帕努奇交易记第35周:-1.5%, 年-14.9%

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35周交易10次共20手,亏损-9.2.K(-8.3,  2.2,-1.0,1.2,-3.2),-1.5%。原仓-10.7,新仓-0.0,交易1.4。YTD -$96.8K,-14.9%。现账户资金585.8K,马金71.4K,杠杆4.28,净仓0,波动率1.16%,风险较高。

   本周股市又创新高,账户继续亏损。交易创新低,仅增加了一手ES-YM空仓和一手ZW-ZC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 1.54 -1.39 5.72 0.00% $74,525 $610 -1.25 0.82% 63 9/3/2021 8:33 0
1 6BU21 -3.09 3.81 -5.47 0.00% $86,619 $528 0.28 0.61% 62 7/20/2021 3:02 0
2 6CU21 -0.88 3.15 7.83 0.00% $79,830 $575 -2.26 0.72% 47 8/24/2021 10:55 0
3 6EU21 0.81 -1.1 -5.66 0.00% $148,531 $669 -0.01 0.45% 69 8/11/2021 3:19 0
4 6JU21 2.63 1.26 6.27 0.00% $113,944 $554 2.32 0.49% 56 8/16/2021 9:36 0
5 CLV21 -2.5 -1.35 6.03 0.00% $69,100 $2,210 -1.86 3.20% 45 8/25/2021 14:57 0
6 ESU21 4.9 -1.38 -6.56 0.00% $226,688 $2,006 4.83 0.88% 60 7/19/2021 10:18 -5
7 GCZ21 -1.33 2.69 -12.45 0.00% $182,990 $2,167 1.76 1.18% 62 8/8/2021 18:58 0
8 HGZ21 0.06 2 -5.87 0.00% $108,450 $2,380 0.65 2.19% 56 8/19/2021 5:31 0
9 HOV21 3.18 -1.15 7.59 0.00% $90,388 $2,459 -0.48 2.72% 55 8/25/2021 14:58 0
10 NGV21 -1.23 1.77 6.85 0.00% $46,970 $1,472 7.13 3.13% 60 8/27/2021 8:34 0
11 NQU21 -1.46 1.1 5.27 0.00% $313,100 $3,484 5.44 1.11% 66 7/26/2021 12:00 -1
12 RBV21 0.47 -1.67 8.48 0.00% $90,103 $2,695 -0.2 2.99% 53 8/25/2021 20:59 0
13 RSU21 -1.94 -1.26 6.39 0.00% $114,430 $2,183 -0.35 1.91% 58 8/25/2021 13:35 1
14 SIZ21 -1.44 4.06 -11.83 0.00% $123,975 $2,725 -3.38 2.20% 56 8/8/2021 18:58 0
15 YMU21 -5.72 -1.34 -7.88 0.00% $176,705 $1,689 2.02 0.96% 66 7/19/2021 13:50 5
16 ZBZ21 -1.85 -2.65 8.63 0.00% $162,813 $1,087 2.76 0.67% 43 7/19/2021 15:09 0
17 ZCZ21 -0.17 1.39 -6.06 0.00% $26,138 $808 -1.16 3.09% 51 8/20/2021 13:42 1
18 ZSX21 -1.22 1.81 -4.95 0.00% $64,500 $1,450 -2.07 2.25% 63 7/6/2021 12:04 0
19 ZWZ21 1.83 2.22 7.61 0.00% $36,363 $979 4.89 2.69% 61 7/18/2021 20:01 -1
20 6BU21-6AU21 -3.31 1.99 -4.81 38.37% $12,094 $376 2.42 0.50% 97 9/2/2021 9:20 0
21 6CU21-6AU21 -1.49 -1.12 6.86 30.97% $5,305 $421 -1.28 0.57% 60 7/21/2021 11:47 0
22 6CU21-HGZ21 -0.14 -1.32 5.4 10.62% ($28,620) $2,127 -1.34 1.96% 68 8/18/2021 10:43 0
23 6EU21-6AU21 0.32 -1.4 6.19 24.47% $74,006 $505 1.49 0.34% 74 7/8/2021 10:41 0
24 6EU21-6BU21 1.66 -1.77 4.91 29.25% $61,913 $473 -0.33 0.32% 76 8/23/2021 4:57 0
25 6EU21-6CU21 1.16 -1.35 -6.24 11.83% $68,701 $590 2.19 0.40% 61 7/21/2021 11:53 0
26 ESU21-RSU21 2.33 1.64 6.34 28.55% $112,258 $1,560 6.7 1.36% 60 7/23/2021 13:28 -1
27 ESU21-YMU21 5.54 1.06 5.92 56.76% $49,983 $867 7.23 0.38% 72 8/31/2021 2:41 -4
28 GCZ21-SIZ21 1.16 -3.17 5.64 33.46% $59,015 $1,813 7.18 1.46% 63 7/19/2021 10:29 0
29 HOV21-CLV21 3.21 1.32 7.27 65.25% $21,288 $855 3.42 0.95% 127 8/25/2021 18:27 0
30 NQU21-ESU21 2.76 1.65 -4.71 38.09% $86,413 $2,157 4.29 0.69% 76 7/27/2021 13:21 0
31 NQU21-RSU21 -0.3 1.65 6.21 10.71% $198,670 $3,111 6.34 0.99% 70 7/26/2021 3:30 0
32 NQU21-YMU21 3.66 1.48 4.89 17.27% $136,395 $2,882 5.39 0.92% 74 8/31/2021 2:38 -1
33 RBV21-CLV21 1.06 1.28 9.81 57.42% $21,003 $1,147 3.1 1.27% 73 8/25/2021 22:04 0
34 RBV21-HOV21 -1.1 -1.96 6.65 64.49% ($286) $957 0.67 1.06% 115 8/25/2021 23:10 0
35 YMU21-RSU21 -2.3 1.5 5.76 33.22% $62,275 $1,458 2.87 1.27% 68 7/15/2021 5:01 0
36 ZBZ21-6JU21 -3.06 -2.92 7.73 11.26% $48,869 $964 1.78 0.59% 67 7/19/2021 11:16 0
37 ZSX21-ZCZ21 -1.18 2.03 4.65 32.13% $38,363 $984 -2.1 1.53% 67 8/17/2021 11:07 0
38 ZSX21-ZWZ21 -1.67 1.51 -5.15 16.38% $28,138 $1,213 -6.42 1.88% 73 8/2/2021 9:54 0
39 ZWZ21-ZCZ21 1.54 2.34 6.81 24.68% $10,225 $738 7.76 2.03% 53 7/16/2021 14:19 -1
40 PTF 38.22 -1.1 -5.35 0.00% $585,824 $6,821 -0.07 1.16% 78 8/31/2021 2:39 0
                 
                 
                 
                         
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