第26周交易54次共79手,亏损-8.7K(-5.3,-2.7,6.1,1.6,-8.3),-1.4%。原仓-11.8,新仓-2.0,交易5.4。YTD -$84.6K,-13.0%。现账户资金598.1K,马金141.6K,杠杆4.1,净仓0,波动率1.2%,风险稍高。
本周股市标普与納指爆涨,连创新高。账户由于做空标普与納指,在期指上损失惨重。虽然黄金,能源,谷物交易上赚钱,亦不能弥补账户的亏损。黄金单边做多盈利后已与白银空仓配对。最近二周试图单边做空納指,由于持续上涨均未成功。
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 | -1.68 | 1.41 | -4.99 | 0.00% | $75,290 | $595 | -3.39 | 0.79% | 15 | 6/18/2021 16:56 | 0 |
1 | 6BU21 | -0.14 | 1.2 | -3.91 | 0.00% | $86,506 | $553 | 0.21 | 0.64% | 18 | 6/20/2021 23:48 | 0 |
2 | 6CU21 | 1.55 | 1.71 | -5.97 | 0.00% | $81,115 | $530 | -0.59 | 0.65% | 10 | 6/21/2021 3:23 | 0 |
3 | 6EU21 | 0.31 | -2.46 | -5.79 | 0.00% | $148,519 | $804 | -2.75 | 0.54% | 16 | 6/20/2021 23:48 | 0 |
4 | 6JU21 | 0.23 | 1.35 | -3.23 | 0.00% | $112,625 | $527 | -3.54 | 0.47% | 16 | 6/16/2021 20:23 | 0 |
5 | CLQ21 | 0.48 | 2.42 | 6.58 | 0.00% | $75,190 | $1,721 | 7 | 2.29% | 16 | 6/16/2021 11:32 | 0 |
6 | ESU21 | 0.16 | 5.08 | 5.08 | 0.00% | $216,938 | $2,158 | 3.79 | 0.99% | 11 | 7/2/2021 15:51 | -3 |
7 | GCQ21 | -1.3 | 1.72 | -5.27 | 0.00% | $178,770 | $2,574 | 0.7 | 1.44% | 20 | 6/17/2021 11:31 | 1 |
8 | HGU21 | 0.04 | -1.02 | -4.79 | 0.00% | $106,975 | $2,610 | -1.79 | 2.44% | 15 | 6/21/2021 3:25 | 0 |
9 | HOQ21 | -0.83 | 1.77 | 4.41 | 0.00% | $91,522 | $1,996 | 5.26 | 2.18% | 12 | 6/10/2021 9:42 | 2 |
10 | NGQ21 | 0.09 | 1.43 | 6.78 | 0.00% | $37,020 | $946 | 7.57 | 2.55% | 15 | 6/29/2021 10:55 | 0 |
11 | NQU21 | 1.26 | 3.72 | 3.99 | 0.00% | $294,020 | $4,084 | 4.06 | 1.39% | 19 | 6/1/2021 9:41 | -1 |
12 | RBQ21 | 1.22 | 1.88 | 3.88 | 0.00% | $96,621 | $2,136 | 4.94 | 2.21% | 18 | 6/4/2021 9:22 | -2 |
13 | RSU21 | 1.3 | 1.25 | -3.54 | 0.00% | $115,125 | $1,979 | 0.85 | 1.72% | 19 | 6/20/2021 23:38 | 1 |
14 | SIU21 | 0.37 | 1.51 | -3.86 | 0.00% | $132,975 | $3,365 | 0.91 | 2.53% | 18 | 6/17/2021 12:26 | -1 |
15 | YMU21 | -1.2 | 1.87 | -4.89 | 0.00% | $173,225 | $1,835 | 2.47 | 1.06% | 11 | 6/20/2021 23:38 | 3 |
16 | ZBU21 | 1.18 | 2.26 | -3.96 | 0.00% | $161,063 | $1,176 | 4.78 | 0.73% | 14 | 5/13/2021 5:55 | 0 |
17 | ZCU21 | 1.11 | -1.43 | -4.13 | 0.00% | $29,600 | $1,282 | -0.4 | 4.33% | 17 | 5/16/2021 22:39 | -1 |
18 | ZSU21 | 0.18 | -1.05 | -6.52 | 0.00% | $70,450 | $1,969 | 0.42 | 2.80% | 17 | 6/17/2021 14:18 | -1 |
19 | ZWU21 | -0.9 | -1.97 | -3.2 | 0.00% | $32,563 | $1,146 | -3.99 | 3.52% | 18 | 5/26/2021 10:07 | 2 |
20 | 6BU21-6AU21 | 0.56 | -1 | 4.13 | 16.19% | $11,216 | $499 | 4.28 | 0.66% | 23 | 5/12/2021 11:32 | 0 |
21 | 6CU21-6AU21 | 1.82 | 1.76 | 3.84 | 19.41% | $5,825 | $480 | 3.55 | 0.64% | 23 | 5/13/2021 7:28 | 0 |
22 | 6CU21-HGU21 | -0.25 | 1.02 | 4.29 | 9.82% | ($25,860) | $2,354 | 1.85 | 2.20% | 17 | 6/21/2021 3:25 | 0 |
23 | 6EU21-6AU21 | 0.91 | -1.28 | 3.46 | 30.04% | $73,229 | $562 | -0.34 | 0.38% | 25 | 5/19/2021 9:51 | 0 |
24 | 6EU21-6BU21 | 0.3 | -1.55 | -4.05 | 17.86% | $62,013 | $660 | -3.52 | 0.44% | 14 | 6/23/2021 3:18 | 0 |
25 | 6EU21-6CU21 | -0.11 | -2.27 | 3.54 | 21.84% | $67,404 | $628 | -3.01 | 0.42% | 19 | 5/19/2021 10:29 | 0 |
26 | ESU21-RSU21 | -1.05 | 4.21 | 4.21 | 19.19% | $101,813 | $1,744 | 3.73 | 0.80% | 21 | 7/2/2021 15:54 | -1 |
27 | ESU21-YMU21 | 1.3 | 1.74 | 5.1 | 44.67% | $43,713 | $1,194 | 3.05 | 0.55% | 25 | 6/18/2021 10:42 | -2 |
28 | GCQ21-SIU21 | -0.52 | 1.02 | 4.06 | 42.40% | $45,795 | $1,938 | -0.65 | 1.46% | 21 | 5/21/2021 12:18 | 1 |
29 | HOQ21-CLQ21 | -0.84 | 1.57 | 3.95 | 49.94% | $16,332 | $999 | -1.56 | 1.09% | 23 | 5/12/2021 16:04 | 0 |
30 | NQU21-ESU21 | 2.57 | 1.69 | -4.03 | 33.26% | $77,083 | $2,726 | 3.07 | 0.93% | 23 | 5/11/2021 8:21 | 0 |
31 | NQU21-RSU21 | 0.44 | 4.82 | 4.82 | 12.83% | $178,895 | $3,560 | 4.18 | 1.21% | 21 | 7/2/2021 15:54 | 0 |
32 | NQU21-YMU21 | 2.53 | 1.76 | -4.05 | 12.15% | $120,795 | $3,588 | 3.35 | 1.22% | 23 | 5/11/2021 9:00 | -1 |
33 | RBQ21-CLQ21 | 1.09 | 2.13 | 3.42 | 49.35% | $21,431 | $1,082 | -1.39 | 1.12% | 18 | 6/25/2021 9:18 | 0 |
34 | RBQ21-HOQ21 | 1.41 | 1.17 | 3.82 | 59.27% | $5,099 | $870 | 0.06 | 0.90% | 27 | 6/24/2021 13:49 | -2 |
35 | YMU21-RSU21 | -1.61 | 2.94 | 5.32 | 15.87% | $58,100 | $1,665 | 1.71 | 1.45% | 18 | 5/11/2021 8:29 | 0 |
36 | ZBU21-6JU21 | 0.67 | 2.96 | 4.24 | 9.88% | $48,438 | $1,060 | 7.07 | 0.66% | 16 | 6/11/2021 4:59 | 0 |
37 | ZSU21-ZCU21 | 0.17 | 1.36 | -6.37 | 36.44% | $40,850 | $1,252 | 1.07 | 1.78% | 14 | 6/17/2021 14:18 | 0 |
38 | ZSU21-ZWU21 | 0.44 | 4.8 | -6.79 | 27.62% | $37,888 | $1,426 | 3.79 | 2.02% | 10 | 6/17/2021 14:18 | -1 |
39 | ZWU21-ZCU21 | -1.15 | -1.56 | -3.88 | 38.09% | $2,963 | $793 | -5.12 | 2.68% | 22 | 7/1/2021 6:55 | 1 |
40 | PTF | 0 | -3.57 | -3.66 | 0.00% | $598,071 | $7,428 | -0.04 | 1.24% | 19 | 6/14/2021 21:00 | 0 |