帕努奇交易记第44周:0.7%, 年-24.2%

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44周交易22次共34手,盈利3.5K,0.7%(1.5,4.8,0.5,-3.0.,-0.2),原仓4.4,新仓-7.5,交易6.6。YTD -152.3K,-24.2%。现账户资金475.9K,杠杆3.72,净仓1,波动率1.33%(0.73%~1.78%),风险较高。

   为防通胀,本周美联储继续加息3码,股市大跌。账户趁机增加了持仓。目前账户持有1手ZB,1手ES-YM,2手GC-SI多仓与3手YM-RS空仓。仍偏空于股市。杠杆较大,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
CLZ22 4 4 0 0 $0 $0 $3,470 $3,470
ESZ22 3 3 0 1 $0 $75 $800 $875
GCZ22 3 3 1 2 $3,740 $980 $580 $5,300
HOZ22 4 4 0 0 $0 $0 ($2,113) ($2,113)
RSZ22 2 2 3 3 ($8,550) $0 $290 ($8,260)
SIZ22 6 6 0 (2) $0 ($7,325) $2,625 ($4,700)
YMZ22 5 5 (3) (4) $9,210 ($960) ($390) $7,860
ZBZ22 7 7 0 1 $0 ($313) $1,406 $1,094
Total 34 34 1 1 $4,400 ($7,543) $6,668 $3,526
     
SID Contract/Pair RV WV WM  PE  MV ATR PV% V% WN DateTime Pos
40 PTF 26.80 2.28 6.53          -   $475,863 $6,324 1.33% 1.33% 64.1 11/04 17:55 1
39 ZWZ22-ZCZ22 (0.91) 1.16 5.52 22.33% $8,363 $1,363 0.29% 3.22% 63 09/21 03:11 0
38 ZSF23-ZWZ22 2.29 2.42 5.55 -0.72% $30,750 $1,767 0.37% 4.17% 51 09/13 05:01 0
37 ZSF23-ZCZ22 2.36 3.12 9.08 22.61% $39,113 $1,096 0.23% 1.50% 61 09/13 07:36 0
36 ZBZ22-6JZ22 (0.50) (2.45) (4.21) 10.11% $33,738 $1,789 0.38% 1.50% 70 10/07 10:14 0
35 YMZ22-RSZ22 2.51 1.22 5.15 55.65% $71,815 $1,518 0.32% 0.94% 67 10/14 09:55 -3
34 RBZ22-HOZ22 (2.72) 1.16 7.07 23.46% ($48,426) $4,815 1.01% 2.94% 57 09/15 13:59 0
33 RBZ22-CLZ22 (2.54) (3.83) 5.28 51.72% $22,514 $2,027 0.43% 1.76% 98 11/03 05:10 0
32 NQZ22-YMZ22 (1.69) 1.11 (5.74) 41.50% $55,545 $4,242 0.89% 1.95% 68 10/11 10:04 0
31 NQZ22-RSZ22 1.34 1.29 (5.71) 32.81% $127,360 $4,872 1.02% 2.24% 66 10/11 15:11 0
30 NQZ22-ESZ22 (0.73) 1.13 (4.75) 62.44% $28,788 $2,724 0.57% 1.25% 70 09/13 20:41 0
29 HOZ22-CLZ22 1.11 (1.33) 5.87 26.67% $70,940 $4,613 0.97% 2.82% 63 11/04 03:44 0
28 HGZ22-SIZ22 (1.26) (2.26) 10.45 24.34% ($12,050) $2,673 0.56% 2.56% 57 10/14 12:25 0
27 GCZ22-SIZ22 (1.53) (4.83) (7.14) 46.07% $63,995 $1,905 0.40% 1.82% 60 10/03 10:00 2
26 ESZ22-YMZ22 (2.66) (1.23) (6.28) 65.39% $26,758 $1,682 0.35% 0.89% 69 10/11 10:31 1
25 ESZ22-RSZ22 0.76 1.28 (5.76) 48.16% $98,573 $2,520 0.53% 1.34% 66 10/11 20:13 0
24 6EZ22-6CZ22 (1.72) 3.39 (5.72) 29.46% $50,738 $1,070 0.22% 0.86% 73 09/25 21:02 0
23 6EZ22-6AZ22 (1.65) 2.90 (4.96) 36.97% $60,163 $956 0.20% 0.76% 73 09/25 21:04 0
22 6CZ22-6AZ22 0.26 (1.99) (5.51) 48.31% $9,425 $534 0.11% 0.82% 84 10/26 10:04 0
21 6BZ22-6CZ22 0.65 1.61 (12.64) 29.11% ($3,000) $873 0.18% 1.23% 70 09/25 21:01 0
20 6BZ22-6AZ22 0.79 0.00 (11.12) 30.01% $6,425 $862 0.18% 1.21% 64 09/25 21:01 0
19 ZWZ22 (1.24) (1.13) 5.61       847.50 $42,375 $1,755 0.37% 4.14% 60 09/21 03:11 0
18 ZSF23 2.34 2.56 9.46     1,462.50 $73,125 $1,416 0.30% 1.94% 63 09/13 07:36 0
17 ZCZ22 (0.43) (1.40) 5.12       680.25 $34,013 $679 0.14% 2.00% 66 10/10 10:12 0
16 ZBZ22 (2.89) (1.13) (5.68)  119'130  $119,406 $1,990 0.42% 1.67% 70 10/10 13:08 1
15 YMZ22 2.54 1.49 (5.18)    32,376.00 $161,880 $3,423 0.72% 2.11% 63 09/14 15:17 -4
14 SIZ22 1.73 6.06 7.97        20.92 $104,575 $3,533 0.74% 3.38% 52 10/04 12:40 -2
13 RSZ22 (1.65) 1.25 4.63     1,801.30 $90,065 $2,677 0.56% 2.97% 61 10/04 15:59 3
12 RBZ22 (2.74) (2.16) 5.55         2.74 $115,114 $4,199 0.88% 3.65% 71 10/04 14:29 0
11 NQZ22 0.66 1.32 (6.59)    10,871.25 $217,425 $7,251 1.52% 3.33% 66 09/16 12:27 0
10 NGZ22 (0.49) 2.42 (7.34)         6.46 $64,590 $4,670 0.98% 7.23% 51 10/24 06:53 0
9 HOZ22 1.29 1.54 6.26         3.89 $163,540 $6,291 1.32% 3.85% 62 10/06 04:00 0
8 HGZ22 0.30 6.45 6.45         3.70 $92,525 $2,522 0.53% 2.73% 62 11/04 14:56 0
7 GCZ22 0.72 4.96 (6.17)     1,685.70 $168,570 $2,725 0.57% 1.62% 52 09/16 04:17 2
6 ESZ22 (1.55) 1.34 (6.74)     3,772.75 $188,638 $4,861 1.02% 2.58% 63 09/19 06:16 1
5 CLZ22 0.41 2.92 6.16        92.60 $92,600 $3,510 0.74% 3.79% 58 10/09 18:00 0
4 6JZ22 (2.52) 2.15 6.28         0.01 $85,669 $1,016 0.21% 1.19% 57 09/22 04:45 0
3 6EZ22 (1.94) 3.87 (5.18)         1.00 $124,963 $1,517 0.32% 1.21% 60 09/25 21:01 0
2 6CZ22 (0.27) 1.05 (5.77)         0.74 $74,225 $760 0.16% 1.02% 58 09/19 09:29 0
1 6BZ22 0.65 2.37 (10.09)         1.14 $71,225 $1,231 0.26% 1.73% 66 09/25 21:01 0
0 6AZ22 (0.46) 4.02 (5.66)         0.65 $64,800 $1,033 0.22% 1.59% 54 10/11 00:58 0
                 
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