第47周交易1次共2手,亏损-7.8K,-1.6%(-0.9,-3.7,-1.2,0.0.,-2.0),原仓-6.3,新仓-1.7,交易0.0。YTD -161.3K,-25.7%。现账户资金466.9K,杠杆2.27,净仓0,波动率1.36%(1.03%~1.61%),风险较高。
本周股市上演圣诞行情,一路上涨。YM-RS背离竟然创下历史新高,账户因此严重亏损,创下新低。因为已满仓,本周仅进行了一次交易,增加了一手YM-RS空仓。目前账户持有4手YM-RS空仓。风险较高。
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 |
RSZ22 |
1 |
1 |
3 |
4 |
$2,835 |
$1,275 |
$0 |
$4,110 |
YMZ22 |
1 |
1 |
(3) |
(4) |
($9,180) |
($3,010) |
$0 |
($12,190) |
Total |
2 |
2 |
0 |
0 |
($6,345) |
($1,735) |
$0 |
($8,080) |
|
|
|
SID |
Contract/Pair |
RV |
WV |
WM |
PE |
MV |
ATR |
PV% |
V% |
WN |
DateTime |
Pos |
40 |
PTF |
25.72 |
2.15 |
5.96 |
- |
$466,883 |
$6,331 |
1.36% |
1.36% |
62.2 |
11/25 17:28 |
0 |
39 |
ZWH23-ZCH23 |
(1.83) |
(3.43) |
(5.18) |
22.88% |
$6,113 |
$1,114 |
0.24% |
2.81% |
66 |
11/03 08:37 |
0 |
38 |
ZSF23-ZWH23 |
2.20 |
3.96 |
6.07 |
-3.25% |
$32,038 |
$1,492 |
0.32% |
3.76% |
66 |
10/12 12:01 |
0 |
37 |
ZSF23-ZCH23 |
1.93 |
(1.39) |
(6.88) |
20.42% |
$38,150 |
$1,007 |
0.22% |
1.40% |
68 |
10/03 06:57 |
0 |
36 |
ZBH23-6JZ22 |
(2.33) |
(1.32) |
(4.88) |
4.16% |
$37,438 |
$1,728 |
0.37% |
1.35% |
54 |
10/07 08:30 |
0 |
35 |
YMZ22-RSZ22 |
2.13 |
2.42 |
5.47 |
52.39% |
$78,265 |
$1,583 |
0.34% |
0.92% |
57 |
11/08 13:12 |
-4 |
34 |
RBF23-HOF23 |
(0.90) |
1.69 |
5.12 |
22.59% |
($38,039) |
$4,086 |
0.88% |
3.03% |
76 |
11/02 05:01 |
0 |
33 |
RBF23-CLF23 |
(1.90) |
1.30 |
(4.60) |
49.78% |
$20,306 |
$1,949 |
0.42% |
2.01% |
107 |
10/10 21:17 |
0 |
32 |
NQZ22-YMZ22 |
(3.76) |
(1.59) |
(5.87) |
38.87% |
$63,845 |
$4,328 |
0.93% |
1.84% |
59 |
10/11 15:11 |
0 |
31 |
NQZ22-RSZ22 |
(0.66) |
(1.22) |
(5.77) |
31.95% |
$142,110 |
$4,818 |
1.03% |
2.04% |
55 |
10/11 15:11 |
0 |
30 |
NQZ22-ESZ22 |
(2.64) |
(1.69) |
5.06 |
60.69% |
$34,023 |
$2,783 |
0.60% |
1.18% |
59 |
11/11 03:59 |
0 |
29 |
HOF23-CLF23 |
(0.98) |
(2.70) |
(4.55) |
25.96% |
$58,346 |
$3,908 |
0.84% |
2.90% |
74 |
11/02 05:01 |
0 |
28 |
HGH23-SIH23 |
(0.40) |
(1.81) |
9.52 |
19.21% |
($17,700) |
$2,893 |
0.62% |
2.67% |
60 |
10/14 12:26 |
0 |
27 |
GCG23-SIH23 |
0.16 |
1.74 |
4.71 |
38.45% |
$68,645 |
$2,204 |
0.47% |
2.03% |
80 |
10/05 10:12 |
0 |
26 |
ESZ22-YMZ22 |
(2.36) |
(1.43) |
7.56 |
63.30% |
$29,823 |
$1,700 |
0.36% |
0.84% |
57 |
11/11 14:05 |
0 |
25 |
ESZ22-RSZ22 |
1.46 |
3.00 |
(6.04) |
48.16% |
$108,088 |
$2,402 |
0.51% |
1.19% |
61 |
10/11 20:13 |
0 |
24 |
6EZ22-6CZ22 |
(1.31) |
1.06 |
6.61 |
30.27% |
$55,520 |
$1,108 |
0.24% |
0.85% |
59 |
11/11 16:20 |
0 |
23 |
6EZ22-6AZ22 |
(1.12) |
(1.59) |
4.75 |
41.37% |
$62,770 |
$932 |
0.20% |
0.72% |
66 |
10/04 14:38 |
0 |
22 |
6CZ22-6AZ22 |
0.30 |
(4.11) |
(5.42) |
48.24% |
$7,250 |
$572 |
0.12% |
0.85% |
61 |
11/11 13:29 |
0 |
21 |
6BZ22-6CZ22 |
1.15 |
3.58 |
(6.48) |
27.62% |
$883 |
$953 |
0.20% |
1.26% |
61 |
09/25 21:01 |
0 |
20 |
6BZ22-6AZ22 |
1.24 |
4.47 |
6.68 |
32.63% |
$8,133 |
$887 |
0.19% |
1.17% |
61 |
09/29 18:19 |
0 |
19 |
ZWH23 |
(1.80) |
(1.83) |
5.10 |
792.75 |
$39,638 |
$1,445 |
0.31% |
3.64% |
66 |
10/10 11:22 |
0 |
18 |
ZSF23 |
1.90 |
(1.21) |
4.66 |
1,433.50 |
$71,675 |
$1,265 |
0.27% |
1.77% |
70 |
11/02 01:37 |
0 |
17 |
ZCH23 |
0.92 |
2.42 |
5.66 |
670.50 |
$33,525 |
$578 |
0.12% |
1.72% |
60 |
10/10 10:12 |
0 |
16 |
ZBH23 |
(4.02) |
(1.53) |
(8.18) |
127'170 |
$127,531 |
$1,803 |
0.39% |
1.41% |
50 |
10/21 09:13 |
0 |
15 |
YMZ22 |
1.77 |
3.56 |
5.23 |
34,378.00 |
$171,890 |
$3,324 |
0.71% |
1.93% |
55 |
10/04 16:02 |
-4 |
14 |
SIH23 |
0.19 |
(1.42) |
7.79 |
21.67 |
$108,325 |
$3,581 |
0.77% |
3.31% |
60 |
10/04 11:35 |
0 |
13 |
RSZ22 |
(1.69) |
1.88 |
5.72 |
1,872.50 |
$93,625 |
$2,547 |
0.55% |
2.72% |
63 |
11/11 10:27 |
4 |
12 |
RBF23 |
(1.99) |
(2.97) |
4.63 |
2.31 |
$96,856 |
$3,881 |
0.83% |
4.01% |
66 |
11/22 13:28 |
0 |
11 |
NQZ22 |
(1.57) |
2.25 |
5.34 |
11,786.75 |
$235,735 |
$7,080 |
1.52% |
3.00% |
64 |
11/11 03:59 |
0 |
10 |
NGF23 |
1.51 |
(2.35) |
(7.17) |
7.22 |
$72,200 |
$4,494 |
0.96% |
6.22% |
60 |
10/24 06:53 |
0 |
9 |
HOF23 |
(0.81) |
(3.01) |
6.95 |
3.21 |
$134,896 |
$5,278 |
1.13% |
3.91% |
58 |
10/06 04:00 |
0 |
8 |
HGH23 |
(0.64) |
(1.51) |
6.26 |
3.63 |
$90,625 |
$2,599 |
0.56% |
2.87% |
76 |
11/04 15:55 |
0 |
7 |
GCG23 |
2.50 |
(1.13) |
5.33 |
1,769.70 |
$176,970 |
$2,666 |
0.57% |
1.51% |
50 |
10/04 12:40 |
0 |
6 |
ESZ22 |
0.25 |
2.29 |
5.71 |
4,034.25 |
$201,713 |
$4,633 |
0.99% |
2.30% |
58 |
11/14 13:53 |
0 |
5 |
CLF23 |
0.40 |
(2.13) |
6.22 |
76.55 |
$76,550 |
$3,365 |
0.72% |
4.40% |
56 |
10/09 18:00 |
0 |
4 |
6JZ22 |
(0.90) |
(1.84) |
7.42 |
0.01 |
$90,094 |
$1,080 |
0.23% |
1.20% |
52 |
11/10 16:09 |
0 |
3 |
6EZ22 |
(1.25) |
(1.45) |
6.71 |
1.04 |
$130,250 |
$1,589 |
0.34% |
1.22% |
50 |
11/11 14:39 |
0 |
2 |
6CZ22 |
0.11 |
(1.11) |
4.66 |
0.75 |
$74,730 |
$796 |
0.17% |
1.07% |
60 |
11/11 14:39 |
0 |
1 |
6BZ22 |
1.21 |
3.52 |
4.92 |
1.21 |
$75,613 |
$1,316 |
0.28% |
1.74% |
57 |
11/11 14:59 |
0 |
0 |
6AZ22 |
(0.30) |
(1.04) |
7.37 |
0.67 |
$67,480 |
$1,106 |
0.24% |
1.64% |
48 |
11/15 08:37 |
0 |
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