第38周交易32次共47手,盈利0.4K(0.4,-0.4, 1.2,0.3,-1.1),0.1%。原仓0.9,新仓-3.8,交易3.4。YTD -$84.0K,-12.9%。现账户资金610.1K,马金18.4K,杠杆0.46,净仓-1,波动率0.39,风险较低。
本周股市上涨。已回到账户抛掉空仓的地方,准备让子弹再飞一会再重建空仓。在RB-HO交易上出现重大失误,看空但投机做多被套,另外单边做空HO造成亏损。好在仓位不重,其它盈利让最终账户微赚。
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 | 1.18 | 1.02 | -8.12 | 0.00% | $72,605 | $568 | -1.96 | 0.78% | 59 | 8/19/2021 5:09 | 0 |
1 | 6BZ21 | -2.78 | -2.5 | 5.41 | 0.00% | $85,444 | $455 | -1.3 | 0.53% | 47 | 7/30/2021 4:35 | 0 |
2 | 6CZ21 | -0.88 | 2.05 | 8.21 | 0.00% | $79,015 | $537 | -1.05 | 0.68% | 52 | 8/24/2021 10:57 | 0 |
3 | 6EZ21 | 0.31 | -1.98 | -6.2 | 0.00% | $146,713 | $599 | -1.45 | 0.41% | 63 | 8/11/2021 3:23 | 0 |
4 | 6JZ21 | 2.26 | -1.93 | 6.57 | 0.00% | $112,956 | $504 | -1.08 | 0.45% | 47 | 8/17/2021 3:13 | 0 |
5 | CLX21 | -1.64 | 5.03 | 6.96 | 0.00% | $73,950 | $1,910 | 1.7 | 2.58% | 57 | 8/25/2021 14:58 | 0 |
6 | ESZ21 | 4.22 | 1.92 | -6.38 | 0.00% | $222,300 | $2,115 | 1.37 | 0.95% | 61 | 9/20/2021 8:44 | 0 |
7 | GCZ21 | -1.16 | 1.09 | -11.43 | 0.00% | $175,060 | $2,361 | -2.36 | 1.35% | 56 | 8/8/2021 18:58 | 0 |
8 | HGZ21 | 0.49 | 1.83 | -8.53 | 0.00% | $107,038 | $2,634 | -1.4 | 2.46% | 44 | 8/19/2021 5:31 | 0 |
9 | HOV21 | 2.74 | 3.02 | 7.82 | 0.00% | $95,180 | $2,197 | 2.43 | 2.31% | 65 | 8/25/2021 8:57 | -1 |
10 | HOX21 | 2.74 | 3.02 | 7.92 | 0.00% | $95,004 | $2,155 | 2.46 | 2.27% | 67 | 8/25/2021 8:57 | -1 |
11 | NGX21 | -1.01 | 1.96 | 5.96 | 0.00% | $52,370 | $1,922 | 6.14 | 3.67% | 62 | 8/29/2021 18:01 | 0 |
12 | NQZ21 | -1.15 | 1.72 | -5.39 | 0.00% | $306,380 | $3,535 | 1.3 | 1.15% | 70 | 9/20/2021 8:44 | 0 |
13 | RBV21 | 0.01 | 1.5 | 9.06 | 0.00% | $91,497 | $2,524 | 0.84 | 2.76% | 57 | 8/25/2021 20:59 | 0 |
14 | RBX21 | 0.01 | 1.46 | 8.96 | 0.00% | $89,397 | $2,313 | 0.97 | 2.59% | 65 | 8/25/2021 15:34 | 1 |
15 | RSZ21 | -1.67 | 1.2 | 7.15 | 0.00% | $112,230 | $1,915 | 1.19 | 1.71% | 63 | 8/25/2021 13:20 | 0 |
16 | SIZ21 | -1.56 | 1.25 | -11.05 | 0.00% | $112,075 | $2,918 | -4.94 | 2.60% | 52 | 8/8/2021 18:58 | 0 |
17 | YMZ21 | -5.1 | 1.54 | -5.82 | 0.00% | $173,430 | $1,643 | -0.19 | 0.95% | 68 | 9/20/2021 8:45 | 0 |
18 | ZBZ21 | -1.38 | -2.27 | -5.45 | 0.00% | $161,031 | $1,159 | -1.32 | 0.72% | 51 | 9/23/2021 23:56 | 0 |
19 | ZCZ21 | 0.17 | 2.63 | 6.13 | 0.00% | $26,275 | $685 | -1.29 | 2.61% | 59 | 8/12/2021 12:10 | 0 |
20 | ZSX21 | -1.08 | 1.51 | -5.24 | 0.00% | $64,200 | $1,240 | -2.63 | 1.93% | 55 | 8/19/2021 12:09 | 0 |
21 | ZWZ21 | 1.46 | 4.24 | -5.03 | 0.00% | $36,150 | $920 | 1.66 | 2.55% | 57 | 8/18/2021 3:36 | 0 |
22 | 6BZ21-6AZ21 | -2.89 | -1.08 | 5.01 | 25.47% | $12,839 | $423 | 1.22 | 0.58% | 87 | 7/28/2021 14:00 | 0 |
23 | 6CZ21-6AZ21 | -1.22 | 2.63 | -5.66 | 20.91% | $6,410 | $449 | 1.21 | 0.62% | 78 | 8/3/2021 9:49 | 0 |
24 | 6CZ21-HGZ21 | -0.57 | -2.1 | -5.19 | 9.86% | ($28,023) | $2,374 | 1.32 | 2.22% | 62 | 8/23/2021 10:16 | 0 |
25 | 6EZ21-6AZ21 | -0.05 | 1.57 | 4.07 | 13.86% | $74,108 | $516 | 0.47 | 0.35% | 102 | 9/15/2021 8:29 | 0 |
26 | 6EZ21-6BZ21 | 1.16 | 1.12 | -5.23 | 19.73% | $61,269 | $481 | -0.57 | 0.33% | 100 | 9/9/2021 10:44 | 0 |
27 | 6EZ21-6CZ21 | 0.68 | -2.01 | 5.58 | 5.06% | $67,698 | $569 | -0.53 | 0.39% | 83 | 8/20/2021 5:35 | 0 |
28 | ESZ21-RSZ21 | 2.11 | 1.44 | -4.34 | 23.42% | $110,070 | $1,620 | 0.38 | 0.73% | 98 | 9/20/2021 8:40 | 0 |
29 | ESZ21-YMZ21 | 5.02 | 1.42 | -5.17 | 47.74% | $48,870 | $1,105 | 2.91 | 0.50% | 133 | 9/20/2021 15:18 | 0 |
30 | GCZ21-SIZ21 | 1.31 | 2.46 | 4.9 | 37.52% | $62,985 | $1,823 | 4.85 | 1.63% | 61 | 8/12/2021 13:43 | 0 |
31 | HOV21-CLX21 | 2.62 | 1.2 | 4.48 | 65.67% | $21,230 | $754 | 2.78 | 0.79% | 106 | 8/25/2021 8:31 | 0 |
32 | NQZ21-ESZ21 | 2.68 | 1.41 | -4.88 | 39.01% | $84,080 | $2,156 | 0.78 | 0.70% | 77 | 7/27/2021 13:20 | 0 |
33 | NQZ21-RSZ21 | -0.16 | 1.64 | -6.67 | 13.32% | $194,150 | $3,064 | 0.75 | 1.00% | 77 | 9/20/2021 15:18 | 0 |
34 | NQZ21-YMZ21 | 3.54 | 1.42 | -5.85 | 18.45% | $132,950 | $2,883 | 1.7 | 0.94% | 73 | 9/20/2021 15:18 | 0 |
35 | RBV21-CLX21 | 0.43 | 1.47 | 9.66 | 53.50% | $17,547 | $1,174 | -0.96 | 1.28% | 68 | 8/25/2021 22:04 | 0 |
36 | RBV21-HOV21 | -1.27 | -1.05 | 6.56 | 61.53% | ($3,683) | $971 | -3.32 | 1.06% | 83 | 8/25/2021 23:10 | 1 |
37 | RBX21-HOX21 | -1.27 | -1.65 | -4.32 | 62.45% | ($5,607) | $868 | -3.52 | 0.97% | 139 | 9/17/2021 12:00 | 1 |
38 | HOV21-HOX21 | 0 | 1.06 | -3 | 77.31% | $176 | $499 | 0.11 | 0.52% | 353 | 8/1/2021 21:11 | 0 |
39 | YMZ21-RSZ21 | -2.1 | 1.34 | -4.13 | 26.96% | $61,200 | $1,398 | -1.86 | 1.25% | 108 | 7/28/2021 15:32 | 0 |
40 | ZBZ21-6JZ21 | -2.5 | -2.03 | -5.14 | 15.86% | $48,075 | $975 | -1.01 | 0.61% | 79 | 9/23/2021 23:58 | 0 |
41 | ZSX21-ZCZ21 | -1.06 | -1.42 | 5.54 | 33.39% | $37,925 | $826 | -2.88 | 1.29% | 62 | 8/17/2021 11:07 | 0 |
42 | ZSX21-ZWZ21 | -1.41 | -2.29 | -5.91 | 14.64% | $28,050 | $1,058 | -4.52 | 1.65% | 64 | 8/2/2021 9:54 | 0 |
43 | ZWZ21-ZCZ21 | 1.1 | 4.13 | -5.81 | 28.96% | $9,875 | $654 | 3.69 | 1.81% | 61 | 8/18/2021 3:36 | 0 |
44 | PTF | 32.25 | -2.82 | -6.26 | 0.00% | $610,137 | $2,352 | 0 | 0.39% | 20 | 8/24/2021 14:00 | -1 |