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記錄股民匹諾曹(Pinocchio)期貨交易從虧損走向盈利的曲折過程。
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帕努奇交易記第44周:-1.1%, 年-10.4%

(2021-11-06 11:36:38) 下一個

  第44周交易32次共53手,虧損-7.0K(-3.1,2.8,2.5,  -6.8,-2.4),-1.1%。原倉0.7,新倉1.2,交易-9.1。YTD -$67.5K,-10.4%。現賬戶資金626.6K,馬金59.4K,杠杆3.52,淨倉0,波動率0.82%(0.49%~1.22%),風險較高。

   股市又創新高!雖然周三美聯儲宣布縮減購債規模,股市繼續狂歡,毫不影響聖誕行情。賬戶本周巨虧不僅僅因為做空期指,做多天然氣止損出局也是一個重要原因。賬戶現在持有2手ZS-ZC多倉,1手2手ZS-ZW多倉。4手ES-YM,1手ZB-6J空倉。ES-YM嚴重背離,因此滿倉做空ES-YM,風險較高。

   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 0.8 1.53 5.26 0.00% $74,055 $627 -0.81 0.85% 68 10/20/2021 23:03 0
1 6BZ21 -2.68 1.79 -7 0.00% $84,344 $564 -4.09 0.67% 51 9/29/2021 12:39 0
2 6CZ21 0.07 1 -5.55 0.00% $80,275 $559 0.82 0.70% 65 9/20/2021 8:34 0
3 6EZ21 0.76 2.19 -5.81 0.00% $144,706 $673 -6.1 0.47% 69 10/29/2021 12:41 0
4 6JZ21 1.42 2.13 -8.39 0.00% $110,250 $617 -6.1 0.56% 51 9/28/2021 8:48 1
5 CLZ21 -0.53 2.65 6.73 0.00% $81,170 $2,120 5.88 2.61% 62 9/28/2021 2:28 0
6 ESZ21 3.15 -1.25 5.38 0.00% $234,300 $2,732 2.96 1.17% 62 10/17/2021 18:01 -4
7 GCZ21 -0.47 2.69 -5.29 0.00% $182,000 $2,339 -0.45 1.28% 59 9/16/2021 9:50 0
8 HGZ21 -0.78 1.15 7.6 0.00% $108,575 $3,111 0.04 2.86% 57 10/15/2021 9:22 0
9 HOZ21 1.49 -1.32 6.61 0.00% $102,543 $2,360 5.12 2.30% 88 10/6/2021 2:53 0
10 NGZ21 -0.36 -1.82 8.17 0.00% $56,230 $3,776 2 6.71% 58 9/27/2021 23:30 0
11 NQZ21 -0.65 -1.23 -6.34 0.00% $326,895 $4,532 3.07 1.39% 68 9/20/2021 15:18 0
12 RBZ21 0.04 -1.52 5.75 0.00% $96,806 $2,452 4.49 2.53% 69 10/6/2021 2:54 0
13 RSZ21 0.59 -1.44 5.53 0.00% $121,510 $2,070 3.64 1.70% 63 11/2/2021 8:37 0
14 SIZ21 -1.34 1.69 -4.69 0.00% $121,225 $2,954 -0.96 2.44% 61 9/16/2021 10:47 0
15 YMZ21 -4.83 -1.35 5.82 0.00% $180,865 $2,095 2.26 1.16% 64 10/17/2021 18:07 4
16 ZBZ21 -0.71 3.63 -4.76 0.00% $162,750 $1,325 -0.02 0.81% 65 9/23/2021 23:56 -1
17 ZCZ21 1.28 -1.69 4.95 0.00% $27,638 $591 2.52 2.14% 58 9/16/2021 7:59 -2
18 ZSF22 -3.25 -2.18 -4.31 0.00% $60,200 $1,020 -4.78 1.69% 69 9/30/2021 12:56 3
19 ZWZ21 2.21 -1.79 4.89 0.00% $38,388 $854 2.55 2.22% 56 9/26/2021 21:55 -1
20 6BZ21-6AZ21 -2.66 0.97 -4.17 27.41% $10,289 $455 -3.94 0.61% 75 10/12/2021 7:19 0
21 6CZ21-6AZ21 -0.61 -1.49 -4.92 33.56% $6,220 $417 2.33 0.56% 81 10/20/2021 22:03 0
22 6CZ21-HGZ21 0.77 -1.28 -4.98 10.23% ($28,300) $2,792 0.12 2.57% 59 10/13/2021 23:23 0
23 6EZ21-6AZ21 0.48 1.94 -5.68 13.27% $70,651 $584 -6.16 0.40% 65 10/29/2021 13:00 0
24 6EZ21-6BZ21 1.54 1.97 -4.56 18.08% $60,363 $552 -3.26 0.38% 64 9/9/2021 10:44 0
25 6EZ21-6CZ21 0.7 2.43 -5.46 10.52% $64,431 $602 -7.58 0.42% 74 10/29/2021 12:45 0
26 ESZ21-RSZ21 -0.05 -1.43 8.59 34.34% $112,790 $1,794 0.31 0.77% 58 10/20/2021 9:51 0
27 ESZ21-YMZ21 5.39 -1.57 -5.45 61.64% $53,435 $1,048 3.19 0.45% 73 9/20/2021 15:18 -4
28 GCZ21-SIZ21 1.21 2.31 5.14 36.64% $60,775 $1,872 0.96 1.54% 56 9/29/2021 11:46 0
29 HOZ21-CLZ21 1.34 -2.51 5.97 54.88% $21,373 $1,065 -0.35 1.04% 90 10/6/2021 4:42 0
30 NQZ21-ESZ21 2.45 -1.22 5.89 48.65% $92,595 $2,327 2.5 0.71% 68 11/4/2021 14:46 0
31 NQZ21-RSZ21 -0.91 -1.72 7.44 21.26% $205,385 $3,568 1.79 1.09% 60 10/20/2021 9:40 0
32 NQZ21-YMZ21 4.04 -1.62 5.89 28.39% $146,030 $3,245 2.82 0.99% 65 11/4/2021 14:46 0
33 RBZ21-CLZ21 0.17 -2.98 3.82 52.55% $15,636 $1,164 -1.24 1.20% 92 10/26/2021 5:49 0
34 RBZ21-HOZ21 -0.67 -2.08 5.09 59.83% ($5,737) $985 -1.09 1.02% 89 11/2/2021 14:30 0
35 YMZ21-RSZ21 -3.87 -1.63 -4.72 32.31% $59,355 $1,418 -1.97 0.78% 68 10/13/2021 11:26 0
36 ZBZ21-6JZ21 -1.48 3.64 5.86 15.53% $52,500 $1,119 3.33 0.69% 67 10/27/2021 14:39 -1
37 ZSF22-ZCZ21 -3.24 -4.78 -7.14 27.18% $32,563 $743 -8.57 1.23% 65 10/4/2021 22:24 2
38 ZSF22-ZWZ21 -3.39 -1.62 -10.24 6.42% $21,813 $954 -7.39 1.59% 55 10/4/2021 9:32 1
39 ZWZ21-ZCZ21 1.3 -1.99 -5.89 26.40% $10,750 $628 1.09 1.64% 69 9/10/2021 11:49 0
40 PTF 27.42 -6.29 -6.29 0.00% $626,603 $5,128 0.03 0.82% 63 11/5/2021 9:26 0
                 
                 
                 
                 
                         
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