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第26周交易54次共79手,虧損-8.7K(-5.3,-2.7,6.1,1.6,-8.3),-1.4%。原倉-11.8,新倉-2.0,交易5.4。YTD -$84.6K,-13.0%。現賬戶資金598.1K,馬金141.6K,杠杆4.1,淨倉0,波動率1.2%,風險稍高。
本周股市標普與納指爆漲,連創新高。賬戶由於做空標普與納指,在期指上損失慘重。雖然黃金,能源,穀物交易上賺錢,亦不能彌補賬戶的虧損。黃金單邊做多盈利後已與白銀空倉配對。最近二周試圖單邊做空納指,由於持續上漲均未成功。
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 |
6AU21 |
-1.68 |
1.41 |
-4.99 |
0.00% |
$75,290 |
$595 |
-3.39 |
0.79% |
15 |
6/18/2021 16:56 |
0 |
1 |
6BU21 |
-0.14 |
1.2 |
-3.91 |
0.00% |
$86,506 |
$553 |
0.21 |
0.64% |
18 |
6/20/2021 23:48 |
0 |
2 |
6CU21 |
1.55 |
1.71 |
-5.97 |
0.00% |
$81,115 |
$530 |
-0.59 |
0.65% |
10 |
6/21/2021 3:23 |
0 |
3 |
6EU21 |
0.31 |
-2.46 |
-5.79 |
0.00% |
$148,519 |
$804 |
-2.75 |
0.54% |
16 |
6/20/2021 23:48 |
0 |
4 |
6JU21 |
0.23 |
1.35 |
-3.23 |
0.00% |
$112,625 |
$527 |
-3.54 |
0.47% |
16 |
6/16/2021 20:23 |
0 |
5 |
CLQ21 |
0.48 |
2.42 |
6.58 |
0.00% |
$75,190 |
$1,721 |
7 |
2.29% |
16 |
6/16/2021 11:32 |
0 |
6 |
ESU21 |
0.16 |
5.08 |
5.08 |
0.00% |
$216,938 |
$2,158 |
3.79 |
0.99% |
11 |
7/2/2021 15:51 |
-3 |
7 |
GCQ21 |
-1.3 |
1.72 |
-5.27 |
0.00% |
$178,770 |
$2,574 |
0.7 |
1.44% |
20 |
6/17/2021 11:31 |
1 |
8 |
HGU21 |
0.04 |
-1.02 |
-4.79 |
0.00% |
$106,975 |
$2,610 |
-1.79 |
2.44% |
15 |
6/21/2021 3:25 |
0 |
9 |
HOQ21 |
-0.83 |
1.77 |
4.41 |
0.00% |
$91,522 |
$1,996 |
5.26 |
2.18% |
12 |
6/10/2021 9:42 |
2 |
10 |
NGQ21 |
0.09 |
1.43 |
6.78 |
0.00% |
$37,020 |
$946 |
7.57 |
2.55% |
15 |
6/29/2021 10:55 |
0 |
11 |
NQU21 |
1.26 |
3.72 |
3.99 |
0.00% |
$294,020 |
$4,084 |
4.06 |
1.39% |
19 |
6/1/2021 9:41 |
-1 |
12 |
RBQ21 |
1.22 |
1.88 |
3.88 |
0.00% |
$96,621 |
$2,136 |
4.94 |
2.21% |
18 |
6/4/2021 9:22 |
-2 |
13 |
RSU21 |
1.3 |
1.25 |
-3.54 |
0.00% |
$115,125 |
$1,979 |
0.85 |
1.72% |
19 |
6/20/2021 23:38 |
1 |
14 |
SIU21 |
0.37 |
1.51 |
-3.86 |
0.00% |
$132,975 |
$3,365 |
0.91 |
2.53% |
18 |
6/17/2021 12:26 |
-1 |
15 |
YMU21 |
-1.2 |
1.87 |
-4.89 |
0.00% |
$173,225 |
$1,835 |
2.47 |
1.06% |
11 |
6/20/2021 23:38 |
3 |
16 |
ZBU21 |
1.18 |
2.26 |
-3.96 |
0.00% |
$161,063 |
$1,176 |
4.78 |
0.73% |
14 |
5/13/2021 5:55 |
0 |
17 |
ZCU21 |
1.11 |
-1.43 |
-4.13 |
0.00% |
$29,600 |
$1,282 |
-0.4 |
4.33% |
17 |
5/16/2021 22:39 |
-1 |
18 |
ZSU21 |
0.18 |
-1.05 |
-6.52 |
0.00% |
$70,450 |
$1,969 |
0.42 |
2.80% |
17 |
6/17/2021 14:18 |
-1 |
19 |
ZWU21 |
-0.9 |
-1.97 |
-3.2 |
0.00% |
$32,563 |
$1,146 |
-3.99 |
3.52% |
18 |
5/26/2021 10:07 |
2 |
20 |
6BU21-6AU21 |
0.56 |
-1 |
4.13 |
16.19% |
$11,216 |
$499 |
4.28 |
0.66% |
23 |
5/12/2021 11:32 |
0 |
21 |
6CU21-6AU21 |
1.82 |
1.76 |
3.84 |
19.41% |
$5,825 |
$480 |
3.55 |
0.64% |
23 |
5/13/2021 7:28 |
0 |
22 |
6CU21-HGU21 |
-0.25 |
1.02 |
4.29 |
9.82% |
($25,860) |
$2,354 |
1.85 |
2.20% |
17 |
6/21/2021 3:25 |
0 |
23 |
6EU21-6AU21 |
0.91 |
-1.28 |
3.46 |
30.04% |
$73,229 |
$562 |
-0.34 |
0.38% |
25 |
5/19/2021 9:51 |
0 |
24 |
6EU21-6BU21 |
0.3 |
-1.55 |
-4.05 |
17.86% |
$62,013 |
$660 |
-3.52 |
0.44% |
14 |
6/23/2021 3:18 |
0 |
25 |
6EU21-6CU21 |
-0.11 |
-2.27 |
3.54 |
21.84% |
$67,404 |
$628 |
-3.01 |
0.42% |
19 |
5/19/2021 10:29 |
0 |
26 |
ESU21-RSU21 |
-1.05 |
4.21 |
4.21 |
19.19% |
$101,813 |
$1,744 |
3.73 |
0.80% |
21 |
7/2/2021 15:54 |
-1 |
27 |
ESU21-YMU21 |
1.3 |
1.74 |
5.1 |
44.67% |
$43,713 |
$1,194 |
3.05 |
0.55% |
25 |
6/18/2021 10:42 |
-2 |
28 |
GCQ21-SIU21 |
-0.52 |
1.02 |
4.06 |
42.40% |
$45,795 |
$1,938 |
-0.65 |
1.46% |
21 |
5/21/2021 12:18 |
1 |
29 |
HOQ21-CLQ21 |
-0.84 |
1.57 |
3.95 |
49.94% |
$16,332 |
$999 |
-1.56 |
1.09% |
23 |
5/12/2021 16:04 |
0 |
30 |
NQU21-ESU21 |
2.57 |
1.69 |
-4.03 |
33.26% |
$77,083 |
$2,726 |
3.07 |
0.93% |
23 |
5/11/2021 8:21 |
0 |
31 |
NQU21-RSU21 |
0.44 |
4.82 |
4.82 |
12.83% |
$178,895 |
$3,560 |
4.18 |
1.21% |
21 |
7/2/2021 15:54 |
0 |
32 |
NQU21-YMU21 |
2.53 |
1.76 |
-4.05 |
12.15% |
$120,795 |
$3,588 |
3.35 |
1.22% |
23 |
5/11/2021 9:00 |
-1 |
33 |
RBQ21-CLQ21 |
1.09 |
2.13 |
3.42 |
49.35% |
$21,431 |
$1,082 |
-1.39 |
1.12% |
18 |
6/25/2021 9:18 |
0 |
34 |
RBQ21-HOQ21 |
1.41 |
1.17 |
3.82 |
59.27% |
$5,099 |
$870 |
0.06 |
0.90% |
27 |
6/24/2021 13:49 |
-2 |
35 |
YMU21-RSU21 |
-1.61 |
2.94 |
5.32 |
15.87% |
$58,100 |
$1,665 |
1.71 |
1.45% |
18 |
5/11/2021 8:29 |
0 |
36 |
ZBU21-6JU21 |
0.67 |
2.96 |
4.24 |
9.88% |
$48,438 |
$1,060 |
7.07 |
0.66% |
16 |
6/11/2021 4:59 |
0 |
37 |
ZSU21-ZCU21 |
0.17 |
1.36 |
-6.37 |
36.44% |
$40,850 |
$1,252 |
1.07 |
1.78% |
14 |
6/17/2021 14:18 |
0 |
38 |
ZSU21-ZWU21 |
0.44 |
4.8 |
-6.79 |
27.62% |
$37,888 |
$1,426 |
3.79 |
2.02% |
10 |
6/17/2021 14:18 |
-1 |
39 |
ZWU21-ZCU21 |
-1.15 |
-1.56 |
-3.88 |
38.09% |
$2,963 |
$793 |
-5.12 |
2.68% |
22 |
7/1/2021 6:55 |
1 |
40 |
PTF |
0 |
-3.57 |
-3.66 |
0.00% |
$598,071 |
$7,428 |
-0.04 |
1.24% |
19 |
6/14/2021 21:00 |
0 |
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