帕努奇交易记第24周:-1.5%, 年-13.0%

记录股民匹诺曹(Pinocchio)期货交易从亏损走向盈利的曲折过程。
打印 被阅读次数

   第24周交易39次共76手,亏损-9.3K(-2.5,0.0,3.2,-16.2,6.3),-1.5%。原仓-12.3,新仓-4.7,交易7.7。YTD -$84.7K,-13.0%。现账户资金598.0K,马金96.8K,杠杆3.1,净仓1,波动率1.2%,风险正常。

   本周为三重魔力日,纳闷为什么股市没有什么动静。原来是在等星期三Fed的决定,美联储为了对付通胀,决定今后将开始加息。股市期指,商品期货应声大跌。本周股市变化不利于原持仓,实际交易不多,不少交易还是因合约掉期而做。单边抄底黄金蒙受-4.3K的重大损失。由于杠杆不高,账户总的损失不算太大。因为换约的原因,本周原仓新仓交易盈亏额没能反应真实交易状况。

   目前汇率,能源期货已无仓位,主要是因为锁利被清空,结果常常因此而失去后续巨大的利润。决定今后如果长期看好,将采取“留一手”的策略,不再清空仓位。

   本周制作了一个视频还不错: Life at University of Teledo

   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 6AU21 -1.72 -4.9 -4.9 0.00% $74,805 $606 -4.11 0.81% 17 6/18/2021 16:56 0
1 6BU21 0 -3.95 -3.95 0.00% $86,288 $536 -0.26 0.62% 21 6/18/2021 16:50 0
2 6CU21 1.56 -6.04 -6.04 0.00% $80,245 $514 0.77 0.64% 10 6/18/2021 11:30 0
3 6EU21 0.64 -5.55 -5.55 0.00% $148,575 $829 -1.86 0.56% 17 6/18/2021 11:05 0
4 6JU21 0.33 -1.03 -3.18 0.00% $113,488 $535 -2.9 0.47% 15 6/16/2021 20:23 0
5 CLQ21 0.81 1.31 5.38 0.00% $71,140 $1,684 5.01 2.37% 17 6/10/2021 9:42 0
6 ESU21 0.46 -2.67 3.99 0.00% $207,088 $2,178 -0.33 1.05% 14 6/1/2021 9:31 -3
7 GCQ21 -0.52 -1.4 -5.37 0.00% $176,390 $2,529 -0.64 1.43% 22 6/17/2021 11:31 1
8 HGN21 -0.41 -4.36 -4.36 0.00% $103,050 $2,710 -0.45 2.63% 13 6/18/2021 16:57 0
9 HOQ21 -1.26 1.33 3.59 0.00% $87,587 $1,932 4.13 2.21% 15 6/1/2021 9:06 0
10 NGN21 -0.07 1.12 -3.71 0.00% $32,340 $805 4.87 2.49% 19 5/24/2021 8:17 0
11 NQU21 1.09 1.7 3.8 0.00% $280,355 $4,284 0.18 1.53% 21 6/1/2021 9:41 -1
12 RBQ21 0.92 1.47 4.13 0.00% $90,791 $2,004 3.23 2.21% 17 6/4/2021 9:22 0
13 RSU21 2.26 -3.07 3.86 0.00% $111,255 $2,000 -0.5 1.80% 18 4/29/2021 8:13 1
14 SIN21 -0.86 -1.04 -3.69 0.00% $129,225 $3,522 -0.35 2.73% 17 6/17/2021 12:26 0
15 YMU21 -1.98 -4.77 -5.12 0.00% $165,355 $1,710 -2.47 1.03% 14 5/13/2021 4:43 3
16 ZBU21 0.61 1.87 -4.36 0.00% $161,250 $1,068 4.33 0.66% 19 5/13/2021 5:55 0
17 ZCN21 3.35 1.22 4.1 0.00% $32,888 $1,304 3.06 3.97% 20 4/27/2021 6:15 -2
18 ZCU21 3.35 1.71 -4.49 0.00% $28,950 $1,178 1.93 4.07% 16 5/16/2021 22:39 0
19 ZSN21 -1.18 2 -7.32 0.00% $69,863 $2,022 -0.78 2.89% 12 6/17/2021 14:18 1
20 ZSU21 -1.18 2.13 -7.39 0.00% $65,975 $1,738 0.04 2.63% 14 6/17/2021 14:18 0
21 ZWN21 -1.17 1.28 4.95 0.00% $33,100 $1,190 0.25 3.60% 18 4/27/2021 6:30 1
22 ZWU21 -1.17 1.35 4.93 0.00% $33,225 $1,141 0.28 3.43% 18 4/27/2021 6:30 0
23 6BU21-6AU21 0.7 2.12 3.85 11.82% $11,483 $534 4.4 0.71% 22 5/12/2021 11:32 0
24 6CU21-6AU21 1.85 1.41 3.67 11.80% $5,440 $535 5.4 0.71% 19 4/30/2021 13:51 0
25 6CU21-HGN21 0.21 4.03 -4.24 12.99% ($22,805) $2,358 0.68 2.29% 15 5/10/2021 2:02 0
26 6EU21-6AU21 1.21 -2.69 3.16 25.82% $73,770 $615 1.54 0.41% 27 5/19/2021 9:51 0
27 6EU21-6BU21 0.54 -3.63 -3.63 13.21% $62,288 $720 -1.95 0.48% 13 6/17/2021 20:11 0
28 6EU21-6CU21 0.19 -3.11 -3.85 12.81% $68,330 $723 -2.68 0.49% 15 5/5/2021 12:06 0
29 ESU21-RSU21 -1.72 1.21 2.62 12.53% $95,833 $1,906 0.15 0.92% 18 5/11/2021 1:45 -1
30 ESU21-YMU21 2.09 4.73 4.73 40.89% $41,733 $1,288 2.73 0.62% 19 6/18/2021 10:42 -2
31 GCQ21-SIN21 0.69 1.49 3.91 43.49% $47,165 $1,990 -0.19 1.54% 23 5/21/2021 12:14 0
32 HOQ21-CLQ21 -1.25 1.34 -3.56 53.21% $16,447 $904 -0.51 1.03% 24 6/16/2021 9:02 0
33 NQU21-ESU21 2.64 2.34 -3.92 34.62% $73,268 $2,801 0.53 1.00% 21 5/11/2021 8:21 0
34 NQU21-RSU21 -0.21 2.19 -3.43 14.58% $169,100 $3,659 0.49 1.31% 17 5/4/2021 11:57 0
35 NQU21-YMU21 2.99 2.28 -3.88 12.66% $115,000 $3,742 1.34 1.33% 21 5/11/2021 9:00 -1
36 RBQ21-CLQ21 0.75 1.62 -3.94 54.78% $19,651 $906 -2.16 1.00% 27 6/16/2021 9:18 0
37 RBQ21-HOQ21 1.36 1.67 -2.33 57.09% $3,205 $860 -1.74 0.95% 25 5/13/2021 2:31 0
38 YMU21-RSU21 -2.7 -2.08 6.01 7.90% $54,100 $1,842 -1.75 1.66% 13 5/11/2021 8:29 0
39 ZBU21-6JU21 0.21 1.91 4.6 8.49% $47,763 $977 6.32 0.61% 19 6/11/2021 4:59 0
40 ZSN21-ZCN21 -1.13 1.09 -4.79 30.74% $36,975 $1,400 -3.97 2.00% 18 6/17/2021 14:18 0
41 ZSN21-ZWN21 -0.51 1.8 5.52 25.11% $36,763 $1,514 -1.24 2.17% 14 5/12/2021 12:02 1
42 ZWN21-ZCN21 -2.17 1.96 -3.97 33.37% $213 $869 -4.24 2.64% 11 5/4/2021 13:09 2
43 ZSU21-ZCU21 -1.13 -1 -7.09 35.27% $37,025 $1,125 -1.96 1.71% 17 6/17/2021 14:18 0
44 ZSU21-ZWU21 -0.51 1.89 -7.32 25.83% $32,750 $1,289 -0.19 1.95% 16 6/17/2021 14:18 0
45 ZWU21-ZCU21 -2.17 -1.11 -4.07 35.93% $4,275 $755 -2.58 2.61% 21 5/6/2021 10:35 0
46 PTF 0 -7.1 -7.1 0.00% $597,953 $7,010 -0.04 1.17% 19 6/17/2021 16:38 1
                         
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