第17周交易16次共26手,亏损-58.2K,-10.8%(-18.4,-32.5,-6.8,-2.7,2.3),原仓-27.1,新仓-478.6,交易447.0。YTD -146.4K,-23.3%。现账户资金481.7K,杠杆0.44,净仓2,波动率0.46%(0.13%~3.63%),风险正常。
本周股市期指债卷继续大跌。账户在HO上造成巨额亏损,临近换约,庄家将HO推向历史新高。这一切就在眼前发生,令人难以置信,麻木不仁。这次又给账户挖了一个大坑,但愿今后能严格执行止损。目前账户仅持有1手6A与1手ZB多仓。风险正常。
下面是账户交易与持仓详细情况,
Contract |
Trd |
Vol |
Pos |
Ori |
G/L |
Trd |
New |
Old |
6AM22 |
2 |
2 |
1 |
1 |
($2,165) |
($365) |
$0 |
($1,800) |
6BM22 |
2 |
2 |
0 |
0 |
$600 |
$600 |
$0 |
$0 |
HOK22 |
4 |
4 |
0 |
(2) |
($80,741) |
($19,807) |
($22,445) |
($38,489) |
HOM22 |
2 |
2 |
0 |
0 |
$12,235 |
$12,235 |
$0 |
$0 |
RBK22 |
2 |
2 |
0 |
2 |
$8,127 |
$0 |
($5,263) |
$13,390 |
RSM22 |
4 |
4 |
0 |
0 |
$1,995 |
$1,995 |
$0 |
$0 |
YMM22 |
4 |
4 |
0 |
0 |
($1,490) |
($1,490) |
$0 |
$0 |
ZBM22 |
6 |
6 |
1 |
1 |
$2,719 |
$2,969 |
$0 |
($250) |
Total |
26 |
26 |
2 |
2 |
($58,720) |
($3,863) |
($27,708) |
($27,149) |
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SID |
Contract/Pair |
RV |
WV |
WM |
PE |
MV |
ATR |
PV% |
V% |
WN |
DateTime |
Pos |
42 |
PTF |
27.97 |
2.38 |
6.01 |
- |
$481,064 |
$2,194 |
0.46% |
0.46% |
77.2 |
04/29 18:00 |
2 |
41 |
ZWN22-ZCN22 |
0.92 |
(2.40) |
4.99 |
9.58% |
$12,088 |
$2,480 |
0.52% |
4.70% |
80 |
03/04 01:38 |
0 |
40 |
ZSN22-ZWN22 |
(0.31) |
2.36 |
(6.05) |
0.47% |
$31,500 |
$2,729 |
0.57% |
5.17% |
84 |
03/04 03:55 |
0 |
39 |
ZSN22-ZCN22 |
0.31 |
(1.36) |
(6.08) |
28.40% |
$43,588 |
$1,304 |
0.27% |
1.55% |
92 |
04/01 06:59 |
0 |
38 |
ZBM22-6JM22 |
(1.46) |
(1.98) |
(4.61) |
15.36% |
$43,494 |
$1,820 |
0.38% |
1.30% |
68 |
04/06 10:59 |
0 |
37 |
YMM22-RSM22 |
1.23 |
(2.78) |
(4.93) |
46.74% |
$71,650 |
$1,634 |
0.34% |
0.99% |
94 |
04/25 12:19 |
0 |
36 |
RBM22-HOM22 |
0.09 |
2.51 |
(6.15) |
48.36% |
($23,726) |
$4,739 |
0.99% |
2.82% |
91 |
03/08 19:51 |
0 |
35 |
RBM22-CLM22 |
1.97 |
1.28 |
5.42 |
58.89% |
$39,950 |
$3,026 |
0.63% |
2.10% |
122 |
04/27 14:07 |
0 |
34 |
NQM22-YMM22 |
(0.12) |
(2.34) |
(4.56) |
29.57% |
$92,940 |
$5,858 |
1.22% |
2.27% |
80 |
03/15 05:08 |
0 |
33 |
NQM22-RSM22 |
0.40 |
(2.78) |
(5.02) |
27.53% |
$164,590 |
$6,028 |
1.25% |
2.34% |
76 |
04/25 07:19 |
0 |
32 |
NQM22-ESM22 |
(0.02) |
(2.23) |
(4.37) |
49.99% |
$50,960 |
$4,160 |
0.86% |
1.61% |
70 |
04/06 12:46 |
0 |
31 |
HOM22-CLM22 |
2.14 |
(2.08) |
(4.50) |
41.59% |
$63,676 |
$5,361 |
1.11% |
3.19% |
75 |
03/09 12:37 |
0 |
30 |
HGN22-SIN22 |
1.21 |
1.32 |
(5.25) |
-3.87% |
($4,275) |
$3,774 |
0.78% |
3.31% |
82 |
03/08 07:50 |
0 |
29 |
GCM22-SIN22 |
1.37 |
4.95 |
5.99 |
38.95% |
$75,765 |
$2,218 |
0.46% |
1.95% |
111 |
04/22 05:05 |
0 |
28 |
ESM22-YMM22 |
0.53 |
(2.81) |
5.35 |
58.31% |
$41,980 |
$1,880 |
0.39% |
0.91% |
93 |
03/21 11:58 |
0 |
27 |
ESM22-RSM22 |
2.23 |
(4.51) |
(6.37) |
44.15% |
$113,630 |
$2,519 |
0.52% |
1.22% |
86 |
04/25 10:03 |
0 |
26 |
CLM22-CLN22 |
0.00 |
(1.02) |
8.18 |
85.80% |
$1,600 |
$944 |
0.20% |
0.91% |
304 |
03/06 18:02 |
0 |
25 |
6EM22-6CM22 |
(0.41) |
2.37 |
(6.74) |
9.64% |
$54,314 |
$1,127 |
0.23% |
0.85% |
64 |
04/06 02:13 |
0 |
24 |
6EM22-6AM22 |
(0.84) |
2.62 |
(9.33) |
6.99% |
$61,424 |
$1,160 |
0.24% |
0.88% |
58 |
03/06 20:52 |
0 |
23 |
6CM22-6AM22 |
(0.27) |
1.71 |
5.67 |
28.45% |
$7,110 |
$580 |
0.12% |
0.82% |
73 |
03/14 22:58 |
0 |
22 |
6BM22-6CM22 |
(1.39) |
3.82 |
(4.23) |
13.04% |
$851 |
$553 |
0.11% |
0.70% |
78 |
03/07 06:18 |
0 |
21 |
6BM22-6AM22 |
(1.40) |
4.03 |
(8.59) |
17.60% |
$7,961 |
$668 |
0.14% |
0.95% |
54 |
03/06 20:52 |
0 |
20 |
ZWN22 |
1.23 |
(1.83) |
5.85 |
1,055.00 |
$52,750 |
$2,742 |
0.57% |
5.20% |
78 |
03/02 03:02 |
0 |
19 |
ZSN22 |
0.30 |
(1.04) |
(5.26) |
1,685.00 |
$84,250 |
$1,822 |
0.38% |
2.16% |
74 |
04/03 21:17 |
0 |
18 |
ZCN22 |
0.27 |
(1.05) |
5.42 |
813.25 |
$40,663 |
$1,070 |
0.22% |
2.63% |
66 |
04/19 02:24 |
0 |
17 |
ZBM22 |
(3.84) |
(1.48) |
(5.29) |
139'290 |
$139,906 |
$2,150 |
0.45% |
1.54% |
52 |
03/10 10:24 |
1 |
16 |
YMM22 |
(0.66) |
(3.63) |
(7.02) |
32,974.00 |
$164,870 |
$3,068 |
0.64% |
1.86% |
68 |
04/25 11:53 |
0 |
15 |
SIN22 |
(1.17) |
(2.48) |
(5.61) |
22.79 |
$113,925 |
$3,633 |
0.76% |
3.19% |
58 |
03/29 08:51 |
0 |
14 |
RSM22 |
(2.17) |
(2.67) |
(5.92) |
1,864.40 |
$93,220 |
$2,634 |
0.55% |
2.83% |
52 |
04/25 11:53 |
0 |
13 |
RBM22 |
1.46 |
4.34 |
6.40 |
3.43 |
$144,060 |
$7,361 |
1.53% |
5.11% |
60 |
03/06 18:03 |
0 |
12 |
NQM22 |
(0.64) |
(2.83) |
(5.26) |
12,890.50 |
$257,810 |
$8,318 |
1.73% |
3.23% |
62 |
04/25 07:19 |
0 |
11 |
NGM22 |
1.57 |
2.91 |
8.30 |
7.25 |
$72,450 |
$3,605 |
0.75% |
4.98% |
51 |
04/18 12:56 |
0 |
10 |
HOM22 |
1.82 |
(1.79) |
5.72 |
3.99 |
$167,786 |
$9,177 |
1.91% |
5.47% |
61 |
03/03 02:51 |
0 |
9 |
HGN22 |
0.60 |
(2.31) |
(5.67) |
4.39 |
$109,650 |
$2,927 |
0.61% |
2.67% |
61 |
03/07 11:37 |
0 |
8 |
GCM22 |
2.71 |
(1.51) |
(5.01) |
1,896.90 |
$189,690 |
$3,358 |
0.70% |
1.77% |
70 |
03/15 10:40 |
0 |
7 |
ESM22 |
0.92 |
(4.07) |
(6.92) |
4,137.00 |
$206,850 |
$4,510 |
0.94% |
2.18% |
64 |
04/25 11:49 |
0 |
6 |
CLN22 |
(2.66) |
(1.21) |
6.27 |
102.51 |
$102,510 |
$6,170 |
1.28% |
6.02% |
62 |
03/06 18:03 |
0 |
5 |
CLM22 |
(2.66) |
(1.22) |
6.11 |
104.11 |
$104,110 |
$6,647 |
1.38% |
6.38% |
58 |
03/06 18:03 |
0 |
4 |
6JM22 |
(1.92) |
1.81 |
(7.50) |
0.01 |
$96,413 |
$951 |
0.20% |
0.99% |
64 |
03/14 21:27 |
0 |
3 |
6EM22 |
(0.96) |
1.28 |
(6.59) |
1.06 |
$132,044 |
$1,247 |
0.26% |
0.94% |
76 |
04/27 10:59 |
0 |
2 |
6CM22 |
(1.19) |
(2.93) |
(6.89) |
0.78 |
$77,730 |
$580 |
0.12% |
0.75% |
52 |
04/25 11:53 |
0 |
1 |
6BM22 |
(1.70) |
1.57 |
(5.33) |
1.26 |
$78,581 |
$636 |
0.13% |
0.81% |
68 |
03/07 05:34 |
0 |
0 |
6AM22 |
(0.16) |
(2.95) |
(7.61) |
0.71 |
$70,620 |
$811 |
0.17% |
1.15% |
49 |
04/25 02:59 |
1 |
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