第46周交易14次共28手,亏损-0.9K,-0.2%(0.2,4.6,-2.5,-2.0.,-1.3),原仓-5.0,新仓0,交易4.3。YTD -153.5K,-24.4%。现账户资金474.7K,杠杆1.65,净仓0,波动率1.04%(0.34%~1.38%),风险正常。
本周股市基本持平,但YM-RS的背离继续扩大,账户因此亏损。仓位没有变化,目前仍持有3手YM-RS空仓。风险正常。
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 |
6AZ22 | 6 | 6 | 0 | 0 | $0 | $0 | ($295) | ($295) |
6EZ22 | 6 | 6 | 0 | 0 | $0 | $0 | $1,200 | $1,200 |
RSZ22 | 8 | 8 | 3 | 3 | ($4,995) | $0 | $3,080 | ($1,915) |
YMZ22 | 8 | 8 | (3) | (3) | ($15) | $0 | $280 | $265 |
Total | 28 | 28 | 0 | 0 | ($5,010) | $0 | $4,265 | ($745) |
SID | Contract/Pair | RV | WV | WM | PE | MV | ATR | PV% | V% | WN | DateTime | Pos |
40 | PTF | 21.48 | 1.54 | 6.40 | - | $474,668 | $4,953 | 1.04% | 1.04% | 61 | 11/18 17:34 | 0 |
39 | ZWZ22-ZCZ22 | (1.61) | (2.80) | 5.84 | 21.75% | $6,750 | $1,288 | 0.27% | 3.21% | 62 | 09/21 03:11 | 0 |
38 | ZSF23-ZWZ22 | 2.30 | 1.60 | 5.70 | -1.55% | $31,275 | $1,671 | 0.35% | 4.17% | 58 | 10/12 12:01 | 0 |
37 | ZSF23-ZCZ22 | 2.03 | 1.43 | (6.46) | 19.41% | $38,025 | $1,067 | 0.22% | 1.50% | 68 | 10/03 06:58 | 0 |
36 | ZBZ22-6JZ22 | (1.57) | (1.03) | (5.21) | 10.09% | $36,050 | $1,849 | 0.39% | 1.47% | 64 | 10/10 13:08 | 0 |
35 | YMZ22-RSZ22 | 2.21 | 1.34 | 5.68 | 53.62% | $76,150 | $1,651 | 0.35% | 0.98% | 55 | 10/24 14:43 | -3 |
34 | RBZ22-HOZ22 | (2.45) | (1.58) | (5.91) | 23.88% | ($46,179) | $4,866 | 1.03% | 3.29% | 56 | 10/06 18:58 | 0 |
33 | RBZ22-CLF23 | (2.05) | (1.41) | 4.80 | 47.24% | $21,321 | $2,214 | 0.47% | 2.18% | 85 | 11/03 05:09 | 0 |
32 | NQZ22-YMZ22 | (2.01) | (1.66) | (7.47) | 41.09% | $65,390 | $4,381 | 0.92% | 1.87% | 61 | 10/13 08:32 | 0 |
31 | NQZ22-RSZ22 | 0.56 | (1.46) | (7.32) | 33.56% | $141,540 | $4,941 | 1.04% | 2.11% | 59 | 10/13 09:21 | 0 |
30 | NQZ22-ESZ22 | (0.87) | (1.72) | (5.33) | 62.34% | $35,645 | $2,800 | 0.59% | 1.20% | 63 | 10/11 15:11 | 0 |
29 | HOZ22-CLF23 | 1.26 | 1.52 | 5.72 | 26.71% | $67,500 | $4,685 | 0.99% | 3.17% | 62 | 11/04 03:44 | 0 |
28 | HGZ22-SIZ22 | (0.60) | 1.05 | 9.78 | 25.66% | ($13,925) | $2,856 | 0.60% | 2.72% | 50 | 10/14 12:25 | 0 |
27 | GCZ22-SIZ22 | (0.35) | (1.85) | (7.17) | 47.93% | $70,325 | $2,000 | 0.42% | 1.91% | 55 | 10/03 10:00 | 0 |
26 | ESZ22-YMZ22 | (1.95) | (1.42) | 7.33 | 64.60% | $29,745 | $1,755 | 0.37% | 0.88% | 61 | 11/11 14:05 | 0 |
25 | ESZ22-RSZ22 | 1.52 | (1.11) | (5.70) | 48.72% | $105,895 | $2,543 | 0.54% | 1.28% | 67 | 10/11 20:13 | 0 |
24 | 6EZ22-6CZ22 | (0.98) | (1.10) | 6.49 | 31.05% | $54,563 | $1,129 | 0.24% | 0.87% | 59 | 11/11 16:20 | 0 |
23 | 6EZ22-6AZ22 | (0.98) | (1.12) | (4.91) | 40.95% | $62,478 | $967 | 0.20% | 0.75% | 61 | 09/25 21:04 | 0 |
22 | 6CZ22-6AZ22 | (0.10) | 1.27 | (5.48) | 49.77% | $7,915 | $566 | 0.12% | 0.85% | 73 | 11/11 13:29 | 0 |
21 | 6BZ22-6CZ22 | 0.94 | 2.48 | (11.44) | 29.38% | ($381) | $964 | 0.20% | 1.30% | 56 | 09/25 21:01 | 0 |
20 | 6BZ22-6AZ22 | 0.81 | 2.86 | (10.48) | 33.00% | $7,534 | $915 | 0.19% | 1.23% | 61 | 09/25 21:01 | 0 |
19 | ZWZ22 | (1.81) | 1.32 | 5.99 | 802.00 | $40,100 | $1,646 | 0.35% | 4.10% | 61 | 09/21 03:11 | 0 |
18 | ZSF23 | 2.00 | 1.72 | (4.91) | 1,427.50 | $71,375 | $1,324 | 0.28% | 1.86% | 68 | 09/26 02:13 | 0 |
17 | ZCZ22 | 0.25 | (1.10) | 5.46 | 667.00 | $33,350 | $636 | 0.13% | 1.91% | 66 | 10/10 10:12 | 0 |
16 | ZBZ22 | (3.32) | (1.00) | (5.50) | 125'110 | $125,344 | $2,056 | 0.43% | 1.64% | 70 | 10/10 13:08 | 0 |
15 | YMZ22 | 1.63 | 1.81 | 5.01 | 33,766.00 | $168,830 | $3,560 | 0.75% | 2.11% | 63 | 10/14 08:57 | -3 |
14 | SIZ22 | 0.53 | (1.16) | 7.33 | 20.98 | $104,875 | $3,841 | 0.81% | 3.66% | 54 | 10/04 12:40 | 0 |
13 | RSZ22 | (1.88) | 1.68 | 5.31 | 1,853.60 | $92,680 | $2,748 | 0.58% | 2.96% | 63 | 11/11 10:27 | 3 |
12 | RBZ22 | (2.41) | 1.35 | 5.56 | 2.42 | $101,581 | $4,196 | 0.88% | 4.13% | 73 | 10/04 14:29 | 0 |
11 | NQZ22 | (0.32) | (1.21) | 5.09 | 11,711.00 | $234,220 | $7,437 | 1.57% | 3.18% | 59 | 11/11 03:59 | 0 |
10 | NGZ22 | (0.12) | (0.99) | (7.33) | 6.37 | $63,710 | $4,675 | 0.98% | 7.34% | 54 | 10/24 06:53 | 0 |
9 | HOZ22 | 1.32 | 1.49 | 6.16 | 3.52 | $147,760 | $6,393 | 1.35% | 4.33% | 59 | 10/06 04:00 | 0 |
8 | HGZ22 | (0.40) | (2.54) | 5.87 | 3.64 | $90,950 | $2,774 | 0.58% | 3.05% | 72 | 11/04 14:56 | 0 |
7 | GCZ22 | 1.22 | (2.71) | 4.99 | 1,752.00 | $175,200 | $2,845 | 0.60% | 1.62% | 52 | 10/04 12:40 | 0 |
6 | ESZ22 | (0.22) | 1.59 | 6.01 | 3,971.50 | $198,575 | $4,959 | 1.04% | 2.50% | 55 | 11/15 08:34 | 0 |
5 | CLF23 | (0.58) | 1.55 | 6.19 | 80.26 | $80,260 | $3,377 | 0.71% | 4.21% | 57 | 10/09 18:00 | 0 |
4 | 6JZ22 | (1.30) | 1.19 | 7.19 | 0.01 | $89,294 | $1,115 | 0.23% | 1.25% | 59 | 11/10 16:09 | 0 |
3 | 6EZ22 | (1.03) | (1.24) | 6.51 | 1.03 | $129,263 | $1,637 | 0.34% | 1.27% | 51 | 11/11 14:39 | 0 |
2 | 6CZ22 | 0.00 | (1.45) | (5.13) | 0.75 | $74,700 | $818 | 0.17% | 1.10% | 60 | 09/26 12:08 | 0 |
1 | 6BZ22 | 0.99 | 1.68 | (9.10) | 1.19 | $74,319 | $1,366 | 0.29% | 1.84% | 57 | 09/25 21:01 | 0 |
0 | 6AZ22 | 0.14 | (1.17) | 7.24 | 0.67 | $66,785 | $1,126 | 0.24% | 1.69% | 50 | 11/15 08:37 | 0 |