第十周交易53次共92手,亏损-1.7K,-0.3%(-20.8,-20.5,24.9,13.0,1.8),原仓31.8,新仓-0.1,交易-32.6。YTD -92.0K,-14.6%。现账户资金536.1K,杠杆0.28,净仓0,波动率0.21%(0.21%~2.37%),风险非常低。
本周市场继续大幅度波动。受乌克兰战争的影响,周一周二众多商品期货出现恐慌性暴涨,账户一度亏损严重。然后出现暴跌,实在是没胆继续持仓,因此在下跌中迅速抛仓,结果失去了原仓应有的利润。目前账户仅持有1手6B-6A多仓。2手CLJ-CLK空仓。风险非常低。
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 |
44 | PTF | 35.63 | 2.17 | 6.68 | 0.00 | $536,128 | $1,136 | 0.21% | 0.21% | 87.7 | 03/11 17:37 | 0 |
43 | ZWK22-ZCK22 | 3.37 | 1.15 | 8.82 | 0.00 | $17,213 | $1,854 | 0.35% | 3.35% | 80 | 03/07 20:00 | -2 |
42 | ZSK22-ZWK22 | (2.34) | (2.66) | 8.52 | (0.25) | $28,625 | $2,456 | 0.46% | 2.92% | 70 | 02/02 08:15 | -2 |
41 | ZSK22-ZCK22 | (0.81) | (3.14) | 6.70 | 0.32 | $45,838 | $1,344 | 0.25% | 1.60% | 74 | 02/02 08:15 | 2 |
40 | ZBM22-6JM22 | (2.10) | 1.69 | 4.28 | 0.09 | $48,494 | $1,523 | 0.28% | 0.98% | 82 | 02/27 18:00 | 0 |
39 | YMM22-RSM22 | (0.17) | (1.19) | 3.81 | 0.34 | $65,445 | $2,202 | 0.41% | 1.34% | 136 | 01/27 12:12 | 0 |
38 | RBJ22-HOJ22 | 1.82 | 1.95 | 10.00 | 0.53 | ($4,187) | $3,267 | 0.61% | 2.29% | 88 | 03/09 05:04 | 0 |
37 | RBJ22-CLJ22 | 1.35 | (1.29) | 5.55 | 0.65 | $29,422 | $1,754 | 0.33% | 1.27% | 167 | 03/02 21:34 | 0 |
36 | NQM22-YMM22 | (0.57) | (2.16) | 4.59 | 0.25 | $101,845 | $7,027 | 1.31% | 2.64% | 74 | 02/25 08:36 | 0 |
35 | NQM22-RSM22 | (1.52) | (2.05) | (6.40) | 0.19 | $167,290 | $7,555 | 1.41% | 2.84% | 74 | 01/24 12:17 | 0 |
34 | NQM22-ESM22 | (1.25) | (2.00) | 4.50 | 0.47 | $56,223 | $4,925 | 0.92% | 1.85% | 70 | 02/25 08:33 | 0 |
33 | HOJ22-CLJ22 | (1.03) | (1.35) | (8.61) | 0.46 | $33,609 | $3,707 | 0.69% | 2.60% | 90 | 03/09 05:04 | 0 |
32 | HGK22-SIK22 | 1.14 | (2.00) | (5.39) | (0.11) | ($15,850) | $3,703 | 0.69% | 2.82% | 74 | 03/08 07:50 | 0 |
31 | GCJ22-SIK22 | 0.85 | 1.06 | (4.72) | 0.35 | $68,130 | $2,181 | 0.41% | 1.66% | 82 | 01/19 05:59 | 0 |
30 | ESM22-YMM22 | 2.36 | (2.09) | (3.61) | 0.48 | $45,623 | $2,707 | 0.50% | 1.29% | 128 | 02/14 04:07 | 0 |
29 | ESM22-RSM22 | 2.65 | (1.93) | (3.96) | 0.37 | $111,068 | $3,298 | 0.62% | 1.57% | 112 | 02/24 02:18 | 0 |
28 | CLK22-CLM22 | 0.00 | (1.66) | 7.93 | 0.88 | $3,270 | $542 | 0.10% | 0.51% | 269 | 03/01 12:08 | 0 |
27 | CLJ22-CLK22 | 0.00 | (2.01) | 6.60 | 0.90 | $2,860 | $488 | 0.09% | 0.45% | 210 | 03/06 18:01 | -2 |
26 | 6EM22-6CM22 | (0.15) | (4.11) | (6.67) | 0.06 | $58,408 | $1,001 | 0.19% | 0.73% | 78 | 03/06 20:51 | 0 |
25 | 6EM22-6AM22 | (1.05) | (2.97) | (10.76) | 0.06 | $63,853 | $1,006 | 0.19% | 0.74% | 66 | 03/06 20:52 | 0 |
24 | 6CM22-6AM22 | (0.20) | 4.01 | (5.67) | 0.21 | $5,445 | $551 | 0.10% | 0.75% | 88 | 03/04 08:29 | 0 |
23 | 6BM22-6CM22 | (1.24) | (3.17) | (5.15) | (0.01) | $2,995 | $541 | 0.10% | 0.69% | 85 | 02/24 10:55 | 0 |
22 | 6BM22-6AM22 | (1.28) | (1.08) | (7.24) | 0.11 | $8,440 | $621 | 0.12% | 0.85% | 76 | 03/06 20:52 | 1 |
21 | ZWK22 | 4.05 | 1.31 | 14.07 | 1,107.00 | $55,350 | $1,857 | 0.35% | 3.36% | 90 | 03/07 20:00 | 0 |
20 | ZSK22 | (0.82) | (1.81) | 5.81 | 1,679.50 | $83,975 | $1,962 | 0.37% | 2.34% | 62 | 02/23 23:01 | 0 |
19 | ZCK22 | (0.09) | 1.27 | 6.05 | 762.75 | $38,138 | $963 | 0.18% | 2.52% | 79 | 02/23 23:25 | 0 |
18 | ZBM22 | (3.39) | 1.19 | (6.79) | 155'080 | $155,250 | $1,676 | 0.31% | 1.08% | 70 | 03/10 10:24 | 0 |
17 | YMM22 | (2.64) | (2.27) | (4.90) | 32,843.00 | $164,215 | $3,330 | 0.62% | 2.03% | 84 | 02/24 02:30 | 0 |
16 | SIK22 | (0.63) | 1.75 | 5.83 | 26.22 | $131,100 | $3,338 | 0.62% | 2.55% | 58 | 02/24 05:42 | 0 |
15 | RSM22 | (1.78) | (2.29) | 5.20 | 1,975.40 | $98,770 | $3,065 | 0.57% | 3.10% | 68 | 02/02 05:35 | 0 |
14 | RBJ22 | 1.79 | 2.12 | 8.24 | 3.30 | $138,512 | $5,066 | 0.94% | 3.66% | 88 | 03/06 18:03 | 0 |
13 | NQM22 | (2.70) | (2.39) | 6.07 | 13,303.00 | $266,060 | $9,315 | 1.74% | 3.50% | 68 | 02/02 07:31 | 0 |
12 | NGJ22 | 1.19 | 2.58 | 5.11 | 4.77 | $47,680 | $2,633 | 0.49% | 5.52% | 75 | 01/28 09:20 | 0 |
11 | HOJ22 | (1.16) | 2.20 | 9.54 | 3.40 | $142,699 | $6,894 | 1.29% | 4.83% | 70 | 03/06 18:02 | 0 |
10 | HGK22 | 1.44 | (2.10) | (5.81) | 4.61 | $115,250 | $3,025 | 0.56% | 2.62% | 64 | 03/07 11:37 | 0 |
9 | GCJ22 | 2.92 | 2.08 | (6.32) | 1,992.30 | $199,230 | $2,935 | 0.55% | 1.47% | 70 | 02/24 15:07 | 0 |
8 | ESM22 | 2.86 | (2.51) | 6.03 | 4,196.75 | $209,838 | $5,236 | 0.98% | 2.50% | 82 | 02/02 15:20 | 0 |
7 | CLM22 | 0.70 | 2.09 | 8.53 | 102.96 | $102,960 | $4,172 | 0.78% | 4.05% | 94 | 03/06 18:03 | 0 |
6 | CLK22 | 0.70 | 2.06 | 8.65 | 106.23 | $106,230 | $4,437 | 0.83% | 4.18% | 92 | 03/06 18:02 | 2 |
5 | CLJ22 | 0.70 | 2.14 | 8.51 | 109.09 | $109,090 | $4,712 | 0.88% | 4.32% | 86 | 03/06 18:01 | -2 |
4 | 6JM22 | (0.40) | (4.97) | (7.32) | 0.01 | $106,756 | $564 | 0.11% | 0.53% | 51 | 01/28 05:06 | 0 |
3 | 6EM22 | (1.40) | (3.30) | (5.62) | 1.09 | $136,863 | $1,068 | 0.20% | 0.78% | 68 | 03/04 08:52 | 0 |
2 | 6CM22 | (2.78) | (1.38) | (5.79) | 0.78 | $78,455 | $537 | 0.10% | 0.68% | 52 | 01/24 11:49 | 0 |
1 | 6BM22 | (1.97) | (2.33) | (8.19) | 1.30 | $81,450 | $520 | 0.10% | 0.64% | 65 | 02/24 11:01 | 1 |
0 | 6AM22 | (0.92) | (2.41) | 5.98 | 0.73 | $73,010 | $694 | 0.13% | 0.95% | 49 | 03/03 10:02 | -1 |