第43周交易77次共131手,亏损-3.2K(1.7,-0.5,-2.6, 0.5,-2.3),-0.5%。原仓-7.2,新仓-1.3,交易6.0。YTD -$60.5K,-9.3%。现账户资金633.6K,马金136.0K,杠杆3.30,净仓1,波动率0.87%(0.21%~1.17%),风险很高。
本周股市又创新高,拼命交易结果仍然亏损!周四盘后英特亚马孙季报并不理想,但周五在月底效应影响下股市继续上涨,让账户失去了最后的机会。其实如果不是周五这一下子,账户有很多机会盈利。
账户现在持有1手NG,2手6E-6A,1手HO-CL,2手ZS-ZC多仓。1手ES-RS,1手ES-YM,1手RB-HO,1手ZB-6J空仓。波动率正常,但持仓较多,马金与杠杆都非常高,因此风险也很高。
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 | 1.73 | -1.76 | 5.71 | 0.00% | $75,220 | $613 | 3.33 | 0.81% | 70 | 9/3/2021 8:33 | -2 |
1 | 6BZ21 | -3.04 | -3.43 | -5.28 | 0.00% | $85,519 | $528 | -0.94 | 0.62% | 53 | 9/29/2021 3:08 | 0 |
2 | 6CZ21 | -0.69 | -1.85 | -5.58 | 0.00% | $80,730 | $556 | 2.6 | 0.69% | 65 | 9/20/2021 8:34 | 0 |
3 | 6EZ21 | -0.02 | 1.15 | -6.29 | 0.00% | $144,644 | $622 | -5.07 | 0.43% | 71 | 10/29/2021 12:41 | 2 |
4 | 6JZ21 | 1.16 | -2.74 | -8.73 | 0.00% | $109,656 | $593 | -7.12 | 0.54% | 49 | 9/28/2021 8:48 | 1 |
5 | CLZ21 | -0.38 | 2.15 | 7.16 | 0.00% | $83,220 | $1,991 | 7.19 | 2.39% | 61 | 9/28/2021 2:28 | -1 |
6 | ESZ21 | 4.04 | 1.62 | 5.47 | 0.00% | $230,125 | $2,688 | 1.95 | 1.17% | 64 | 10/17/2021 18:01 | -2 |
7 | GCZ21 | -1.29 | 1.01 | -5.46 | 0.00% | $178,500 | $2,262 | -1.62 | 1.27% | 61 | 9/16/2021 9:50 | 0 |
8 | HGZ21 | -0.58 | -1.91 | 7.89 | 0.00% | $109,350 | $2,998 | 0.31 | 2.74% | 47 | 10/15/2021 9:22 | 0 |
9 | HOZ21 | 1.96 | 1.61 | 6.89 | 0.00% | $103,984 | $2,266 | 6.47 | 2.18% | 81 | 10/6/2021 2:53 | 2 |
10 | NGZ21 | -1.42 | -2.35 | 8.62 | 0.00% | $55,660 | $3,577 | 2.58 | 6.43% | 56 | 9/27/2021 23:30 | 1 |
11 | NQZ21 | -0.89 | 2.42 | -6.53 | 0.00% | $317,280 | $4,401 | 2.02 | 1.39% | 72 | 9/20/2021 15:18 | 0 |
12 | RBZ21 | -0.46 | -1.07 | 6.15 | 0.00% | $99,074 | $2,294 | 5.43 | 2.32% | 72 | 10/6/2021 2:54 | -1 |
13 | RSZ21 | -1.91 | 2.63 | 4.77 | 0.00% | $114,875 | $2,004 | 0.53 | 1.74% | 63 | 9/23/2021 20:21 | 1 |
14 | SIZ21 | -0.88 | -1.99 | -4.68 | 0.00% | $119,825 | $2,960 | -0.25 | 2.47% | 62 | 9/16/2021 10:47 | 0 |
15 | YMZ21 | -4.86 | 1.7 | 5.9 | 0.00% | $178,700 | $2,066 | 1.03 | 1.16% | 68 | 10/17/2021 18:07 | 1 |
16 | ZBZ21 | -1.45 | 2.71 | -4.98 | 0.00% | $160,906 | $1,267 | -1.68 | 0.79% | 66 | 9/23/2021 23:56 | -1 |
17 | ZCZ21 | 0.9 | 1.56 | 4.94 | 0.00% | $28,450 | $607 | 1.36 | 2.13% | 55 | 10/19/2021 10:42 | -2 |
18 | ZSF22 | -1.87 | -1.22 | -4.74 | 0.00% | $62,488 | $1,044 | -3.77 | 1.67% | 61 | 9/21/2021 10:09 | 2 |
19 | ZWZ21 | 1.6 | 0 | 5 | 0.00% | $38,650 | $835 | 2.11 | 2.16% | 55 | 9/26/2021 21:55 | 0 |
20 | 6BZ21-6AZ21 | -3.37 | -3 | -4.39 | 29.34% | $10,299 | $433 | -5.85 | 0.58% | 85 | 9/2/2021 9:29 | 0 |
21 | 6CZ21-6AZ21 | -1.58 | -1.07 | -4.88 | 31.54% | $5,510 | $420 | -1.42 | 0.56% | 79 | 10/20/2021 22:03 | 0 |
22 | 6CZ21-HGZ21 | 0.48 | 1.92 | -5.16 | 10.13% | ($28,620) | $2,694 | 0.19 | 2.46% | 55 | 10/13/2021 23:23 | 0 |
23 | 6EZ21-6AZ21 | -0.5 | -6.19 | -6.19 | 13.78% | $69,424 | $536 | -9.68 | 0.37% | 75 | 10/29/2021 13:00 | 2 |
24 | 6EZ21-6BZ21 | 1.01 | -4.64 | -4.91 | 17.68% | $59,125 | $512 | -5.19 | 0.35% | 74 | 9/9/2021 10:44 | 0 |
25 | 6EZ21-6CZ21 | 0.27 | -5.72 | -5.72 | 7.48% | $63,914 | $575 | -7.99 | 0.40% | 82 | 10/29/2021 12:45 | 0 |
26 | ESZ21-RSZ21 | 2.37 | 2.03 | 8.91 | 35.64% | $115,250 | $1,730 | 2.41 | 0.75% | 60 | 10/20/2021 9:51 | -1 |
27 | ESZ21-YMZ21 | 4.74 | 2.56 | -5.53 | 61.59% | $51,425 | $1,033 | 3.01 | 0.45% | 77 | 9/20/2021 15:18 | -1 |
28 | GCZ21-SIZ21 | 0.7 | -2.61 | 5.17 | 37.11% | $58,675 | $1,862 | -1.56 | 1.55% | 56 | 9/29/2021 11:46 | 0 |
29 | HOZ21-CLZ21 | 1.66 | -2.66 | 5.36 | 55.07% | $20,764 | $1,018 | 0.34 | 0.98% | 95 | 10/6/2021 4:42 | 1 |
30 | NQZ21-ESZ21 | 3 | 2.79 | -4.13 | 48.20% | $87,155 | $2,279 | 1.6 | 0.72% | 66 | 10/4/2021 13:05 | 0 |
31 | NQZ21-RSZ21 | 0.19 | 2.86 | 7.69 | 21.55% | $202,405 | $3,452 | 2.27 | 1.09% | 68 | 10/20/2021 9:40 | 0 |
32 | NQZ21-YMZ21 | 3.73 | 2.73 | -5.35 | 28.37% | $138,580 | $3,152 | 2.15 | 0.99% | 64 | 9/20/2021 15:18 | 0 |
33 | RBZ21-CLZ21 | -0.3 | -2.93 | -3.98 | 54.05% | $15,854 | $1,054 | -1.77 | 1.06% | 102 | 10/24/2021 21:58 | 0 |
34 | RBZ21-HOZ21 | -1.26 | -1.21 | 4.47 | 59.98% | ($4,910) | $918 | -2.41 | 0.93% | 104 | 10/18/2021 3:08 | -1 |
35 | YMZ21-RSZ21 | -1.82 | 1.41 | -4.95 | 34.44% | $63,825 | $1,355 | 0.78 | 0.76% | 74 | 10/13/2021 11:26 | 0 |
36 | ZBZ21-6JZ21 | -1.79 | 3.62 | 6.19 | 16.35% | $51,250 | $1,060 | 1.98 | 0.66% | 68 | 10/27/2021 14:39 | -1 |
37 | ZSF22-ZCZ21 | -1.87 | -1.91 | -7.35 | 30.91% | $34,038 | $721 | -6.61 | 1.15% | 77 | 10/4/2021 22:24 | 2 |
38 | ZSF22-ZWZ21 | -2.08 | -1.24 | -10.3 | 9.05% | $23,838 | $949 | -6.01 | 1.52% | 75 | 10/4/2021 9:32 | 0 |
39 | ZWZ21-ZCZ21 | 0.94 | -2.17 | -5.94 | 25.46% | $10,200 | $623 | 1.51 | 1.61% | 79 | 9/10/2021 11:49 | 0 |
40 | PTF | 31.16 | -4.46 | 7.79 | 0.00% | $633,590 | $5,530 | 0.06 | 0.87% | 62 | 9/28/2021 7:26 | 1 |