第45周交易29次共44手,虧損-0.9K(-0.3,-0.4,0.7, 1.6,-3.1),-0.1%。原倉-0.4,新倉-2.9,交易2.6。YTD -$68.4K,-10.5%。現賬戶資金625.7K,馬金87.6K,杠杆2.80,淨倉2,波動率1.39%(0.81%~1.63%),風險非常高。
本周股市下跌。賬戶虧損是因為ES-YM背離繼續擴大與做多天然氣。目前賬戶僅持有2手NG多倉,4手ES-YM空倉。由於單邊持有2手天然氣多倉,風險非常高。
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 | 6AZ21 | 0.51 | 1.86 | 5.25 | 0.00% | $73,320 | $629 | 1 | 0.86% | 65 | 10/20/2021 23:03 | 0 |
1 | 6BZ21 | -2.9 | 1.55 | -6.72 | 0.00% | $83,806 | $588 | 1 | 0.70% | 52 | 9/29/2021 12:39 | 0 |
2 | 6CZ21 | -0.49 | 1.41 | -5.77 | 0.00% | $79,665 | $538 | 1 | 0.67% | 62 | 9/20/2021 8:34 | 0 |
3 | 6EZ21 | 0.61 | -4.96 | -5.57 | 0.00% | $143,119 | $703 | 1 | 0.49% | 62 | 10/29/2021 12:41 | 0 |
4 | 6JZ21 | 1.42 | 1.59 | -8.04 | 0.00% | $109,756 | $644 | 1 | 0.59% | 50 | 9/28/2021 8:48 | 0 |
5 | CLF22 | -0.53 | -1.12 | 6.71 | 0.00% | $79,530 | $2,081 | 1 | 2.62% | 65 | 9/28/2021 2:27 | 0 |
6 | ESZ21 | 4.01 | 2.15 | 5.39 | 0.00% | $234,050 | $2,726 | 1 | 1.16% | 60 | 10/17/2021 18:01 | -4 |
7 | GCZ21 | 0.17 | 1.93 | 6.8 | 0.00% | $186,770 | $2,410 | 1 | 1.29% | 56 | 11/10/2021 9:40 | 0 |
8 | HGZ21 | -0.4 | 1.63 | 7.57 | 0.00% | $111,338 | $3,124 | 1 | 2.81% | 83 | 10/15/2021 9:22 | 0 |
9 | HOZ21 | 1.33 | -1.51 | 6.68 | 0.00% | $100,762 | $2,457 | 1 | 2.44% | 84 | 10/6/2021 2:53 | 0 |
10 | NGZ21 | -0.72 | -2.12 | 7.84 | 0.00% | $47,780 | $3,933 | 1 | 8.23% | 55 | 9/27/2021 23:30 | 2 |
11 | NQZ21 | -1.67 | 2.57 | 7.32 | 0.00% | $324,000 | $4,675 | 1 | 1.44% | 64 | 10/20/2021 10:34 | 0 |
12 | RBZ21 | 0.11 | 2 | 5.48 | 0.00% | $96,999 | $2,577 | 1 | 2.66% | 64 | 10/6/2021 2:54 | 0 |
13 | RSZ21 | -0.11 | 1.88 | 5.47 | 0.00% | $120,635 | $2,095 | 1 | 1.74% | 57 | 11/2/2021 8:37 | 0 |
14 | SIZ21 | -1.31 | 1.72 | -4.53 | 0.00% | $127,050 | $3,060 | 1 | 2.41% | 59 | 9/16/2021 10:47 | 0 |
15 | YMZ21 | -5.44 | 1.09 | 5.88 | 0.00% | $180,140 | $2,076 | 1 | 1.15% | 60 | 10/17/2021 18:07 | 4 |
16 | ZBZ21 | -1.8 | -1.61 | -4.53 | 0.00% | $161,750 | $1,395 | 1 | 0.86% | 61 | 9/23/2021 23:56 | 0 |
17 | ZCZ21 | 1.25 | 2.59 | 5.05 | 0.00% | $28,875 | $579 | 1 | 2.01% | 57 | 9/16/2021 7:59 | 0 |
18 | ZSF22 | -2.97 | 3.61 | 5.66 | 0.00% | $62,163 | $1,038 | 1 | 1.67% | 59 | 11/9/2021 12:00 | 0 |
19 | ZWZ21 | 2.69 | -1.1 | 6.94 | 0.00% | $40,850 | $861 | 1 | 2.11% | 57 | 11/11/2021 10:38 | 0 |
20 | 6BZ21-6AZ21 | -2.71 | -1.3 | -4.05 | 25.32% | $10,486 | $470 | 1 | 0.64% | 72 | 10/12/2021 7:19 | 0 |
21 | 6CZ21-6AZ21 | -0.56 | -1.46 | -4.82 | 32.35% | $6,345 | $425 | 1 | 0.58% | 73 | 10/20/2021 22:03 | 0 |
22 | 6CZ21-HGZ21 | 0.34 | -3.26 | -4.97 | 10.29% | ($31,673) | $2,802 | 1 | 2.52% | 61 | 10/13/2021 23:23 | 0 |
23 | 6EZ21-6AZ21 | 0.42 | -2.63 | -5.54 | 14.84% | $69,799 | $599 | 1 | 0.42% | 60 | 10/29/2021 13:00 | 0 |
24 | 6EZ21-6BZ21 | 1.5 | -2.22 | 4.43 | 20.53% | $59,313 | $559 | 1 | 0.39% | 68 | 11/5/2021 4:46 | 0 |
25 | 6EZ21-6CZ21 | 0.8 | -2.26 | -5.23 | 10.52% | $63,454 | $629 | 1 | 0.44% | 66 | 10/29/2021 12:45 | 0 |
26 | ESZ21-RSZ21 | 0.74 | 2.27 | 8.69 | 34.95% | $113,415 | $1,773 | 1 | 0.76% | 62 | 10/20/2021 9:51 | 0 |
27 | ESZ21-YMZ21 | 5.7 | 2.4 | 5.43 | 60.74% | $53,910 | $1,070 | 1 | 0.46% | 72 | 11/5/2021 6:58 | -4 |
28 | GCZ21-SIZ21 | 1.25 | -1.12 | -5.11 | 37.33% | $59,720 | $1,918 | 1 | 1.51% | 59 | 10/18/2021 4:15 | 0 |
29 | HOZ21-CLF22 | 1.22 | -2.57 | 6.05 | 57.11% | $21,232 | $1,054 | 1 | 1.05% | 91 | 10/6/2021 4:41 | 0 |
30 | NQZ21-ESZ21 | 1.76 | 1.87 | 5.64 | 48.01% | $89,950 | $2,430 | 1 | 0.75% | 62 | 11/4/2021 14:46 | 0 |
31 | NQZ21-RSZ21 | -1.47 | 2.15 | 7.21 | 21.20% | $203,365 | $3,684 | 1 | 1.14% | 62 | 10/20/2021 9:40 | 0 |
32 | NQZ21-YMZ21 | 3.44 | 2.01 | 5.67 | 27.77% | $143,860 | $3,376 | 1 | 1.04% | 64 | 11/4/2021 14:46 | 0 |
33 | RBZ21-CLF22 | 0.24 | 2.93 | 4.81 | 52.57% | $17,469 | $1,222 | 1 | 1.26% | 81 | 11/2/2021 14:15 | 0 |
34 | RBZ21-HOZ21 | -0.54 | -1.18 | 4.71 | 58.71% | ($3,763) | $1,064 | 1 | 1.10% | 83 | 11/2/2021 14:30 | 0 |
35 | YMZ21-RSZ21 | -3.75 | 1.67 | -4.75 | 32.66% | $59,505 | $1,410 | 1 | 1.17% | 68 | 10/13/2021 11:26 | 0 |
36 | ZBZ21-6JZ21 | -2.21 | -2.09 | 7.55 | 15.02% | $51,994 | $1,185 | 1 | 0.73% | 59 | 10/15/2021 8:40 | 0 |
37 | ZSF22-ZCZ21 | -2.96 | 2.99 | -6.87 | 24.23% | $33,288 | $786 | 1 | 1.27% | 55 | 11/9/2021 8:00 | 1 |
38 | ZSF22-ZWZ21 | -3.38 | 2.71 | -9.63 | 2.16% | $21,313 | $1,015 | 1 | 1.63% | 51 | 10/4/2021 9:32 | -1 |
39 | ZWZ21-ZCZ21 | 1.71 | -1.52 | 4.47 | 27.29% | $11,975 | $626 | 1 | 1.53% | 75 | 10/4/2021 9:30 | -1 |
40 | PTF | 30.44 | -2.53 | 6.56 | 0.00% | $625,735 | $8,670 | 1 | 1.39% | 67 | 9/27/2021 23:30 | 2 |