帕努奇交易记第43周:-0.5%, 年-9.3%

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
                 
                 
                 
                 
                         
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