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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42周:0.0%, 年-25.6%

(2022-10-21 17:45:36) 下一個

   第42周交易18次共33手,盈利0.2K,0.0%(2.4,3.6,-1.2,-5.1.,0.6),原倉13.2,新倉-13.8,交易0.6。YTD -160.6K,-25.6%。現賬戶資金46764K,杠杆2.31,淨倉4,波動率1.69%(1.10%~2.68%),風險非常高。

   本周股市大漲。然而賬戶又過早的失去了本應大賺的HO-CL空倉,獲利甚微。目前賬戶持有1手ES,2手ZB,1手GC多倉。2手YM-RS空倉。風險非常高。已對自主交易失去了信心,因為無法避免人為犯錯。今後應向全自動交易發展。

   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
CLZ22 1 1 1 0 $600 ($3,000) $0 ($2,400)
ESZ22 4 4 1 1 $8,775 $0 $2,450 $11,225
GCZ22 5 5 0 1 $0 $1,670 ($2,670) ($1,000)
HOX22 5 5 (1) 0 $6,842 ($4,087) $4,847 $7,602
RBX22 4 4 0 0 $0 $0 ($3,658) ($3,658)
RSZ22 3 3 1 2 $3,020 $1,205 ($1,260) $2,965
SIZ22 5 5 1 0 $6,000 ($3,100) $2,475 $5,375
YMZ22 5 5 (1) (2) ($7,500) ($2,780) ($1,570) ($11,850)
ZBZ22 1 1 1 2 ($4,500) ($3,750) $0 ($8,250)
Total 33 33 3 4 $13,237 ($13,842) $614 $9
     
SID Contract/Pair RV WV WM  PE  MV ATR PV% V% WN DateTime Pos
40 PTF 27.47 2.26 6.45          -   $467,594 $7,908 1.69% 1.69% 68.5 10/21 20:20 4
39 ZWZ22-ZCZ22 (1.15) 1.52 5.64 26.07% $8,225 $1,333 0.29% 3.14% 68 09/21 03:11 0
38 ZSF23-ZWZ22 1.41 (1.29) 5.57 2.43% $27,688 $1,760 0.38% 4.15% 53 09/13 05:01 0
37 ZSF23-ZCZ22 1.28 1.40 8.57 25.02% $35,913 $1,161 0.25% 1.66% 58 09/13 07:36 0
36 ZBZ22-6JZ22 (1.20) (1.23) 4.15 11.65% $33,838 $1,680 0.36% 1.41% 76 10/14 08:52 0
35 YMZ22-RSZ22 1.94 3.53 5.14 53.74% $68,440 $1,522 0.33% 0.98% 79 10/14 09:55 -2
34 RBZ22-HOZ22 (3.30) (2.09) 7.07 24.04% ($45,793) $4,815 1.03% 3.23% 58 09/15 13:59 0
33 RBZ22-CLZ22 (3.13) (1.83) 4.61 52.57% $18,176 $2,081 0.45% 2.01% 101 10/04 14:29 0
32 NQZ22-YMZ22 0.00 1.83 (5.12) 42.17% $71,615 $3,976 0.85% 1.75% 79 10/10 13:07 0
31 NQZ22-RSZ22 1.60 2.65 (5.49) 32.33% $140,055 $4,652 0.99% 2.04% 73 09/14 07:57 0
30 NQZ22-ESZ22 0.87 1.94 (5.02) 62.58% $38,960 $2,572 0.55% 1.13% 81 09/13 20:41 0
29 HOZ22-CLZ22 1.27 2.11 (5.28) 27.89% $63,968 $4,571 0.98% 3.07% 72 09/14 07:06 0
28 HGZ22-SIZ22 (1.36) (2.56) (9.44) 19.80% ($10,025) $2,605 0.56% 2.69% 53 10/04 09:26 0
27 GCZ22-SIZ22 (1.01) (2.53) (7.45) 43.80% $69,250 $1,825 0.39% 1.88% 62 10/03 10:00 1
26 ESZ22-YMZ22 (1.11) 1.53 (6.42) 64.86% $32,655 $1,645 0.35% 0.87% 94 10/11 10:31 0
25 ESZ22-RSZ22 1.43 2.99 (5.77) 46.33% $101,095 $2,513 0.54% 1.33% 75 10/11 20:13 0
24 6EZ22-6CZ22 (1.35) 1.86 (5.58) 25.62% $50,436 $1,097 0.23% 0.89% 71 09/25 21:02 0
23 6EZ22-6AZ22 (1.73) (0.96) 5.30 31.21% $59,821 $1,014 0.22% 0.82% 72 10/04 14:38 0
22 6CZ22-6AZ22 (0.79) (2.60) 5.45 44.67% $9,385 $530 0.11% 0.83% 92 10/10 11:08 0
21 6BZ22-6CZ22 0.25 1.39 (13.63) 28.28% ($2,608) $809 0.17% 1.14% 82 09/25 21:01 0
20 6BZ22-6AZ22 (0.23) (2.02) (10.79) 27.44% $6,778 $819 0.18% 1.16% 70 09/25 21:01 0
19 ZWZ22 (1.08) 1.59 5.46       848.00 $42,400 $1,803 0.39% 4.25% 58 09/21 03:11 0
18 ZSF23 1.25 1.47 8.65     1,401.75 $70,088 $1,549 0.33% 2.21% 60 09/13 07:36 0
17 ZCZ22 0.72 1.26 6.06       683.50 $34,175 $771 0.16% 2.26% 68 08/23 10:37 0
16 ZBZ22 (4.03) (1.12) (5.95)  118'310  $118,969 $1,902 0.41% 1.60% 70 10/10 13:08 2
15 YMZ22 1.01 3.28 (5.39)    31,189.00 $155,945 $3,289 0.70% 2.11% 61 09/14 15:17 -2
14 SIZ22 1.16 3.66 8.07        19.40 $97,000 $3,248 0.69% 3.35% 63 10/04 02:48 0
13 RSZ22 (1.93) 1.84 4.85     1,750.10 $87,505 $2,559 0.55% 2.92% 57 10/04 15:59 2
12 RBZ22 (3.38) 1.16 5.31         2.46 $103,316 $4,389 0.94% 4.25% 64 10/04 14:29 0
11 NQZ22 0.84 2.57 (5.20)    11,378.00 $227,560 $6,875 1.47% 3.02% 67 09/14 07:59 0
10 NGZ22 (2.12) (7.07) (7.07)         5.52 $55,160 $4,738 1.01% 8.59% 61 10/21 12:20 0
9 HOZ22 1.58 1.82 6.21         3.55 $149,108 $6,339 1.36% 4.25% 64 10/06 04:00 0
8 HGZ22 (0.96) 2.64 (5.20)         3.48 $86,975 $2,513 0.54% 2.89% 63 09/16 04:53 0
7 GCZ22 0.53 3.09 (6.46)     1,662.50 $166,250 $2,601 0.56% 1.56% 51 09/16 04:17 1
6 ESZ22 (0.49) 2.77 (6.80)     3,772.00 $188,600 $4,682 1.00% 2.48% 59 09/16 12:27 1
5 CLZ22 0.55 (1.04) 5.89        85.14 $85,140 $3,705 0.79% 4.35% 53 10/10 09:41 0
4 6JZ22 (2.69) (1.55) (7.29)         0.01 $85,131 $857 0.18% 1.01% 74 09/07 07:38 0
3 6EZ22 (1.64) 2.71 (5.32)         0.99 $123,731 $1,475 0.32% 1.19% 69 09/25 21:01 0
2 6CZ22 (0.51) 3.36 (4.11)         0.73 $73,295 $699 0.15% 0.95% 65 09/14 07:49 0
1 6BZ22 0.19 2.75 (11.01)         1.13 $70,688 $1,128 0.24% 1.60% 73 09/25 21:01 0
0 6AZ22 0.81 3.74 (6.10)         0.64 $63,910 $959 0.21% 1.50% 72 10/11 00:58 0
                 
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