第15周交易32次共54手,盈利4.4K,0.8%(1.3,1.2,2.2,-0.3,0.0),原倉1.3,新倉3.3,交易-0.2。YTD -83.5K,-13.3%。現賬戶資金544.7K,杠杆1.35,淨倉4,波動率1.39%(0.40%~1.88%),風險較高。
本周股市繼續下跌,黃金原油大漲,債卷大跌。盈利主要來自做空YM-RS與做多RB-HO,虧損主要來自做多債卷。目前賬戶持有1手6A與2手ZB多倉。1手CL,1手CLM-CLN與1手YM-RS空倉。風險較高。
下麵是目前賬戶的持倉情況,
SID | Contract/Pair | RV | WV | WM | PE | MV | ATR | PV% | V% | WN | DateTime | Pos |
45 | PTF | 33.58 | 2.15 | 6.10 | 0.00% | $544,675 | $7,559 | 1.39% | 1.39% | 81.1 | 04/14 18:15 | 2 |
44 | ZWK22-ZCK22 | 2.08 | (1.64) | 7.24 | 8.76% | $15,238 | $2,567 | 0.47% | 4.69% | 80 | 03/07 20:00 | 0 |
43 | ZSK22-ZWK22 | (1.05) | 1.60 | (6.11) | -3.86% | $29,263 | $2,923 | 0.54% | 5.33% | 83 | 03/07 20:00 | 0 |
42 | ZSK22-ZCK22 | (0.01) | (1.27) | (7.12) | 34.88% | $44,500 | $1,400 | 0.26% | 1.67% | 82 | 04/03 21:18 | 0 |
41 | ZBM22-6JM22 | (2.61) | (3.01) | (4.75) | 14.89% | $41,575 | $1,766 | 0.32% | 1.25% | 68 | 04/06 10:59 | 0 |
40 | YMM22-RSM22 | 0.60 | (1.02) | 3.99 | 43.41% | $71,890 | $1,740 | 0.32% | 1.01% | 138 | 04/11 09:36 | -1 |
39 | RBK22-HOK22 | 0.25 | 1.67 | 5.67 | 50.88% | ($19,018) | $5,031 | 0.92% | 3.13% | 85 | 03/09 05:06 | 0 |
38 | RBK22-CLK22 | 1.70 | 3.88 | 4.57 | 64.67% | $35,130 | $2,676 | 0.49% | 1.89% | 113 | 03/06 18:07 | 0 |
37 | NQM22-YMM22 | (0.30) | (2.44) | 4.91 | 29.56% | $105,900 | $5,925 | 1.09% | 2.13% | 72 | 02/24 15:59 | 0 |
36 | NQM22-RSM22 | (0.60) | (2.32) | (4.99) | 28.45% | $177,790 | $6,019 | 1.10% | 2.17% | 74 | 02/24 02:28 | 0 |
35 | NQM22-ESM22 | (0.44) | (2.29) | 5.25 | 49.86% | $58,395 | $4,218 | 0.77% | 1.52% | 68 | 02/25 08:33 | 0 |
34 | HOK22-CLK22 | 1.65 | (1.45) | 5.57 | 45.53% | $54,148 | $5,579 | 1.02% | 3.47% | 69 | 03/03 02:49 | 0 |
33 | HGK22-SIK22 | 0.97 | 1.60 | (5.14) | -4.50% | ($11,263) | $3,881 | 0.71% | 3.00% | 65 | 03/08 07:50 | 0 |
32 | GCM22-SIK22 | 1.21 | (1.07) | 4.28 | 44.89% | $68,435 | $2,047 | 0.38% | 1.58% | 104 | 03/07 15:40 | 0 |
31 | ESM22-YMM22 | 1.62 | (2.50) | 4.98 | 57.05% | $47,505 | $2,021 | 0.37% | 0.92% | 127 | 03/21 11:58 | 0 |
30 | ESM22-RSM22 | 2.85 | (1.80) | (5.17) | 46.35% | $119,395 | $2,524 | 0.46% | 1.15% | 114 | 02/24 02:18 | 0 |
29 | CLM22-CLN22 | 0.00 | 1.65 | 7.58 | 84.24% | $1,070 | $1,018 | 0.19% | 0.96% | 313 | 03/06 18:02 | -1 |
28 | CLK22-CLM22 | 0.00 | (3.73) | (9.01) | 89.37% | $490 | $735 | 0.13% | 0.69% | 141 | 03/14 01:38 | 0 |
27 | 6EM22-6CM22 | (0.09) | 1.81 | (6.68) | 10.73% | $56,366 | $1,068 | 0.20% | 0.79% | 73 | 03/06 20:51 | 0 |
26 | 6EM22-6AM22 | (0.98) | 1.59 | (9.69) | 6.66% | $61,456 | $1,117 | 0.21% | 0.82% | 67 | 03/06 20:52 | 0 |
25 | 6CM22-6AM22 | (0.88) | (1.12) | 5.83 | 24.48% | $5,090 | $565 | 0.10% | 0.76% | 81 | 03/14 22:58 | 0 |
24 | 6BM22-6CM22 | (1.43) | 1.83 | (5.24) | 9.32% | $2,416 | $532 | 0.10% | 0.65% | 74 | 02/24 10:55 | 0 |
23 | 6BM22-6AM22 | (1.78) | (1.35) | (8.52) | 9.98% | $7,506 | $673 | 0.12% | 0.91% | 52 | 03/06 20:52 | 0 |
22 | ZWK22 | 2.39 | (1.12) | 9.28 | 109575.00% | $54,788 | $2,814 | 0.52% | 5.14% | 72 | 03/07 20:00 | 0 |
21 | ZSK22 | (0.01) | 1.81 | (7.49) | 168100.00% | $84,050 | $2,150 | 0.39% | 2.56% | 63 | 02/25 06:27 | 0 |
20 | ZCK22 | (0.26) | 2.62 | 6.87 | 79100.00% | $39,550 | $1,176 | 0.22% | 2.97% | 69 | 02/23 23:25 | 0 |
19 | ZBM22 | (4.80) | (2.74) | (5.48) | 141'010 | $141,031 | $2,075 | 0.38% | 1.47% | 55 | 03/10 10:24 | 2 |
18 | YMM22 | (1.88) | (1.45) | (5.31) | 3438900.00% | $171,945 | $3,074 | 0.56% | 1.79% | 74 | 02/24 02:30 | -1 |
17 | SIK22 | (0.95) | (1.62) | (5.53) | 2585.50% | $129,275 | $3,714 | 0.68% | 2.87% | 51 | 03/29 08:50 | 0 |
16 | RSM22 | (2.21) | (1.36) | 4.69 | 200110.00% | $100,055 | $2,687 | 0.49% | 2.69% | 58 | 02/25 08:47 | 1 |
15 | RBK22 | 1.28 | 4.48 | 6.54 | 337.31% | $141,670 | $7,576 | 1.39% | 5.35% | 69 | 03/06 18:03 | 0 |
14 | NQM22 | (1.81) | (1.97) | 5.09 | 1389225.00% | $277,845 | $8,412 | 1.54% | 3.03% | 62 | 02/25 08:36 | 0 |
13 | NGM22 | 1.98 | 1.85 | (4.48) | 742.30% | $74,230 | $2,826 | 0.52% | 3.81% | 76 | 03/08 08:03 | 0 |
12 | NGK22 | 1.98 | 1.75 | (4.48) | 732.10% | $73,210 | $2,885 | 0.53% | 3.94% | 72 | 03/08 08:03 | 0 |
11 | HOK22 | 1.38 | 5.73 | 7.39 | 382.59% | $160,688 | $10,242 | 1.88% | 6.37% | 51 | 03/03 02:49 | 0 |
10 | HGK22 | 0.46 | (1.18) | (6.10) | 472.05% | $118,013 | $2,814 | 0.52% | 2.38% | 65 | 03/07 11:37 | 0 |
9 | GCM22 | 3.21 | (1.10) | (5.33) | 197710.00% | $197,710 | $3,503 | 0.64% | 1.77% | 67 | 02/24 15:06 | 0 |
8 | ESM22 | 2.29 | (1.50) | (5.08) | 438900.00% | $219,450 | $4,705 | 0.86% | 2.14% | 66 | 02/24 02:30 | 0 |
7 | CLN22 | (2.27) | 4.57 | 6.47 | 10498.00% | $104,980 | $5,978 | 1.10% | 5.69% | 67 | 03/06 18:03 | 1 |
6 | CLM22 | (2.27) | 4.38 | 6.29 | 10605.00% | $106,050 | $6,458 | 1.19% | 6.09% | 67 | 03/06 18:03 | -2 |
5 | CLK22 | (2.27) | 4.18 | 6.34 | 10654.00% | $106,540 | $6,912 | 1.27% | 6.49% | 71 | 03/06 18:02 | 0 |
4 | 6JM22 | (1.22) | (1.76) | (8.80) | 0.80% | $99,456 | $811 | 0.15% | 0.82% | 59 | 03/14 21:27 | 0 |
3 | 6EM22 | (0.99) | 1.49 | (6.42) | 108.55% | $135,681 | $1,196 | 0.22% | 0.88% | 83 | 03/06 20:24 | 0 |
2 | 6CM22 | (2.01) | 1.24 | (5.14) | 79.32% | $79,315 | $531 | 0.10% | 0.67% | 59 | 04/08 09:25 | 0 |
1 | 6BM22 | (1.90) | (2.32) | (7.27) | 130.77% | $81,731 | $586 | 0.11% | 0.72% | 71 | 02/24 11:01 | 0 |
0 | 6AM22 | 0.27 | (1.87) | (6.23) | 74.23% | $74,225 | $748 | 0.14% | 1.01% | 58 | 04/08 09:50 | 1 |