第29周交易43次共75手,亏损-9.8K(8.9, 1.2,0.4,-9.1,-11.1),-1.6%。原仓-9.1,新仓-9.9,交易9.9。YTD -$95.0K,-14.6%。现账户资金587.7K,马金144.4K,杠杆4.63,净仓-1,波动率1.49%,风险非常高。
本周股市先是暴跌,然后暴涨,又创历史新高。账户也从开始大赚变最终为大亏。亏损主要来自指数新增的空仓。
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 | 0.91 | 1.74 | -4.84 | 0.00% | $73,680 | $613 | -5.9 | 0.83% | 12 | 6/18/2021 16:56 | 0 |
1 | 6BU21 | -2.77 | 2.27 | -3.69 | 0.00% | $85,894 | $586 | -4.22 | 0.68% | 17 | 6/20/2021 23:48 | 0 |
2 | 6CU21 | -0.69 | 2.79 | -5.21 | 0.00% | $79,570 | $607 | -5.37 | 0.76% | 9 | 6/21/2021 3:23 | 0 |
3 | 6EU21 | -0.02 | -1.17 | -5.93 | 0.00% | $147,281 | $786 | -6.62 | 0.53% | 15 | 6/20/2021 23:48 | 0 |
4 | 6JU21 | 1.99 | -2.77 | 3.8 | 0.00% | $113,100 | $570 | -3.03 | 0.50% | 14 | 7/8/2021 10:40 | 0 |
5 | CLU21 | -1.66 | 3.72 | -5.16 | 0.00% | $72,170 | $1,871 | 4.78 | 2.59% | 8 | 7/20/2021 9:37 | 0 |
6 | ESU21 | 4.07 | 4.71 | 5.69 | 0.00% | $219,963 | $1,936 | 6.7 | 0.88% | 10 | 7/5/2021 20:55 | -5 |
7 | GCZ21 | -2.59 | -1.44 | -4.39 | 0.00% | $180,620 | $2,310 | -3.54 | 1.28% | 21 | 6/17/2021 11:31 | 0 |
8 | HGU21 | 1.31 | 3 | -5.18 | 0.00% | $111,375 | $2,415 | -0.49 | 2.17% | 18 | 6/21/2021 3:25 | 0 |
9 | HOU21 | 2.69 | 3.35 | -4.32 | 0.00% | $89,817 | $2,159 | 2.79 | 2.40% | 10 | 7/20/2021 9:37 | 2 |
10 | NGU21 | -1.93 | 4.34 | 5.7 | 0.00% | $40,250 | $1,098 | 9.91 | 2.73% | 18 | 6/29/2021 10:55 | 0 |
11 | NQU21 | -0.66 | 3.86 | 5.36 | 0.00% | $301,825 | $3,413 | 10.14 | 1.13% | 12 | 7/7/2021 9:30 | -1 |
12 | RBU21 | 0.56 | 3.86 | -4.57 | 0.00% | $95,071 | $2,239 | 4.12 | 2.36% | 12 | 7/20/2021 9:37 | -3 |
13 | RSU21 | -3.32 | -1.44 | -3.51 | 0.00% | $110,015 | $2,050 | -0.11 | 1.86% | 19 | 7/8/2021 9:48 | 3 |
14 | SIU21 | -0.56 | 1.24 | -4.45 | 0.00% | $126,200 | $2,914 | -4.21 | 2.31% | 14 | 6/17/2021 12:26 | 0 |
15 | YMU21 | -4.35 | 3.83 | -5.1 | 0.00% | $174,595 | $1,761 | 2.61 | 1.01% | 10 | 6/20/2021 23:38 | 3 |
16 | ZBU21 | -0.83 | -1.13 | 4.78 | 0.00% | $164,188 | $1,326 | 6.27 | 0.81% | 13 | 7/8/2021 6:56 | 0 |
17 | ZCU21 | -0.42 | -1.35 | -4.23 | 0.00% | $27,350 | $1,233 | -0.67 | 4.51% | 16 | 7/9/2021 12:32 | 0 |
18 | ZSU21 | 0.55 | -2 | -6.41 | 0.00% | $67,675 | $2,004 | -0.83 | 2.96% | 14 | 6/17/2021 14:18 | 0 |
19 | ZWU21 | 0.36 | -1.68 | 4.99 | 0.00% | $33,950 | $1,081 | 0.46 | 3.19% | 12 | 7/20/2021 4:04 | 0 |
20 | 6BU21-6AU21 | -2.74 | 1.45 | 3.39 | 28.25% | $12,214 | $440 | 2.59 | 0.60% | 21 | 7/11/2021 21:45 | 0 |
21 | 6CU21-6AU21 | -0.94 | -1.32 | 3.84 | 29.43% | $5,890 | $433 | 0.82 | 0.59% | 20 | 7/21/2021 11:47 | 0 |
22 | 6CU21-HGU21 | -1.34 | -2.83 | 3.12 | 11.19% | ($31,805) | $2,145 | -0.97 | 1.93% | 22 | 6/16/2021 2:59 | 0 |
23 | 6EU21-6AU21 | -0.27 | -1.43 | 3.45 | 31.82% | $73,601 | $536 | -2.96 | 0.36% | 17 | 7/19/2021 10:18 | 0 |
24 | 6EU21-6BU21 | 0.83 | -1.36 | -3.31 | 22.80% | $61,388 | $606 | -4.49 | 0.41% | 17 | 6/23/2021 3:18 | 0 |
25 | 6EU21-6CU21 | 0.28 | -1.42 | 3.64 | 21.66% | $67,711 | $615 | -3.15 | 0.42% | 17 | 7/19/2021 10:16 | 0 |
26 | ESU21-RSU21 | 3.38 | 3.36 | 5.65 | 20.52% | $109,948 | $1,630 | 8.1 | 1.48% | 16 | 7/7/2021 14:51 | -3 |
27 | ESU21-YMU21 | 3.9 | 3.16 | 6.75 | 53.34% | $45,368 | $904 | 9.27 | 0.41% | 16 | 6/18/2021 10:42 | -2 |
28 | GCZ21-SIU21 | 0.11 | -2.16 | 4.58 | 38.93% | $54,420 | $1,780 | 2.3 | 1.41% | 22 | 7/20/2021 9:37 | 0 |
29 | HOU21-CLU21 | 2.58 | 1.52 | -3.16 | 53.57% | $17,647 | $1,002 | -2.9 | 1.12% | 23 | 6/25/2021 10:16 | 0 |
30 | NQU21-ESU21 | 3 | 2.35 | 3.1 | 34.87% | $81,863 | $2,223 | 9.72 | 0.74% | 18 | 6/21/2021 2:35 | 0 |
31 | NQU21-RSU21 | 1.21 | 3.02 | 4.76 | 7.02% | $191,810 | $3,173 | 10.97 | 1.05% | 14 | 7/7/2021 10:23 | 0 |
32 | NQU21-YMU21 | 3.25 | 2.68 | 2.98 | 13.87% | $127,230 | $2,939 | 10.2 | 0.97% | 20 | 6/15/2021 9:54 | -1 |
33 | RBU21-CLU21 | 0.9 | 1.87 | -3.17 | 50.35% | $22,901 | $1,112 | 0.26 | 1.17% | 16 | 6/16/2021 9:18 | 0 |
34 | RBU21-HOU21 | -0.81 | 1.4 | 2.9 | 63.14% | $5,254 | $825 | 3.88 | 0.87% | 31 | 6/24/2021 13:48 | -2 |
35 | YMU21-RSU21 | -0.15 | 2.37 | 5.07 | 25.71% | $64,580 | $1,523 | 3.16 | 1.38% | 18 | 7/8/2021 9:53 | 0 |
36 | ZBU21-6JU21 | -1.92 | 1.25 | 4.06 | 14.84% | $51,088 | $1,129 | 8.89 | 0.69% | 14 | 7/20/2021 9:15 | 0 |
37 | ZSU21-ZCU21 | 0.55 | -2.93 | -6.34 | 37.25% | $40,325 | $1,258 | -0.67 | 1.86% | 13 | 6/17/2021 14:18 | 0 |
38 | ZSU21-ZWU21 | 0.27 | -2.87 | -6.64 | 27.30% | $33,725 | $1,457 | -1.48 | 2.15% | 11 | 6/17/2021 14:18 | 0 |
39 | ZWU21-ZCU21 | 0.45 | 1.18 | 4.34 | 35.28% | $6,600 | $798 | 1.66 | 2.92% | 20 | 7/20/2021 4:05 | 0 |
40 | PTF | 0 | -4.12 | -4.83 | 0.00% | $587,670 | $8,765 | 0.09 | 1.49% | 10 | 7/8/2021 3:02 | -1 |