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第43周交易77次共131手,虧損-3.2K(1.7,-0.5,-2.6, 0.5,-2.3),-0.5%。原倉-7.2,新倉-1.3,交易6.0。YTD -$60.5K,-9.3%。現賬戶資金633.6K,馬金136.0K,杠杆3.30,淨倉1,波動率0.87%(0.21%~1.17%),風險很高。
本周股市又創新高,拚命交易結果仍然虧損!周四盤後英特亞馬孫季報並不理想,但周五在月底效應影響下股市繼續上漲,讓賬戶失去了最後的機會。其實如果不是周五這一下子,賬戶有很多機會盈利。
賬戶現在持有1手NG,2手6E-6A,1手HO-CL,2手ZS-ZC多倉。1手ES-RS,1手ES-YM,1手RB-HO,1手ZB-6J空倉。波動率正常,但持倉較多,馬金與杠杆都非常高,因此風險也很高。
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 |
1.73 |
-1.76 |
5.71 |
0.00% |
$75,220 |
$613 |
3.33 |
0.81% |
70 |
9/3/2021 8:33 |
-2 |
1 |
6BZ21 |
-3.04 |
-3.43 |
-5.28 |
0.00% |
$85,519 |
$528 |
-0.94 |
0.62% |
53 |
9/29/2021 3:08 |
0 |
2 |
6CZ21 |
-0.69 |
-1.85 |
-5.58 |
0.00% |
$80,730 |
$556 |
2.6 |
0.69% |
65 |
9/20/2021 8:34 |
0 |
3 |
6EZ21 |
-0.02 |
1.15 |
-6.29 |
0.00% |
$144,644 |
$622 |
-5.07 |
0.43% |
71 |
10/29/2021 12:41 |
2 |
4 |
6JZ21 |
1.16 |
-2.74 |
-8.73 |
0.00% |
$109,656 |
$593 |
-7.12 |
0.54% |
49 |
9/28/2021 8:48 |
1 |
5 |
CLZ21 |
-0.38 |
2.15 |
7.16 |
0.00% |
$83,220 |
$1,991 |
7.19 |
2.39% |
61 |
9/28/2021 2:28 |
-1 |
6 |
ESZ21 |
4.04 |
1.62 |
5.47 |
0.00% |
$230,125 |
$2,688 |
1.95 |
1.17% |
64 |
10/17/2021 18:01 |
-2 |
7 |
GCZ21 |
-1.29 |
1.01 |
-5.46 |
0.00% |
$178,500 |
$2,262 |
-1.62 |
1.27% |
61 |
9/16/2021 9:50 |
0 |
8 |
HGZ21 |
-0.58 |
-1.91 |
7.89 |
0.00% |
$109,350 |
$2,998 |
0.31 |
2.74% |
47 |
10/15/2021 9:22 |
0 |
9 |
HOZ21 |
1.96 |
1.61 |
6.89 |
0.00% |
$103,984 |
$2,266 |
6.47 |
2.18% |
81 |
10/6/2021 2:53 |
2 |
10 |
NGZ21 |
-1.42 |
-2.35 |
8.62 |
0.00% |
$55,660 |
$3,577 |
2.58 |
6.43% |
56 |
9/27/2021 23:30 |
1 |
11 |
NQZ21 |
-0.89 |
2.42 |
-6.53 |
0.00% |
$317,280 |
$4,401 |
2.02 |
1.39% |
72 |
9/20/2021 15:18 |
0 |
12 |
RBZ21 |
-0.46 |
-1.07 |
6.15 |
0.00% |
$99,074 |
$2,294 |
5.43 |
2.32% |
72 |
10/6/2021 2:54 |
-1 |
13 |
RSZ21 |
-1.91 |
2.63 |
4.77 |
0.00% |
$114,875 |
$2,004 |
0.53 |
1.74% |
63 |
9/23/2021 20:21 |
1 |
14 |
SIZ21 |
-0.88 |
-1.99 |
-4.68 |
0.00% |
$119,825 |
$2,960 |
-0.25 |
2.47% |
62 |
9/16/2021 10:47 |
0 |
15 |
YMZ21 |
-4.86 |
1.7 |
5.9 |
0.00% |
$178,700 |
$2,066 |
1.03 |
1.16% |
68 |
10/17/2021 18:07 |
1 |
16 |
ZBZ21 |
-1.45 |
2.71 |
-4.98 |
0.00% |
$160,906 |
$1,267 |
-1.68 |
0.79% |
66 |
9/23/2021 23:56 |
-1 |
17 |
ZCZ21 |
0.9 |
1.56 |
4.94 |
0.00% |
$28,450 |
$607 |
1.36 |
2.13% |
55 |
10/19/2021 10:42 |
-2 |
18 |
ZSF22 |
-1.87 |
-1.22 |
-4.74 |
0.00% |
$62,488 |
$1,044 |
-3.77 |
1.67% |
61 |
9/21/2021 10:09 |
2 |
19 |
ZWZ21 |
1.6 |
0 |
5 |
0.00% |
$38,650 |
$835 |
2.11 |
2.16% |
55 |
9/26/2021 21:55 |
0 |
20 |
6BZ21-6AZ21 |
-3.37 |
-3 |
-4.39 |
29.34% |
$10,299 |
$433 |
-5.85 |
0.58% |
85 |
9/2/2021 9:29 |
0 |
21 |
6CZ21-6AZ21 |
-1.58 |
-1.07 |
-4.88 |
31.54% |
$5,510 |
$420 |
-1.42 |
0.56% |
79 |
10/20/2021 22:03 |
0 |
22 |
6CZ21-HGZ21 |
0.48 |
1.92 |
-5.16 |
10.13% |
($28,620) |
$2,694 |
0.19 |
2.46% |
55 |
10/13/2021 23:23 |
0 |
23 |
6EZ21-6AZ21 |
-0.5 |
-6.19 |
-6.19 |
13.78% |
$69,424 |
$536 |
-9.68 |
0.37% |
75 |
10/29/2021 13:00 |
2 |
24 |
6EZ21-6BZ21 |
1.01 |
-4.64 |
-4.91 |
17.68% |
$59,125 |
$512 |
-5.19 |
0.35% |
74 |
9/9/2021 10:44 |
0 |
25 |
6EZ21-6CZ21 |
0.27 |
-5.72 |
-5.72 |
7.48% |
$63,914 |
$575 |
-7.99 |
0.40% |
82 |
10/29/2021 12:45 |
0 |
26 |
ESZ21-RSZ21 |
2.37 |
2.03 |
8.91 |
35.64% |
$115,250 |
$1,730 |
2.41 |
0.75% |
60 |
10/20/2021 9:51 |
-1 |
27 |
ESZ21-YMZ21 |
4.74 |
2.56 |
-5.53 |
61.59% |
$51,425 |
$1,033 |
3.01 |
0.45% |
77 |
9/20/2021 15:18 |
-1 |
28 |
GCZ21-SIZ21 |
0.7 |
-2.61 |
5.17 |
37.11% |
$58,675 |
$1,862 |
-1.56 |
1.55% |
56 |
9/29/2021 11:46 |
0 |
29 |
HOZ21-CLZ21 |
1.66 |
-2.66 |
5.36 |
55.07% |
$20,764 |
$1,018 |
0.34 |
0.98% |
95 |
10/6/2021 4:42 |
1 |
30 |
NQZ21-ESZ21 |
3 |
2.79 |
-4.13 |
48.20% |
$87,155 |
$2,279 |
1.6 |
0.72% |
66 |
10/4/2021 13:05 |
0 |
31 |
NQZ21-RSZ21 |
0.19 |
2.86 |
7.69 |
21.55% |
$202,405 |
$3,452 |
2.27 |
1.09% |
68 |
10/20/2021 9:40 |
0 |
32 |
NQZ21-YMZ21 |
3.73 |
2.73 |
-5.35 |
28.37% |
$138,580 |
$3,152 |
2.15 |
0.99% |
64 |
9/20/2021 15:18 |
0 |
33 |
RBZ21-CLZ21 |
-0.3 |
-2.93 |
-3.98 |
54.05% |
$15,854 |
$1,054 |
-1.77 |
1.06% |
102 |
10/24/2021 21:58 |
0 |
34 |
RBZ21-HOZ21 |
-1.26 |
-1.21 |
4.47 |
59.98% |
($4,910) |
$918 |
-2.41 |
0.93% |
104 |
10/18/2021 3:08 |
-1 |
35 |
YMZ21-RSZ21 |
-1.82 |
1.41 |
-4.95 |
34.44% |
$63,825 |
$1,355 |
0.78 |
0.76% |
74 |
10/13/2021 11:26 |
0 |
36 |
ZBZ21-6JZ21 |
-1.79 |
3.62 |
6.19 |
16.35% |
$51,250 |
$1,060 |
1.98 |
0.66% |
68 |
10/27/2021 14:39 |
-1 |
37 |
ZSF22-ZCZ21 |
-1.87 |
-1.91 |
-7.35 |
30.91% |
$34,038 |
$721 |
-6.61 |
1.15% |
77 |
10/4/2021 22:24 |
2 |
38 |
ZSF22-ZWZ21 |
-2.08 |
-1.24 |
-10.3 |
9.05% |
$23,838 |
$949 |
-6.01 |
1.52% |
75 |
10/4/2021 9:32 |
0 |
39 |
ZWZ21-ZCZ21 |
0.94 |
-2.17 |
-5.94 |
25.46% |
$10,200 |
$623 |
1.51 |
1.61% |
79 |
9/10/2021 11:49 |
0 |
40 |
PTF |
31.16 |
-4.46 |
7.79 |
0.00% |
$633,590 |
$5,530 |
0.06 |
0.87% |
62 |
9/28/2021 7:26 |
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