第六周交易15次共26手,盈利4.6K,0.7%(-2.8,4.5,-2.3,0.1,5.1),原仓9.6,新仓-2.4,交易-3.3。YTD -9.4K,-1.5%。现账户资金618.8K,杠杆1.15,净仓1,波动率0.61%(0.61%~1.56%),风险较低。
本周股市下跌。账户因YM-RS背离回落,ZS-ZW下跌而盈利。但因为减仓,盈利还不如拿着仓位不动多。目前账户持有1手ZB,1手ES-RS多仓。2手ZS-ZW空仓。持仓偏向于在轻微做多股市,风险较低。
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 | 32.75 | 2.34 | 6.09 | 0.00 | $618,774 | $3,765 | 0.61% | 0.61% | 66.3 | 02/11 17:32 | 1 |
39 | ZWH22-ZCH22 | (0.57) | 3.18 | (6.57) | 0.23 | $7,413 | $841 | 0.14% | 2.11% | 47 | 01/07 04:41 | 1 |
38 | ZSH22-ZWH22 | 2.51 | (2.30) | 8.55 | 0.04 | $39,375 | $1,379 | 0.22% | 1.74% | 50 | 01/28 10:07 | -1 |
37 | ZSH22-ZCH22 | 2.81 | 1.42 | 10.00 | 0.27 | $46,788 | $1,055 | 0.17% | 1.33% | 57 | 12/28 06:47 | -1 |
36 | ZBH22-6JH22 | (2.66) | 1.89 | (4.33) | 0.11 | $44,625 | $1,221 | 0.20% | 0.80% | 64 | 01/03 16:00 | 0 |
35 | YMH22-RSH22 | 2.24 | (2.02) | 6.02 | 0.38 | $71,920 | $1,757 | 0.28% | 1.73% | 61 | 01/27 12:05 | 0 |
34 | RBH22-HOH22 | (1.33) | (1.73) | 5.37 | 0.57 | ($8,266) | $1,201 | 0.19% | 0.97% | 95 | 02/07 19:27 | 0 |
33 | RBH22-CLH22 | (0.82) | (1.46) | 4.06 | 0.59 | $21,226 | $1,045 | 0.17% | 0.91% | 125 | 02/03 03:04 | 0 |
32 | NQH22-YMH22 | (0.61) | (3.65) | (5.65) | 0.26 | $111,690 | $5,935 | 0.96% | 2.08% | 62 | 01/06 07:45 | 0 |
31 | NQH22-RSH22 | 0.03 | (4.93) | (5.84) | 0.28 | $183,610 | $5,796 | 0.94% | 2.03% | 62 | 01/24 12:18 | 0 |
30 | NQH22-ESH22 | 0.52 | (3.64) | (5.82) | 0.49 | $64,235 | $4,133 | 0.67% | 1.45% | 60 | 01/06 07:48 | 0 |
29 | HOH22-CLH22 | 1.08 | 1.55 | 6.25 | 0.52 | $29,492 | $1,323 | 0.21% | 1.07% | 72 | 01/28 03:08 | 0 |
28 | HGH22-SIH22 | 0.38 | (5.17) | (5.17) | 0.06 | ($6,963) | $2,530 | 0.41% | 2.14% | 76 | 02/11 16:59 | 0 |
27 | GCJ22-SIH22 | (0.06) | 1.84 | (6.12) | 0.38 | $68,060 | $1,672 | 0.27% | 1.42% | 74 | 01/19 05:59 | 0 |
26 | ESH22-YMH22 | 1.71 | (2.43) | (6.17) | 0.54 | $47,455 | $1,914 | 0.31% | 0.87% | 60 | 01/05 23:43 | 0 |
25 | ESH22-RSH22 | 5.97 | (3.45) | 6.62 | 0.46 | $119,375 | $2,262 | 0.37% | 1.02% | 62 | 12/29 15:38 | 1 |
24 | 6EH22-6CH22 | (0.65) | (3.81) | 7.12 | 0.14 | $63,406 | $777 | 0.13% | 0.55% | 62 | 02/04 06:58 | 0 |
23.0 | 6EH22-6AH22 | -1.3 | -2.9 | 8.9 | 0.18 | $70,511 | $739 | 0.12% | 0.52% | 58 | 02/04 06:58 | 0 |
22 | 6CH22-6AH22 | (0.31) | 1.27 | 5.92 | 0.33 | $7,105 | $443 | 0.07% | 0.62% | 72 | 01/07 08:32 | 0 |
21 | 6BH22-6CH22 | (0.45) | 1.23 | 5.94 | 0.15 | $6,213 | $457 | 0.07% | 0.58% | 78 | 02/03 07:00 | 0 |
20 | 6BH22-6AH22 | (0.65) | 1.50 | 5.63 | 0.32 | $13,318 | $452 | 0.07% | 0.63% | 82 | 01/07 08:41 | 0 |
19 | ZWH22 | (0.86) | 2.70 | 5.95 | 798.25 | $39,913 | $1,093 | 0.18% | 2.74% | 58 | 01/20 01:47 | 2 |
18 | ZSH22 | 2.85 | 1.84 | 7.18 | 1,585.75 | $79,288 | $1,442 | 0.23% | 1.82% | 63 | 12/28 06:47 | -2 |
17 | ZCH22 | (0.35) | (1.13) | 4.17 | 650.00 | $32,500 | $617 | 0.10% | 1.90% | 66 | 01/04 14:07 | 0 |
16 | ZBH22 | (3.36) | 1.60 | (6.02) | 152'280 | $152,875 | $1,371 | 0.22% | 0.90% | 62 | 01/04 11:44 | 1 |
15 | YMH22 | (2.65) | (2.82) | 7.19 | 34,689.00 | $173,445 | $2,799 | 0.45% | 1.61% | 68 | 12/30 09:38 | 0 |
14 | SIH22 | 0.12 | 3.12 | (5.75) | 23.60 | $118,000 | $2,680 | 0.43% | 2.27% | 59 | 01/28 06:14 | 0 |
13 | RSH22 | (5.17) | (2.18) | 6.00 | 2,030.50 | $101,525 | $2,854 | 0.46% | 2.81% | 70 | 12/28 10:04 | -1 |
12 | RBH22 | (0.96) | (0.98) | 4.59 | 2.74 | $115,126 | $2,566 | 0.41% | 2.23% | 88 | 12/23 15:50 | 0 |
11 | NQH22 | (2.70) | (2.80) | (5.55) | 14,256.75 | $285,135 | $8,066 | 1.30% | 2.83% | 64 | 01/24 12:18 | 0 |
10 | NGH22 | (1.62) | 1.15 | 6.07 | 4.00 | $40,000 | $2,716 | 0.44% | 6.79% | 63 | 02/02 11:32 | 0 |
9 | HOH22 | 1.31 | 1.21 | 6.52 | 2.94 | $123,392 | $2,775 | 0.45% | 2.25% | 67 | 12/23 15:51 | 0 |
8 | HGH22 | 1.08 | (2.69) | 5.00 | 4.44 | $111,038 | $2,494 | 0.40% | 2.25% | 62 | 01/12 08:53 | 0 |
7 | GCJ22 | 0.43 | 4.75 | 6.20 | 1,860.60 | $186,060 | $1,887 | 0.31% | 1.01% | 61 | 12/17 08:37 | 0 |
6 | ESH22 | 4.36 | (2.93) | 6.62 | 4,418.00 | $220,900 | $4,195 | 0.68% | 1.90% | 68 | 12/30 10:26 | 1 |
5 | CLH22 | 0.06 | 1.13 | 6.32 | 93.90 | $93,900 | $2,397 | 0.39% | 2.55% | 73 | 12/23 15:25 | 0 |
4 | 6JH22 | 0.47 | (1.57) | (5.83) | 0.01 | $108,250 | $575 | 0.09% | 0.53% | 62 | 12/29 06:05 | 0 |
3 | 6EH22 | (1.49) | (2.34) | 5.72 | 1.14 | $141,931 | $906 | 0.15% | 0.64% | 54 | 02/04 06:58 | 0 |
2 | 6CH22 | (1.74) | (1.74) | (5.71) | 0.79 | $78,525 | $539 | 0.09% | 0.69% | 58 | 01/24 11:49 | 0 |
1 | 6BH22 | (0.91) | (1.60) | 5.77 | 1.36 | $84,738 | $516 | 0.08% | 0.61% | 57 | 12/23 10:21 | 0 |
0 | 6AH22 | (0.29) | (1.86) | (5.56) | 0.71 | $71,420 | $660 | 0.11% | 0.92% | 50 | 01/24 10:11 | 0 |