TCT

記錄股民匹諾曹(Pinocchio)期貨交易從虧損走向盈利的曲折過程。
個人資料
  • 博客訪問:
歸檔
正文

帕努奇交易記第25周:1.5%, 年-11.7%

(2021-06-25 14:48:05) 下一個

   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
[ 打印 ]
閱讀 ()評論 (0)
評論
目前還沒有任何評論
登錄後才可評論.