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第41周交易67次共112手,盈利3.2K(-0.9,-1.5,3.9, 0.1,1.5),0.5%。原倉1.7,新倉0.4,交易1.5。YTD -$65.0K,-10.0%。現賬戶資金629.1K,馬金73.0K,杠杆2.53,淨倉0,波動率0.66%,風險正常。
本周股市先下跌,然後暴漲。賬戶在跌時重建了部分期指多倉,可惜僅實現了微薄利潤後就失去倉位。主要利潤來自於能源期貨與銅。虧損來自於債卷與外匯,做空ZB-6J約造成了5K的虧損。穀物期貨仍然在拉鋸戰中。現賬戶持有1手6E-6A,2手ZS-ZC多倉。2手ZB-6J,3手RB-HO,2手ZW-ZC空倉。沒有期指,淨倉為0,風險正常。下周股市漲則伺機做空,跌則伺機做多。
以下是目前賬戶的持倉情況,
SID |
Contract/Pair |
RV |
WV |
WM |
PE |
MV |
ATR |
SR |
V% |
WN |
DateTime |
Pos |
0 |
6AZ21 |
0.65 |
-1.09 |
-8.4 |
0.00% |
$74,210 |
$624 |
0.76 |
0.84% |
58 |
8/20/2021 3:29 |
-1 |
1 |
6BZ21 |
-2.96 |
2.56 |
-5.38 |
0.00% |
$85,888 |
$518 |
-1.58 |
0.60% |
51 |
9/29/2021 3:08 |
0 |
2 |
6CZ21 |
-0.7 |
-1.32 |
-8.89 |
0.00% |
$80,900 |
$590 |
1.76 |
0.73% |
52 |
8/20/2021 5:20 |
0 |
3 |
6EZ21 |
0.31 |
-1.16 |
-5.48 |
0.00% |
$145,138 |
$604 |
-4.37 |
0.42% |
68 |
9/30/2021 6:40 |
1 |
4 |
6JZ21 |
1.14 |
-1.14 |
-9.29 |
0.00% |
$109,431 |
$557 |
-8.44 |
0.51% |
49 |
9/28/2021 8:48 |
2 |
5 |
CLZ21 |
-1.68 |
2.05 |
7.25 |
0.00% |
$82,000 |
$1,967 |
7.67 |
2.40% |
53 |
9/28/2021 2:28 |
0 |
6 |
ESZ21 |
3.27 |
5.35 |
5.35 |
0.00% |
$223,263 |
$2,710 |
0.36 |
1.21% |
64 |
10/15/2021 14:26 |
0 |
7 |
GCZ21 |
-0.96 |
-3.18 |
-5.56 |
0.00% |
$176,810 |
$2,225 |
-0.6 |
1.26% |
66 |
9/16/2021 9:50 |
0 |
8 |
HGZ21 |
1.64 |
-1.24 |
8.41 |
0.00% |
$118,000 |
$2,811 |
3.21 |
2.38% |
42 |
10/15/2021 9:22 |
0 |
9 |
HOX21 |
2.66 |
-1.41 |
7.15 |
0.00% |
$108,095 |
$2,386 |
8.84 |
2.21% |
66 |
8/25/2021 8:57 |
3 |
10 |
NGX21 |
-0.71 |
-2.48 |
8.14 |
0.00% |
$54,220 |
$3,108 |
4.76 |
5.73% |
57 |
9/27/2021 23:30 |
0 |
11 |
NQZ21 |
-0.67 |
5.05 |
-6.56 |
0.00% |
$302,885 |
$4,382 |
0.17 |
1.45% |
71 |
9/20/2021 15:18 |
0 |
12 |
RBX21 |
0.49 |
3.19 |
8.09 |
0.00% |
$104,223 |
$2,562 |
7.08 |
2.46% |
49 |
8/25/2021 15:34 |
-3 |
13 |
RSZ21 |
-1.46 |
-1.69 |
6.54 |
0.00% |
$113,205 |
$2,092 |
1.22 |
1.85% |
64 |
8/25/2021 13:20 |
0 |
14 |
SIZ21 |
-1.28 |
1.21 |
-4.8 |
0.00% |
$116,750 |
$2,883 |
-0.77 |
2.47% |
63 |
9/16/2021 10:47 |
0 |
15 |
YMZ21 |
-4.24 |
5.54 |
5.54 |
0.00% |
$175,955 |
$2,151 |
-0.1 |
1.22% |
68 |
10/15/2021 16:01 |
0 |
16 |
ZBZ21 |
-0.57 |
-2 |
-5.31 |
0.00% |
$159,500 |
$1,188 |
-3.08 |
0.74% |
61 |
9/23/2021 23:56 |
-2 |
17 |
ZCZ21 |
-0.13 |
3.51 |
4.78 |
0.00% |
$26,350 |
$612 |
-3.61 |
2.32% |
60 |
9/16/2021 7:59 |
0 |
18 |
ZSX21 |
-1.41 |
3.14 |
-5.75 |
0.00% |
$60,925 |
$1,131 |
-6.45 |
1.86% |
58 |
8/19/2021 12:09 |
2 |
19 |
ZWZ21 |
1.63 |
3.16 |
-5.32 |
0.00% |
$36,675 |
$870 |
-2.44 |
2.37% |
50 |
8/18/2021 3:36 |
-2 |
20 |
6BZ21-6AZ21 |
-2.81 |
-1.06 |
-4.53 |
32.79% |
$11,678 |
$419 |
-3.09 |
0.56% |
85 |
9/2/2021 9:29 |
0 |
21 |
6CZ21-6AZ21 |
-0.73 |
-1.59 |
4.43 |
32.25% |
$6,690 |
$423 |
1.34 |
0.57% |
79 |
8/23/2021 21:01 |
0 |
22 |
6CZ21-HGZ21 |
-1.67 |
1.06 |
6.9 |
10.51% |
($37,100) |
$2,516 |
-3.17 |
2.13% |
54 |
8/19/2021 5:42 |
0 |
23 |
6EZ21-6AZ21 |
0.11 |
1.37 |
-5.06 |
16.54% |
$70,928 |
$520 |
-5.98 |
0.70% |
84 |
9/30/2021 20:14 |
1 |
24 |
6EZ21-6BZ21 |
1.25 |
1.1 |
-5.15 |
19.26% |
$59,250 |
$488 |
-3.73 |
0.34% |
81 |
9/9/2021 10:44 |
0 |
25 |
6EZ21-6CZ21 |
0.61 |
1.32 |
5.49 |
4.40% |
$64,238 |
$578 |
-6.37 |
0.40% |
80 |
8/20/2021 5:35 |
0 |
26 |
ESZ21-RSZ21 |
1.82 |
5.75 |
-5.78 |
34.06% |
$110,058 |
$1,787 |
-0.89 |
0.80% |
72 |
9/28/2021 13:04 |
0 |
27 |
ESZ21-YMZ21 |
4.36 |
-1.21 |
-5.33 |
60.48% |
$47,308 |
$1,071 |
1.1 |
0.48% |
112 |
9/20/2021 15:18 |
0 |
28 |
GCZ21-SIZ21 |
1.09 |
-3.69 |
5.29 |
36.96% |
$60,060 |
$1,818 |
0.49 |
1.56% |
67 |
9/29/2021 11:46 |
0 |
29 |
HOX21-CLZ21 |
2.58 |
-1.92 |
5.96 |
60.61% |
$26,095 |
$940 |
6.39 |
0.87% |
82 |
9/30/2021 11:20 |
0 |
30 |
NQZ21-ESZ21 |
2.47 |
1.2 |
4.49 |
48.97% |
$79,623 |
$2,236 |
-0.09 |
0.74% |
71 |
8/25/2021 9:37 |
0 |
31 |
NQZ21-RSZ21 |
0.16 |
4.51 |
-6.01 |
22.44% |
$189,680 |
$3,399 |
-0.53 |
1.12% |
74 |
9/20/2021 15:18 |
0 |
32 |
NQZ21-YMZ21 |
3.35 |
-1.35 |
-5.5 |
30.05% |
$126,930 |
$3,065 |
0.32 |
1.01% |
67 |
9/20/2021 15:18 |
0 |
33 |
RBX21-CLZ21 |
0.88 |
-1.34 |
6.89 |
56.42% |
$22,223 |
$1,116 |
2.72 |
1.07% |
78 |
8/25/2021 22:25 |
0 |
34 |
RBX21-HOX21 |
-0.86 |
4.89 |
4.89 |
64.09% |
($3,872) |
$920 |
-3.23 |
0.88% |
102 |
10/15/2021 14:26 |
-3 |
35 |
YMZ21-RSZ21 |
-1.73 |
4.57 |
-4.8 |
35.16% |
$62,750 |
$1,395 |
-1.99 |
0.79% |
90 |
10/13/2021 11:26 |
0 |
36 |
ZBZ21-6JZ21 |
-1.18 |
-1.44 |
5.7 |
15.53% |
$50,069 |
$1,004 |
1.04 |
0.63% |
68 |
10/12/2021 16:10 |
-2 |
37 |
ZSX21-ZCZ21 |
-1.38 |
2.41 |
-7.1 |
32.13% |
$34,575 |
$768 |
-6.63 |
1.26% |
70 |
10/5/2021 1:35 |
2 |
38 |
ZSX21-ZWZ21 |
-1.74 |
1.89 |
-9.41 |
7.70% |
$24,250 |
$1,044 |
-4.96 |
1.71% |
57 |
10/4/2021 9:32 |
0 |
39 |
ZWZ21-ZCZ21 |
1.36 |
-1.07 |
-5.63 |
22.39% |
$10,325 |
$675 |
0.13 |
1.84% |
63 |
8/18/2021 3:36 |
-2 |
40 |
PTF |
28.56 |
-3.05 |
-6.47 |
0.00% |
$629,117 |
$4,121 |
0.02 |
0.66% |
79 |
10/1/2021 15:09 |
0 |
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