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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17周:-0.1%, 年-14.2%

(2021-04-30 14:42:20) 下一個

   第17周交易36次共66手,虧損0.7K(-0.4,1.8,-2.5,-2.5,2.8),-0.1%。原倉-2.9,新倉-0.8,交易3.2,手續費$132。YTD -$92.4K,-14.2%。現賬戶資金590.2K,馬金152.2K,杠杆5.8,淨倉0,波動率1.5%,風險很高。

   本周股市小幅下跌。連續三周,賬戶陷於拉鋸戰之中。虧損主要是因為做空銅,與之配對的加元對衝效果PE太差。與上周相比風險稍有降低,但重倉的期指仍然沒有任何交易。

   以下是目前所交易期貨概況

SID Contract/Pair RV WV PE MV ATR V% WN wMax DateTime Pos
0 6AM21 -2.39 -1.69 0.00% $77,125 $721 0.93% 17 -3.96 03/25/21 11:53 2
1 6BM21 0.11 -1.87 0.00% $86,331 $584 0.68% 14 3.63 04/19/21 23:10 2
2 6CM21 1.87 4.65 0.00% $81,355 $525 0.65% 12 4.65 04/30/21 08:20 0
3 6EM21 0.69 -2.01 0.00% $150,375 $837 0.56% 14 5.56 04/20/21 03:45 -3
4 6JM21 1.19 -1.6 0.00% $114,363 $610 0.53% 14 -4.94 03/08/21 21:02 0
5 CLM21 -0.57 -1.01 0.00% $63,490 $2,244 3.54% 18 3.82 03/07/21 21:15 2
6 ESM21 1.3 1.83 0.00% $209,025 $2,529 1.21% 18 6.67 04/16/21 15:50 -5
7 GCM21 0.1 -1.28 0.00% $176,880 $2,498 1.41% 18 3.26 04/08/21 10:45 0
8 HGN21 0.97 1.26 0.00% $111,400 $2,603 2.34% 21 5.07 04/27/21 02:37 -1
9 HOM21 -1.46 -1.16 0.00% $80,590 $2,338 2.90% 20 -3.95 03/18/21 15:37 1
10 NGM21 0.73 1.01 0.00% $29,410 $760 2.59% 16 3.88 04/20/21 02:16 0
11 NQM21 0.05 1.3 0.00% $277,305 $5,400 1.95% 20 5.29 04/16/21 08:15 0
12 RBM21 1.71 -1.04 0.00% $87,007 $2,500 2.87% 20 -3.99 03/18/21 15:37 -3
13 RSM21 2.29 -1.21 0.00% $113,310 $2,773 2.45% 17 -4.43 03/25/21 10:54 2
14 SIN21 -1.76 -1.38 0.00% $129,950 $3,372 2.59% 16 -3.34 03/25/21 09:09 0
15 YMM21 -2.39 -1.08 0.00% $169,035 $1,876 1.11% 19 5.8 04/16/21 15:50 3
16 ZBM21 -0.74 -2.01 0.00% $157,313 $1,339 0.85% 12 -4.18 03/18/21 07:34 0
17 ZCN21 3.4 2.36 0.00% $33,663 $748 2.22% 19 5.48 04/22/21 20:00 -1
18 ZSN21 0.44 1.65 0.00% $76,788 $1,357 1.77% 17 7.34 04/27/21 06:39 -2
19 ZWN21 -1.41 1.19 0.00% $36,738 $849 2.31% 19 5.01 04/26/21 09:35 3
20 6BM21-6AM21 1.01 -1.14 27.26% $9,206 $524 0.68% 22 -2.88 04/16/21 03:03 0
21 6CM21-6AM21 2.48 4.05 29.31% $4,230 $510 0.66% 18 4.05 04/30/21 14:58 -1
22 6CM21-HGN21 -1.25 1.12 9.88% ($30,045) $2,346 2.11% 24 -3.57 04/27/21 02:37 1
23 6EM21-6AM21 1.48 -1.27 28.52% $73,250 $598 0.40% 20 -3.42 03/16/21 12:10 -1
24 6EM21-6BM21 0.56 -1.07 22.75% $64,044 $646 0.43% 18 4.71 04/09/21 03:05 -2
25 6EM21-6CM21 0.15 -3.29 14.69% $69,020 $714 0.47% 16 -4.25 03/08/21 20:27 0
26 ESM21-RSM21 -1.39 1.25 30.16% $95,715 $1,937 1.71% 16 4.87 04/13/21 12:48 -2
27 ESM21-YMM21 2.45 2.87 48.04% $39,990 $1,314 0.63% 24 5.28 04/14/21 07:05 -3
28 GCM21-SIN21 1.6 0.99 41.66% $46,930 $1,967 1.51% 27 4.74 03/25/21 09:07 0
29 HOM21-CLM21 -1.41 -1.06 68.96% $17,100 $726 0.90% 24 3.55 04/12/21 06:54 0
30 NQM21-ESM21 1.84 -1.74 37.17% $68,280 $3,392 1.22% 15 4.53 04/14/21 08:45 0
31 NQM21-RSM21 -1.16 -1.3 19.48% $163,995 $4,348 1.57% 19 5.78 04/14/21 07:55 0
32 NQM21-YMM21 2.15 1.38 15.32% $108,270 $4,572 1.65% 16 4.9 04/14/21 07:55 0
33 RBM21-CLM21 1.68 2.44 60.70% $23,517 $983 1.13% 16 4.24 03/14/21 19:44 -2
34 RBM21-HOM21 2.09 2.6 61.74% $6,418 $956 1.10% 22 -3.22 04/27/21 06:42 -1
35 YMM21-RSM21 -2.91 1.29 26.37% $55,725 $2,042 1.80% 12 4.34 04/20/21 11:27 0
36 ZBM21-6JM21 -1.36 1.18 12.85% $42,950 $1,167 0.74% 25 3.01 03/25/21 09:39 0
37 ZSN21-ZCN21 0.4 1.4 31.09% $43,125 $935 1.22% 21 4.09 04/22/21 12:24 0
38 ZSN21-ZWN21 0.84 1.64 20.11% $40,050 $1,084 1.41% 21 -4.05 04/14/21 09:39 -2
39 ZWN21-ZCN21 -2.3 -2.24 27.78% $3,075 $613 1.67% 25 -3.51 03/21/21 21:15 1
40 PTF 0 -2.45 0.00% $590,314 $8,717 1.48% 20 -4.97 04/13/21 13:17 1
                       
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