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第六周交易15次共26手,盈利4.6K,0.7%(-2.8,4.5,-2.3,0.1,5.1),原倉9.6,新倉-2.4,交易-3.3。YTD -9.4K,-1.5%。現賬戶資金618.8K,杠杆1.15,淨倉1,波動率0.61%(0.61%~1.56%),風險較低。
本周股市下跌。賬戶因YM-RS背離回落,ZS-ZW下跌而盈利。但因為減倉,盈利還不如拿著倉位不動多。目前賬戶持有1手ZB,1手ES-RS多倉。2手ZS-ZW空倉。持倉偏向於在輕微做多股市,風險較低。
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 |
40 |
PTF |
32.75 |
2.34 |
6.09 |
0.00 |
$618,774 |
$3,765 |
0.61% |
0.61% |
66.3 |
02/11 17:32 |
1 |
39 |
ZWH22-ZCH22 |
(0.57) |
3.18 |
(6.57) |
0.23 |
$7,413 |
$841 |
0.14% |
2.11% |
47 |
01/07 04:41 |
1 |
38 |
ZSH22-ZWH22 |
2.51 |
(2.30) |
8.55 |
0.04 |
$39,375 |
$1,379 |
0.22% |
1.74% |
50 |
01/28 10:07 |
-1 |
37 |
ZSH22-ZCH22 |
2.81 |
1.42 |
10.00 |
0.27 |
$46,788 |
$1,055 |
0.17% |
1.33% |
57 |
12/28 06:47 |
-1 |
36 |
ZBH22-6JH22 |
(2.66) |
1.89 |
(4.33) |
0.11 |
$44,625 |
$1,221 |
0.20% |
0.80% |
64 |
01/03 16:00 |
0 |
35 |
YMH22-RSH22 |
2.24 |
(2.02) |
6.02 |
0.38 |
$71,920 |
$1,757 |
0.28% |
1.73% |
61 |
01/27 12:05 |
0 |
34 |
RBH22-HOH22 |
(1.33) |
(1.73) |
5.37 |
0.57 |
($8,266) |
$1,201 |
0.19% |
0.97% |
95 |
02/07 19:27 |
0 |
33 |
RBH22-CLH22 |
(0.82) |
(1.46) |
4.06 |
0.59 |
$21,226 |
$1,045 |
0.17% |
0.91% |
125 |
02/03 03:04 |
0 |
32 |
NQH22-YMH22 |
(0.61) |
(3.65) |
(5.65) |
0.26 |
$111,690 |
$5,935 |
0.96% |
2.08% |
62 |
01/06 07:45 |
0 |
31 |
NQH22-RSH22 |
0.03 |
(4.93) |
(5.84) |
0.28 |
$183,610 |
$5,796 |
0.94% |
2.03% |
62 |
01/24 12:18 |
0 |
30 |
NQH22-ESH22 |
0.52 |
(3.64) |
(5.82) |
0.49 |
$64,235 |
$4,133 |
0.67% |
1.45% |
60 |
01/06 07:48 |
0 |
29 |
HOH22-CLH22 |
1.08 |
1.55 |
6.25 |
0.52 |
$29,492 |
$1,323 |
0.21% |
1.07% |
72 |
01/28 03:08 |
0 |
28 |
HGH22-SIH22 |
0.38 |
(5.17) |
(5.17) |
0.06 |
($6,963) |
$2,530 |
0.41% |
2.14% |
76 |
02/11 16:59 |
0 |
27 |
GCJ22-SIH22 |
(0.06) |
1.84 |
(6.12) |
0.38 |
$68,060 |
$1,672 |
0.27% |
1.42% |
74 |
01/19 05:59 |
0 |
26 |
ESH22-YMH22 |
1.71 |
(2.43) |
(6.17) |
0.54 |
$47,455 |
$1,914 |
0.31% |
0.87% |
60 |
01/05 23:43 |
0 |
25 |
ESH22-RSH22 |
5.97 |
(3.45) |
6.62 |
0.46 |
$119,375 |
$2,262 |
0.37% |
1.02% |
62 |
12/29 15:38 |
1 |
24 |
6EH22-6CH22 |
(0.65) |
(3.81) |
7.12 |
0.14 |
$63,406 |
$777 |
0.13% |
0.55% |
62 |
02/04 06:58 |
0 |
23.0 |
6EH22-6AH22 |
-1.3 |
-2.9 |
8.9 |
0.18 |
$70,511 |
$739 |
0.12% |
0.52% |
58 |
02/04 06:58 |
0 |
22 |
6CH22-6AH22 |
(0.31) |
1.27 |
5.92 |
0.33 |
$7,105 |
$443 |
0.07% |
0.62% |
72 |
01/07 08:32 |
0 |
21 |
6BH22-6CH22 |
(0.45) |
1.23 |
5.94 |
0.15 |
$6,213 |
$457 |
0.07% |
0.58% |
78 |
02/03 07:00 |
0 |
20 |
6BH22-6AH22 |
(0.65) |
1.50 |
5.63 |
0.32 |
$13,318 |
$452 |
0.07% |
0.63% |
82 |
01/07 08:41 |
0 |
19 |
ZWH22 |
(0.86) |
2.70 |
5.95 |
798.25 |
$39,913 |
$1,093 |
0.18% |
2.74% |
58 |
01/20 01:47 |
2 |
18 |
ZSH22 |
2.85 |
1.84 |
7.18 |
1,585.75 |
$79,288 |
$1,442 |
0.23% |
1.82% |
63 |
12/28 06:47 |
-2 |
17 |
ZCH22 |
(0.35) |
(1.13) |
4.17 |
650.00 |
$32,500 |
$617 |
0.10% |
1.90% |
66 |
01/04 14:07 |
0 |
16 |
ZBH22 |
(3.36) |
1.60 |
(6.02) |
152'280 |
$152,875 |
$1,371 |
0.22% |
0.90% |
62 |
01/04 11:44 |
1 |
15 |
YMH22 |
(2.65) |
(2.82) |
7.19 |
34,689.00 |
$173,445 |
$2,799 |
0.45% |
1.61% |
68 |
12/30 09:38 |
0 |
14 |
SIH22 |
0.12 |
3.12 |
(5.75) |
23.60 |
$118,000 |
$2,680 |
0.43% |
2.27% |
59 |
01/28 06:14 |
0 |
13 |
RSH22 |
(5.17) |
(2.18) |
6.00 |
2,030.50 |
$101,525 |
$2,854 |
0.46% |
2.81% |
70 |
12/28 10:04 |
-1 |
12 |
RBH22 |
(0.96) |
(0.98) |
4.59 |
2.74 |
$115,126 |
$2,566 |
0.41% |
2.23% |
88 |
12/23 15:50 |
0 |
11 |
NQH22 |
(2.70) |
(2.80) |
(5.55) |
14,256.75 |
$285,135 |
$8,066 |
1.30% |
2.83% |
64 |
01/24 12:18 |
0 |
10 |
NGH22 |
(1.62) |
1.15 |
6.07 |
4.00 |
$40,000 |
$2,716 |
0.44% |
6.79% |
63 |
02/02 11:32 |
0 |
9 |
HOH22 |
1.31 |
1.21 |
6.52 |
2.94 |
$123,392 |
$2,775 |
0.45% |
2.25% |
67 |
12/23 15:51 |
0 |
8 |
HGH22 |
1.08 |
(2.69) |
5.00 |
4.44 |
$111,038 |
$2,494 |
0.40% |
2.25% |
62 |
01/12 08:53 |
0 |
7 |
GCJ22 |
0.43 |
4.75 |
6.20 |
1,860.60 |
$186,060 |
$1,887 |
0.31% |
1.01% |
61 |
12/17 08:37 |
0 |
6 |
ESH22 |
4.36 |
(2.93) |
6.62 |
4,418.00 |
$220,900 |
$4,195 |
0.68% |
1.90% |
68 |
12/30 10:26 |
1 |
5 |
CLH22 |
0.06 |
1.13 |
6.32 |
93.90 |
$93,900 |
$2,397 |
0.39% |
2.55% |
73 |
12/23 15:25 |
0 |
4 |
6JH22 |
0.47 |
(1.57) |
(5.83) |
0.01 |
$108,250 |
$575 |
0.09% |
0.53% |
62 |
12/29 06:05 |
0 |
3 |
6EH22 |
(1.49) |
(2.34) |
5.72 |
1.14 |
$141,931 |
$906 |
0.15% |
0.64% |
54 |
02/04 06:58 |
0 |
2 |
6CH22 |
(1.74) |
(1.74) |
(5.71) |
0.79 |
$78,525 |
$539 |
0.09% |
0.69% |
58 |
01/24 11:49 |
0 |
1 |
6BH22 |
(0.91) |
(1.60) |
5.77 |
1.36 |
$84,738 |
$516 |
0.08% |
0.61% |
57 |
12/23 10:21 |
0 |
0 |
6AH22 |
(0.29) |
(1.86) |
(5.56) |
0.71 |
$71,420 |
$660 |
0.11% |
0.92% |
50 |
01/24 10:11 |
0 |
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