第22周交易35次共58手,盈利2.0K,0.4%(0.1,1.2,0.8,0.9,-1.1)YTD -138.0K,-22.0%。現賬戶資金490.2K,杠杆0.38,淨倉1,波動率0.52%(0.00%~1.27%),風險正常。
本周股市收盤下跌。盈利主要來自期指,貴金屬與穀物的期貨交易。虧損主要來自做空RB-CL,突破曆史新高,被迫止損(-2.9K)出局。賬戶仍持有1手GC多倉,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 |
CLN22 | 6 | 6 | 0 | 0 | ($310) | ($310) | $0 | $0 |
GCQ22 | 8 | 8 | 1 | 1 | ($320) | $20 | $0 | ($340) |
RBN22 | 8 | 8 | 0 | 0 | ($2,570) | ($2,570) | $0 | $0 |
RSM22 | 4 | 4 | 0 | 0 | ($1,160) | ($1,160) | $0 | $0 |
SIN22 | 10 | 10 | 0 | 0 | $2,375 | $2,375 | $0 | $0 |
YMM22 | 4 | 4 | 0 | 0 | $2,090 | $2,090 | $0 | $0 |
ZCN22 | 8 | 8 | 0 | 0 | ($25) | ($25) | $0 | $0 |
ZSN22 | 8 | 8 | 0 | 0 | $1,788 | $1,788 | $0 | $0 |
ZWN22 | 2 | 2 | 0 | 0 | $113 | $113 | $0 | $0 |
Total | 58 | 58 | 1 | 1 | $1,981 | $2,321 | $0 | ($340) |
SID | Contract/Pair | RV | WV | WM | PE | MV | ATR | PV% | V% | WN | DateTime | Pos |
40 | PTF | 23.47 | 1.85 | 5.89 | - | $490,195 | $2,565 | 0.52% | 0.52% | 62.5 | 06/03 17:31 | 1 |
39 | ZWN22-ZCN22 | 2.13 | (1.74) | 5.19 | 18.06% | $15,675 | $1,709 | 0.35% | 3.28% | 66 | 05/12 23:25 | 0 |
38 | ZSN22-ZWN22 | (0.45) | (1.66) | 5.63 | 2.34% | $32,925 | $2,037 | 0.42% | 3.91% | 65 | 04/21 12:49 | 0 |
37 | ZSN22-ZCN22 | 0.48 | (3.21) | 6.13 | 22.39% | $48,600 | $1,331 | 0.27% | 1.57% | 53 | 06/02 13:18 | 0 |
36 | ZBU22-6JU22 | (0.31) | 1.58 | (4.23) | 14.74% | $42,350 | $1,594 | 0.33% | 1.15% | 71 | 05/02 09:57 | 0 |
35 | YMM22-RSM22 | 0.97 | (1.34) | (6.72) | 50.20% | $70,460 | $1,715 | 0.35% | 1.04% | 62 | 05/19 13:13 | 0 |
34 | RBN22-HON22 | 2.88 | 1.54 | 5.71 | 38.06% | ($1,037) | $3,987 | 0.81% | 2.19% | 80 | 05/09 10:44 | 0 |
33 | RBN22-CLN22 | 4.56 | 1.89 | 5.15 | 46.68% | $60,684 | $3,136 | 0.64% | 1.73% | 73 | 06/02 20:19 | 0 |
32 | NQM22-YMM22 | (0.14) | (2.14) | 4.84 | 32.47% | $86,440 | $5,979 | 1.22% | 2.38% | 77 | 05/30 01:51 | 0 |
31 | NQM22-RSM22 | 0.52 | (2.31) | 4.98 | 29.69% | $156,900 | $6,224 | 1.27% | 2.48% | 75 | 05/30 01:51 | 0 |
30 | NQM22-ESM22 | (0.07) | (2.04) | 4.54 | 53.49% | $45,515 | $4,117 | 0.84% | 1.64% | 73 | 05/30 01:30 | 0 |
29 | HON22-CLN22 | 1.19 | 1.14 | 4.94 | 36.89% | $61,722 | $4,063 | 0.83% | 2.23% | 71 | 06/01 19:31 | 0 |
28 | HGN22-SIN22 | 0.61 | 1.23 | (4.99) | 10.45% | $2,300 | $2,878 | 0.59% | 2.62% | 74 | 04/11 09:33 | 0 |
27 | GCQ22-SIN22 | 0.47 | 1.65 | (6.85) | 35.95% | $75,690 | $2,059 | 0.42% | 1.88% | 61 | 05/17 05:12 | 0 |
26 | ESM22-YMM22 | (0.11) | (2.23) | 6.22 | 60.61% | $40,925 | $2,001 | 0.41% | 0.97% | 67 | 05/30 01:59 | 0 |
25 | ESM22-RSM22 | 1.08 | (2.26) | (6.29) | 46.82% | $111,385 | $2,702 | 0.55% | 1.32% | 61 | 04/25 11:49 | 0 |
24 | 6EU22-6CU22 | 0.24 | (1.20) | 5.22 | 6.18% | $55,435 | $1,079 | 0.22% | 0.80% | 66 | 05/24 10:31 | 0 |
23 | 6EU22-6AU22 | 0.03 | 1.42 | (4.93) | 6.36% | $62,630 | $1,076 | 0.22% | 0.80% | 73 | 04/06 02:09 | 0 |
22 | 6CU22-6AU22 | 0.12 | 1.90 | 4.54 | 15.72% | $7,195 | $667 | 0.14% | 0.92% | 81 | 05/06 03:13 | 0 |
21 | 6BU22-6CU22 | (1.62) | (2.31) | (4.53) | -8.58% | ($1,271) | $726 | 0.15% | 0.93% | 62 | 05/05 08:31 | 0 |
20 | 6BU22-6AU22 | (1.36) | (1.93) | (6.15) | -4.91% | $5,924 | $830 | 0.17% | 1.15% | 62 | 05/04 14:44 | 0 |
19 | ZWN22 | 1.79 | (1.74) | (6.74) | 1,041.00 | $52,050 | $2,085 | 0.43% | 4.01% | 67 | 06/01 11:44 | 0 |
18 | ZSN22 | 0.50 | (2.63) | 4.73 | 1,699.50 | $84,975 | $1,714 | 0.35% | 2.02% | 57 | 05/31 02:32 | 0 |
17 | ZCN22 | (1.89) | (1.07) | (6.81) | 727.50 | $36,375 | $866 | 0.18% | 2.38% | 77 | 06/01 11:45 | 0 |
16 | ZBU22 | (1.22) | 1.20 | (5.18) | 138'130 | $138,406 | $1,869 | 0.38% | 1.35% | 53 | 04/19 20:56 | 0 |
15 | YMM22 | 0.08 | (1.34) | (6.26) | 32,910.00 | $164,550 | $3,444 | 0.70% | 2.09% | 61 | 04/25 11:53 | 0 |
14 | SIN22 | (0.34) | (2.02) | (6.11) | 21.94 | $109,700 | $3,215 | 0.66% | 2.93% | 60 | 04/25 08:22 | 0 |
13 | RSM22 | (1.28) | (1.17) | 6.21 | 1,881.80 | $94,090 | $2,803 | 0.57% | 2.98% | 55 | 05/30 05:47 | 0 |
12 | RBN22 | 4.41 | 2.07 | 6.11 | 4.31 | $180,944 | $5,883 | 1.20% | 3.25% | 50 | 04/17 21:06 | 0 |
11 | NQM22 | (0.05) | (1.96) | 5.83 | 12,549.50 | $250,990 | $8,853 | 1.81% | 3.53% | 59 | 05/30 05:32 | 0 |
10 | NGN22 | 2.15 | 1.49 | (6.03) | 8.54 | $85,390 | $5,674 | 1.16% | 6.65% | 54 | 05/10 08:48 | 0 |
9 | HON22 | 0.68 | 1.97 | 6.71 | 4.33 | $181,982 | $6,437 | 1.31% | 3.54% | 62 | 05/31 09:35 | 0 |
8 | HGN22 | 0.78 | (2.07) | 5.64 | 4.48 | $112,000 | $2,803 | 0.57% | 2.50% | 49 | 06/02 20:34 | 0 |
7 | GCQ22 | 1.23 | (2.13) | (4.99) | 1,853.90 | $185,390 | $2,655 | 0.54% | 1.43% | 65 | 05/02 09:50 | 1 |
6 | ESM22 | 0.01 | (1.77) | (6.12) | 4,109.50 | $205,475 | $5,081 | 1.04% | 2.47% | 55 | 04/25 11:53 | 0 |
5 | CLN22 | (2.92) | 3.76 | 6.26 | 120.26 | $120,260 | $4,695 | 0.96% | 3.90% | 46 | 04/17 21:20 | 0 |
4 | 6JU22 | (0.85) | (2.61) | (7.48) | 0.01 | $96,056 | $833 | 0.17% | 0.87% | 50 | 04/19 18:39 | 0 |
3 | 6EU22 | (0.11) | (1.24) | (5.28) | 1.08 | $134,800 | $1,150 | 0.23% | 0.85% | 60 | 04/27 10:59 | 0 |
2 | 6CU22 | (0.82) | (1.04) | (7.07) | 0.79 | $79,365 | $527 | 0.11% | 0.66% | 53 | 04/25 11:31 | 0 |
1 | 6BU22 | (1.85) | (1.87) | (10.60) | 1.25 | $78,094 | $669 | 0.14% | 0.86% | 42 | 04/27 10:58 | 0 |
0 | 6AU22 | (0.51) | (1.97) | (7.68) | 0.72 | $72,170 | $792 | 0.16% | 1.10% | 51 | 04/25 02:22 | 0 |