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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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帕努奇交易記第十周:-0.3%, 年-14.6%

(2022-03-11 15:21:57) 下一個

   第十周交易53次共92手,虧損-1.7K,-0.3%(-20.8,-20.5,24.9,13.0,1.8),原倉31.8,新倉-0.1,交易-32.6。YTD -92.0K,-14.6%。現賬戶資金536.1K,杠杆0.28,淨倉0,波動率0.21%(0.21%~2.37%),風險非常低。

   本周市場繼續大幅度波動。受烏克蘭戰爭的影響,周一周二眾多商品期貨出現恐慌性暴漲,賬戶一度虧損嚴重。然後出現暴跌,實在是沒膽繼續持倉,因此在下跌中迅速拋倉,結果失去了原倉應有的利潤。目前賬戶僅持有1手6B-6A多倉。2手CLJ-CLK空倉。風險非常低。

   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
44 PTF 35.63 2.17 6.68 0.00 $536,128 $1,136 0.21% 0.21% 87.7 03/11 17:37 0
43 ZWK22-ZCK22 3.37 1.15 8.82 0.00 $17,213 $1,854 0.35% 3.35% 80 03/07 20:00 -2
42 ZSK22-ZWK22 (2.34) (2.66) 8.52 (0.25) $28,625 $2,456 0.46% 2.92% 70 02/02 08:15 -2
41 ZSK22-ZCK22 (0.81) (3.14) 6.70 0.32 $45,838 $1,344 0.25% 1.60% 74 02/02 08:15 2
40 ZBM22-6JM22 (2.10) 1.69 4.28 0.09 $48,494 $1,523 0.28% 0.98% 82 02/27 18:00 0
39 YMM22-RSM22 (0.17) (1.19) 3.81 0.34 $65,445 $2,202 0.41% 1.34% 136 01/27 12:12 0
38 RBJ22-HOJ22 1.82 1.95 10.00 0.53 ($4,187) $3,267 0.61% 2.29% 88 03/09 05:04 0
37 RBJ22-CLJ22 1.35 (1.29) 5.55 0.65 $29,422 $1,754 0.33% 1.27% 167 03/02 21:34 0
36 NQM22-YMM22 (0.57) (2.16) 4.59 0.25 $101,845 $7,027 1.31% 2.64% 74 02/25 08:36 0
35 NQM22-RSM22 (1.52) (2.05) (6.40) 0.19 $167,290 $7,555 1.41% 2.84% 74 01/24 12:17 0
34 NQM22-ESM22 (1.25) (2.00) 4.50 0.47 $56,223 $4,925 0.92% 1.85% 70 02/25 08:33 0
33 HOJ22-CLJ22 (1.03) (1.35) (8.61) 0.46 $33,609 $3,707 0.69% 2.60% 90 03/09 05:04 0
32 HGK22-SIK22 1.14 (2.00) (5.39) (0.11) ($15,850) $3,703 0.69% 2.82% 74 03/08 07:50 0
31 GCJ22-SIK22 0.85 1.06 (4.72) 0.35 $68,130 $2,181 0.41% 1.66% 82 01/19 05:59 0
30 ESM22-YMM22 2.36 (2.09) (3.61) 0.48 $45,623 $2,707 0.50% 1.29% 128 02/14 04:07 0
29 ESM22-RSM22 2.65 (1.93) (3.96) 0.37 $111,068 $3,298 0.62% 1.57% 112 02/24 02:18 0
28 CLK22-CLM22 0.00 (1.66) 7.93 0.88 $3,270 $542 0.10% 0.51% 269 03/01 12:08 0
27 CLJ22-CLK22 0.00 (2.01) 6.60 0.90 $2,860 $488 0.09% 0.45% 210 03/06 18:01 -2
26 6EM22-6CM22 (0.15) (4.11) (6.67) 0.06 $58,408 $1,001 0.19% 0.73% 78 03/06 20:51 0
25 6EM22-6AM22 (1.05) (2.97) (10.76) 0.06 $63,853 $1,006 0.19% 0.74% 66 03/06 20:52 0
24 6CM22-6AM22 (0.20) 4.01 (5.67) 0.21 $5,445 $551 0.10% 0.75% 88 03/04 08:29 0
23 6BM22-6CM22 (1.24) (3.17) (5.15) (0.01) $2,995 $541 0.10% 0.69% 85 02/24 10:55 0
22 6BM22-6AM22 (1.28) (1.08) (7.24) 0.11 $8,440 $621 0.12% 0.85% 76 03/06 20:52 1
21 ZWK22 4.05 1.31 14.07 1,107.00 $55,350 $1,857 0.35% 3.36% 90 03/07 20:00 0
20 ZSK22 (0.82) (1.81) 5.81 1,679.50 $83,975 $1,962 0.37% 2.34% 62 02/23 23:01 0
19 ZCK22 (0.09) 1.27 6.05 762.75 $38,138 $963 0.18% 2.52% 79 02/23 23:25 0
18 ZBM22 (3.39) 1.19 (6.79) 155'080 $155,250 $1,676 0.31% 1.08% 70 03/10 10:24 0
17 YMM22 (2.64) (2.27) (4.90) 32,843.00 $164,215 $3,330 0.62% 2.03% 84 02/24 02:30 0
16 SIK22 (0.63) 1.75 5.83 26.22 $131,100 $3,338 0.62% 2.55% 58 02/24 05:42 0
15 RSM22 (1.78) (2.29) 5.20 1,975.40 $98,770 $3,065 0.57% 3.10% 68 02/02 05:35 0
14 RBJ22 1.79 2.12 8.24 3.30 $138,512 $5,066 0.94% 3.66% 88 03/06 18:03 0
13 NQM22 (2.70) (2.39) 6.07 13,303.00 $266,060 $9,315 1.74% 3.50% 68 02/02 07:31 0
12 NGJ22 1.19 2.58 5.11 4.77 $47,680 $2,633 0.49% 5.52% 75 01/28 09:20 0
11 HOJ22 (1.16) 2.20 9.54 3.40 $142,699 $6,894 1.29% 4.83% 70 03/06 18:02 0
10 HGK22 1.44 (2.10) (5.81) 4.61 $115,250 $3,025 0.56% 2.62% 64 03/07 11:37 0
9 GCJ22 2.92 2.08 (6.32) 1,992.30 $199,230 $2,935 0.55% 1.47% 70 02/24 15:07 0
8 ESM22 2.86 (2.51) 6.03 4,196.75 $209,838 $5,236 0.98% 2.50% 82 02/02 15:20 0
7 CLM22 0.70 2.09 8.53 102.96 $102,960 $4,172 0.78% 4.05% 94 03/06 18:03 0
6 CLK22 0.70 2.06 8.65 106.23 $106,230 $4,437 0.83% 4.18% 92 03/06 18:02 2
5 CLJ22 0.70 2.14 8.51 109.09 $109,090 $4,712 0.88% 4.32% 86 03/06 18:01 -2
4 6JM22 (0.40) (4.97) (7.32) 0.01 $106,756 $564 0.11% 0.53% 51 01/28 05:06 0
3 6EM22 (1.40) (3.30) (5.62) 1.09 $136,863 $1,068 0.20% 0.78% 68 03/04 08:52 0
2 6CM22 (2.78) (1.38) (5.79) 0.78 $78,455 $537 0.10% 0.68% 52 01/24 11:49 0
1 6BM22 (1.97) (2.33) (8.19) 1.30 $81,450 $520 0.10% 0.64% 65 02/24 11:01 1
0 6AM22 (0.92) (2.41) 5.98 0.73 $73,010 $694 0.13% 0.95% 49 03/03 10:02 -1
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