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第45周交易18次共35手,虧損-0.3K,-0.1%(-5.7,-3.7,4.1,1.3.,3.6),原倉9.5,新倉-14.7,交易4.8。YTD -152.6K,-24.3%。現賬戶資金475.6K,杠杆1.66,淨倉0,波動率1.01%(0.65%~1.73%),風險正常。
周四CPI數據顯示通脹有所減緩,本周股市全麵暴漲。但瘋漲之初賬戶就賣掉了原持有的黃金債卷倉位,失去了大賺的機會。原倉不交易也應有9.5K的盈利。目前賬戶仍持有嚴重虧損的3手YM-RS空倉。風險正常。
以下是賬戶交易與期貨的詳細情況,
Contract |
Trade |
Vol |
P_1 |
Pos |
Old |
New |
Trading |
No Fee |
ESZ22 |
1 |
1 |
1 |
0 |
$11,338 |
($5,063) |
$0 |
$6,275 |
GCZ22 |
10 |
10 |
2 |
0 |
$17,700 |
($9,930) |
($1,600) |
$6,170 |
RSZ22 |
6 |
6 |
3 |
3 |
$12,840 |
$0 |
$3,625 |
$16,465 |
SIZ22 |
10 |
10 |
(2) |
0 |
($8,800) |
$2,488 |
$3,812 |
($2,500) |
YMZ22 |
7 |
7 |
(4) |
(3) |
($27,780) |
$800 |
($1,000) |
($27,980) |
ZBZ22 |
1 |
1 |
1 |
0 |
$4,156 |
($3,031) |
$0 |
$1,125 |
Total |
35 |
35 |
1 |
0 |
$9,454 |
($14,736) |
$4,837 |
($445) |
|
|
|
SID |
Contract/Pair |
RV |
WV |
WM |
PE |
MV |
ATR |
PV% |
V% |
WN |
DateTime |
Pos |
40 |
PTF |
20.86 |
2.79 |
6.59 |
- |
$475,572 |
$4,811 |
1.01% |
1.01% |
61 |
11/11 17:33 |
0 |
39 |
ZWZ22-ZCZ22 |
(1.31) |
1.60 |
5.61 |
19.50% |
$7,813 |
$1,341 |
0.28% |
3.30% |
64 |
09/21 03:11 |
0 |
38 |
ZSF23-ZWZ22 |
2.23 |
(1.09) |
5.42 |
-7.50% |
$31,900 |
$1,791 |
0.38% |
4.40% |
55 |
09/13 05:01 |
0 |
37 |
ZSF23-ZCZ22 |
2.09 |
(1.12) |
7.70 |
19.53% |
$39,713 |
$1,114 |
0.23% |
1.53% |
63 |
09/13 07:36 |
0 |
36 |
ZBZ22-6JZ22 |
(1.58) |
(3.12) |
(4.20) |
12.38% |
$33,000 |
$1,794 |
0.38% |
1.45% |
72 |
10/07 10:14 |
0 |
35 |
YMZ22-RSZ22 |
2.07 |
2.33 |
5.71 |
55.95% |
$74,480 |
$1,604 |
0.34% |
0.95% |
58 |
11/08 15:31 |
-3 |
34 |
RBZ22-HOZ22 |
(2.04) |
(1.05) |
7.02 |
24.21% |
($40,299) |
$4,848 |
1.02% |
3.22% |
56 |
09/15 13:59 |
0 |
33 |
RBZ22-CLF23 |
(2.13) |
1.51 |
4.91 |
48.48% |
$22,362 |
$2,167 |
0.46% |
1.96% |
90 |
11/03 05:09 |
0 |
32 |
NQZ22-YMZ22 |
(2.18) |
2.59 |
(7.44) |
42.23% |
$67,900 |
$4,397 |
0.92% |
1.86% |
60 |
10/13 08:32 |
0 |
31 |
NQZ22-RSZ22 |
0.29 |
2.08 |
(7.14) |
33.42% |
$142,380 |
$5,067 |
1.07% |
2.14% |
58 |
10/13 09:21 |
0 |
30 |
NQZ22-ESZ22 |
(1.24) |
2.62 |
(5.32) |
63.13% |
$36,750 |
$2,806 |
0.59% |
1.19% |
62 |
10/11 15:11 |
0 |
29 |
HOZ22-CLF23 |
0.53 |
1.18 |
5.66 |
26.02% |
$62,661 |
$4,733 |
1.00% |
3.14% |
60 |
11/04 03:44 |
0 |
28 |
HGZ22-SIZ22 |
(0.50) |
4.20 |
10.20 |
28.11% |
($10,575) |
$2,738 |
0.58% |
2.51% |
55 |
10/14 12:25 |
0 |
27 |
GCZ22-SIZ22 |
(0.54) |
3.06 |
(7.19) |
47.62% |
$68,445 |
$1,995 |
0.42% |
1.83% |
61 |
10/03 10:00 |
0 |
26 |
ESZ22-YMZ22 |
(1.79) |
7.32 |
7.32 |
65.66% |
$31,150 |
$1,756 |
0.37% |
0.88% |
60 |
11/11 14:05 |
0 |
25 |
ESZ22-RSZ22 |
1.48 |
1.71 |
(6.78) |
48.57% |
$105,630 |
$2,630 |
0.55% |
1.32% |
60 |
09/16 09:26 |
0 |
24 |
6EZ22-6CZ22 |
(1.11) |
6.65 |
6.65 |
31.29% |
$54,400 |
$1,101 |
0.23% |
0.85% |
62 |
11/11 16:20 |
0 |
23 |
6EZ22-6AZ22 |
(1.08) |
4.57 |
(4.94) |
40.09% |
$62,720 |
$960 |
0.20% |
0.74% |
68 |
09/25 21:04 |
0 |
22 |
6CZ22-6AZ22 |
0.20 |
(2.80) |
(5.45) |
51.56% |
$8,320 |
$540 |
0.11% |
0.80% |
80 |
10/26 10:04 |
0 |
21 |
6BZ22-6CZ22 |
0.85 |
1.39 |
(12.03) |
31.14% |
($1,438) |
$917 |
0.19% |
1.24% |
62 |
09/25 21:01 |
0 |
20 |
6BZ22-6AZ22 |
0.93 |
(1.87) |
(10.80) |
33.38% |
$6,883 |
$887 |
0.19% |
1.20% |
61 |
09/25 21:01 |
0 |
19 |
ZWZ22 |
(1.55) |
1.31 |
5.91 |
813.75 |
$40,688 |
$1,666 |
0.35% |
4.09% |
64 |
09/21 03:11 |
0 |
18 |
ZSF23 |
2.07 |
2.67 |
7.58 |
1,451.75 |
$72,588 |
$1,385 |
0.29% |
1.91% |
66 |
09/13 07:36 |
0 |
17 |
ZCZ22 |
(0.03) |
1.20 |
5.38 |
657.50 |
$32,875 |
$646 |
0.14% |
1.97% |
68 |
10/10 10:12 |
0 |
16 |
ZBZ22 |
(3.35) |
(1.19) |
(5.52) |
123'180 |
$123,563 |
$2,048 |
0.43% |
1.66% |
71 |
10/10 13:08 |
0 |
15 |
YMZ22 |
1.46 |
1.11 |
4.89 |
33,765.00 |
$168,825 |
$3,641 |
0.77% |
2.16% |
58 |
10/14 08:57 |
-3 |
14 |
SIZ22 |
0.76 |
(1.89) |
7.39 |
21.80 |
$108,975 |
$3,809 |
0.80% |
3.50% |
55 |
10/04 12:40 |
0 |
13 |
RSZ22 |
(1.81) |
5.22 |
5.22 |
1,886.90 |
$94,345 |
$2,795 |
0.59% |
2.96% |
60 |
11/11 10:27 |
3 |
12 |
RBZ22 |
(2.32) |
1.07 |
5.54 |
2.63 |
$110,422 |
$4,207 |
0.88% |
3.81% |
72 |
10/04 14:29 |
0 |
11 |
NQZ22 |
(0.62) |
1.53 |
(6.28) |
11,836.25 |
$236,725 |
$7,611 |
1.60% |
3.22% |
58 |
09/16 12:27 |
0 |
10 |
NGZ22 |
(0.30) |
(2.92) |
(7.11) |
5.90 |
$59,020 |
$4,822 |
1.01% |
8.17% |
44 |
10/24 06:53 |
0 |
9 |
HOZ22 |
0.65 |
1.11 |
6.16 |
3.59 |
$150,721 |
$6,397 |
1.35% |
4.24% |
60 |
10/06 04:00 |
0 |
8 |
HGZ22 |
0.25 |
1.74 |
5.97 |
3.94 |
$98,400 |
$2,724 |
0.57% |
2.77% |
66 |
11/04 14:56 |
0 |
7 |
GCZ22 |
1.36 |
4.78 |
(5.74) |
1,774.20 |
$177,420 |
$2,927 |
0.62% |
1.65% |
48 |
09/16 04:17 |
0 |
6 |
ESZ22 |
(0.11) |
5.03 |
(6.40) |
3,999.50 |
$199,975 |
$5,114 |
1.08% |
2.56% |
52 |
09/19 06:16 |
0 |
5 |
CLF23 |
0.22 |
(1.17) |
6.30 |
88.06 |
$88,060 |
$3,320 |
0.70% |
3.77% |
65 |
10/09 18:00 |
0 |
4 |
6JZ22 |
(1.28) |
1.73 |
7.53 |
0.01 |
$90,563 |
$1,064 |
0.22% |
1.17% |
53 |
11/10 16:09 |
0 |
3 |
6EZ22 |
(1.28) |
6.65 |
6.65 |
1.04 |
$129,875 |
$1,603 |
0.34% |
1.23% |
54 |
11/11 14:39 |
0 |
2 |
6CZ22 |
(0.26) |
4.53 |
(5.36) |
0.75 |
$75,475 |
$820 |
0.17% |
1.09% |
54 |
09/19 09:29 |
0 |
1 |
6BZ22 |
0.84 |
4.86 |
(9.33) |
1.18 |
$74,038 |
$1,332 |
0.28% |
1.80% |
54 |
09/25 21:01 |
0 |
0 |
6AZ22 |
(0.35) |
5.87 |
5.87 |
0.67 |
$67,155 |
$1,114 |
0.23% |
1.66% |
50 |
11/11 14:39 |
0 |
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