帕努奇交易记第29周:-1.6%, 年-14.6%

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
                         
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