![](//blog.wenxuecity.com/images/pixel_trans.gif) |
第52周交易41次共59手,盈利0.2K,0.0%(-8.3,-2.0,-0.5,5.5,5.5),原倉-5.1,新倉0.0,交易5.2。YTD -$65.9K,-10.1%。現賬戶資金628.1K,杠杆1.39,淨倉0,波動率0.53%(0.49%~1.85%),風險較低。
本周股市繼續上漲,在創下新高後收盤略有回落。空倉確實建早了,還好沒有滿倉,通過交易完全彌補做空股市所帶來的損失。不過在沒有更換合約的壓力下,賬戶波動率曾達到1.85%,這是自嚴格控製波動率以來的最高值。主要原因是YM的最大波幅曾達到9.55,這是自從交易以來從未見過的,賬戶一度擁有4手YM空倉。目前賬戶仍持有1手ES-RS,1手ES-YM,1手ZS-ZW空倉,淨倉為0,風險較低。
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 |
40 |
PTF |
38.91 |
1.93 |
6.45 |
0.00 |
$628,146 |
$3,316 |
0.53% |
0.53% |
66 |
12/31/21 17:25 |
0 |
39 |
ZWH22-ZCH22 |
(0.53) |
(2.17) |
(6.15) |
0.29 |
$8,888 |
$785 |
0.12% |
2.04% |
63 |
12/10/21 01:41 |
0 |
38 |
ZSH22-ZWH22 |
0.76 |
1.69 |
6.87 |
0.04 |
$28,475 |
$1,110 |
0.18% |
1.66% |
51 |
12/28/21 12:16 |
-1 |
37 |
ZSH22-ZCH22 |
0.75 |
1.08 |
12.34 |
0.26 |
$37,363 |
$855 |
0.14% |
1.28% |
45 |
12/28/21 06:47 |
0 |
36 |
ZBH22-6JH22 |
(2.85) |
(0.98) |
4.33 |
0.19 |
$51,344 |
$1,157 |
0.18% |
0.72% |
66 |
11/26/21 01:05 |
0 |
35 |
YMH22-RSH22 |
(0.15) |
1.11 |
6.44 |
0.27 |
$69,180 |
$1,815 |
0.29% |
1.62% |
73 |
12/14/21 09:34 |
0 |
34 |
RBG22-HOG22 |
(2.28) |
(1.84) |
(4.23) |
0.66 |
($4,582) |
$1,082 |
0.17% |
1.16% |
190 |
12/22/21 20:28 |
0 |
33 |
RBG22-CLG22 |
(0.89) |
(3.08) |
(3.62) |
0.60 |
$17,685 |
$1,279 |
0.20% |
1.37% |
107 |
12/02/21 21:01 |
0 |
32 |
NQH22-YMH22 |
2.47 |
(1.66) |
6.22 |
0.17 |
$145,340 |
$4,757 |
0.76% |
1.46% |
52 |
12/28/21 07:43 |
0 |
31 |
NQH22-RSH22 |
0.07 |
(1.91) |
7.24 |
0.21 |
$214,520 |
$4,500 |
0.72% |
1.38% |
58 |
12/28/21 07:43 |
0 |
30 |
NQH22-ESH22 |
2.80 |
(1.82) |
(5.94) |
0.41 |
$88,555 |
$3,388 |
0.54% |
1.04% |
50 |
12/17/21 04:16 |
0 |
29 |
HOG22-CLG22 |
2.41 |
(2.49) |
4.54 |
0.61 |
$22,267 |
$1,215 |
0.19% |
1.24% |
126 |
12/23/21 06:32 |
0 |
28 |
GCG22-SIH22 |
0.49 |
1.54 |
4.48 |
0.36 |
$66,275 |
$1,735 |
0.28% |
1.49% |
66 |
12/01/21 15:23 |
0 |
27 |
ESH22-YMH22 |
4.36 |
(2.10) |
6.37 |
0.46 |
$56,785 |
$1,622 |
0.26% |
0.68% |
81 |
12/28/21 05:07 |
-1 |
26 |
ESH22-RSH22 |
5.56 |
(1.97) |
7.55 |
0.34 |
$125,965 |
$1,968 |
0.31% |
0.83% |
66 |
12/29/21 09:51 |
-1 |
25 |
6EH22-6CH22 |
0.37 |
1.24 |
(6.51) |
0.01 |
$63,229 |
$836 |
0.13% |
0.59% |
68 |
11/16/21 22:42 |
0 |
24 |
6EH22-6AH22 |
(0.47) |
2.40 |
(5.79) |
0.06 |
$69,664 |
$786 |
0.13% |
0.55% |
76 |
11/16/21 22:42 |
0 |
23 |
6CH22-HGH22 |
(0.06) |
(1.64) |
4.46 |
0.09 |
($32,385) |
$2,200 |
0.35% |
1.97% |
71 |
11/26/21 12:03 |
0 |
22 |
6CH22-6AH22 |
(1.48) |
(1.15) |
5.38 |
0.21 |
$6,435 |
$461 |
0.07% |
0.63% |
90 |
12/03/21 11:01 |
0 |
21 |
6BH22-6CH22 |
(2.07) |
(3.35) |
(6.28) |
(0.04) |
$5,348 |
$549 |
0.09% |
0.65% |
64 |
12/08/21 10:00 |
0 |
20 |
6BH22-6AH22 |
(2.87) |
1.47 |
(6.91) |
0.10 |
$11,783 |
$523 |
0.08% |
0.72% |
81 |
12/09/21 01:40 |
0 |
19 |
ZWH22 |
(0.41) |
(2.09) |
5.37 |
0.00 |
$38,513 |
$1,099 |
0.17% |
2.85% |
55 |
11/11/21 10:38 |
1 |
18 |
ZSH22 |
0.79 |
1.13 |
(6.62) |
0.00 |
$66,988 |
$1,152 |
0.18% |
1.72% |
51 |
11/09/21 11:30 |
-1 |
17 |
ZCH22 |
0.54 |
(1.15) |
(4.62) |
0.00 |
$29,625 |
$568 |
0.09% |
1.92% |
59 |
11/30/21 09:57 |
0 |
16 |
ZBH22 |
(2.86) |
2.11 |
5.19 |
0.00 |
$159,969 |
$1,420 |
0.23% |
0.89% |
50 |
11/26/21 03:24 |
0 |
15 |
YMH22 |
(5.37) |
1.04 |
9.55 |
0.00 |
$181,290 |
$2,104 |
0.33% |
1.16% |
62 |
12/30/21 09:38 |
1 |
14 |
SIH22 |
(0.62) |
2.82 |
(6.16) |
0.00 |
$116,775 |
$2,728 |
0.43% |
2.34% |
58 |
11/23/21 11:30 |
0 |
13 |
RSH22 |
(4.56) |
1.03 |
6.84 |
0.00 |
$112,110 |
$2,500 |
0.40% |
2.23% |
64 |
12/28/21 10:04 |
1 |
12 |
RBG22 |
(1.32) |
(2.24) |
(7.92) |
0.00 |
$93,135 |
$3,190 |
0.51% |
3.42% |
53 |
11/26/21 13:41 |
0 |
11 |
NQH22 |
(2.48) |
(1.70) |
7.28 |
0.00 |
$326,630 |
$5,711 |
0.91% |
1.75% |
57 |
12/28/21 07:43 |
0 |
10 |
NGG22 |
(3.02) |
1.73 |
(6.92) |
0.00 |
$37,600 |
$2,805 |
0.45% |
7.46% |
54 |
11/30/21 11:03 |
0 |
9 |
HOG22 |
2.64 |
(2.15) |
(8.39) |
0.00 |
$97,717 |
$3,108 |
0.49% |
3.18% |
57 |
11/26/21 13:44 |
0 |
8 |
HGH22 |
(0.03) |
1.93 |
(4.64) |
0.00 |
$111,500 |
$2,420 |
0.39% |
2.17% |
69 |
11/26/21 13:39 |
0 |
7 |
GCG22 |
(1.13) |
3.79 |
(7.79) |
0.00 |
$183,050 |
$2,202 |
0.35% |
1.20% |
50 |
11/23/21 11:58 |
0 |
6 |
ESH22 |
5.86 |
(1.54) |
7.55 |
0.00 |
$238,075 |
$2,980 |
0.47% |
1.25% |
62 |
12/30/21 10:26 |
-2 |
5 |
CLG22 |
(0.98) |
(1.67) |
(7.60) |
0.00 |
$75,450 |
$2,825 |
0.45% |
3.74% |
53 |
11/26/21 11:55 |
0 |
4 |
6JH22 |
1.25 |
(1.65) |
5.52 |
0.00 |
$108,625 |
$627 |
0.10% |
0.58% |
59 |
11/26/21 03:23 |
0 |
3 |
6EH22 |
(0.07) |
2.45 |
(8.98) |
0.00 |
$142,344 |
$841 |
0.13% |
0.59% |
62 |
11/16/21 22:42 |
0 |
2 |
6CH22 |
(0.99) |
5.02 |
6.51 |
0.00 |
$79,115 |
$472 |
0.08% |
0.60% |
47 |
12/08/21 10:00 |
0 |
1 |
6BH22 |
(2.53) |
1.97 |
(6.29) |
0.00 |
$84,463 |
$526 |
0.08% |
0.62% |
56 |
11/05/21 06:49 |
0 |
0 |
6AH22 |
1.46 |
1.12 |
6.64 |
0.00 |
$72,680 |
$581 |
0.09% |
0.80% |
56 |
12/09/21 01:40 |
0 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
![](//blog.wenxuecity.com/images/pixel_trans.gif) |