第12周交易3次共4手,虧損-11.8K,-2.2%(-8.5,0.1,-6.2,2.3,0.4),原倉-2.4,新倉-3.9,交易-5.8。YTD -92.7K,-14.8%。現賬戶資金535.4K,杠杆0.76,淨倉2,波動率1.38%(0.48%~1.39%),風險非常高。
本周股市繼續上漲,黃金原油亦上漲,債卷大跌。虧損主要來自做空原油與做多債卷。目前賬戶持有1手6B-6A與1手ZB多倉。1手CLM與5手CLK-CLM空倉。本周交易非常少,主要是因為周一做多1手ZB與做空1手CLM後被套,風險大漲。
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 |
42 | PTF | 33.29 | 1.90 | 6.38 | 0.00% | $535,473 | $7,410 | 1.38% | 1.38% | 85.1 | 03/25 18:00 | 0 |
41 | ZWK22-ZCK22 | 2.67 | 1.28 | 7.58 | 1.73% | $17,300 | $2,234 | 0.42% | 4.06% | 84 | 03/08 13:43 | -2 |
40 | ZSK22-ZWK22 | (1.11) | (1.17) | 8.11 | -22.21% | $30,500 | $2,778 | 0.52% | 5.05% | 76 | 02/03 10:54 | -2 |
39 | ZSK22-ZCK22 | 0.15 | 1.37 | 6.65 | 34.11% | $47,800 | $1,354 | 0.25% | 1.58% | 87 | 02/02 08:15 | 2 |
38 | ZBM22-6JM22 | (2.43) | (3.55) | 3.96 | 13.00% | $44,719 | $1,649 | 0.31% | 1.12% | 81 | 02/27 18:00 | 0 |
37 | YMM22-RSM22 | 0.68 | 2.15 | 4.32 | 41.25% | $69,990 | $2,039 | 0.38% | 1.17% | 161 | 03/16 08:24 | 0 |
36 | RBK22-HOK22 | (0.25) | 1.27 | 7.64 | 52.88% | ($13,411) | $3,731 | 0.70% | 2.39% | 116 | 03/09 05:06 | 0 |
35 | RBK22-CLK22 | 0.98 | 1.12 | 5.46 | 63.61% | $29,847 | $2,237 | 0.42% | 1.57% | 165 | 03/06 18:07 | 0 |
34 | NQM22-YMM22 | 1.30 | (1.28) | 4.81 | 28.94% | $121,280 | $6,701 | 1.25% | 2.27% | 72 | 02/25 08:36 | 0 |
33 | NQM22-RSM22 | 0.10 | (1.16) | (4.85) | 24.98% | $191,270 | $7,076 | 1.32% | 2.40% | 76 | 02/14 07:15 | 0 |
32 | NQM22-ESM22 | 1.46 | (1.47) | 4.70 | 50.08% | $68,250 | $4,708 | 0.88% | 1.60% | 68 | 02/25 08:33 | 0 |
31 | HOK22-CLK22 | 1.64 | (1.25) | (6.48) | 47.62% | $43,258 | $4,147 | 0.77% | 2.66% | 93 | 03/09 05:06 | 0 |
30 | HGK22-SIK22 | (0.05) | 1.10 | (5.28) | -4.77% | ($11,375) | $3,779 | 0.71% | 2.94% | 71 | 03/08 07:50 | 0 |
29 | GCM22-SIK22 | 0.14 | 1.71 | 4.07 | 40.44% | $67,695 | $2,148 | 0.40% | 1.67% | 102 | 03/07 15:40 | 0 |
28 | ESM22-YMM22 | 2.93 | 5.87 | 5.87 | 52.94% | $53,030 | $2,493 | 0.47% | 1.10% | 143 | 03/25 16:25 | 0 |
27 | ESM22-RSM22 | 4.37 | 6.10 | 6.10 | 41.96% | $123,020 | $3,074 | 0.57% | 1.36% | 115 | 03/25 15:59 | 0 |
26 | CLK22-CLM22 | 0.00 | (1.12) | (9.79) | 87.45% | $2,910 | $676 | 0.13% | 0.60% | 179 | 03/14 01:38 | -5 |
25 | 6EM22-6CM22 | (0.01) | (2.01) | (6.76) | 9.09% | $57,543 | $1,055 | 0.20% | 0.77% | 75 | 03/06 20:51 | 0 |
24 | 6EM22-6AM22 | (1.34) | (1.51) | (10.48) | 11.01% | $62,443 | $1,033 | 0.19% | 0.75% | 71 | 03/06 20:52 | 0 |
23 | 6CM22-6AM22 | (1.77) | 1.84 | 5.72 | 21.86% | $4,900 | $575 | 0.11% | 0.76% | 84 | 03/14 22:58 | 0 |
22 | 6BM22-6CM22 | (1.91) | (2.11) | (4.85) | -0.59% | $2,211 | $574 | 0.11% | 0.70% | 79 | 02/24 10:55 | 0 |
21 | 6BM22-6AM22 | (2.82) | (4.14) | (8.86) | 11.99% | $7,111 | $648 | 0.12% | 0.86% | 71 | 03/06 20:52 | 1 |
20 | ZWK22 | 2.82 | 1.72 | 10.28 | 109975.00% | $54,988 | $2,273 | 0.42% | 4.13% | 98 | 03/07 20:01 | 0 |
19 | ZSK22 | 0.15 | 1.38 | 8.55 | 170975.00% | $85,488 | $2,054 | 0.38% | 2.40% | 71 | 02/02 08:15 | 0 |
18 | ZCK22 | (0.92) | 1.13 | 5.35 | 75375.00% | $37,688 | $1,088 | 0.20% | 2.89% | 78 | 02/23 23:25 | 0 |
17 | ZBM22 | (4.08) | (2.93) | (6.00) | 147'110 | $147,344 | $1,895 | 0.35% | 1.29% | 67 | 03/10 10:24 | 1 |
16 | YMM22 | (3.30) | 1.79 | 5.37 | 3475400.00% | $173,770 | $3,471 | 0.65% | 2.00% | 81 | 02/02 16:59 | 0 |
15 | SIK22 | (0.04) | (1.77) | 5.39 | 2572.50% | $128,625 | $3,607 | 0.67% | 2.80% | 48 | 02/24 05:42 | 0 |
14 | RSM22 | (3.41) | 1.22 | 5.24 | 207560.00% | $103,780 | $3,047 | 0.57% | 2.94% | 61 | 02/02 05:35 | 0 |
13 | RBK22 | 0.77 | 1.93 | 8.06 | 339.16% | $142,447 | $6,149 | 1.15% | 4.32% | 79 | 03/06 18:03 | 0 |
12 | NQM22 | (1.62) | (1.08) | 6.00 | 1475250.00% | $295,050 | $9,431 | 1.76% | 3.20% | 64 | 02/02 07:31 | 0 |
11 | NGK22 | (0.48) | 3.20 | (4.83) | 557.70% | $55,770 | $2,674 | 0.50% | 4.79% | 78 | 03/08 08:03 | 0 |
10 | HOK22 | 1.62 | 1.39 | 7.71 | 371.09% | $155,858 | $7,917 | 1.48% | 5.08% | 62 | 03/06 18:02 | 0 |
9 | HGK22 | (0.20) | (2.15) | (5.78) | 469.00% | $117,250 | $3,041 | 0.57% | 2.59% | 62 | 03/07 11:37 | 0 |
8 | GCM22 | 1.03 | 1.16 | (5.89) | 196320.00% | $196,320 | $3,175 | 0.59% | 1.62% | 72 | 02/24 15:06 | 0 |
7 | ESM22 | 3.62 | 1.76 | 4.91 | 453600.00% | $226,800 | $5,297 | 0.99% | 2.34% | 78 | 02/02 15:20 | 0 |
6 | CLM22 | (1.23) | 2.10 | 7.08 | 10969.00% | $109,690 | $5,017 | 0.94% | 4.57% | 96 | 03/06 18:02 | 4 |
5 | CLK22 | (1.23) | 1.95 | 6.81 | 11260.00% | $112,600 | $5,388 | 1.01% | 4.79% | 94 | 03/06 18:01 | -5 |
4 | 6JM22 | (0.67) | (1.18) | (7.66) | 0.82% | $102,625 | $625 | 0.12% | 0.61% | 59 | 03/14 21:27 | 0 |
3 | 6EM22 | (1.08) | (1.20) | (6.61) | 110.15% | $137,688 | $1,161 | 0.22% | 0.84% | 72 | 03/06 20:24 | 0 |
2 | 6CM22 | (2.42) | 2.06 | (4.87) | 80.15% | $80,145 | $538 | 0.10% | 0.67% | 57 | 03/08 11:50 | 0 |
1 | 6BM22 | (2.56) | 1.31 | (7.46) | 131.77% | $82,356 | $571 | 0.11% | 0.69% | 73 | 02/24 11:01 | 1 |
0 | 6AM22 | 1.26 | (1.02) | 5.64 | 75.25% | $75,245 | $736 | 0.14% | 0.98% | 54 | 03/03 10:02 | -1 |