帕努奇交易记第33周:0.1%, 年-13.8%

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33周交易43次共75手,盈利0.8K(-1.8,  4.5,5.6,-4.1,-3.2),0.1%。原仓6.0,新仓-3.0,交易-1.5。YTD -$89.6K,-13.8%。现账户资金593.0K,马金110.2K,杠杆3.83,净仓1,波动率1.11%,风险很高。

   本周股市先跌后涨,同样的故事又重复一遍,所期待的千点大跌就是不出现。不过本周没大赚原因在自己。商品期货暴跌,本来3手RB-HO, 3手ZW-ZC空仓有机会大赚,绝好的仓位只稍微盈利就抛掉了。更有甚者,单边抄底HO被套在半山腰,损失惨重。本周其实消息面偏负,美国狼狈撤离阿富汗,Fed今年就可能停止购买债卷,仍然不能遏制股市的上涨。不过马上就要到三重魔力日,商品期货的暴跌可能只是股市崩盘的前兆,需格外小心。

   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 1.25 1.36 -5.08 0.00% $71,410 $596 -5.88 0.83% 70 8/18/2021 12:24 0
1 6BU21 -3.07 -4.15 -5.21 0.00% $85,144 $555 -2.11 0.65% 61 7/20/2021 3:02 0
2 6CU21 -0.79 2.64 -7.54 0.00% $77,945 $564 -4.11 0.72% 49 8/20/2021 5:24 0
3 6EU21 0.66 1.4 -6.99 0.00% $146,313 $697 -3.31 0.48% 70 8/11/2021 3:19 0
4 6JU21 2.88 -1.09 5.94 0.00% $113,881 $585 0.64 0.51% 49 8/16/2021 9:36 0
5 CLV21 -2.24 -1.35 -5.87 0.00% $61,860 $2,055 -3.72 3.32% 52 7/19/2021 15:29 0
6 ESU21 5.35 3.38 8.21 0.00% $221,875 $1,989 7.28 0.90% 59 6/29/2021 10:35 -5
7 GCZ21 -1.62 1.16 -12.37 0.00% $178,260 $2,181 0.63 1.22% 68 8/8/2021 18:58 0
8 HGU21 0.4 2.1 -9.54 0.00% $103,625 $2,444 0.05 2.36% 57 8/19/2021 5:31 0
9 HOU21 2.68 -2.93 6.29 0.00% $79,653 $2,353 -3.53 2.95% 57 7/25/2021 18:23 0
10 HOV21 2.68 -3.02 -5.76 0.00% $79,678 $2,283 -3.65 2.86% 63 7/19/2021 15:29 -2
11 NGV21 -1.8 -1.76 5.35 0.00% $38,510 $1,332 4.62 3.46% 55 7/21/2021 14:29 0
12 NQU21 -2.12 1.08 5.33 0.00% $301,900 $3,444 6.19 1.14% 66 7/26/2021 12:00 0
13 RBU21 0.69 -1.93 6.03 0.00% $84,319 $2,594 -2.51 3.08% 58 7/25/2021 18:23 0
14 RBV21 0.69 -1.99 5.95 0.00% $78,679 $2,505 -2.89 3.18% 56 7/25/2021 18:23 3
15 RSU21 -3.36 2.74 5.28 0.00% $108,240 $2,159 -1.5 1.99% 59 7/22/2021 6:56 3
16 SIU21 -1.6 1.24 -11.54 0.00% $114,850 $2,777 -5.26 2.42% 55 8/8/2021 18:58 0
17 YMU21 -5.41 2.97 -7.47 0.00% $175,325 $1,783 5.45 1.02% 67 7/19/2021 13:50 2
18 ZBU21 -1.93 1.11 -5.33 0.00% $165,844 $1,347 3.46 0.81% 62 7/21/2021 13:04 0
19 ZCU21 0.3 -4.24 8.68 0.00% $26,938 $967 -1.28 3.59% 48 7/1/2021 8:05 -1
20 ZSU21 -0.36 -3.25 -7.07 0.00% $64,788 $1,652 -0.09 2.55% 60 7/6/2021 12:04 1
21 ZWU21 1.09 -2.13 -7.19 0.00% $35,763 $1,070 2.72 2.99% 56 7/6/2021 12:38 0
22 6BU21-6AU21 -3.14 -1.5 -4.48 33.84% $13,734 $394 5.93 0.55% 88 8/3/2021 1:15 0
23 6CU21-6AU21 -1.21 2.26 7.18 32.48% $6,535 $402 2.96 0.56% 69 7/21/2021 11:47 0
24 6CU21-HGU21 -0.46 -1.9 5.62 12.76% ($25,680) $2,132 -1.14 2.06% 71 8/18/2021 10:43 0
25 6EU21-6AU21 0.27 1.61 6.03 25.70% $74,903 $518 2.31 0.35% 67 7/8/2021 10:41 0
26 6EU21-6BU21 1.52 3.99 -5.54 28.14% $61,169 $501 -2.27 0.34% 78 8/10/2021 10:23 0
27 6EU21-6CU21 0.97 1.43 -6.34 16.75% $68,368 $580 0.02 0.40% 62 7/21/2021 11:53 0
28 ESU21-RSU21 3.63 -1.6 8.67 28.36% $113,635 $1,547 11.46 1.43% 55 7/7/2021 14:51 -3
29 ESU21-YMU21 4.63 2.15 4.79 55.24% $46,550 $890 5.35 0.40% 67 7/6/2021 11:13 -2
30 GCZ21-SIU21 1.25 -1.16 7.77 38.14% $63,410 $1,718 9.3 1.50% 65 7/20/2021 9:37 0
31 HOV21-CLV21 2.73 -4.73 -6.96 59.82% $17,818 $917 -0.75 1.15% 123 6/25/2021 10:16 0
32 NQU21-ESU21 2.12 1.1 -4.54 35.03% $80,025 $2,238 3.05 0.74% 77 7/27/2021 13:21 0
33 NQU21-RSU21 -0.15 -1.38 6.09 7.82% $193,660 $3,174 7.74 1.05% 66 7/26/2021 3:30 0
34 NQU21-YMU21 2.52 1.12 -4.38 13.47% $126,575 $2,980 3.89 0.99% 73 7/27/2021 13:21 0
35 RBV21-CLV21 1.16 -2.12 -5.74 56.43% $16,819 $1,091 0.37 1.39% 81 6/25/2021 10:16 0
36 RBV21-HOV21 -0.7 -1.42 -3.82 63.43% ($1,000) $916 1.2 1.16% 130 8/18/2021 10:45 3
37 RBU21-RBV21 0 -1.16 -4.69 76.85% $5,641 $601 1.22 0.71% 247 8/17/2021 20:41 0
38 YMU21-RSU21 -0.85 -1.65 5.77 32.53% $67,085 $1,457 8.9 1.35% 69 7/15/2021 5:01 0
39 ZBU21-6JU21 -3.28 1.21 -5.24 17.79% $51,963 $1,108 3.87 0.67% 76 6/21/2021 19:30 0
40 ZSU21-ZCU21 -0.38 -3.27 -5.35 31.49% $37,850 $1,132 0.96 1.75% 72 7/6/2021 12:04 1
41 ZSU21-ZWU21 -0.72 -2.73 5.86 18.46% $29,025 $1,347 -2.27 2.08% 76 6/30/2021 12:08 0
42 ZWU21-ZCU21 0.73 -1.25 7.19 24.96% $8,825 $803 5.17 2.25% 57 7/18/2021 20:28 0
43 PTF 39.59 -1.32 -8.6 0.00% $592,786 $6,598 0 1.11% 74 7/7/2021 10:32 1
                         
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