第36周交易24次共48手,盈利3.0K(0.2, -4.3,1.2,4.2,1.6),0.5%。原仓3.6,新仓4.0,交易-4.2。YTD -$93.8K,-14.4%。现账户资金588.9K,马金63.2K,杠杆3.24,净仓0,波动率1.09%,风险正常。
本周股市收盘大跌,账户因此盈利,趁机减少了部分空仓。
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 | 6AZ21 | 1.5 | -2.24 | -7.1 | 0.00% | $73,535 | $541 | -2.64 | 0.74% | 52 | 7/21/2021 3:21 | 0 |
1 | 6BZ21 | -2.94 | -1.65 | -7.93 | 0.00% | $86,481 | $456 | -0.88 | 0.53% | 42 | 7/20/2021 9:20 | 0 |
2 | 6CZ21 | -1.32 | -2.67 | -8.77 | 0.00% | $78,800 | $518 | -2.93 | 0.66% | 50 | 7/19/2021 6:12 | 0 |
3 | 6EZ21 | 0.55 | -1.73 | -6.19 | 0.00% | $147,894 | $600 | -1.62 | 0.41% | 68 | 8/11/2021 3:23 | 0 |
4 | 6JZ21 | 2.49 | -1.55 | 6.73 | 0.00% | $113,800 | $492 | -0.41 | 0.43% | 44 | 8/17/2021 3:13 | 0 |
5 | CLV21 | -2.23 | 2.1 | 6.33 | 0.00% | $69,710 | $2,103 | -1.5 | 3.02% | 53 | 8/25/2021 14:57 | 0 |
6 | ESZ21 | 4.72 | -3.25 | -7.02 | 0.00% | $222,600 | $1,876 | 2.68 | 0.84% | 72 | 7/19/2021 10:18 | -3 |
7 | GCZ21 | -1.48 | -1.55 | -12.22 | 0.00% | $178,820 | $2,208 | -1.09 | 1.23% | 56 | 8/8/2021 18:58 | 0 |
8 | HGZ21 | 1.05 | -1.02 | -6.13 | 0.00% | $110,725 | $2,280 | 0.81 | 2.06% | 60 | 8/19/2021 5:31 | 0 |
9 | HOV21 | 3.23 | 2.12 | 7.41 | 0.00% | $89,964 | $2,319 | -0.2 | 2.58% | 59 | 8/25/2021 8:57 | 1 |
10 | NGV21 | -1.29 | -1.6 | 6.51 | 0.00% | $49,580 | $1,548 | 8.41 | 3.12% | 59 | 8/27/2021 8:34 | 0 |
11 | NQZ21 | -1.27 | -2.77 | 5.64 | 0.00% | $308,765 | $3,251 | 3.8 | 1.05% | 69 | 7/26/2021 12:01 | -1 |
12 | RBV21 | 0.2 | 2.33 | 8.67 | 0.00% | $90,300 | $2,637 | 0.16 | 2.92% | 58 | 8/25/2021 20:59 | -1 |
13 | RSZ21 | -2.39 | -2.27 | 7.22 | 0.00% | $111,280 | $1,896 | -1.14 | 1.70% | 62 | 8/25/2021 13:20 | 1 |
14 | SIZ21 | -1.55 | -2.07 | -11.54 | 0.00% | $118,800 | $2,795 | -4.44 | 2.35% | 54 | 8/8/2021 18:58 | 0 |
15 | YMZ21 | -5.49 | -2.03 | -8.93 | 0.00% | $172,630 | $1,447 | -0.51 | 0.84% | 66 | 7/19/2021 13:30 | 3 |
16 | ZBZ21 | -1.47 | -2.5 | 8.73 | 0.00% | $162,656 | $1,074 | 1.54 | 0.66% | 43 | 7/19/2021 15:09 | 0 |
17 | ZCZ21 | -0.23 | 2.44 | 5.54 | 0.00% | $25,825 | $758 | -0.15 | 2.94% | 62 | 8/12/2021 12:10 | -2 |
18 | ZSX21 | -0.63 | 1.77 | -4.76 | 0.00% | $64,425 | $1,367 | -1.76 | 2.12% | 68 | 8/19/2021 12:09 | 0 |
19 | ZWZ21 | 1.17 | 1.21 | 7.54 | 0.00% | $34,425 | $988 | 3.21 | 2.87% | 58 | 7/18/2021 20:01 | 2 |
20 | 6BZ21-6AZ21 | -3.17 | 1.4 | 4.76 | 17.67% | $12,946 | $445 | 2.3 | 0.61% | 90 | 7/28/2021 14:00 | 0 |
21 | 6CZ21-6AZ21 | -1.6 | -1.03 | 5.48 | 9.91% | $5,265 | $487 | -0.18 | 0.66% | 80 | 7/21/2021 11:49 | 0 |
22 | 6CZ21-HGZ21 | -1.15 | -5.65 | -5.65 | 10.08% | ($31,925) | $2,050 | -1.64 | 1.85% | 77 | 9/10/2021 10:47 | 0 |
23 | 6EZ21-6AZ21 | 0.1 | 1.4 | 4.62 | 7.66% | $74,359 | $554 | 0.82 | 0.37% | 100 | 8/17/2021 4:13 | 0 |
24 | 6EZ21-6BZ21 | 1.41 | 1.11 | -4.83 | 13.34% | $61,413 | $520 | -1.09 | 0.35% | 101 | 9/9/2021 10:44 | 0 |
25 | 6EZ21-6CZ21 | 1.11 | 1.59 | -5.98 | -0.11% | $69,094 | $600 | 0.91 | 0.41% | 81 | 7/21/2021 11:49 | 0 |
26 | ESZ21-RSZ21 | 2.77 | -1.48 | 5.79 | 8.90% | $111,320 | $1,727 | 4.17 | 1.55% | 88 | 7/23/2021 13:26 | -1 |
27 | ESZ21-YMZ21 | 5.3 | -1.55 | 4.6 | 36.89% | $49,970 | $1,184 | 4.87 | 0.53% | 158 | 8/31/2021 0:59 | -2 |
28 | GCZ21-SIZ21 | 1.26 | 1.63 | 5.75 | 36.36% | $60,020 | $1,779 | 5.62 | 1.50% | 65 | 7/19/2021 10:29 | 0 |
29 | HOV21-CLV21 | 3.18 | -1.54 | 5.9 | 65.64% | $20,254 | $797 | 3.39 | 0.89% | 123 | 8/25/2021 8:50 | 0 |
30 | NQZ21-ESZ21 | 2.92 | -2.03 | -4.74 | 31.75% | $86,165 | $2,219 | 3.31 | 0.72% | 87 | 7/27/2021 13:20 | 0 |
31 | NQZ21-RSZ21 | 0.11 | -2.03 | 6.14 | 3.58% | $197,485 | $3,134 | 4.64 | 1.02% | 73 | 7/26/2021 3:26 | 0 |
32 | NQZ21-YMZ21 | 3.71 | -2.08 | 4.88 | 10.15% | $136,135 | $2,921 | 4.48 | 0.95% | 83 | 8/31/2021 2:58 | -1 |
33 | RBV21-CLV21 | 0.77 | 1.27 | 9.86 | 56.71% | $20,590 | $1,142 | 3.13 | 1.26% | 72 | 8/25/2021 22:04 | 0 |
34 | RBV21-HOV21 | -1.33 | 2.54 | 6.68 | 63.87% | $336 | $953 | 0.92 | 1.06% | 104 | 8/25/2021 23:10 | -1 |
35 | YMZ21-RSZ21 | -1.77 | -1.31 | 6.14 | 16.44% | $61,350 | $1,584 | 0.91 | 1.42% | 83 | 7/15/2021 7:01 | 0 |
36 | ZBZ21-6JZ21 | -2.72 | -2.11 | 8.25 | 10.30% | $48,856 | $963 | 1.93 | 0.59% | 79 | 7/19/2021 9:33 | 0 |
37 | ZSX21-ZCZ21 | -0.63 | 1.25 | 5.07 | 34.00% | $38,600 | $902 | -2.55 | 1.40% | 63 | 8/17/2021 11:07 | 0 |
38 | ZSX21-ZWZ21 | -0.97 | 4.4 | -5.58 | 18.09% | $30,000 | $1,120 | -4.99 | 1.74% | 74 | 8/2/2021 9:54 | 0 |
39 | ZWZ21-ZCZ21 | 1.03 | -1.87 | 6.73 | 24.45% | $8,600 | $747 | 4.4 | 2.17% | 52 | 7/16/2021 14:19 | 2 |
40 | PTF | 37.19 | 1.4 | -4.28 | 0.00% | $588,822 | $6,403 | -0.06 | 1.09% | 91 | 8/31/2021 1:41 | 0 |