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 |