第18周交易29次共37手,虧損-0.0K,-0.0%(-2.9,3.2,2.9,-2.3,-1.0),原倉-3.3,新倉-0.2,交易4.7。YTD -146.5K,-23.3%。現賬戶資金481.7K,杠杆1.35,淨倉3,波動率0.99%(0.43%~1.27%),風險正常。
本周股市大起大落,收盤低於上周。Fed宣布加息2碼,賬戶損失主要來自ZB。目前賬戶持有1手6B與2手ZB多倉,一手GC-SI空倉。風險正常。
下麵是賬戶交易與持倉詳細情況,
Contract | Trd | Vol | Pos | Ori | G/L | Trd | New | Old |
6AM22 | 11 | 11 | 0 | 1 | $1,885 | $499 | $1,236 | $150 |
6BM22 | 5 | 5 | 1 | 0 | ($844) | ($206) | ($637) | $0 |
GCM22 | 13 | 13 | (1) | 0 | $2,830 | $2,810 | $20 | $0 |
SIN22 | 3 | 3 | 1 | 0 | ($875) | $75 | ($950) | $0 |
ZBM22 | 5 | 5 | 2 | 1 | ($1,813) | $1,563 | $94 | ($3,469) |
Total | 37 | 37 | 3 | 2 | $1,183 | $4,741 | ($237) | ($3,319) |
SID | Contract/Pair | RV | WV | WM | PE | MV | ATR | PV% | V% | WN | DateTime | Pos |
42 | PTF | 35.30 | 1.79 | 5.77 | - | $481,689 | $4,755 | 0.99% | 0.99% | 75.3 | 05/06 17:22 | 3 |
41 | ZWN22-ZCN22 | 2.97 | 1.91 | 5.27 | 14.01% | $16,150 | $2,220 | 0.46% | 4.00% | 82 | 03/08 13:43 | 0 |
40 | ZSN22-ZWN22 | (2.56) | (1.71) | (4.76) | 3.56% | $25,763 | $2,490 | 0.52% | 4.49% | 92 | 03/08 13:43 | 0 |
39 | ZSN22-ZCN22 | (1.34) | (1.25) | (6.18) | 26.95% | $41,913 | $1,283 | 0.27% | 1.58% | 82 | 04/01 06:59 | 0 |
38 | ZBM22-6JM22 | (2.15) | (1.86) | (4.66) | 11.31% | $40,556 | $1,798 | 0.37% | 1.32% | 60 | 04/06 10:59 | 0 |
37 | YMM22-RSM22 | 0.58 | 2.70 | (4.94) | 49.43% | $72,060 | $1,630 | 0.34% | 1.00% | 71 | 04/25 12:19 | 0 |
36 | RBM22-HOM22 | 3.47 | 2.23 | (6.17) | 43.59% | ($7,791) | $5,177 | 1.07% | 3.08% | 81 | 03/08 19:51 | 0 |
35 | RBM22-CLM22 | 4.12 | 4.19 | 5.52 | 58.07% | $49,620 | $2,926 | 0.61% | 1.83% | 129 | 03/06 18:04 | 0 |
34 | NQM22-YMM22 | (0.83) | (1.60) | (4.46) | 30.13% | $89,560 | $5,993 | 1.24% | 2.37% | 71 | 03/15 05:08 | 0 |
33 | NQM22-RSM22 | (0.58) | (1.58) | (4.85) | 27.23% | $161,620 | $6,242 | 1.30% | 2.46% | 74 | 04/25 07:19 | 0 |
32 | NQM22-ESM22 | (1.05) | (1.63) | (4.29) | 50.62% | $47,733 | $4,235 | 0.88% | 1.67% | 67 | 04/06 12:46 | 0 |
31 | HOM22-CLM22 | (0.30) | (1.04) | (5.08) | 39.00% | $57,411 | $5,598 | 1.16% | 3.33% | 69 | 05/06 10:03 | 0 |
30 | HGN22-SIN22 | 0.90 | (1.23) | (5.42) | 0.18% | ($5,638) | $3,658 | 0.76% | 3.27% | 81 | 03/08 07:50 | 0 |
29 | GCM22-SIN22 | 1.61 | 3.01 | 5.97 | 39.30% | $76,430 | $2,225 | 0.46% | 1.99% | 102 | 04/22 05:05 | -1 |
28 | ESM22-YMM22 | 0.66 | (1.40) | 5.24 | 60.05% | $41,828 | $1,919 | 0.40% | 0.93% | 60 | 03/21 11:58 | 0 |
27 | ESM22-RSM22 | 1.66 | 1.24 | (6.45) | 45.16% | $113,888 | $2,634 | 0.55% | 1.28% | 51 | 04/25 11:49 | 0 |
26 | CLM22-CLN22 | 0.00 | (1.13) | (7.56) | 86.71% | $1,490 | $849 | 0.18% | 0.77% | 355 | 03/06 18:07 | 0 |
25 | 6EM22-6CM22 | 0.12 | (1.07) | (5.59) | 10.13% | $54,566 | $1,107 | 0.23% | 0.84% | 76 | 04/06 02:13 | 0 |
24 | 6EM22-6AM22 | (0.60) | (1.12) | (7.02) | 9.74% | $61,236 | $1,112 | 0.23% | 0.84% | 62 | 04/06 03:12 | 0 |
23 | 6CM22-6AM22 | (0.57) | (1.41) | 5.53 | 31.85% | $6,670 | $594 | 0.12% | 0.84% | 70 | 03/14 22:58 | 0 |
22 | 6BM22-6CM22 | (1.89) | 2.30 | (4.21) | 12.65% | ($328) | $591 | 0.12% | 0.77% | 69 | 05/05 08:28 | 0 |
21 | 6BM22-6AM22 | (2.00) | 1.41 | (5.19) | 20.90% | $6,343 | $690 | 0.14% | 0.97% | 53 | 03/29 03:16 | 1 |
20 | ZWN22 | 3.59 | 1.52 | 5.24 | 1,109.50 | $55,475 | $2,582 | 0.54% | 4.65% | 80 | 03/08 13:43 | 0 |
19 | ZSN22 | (1.33) | (1.31) | (5.45) | 1,624.75 | $81,238 | $1,756 | 0.36% | 2.16% | 68 | 04/03 21:17 | 0 |
18 | ZCN22 | 0.00 | (1.14) | 5.99 | 786.50 | $39,325 | $969 | 0.20% | 2.46% | 71 | 04/19 02:24 | 0 |
17 | ZBM22 | (4.27) | (1.51) | (5.61) | 136'140 | $136,438 | $2,028 | 0.42% | 1.49% | 58 | 03/10 10:21 | 2 |
16 | YMM22 | (0.81) | 1.27 | (6.68) | 32,742.00 | $163,710 | $3,224 | 0.67% | 1.97% | 63 | 04/25 11:53 | 0 |
15 | SIN22 | (1.30) | 1.27 | (5.57) | 22.37 | $111,850 | $3,665 | 0.76% | 3.28% | 55 | 03/29 08:51 | 1 |
14 | RSM22 | (1.38) | (1.69) | (5.87) | 1,833.00 | $91,650 | $2,656 | 0.55% | 2.90% | 56 | 04/25 11:53 | 0 |
13 | RBM22 | 4.19 | 2.64 | (6.37) | 3.82 | $160,230 | $6,979 | 1.45% | 4.36% | 62 | 03/09 12:36 | 0 |
12 | NQM22 | (1.35) | (1.64) | (5.10) | 12,663.50 | $253,270 | $8,577 | 1.78% | 3.39% | 58 | 04/25 07:19 | 0 |
11 | NGM22 | 2.94 | (5.13) | 7.51 | 7.98 | $79,810 | $3,984 | 0.83% | 4.99% | 54 | 04/18 12:56 | 0 |
10 | HOM22 | (0.88) | 1.23 | (5.22) | 4.00 | $168,021 | $9,178 | 1.91% | 5.46% | 64 | 03/09 12:37 | 0 |
9 | HGN22 | (0.37) | (3.47) | (5.58) | 4.25 | $106,213 | $2,976 | 0.62% | 2.80% | 59 | 03/07 11:37 | 0 |
8 | GCM22 | 3.66 | 1.63 | (5.08) | 1,882.80 | $188,280 | $3,317 | 0.69% | 1.76% | 68 | 03/15 10:40 | -1 |
7 | ESM22 | 1.11 | 1.11 | (6.47) | 4,110.75 | $205,538 | $4,802 | 1.00% | 2.34% | 57 | 04/25 11:53 | 0 |
6 | CLN22 | (1.96) | 1.44 | (5.90) | 109.12 | $109,120 | $5,982 | 1.24% | 5.48% | 60 | 03/09 12:36 | 0 |
5 | CLM22 | (1.96) | 1.39 | (5.59) | 110.61 | $110,610 | $6,387 | 1.33% | 5.77% | 60 | 03/09 12:36 | 0 |
4 | 6JM22 | (1.39) | (3.07) | (6.90) | 0.01 | $95,881 | $985 | 0.20% | 1.03% | 58 | 03/14 21:27 | 0 |
3 | 6EM22 | (0.67) | (1.24) | (6.67) | 1.06 | $132,006 | $1,232 | 0.26% | 0.93% | 76 | 04/27 10:59 | 0 |
2 | 6CM22 | (1.77) | (2.05) | (6.94) | 0.77 | $77,440 | $577 | 0.12% | 0.74% | 57 | 04/25 11:53 | 0 |
1 | 6BM22 | (2.31) | 1.20 | (7.23) | 1.23 | $77,113 | $676 | 0.14% | 0.88% | 67 | 04/25 12:02 | 1 |
0 | 6AM22 | (0.02) | (1.20) | (7.07) | 0.71 | $70,770 | $872 | 0.18% | 1.23% | 55 | 04/25 02:59 | 0 |