}

帕努奇交易记第31周:-0.5%, 年-13.9%

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31周交易17次共31手,亏损2.8K(1.9, -2.8,-6.8,-1.4,6.4),-0.5%。原仓-4.2,新仓0.0,交易1.4。YTD -$90.5K,-13.9%。现账户资金592.2K,马金89.0K,杠杆3.94,净仓0,波动率1.16%,风险稍高。

   本周股市又创新高!账户一度亏损-10K以上。没有割肉,也木有加仓,交易很少。程序方面已将波动的最小幅度缩减至原来的一半,比较符合目前的交易情况。

   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 0.94 -2.27 4.98 0.00% $73,565 $603 -6.49 0.82% 71 7/6/2021 2:15 0
1 6BU21 -2.85 -1.86 -6.16 0.00% $86,725 $585 -3.07 0.67% 62 7/20/2021 9:16 0
2 6CU21 -0.37 -2.17 -4.79 0.00% $79,675 $614 -5.14 0.77% 51 7/19/2021 6:39 0
3 6EU21 0.55 -4.83 -8 0.00% $147,100 $755 -6.95 0.51% 69 6/17/2021 12:30 0
4 6JU21 2.64 -3.38 -4.88 0.00% $113,406 $577 -1.39 0.51% 49 6/23/2021 6:14 0
5 CLU21 -2.37 -2.31 -6.29 0.00% $67,830 $1,983 -0.46 2.92% 58 7/19/2021 15:29 0
6 ESU21 4.28 2.05 8.25 0.00% $221,513 $1,979 5.3 0.89% 62 6/29/2021 10:35 -3
7 GCZ21 -2.17 -6.87 -6.87 0.00% $176,350 $2,200 -6.09 1.25% 63 8/6/2021 12:41 0
8 HGU21 0.54 -1.77 -5.39 0.00% $108,400 $2,508 -1.92 2.31% 56 6/16/2021 2:59 0
9 HOU21 2.56 -1.96 6.57 0.00% $87,074 $2,252 -0.87 2.59% 64 7/25/2021 18:23 4
10 NGU21 -1.49 -1.14 5.76 0.00% $41,340 $1,282 7.9 3.10% 54 7/21/2021 14:30 0
11 NQU21 -1.1 -1.31 5.29 0.00% $301,855 $3,469 7.61 1.15% 65 7/26/2021 12:00 -1
12 RBU21 1.32 -2.49 6.47 0.00% $94,340 $2,414 1.1 2.56% 66 7/25/2021 18:23 -4
13 RSU21 -2.34 -1.33 5.14 0.00% $112,225 $2,216 -0.87 1.98% 63 7/22/2021 6:56 1
14 SIU21 -1.18 -6.63 -6.63 0.00% $121,650 $2,797 -6.45 2.30% 56 8/6/2021 10:05 0
15 YMU21 -4.74 2.52 -7.25 0.00% $175,495 $1,835 1.22 1.05% 67 7/19/2021 13:50 3
16 ZBU21 -1.01 -3.94 -5.15 0.00% $163,969 $1,396 4.66 0.85% 55 7/21/2021 13:04 0
17 ZCU21 -0.13 1.04 7.6 0.00% $27,763 $1,105 -3.2 3.98% 55 7/1/2021 8:05 0
18 ZSU21 -0.33 1.91 -6.91 0.00% $67,338 $1,911 -3.92 2.84% 61 6/17/2021 14:18 0
19 ZWU21 1.23 1.44 -7.25 0.00% $36,038 $1,063 0.78 2.95% 61 7/6/2021 12:38 0
20 6BU21-6AU21 -2.82 1.98 -4.29 31.83% $13,160 $411 5.16 0.56% 87 8/3/2021 1:15 0
21 6CU21-6AU21 -0.85 1.68 7.14 34.11% $6,110 $405 1.88 0.51% 75 7/21/2021 11:47 0
22 6CU21-HGU21 -0.56 1.78 6.09 12.41% ($28,725) $2,197 0.76 2.03% 68 6/16/2021 2:59 0
23 6EU21-6AU21 0.24 -2.64 5.95 30.45% $73,535 $525 -2.53 0.36% 74 7/8/2021 10:41 0
24 6EU21-6BU21 1.34 -3.58 -6.6 28.75% $60,375 $538 -6.41 0.37% 82 6/17/2021 4:55 0
25 6EU21-6CU21 0.69 -3.28 -6.31 22.75% $67,425 $583 -3.58 0.40% 65 7/21/2021 11:53 0
26 ESU21-RSU21 2.49 1.5 8.36 27.63% $109,288 $1,604 7.74 1.43% 49 7/7/2021 14:51 -1
27 ESU21-YMU21 4.41 -1.99 4.7 54.13% $46,018 $908 9.08 0.41% 68 7/6/2021 11:13 -2
28 GCZ21-SIU21 0.76 2.95 7.58 37.03% $54,700 $1,761 2.65 1.45% 62 7/20/2021 9:37 0
29 HOU21-CLU21 2.68 2.05 -6.54 57.94% $19,244 $947 -1.09 1.09% 78 6/25/2021 10:16 0
30 NQU21-ESU21 2.59 -2.36 5.25 34.45% $80,343 $2,274 7 0.75% 78 6/18/2021 10:42 0
31 NQU21-RSU21 0.26 -2.09 5.93 6.16% $189,630 $3,256 8.71 1.08% 72 7/26/2021 3:30 0
32 NQU21-YMU21 3.11 -2.24 5.67 12.80% $126,360 $3,025 7.99 1.00% 76 6/14/2021 21:15 -1
33 RBU21-CLU21 1.75 -1.38 -5.84 51.42% $26,510 $1,173 3.04 1.24% 61 6/25/2021 10:16 0
34 RBU21-HOU21 -0.15 -2.95 4.3 65.32% $7,266 $837 5.5 0.89% 122 6/24/2021 6:27 -4
35 YMU21-RSU21 -1.29 1.59 5.65 31.14% $63,270 $1,526 2.73 1.36% 57 7/15/2021 9:43 0
36 ZBU21-6JU21 -2.5 -3.26 -4.98 16.62% $50,563 $1,164 6.27 0.71% 64 6/21/2021 19:30 0
37 ZSU21-ZCU21 -0.32 1.45 -5.38 33.11% $39,575 $1,278 -3.1 1.90% 61 6/17/2021 14:18 0
38 ZSU21-ZWU21 -0.75 1.88 -7.11 22.00% $31,300 $1,491 -5.58 2.21% 67 6/17/2021 14:18 0
39 ZWU21-ZCU21 1.04 -1.14 7.09 26.30% $8,275 $814 5.36 2.93% 58 7/18/2021 20:28 0
40 PTF 0 2.57 -6.78 0.00% $592,160 $6,847 -0.02 1.16% 72 7/26/2021 2:33 0
                         
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