帕努奇交易记第30周:1.2%, 年-13.5%

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30周交易21次共40手,盈利7.2K(-0.3, 2.7,3.7,-0.1,1.2),1.2%。原仓2.6,新仓0.0,交易4.6。YTD -$87.7K,-13.5%。现账户资金594.9K,马金93.8K,杠杆3.80,净仓-1,波动率1.17%,风险稍高。

   本周股市三大指数均小幅下跌,唯罗素小幅上涨。账户趁机抛掉2手ES-RS空仓以降低风险,仍然留有足够的仓位以做空股市。另外账户增加了一手RB-HO空仓,RB实在是涨的出乎预料。

   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 0.13 -1.33 -4.83 0.00% $73,435 $615 -6.02 0.84% 13 6/18/2021 16:56 0
1 6BU21 -2.59 4.29 4.29 0.00% $86,850 $596 -2.96 0.69% 13 7/30/2021 5:29 0
2 6CU21 -0.29 3.85 -5.16 0.00% $80,190 $613 -4.26 0.76% 7 6/21/2021 3:23 0
3 6EU21 0.42 2.4 -5.95 0.00% $148,481 $782 -5.42 0.53% 14 6/20/2021 23:48 0
4 6JU21 2.29 1.55 3.74 0.00% $114,000 $580 0.22 0.51% 16 7/8/2021 10:40 0
5 CLU21 -1.57 4.84 -5.2 0.00% $73,810 $1,855 4.23 2.51% 8 7/20/2021 9:37 0
6 ESU21 3.94 -1.29 5.56 0.00% $219,763 $1,981 5 0.90% 12 7/5/2021 20:55 -3
7 GCZ21 -2.1 -1.05 -4.42 0.00% $181,690 $2,296 -4.11 1.26% 20 6/17/2021 11:31 0
8 HGU21 1.26 -1.01 -4.97 0.00% $112,013 $2,519 -2 2.25% 18 6/21/2021 3:25 0
9 HOU21 2.25 4.63 4.63 0.00% $91,909 $2,148 2.77 2.34% 10 7/30/2021 13:53 3
10 NGU21 -1.5 -1.96 5.2 0.00% $39,130 $1,203 7.24 3.07% 15 6/29/2021 10:55 0
11 NQU21 -1.07 -1.51 5.14 0.00% $299,330 $3,560 7.16 1.19% 14 7/7/2021 9:30 -1
12 RBU21 0.91 5.27 5.27 0.00% $97,755 $2,268 4.07 2.32% 12 7/30/2021 14:11 -4
13 RSU21 -2.35 2.11 -3.37 0.00% $111,270 $2,133 -0.95 1.92% 18 7/8/2021 9:48 1
14 SIU21 -0.67 2.28 -4.41 0.00% $127,750 $2,943 -4.33 2.30% 14 6/17/2021 12:26 0
15 YMU21 -4.35 3.98 -5 0.00% $174,335 $1,794 1.16 1.03% 10 6/20/2021 23:38 3
16 ZBU21 -0.48 -1.2 4.69 0.00% $164,938 $1,353 6.44 0.82% 13 7/8/2021 6:56 0
17 ZCU21 -0.3 1.14 -4.45 0.00% $27,338 $1,170 -1.73 4.28% 16 7/9/2021 12:32 0
18 ZSU21 -0.03 -1.05 -6.52 0.00% $67,725 $1,970 -1.77 2.91% 15 6/17/2021 14:18 0
19 ZWU21 0.78 2.1 5.02 0.00% $35,175 $1,077 0.96 3.06% 12 7/20/2021 4:04 0
20 6BU21-6AU21 -2.23 4.46 4.46 30.24% $13,415 $429 4.51 0.58% 19 7/30/2021 7:02 0
21 6CU21-6AU21 -0.2 2.8 4.01 32.63% $6,755 $414 2.63 0.56% 21 7/21/2021 11:47 0
22 6CU21-HGU21 -1.26 2 -4.53 11.42% ($31,823) $2,231 1.09 1.99% 18 7/26/2021 21:34 0
23 6EU21-6AU21 0.35 3.51 3.53 33.04% $75,046 $524 -1.03 0.35% 16 7/19/2021 10:18 0
24 6EU21-6BU21 1.14 1.43 -3.5 26.65% $61,631 $574 -4.32 0.39% 18 6/23/2021 3:18 0
25 6EU21-6CU21 0.52 -1.13 3.75 23.66% $68,291 $597 -2.73 0.40% 17 7/19/2021 10:16 0
26 ESU21-RSU21 2.45 -2.11 5.67 23.86% $108,493 $1,624 7.36 1.46% 20 7/7/2021 14:51 -1
27 ESU21-YMU21 4.04 1.13 6.65 53.76% $45,428 $916 8.55 0.42% 17 6/18/2021 10:42 -2
28 GCZ21-SIU21 0.29 -2.06 4.55 39.18% $53,940 $1,790 1.85 1.40% 20 7/20/2021 9:37 0
29 HOU21-CLU21 2.21 2.46 -3.2 55.01% $18,099 $966 -1.98 1.05% 24 6/25/2021 10:16 0
30 NQU21-ESU21 2.27 -1.64 2.98 35.14% $79,568 $2,309 6.74 0.77% 20 6/21/2021 2:35 0
31 NQU21-RSU21 0.29 -2.06 6.8 7.86% $188,060 $3,280 8.39 1.10% 12 7/7/2021 10:23 0
32 NQU21-YMU21 2.77 1.04 4.68 13.94% $124,995 $3,064 7.64 1.02% 19 6/15/2021 9:54 -1
33 RBU21-CLU21 1.18 0.97 3.28 50.13% $23,945 $1,131 1.23 1.16% 17 7/27/2021 9:37 0
34 RBU21-HOU21 -0.33 1.15 2.89 63.41% $5,846 $830 3.97 0.85% 32 6/24/2021 13:48 -3
35 YMU21-RSU21 -1.01 -2.36 4.99 27.42% $63,065 $1,548 2.66 1.39% 18 7/8/2021 9:53 0
36 ZBU21-6JU21 -1.9 1.05 4.01 15.64% $50,938 $1,141 7.53 0.69% 15 7/20/2021 9:15 0
37 ZSU21-ZCU21 -0.01 -1.29 -6.27 35.39% $40,388 $1,273 -1.15 1.88% 13 6/17/2021 14:18 0
38 ZSU21-ZWU21 -0.33 -2 -6.63 25.88% $32,550 $1,460 -3.1 2.16% 10 6/17/2021 14:18 0
39 ZWU21-ZCU21 0.74 2.58 4.36 32.18% $7,838 $794 3.86 2.90% 20 7/20/2021 4:05 0
40 PTF 0 -1.17 -4.78 0.00% $594,916 $6,988 -0.02 1.17% 13 7/27/2021 9:38 -1
                         
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