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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45周:-0.1%, 年-10.5%

(2021-11-12 15:26:34) 下一個

  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
                 
                 
                 
                 
                         
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