帕努奇交易记第五周:-2.2%, 年-2.2%

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

  第五周交易38次共65手,亏损-13.6K,-2.2%(-2.7,-3.6,-11.6,2.0,2.3),原仓-14.6,新仓-0.4,交易2.6。YTD -13.9K,-2.2%。现账户资金614.2K,杠杆2.53,净仓1,波动率1.52%(1.20%~1.79%),风险非常高。

   本周股市上涨。YM-RS基本没变,ZS-ZW继续上涨。账户交易不多,太保守。亏损主要来自ZS-ZW空仓。目前账户持有1手ZB多仓。3手YM-RS,5手ZS-ZW空仓,风险非常高。

   以下是账户目前持仓情况,

SID Contract/Pair RV WV WM PE MV ATR SR V% WN DateTime Pos
40 PTF 41.09 1.72 6.22 0.00 $614,199 $9,346 1.52% 1.52% 66.2 02/04 17:09 1
39 ZWH22-ZCH22 (0.97) 2.55 (6.62) 0.23 $7,175 $835 0.14% 2.18% 41 01/07 04:41 1
38 ZSH22-ZWH22 3.53 1.33 8.69 (0.00) $39,563 $1,358 0.22% 1.74% 47 01/28 10:07 -4
37 ZSH22-ZCH22 3.75 1.97 10.53 0.26 $46,738 $1,002 0.16% 1.29% 51 12/28 06:47 -1
36 ZBH22-6JH22 (2.61) (3.19) (4.38) 0.11 $44,975 $1,207 0.20% 0.79% 58 01/03 16:00 0
35 YMH22-RSH22 3.16 (1.32) 6.36 0.36 $75,030 $1,838 0.30% 1.85% 59 12/14 09:34 -3
34 RBH22-HOH22 (1.96) 1.60 (4.93) 0.57 ($8,005) $1,140 0.19% 0.95% 116 01/06 15:59 0
33 RBH22-CLH22 (0.99) 1.23 3.90 0.57 $19,892 $1,089 0.18% 0.97% 130 02/03 03:04 0
32 NQH22-YMH22 (0.37) 2.22 (5.66) 0.25 $118,250 $5,931 0.97% 2.03% 63 01/06 07:45 0
31 NQH22-RSH22 0.72 1.66 (5.93) 0.28 $193,280 $5,703 0.93% 1.95% 65 01/24 12:18 0
30 NQH22-ESH22 1.33 2.04 (5.80) 0.48 $68,625 $4,147 0.68% 1.42% 61 01/06 07:48 0
29 HOH22-CLH22 1.84 (1.19) 6.59 0.53 $27,898 $1,255 0.20% 1.05% 79 01/28 03:08 0
28 HGH22-SIH22 0.37 1.56 4.30 0.07 $50 $2,448 0.40% 2.17% 78 01/27 09:20 0
27 GCJ22-SIH22 (0.39) 1.14 (6.09) 0.36 $68,280 $1,681 0.27% 1.49% 74 01/19 05:59 0
26 ESH22-YMH22 1.78 (1.10) (6.20) 0.54 $49,625 $1,904 0.31% 0.85% 60 01/05 23:43 0
25 ESH22-RSH22 7.55 (1.28) 6.66 0.45 $124,655 $2,246 0.37% 1.00% 61 12/29 15:38 0
24 6EH22-6CH22 (0.44) 1.28 6.96 0.12 $64,895 $794 0.13% 0.55% 63 02/04 06:58 0
23 6EH22-6AH22 (1.31) 1.39 8.80 0.18 $72,415 $745 0.12% 0.52% 59 02/04 06:58 0
22 6CH22-6AH22 (0.84) 2.17 5.92 0.32 $7,520 $442 0.07% 0.62% 71 01/07 08:32 0
21 6BH22-6CH22 (0.93) (1.00) (6.91) 0.12 $6,189 $473 0.08% 0.60% 78 12/08 10:00 0
20 6BH22-6AH22 (1.43) (1.22) (7.70) 0.28 $13,709 $470 0.08% 0.66% 76 12/09 01:40 0
19 ZWH22 (1.57) 1.67 6.02 765.25 $38,263 $1,079 0.18% 2.82% 53 01/20 01:47 5
18 ZSH22 3.75 1.76 7.66 1,556.50 $77,825 $1,351 0.22% 1.74% 63 12/28 06:47 -5
17.0 ZCH22 -0.9 1.2 4.4 621.75 $31,088 $583 0.09% 1.88% 67 01/04 14:07 0
16 ZBH22 (3.04) (3.39) (6.05) 153'170 $153,531 $1,363 0.22% 0.89% 60 01/04 11:44 1
15 YMH22 (3.01) (1.01) 7.29 34,930.00 $174,650 $2,761 0.45% 1.58% 63 12/30 09:38 -3
14 SIH22 0.35 (1.13) 5.11 22.52 $112,600 $2,644 0.43% 2.35% 64 01/20 12:47 0
13 RSH22 (6.73) 1.76 5.92 1,992.40 $99,620 $2,890 0.47% 2.90% 73 12/28 10:04 3
12 RBH22 (1.23) (1.31) 5.39 2.66 $111,812 $2,538 0.41% 2.27% 81 12/08 05:05 0
11 NQH22 (2.81) 1.78 (5.64) 14,645.00 $292,900 $7,942 1.29% 2.71% 65 01/24 12:18 0
10 NGH22 (2.18) (3.20) 6.34 4.56 $45,550 $2,558 0.42% 5.62% 64 02/02 11:32 0
9 HOH22 2.08 (1.56) 6.82 2.85 $119,818 $2,653 0.43% 2.21% 75 12/23 15:51 0
8 HGH22 1.52 1.97 5.22 4.51 $112,650 $2,389 0.39% 2.12% 61 01/12 08:53 0
7 GCJ22 (0.63) 1.79 6.28 1,808.80 $180,880 $1,862 0.30% 1.03% 63 12/17 08:37 0
6 ESH22 5.17 (1.18) 6.74 4,485.50 $224,275 $4,117 0.67% 1.84% 65 12/30 10:26 0
5 CLH22 (0.31) (1.05) 6.32 91.92 $91,920 $2,395 0.39% 2.61% 69 12/23 15:25 0
4 6JH22 0.72 (2.07) (5.85) 0.01 $108,556 $573 0.09% 0.53% 62 12/29 06:05 0
3 6EH22 (1.34) 1.35 5.74 1.15 $143,225 $905 0.15% 0.63% 51 02/04 06:58 0
2 6CH22 (1.95) 0.97 (5.73) 0.78 $78,330 $538 0.09% 0.69% 54 01/24 11:49 0
1 6BH22 (1.49) (2.68) 5.80 1.35 $84,519 $513 0.08% 0.61% 57 12/23 10:21 0
0 6AH22 0.30 (3.55) (5.66) 0.71 $70,810 $648 0.11% 0.91% 49 01/24 10:11 0
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