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第一周交易44次共74手,虧損12.6K,-2.0%(-1.5,-4.4,-4.8,3.3,-5.2),原倉1.5,新倉-6.5,交易-7.0。YTD -$12.4K,-2.0%。現賬戶資金615.5K,杠杆3.89,淨倉2,波動率1.59%(0.43%~1.75%),風險極高。
本周股市下跌。賬戶在期指上盈利5.5K,但在穀物債卷能源期貨上虧損慘重。目前賬戶持有3手RB-HO,1手ES-YM,2手ZB,1手ZW-ZC多倉與1手ES-RS,2手YM-RS,5手ZS-ZW空倉,淨倉為2,風險極高。
本周交易除期指外極為不順。自持原倉位較輕,隨意建倉加倉,分別遭遇ZS暴漲,ZB暴跌打擊,深度被套。ZS-ZW甚至出現5手重倉現象。賬戶目前已滿倉,下周首要目標就是減倉。
新的一年又開始了,如果今年仍然不賺,真的說不過去了。
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 |
42.08 |
2.12 |
6.33 |
0.00 |
$615,533 |
$9,773 |
1.59% |
1.59% |
26 |
01/07 18:00 |
2 |
39 |
ZWH22-ZCH22 |
(1.12) |
2.44 |
(6.05) |
0.27 |
$7,700 |
$798 |
0.13% |
2.10% |
29 |
12/10 01:41 |
1 |
38 |
ZSH22-ZWH22 |
2.07 |
(1.53) |
6.78 |
0.04 |
$32,350 |
$1,124 |
0.18% |
1.60% |
35 |
12/28 12:16 |
-5 |
37 |
ZSH22-ZCH22 |
2.04 |
3.90 |
5.33 |
0.28 |
$40,050 |
$840 |
0.14% |
1.19% |
33 |
12/20 12:39 |
0 |
36 |
ZBH22-6JH22 |
(3.40) |
(3.19) |
(4.57) |
0.17 |
$47,113 |
$1,157 |
0.19% |
0.75% |
31 |
01/03 16:00 |
0 |
35 |
YMH22-RSH22 |
0.97 |
2.69 |
6.51 |
0.28 |
$71,815 |
$1,797 |
0.29% |
1.65% |
30 |
12/14 09:34 |
-2 |
34 |
RBG22-HOG22 |
(2.50) |
(2.05) |
(6.26) |
0.67 |
($7,682) |
$1,055 |
0.17% |
1.09% |
37 |
01/06 15:22 |
3 |
33 |
RBG22-CLG22 |
(1.18) |
1.52 |
3.34 |
0.61 |
$17,841 |
$1,234 |
0.20% |
1.27% |
32 |
12/09 10:34 |
0 |
32 |
NQH22-YMH22 |
1.05 |
(2.23) |
6.07 |
0.17 |
$130,830 |
$4,878 |
0.79% |
1.57% |
42 |
12/28 07:43 |
0 |
31 |
NQH22-RSH22 |
(0.05) |
(1.71) |
7.13 |
0.23 |
$202,645 |
$4,571 |
0.74% |
1.47% |
37 |
12/28 07:43 |
0 |
30 |
NQH22-ESH22 |
1.99 |
(2.20) |
(5.66) |
0.40 |
$78,030 |
$3,554 |
0.58% |
1.14% |
41 |
12/17 04:16 |
0 |
29 |
HOG22-CLG22 |
2.38 |
2.65 |
5.35 |
0.61 |
$25,522 |
$1,204 |
0.20% |
1.15% |
26 |
01/05 14:08 |
0 |
28 |
GCG22-SIH22 |
0.47 |
(1.52) |
4.58 |
0.38 |
$67,725 |
$1,700 |
0.28% |
1.52% |
36 |
12/01 15:23 |
0 |
27 |
ESH22-YMH22 |
3.42 |
(1.98) |
6.35 |
0.46 |
$52,800 |
$1,627 |
0.26% |
0.70% |
27 |
12/28 05:07 |
1 |
26 |
ESH22-RSH22 |
6.50 |
1.46 |
7.89 |
0.38 |
$124,615 |
$1,884 |
0.31% |
0.81% |
32 |
12/29 09:51 |
-1 |
25 |
6EH22-6CH22 |
(0.17) |
1.18 |
(6.51) |
0.01 |
$63,169 |
$836 |
0.14% |
0.59% |
36 |
11/16 22:42 |
0 |
24 |
6EH22-6AH22 |
(0.87) |
2.11 |
(5.76) |
0.07 |
$70,369 |
$790 |
0.13% |
0.56% |
42 |
11/16 22:42 |
0 |
23 |
6CH22-HGH22 |
(0.33) |
(1.10) |
4.48 |
0.11 |
($30,975) |
$2,191 |
0.36% |
1.99% |
31 |
11/26 12:03 |
0 |
22 |
6CH22-6AH22 |
(1.08) |
5.90 |
5.90 |
0.21 |
$7,200 |
$461 |
0.07% |
0.64% |
38 |
01/07 15:12 |
0 |
21 |
6BH22-6CH22 |
(1.59) |
(2.35) |
(6.41) |
(0.05) |
$5,919 |
$537 |
0.09% |
0.63% |
29 |
12/08 10:00 |
0 |
20 |
6BH22-6AH22 |
(2.18) |
5.10 |
(7.25) |
0.14 |
$13,119 |
$499 |
0.08% |
0.69% |
40 |
12/09 01:40 |
0 |
19 |
ZWH22 |
(1.19) |
2.23 |
5.36 |
0.00 |
$38,025 |
$1,100 |
0.18% |
2.89% |
31 |
11/11 10:38 |
6 |
18 |
ZSH22 |
2.07 |
3.30 |
5.10 |
0.00 |
$70,375 |
$1,168 |
0.19% |
1.66% |
32 |
12/23 01:34 |
-5 |
17 |
ZCH22 |
0.42 |
1.63 |
(4.63) |
0.00 |
$30,325 |
$566 |
0.09% |
1.87% |
35 |
11/30 09:57 |
-1 |
16 |
ZBH22 |
(3.59) |
(2.36) |
(5.88) |
0.00 |
$155,250 |
$1,402 |
0.23% |
0.90% |
24 |
01/04 11:44 |
2 |
15 |
YMH22 |
(4.75) |
1.24 |
9.57 |
0.00 |
$180,575 |
$2,106 |
0.34% |
1.17% |
32 |
12/30 09:37 |
-3 |
14 |
SIH22 |
(0.55) |
1.73 |
(6.13) |
0.00 |
$111,925 |
$2,742 |
0.45% |
2.45% |
26 |
11/23 11:30 |
0 |
13 |
RSH22 |
(5.47) |
(1.80) |
6.91 |
0.00 |
$108,760 |
$2,479 |
0.40% |
2.28% |
36 |
12/28 10:04 |
3 |
12 |
RBG22 |
(1.63) |
(1.02) |
(8.00) |
0.00 |
$96,781 |
$3,156 |
0.51% |
3.26% |
24 |
11/26 13:41 |
3 |
11 |
NQH22 |
(3.10) |
1.06 |
7.08 |
0.00 |
$311,405 |
$5,903 |
0.96% |
1.90% |
42 |
12/28 07:44 |
0 |
10 |
NGG22 |
(2.83) |
1.96 |
(7.24) |
0.00 |
$39,350 |
$2,679 |
0.44% |
6.81% |
31 |
11/30 11:03 |
0 |
9 |
HOG22 |
2.61 |
1.08 |
(8.40) |
0.00 |
$104,462 |
$3,104 |
0.50% |
2.97% |
25 |
11/26 13:44 |
-3 |
8 |
HGH22 |
0.23 |
2.01 |
(4.86) |
0.00 |
$110,025 |
$2,454 |
0.40% |
2.23% |
27 |
12/15 10:38 |
0 |
7 |
GCG22 |
(0.65) |
1.40 |
(7.90) |
0.00 |
$179,650 |
$2,173 |
0.35% |
1.21% |
20 |
11/23 11:58 |
0 |
6 |
ESH22 |
6.08 |
1.09 |
7.47 |
0.00 |
$233,375 |
$3,024 |
0.49% |
1.30% |
36 |
12/30 10:26 |
0 |
5 |
CLG22 |
(0.91) |
(1.31) |
(7.64) |
0.00 |
$78,940 |
$2,810 |
0.46% |
3.56% |
19 |
11/26 11:55 |
0 |
4 |
6JH22 |
1.32 |
1.72 |
5.54 |
0.00 |
$108,138 |
$625 |
0.10% |
0.58% |
24 |
11/26 03:23 |
0 |
3 |
6EH22 |
(0.67) |
2.31 |
(8.90) |
0.00 |
$142,219 |
$848 |
0.14% |
0.60% |
38 |
11/16 22:42 |
0 |
2 |
6CH22 |
(1.08) |
2.23 |
6.01 |
0.00 |
$79,050 |
$511 |
0.08% |
0.65% |
23 |
12/08 10:00 |
0 |
1 |
6BH22 |
(2.01) |
2.69 |
5.81 |
0.00 |
$84,969 |
$512 |
0.08% |
0.60% |
35 |
12/23 10:21 |
0 |
0 |
6AH22 |
0.94 |
1.87 |
6.62 |
0.00 |
$71,850 |
$583 |
0.09% |
0.81% |
31 |
12/09 01:40 |
0 |
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