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11周:2.1%, 年-12.9%

(2022-03-18 14:46:20) 下一個

   第11周交易59次共78手,盈利11.1K,2.1%(5.0,4.2,5.7,-3.0,-0.9),原倉1.7,新倉(換約)9.8,交易-0.8。YTD -80.9K,-12.9%。現賬戶資金547.2K,杠杆0.27,淨倉0,波動率0.50%(0.12%~1.99%),風險正常。

   本周股市強勁反彈,商品期貨出現暴跌。盈利主要來自做空原油期貨的溢價。目前賬戶持有1手6B-6A多倉。4手CLK-CLM空倉。風險正常。CLK-CLM目前的溢價為$2.55美元,在CLK22到期時必將下跌,除非原油又暴漲。原油不同合約之間的配對效應(PE)超過85%,因此拿6手CLK-CLM的風險還不比拿一手原油的風險高。

   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
46 PTF 32.39 2.28 6.44 0.00% $547,207 $2,722 0.50% 0.50% 93.8 03/18 17:18 0
45 ZWK22-ZCK22 2.54 (1.62) 8.06 6.82% $15,938 $2,099 0.38% 3.96% 89 03/08 13:43 -2
44 ZSK22-ZWK22 (0.79) 1.34 8.42 -18.71% $30,313 $2,674 0.49% 5.05% 79 02/03 10:54 -2
43 ZSK22-ZCK22 0.39 1.21 6.73 33.20% $46,250 $1,338 0.24% 1.61% 83 02/02 08:15 2
42 ZBM22-6JM22 (1.78) 2.97 4.26 12.63% $47,131 $1,532 0.28% 1.01% 84 02/27 18:00 0
41 YMM22-RSM22 0.55 1.67 4.09 38.37% $69,195 $2,154 0.39% 1.24% 137 03/16 08:24 0
40 RBJ22-HOJ22 (0.95) (2.56) 8.73 53.93% ($14,612) $3,744 0.68% 2.48% 85 03/09 05:04 0
39 RBJ22-CLJ22 1.22 2.29 4.82 65.81% $31,068 $2,023 0.37% 1.49% 162 03/02 21:34 0
38 NQM22-YMM22 1.74 3.63 4.75 29.11% $115,185 $6,786 1.24% 2.35% 77 02/25 08:36 0
37 NQM22-RSM22 0.39 3.67 (6.57) 23.03% $184,380 $7,368 1.35% 2.55% 75 01/24 12:17 0
36 NQM22-ESM22 1.78 3.50 4.65 50.26% $65,455 $4,761 0.87% 1.65% 69 02/25 08:33 0
35 NGJ22-NGK22 0.00 1.03 3.24 84.69% ($340) $407 0.07% 0.83% 531 02/18 02:49 0
34 HOJ22-CLJ22 3.03 2.72 (7.40) 46.97% $45,680 $4,310 0.79% 2.86% 88 03/09 05:04 0
33 HGK22-SIK22 0.53 3.12 (5.36) -5.55% ($7,775) $3,723 0.68% 2.96% 79 03/08 07:50 0
32 GCJ22-SIK22 0.19 (1.11) (4.37) 37.93% $66,475 $2,190 0.40% 1.74% 90 01/19 05:59 0
31 ESM22-YMM22 2.96 3.13 (3.71) 52.87% $49,730 $2,576 0.47% 1.15% 139 03/15 05:08 0
30 ESM22-RSM22 4.04 3.24 (4.02) 40.64% $118,925 $3,245 0.59% 1.45% 113 02/24 02:18 0
29 CLK22-CLM22 0.00 1.71 (10.09) 87.26% $2,550 $656 0.12% 0.64% 190 03/14 01:38 -4
28 CLJ22-CLK22 0.00 1.83 8.01 90.25% $1,820 $524 0.10% 0.50% 173 03/01 12:04 0
27 6EM22-6CM22 0.49 1.52 (6.77) 6.89% $59,171 $1,054 0.19% 0.76% 73 03/06 20:51 0
26 6EM22-6AM22 (0.70) (2.86) (10.37) 7.81% $64,286 $1,043 0.19% 0.75% 70 03/06 20:52 0
25 6CM22-6AM22 (1.44) (1.86) 5.77 21.46% $5,115 $571 0.10% 0.77% 85 03/14 22:58 0
24 6BM22-6CM22 (1.89) 1.90 (5.04) -0.34% $2,971 $553 0.10% 0.70% 81 02/24 10:55 0
23 6BM22-6AM22 (2.62) (4.17) (8.97) 11.99% $8,086 $639 0.12% 0.86% 74 03/06 20:52 1
22 ZWK22 2.55 (2.12) 11.60     1,060.00 $53,000 $2,253 0.41% 4.25% 79 03/07 20:00 0
21 ZSK22 0.39 (1.81) 5.69     1,666.25 $83,313 $2,003 0.37% 2.40% 65 02/23 23:01 0
20 ZCK22 (1.23) (1.92) 5.54       741.25 $37,063 $1,052 0.19% 2.84% 75 02/23 23:25 0
19 ZBM22 (2.85) 2.03 (6.49)  152'100  $152,313 $1,754 0.32% 1.15% 75 03/10 10:24 0
18 YMM22 (3.18) 3.90 (6.48)    34,704.00 $173,520 $3,496 0.64% 2.01% 79 01/24 12:17 0
17 SIK22 (0.18) (2.14) 5.51        25.14 $125,675 $3,528 0.64% 2.81% 49 02/24 05:42 0
16 RSM22 (3.19) 3.52 5.00     2,086.50 $104,325 $3,193 0.58% 3.06% 55 02/02 05:35 0
15 RBJ22 0.78 1.35 9.04         3.24 $136,168 $5,918 1.08% 4.35% 78 03/06 18:03 0
14 NQM22 (1.21) 3.98 5.91    14,435.25 $288,705 $9,573 1.75% 3.32% 63 02/02 07:31 0
13 NGK22 (0.97) 1.04 (5.07)         4.94 $49,390 $2,550 0.47% 5.16% 77 03/08 08:03 0
12 NGJ22 (0.97) 1.02 5.06         4.91 $49,050 $2,659 0.49% 5.42% 75 01/28 09:20 0
11 HOJ22 2.82 1.90 8.09         3.59 $150,780 $8,128 1.49% 5.39% 64 03/06 18:02 0
10 HGK22 0.85 4.71 (5.78)         4.72 $117,900 $3,042 0.56% 2.58% 63 03/07 11:37 0
9 GCJ22 0.18 (2.02) (5.79)     1,921.50 $192,150 $3,201 0.58% 1.67% 64 02/24 15:07 0
8 ESM22 3.26 3.95 5.77     4,465.00 $223,250 $5,466 1.00% 2.45% 71 02/02 15:20 0
7 CLM22 (2.21) 1.07 7.45       100.73 $100,730 $4,778 0.87% 4.74% 88 03/06 18:03 4
6 CLK22 (2.21) 1.17 7.45       103.28 $103,280 $5,150 0.94% 4.99% 84 03/06 18:02 -4
5 CLJ22 (2.21) 1.24 7.45       105.10 $105,100 $5,378 0.98% 5.12% 80 03/06 18:01 0
4 6JM22 (0.32) (3.13) (8.38)         0.01 $105,181 $571 0.10% 0.54% 54 03/14 21:27 0
3 6EM22 (0.54) 1.47 (5.30)         1.11 $138,531 $1,132 0.21% 0.82% 75 03/04 08:52 0
2 6CM22 (2.26) 1.20 (5.65)         0.79 $79,360 $551 0.10% 0.69% 54 01/24 11:49 0
1 6BM22 (2.50) 1.97 (7.98)         1.32 $82,331 $534 0.10% 0.65% 73 02/24 11:01 1
0 6AM22 0.89 1.53 5.71         0.74 $74,245 $727 0.13% 0.98% 49 03/03 10:02 -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.