第25周交易34次共54手,盈利8.8K(3.7,-2.5,-1.5,0.9,10.0),1.5%。原倉-2.0,新倉2.7,交易8.3。YTD -$75.9K,-11.7%。現賬戶資金606.8K,馬金111.3K,杠杆3.9,淨倉1,波動率1.2%,風險稍高。
本周股市大漲。但期指均為配對倉位,對賬戶影響不大。主要盈利來自於黃金交易,7個來回不僅彌補了上周-4.3K的損失,還賺了1.7K。很久沒有做這種單邊交易了。
另外能源期貨也重新建倉,重點做空RB-HO。相信不久就會有年度周期性下跌。
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 | -1.45 | 2.28 | -4.9 | 0.00% | $75,960 | $606 | -2.66 | 0.80% | 15 | 6/18/2021 16:56 | 0 |
1 | 6BU21 | -0.11 | -1.47 | -3.92 | 0.00% | $86,775 | $551 | -0.25 | 0.64% | 19 | 6/20/2021 23:48 | 0 |
2 | 6CU21 | 1.15 | -1.1 | -6.07 | 0.00% | $81,285 | $522 | 1.98 | 0.64% | 9 | 6/21/2021 3:23 | 0 |
3 | 6EU21 | 0.42 | 1.91 | -5.67 | 0.00% | $149,450 | $821 | -2.6 | 0.55% | 16 | 6/20/2021 23:48 | 0 |
4 | 6JU21 | 0.77 | 1.17 | -3.2 | 0.00% | $112,888 | $531 | -5.88 | 0.47% | 17 | 6/16/2021 20:23 | 0 |
5 | CLQ21 | 0.28 | 1.05 | 6.67 | 0.00% | $74,000 | $1,698 | 7.25 | 2.30% | 16 | 6/16/2021 11:32 | 0 |
6 | ESU21 | 0 | 3.4 | 3.97 | 0.00% | $213,725 | $2,191 | 2.59 | 1.03% | 12 | 6/1/2021 9:31 | -3 |
7 | GCQ21 | -0.61 | 1.3 | -5.32 | 0.00% | $178,180 | $2,549 | 0.23 | 1.43% | 20 | 6/17/2021 11:31 | 1 |
8 | HGU21 | -0.21 | 2.21 | -4.71 | 0.00% | $106,850 | $2,659 | -0.63 | 2.49% | 14 | 6/21/2021 3:25 | 0 |
9 | HOQ21 | -1.04 | 1.24 | 4.45 | 0.00% | $90,262 | $1,976 | 5.75 | 2.19% | 12 | 6/10/2021 9:42 | 3 |
10 | NGQ21 | 0.56 | 4.45 | 4.45 | 0.00% | $35,380 | $828 | 7.68 | 2.34% | 18 | 6/25/2021 16:59 | 0 |
11 | NQU21 | 1.25 | 2.18 | 3.92 | 0.00% | $286,620 | $4,158 | 2.01 | 1.45% | 19 | 6/1/2021 9:41 | -1 |
12 | RBQ21 | 1.93 | 1.6 | 4.03 | 0.00% | $94,920 | $2,055 | 5.62 | 2.17% | 18 | 6/4/2021 9:22 | -3 |
13 | RSU21 | 2.79 | 3.5 | -3.5 | 0.00% | $116,750 | $1,998 | 1.65 | 1.71% | 18 | 6/20/2021 23:38 | 1 |
14 | SIU21 | 0.03 | 1.14 | -3.88 | 0.00% | $131,075 | $3,347 | 0.02 | 2.55% | 17 | 6/17/2021 12:26 | 0 |
15 | YMU21 | -1.67 | 4.07 | -4.98 | 0.00% | $171,900 | $1,804 | 1.5 | 1.05% | 11 | 6/20/2021 23:38 | 3 |
16 | ZBU21 | 0.73 | -3.85 | -4.02 | 0.00% | $159,031 | $1,159 | 2.08 | 0.73% | 14 | 5/13/2021 5:55 | 0 |
17 | ZCU21 | 0.76 | -1.02 | -4.24 | 0.00% | $26,513 | $1,247 | -2.1 | 4.70% | 17 | 5/16/2021 22:39 | -1 |
18 | ZSU21 | -1.16 | -1.15 | -7.03 | 0.00% | $63,713 | $1,826 | -3.17 | 2.87% | 19 | 6/17/2021 14:18 | 1 |
19 | ZWU21 | 0.5 | -1.68 | -3.21 | 0.00% | $31,863 | $1,141 | -3.58 | 3.58% | 19 | 5/26/2021 10:07 | 0 |
20 | 6BU21-6AU21 | 0.5 | -2.19 | 4.03 | 15.83% | $10,815 | $510 | 2.89 | 0.67% | 24 | 5/12/2021 11:32 | 0 |
21 | 6CU21-6AU21 | 1.53 | -1.19 | 3.9 | 17.10% | $5,325 | $502 | 5.27 | 0.66% | 19 | 4/30/2021 13:51 | 0 |
22 | 6CU21-HGU21 | 0.07 | -1.96 | 4.22 | 10.05% | ($25,565) | $2,392 | 1.14 | 2.24% | 18 | 6/21/2021 3:25 | 0 |
23 | 6EU21-6AU21 | 0.92 | -1.14 | 3.33 | 28.75% | $73,490 | $585 | -0.9 | 0.39% | 26 | 5/19/2021 9:51 | 0 |
24 | 6EU21-6BU21 | 0.38 | 1.44 | -3.99 | 18.40% | $62,675 | $670 | -2.99 | 0.45% | 13 | 6/23/2021 3:18 | 0 |
25 | 6EU21-6CU21 | 0.09 | -1 | -3.6 | 19.72% | $68,165 | $659 | -4.81 | 0.44% | 18 | 4/30/2021 13:45 | 0 |
26 | ESU21-RSU21 | -2.38 | 1.68 | 2.78 | 17.79% | $96,975 | $1,802 | 1.32 | 0.84% | 20 | 5/11/2021 1:45 | -1 |
27 | ESU21-YMU21 | 1.81 | -1.1 | 5.01 | 44.46% | $41,825 | $1,217 | 2.44 | 0.57% | 25 | 6/18/2021 10:42 | -2 |
28 | GCQ21-SIU21 | -0.12 | -1.16 | 3.93 | 40.24% | $47,105 | $2,000 | 0.25 | 1.53% | 24 | 5/21/2021 12:18 | 0 |
29 | HOQ21-CLQ21 | -1.05 | 1.83 | 4.2 | 52.53% | $16,262 | $938 | -1 | 1.04% | 24 | 5/12/2021 16:04 | 0 |
30 | NQU21-ESU21 | 2.32 | -1.01 | -4.01 | 34.17% | $72,895 | $2,737 | 0.98 | 0.96% | 22 | 5/11/2021 8:21 | 0 |
31 | NQU21-RSU21 | -0.36 | 2.92 | -3.1 | 13.83% | $169,870 | $3,583 | 1.41 | 1.25% | 19 | 5/11/2021 10:29 | 0 |
32 | NQU21-YMU21 | 2.92 | -1.06 | -4 | 12.77% | $114,720 | $3,627 | 1.55 | 1.27% | 23 | 5/11/2021 9:00 | -1 |
33 | RBQ21-CLQ21 | 1.79 | -1.01 | 4.01 | 51.81% | $20,920 | $990 | -0.76 | 1.04% | 22 | 5/9/2021 22:48 | 0 |
34 | RBQ21-HOQ21 | 2.09 | 1.15 | 3.82 | 57.64% | $4,658 | $871 | 0.21 | 0.92% | 25 | 6/24/2021 13:49 | -3 |
35 | YMU21-RSU21 | -2.97 | 1.1 | 6.33 | 12.60% | $55,150 | $1,746 | -0.33 | 1.50% | 17 | 5/11/2021 8:29 | 0 |
36 | ZBU21-6JU21 | -0.03 | -1.59 | 4.35 | 10.97% | $46,144 | $1,032 | 5.35 | 0.65% | 18 | 6/11/2021 4:59 | 0 |
37 | ZSU21-ZCU21 | -1.17 | -1.38 | -6.78 | 35.57% | $37,200 | $1,177 | -2.69 | 1.85% | 14 | 6/17/2021 14:18 | 1 |
38 | ZSU21-ZWU21 | -1.11 | 1.16 | -7.04 | 26.57% | $31,850 | $1,341 | -1.27 | 2.11% | 15 | 6/17/2021 14:18 | 0 |
39 | ZWU21-ZCU21 | 0.15 | -1.36 | -4.02 | 38.71% | $5,350 | $764 | -1.91 | 2.88% | 23 | 5/6/2021 10:35 | 0 |
40 | PTF | 0 | 1.23 | -7.66 | 0.00% | $606,768 | $7,263 | -0.06 | 1.20% | 19 | 6/24/2021 12:13 | 1 |