第41周交易35次共60手,亏损5.1K,-1.1%(-3.6,4.2,-1.6,1.6,-5.8),原仓-12.8,新仓-1.5,交易9.3。YTD -160.8K,-25.5%,新低。现账户资金467.4K,杠杆1.88,净仓3,波动率1.87%(1.53%~2.61%),风险超高。
本周股市大幅波动,在CPI上涨的压力下最终下跌。亏损主要来自于黄金能源与债卷,盈利主要来自于期指。目前账户持有1手ES,1手ZB,1手GC多仓。1手YM-RS,1手HO-CL空仓。风险超高。在美联储可能继续加息的阴影下,美元强势,黄金债卷走弱,不少外汇已创下几十年来的新低。账户周四CPI公布时就曾出现过一次-20K的掉深,然后反弹出水,最终还是没能躲过周五的下跌。
以下是账户交易与期货的详细情况,
Contract | Trade | Vol | P_1 | Pos | Old | New | Trading | No Fee |
CLZ22 | 6 | 6 | 1 | 1 | ($7,360) | $0 | $1,540 | ($5,820) |
ESZ22 | 4 | 4 | 1 | 1 | ($2,713) | $0 | $1,975 | ($738) |
GCZ22 | 1 | 1 | 1 | 0 | ($5,160) | $2,850 | $0 | ($2,310) |
HOX22 | 6 | 6 | (1) | (1) | $1,940 | $0 | $2,419 | $4,360 |
RBX22 | 2 | 2 | 0 | 0 | $0 | $0 | ($231) | ($231) |
RSZ22 | 12 | 12 | (1) | 1 | $825 | ($1,571) | $1,491 | $745 |
SIZ22 | 3 | 3 | 0 | 1 | $0 | ($4,725) | $700 | ($4,025) |
YMZ22 | 22 | 22 | 1 | (1) | $1,720 | $1,968 | $1,022 | $4,710 |
ZBZ22 | 0 | 0 | 1 | 1 | ($2,094) | $0 | $0 | ($2,094) |
ZSX22 | 2 | 2 | 0 | 0 | $0 | $0 | ($1,013) | ($1,013) |
ZWZ22 | 2 | 2 | 0 | 0 | $0 | $0 | $1,388 | $1,388 |
Total | 60 | 60 | 3 | 3 | ($12,842) | ($1,478) | $9,291 | ($5,028) |
SID | Contract/Pair | RV | WV | WM | PE | MV | ATR | PV% | V% | WN | DateTime | Pos |
40 | PTF | 24.73 | 2.47 | 6.54 | - | $467,383 | $8,748 | 1.87% | 1.87% | 67.8 | 10/14 17:15 | 3 |
39 | ZWZ22-ZCZ22 | (0.65) | (3.25) | 5.56 | 25.72% | $8,525 | $1,354 | 0.29% | 3.14% | 61 | 09/21 03:11 | 0 |
38 | ZSF23-ZWZ22 | 0.94 | 1.91 | 5.41 | 0.67% | $26,575 | $1,810 | 0.39% | 4.20% | 51 | 09/13 05:01 | 0 |
37 | ZSF23-ZCZ22 | 0.79 | (1.58) | 8.40 | 26.63% | $35,100 | $1,185 | 0.25% | 1.70% | 62 | 09/13 07:36 | 0 |
36 | ZBZ22-6JZ22 | (0.02) | (2.49) | (4.85) | 11.73% | $38,838 | $1,653 | 0.35% | 1.34% | 71 | 08/25 08:42 | 0 |
35 | YMZ22-RSZ22 | 0.71 | 1.09 | 4.82 | 48.06% | $63,960 | $1,621 | 0.35% | 1.09% | 73 | 10/14 09:55 | -1 |
34 | RBX22-HOX22 | (4.61) | (1.33) | (8.49) | 24.17% | ($57,154) | $5,246 | 1.12% | 3.13% | 60 | 08/25 07:53 | 0 |
33 | RBX22-CLZ22 | (1.93) | 1.70 | 4.45 | 47.01% | $25,983 | $2,486 | 0.53% | 2.25% | 87 | 09/28 04:40 | 0 |
32 | NQZ22-YMZ22 | 1.74 | (3.28) | (5.26) | 40.39% | $66,480 | $3,871 | 0.83% | 1.80% | 81 | 10/10 13:07 | 0 |
31 | NQZ22-RSZ22 | 1.86 | (2.88) | (5.68) | 30.69% | $130,440 | $4,500 | 0.96% | 2.09% | 73 | 09/14 07:57 | 0 |
30 | NQZ22-ESZ22 | 1.80 | (2.85) | (5.13) | 61.17% | $35,100 | $2,521 | 0.54% | 1.17% | 89 | 08/22 15:42 | 0 |
29 | HOX22-CLZ22 | 4.75 | 1.81 | 5.48 | 25.99% | $83,137 | $5,120 | 1.10% | 3.05% | 60 | 10/06 04:01 | -1 |
28 | HGZ22-SIZ22 | (0.31) | 10.61 | 10.61 | 17.35% | ($5,863) | $2,631 | 0.56% | 2.89% | 48 | 10/14 12:25 | 0 |
27 | GCZ22-SIZ22 | (0.52) | 2.58 | (7.46) | 42.71% | $74,020 | $1,824 | 0.39% | 2.00% | 66 | 10/03 10:00 | 0 |
26 | ESZ22-YMZ22 | (0.15) | (3.70) | (6.53) | 63.21% | $31,380 | $1,618 | 0.35% | 0.90% | 108 | 10/11 10:31 | 0 |
25 | ESZ22-RSZ22 | 0.11 | (2.52) | (5.81) | 43.25% | $95,340 | $2,496 | 0.53% | 1.39% | 78 | 10/11 20:13 | 0 |
24 | 6EZ22-6CZ22 | (0.17) | 1.58 | (5.54) | 23.64% | $50,089 | $1,106 | 0.24% | 0.91% | 68 | 09/25 21:02 | 0 |
23 | 6EZ22-6AZ22 | (0.44) | 1.88 | (6.26) | 28.68% | $59,994 | $1,032 | 0.22% | 0.85% | 62 | 08/23 03:16 | 0 |
22 | 6CZ22-6AZ22 | (0.44) | 2.15 | 5.49 | 42.68% | $9,905 | $527 | 0.11% | 0.85% | 98 | 10/10 11:08 | 0 |
21 | 6BZ22-6CZ22 | (0.14) | (1.50) | (13.75) | 25.69% | ($2,074) | $802 | 0.17% | 1.15% | 77 | 09/25 21:01 | 0 |
20 | 6BZ22-6AZ22 | (0.38) | 2.19 | (10.78) | 24.07% | $7,831 | $820 | 0.18% | 1.17% | 68 | 09/25 21:01 | 0 |
19 | ZWZ22 | (0.80) | (2.62) | 5.41 | 861.25 | $43,063 | $1,822 | 0.39% | 4.23% | 54 | 09/21 03:11 | 0 |
18 | ZSF23 | 0.79 | (1.69) | 8.30 | 1,392.75 | $69,638 | $1,615 | 0.35% | 2.32% | 62 | 09/13 07:36 | 0 |
17 | ZCZ22 | (0.07) | (1.30) | 5.81 | 690.75 | $34,538 | $805 | 0.17% | 2.33% | 64 | 08/23 10:37 | 0 |
16 | ZBZ22 | (2.20) | (2.70) | (6.04) | 123'150 | $123,469 | $1,873 | 0.40% | 1.52% | 67 | 10/10 13:08 | 1 |
15 | YMZ22 | 0.41 | (2.60) | (5.68) | 29,689.00 | $148,445 | $3,121 | 0.67% | 2.10% | 63 | 09/14 15:17 | -1 |
14 | SIZ22 | 0.56 | (3.24) | 8.23 | 18.20 | $91,000 | $3,184 | 0.68% | 3.50% | 60 | 10/04 02:48 | 1 |
13 | RSZ22 | (0.71) | (3.16) | (4.95) | 1,689.70 | $84,485 | $2,434 | 0.52% | 2.88% | 63 | 09/23 14:58 | 1 |
12 | RBX22 | (2.76) | (2.16) | 6.45 | 2.63 | $110,523 | $4,692 | 1.00% | 4.25% | 72 | 10/04 14:29 | 0 |
11 | NQZ22 | 1.80 | (3.18) | (5.51) | 10,746.25 | $214,925 | $6,494 | 1.39% | 3.02% | 71 | 09/14 07:59 | 0 |
10 | NGX22 | (1.90) | (1.38) | 5.28 | 6.48 | $64,760 | $5,136 | 1.10% | 7.93% | 62 | 09/14 14:38 | 0 |
9 | HOX22 | 4.89 | 1.22 | 6.38 | 3.99 | $167,677 | $6,918 | 1.48% | 4.13% | 59 | 10/06 04:00 | -1 |
8 | HGZ22 | 0.31 | (1.63) | (5.22) | 3.41 | $85,138 | $2,505 | 0.54% | 2.94% | 66 | 09/16 04:53 | 0 |
7 | GCZ22 | (0.02) | (2.59) | (6.61) | 1,650.20 | $165,020 | $2,542 | 0.54% | 1.54% | 52 | 09/16 04:17 | 0 |
6 | ESZ22 | (1.12) | (3.17) | (5.51) | 3,596.50 | $179,825 | $4,399 | 0.94% | 2.45% | 65 | 09/14 15:31 | 1 |
5 | CLZ22 | (2.47) | (2.23) | 5.82 | 84.54 | $84,540 | $3,751 | 0.80% | 4.44% | 56 | 10/10 09:41 | 1 |
4 | 6JZ22 | (2.50) | (3.12) | 7.11 | 0.01 | $84,631 | $897 | 0.19% | 1.06% | 61 | 09/22 04:45 | 0 |
3 | 6EZ22 | (0.37) | (1.47) | (5.42) | 0.98 | $122,119 | $1,448 | 0.31% | 1.19% | 66 | 09/25 21:01 | 0 |
2 | 6CZ22 | (0.40) | (2.49) | (4.27) | 0.72 | $72,030 | $671 | 0.14% | 0.93% | 60 | 09/14 07:49 | 0 |
1 | 6BZ22 | (0.21) | (1.27) | (11.51) | 1.12 | $69,956 | $1,080 | 0.23% | 1.54% | 70 | 09/25 21:01 | 0 |
0 | 6AZ22 | 0.41 | (2.73) | (6.37) | 0.62 | $62,125 | $919 | 0.20% | 1.48% | 76 | 10/11 00:58 | 0 |