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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23周:1.4%, 年-11.6%

(2021-06-11 15:05:02) 下一個

   第23周交易55次共106手,盈利8.3K(4.2,-0.9,-0.5,0.8,4.7),1.4%。原倉13.3,新倉0.6,交易-5.2。YTD -$75.4K,-11.6%。現賬戶資金607.2K,馬金67.6K,杠杆2.9,淨倉0,波動率1.1%,風險正常。

   本周股市比較詭異:道指下跌,其它指數上漲。變化有利於原持倉,最終盈利遠少於原倉所賺。這主要是因為在鎖利時已逐漸失去原倉位,未賺到的歸到交易損失。賬戶已無匯率與能源期貨倉位,並且減少了穀物期貨倉位。期指在做多道指,做空其它。雖然本周大跌,下周有機會將重建HO-CL,RB-CL空倉。穀物將繼續做多ZW-ZC,做空ZS-ZW。

   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 6AU21 -2.63 -1.51 3.73 0.00% $77,075 $573 1.49 0.74% 19 5/10/2021 8:56 0
1 6BU21 1.03 -1.09 3.94 0.00% $88,219 $515 4.88 0.58% 21 5/11/2021 12:41 0
2 6CU21 1.65 -1.64 5.02 0.00% $82,230 $489 5.18 0.59% 14 5/3/2021 13:43 0
3 6EU21 0.18 -2.06 3.32 0.00% $151,638 $769 3.14 0.51% 19 4/20/2021 3:45 0
4 6JU21 0.97 -1.37 4.59 0.00% $114,056 $503 -0.12 0.44% 17 4/23/2021 8:58 0
5 CLN21 0.45 5.57 5.57 0.00% $70,780 $1,727 6.61 2.44% 14 6/11/2021 13:00 0
6 ESM21 0.74 1.8 -4.63 0.00% $212,250 $2,236 2.97 1.05% 12 5/13/2021 4:52 -3
7 GCQ21 0.93 -1.25 3.51 0.00% $187,950 $2,343 5.73 1.25% 21 5/19/2021 9:57 0
8 HGN21 -0.09 1.45 5.18 0.00% $113,800 $2,544 4.88 2.24% 14 4/27/2021 2:37 0
9 HON21 -1.82 -1.37 3.66 0.00% $88,851 $1,897 6.67 2.14% 15 6/1/2021 9:07 0
10 NGN21 0.94 3.01 -4.03 0.00% $32,830 $742 7.78 2.26% 20 5/24/2021 8:17 0
11 NQM21 -0.11 2.4 3.68 0.00% $279,855 $4,374 0.85 1.56% 20 6/1/2021 9:41 -1
12 RBN21 1.16 -1.57 3.91 0.00% $91,778 $2,045 4.73 2.23% 15 6/4/2021 9:22 0
13 RSM21 2.42 -1.04 -2.85 0.00% $116,715 $2,170 2.17 1.86% 19 5/11/2021 8:31 0
14 SIN21 -1.25 1.88 3.05 0.00% $140,250 $3,375 4.04 2.41% 16 5/17/2021 21:49 0
15 YMM21 -1.68 -1.43 -5.03 0.00% $172,205 $1,771 2.25 1.03% 15 5/13/2021 4:52 4
16 ZBU21 -0.85 1.78 -4.56 0.00% $159,438 $1,020 4.38 0.64% 16 5/13/2021 5:55 0
17 ZCN21 3.36 -1.78 5.33 0.00% $34,250 $1,229 4.86 3.59% 17 4/27/2021 6:15 -2
18 ZSN21 -0.29 -3.45 5.51 0.00% $75,413 $1,807 3.01 2.40% 11 4/27/2021 6:39 0
19 ZWN21 -1.73 -1.46 6.24 0.00% $34,050 $1,149 1.81 3.37% 17 4/27/2021 6:30 2
20 6BU21-6AU21 1.91 1.21 3.66 1.80% $11,144 $562 2.95 0.73% 20 5/12/2021 11:32 0
21 6CU21-6AU21 2.64 -1.98 3.57 4.13% $5,155 $549 3.05 0.71% 18 4/30/2021 13:51 0
22 6CU21-HGN21 -0.14 -1.6 -4.52 13.04% ($31,570) $2,212 -4.47 1.94% 18 5/10/2021 2:02 0
23 6EU21-6AU21 1.14 -1.63 3.18 20.51% $74,563 $611 2.56 0.40% 27 5/19/2021 9:51 0
24 6EU21-6BU21 -0.08 -1.84 -2.98 6.60% $63,419 $718 -0.13 0.47% 15 5/12/2021 10:54 0
25 6EU21-6CU21 -0.27 -1.37 -3.96 8.62% $69,408 $703 -0.16 0.46% 15 5/5/2021 12:06 0
26 ESM21-RSM21 -1.73 1.61 -2.83 28.68% $95,535 $1,595 1.21 0.75% 14 6/3/2021 7:16 -1
27 ESM21-YMM21 1.74 3.5 -3.83 54.44% $40,045 $1,019 2.61 0.48% 18 5/11/2021 9:09 -2
28 GCQ21-SIN21 1.27 -2.38 4.01 42.44% $47,700 $1,943 -0.11 1.39% 25 5/21/2021 12:14 0
29 HON21-CLN21 -1.82 -1.7 4.71 64.28% $18,071 $678 1.85 0.76% 25 5/10/2021 9:49 0
30 NQM21-ESM21 0.79 2.75 -4.1 40.17% $67,605 $2,617 -1.12 0.93% 22 5/11/2021 9:10 0
31 NQM21-RSM21 -1.38 1.66 -3.85 23.52% $163,140 $3,345 -0.3 1.20% 16 5/12/2021 12:16 0
32 NQM21-YMM21 1.34 3.01 -4.13 19.48% $107,650 $3,521 -0.08 1.26% 22 5/11/2021 9:10 -1
33 RBN21-CLN21 1.02 -1.53 -3.72 61.25% $20,998 $792 -2.2 0.86% 20 6/11/2021 8:35 0
34 RBN21-HON21 1.83 -1.61 -2.95 60.62% $2,927 $805 -3.72 0.88% 25 5/11/2021 23:24 0
35 YMM21-RSM21 -2.67 -1.3 6.75 25.30% $55,490 $1,621 -0.45 1.39% 14 5/11/2021 8:28 1
36 ZBU21-6JU21 -1.29 4.66 4.66 5.42% $45,381 $965 4.7 0.61% 18 6/11/2021 4:59 0
37 ZSN21-ZCN21 -0.22 -3.69 4.95 31.88% $41,163 $1,231 -0.44 1.63% 17 5/12/2021 12:02 0
38 ZSN21-ZWN21 0.39 -3.27 5.08 25.84% $41,363 $1,340 2.51 1.78% 17 5/12/2021 12:02 0
39 ZWN21-ZCN21 -2.63 1.77 -4.17 32.72% ($200) $827 -4.72 2.41% 12 5/4/2021 13:09 2
40 PTF 0 -3.59 -3.59 0.00% $607,235 $6,711 0.1 1.11% 18 6/10/2021 20:10 1
                         
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