第33周交易23次共33手,盈利0.9K,0.2%(1.0,2.0,-2.0,-0.9,0.9),原仓7.0,新仓-7.4,交易1.1。YTD -137.6K,-21.9%。现账户资金490.6K,杠杆0.45,净仓3,波动率0.58%(0.47%~1.69%),风险较低。
本周股市大跌。原仓位应盈利7.0K,但账户平仓太早,失去了大半利润。另外新开日元多仓损失惨重(-3.3K)。目前账户持有2手6J,1手ZW多仓,风险较低。
下面是账户交易与持仓详细情况,
Contract |
Trade |
Vol |
P_1 |
Pos |
Old |
New |
Trading |
No Fee |
6JU22 |
2 |
2 |
0 |
2 |
$0 |
($3,250) |
$0 |
($3,250) |
ESU22 |
7 |
7 |
(3) |
0 |
$7,838 |
($8,988) |
$2,475 |
$1,325 |
HOU22 |
4 |
4 |
0 |
0 |
$0 |
$0 |
($2,482) |
($2,482) |
RBU22 |
4 |
4 |
0 |
0 |
$0 |
$0 |
$3,368 |
$3,368 |
YMU22 |
7 |
7 |
3 |
0 |
($360) |
$4,270 |
($2,225) |
$1,685 |
ZSU22 |
1 |
1 |
(1) |
0 |
$2,025 |
($1,500) |
$0 |
$525 |
ZWU22 |
1 |
1 |
1 |
0 |
($2,475) |
$2,425 |
$0 |
($50) |
ZWZ22 |
7 |
7 |
0 |
1 |
$0 |
($381) |
($6) |
($388) |
Total |
33 |
33 |
0 |
3 |
$7,028 |
($7,424) |
$1,130 |
$733 |
|
|
|
|
SID |
Contract/Pair |
RV |
WV |
WM |
PE |
MV |
ATR |
PV% |
V% |
WN |
DateTime |
Pos |
40 |
PTF |
21.06 |
2.51 |
5.86 |
- |
$490,646 |
$2,843 |
0.58% |
0.58% |
65.7 |
08/19 17:33 |
3 |
39 |
ZWZ22-ZCZ22 |
(1.16) |
1.54 |
(5.12) |
29.58% |
$7,463 |
$1,376 |
0.28% |
3.56% |
79 |
08/19 10:27 |
0 |
38 |
ZSX22-ZWZ22 |
1.03 |
(1.52) |
4.54 |
12.79% |
$31,688 |
$1,938 |
0.39% |
2.76% |
71 |
06/28 12:44 |
0 |
37 |
ZSX22-ZCZ22 |
0.57 |
(1.56) |
(8.54) |
33.08% |
$39,150 |
$1,487 |
0.30% |
2.11% |
61 |
07/05 12:55 |
0 |
36 |
ZBU22-6JU22 |
(1.04) |
(1.85) |
7.37 |
17.31% |
$47,131 |
$1,665 |
0.34% |
1.20% |
50 |
07/01 10:30 |
0 |
35 |
YMU22-RSU22 |
0.11 |
1.77 |
5.44 |
44.36% |
$70,530 |
$1,402 |
0.29% |
0.83% |
56 |
07/15 10:37 |
0 |
34 |
RBU22-HOU22 |
(1.97) |
(2.16) |
5.25 |
27.98% |
($28,682) |
$5,215 |
1.06% |
3.37% |
85 |
06/28 09:39 |
0 |
33 |
RBU22-CLV22 |
0.21 |
(1.55) |
(4.32) |
41.03% |
$36,321 |
$3,823 |
0.78% |
3.04% |
80 |
07/21 06:23 |
0 |
32 |
NQU22-YMU22 |
0.74 |
(2.76) |
5.47 |
34.39% |
$96,530 |
$4,056 |
0.83% |
1.53% |
71 |
07/07 15:22 |
0 |
31 |
NQU22-RSU22 |
0.24 |
(2.10) |
5.09 |
29.08% |
$167,060 |
$4,384 |
0.89% |
1.65% |
67 |
07/07 15:21 |
0 |
30 |
NQU22-ESU22 |
0.93 |
(2.76) |
5.71 |
55.34% |
$53,575 |
$2,761 |
0.56% |
1.04% |
70 |
07/07 15:22 |
0 |
29 |
HOU22-CLV22 |
3.13 |
1.75 |
(6.11) |
27.74% |
$65,003 |
$5,233 |
1.07% |
3.38% |
81 |
06/28 09:39 |
0 |
28 |
HGZ22-SIZ22 |
0.21 |
7.46 |
7.46 |
1.83% |
($3,375) |
$2,788 |
0.57% |
3.03% |
69 |
08/19 16:59 |
0 |
27 |
GCZ22-SIZ22 |
0.80 |
3.11 |
5.11 |
28.94% |
$80,655 |
$1,934 |
0.39% |
2.03% |
79 |
07/25 21:23 |
0 |
26 |
ESU22-YMU22 |
0.84 |
(2.54) |
5.35 |
61.75% |
$42,955 |
$1,407 |
0.29% |
0.67% |
73 |
07/21 16:04 |
0 |
25 |
ESU22-RSU22 |
1.06 |
(1.60) |
5.08 |
43.44% |
$113,485 |
$2,080 |
0.42% |
0.98% |
60 |
08/01 10:10 |
0 |
24 |
6EU22-6CU22 |
(0.65) |
(3.20) |
(5.13) |
21.46% |
$48,773 |
$1,031 |
0.21% |
0.82% |
69 |
06/30 08:47 |
0 |
23 |
6EU22-6AU22 |
(0.36) |
(3.06) |
(6.33) |
29.57% |
$56,898 |
$925 |
0.19% |
0.74% |
61 |
07/06 08:37 |
0 |
22 |
6CU22-6AU22 |
(0.12) |
1.39 |
4.84 |
37.57% |
$8,125 |
$526 |
0.11% |
0.77% |
69 |
07/01 10:59 |
0 |
21 |
6BU22-6CU22 |
(1.24) |
(4.55) |
(4.67) |
26.56% |
($2,971) |
$575 |
0.12% |
0.78% |
65 |
06/29 10:35 |
0 |
20 |
6BU22-6AU22 |
(1.29) |
(4.48) |
(5.21) |
33.85% |
$5,154 |
$558 |
0.11% |
0.81% |
68 |
08/14 22:00 |
0 |
19 |
ZWZ22 |
(1.31) |
1.51 |
5.72 |
772.50 |
$38,625 |
$1,954 |
0.40% |
5.06% |
61 |
07/10 20:00 |
1 |
18 |
ZSX22 |
0.55 |
(1.16) |
8.98 |
1,406.25 |
$70,313 |
$2,222 |
0.45% |
3.16% |
57 |
07/29 10:46 |
0 |
17 |
ZCZ22 |
0.12 |
1.90 |
(7.59) |
623.25 |
$31,163 |
$1,067 |
0.22% |
3.42% |
69 |
07/12 20:08 |
0 |
16 |
ZBU22 |
(2.08) |
(2.86) |
6.98 |
138'200 |
$138,625 |
$2,013 |
0.41% |
1.45% |
42 |
07/01 10:32 |
0 |
15 |
YMU22 |
(0.91) |
(2.06) |
5.88 |
33,694.00 |
$168,470 |
$2,519 |
0.51% |
1.50% |
66 |
07/18 09:32 |
0 |
14 |
SIZ22 |
(0.74) |
(3.45) |
6.74 |
19.08 |
$95,375 |
$2,722 |
0.55% |
2.85% |
69 |
07/29 03:07 |
0 |
13 |
RSU22 |
(0.78) |
(2.49) |
5.55 |
1,958.80 |
$97,940 |
$2,075 |
0.42% |
2.12% |
64 |
06/28 09:51 |
0 |
12 |
RBU22 |
(0.63) |
(1.09) |
(5.67) |
3.00 |
$125,941 |
$6,484 |
1.32% |
5.15% |
54 |
07/05 13:59 |
0 |
11 |
NQU22 |
(0.15) |
(2.20) |
4.89 |
13,250.00 |
$265,000 |
$6,182 |
1.26% |
2.33% |
61 |
07/07 15:21 |
0 |
10 |
NGU22 |
1.56 |
1.86 |
6.45 |
9.28 |
$92,800 |
$5,460 |
1.11% |
5.88% |
66 |
07/26 08:20 |
0 |
9 |
HOU22 |
2.86 |
1.99 |
(4.64) |
3.68 |
$154,623 |
$7,241 |
1.48% |
4.68% |
72 |
07/05 16:58 |
0 |
8 |
HGZ22 |
(0.90) |
2.28 |
(5.61) |
3.68 |
$92,000 |
$2,840 |
0.58% |
3.09% |
69 |
07/06 01:39 |
0 |
7 |
GCZ22 |
0.95 |
(2.33) |
(7.43) |
1,760.30 |
$176,030 |
$2,289 |
0.47% |
1.30% |
66 |
07/06 12:02 |
0 |
6 |
ESU22 |
0.95 |
(2.26) |
(5.61) |
4,228.50 |
$211,425 |
$3,678 |
0.75% |
1.74% |
64 |
06/30 10:03 |
0 |
5 |
CLV22 |
(2.84) |
1.60 |
(5.68) |
89.62 |
$89,620 |
$4,591 |
0.94% |
5.12% |
56 |
07/05 14:00 |
0 |
4 |
6JU22 |
(0.67) |
(3.51) |
6.82 |
0.01 |
$91,494 |
$982 |
0.20% |
1.07% |
47 |
07/29 02:58 |
2 |
3 |
6EU22 |
(0.22) |
(3.29) |
(5.76) |
1.01 |
$125,713 |
$1,313 |
0.27% |
1.04% |
61 |
07/06 11:54 |
0 |
2 |
6CU22 |
1.05 |
(2.63) |
6.52 |
0.77 |
$76,940 |
$575 |
0.12% |
0.75% |
63 |
07/18 10:51 |
0 |
1 |
6BU22 |
(1.17) |
(4.56) |
(4.56) |
1.18 |
$73,969 |
$783 |
0.16% |
1.06% |
67 |
08/19 11:21 |
0 |
0 |
6AU22 |
0.60 |
(2.62) |
(5.13) |
0.69 |
$68,815 |
$843 |
0.17% |
1.23% |
69 |
08/17 11:48 |
0 |
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