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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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帕努奇交易記第四周:-0.3%, 年-0.1%

(2022-01-28 14:34:35) 下一個

  第四周交易75次共122手,虧損-2.1K,-0.3%(7.8,0.8,-1.9,-9.7,1.0),原倉-7.7,新倉0.0,交易5.2。YTD -0.4K,0.1%。現賬戶資金627.8K,杠杆3.01,淨倉0,波動率1.26%(0.41%~1.53%),風險較高。

   本周股市大起大落。賬戶交易頗多,周初大賺,但周末收盤仍然虧損。主要是YM與RS的背離創下曆史新高。目前賬戶持有1手RB-HO,1手ZW-ZC多倉。3手6C-6A,3手YM-RS,3手ZS-ZW空倉。淨倉為0,風險較高。

   由於風險控製,本周股市大起大落時多對賬戶的衝擊有限,交易基本上沒有受到影響。倘若是持重倉,無論做空做多,本周都將會是驚心動魄一周。

   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
40 PTF 36.00 1.85 6.12 0.00 $627,752 $7,927 1.26% 1.26% 70.9 01/28 17:08 0
39 ZWH22-ZCH22 (0.81) (1.18) (6.39) 0.22 $7,550 $865 0.14% 2.20% 40 01/07 04:41 1
38 ZSH22-ZWH22 2.62 1.07 9.37 0.02 $34,225 $1,260 0.20% 1.71% 48 01/28 10:07 -3
37 ZSH22-ZCH22 2.83 1.08 11.42 0.28 $41,775 $924 0.15% 1.26% 49 12/28 06:47 0
36 ZBH22-6JH22 (2.47) 1.81 (4.38) 0.14 $47,338 $1,208 0.19% 0.78% 57 01/03 16:00 0
35 YMH22-RSH22 2.80 2.27 6.29 0.38 $75,000 $1,859 0.30% 1.90% 62 12/14 09:34 -3
34 RBH22-HOH22 (1.51) 1.65 (5.03) 0.60 ($7,510) $1,117 0.18% 0.97% 160 01/06 15:59 1
33 RBH22-CLH22 (0.85) 1.28 4.32 0.60 $19,726 $1,101 0.18% 1.03% 176 11/28 18:14 0
32 NQH22-YMH22 (0.41) 2.45 (5.74) 0.25 $115,725 $5,840 0.93% 2.02% 62 01/06 07:45 0
31 NQH22-RSH22 0.53 3.02 (6.00) 0.28 $190,725 $5,642 0.90% 1.96% 70 01/24 12:18 0
30 NQH22-ESH22 1.15 2.15 (5.83) 0.47 $67,618 $4,130 0.66% 1.43% 60 01/06 07:48 0
29 HOH22-CLH22 1.32 (3.15) 6.79 0.57 $27,236 $1,217 0.19% 1.06% 115 01/28 03:08 0
28 HGH22-SIH22 0.31 1.46 4.22 0.07 ($4,250) $2,494 0.40% 2.22% 79 01/27 09:20 0
27 GCJ22-SIH22 (0.21) 2.14 (5.74) 0.33 $66,780 $1,781 0.28% 1.58% 66 01/19 05:59 0
26 ESH22-YMH22 1.75 1.66 (6.24) 0.55 $48,108 $1,893 0.30% 0.86% 70 01/05 23:43 0
25 ESH22-RSH22 7.09 3.79 6.59 0.46 $123,108 $2,271 0.36% 1.03% 62 12/29 15:38 0
24 6EH22-6CH22 (0.83) 2.17 (5.68) 0.10 $61,178 $783 0.12% 0.56% 73 12/07 11:22 0
23 6EH22-6AH22 (1.47) 2.92 (4.97) 0.15 $69,478 $736 0.12% 0.53% 69 01/20 14:04 0
22 6CH22-6AH22 (0.59) (1.27) 5.94 0.32 $8,300 $441 0.07% 0.63% 75 01/07 08:32 -3
21 6BH22-6CH22 (1.24) (1.03) (7.09) 0.12 $5,409 $486 0.08% 0.62% 84 12/08 10:00 0
20 6BH22-6AH22 (1.56) (1.33) (7.84) 0.29 $13,709 $461 0.07% 0.66% 86 12/09 01:40 0
19 ZWH22 (1.11) 1.62 5.85 787.25 $39,363 $1,111 0.18% 2.82% 49 01/20 01:47 4
18 ZSH22 2.88 (0.99) 8.04 1,471.75 $73,588 $1,287 0.21% 1.75% 60 12/28 06:47 -3
17 ZCH22 (0.20) 1.38 (4.68) 636.25 $31,813 $560 0.09% 1.76% 75 11/30 09:57 -1
16 ZBH22 (3.05) 1.97 (5.90) 155'270 $155,844 $1,399 0.22% 0.90% 57 01/04 11:44 0
15 YMH22 (2.98) 2.34 7.17 34,576.00 $172,880 $2,806 0.45% 1.62% 68 12/30 09:38 -3
14 SIH22 0.20 1.16 (5.77) 22.49 $112,450 $2,670 0.43% 2.37% 58 01/28 06:14 0
13 RSH22 (6.36) 2.16 5.73 1,957.60 $97,880 $2,987 0.48% 3.05% 80 12/28 10:04 3
12 RBH22 (1.01) (1.69) 6.01 2.55 $107,016 $2,783 0.44% 2.60% 67 12/08 05:05 1
11 NQH22 (2.81) 1.78 (5.71) 14,430.25 $288,605 $7,835 1.25% 2.71% 68 01/24 12:18 0
10 NGH22 (1.82) (2.26) 5.38 4.69 $46,900 $2,283 0.36% 4.87% 64 01/28 09:20 0
9 HOH22 1.59 (2.06) 6.41 2.73 $114,526 $2,825 0.45% 2.47% 66 12/23 15:51 -1
8 HGH22 1.08 (4.00) 5.20 4.33 $108,200 $2,398 0.38% 2.22% 61 01/12 08:53 0
7 GCJ22 (0.35) 1.06 6.01 1,792.30 $179,230 $1,947 0.31% 1.09% 66 12/17 08:37 0
6.0 ESH22 5.0 2.3 6.6 4,419.75 $220,988 $4,183 0.67% 1.89% 70 12/30 10:26 0
5 CLH22 (0.03) (1.68) 5.76 87.29 $87,290 $2,628 0.42% 3.01% 60 12/23 15:25 0
4 6JH22 0.50 1.70 (5.92) 0.01 $108,506 $611 0.10% 0.56% 69 01/28 03:03 0
3 6EH22 (1.57) 1.44 (5.42) 1.12 $139,463 $870 0.14% 0.62% 63 01/28 03:42 0
2 6CH22 (1.54) (0.98) (5.60) 0.78 $78,285 $550 0.09% 0.70% 55 01/24 11:49 -3
1 6BH22 (1.72) (1.38) 5.67 1.34 $83,694 $525 0.08% 0.63% 60 12/23 10:21 0
0 6AH22 0.17 1.22 5.97 0.70 $69,985 $647 0.10% 0.92% 55 12/09 01:40 3
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