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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14周:-1.1%, 年-14.0%

(2022-04-08 14:49:28) 下一個

   第14周交易27次共37手,虧損-6.1K,-1.1%(0.4,-3.9,0.3,-0.6,-2.2),原倉-1.6,新倉-1.1,交易-3.5。YTD -87.9K,-14.0%。現賬戶資金540.2K,杠杆1.42,淨倉2,波動率0.95%(0.18%~1.40%),風險正常。

   本周股市ES,NQ,RS指數大跌,但YM基本未變。虧損主要來自做多債卷。美聯儲表示可能大幅度加息,造成ZB暴跌。由於YM背離嚴重,賬戶新開了2手YM-RS空倉。目前賬戶還持有1手6A,1手ZB,1手6B-6A,3手CLK-CLM多倉。風險正常。

   下麵是目前賬戶的持倉情況,

SID Contract/Pair RV WV WM PE MV ATR SR V% WN DateTime Pos
44 PTF 35.21 1.98 6.23 0.00% $540,242 $5,125 0.95% 0.95% 82.9 04/08 17:22 2
43 ZWK22-ZCK22 1.36 (1.32) 7.51 8.93% $14,088 $2,474 0.46% 4.71% 83 03/07 20:00 0
42 ZSK22-ZWK22 (0.33) 2.48 (6.31) -4.18% $31,963 $2,830 0.52% 5.39% 85 03/07 20:00 0
41 ZSK22-ZCK22 0.57 4.41 (7.24) 35.66% $46,050 $1,377 0.25% 1.63% 84 04/03 21:18 0
40 ZBM22-6JM22 (3.29) (3.21) (4.89) 15.06% $42,594 $1,717 0.32% 1.20% 78 04/06 10:59 0
39 YMM22-RSM22 1.10 3.67 4.60 38.08% $73,525 $1,911 0.35% 1.10% 122 03/16 08:23 -2
38 RBK22-HOK22 0.65 1.63 6.16 51.78% ($8,707) $4,631 0.86% 3.32% 96 03/09 05:06 0
37 RBK22-CLK22 1.36 2.00 4.82 64.68% $32,842 $2,537 0.47% 1.94% 126 03/06 18:07 0
36 NQM22-YMM22 (0.87) (2.14) 4.92 29.70% $113,430 $5,917 1.10% 2.06% 73 02/24 15:59 0
35 NQM22-RSM22 (1.01) (1.73) (5.01) 28.21% $186,955 $6,042 1.12% 2.11% 74 02/14 07:15 0
34 NQM22-ESM22 (0.51) (2.19) 5.28 50.19% $62,385 $4,192 0.78% 1.46% 73 02/25 08:33 0
33 HOK22-CLK22 0.60 1.45 6.23 46.32% $41,548 $5,154 0.95% 3.70% 74 03/03 02:49 0
32 HGK22-SIK22 1.06 (1.19) (5.06) -8.22% ($6,288) $3,944 0.73% 3.17% 60 03/08 07:50 0
31 GCM22-SIK22 1.40 (1.18) 4.29 44.01% $70,515 $2,041 0.38% 1.64% 106 03/07 15:40 0
30 ESM22-YMM22 2.07 (1.67) 4.70 54.77% $51,045 $2,141 0.40% 0.96% 146 03/21 11:57 0
29 ESM22-RSM22 4.56 (1.06) (5.04) 45.24% $124,570 $2,592 0.48% 1.16% 111 02/24 02:18 0
28 CLM22-CLN22 0.00 (1.15) 7.38 83.00% $700 $1,046 0.19% 1.07% 281 03/06 18:02 0
27 CLK22-CLM22 0.00 (3.40) (9.08) 88.95% $450 $729 0.13% 0.74% 143 03/14 01:38 3
26 6EM22-6CM22 (0.09) (1.85) (6.68) 9.67% $56,758 $1,068 0.20% 0.78% 74 03/06 20:51 0
25 6EM22-6AM22 (1.04) 1.22 (9.88) 7.29% $61,618 $1,096 0.20% 0.80% 69 03/06 20:52 0
24 6CM22-6AM22 (1.20) 1.55 5.88 23.48% $4,860 $560 0.10% 0.75% 91 03/14 22:58 0
23 6BM22-6CM22 (1.74) (1.70) (5.10) 5.23% $1,951 $546 0.10% 0.67% 80 02/24 10:55 0
22 6BM22-6AM22 (2.29) (0.98) (8.48) 7.47% $6,811 $677 0.13% 0.91% 56 03/06 20:52 1
21 ZWK22 1.70 1.35 9.62 104975.00% $52,488 $2,716 0.50% 5.18% 76 03/07 20:00 0
20 ZSK22 0.56 3.43 (7.52) 168900.00% $84,450 $2,140 0.40% 2.53% 66 02/25 06:27 0
19 ZCK22 0.24 2.07 6.96 76800.00% $38,400 $1,160 0.21% 3.02% 72 02/23 23:25 0
18 ZBM22 (5.18) (3.18) (5.63) 143'110 $143,344 $2,021 0.37% 1.41% 62 03/10 10:24 1
17 YMM22 (2.63) 2.27 (5.28) 3462600.00% $173,130 $3,087 0.57% 1.78% 70 02/24 02:30 -2
16 SIK22 (1.20) 1.95 (5.64) 2490.50% $124,525 $3,645 0.67% 2.93% 50 03/29 08:50 0
15 RSM22 (3.47) 1.32 4.64 199210.00% $99,605 $2,712 0.50% 2.72% 56 02/25 08:47 2
14 RBK22 1.08 1.75 6.90 311.29% $130,742 $7,182 1.33% 5.49% 73 03/06 18:03 0
13 NQM22 (2.94) (1.50) 5.09 1432800.00% $286,560 $8,416 1.56% 2.94% 64 02/25 08:36 0
12 NGK22 1.27 (1.90) (4.77) 632.10% $63,210 $2,710 0.50% 4.29% 75 03/08 08:03 0
11 HOK22 0.25 1.27 6.35 332.02% $139,448 $9,602 1.78% 6.89% 60 03/06 18:02 0
10 HGK22 0.19 1.49 (5.97) 472.95% $118,238 $2,943 0.54% 2.49% 63 03/07 11:37 0
9 GCM22 2.87 1.91 (5.43) 195040.00% $195,040 $3,437 0.64% 1.76% 68 02/24 15:06 0
8 ESM22 3.85 (1.01) (5.05) 448350.00% $224,175 $4,734 0.88% 2.11% 68 02/24 02:30 0
7 CLN22 (1.49) 1.60 6.81 9675.00% $96,750 $5,679 1.05% 5.87% 69 03/06 18:03 0
6 CLM22 (1.49) 1.52 6.61 9745.00% $97,450 $6,152 1.14% 6.31% 71 03/06 18:03 -3
5 CLK22 (1.49) 1.43 6.64 9790.00% $97,900 $6,601 1.22% 6.74% 75 03/06 18:02 3
4 6JM22 (0.60) (2.02) (9.29) 0.81% $100,750 $768 0.14% 0.76% 64 03/14 21:27 0
3 6EM22 (0.93) (2.12) (6.49) 109.03% $136,288 $1,182 0.22% 0.87% 78 03/06 20:24 0
2 6CM22 (1.82) 1.23 (5.24) 79.53% $79,530 $521 0.10% 0.65% 56 04/08 09:25 0
1 6BM22 (2.20) 1.19 (7.40) 130.37% $81,481 $576 0.11% 0.71% 72 02/24 11:01 1
0 6AM22 0.75 (6.37) (6.37) 74.67% $74,670 $731 0.14% 0.98% 55 04/08 09:50 0
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