 | 39.47% | $63,568 | $2,722 | 0.85 | 0.99% | 23 | 4/8/2021 21:07 | 0 |
31 | NQM21-RSM21 | -1 | -1.24 | 6.07 | 20.55% | $160,280 | $3,573 | 3.29 | 1.31% | 13 | 4/14/2021 7:55 | 0 |
32 | NQM21-YMM21 | 0.16 | 1.75 | 5.03 | 18.21% | $101,010 | $3,678 | 1.72 | 1.34% | 23 | 4/8/2021 21:07 | 0 |
33 | RBN21-CLN21 | 1.08 | -1.29 | 3.77 | 59.57% | $23,393 | $869 | 2.12 | 0.96% | 17 | 5/5/2021 10:29 | 0 |
34 | RBN21-HON21 | 1.59 | 1.76 | 2.93 | 57.48% | $4,355 | $914 | -1.5 | 1.01% | 23 | 5/4/2021 3:57 | -1 |
35 | YMM21-RSM21 | -1.22 | -1.67 | 6.03 | 22.10% | $59,270 | $1,815 | 3 | 1.60% | 13 | 5/11/2021 8:28 | 0 |
36 | ZBU21-6JM21 | -1.61 | 3.53 | -4.12 | 1.82% | $42,513 | $901 | 3.95 | 0.58% | 16 | 5/13/2021 6:02 | 0 |
37 | ZSN21-ZCN21 | 1.36 | -1.72 | 5.29 | 32.08% | $43,638 | $1,150 | 0.65 | 1.50% | 16 | 5/12/2021 12:02 | 0 |
38 | ZSN21-ZWN21 | 1.98 | 1.65 | 5.27 | 23.84% | $43,250 | $1,290 | 3.25 | 1.69% | 19 | 5/12/2021 12:02 | -2 |
39 | ZWN21-ZCN21 | -3.09 | -2.19 | -4.23 | 26.47% | $388 | $816 | -4.21 | 2.46% | 12 | 5/4/2021 13:09 | 3 |
40 | PTF | 0 | -1.5 | -2.72 | 0.00% | $596,856 | $5,446 | 0.04 | 0.87% | 23 | 5/12/2021 6:23 | 1 |