|
第39周交易55次共103手,盈利2.1K(-0.1,1.2,2.3, 0.1,-1.4),0.3%。原倉-3.2,新倉-5.3,交易11.1。YTD -$81.8K,-12.6%。現賬戶資金612.3K,馬金81.0K,杠杆1.77,淨倉0,波動率0.81,風險正常。
本周股市還沒有等到我重建空倉又開始大跌,並且跌破了前期的底,迫使我不得不開始做多期指。同時商品期貨出現了暴跌暴漲的現象。賬戶在指數,能源,黃金, 天然氣上交易獲利,但在穀物交易上虧損。在RB-HO上交易11次,成功的挽回了上周由於做空HO,做多RB-HO所造成的損失。
現賬戶持有1手ES-RS,1手NQ-YM,3手ZS-ZC多倉,2手ZW-ZC空倉,淨倉為0,風險正常。
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 |
0.57 |
2.78 |
-7.8 |
0.00% |
$72,645 |
$591 |
-1.31 |
0.81% |
56 |
8/19/2021 5:09 |
0 |
1 |
6BZ21 |
-2.65 |
3.61 |
-5.79 |
0.00% |
$84,638 |
$481 |
-4.65 |
0.57% |
47 |
9/29/2021 3:08 |
0 |
2 |
6CZ21 |
-0.68 |
2.37 |
-10.05 |
0.00% |
$79,070 |
$560 |
-1.86 |
0.71% |
51 |
8/20/2021 5:20 |
0 |
3 |
6EZ21 |
0.43 |
1.81 |
-6.24 |
0.00% |
$145,106 |
$595 |
-6.07 |
0.41% |
62 |
8/11/2021 3:23 |
0 |
4 |
6JZ21 |
2.01 |
4.47 |
-6.68 |
0.00% |
$112,606 |
$526 |
-2.69 |
0.47% |
46 |
9/26/2021 19:06 |
0 |
5 |
CLX21 |
-1.49 |
1.7 |
7.17 |
0.00% |
$75,740 |
$2,008 |
1.73 |
2.65% |
53 |
9/28/2021 2:27 |
0 |
6 |
ESZ21 |
3.59 |
3.77 |
-5.96 |
0.00% |
$217,538 |
$2,266 |
-0.84 |
1.04% |
67 |
9/20/2021 8:44 |
1 |
7 |
GCZ21 |
-0.01 |
1.19 |
-11.08 |
0.00% |
$176,130 |
$2,435 |
-2.28 |
1.38% |
58 |
8/8/2021 18:58 |
0 |
8 |
HGZ21 |
0.38 |
1.38 |
-8.8 |
0.00% |
$105,213 |
$2,554 |
-2.63 |
2.43% |
52 |
8/19/2021 5:31 |
0 |
9 |
HOX21 |
2.03 |
2.01 |
7.49 |
0.00% |
$99,880 |
$2,279 |
3.45 |
2.28% |
65 |
8/25/2021 8:57 |
0 |
10 |
NGX21 |
0.08 |
-3.94 |
10.8 |
0.00% |
$55,440 |
$2,343 |
6.44 |
4.23% |
59 |
9/27/2021 23:30 |
0 |
11 |
NQZ21 |
-1.26 |
2.84 |
-5.13 |
0.00% |
$295,545 |
$3,714 |
-1.02 |
1.26% |
81 |
9/20/2021 8:44 |
1 |
12 |
RBX21 |
0.56 |
2 |
8.46 |
0.00% |
$94,290 |
$2,449 |
1.79 |
2.60% |
55 |
8/25/2021 15:34 |
0 |
13 |
RSZ21 |
-0.33 |
2.93 |
7.05 |
0.00% |
$111,970 |
$1,939 |
0.21 |
1.73% |
64 |
8/25/2021 13:20 |
-1 |
14 |
SIZ21 |
-1.91 |
3.85 |
-10.6 |
0.00% |
$112,825 |
$3,041 |
-5 |
2.70% |
53 |
8/8/2021 18:58 |
0 |
15 |
YMZ21 |
-4.78 |
3.82 |
-5.35 |
0.00% |
$171,150 |
$1,790 |
-1.48 |
1.05% |
72 |
9/20/2021 8:45 |
-1 |
16 |
ZBZ21 |
-1.38 |
1.44 |
-5.19 |
0.00% |
$160,438 |
$1,215 |
-2.44 |
0.76% |
54 |
9/23/2021 23:56 |
0 |
17 |
ZCZ21 |
0.63 |
1.15 |
6.21 |
0.00% |
$27,100 |
$676 |
-0.3 |
2.49% |
58 |
8/12/2021 12:10 |
-1 |
18 |
ZSX21 |
-2.2 |
-4.38 |
-5.45 |
0.00% |
$62,388 |
$1,192 |
-4.39 |
1.91% |
54 |
8/19/2021 12:09 |
3 |
19 |
ZWZ21 |
2.35 |
4.45 |
-5.08 |
0.00% |
$37,888 |
$911 |
2.28 |
2.40% |
56 |
8/18/2021 3:36 |
-2 |
20 |
6BZ21-6AZ21 |
-2.52 |
1.27 |
-4.55 |
29.30% |
$11,993 |
$418 |
-3.5 |
0.57% |
91 |
9/2/2021 9:29 |
0 |
21 |
6CZ21-6AZ21 |
-0.66 |
1.19 |
-5.71 |
24.68% |
$6,425 |
$445 |
-0.6 |
0.61% |
75 |
8/3/2021 9:49 |
0 |
22 |
6CZ21-HGZ21 |
-0.43 |
-1.24 |
-5.35 |
9.85% |
($26,143) |
$2,302 |
2.46 |
2.19% |
62 |
8/23/2021 10:16 |
0 |
23 |
6EZ21-6AZ21 |
0.25 |
-2.51 |
-5.12 |
13.58% |
$72,461 |
$514 |
-5.52 |
0.35% |
93 |
9/30/2021 20:14 |
0 |
24 |
6EZ21-6BZ21 |
1.24 |
-2.94 |
-5.06 |
16.51% |
$60,469 |
$497 |
-2.77 |
0.34% |
87 |
9/9/2021 10:44 |
0 |
25 |
6EZ21-6CZ21 |
0.72 |
-1.77 |
5.5 |
3.09% |
$66,036 |
$577 |
-4.46 |
0.40% |
81 |
8/20/2021 5:35 |
0 |
26 |
ESZ21-RSZ21 |
0.79 |
1.85 |
-6.2 |
26.48% |
$105,568 |
$1,666 |
-1.39 |
0.77% |
83 |
9/28/2021 13:04 |
1 |
27 |
ESZ21-YMZ21 |
5.02 |
1.74 |
-5.37 |
53.07% |
$46,388 |
$1,063 |
0.69 |
0.49% |
127 |
9/20/2021 15:18 |
0 |
28 |
GCZ21-SIZ21 |
1.8 |
-1.12 |
5.29 |
40.15% |
$63,305 |
$1,820 |
5.3 |
1.61% |
66 |
9/29/2021 11:46 |
0 |
29 |
HOX21-CLX21 |
2.02 |
2.34 |
6.59 |
62.33% |
$24,140 |
$858 |
5.11 |
0.86% |
104 |
9/30/2021 11:20 |
0 |
30 |
NQZ21-ESZ21 |
1.83 |
1.33 |
4.43 |
42.01% |
$78,008 |
$2,154 |
-0.86 |
0.73% |
77 |
8/31/2021 2:42 |
0 |
31 |
NQZ21-RSZ21 |
-1 |
1.85 |
-6.54 |
15.94% |
$183,575 |
$3,122 |
-1.34 |
1.06% |
81 |
9/20/2021 15:18 |
0 |
32 |
NQZ21-YMZ21 |
3.12 |
1.57 |
-5.78 |
21.49% |
$124,395 |
$2,916 |
-0.39 |
0.99% |
73 |
9/20/2021 15:18 |
1 |
33 |
RBX21-CLX21 |
0.88 |
2.36 |
7.29 |
57.56% |
$18,550 |
$1,039 |
0.89 |
1.10% |
103 |
8/25/2021 21:11 |
0 |
34 |
RBX21-HOX21 |
-0.51 |
-0.98 |
-4.37 |
64.88% |
($5,590) |
$860 |
-4.03 |
0.91% |
132 |
9/17/2021 12:00 |
0 |
35 |
YMZ21-RSZ21 |
-3.05 |
1.37 |
4.14 |
29.56% |
$59,180 |
$1,366 |
-2.24 |
1.22% |
93 |
8/11/2021 11:15 |
0 |
36 |
ZBZ21-6JZ21 |
-2.34 |
1.69 |
-5.07 |
18.60% |
$47,831 |
$989 |
-1.57 |
0.62% |
84 |
9/23/2021 23:58 |
0 |
37 |
ZSX21-ZCZ21 |
-2.2 |
-5.4 |
5.75 |
33.21% |
$35,288 |
$796 |
-6.33 |
1.28% |
64 |
8/17/2021 11:07 |
3 |
38 |
ZSX21-ZWZ21 |
-2.66 |
-8.41 |
-8.41 |
13.46% |
$24,500 |
$1,032 |
-7.09 |
1.65% |
64 |
10/1/2021 14:19 |
0 |
39 |
ZWZ21-ZCZ21 |
1.65 |
3.3 |
-5.64 |
26.07% |
$10,788 |
$674 |
3.38 |
1.78% |
64 |
8/18/2021 3:36 |
-2 |
40 |
PTF |
29.33 |
1.11 |
-6.36 |
0.00% |
$612,270 |
$4,939 |
0.01 |
0.81% |
75 |
9/20/2021 15:18 |
0 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|