帕努奇交易记第37周:-2.0%, 年-21.6%

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37周交易55次共80手,亏损10.0K,-2.0%(-5.5,0.6,2.7,-5.8,-2.0),原仓-8.5,新仓-7.6,交易6.2。YTD -135.9K,-21.6%。现账户资金492.3K,杠杆1.75,净仓2,波动率1.03%(0.35%~1.82%),风险较高。

   在美联储下周可能大幅度加息的影响下本周股市暴跌。账户试图抄底期指结果被套,另外加息也让黄金大跌,GC-SI多仓严重亏损。新开了一手债卷。目前账户持有1手ES,1手ZB,2手GC-SI多仓。持仓因预期市场已Price-In加息的影响,但也可能不对,故风险较高。本周最大的失误是没能拿住RB-HO仓位,暴涨16.9K,仅赚1.1K。HO与RB的比价已趋于正常。

   下面是账户交易与期货的详细情况,

Contract Trade Vol P_1 Pos Old New Trading No Fee
6JZ22 2 2 0 0 $0 $0 $263 $263
ESZ22 7 7 0 1 $0 ($2,344) ($3,044) ($5,388)
GCZ22 9 9 1 2 ($4,310) ($3,070) ($600) ($7,980)
HOV22 2 2 0 0 $0 $0 $781 $781
RBV22 2 2 0 0 $0 $0 $328 $328
RSZ22 6 6 0 0 $0 $0 $3,780 $3,780
SIZ22 19 19 (1) (2) ($4,150) ($1,225) $2,875 ($2,500)
YMZ22 4 4 0 0 $0 $0 ($2,350) ($2,350)
ZBZ22 7 7 0 1 $0 ($938) $1,531 $594
ZSX22 10 10 0 0 $0 $0 $763 $763
ZWZ22 12 12 0 0 $0 $0 $1,875 $1,875
Total 80 80 0 2 ($8,460) ($7,577) $6,202 ($9,834)
     
SID Contract/Pair RV WV WM  PE  MV ATR PV% V% WN DateTime Pos
40 PTF 22.73 1.95 5.83          -   $492,261 $5,087 1.03% 1.03% 67.9 09/16 17:57 2
39 ZWZ22-ZCZ22 (0.95) 1.93 (5.55) 26.04% $8,963 $1,271 0.26% 2.96% 74 08/19 10:27 0
38 ZSX22-ZWZ22 0.32 (1.67) 5.46 9.22% $29,375 $1,809 0.37% 2.50% 61 09/13 04:57 0
37 ZSX22-ZCZ22 0.17 (1.29) 7.33 31.16% $38,338 $1,372 0.28% 1.90% 57 09/13 07:36 0
36 ZBZ22-6JZ22 (1.44) (1.08) 4.39 15.03% $42,831 $1,529 0.31% 1.17% 60 07/22 05:05 0
35 YMZ22-RSZ22 0.13 2.09 (4.75) 30.81% $64,660 $1,643 0.33% 1.06% 92 08/29 10:33 0
34 RBV22-HOV22 (1.95) 1.87 (9.90) 19.97% ($32,214) $5,159 1.05% 3.86% 56 08/25 07:57 0
33 RBV22-CLZ22 (2.66) 1.04 (4.83) 46.41% $17,192 $2,751 0.56% 2.71% 85 08/24 13:40 0
32 NQZ22-YMZ22 (0.39) (2.84) (4.78) 27.31% $84,160 $4,446 0.90% 1.86% 68 07/26 14:34 0
31 NQZ22-RSZ22 (0.59) 1.02 (5.10) 18.01% $148,820 $5,015 1.02% 2.10% 67 09/14 07:57 0
30 NQZ22-ESZ22 (0.37) (2.47) (4.43) 50.94% $44,090 $3,001 0.61% 1.25% 75 08/23 02:44 0
29 HOV22-CLZ22 (0.31) (1.70) (6.03) 25.25% $49,406 $4,819 0.98% 3.60% 74 09/14 07:08 0
28 HGZ22-SIZ22 (0.59) (1.70) 6.51 2.28% ($9,537) $2,608 0.53% 2.66% 57 08/22 08:42 0
27 GCZ22-SIZ22 0.07 (2.65) (7.21) 33.72% $70,375 $1,769 0.36% 1.80% 66 09/12 19:47 2
26 ESZ22-YMZ22 0.80 (5.57) (5.57) 47.42% $40,070 $1,933 0.39% 0.99% 117 09/16 14:19 0
25 ESZ22-RSZ22 1.29 1.25 (6.87) 29.46% $104,730 $2,593 0.53% 1.33% 98 09/16 09:26 0
24 6EZ22-6CZ22 (1.02) 2.67 (5.41) 13.26% $50,605 $1,128 0.23% 0.90% 68 08/23 03:20 0
23 6EZ22-6AZ22 (0.99) 2.72 (6.16) 19.33% $58,670 $1,049 0.21% 0.83% 80 08/23 03:16 0
22 6CZ22-6AZ22 (0.25) (1.97) (4.78) 27.85% $8,065 $552 0.11% 0.82% 90 08/01 11:20 0
21 6BZ22-6CZ22 (1.38) 1.59 (5.03) 17.69% ($3,826) $588 0.12% 0.82% 82 08/22 05:32 0
20 6BZ22-6AZ22 (1.45) (1.85) (5.85) 20.40% $4,239 $609 0.12% 0.91% 83 08/22 05:53 0
19 ZWZ22 (0.47) 2.04 (4.83)       858.50 $42,925 $1,718 0.35% 4.00% 64 08/18 10:22 0
18 ZSX22 0.14 (1.64) 8.22     1,446.00 $72,300 $1,993 0.40% 2.76% 49 07/29 10:46 0
17 ZCZ22 1.71 1.42 6.46       679.25 $33,963 $863 0.18% 2.54% 73 08/24 09:33 0
16 ZBZ22 (3.75) 1.35 5.31  131'040  $131,125 $1,800 0.37% 1.37% 55 07/22 10:10 1
15 YMZ22 (0.95) 1.45 (7.03)    31,011.00 $155,055 $2,375 0.48% 1.53% 60 09/14 10:30 0
14 SIZ22 0.15 3.17 6.87        19.62 $98,075 $2,669 0.54% 2.72% 70 07/29 03:07 -2
13 RSZ22 (0.87) 1.25 (5.59)     1,807.90 $90,395 $2,004 0.41% 2.22% 50 09/14 10:30 0
12 RBV22 (2.75) 1.12 (5.23)         2.42 $101,472 $5,133 1.04% 5.06% 64 08/05 09:31 0
11 NQZ22 (1.12) 1.11 (5.85)    11,960.75 $239,215 $6,116 1.24% 2.56% 55 09/14 07:59 0
10 NGV22 0.54 (5.17) 6.16         7.82 $78,170 $5,692 1.16% 7.28% 57 07/26 08:20 0
9 HOV22 (0.15) (1.40) 5.07         3.18 $133,686 $6,446 1.31% 4.82% 83 07/28 05:08 0
8 HGZ22 (1.07) 2.38 (5.50)         3.54 $88,538 $2,376 0.48% 2.68% 66 09/16 04:53 0
7 GCZ22 1.73 2.44 (5.13)     1,684.50 $168,450 $2,251 0.46% 1.34% 60 09/16 04:17 2
6 ESZ22 1.31 1.28 (6.32)     3,902.50 $195,125 $3,676 0.75% 1.88% 60 09/14 10:30 1
5 CLZ22 1.05 1.10 (4.48)        84.28 $84,280 $3,865 0.79% 4.59% 62 08/05 09:29 0
4 6JZ22 (1.92) 0.99 6.38         0.01 $88,294 $982 0.20% 1.11% 50 07/29 02:28 0
3 6EZ22 (0.97) 1.69 (5.86)         1.01 $125,975 $1,300 0.26% 1.03% 68 08/23 03:16 0
2 6CZ22 0.25 (3.72) (5.41)         0.75 $75,370 $508 0.10% 0.67% 51 09/14 03:25 0
1 6BZ22 (1.41) (1.03) (6.16)         1.14 $71,544 $714 0.15% 1.00% 53 08/23 02:35 0
0 6AZ22 0.43 1.36 (5.61)         0.67 $67,305 $765 0.16% 1.14% 54 08/17 11:59 0
                 
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