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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48周:1.6%, 年-24.5%

(2022-12-02 15:44:44) 下一個

   第48周交易21次共42手,盈利7.3K,1.6%(2.4,2.1,-3.4,4.7,1.5),原倉3.2,新倉0.0,交易4.0。YTD -154.0K,-24.5%。現賬戶資金474.2K,杠杆1.36,淨倉0,波動率0.75%(0.65%~1.54%),風險正常。

   因美聯儲將降低加息幅度,本周股市繼續上漲。但YM-RS背離終於下跌,賬戶因此獲利。目前賬戶持有2手YM-RS與1手ZS-ZW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
RSZ22 12 12 4 2 $3,380 ($735) $410 $3,055
YMZ22 12 12 (4) (2) ($220) $1,218 $1,708 $2,705
ZSF23 9 9 0 (1) $0 ($38) $1,713 $1,675
ZWH23 9 9 0 1 $0 ($425) $163 ($263)
Total 42 42 0 0 $3,160 $20 $3,994 $7,172
     
SID Contract/Pair RV WV WM  PE  MV ATR PV% V% WN DateTime Pos
40 PTF 27.51 2.01 5.89          -   $474,168 $3,574 0.75% 0.75% 61.3 12/02 18:21 0
39 ZWH23-ZCH23 (1.89) (2.38) (5.45) 20.90% $5,675 $1,061 0.22% 2.79% 61 11/03 08:37 0
38 ZSF23-ZWH23 2.82 2.94 6.26 -7.83% $34,025 $1,446 0.30% 3.80% 67 10/12 12:01 -1
37 ZSF23-ZCH23 2.56 2.84 4.70 21.17% $39,700 $985 0.21% 1.37% 69 11/01 09:53 0
36 ZBH23-6JZ22 (2.12) 1.38 (5.24) 7.14% $36,788 $1,608 0.34% 1.24% 66 10/07 08:30 0
35 YMZ22-RSZ22 2.55 (1.24) 5.52 50.98% $77,475 $1,566 0.33% 0.91% 59 11/08 13:12 -2
34 RBF23-HOF23 (1.61) 1.44 5.07 23.02% ($36,943) $4,128 0.87% 3.09% 80 11/02 05:01 0
33 RBF23-CLF23 (2.74) (4.43) (4.43) 48.52% $16,163 $2,041 0.43% 2.11% 85 12/02 13:28 0
32 NQZ22-YMZ22 (3.47) 1.40 (5.93) 37.52% $67,635 $4,281 0.90% 1.79% 56 10/11 15:11 0
31 NQZ22-RSZ22 (0.27) 1.18 5.35 30.96% $145,110 $4,730 1.00% 1.97% 58 11/11 03:59 0
30 NQZ22-ESZ22 (2.19) 1.54 5.10 59.71% $36,243 $2,761 0.58% 1.15% 57 11/11 03:59 0
29 HOF23-CLF23 (0.88) (1.53) 4.73 25.11% $53,107 $4,016 0.85% 3.01% 66 10/05 15:59 0
28 HGH23-SIH23 (0.68) (1.65) 9.43 19.53% ($20,400) $2,922 0.62% 2.50% 60 10/14 12:26 0
27 GCG23-SIH23 (0.65) (2.91) 4.62 38.01% $64,365 $2,251 0.47% 1.93% 72 10/05 10:12 0
26 ESZ22-YMZ22 (2.17) 1.04 7.65 62.03% $31,393 $1,681 0.35% 0.83% 52 11/11 14:05 0
25 ESZ22-RSZ22 2.21 (1.66) 5.02 47.29% $108,868 $2,334 0.49% 1.15% 61 11/11 03:59 0
24 6EZ22-6CZ22 (1.17) 2.09 6.74 29.31% $57,681 $1,087 0.23% 0.82% 61 11/11 16:20 0
23 6EZ22-6AZ22 (1.31) 2.02 4.84 40.52% $63,936 $914 0.19% 0.69% 67 10/04 14:38 0
22 6CZ22-6AZ22 0.05 (1.56) (5.31) 45.78% $6,255 $583 0.12% 0.86% 60 11/11 13:29 0
21 6BZ22-6CZ22 1.57 1.82 (7.00) 29.93% $2,631 $835 0.18% 1.09% 59 11/04 08:34 0
20 6BZ22-6AZ22 1.53 1.84 6.17 36.48% $8,886 $757 0.16% 0.98% 71 10/13 11:09 0
19 ZWH23 (2.12) 1.01 5.50       760.00 $38,000 $1,341 0.28% 3.53% 65 10/10 11:22 1
18 ZSF23 2.50 1.40 4.72     1,440.50 $72,025 $1,249 0.26% 1.73% 67 11/02 01:37 -1
17 ZCH23 0.28 (4.20) 6.04       646.50 $32,325 $542 0.11% 1.68% 58 10/10 10:12 0
16 ZBH23 (3.56) 2.13 (8.52)  130'030  $130,094 $1,732 0.37% 1.33% 56 10/21 09:13 0
15 YMZ22 1.59 1.78 5.44    34,389.00 $171,945 $3,195 0.67% 1.86% 56 10/04 16:02 -2
14 SIH23 0.91 2.62 6.26        23.36 $116,775 $3,632 0.77% 3.11% 62 10/04 11:35 0
13 RSZ22 (2.36) 2.23 6.03     1,889.40 $94,470 $2,417 0.51% 2.56% 66 11/11 10:27 2
12 RBF23 (2.76) (3.12) 4.53         2.30 $96,503 $3,965 0.84% 4.11% 59 11/22 13:28 0
11 NQZ22 (1.57) 1.57 5.52    11,979.00 $239,580 $6,851 1.44% 2.86% 58 11/11 03:59 0
10 NGF23 0.55 (4.35) (7.10)         6.22 $62,220 $4,533 0.96% 7.29% 56 10/24 06:53 0
9 HOF23 (0.72) (2.55) 5.71         3.18 $133,447 $5,363 1.13% 4.02% 59 10/06 04:00 0
8 HGH23 0.12 2.02 6.29         3.86 $96,375 $2,587 0.55% 2.68% 73 11/04 15:55 0
7 GCG23 1.82 1.47 5.39     1,811.40 $181,140 $2,637 0.56% 1.46% 48 10/04 12:40 0
6 ESZ22 0.49 1.62 5.98     4,066.75 $203,338 $4,427 0.93% 2.18% 60 11/14 13:53 0
5 CLF23 1.37 (1.39) 6.23        80.34 $80,340 $3,360 0.71% 4.18% 53 10/09 18:00 0
4 6JZ22 (0.66) 2.02 6.87         0.01 $93,306 $1,165 0.25% 1.25% 52 11/10 16:09 0
3 6EZ22 (1.53) 1.67 6.94         1.06 $131,906 $1,537 0.32% 1.17% 51 11/11 14:39 0
2 6CZ22 (0.69) (1.63) 4.83         0.74 $74,225 $768 0.16% 1.03% 59 11/11 14:39 0
1 6BZ22 1.55 1.58 5.44         1.23 $76,856 $1,191 0.25% 1.55% 55 11/11 14:59 0
0 6AZ22 (0.35) 1.15 7.57         0.68 $67,970 $1,076 0.23% 1.58% 52 11/15 08:37 0
                 
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