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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21周:0.9%, 年-13.2%

(2021-05-28 15:14:44) 下一個

   第21周交易37次共68手,盈利5.4K(-5.2,1.5,4.5,2.9,1.7),0.9%。原倉-1.0,新倉3.2,交易3.2。YTD -$85.8K,-13.2%。現賬戶資金596.9K,馬金117.5K,杠杆3.1,淨倉0,波動率0.9%,風險正常。

   本周股市上漲。賬戶主要通過交易盈利。本周交易實在是太順了,沒有被套,幾乎全賺。近期交易重點是:匯率空6E,期指空ES,能源空RB,穀物多ZW,均采用相應的配對交易。

   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 6AM21 -2.96 -1.77 3.38 0.00% $77,140 $665 1.15 0.86% 18 4/20/2021 3:37 1
1 6BM21 1.51 1.41 3.74 0.00% $88,694 $566 4.42 0.64% 17 4/19/2021 23:10 1
2 6CM21 1.83 1.13 7.7 0.00% $82,810 $510 6.46 0.62% 14 5/12/2021 9:06 0
3 6EM21 -0.09 1.08 5.76 0.00% $152,456 $807 5.95 0.53% 17 4/20/2021 3:45 -2
4 6JM21 0.65 -2.79 4.24 0.00% $113,800 $611 -0.4 0.54% 18 4/23/2021 8:53 0
5 CLN21 -0.31 3.14 3.24 0.00% $66,630 $1,881 3.26 2.82% 16 4/20/2021 4:39 0
6 ESM21 0.66 3.46 5.5 0.00% $210,163 $2,288 5.3 1.09% 10 4/16/2021 15:50 -2
7 GCQ21 1.43 -1.26 3.51 0.00% $190,630 $2,340 7.26 1.23% 18 5/19/2021 9:57 0
8 HGN21 0.63 -1.02 5.36 0.00% $116,738 $2,460 6 2.11% 14 4/27/2021 2:37 0
9 HON21 -1.43 2.65 3.26 0.00% $85,667 $1,960 4.77 2.29% 16 4/20/2021 4:40 1
10 NGN21 1.1 1.72 -4.14 0.00% $30,100 $721 3.72 2.40% 22 5/24/2021 8:17 0
11 NQM21 -0.45 3.54 5.54 0.00% $273,730 $4,496 3.21 1.64% 18 4/14/2021 7:54 0
12 RBN21 1.09 2.73 3.06 0.00% $90,023 $2,149 3.71 2.39% 18 4/20/2021 4:39 -1
13 RSM21 1.09 2.8 3.47 0.00% $113,450 $2,330 1.14 2.05% 15 4/2/2021 8:48 1
14 SIN21 -1.14 -1.23 3.06 0.00% $140,325 $3,365 4.35 2.40% 16 5/17/2021 21:49 0
15 YMM21 -0.77 3.42 -5.04 0.00% $172,720 $1,767 4.59 1.02% 12 5/13/2021 4:52 1
16 ZBU21 -1.61 0.99 -5.08 0.00% $156,313 $917 3.61 0.59% 16 5/13/2021 5:55 0
17 ZCN21 2.61 3.08 5.95 0.00% $32,800 $1,100 5.52 3.35% 18 4/27/2021 6:15 -3
18 ZSN21 1.3 1.9 5.88 0.00% $76,438 $1,694 4.03 2.22% 13 4/27/2021 6:39 -2
19 ZWN21 -2.63 1.76 7.57 0.00% $33,188 $1,109 2.38 3.34% 16 4/27/2021 6:30 5
20 6BM21-6AM21 2.43 2.16 3.75 24.11% $11,554 $504 3.45 0.65% 19 5/13/2021 4:02 0
21 6CM21-6AM21 2.97 1.89 4.18 25.66% $5,670 $494 5.11 0.64% 18 4/30/2021 14:58 0
22 6CM21-HGN21 -0.93 1.03 -4.53 10.57% ($33,928) $2,200 -5.21 1.88% 18 5/10/2021 2:02 0
23 6EM21-6AM21 1.01 1.05 4.96 27.42% $75,316 $586 6.89 0.38% 19 5/19/2021 9:46 -1
24 6EM21-6BM21 -0.42 -2.49 4.83 21.83% $63,763 $631 3.64 0.41% 16 4/9/2021 3:05 -1
25 6EM21-6CM21 -0.58 -1.75 -3.99 13.69% $69,646 $697 2.17 0.46% 14 5/5/2021 12:09 0
26 ESM21-RSM21 -0.65 -1.88 5.45 25.82% $96,713 $1,728 5.48 1.52% 11 4/13/2021 12:48 -1
27 ESM21-YMM21 0.77 1.64 6.45 53.01% $37,443 $1,075 3.73 0.51% 15 4/14/2021 7:05 -1
28 GCQ21-SIN21 1.26 1.55 3.97 41.63% $50,305 $1,964 1.2 1.40% 24 5/21/2021 12:14 0
29 HON21-CLN21 -1.41 -1.25 4.09 60.16% $19,037 $781 4.11 0.91% 25 5/10/2021 9:49 0
30 NQM21-ESM21 0.05 1.79 4.7 39.47% $63,568 $2,722 0.85 0.99% 23 4/8/2021 21:07 0
31 NQM21-RSM21 -1 -1.24 6.07 20.55% $160,280 $3,573 3.29 1.31% 13 4/14/2021 7:55 0
32 NQM21-YMM21 0.16 1.75 5.03 18.21% $101,010 $3,678 1.72 1.34% 23 4/8/2021 21:07 0
33 RBN21-CLN21 1.08 -1.29 3.77 59.57% $23,393 $869 2.12 0.96% 17 5/5/2021 10:29 0
34 RBN21-HON21 1.59 1.76 2.93 57.48% $4,355 $914 -1.5 1.01% 23 5/4/2021 3:57 -1
35 YMM21-RSM21 -1.22 -1.67 6.03 22.10% $59,270 $1,815 3 1.60% 13 5/11/2021 8:28 0
36 ZBU21-6JM21 -1.61 3.53 -4.12 1.82% $42,513 $901 3.95 0.58% 16 5/13/2021 6:02 0
37 ZSN21-ZCN21 1.36 -1.72 5.29 32.08% $43,638 $1,150 0.65 1.50% 16 5/12/2021 12:02 0
38 ZSN21-ZWN21 1.98 1.65 5.27 23.84% $43,250 $1,290 3.25 1.69% 19 5/12/2021 12:02 -2
39 ZWN21-ZCN21 -3.09 -2.19 -4.23 26.47% $388 $816 -4.21 2.46% 12 5/4/2021 13:09 3
40 PTF 0 -1.5 -2.72 0.00% $596,856 $5,446 0.04 0.87% 23 5/12/2021 6:23 1
                         
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