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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12周:-2.2%, 年-14.8%

(2022-03-25 15:09:50) 下一個

   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
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