帕努奇交易记第一周:-2.0%, 年-2.0%

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

  第一周交易44次共74手,亏损12.6K,-2.0%(-1.5,-4.4,-4.8,3.3,-5.2),原仓1.5,新仓-6.5,交易-7.0。YTD -$12.4K,-2.0%。现账户资金615.5K,杠杆3.89,净仓2,波动率1.59%(0.43%~1.75%),风险极高。

   本周股市下跌。账户在期指上盈利5.5K,但在谷物债卷能源期货上亏损惨重。目前账户持有3手RB-HO,1手ES-YM,2手ZB,1手ZW-ZC多仓与1手ES-RS,2手YM-RS,5手ZS-ZW空仓,净仓为2,风险极高。

   本周交易除期指外极为不顺。自持原仓位较轻,随意建仓加仓,分别遭遇ZS暴涨,ZB暴跌打击,深度被套。ZS-ZW甚至出现5手重仓现象。账户目前已满仓,下周首要目标就是减仓。

   新的一年又开始了,如果今年仍然不赚,真的说不过去了。

   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
40 PTF 42.08 2.12 6.33 0.00 $615,533 $9,773 1.59% 1.59% 26 01/07 18:00 2
39 ZWH22-ZCH22 (1.12) 2.44 (6.05) 0.27 $7,700 $798 0.13% 2.10% 29 12/10 01:41 1
38 ZSH22-ZWH22 2.07 (1.53) 6.78 0.04 $32,350 $1,124 0.18% 1.60% 35 12/28 12:16 -5
37 ZSH22-ZCH22 2.04 3.90 5.33 0.28 $40,050 $840 0.14% 1.19% 33 12/20 12:39 0
36 ZBH22-6JH22 (3.40) (3.19) (4.57) 0.17 $47,113 $1,157 0.19% 0.75% 31 01/03 16:00 0
35 YMH22-RSH22 0.97 2.69 6.51 0.28 $71,815 $1,797 0.29% 1.65% 30 12/14 09:34 -2
34 RBG22-HOG22 (2.50) (2.05) (6.26) 0.67 ($7,682) $1,055 0.17% 1.09% 37 01/06 15:22 3
33 RBG22-CLG22 (1.18) 1.52 3.34 0.61 $17,841 $1,234 0.20% 1.27% 32 12/09 10:34 0
32 NQH22-YMH22 1.05 (2.23) 6.07 0.17 $130,830 $4,878 0.79% 1.57% 42 12/28 07:43 0
31 NQH22-RSH22 (0.05) (1.71) 7.13 0.23 $202,645 $4,571 0.74% 1.47% 37 12/28 07:43 0
30 NQH22-ESH22 1.99 (2.20) (5.66) 0.40 $78,030 $3,554 0.58% 1.14% 41 12/17 04:16 0
29 HOG22-CLG22 2.38 2.65 5.35 0.61 $25,522 $1,204 0.20% 1.15% 26 01/05 14:08 0
28 GCG22-SIH22 0.47 (1.52) 4.58 0.38 $67,725 $1,700 0.28% 1.52% 36 12/01 15:23 0
27 ESH22-YMH22 3.42 (1.98) 6.35 0.46 $52,800 $1,627 0.26% 0.70% 27 12/28 05:07 1
26 ESH22-RSH22 6.50 1.46 7.89 0.38 $124,615 $1,884 0.31% 0.81% 32 12/29 09:51 -1
25 6EH22-6CH22 (0.17) 1.18 (6.51) 0.01 $63,169 $836 0.14% 0.59% 36 11/16 22:42 0
24 6EH22-6AH22 (0.87) 2.11 (5.76) 0.07 $70,369 $790 0.13% 0.56% 42 11/16 22:42 0
23 6CH22-HGH22 (0.33) (1.10) 4.48 0.11 ($30,975) $2,191 0.36% 1.99% 31 11/26 12:03 0
22 6CH22-6AH22 (1.08) 5.90 5.90 0.21 $7,200 $461 0.07% 0.64% 38 01/07 15:12 0
21 6BH22-6CH22 (1.59) (2.35) (6.41) (0.05) $5,919 $537 0.09% 0.63% 29 12/08 10:00 0
20 6BH22-6AH22 (2.18) 5.10 (7.25) 0.14 $13,119 $499 0.08% 0.69% 40 12/09 01:40 0
19 ZWH22 (1.19) 2.23 5.36 0.00 $38,025 $1,100 0.18% 2.89% 31 11/11 10:38 6
18 ZSH22 2.07 3.30 5.10 0.00 $70,375 $1,168 0.19% 1.66% 32 12/23 01:34 -5
17 ZCH22 0.42 1.63 (4.63) 0.00 $30,325 $566 0.09% 1.87% 35 11/30 09:57 -1
16 ZBH22 (3.59) (2.36) (5.88) 0.00 $155,250 $1,402 0.23% 0.90% 24 01/04 11:44 2
15 YMH22 (4.75) 1.24 9.57 0.00 $180,575 $2,106 0.34% 1.17% 32 12/30 09:37 -3
14 SIH22 (0.55) 1.73 (6.13) 0.00 $111,925 $2,742 0.45% 2.45% 26 11/23 11:30 0
13 RSH22 (5.47) (1.80) 6.91 0.00 $108,760 $2,479 0.40% 2.28% 36 12/28 10:04 3
12 RBG22 (1.63) (1.02) (8.00) 0.00 $96,781 $3,156 0.51% 3.26% 24 11/26 13:41 3
11 NQH22 (3.10) 1.06 7.08 0.00 $311,405 $5,903 0.96% 1.90% 42 12/28 07:44 0
10 NGG22 (2.83) 1.96 (7.24) 0.00 $39,350 $2,679 0.44% 6.81% 31 11/30 11:03 0
9 HOG22 2.61 1.08 (8.40) 0.00 $104,462 $3,104 0.50% 2.97% 25 11/26 13:44 -3
8 HGH22 0.23 2.01 (4.86) 0.00 $110,025 $2,454 0.40% 2.23% 27 12/15 10:38 0
7 GCG22 (0.65) 1.40 (7.90) 0.00 $179,650 $2,173 0.35% 1.21% 20 11/23 11:58 0
6 ESH22 6.08 1.09 7.47 0.00 $233,375 $3,024 0.49% 1.30% 36 12/30 10:26 0
5 CLG22 (0.91) (1.31) (7.64) 0.00 $78,940 $2,810 0.46% 3.56% 19 11/26 11:55 0
4 6JH22 1.32 1.72 5.54 0.00 $108,138 $625 0.10% 0.58% 24 11/26 03:23 0
3 6EH22 (0.67) 2.31 (8.90) 0.00 $142,219 $848 0.14% 0.60% 38 11/16 22:42 0
2 6CH22 (1.08) 2.23 6.01 0.00 $79,050 $511 0.08% 0.65% 23 12/08 10:00 0
1 6BH22 (2.01) 2.69 5.81 0.00 $84,969 $512 0.08% 0.60% 35 12/23 10:21 0
0 6AH22 0.94 1.87 6.62 0.00 $71,850 $583 0.09% 0.81% 31 12/09 01:40 0
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