帕努奇交易记第26周:-1.4%, 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
                         
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