第47周交易36次共62手,盈利7.7K(2.6,1.9,-0.6, 0.0,3.8),1.2%。原倉5.3,新倉-0.2,交易1.9。YTD -$66.5K,-10.2%。現賬戶資金627.6K,馬金88.0K,杠杆4.33,淨倉0,波動率1.16%(0.96%~1.39%),風險很高。
本周股市周五暴跌,但所持期指配對空倉盈利並不多,倉位也沒有變化。賬戶已清空了穀物期貨倉位,獲利甚微。石油爆跌,賬戶新開了一手HO/CL多倉,一手ZB/6J空倉。目前賬戶持有一手HO/CL多倉和2手ES/RS,4手ES-YM,1手ZB/6J空倉。風險很高。
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 | 1.55 | -1.26 | 5.49 | 0.00 | $71,210 | $601 | 2 | 0.84% | 69 | 10/20/2021 23:03 | 0 |
1 | 6BZ21 | -3.53 | 1.48 | -6.99 | 0.00 | $83,313 | $565 | 2 | 0.68% | 52 | 9/29/2021 12:39 | 0 |
2 | 6CZ21 | -1.21 | 1.16 | -5.74 | 0.00 | $78,255 | $481 | 2 | 0.61% | 64 | 11/12/2021 4:18 | 0 |
3 | 6EZ21 | 0.34 | -1.01 | -10.15 | 0.00 | $141,363 | $746 | 2 | 0.53% | 58 | 11/16/2021 22:42 | 0 |
4 | 6JZ21 | 1.7 | 1.41 | -5.93 | 0.00 | $110,400 | $658 | 2 | 0.60% | 61 | 10/11/2021 20:29 | 1 |
5 | CLF22 | -1.28 | -1.14 | -5.71 | 0.00 | $68,170 | $2,234 | 2 | 3.28% | 69 | 11/26/2021 4:35 | -1 |
6 | ESZ21 | 5.53 | -1.57 | 6.07 | 0.00 | $228,950 | $2,424 | 1 | 1.06% | 68 | 10/17/2021 18:01 | -6 |
7 | GCG22 | 0 | -2.95 | -7.57 | 0.00 | $179,340 | $2,266 | 2 | 1.26% | 57 | 11/23/2021 11:58 | 0 |
8 | HGH22 | -0.13 | -3.92 | 4.53 | 0.00 | $107,175 | $2,861 | 2 | 2.67% | 58 | 10/13/2021 23:23 | 0 |
9 | HOF22 | 2.05 | -1.35 | -9.81 | 0.00 | $87,713 | $2,612 | 2 | 2.98% | 79 | 11/26/2021 11:55 | 1 |
10 | NGF22 | -1.13 | 1.98 | -5.76 | 0.00 | $54,940 | $3,888 | 2 | 7.08% | 56 | 11/10/2021 9:36 | 0 |
11 | NQZ21 | -2.5 | -2.41 | 5.88 | 0.00 | $320,870 | $4,551 | 2 | 1.42% | 60 | 11/22/2021 10:16 | 0 |
12 | RBF22 | -0.32 | -5.77 | -5.77 | 0.00 | $83,383 | $2,636 | 2 | 3.16% | 77 | 11/26/2021 13:41 | 0 |
13 | RSZ21 | -2.36 | -1.28 | -6.9 | 0.00 | $111,050 | $1,971 | 2 | 1.77% | 66 | 11/26/2021 3:29 | 2 |
14 | SIH22 | -1.82 | -2.2 | -5.9 | 0.00 | $115,625 | $2,847 | 2 | 2.46% | 65 | 11/23/2021 11:30 | 0 |
15 | YMZ21 | -6.33 | -1.8 | 6.58 | 0.00 | $173,150 | $1,854 | 2 | 1.07% | 71 | 10/17/2021 18:07 | 4 |
16 | ZBH22 | -2.92 | 2.26 | 6.61 | 0.00 | $161,375 | $1,135 | 2 | 0.70% | 49 | 10/27/2021 14:30 | -1 |
17 | ZCH22 | 1.26 | 3.48 | 4.41 | 0.00 | $29,588 | $567 | 1 | 1.92% | 58 | 11/11/2021 10:40 | 0 |
18 | ZSF22 | -1.78 | 1.21 | -7.09 | 0.00 | $62,675 | $1,097 | 1 | 1.75% | 56 | 11/9/2021 11:43 | 0 |
19 | ZWH22 | 2.22 | 1.52 | 6.5 | 0.00 | $42,250 | $908 | 1 | 2.15% | 63 | 11/11/2021 10:38 | 0 |
20 | 6BZ21-6AZ21 | -3.74 | 3.52 | 6.69 | 0.21 | $12,103 | $475 | 2 | 0.67% | 69 | 11/17/2021 20:54 | 0 |
21 | 6CZ21-6AZ21 | -1.6 | 2 | 5.29 | 0.33 | $7,045 | $405 | 2 | 0.57% | 74 | 11/25/2021 22:07 | 0 |
22 | 6CZ21-HGH22 | 0.01 | 3.63 | -5.14 | 0.05 | ($28,920) | $2,710 | 2 | 2.53% | 60 | 11/23/2021 9:46 | 0 |
23 | 6EZ21-6AZ21 | -0.11 | -1.35 | -9.19 | 0.13 | $70,153 | $650 | 2 | 0.46% | 50 | 11/16/2021 22:42 | 0 |
24 | 6EZ21-6BZ21 | 1.52 | -1.06 | -6.49 | 0.20 | $58,050 | $599 | 2 | 0.42% | 62 | 11/16/2021 4:38 | 0 |
25 | 6EZ21-6CZ21 | 0.86 | 0 | -7.65 | 0.10 | $63,108 | $674 | 2 | 0.48% | 59 | 11/16/2021 22:42 | 0 |
26 | ESZ21-RSZ21 | 3.13 | -1.9 | -6.2 | 0.31 | $117,900 | $1,667 | 2 | 0.73% | 56 | 9/28/2021 13:04 | -2 |
27 | ESZ21-YMZ21 | 5.91 | -2.73 | 5.37 | 0.55 | $55,800 | $1,082 | 2 | 0.47% | 70 | 11/5/2021 6:58 | -4 |
28 | GCG22-SIH22 | 1.72 | -1.17 | 5.42 | 0.33 | $63,715 | $1,914 | 2 | 1.66% | 94 | 9/29/2021 11:44 | 0 |
29 | HOF22-CLF22 | 1.99 | -1.37 | 4.89 | 0.52 | $19,543 | $1,243 | 2 | 1.42% | 101 | 9/30/2021 23:16 | 1 |
30 | NQZ21-ESZ21 | 2.15 | -2.32 | 6.33 | 0.44 | $91,920 | $2,570 | 2 | 0.80% | 56 | 11/4/2021 14:46 | 0 |
31 | NQZ21-RSZ21 | -1.05 | -2.45 | 7.85 | 0.18 | $209,820 | $3,736 | 2 | 1.16% | 52 | 11/22/2021 9:44 | 0 |
32 | NQZ21-YMZ21 | 3.36 | -2.51 | 5.52 | 0.22 | $147,720 | $3,543 | 2 | 1.10% | 58 | 11/22/2021 10:16 | 0 |
33 | RBF22-CLF22 | 0.06 | -1.13 | 3.88 | 0.51 | $15,213 | $1,302 | 2 | 1.56% | 92 | 11/3/2021 1:40 | 0 |
34 | RBF22-HOF22 | -1.21 | 0 | 4.73 | 0.56 | ($4,330) | $1,148 | 2 | 1.38% | 127 | 11/15/2021 8:04 | 0 |
35 | YMZ21-RSZ21 | -2.59 | -1.58 | -4.75 | 0.28 | $62,100 | $1,409 | 2 | 1.27% | 66 | 10/13/2021 11:26 | 0 |
36 | ZBH22-6JZ21 | -3.16 | 1.1 | 8.04 | (0.02) | $50,975 | $1,161 | 2 | 0.72% | 57 | 10/15/2021 9:00 | -1 |
37 | ZSF22-ZCH22 | -1.78 | -1.9 | -6.78 | 0.26 | $33,088 | $815 | 1 | 1.30% | 61 | 11/9/2021 8:00 | 0 |
38 | ZSF22-ZWH22 | -2.29 | 0.97 | -9.58 | 0.08 | $20,425 | $1,010 | 1 | 1.61% | 50 | 10/4/2021 9:31 | 0 |
39 | ZWH22-ZCH22 | 1.34 | -2.57 | 4.29 | 0.29 | $12,663 | $641 | 1 | 1.52% | 98 | 10/4/2021 9:30 | 0 |
40 | PTF | 39.97 | 2.01 | -7.88 | 0.00 | $627,596 | $7,264 | 2 | 1.16% | 52 | 11/22/2021 10:40 | 0 |