第28周交易26次共28手,虧損-6.5K,-1.3%(-1.2,-2.1,3.2,-10.2,3.9),原倉-5.8,新倉-1.3,交易1.0。YTD -148.3K,-23.6%。現賬戶資金479.8K,杠杆1.03,淨倉4,波動率1.73%(0.83%~1.74%),風險超高。
本周商品期貨大跌,賬戶因持有白銀倉位而損失慘重。又重建了小麥多倉位。目前賬戶持有二手SI和二手ZW多倉。一手ZB-6J空倉。風險超高。
下麵是賬戶交易與持倉詳細情況,
Contract | Trade | Vol | P_1 | Pos | Old | New | Trading | No Fee |
6JU22 | 5 | 5 | 0 | 1 | $0 | ($294) | $125 | ($169) |
GCQ22 | 2 | 2 | 0 | 0 | $0 | $0 | $870 | $870 |
SIU22 | 2 | 2 | 2 | 2 | ($5,750) | $0 | ($275) | ($6,025) |
ZBU22 | 1 | 1 | 0 | (1) | $0 | $375 | $0 | $375 |
ZWU22 | 18 | 18 | 0 | 2 | $0 | ($1,517) | $329 | ($1,188) |
Total | 28 | 28 | 2 | 4 | ($5,750) | ($1,436) | $1,049 | ($6,137) |
SID | Contract/Pair | RV | WV | WM | PE | MV | ATR | PV% | V% | WN | DateTime | Pos |
40 | PTF | 25.19 | 2.01 | 6.36 | - | $479,850 | $8,290 | 1.73% | 1.73% | 70.2 | 07/15 17:40 | 4 |
39 | ZWU22-ZCU22 | (0.63) | (3.16) | (5.56) | 29.53% | $8,738 | $1,596 | 0.33% | 4.09% | 76 | 06/01 11:44 | 0 |
38 | ZSU22-ZWU22 | 0.93 | 1.61 | 4.94 | 11.56% | $29,138 | $2,003 | 0.42% | 5.13% | 70 | 05/20 14:16 | -1 |
37 | ZSU22-ZCU22 | 0.69 | 1.04 | (7.55) | 26.48% | $37,875 | $1,341 | 0.28% | 1.97% | 61 | 07/05 10:10 | 0 |
36 | ZBU22-6JU22 | 0.55 | 1.72 | 7.19 | 15.31% | $49,481 | $1,708 | 0.36% | 1.22% | 52 | 07/01 10:30 | -1 |
35 | YMU22-RSU22 | 2.17 | (1.40) | (5.16) | 43.28% | $69,025 | $1,804 | 0.38% | 1.15% | 100 | 05/19 03:33 | 0 |
34 | RBQ22-HOQ22 | (1.29) | (1.68) | (4.46) | 35.73% | ($21,000) | $4,897 | 1.02% | 3.15% | 107 | 06/15 14:16 | 0 |
33 | RBQ22-CLQ22 | 0.23 | (1.48) | (4.84) | 35.61% | $36,830 | $4,464 | 0.93% | 3.32% | 72 | 05/19 06:02 | 0 |
32 | NQU22-YMU22 | 1.66 | 2.03 | (6.76) | 35.60% | $84,095 | $4,708 | 0.98% | 1.96% | 71 | 06/13 16:00 | 0 |
31 | NQU22-RSU22 | 2.81 | 2.89 | (7.71) | 28.70% | $153,120 | $5,212 | 1.09% | 2.17% | 71 | 06/13 15:51 | 0 |
30 | NQU22-ESU22 | 2.80 | 2.09 | 5.88 | 56.32% | $47,048 | $3,193 | 0.67% | 1.33% | 79 | 05/30 01:54 | 0 |
29 | HOQ22-CLQ22 | 2.27 | 1.08 | (6.76) | 31.10% | $57,830 | $5,250 | 1.09% | 3.38% | 71 | 06/28 09:39 | 0 |
28 | HGU22-SIU22 | (1.90) | 1.67 | (4.50) | 7.02% | ($12,175) | $2,764 | 0.58% | 3.41% | 82 | 06/20 03:46 | 0 |
27 | GCQ22-SIU22 | (1.12) | (2.72) | (4.96) | 34.62% | $77,350 | $1,876 | 0.39% | 2.01% | 81 | 07/07 06:24 | -1 |
26 | ESU22-YMU22 | (0.67) | 1.59 | (7.93) | 59.71% | $37,048 | $1,880 | 0.39% | 0.97% | 127 | 06/13 11:05 | 0 |
25 | ESU22-RSU22 | 1.89 | 3.42 | (7.88) | 41.81% | $106,073 | $2,715 | 0.57% | 1.40% | 103 | 06/13 15:51 | 0 |
24 | 6EU22-6CU22 | (1.45) | 1.53 | 5.43 | 19.31% | $49,925 | $1,038 | 0.22% | 0.82% | 60 | 05/24 10:31 | 0 |
23 | 6EU22-6AU22 | (1.43) | 1.29 | (7.01) | 23.58% | $58,740 | $983 | 0.20% | 0.78% | 72 | 07/06 08:37 | 0 |
22 | 6CU22-6AU22 | (0.72) | 1.10 | 4.40 | 30.28% | $8,815 | $599 | 0.12% | 0.88% | 76 | 06/13 10:58 | 0 |
21 | 6BU22-6CU22 | (1.35) | (1.59) | 5.81 | 19.78% | ($2,488) | $667 | 0.14% | 0.90% | 67 | 06/16 19:58 | 0 |
20 | 6BU22-6AU22 | (1.75) | (1.93) | 4.67 | 26.04% | $6,328 | $636 | 0.13% | 0.94% | 99 | 06/16 11:44 | 0 |
19 | ZWU22 | (0.92) | (3.25) | (6.85) | 781.00 | $39,050 | $2,264 | 0.47% | 5.80% | 50 | 07/06 01:39 | 2 |
18 | ZSU22 | 0.71 | (1.19) | (6.21) | 1,363.75 | $68,188 | $1,823 | 0.38% | 2.67% | 64 | 07/05 10:08 | 0 |
17 | ZCU22 | (0.45) | (1.59) | (7.90) | 606.25 | $30,313 | $1,035 | 0.22% | 3.41% | 67 | 07/12 20:09 | 0 |
16 | ZBU22 | (1.67) | 1.92 | 6.97 | 140'060 | $140,188 | $2,016 | 0.42% | 1.44% | 46 | 07/01 10:32 | -1 |
15 | YMU22 | 0.69 | 3.55 | (8.46) | 31,258.00 | $156,290 | $3,180 | 0.66% | 2.03% | 65 | 06/13 11:10 | 0 |
14 | SIU22 | 1.15 | 1.08 | (4.72) | 18.66 | $93,300 | $2,870 | 0.60% | 3.08% | 71 | 07/01 08:48 | 2 |
13 | RSU22 | (2.51) | 1.61 | (8.24) | 1,745.30 | $87,265 | $2,392 | 0.50% | 2.74% | 56 | 06/13 11:10 | 0 |
12 | RBQ22 | (0.15) | (1.14) | (5.71) | 3.20 | $134,400 | $6,933 | 1.45% | 5.16% | 62 | 07/05 13:59 | 0 |
11 | NQU22 | 1.98 | 2.73 | (7.94) | 12,019.25 | $240,385 | $7,310 | 1.52% | 3.04% | 67 | 06/13 11:05 | 0 |
10 | NGQ22 | (0.58) | 2.45 | (6.21) | 7.12 | $71,150 | $5,810 | 1.21% | 8.17% | 68 | 06/14 09:35 | 0 |
9 | HOQ22 | 2.35 | 1.60 | 6.14 | 3.70 | $155,400 | $7,619 | 1.59% | 4.90% | 57 | 05/31 09:35 | 0 |
8 | HGU22 | (2.26) | 2.37 | (5.36) | 3.25 | $81,125 | $2,972 | 0.62% | 3.66% | 57 | 07/06 01:39 | 0 |
7 | GCQ22 | (0.65) | (1.10) | (6.46) | 1,706.50 | $170,650 | $2,589 | 0.54% | 1.52% | 58 | 07/06 12:08 | 0 |
6 | ESU22 | (0.54) | 3.05 | (8.83) | 3,866.75 | $193,338 | $4,666 | 0.97% | 2.41% | 61 | 06/13 11:10 | 0 |
5 | CLQ22 | (1.34) | 3.33 | (5.64) | 97.57 | $97,570 | $4,847 | 1.01% | 4.97% | 53 | 07/05 13:42 | 0 |
4 | 6JU22 | (2.69) | 1.32 | (7.55) | 0.01 | $90,706 | $938 | 0.20% | 1.03% | 62 | 06/08 08:44 | 1 |
3 | 6EU22 | (1.20) | 2.15 | (7.16) | 1.01 | $126,675 | $1,286 | 0.27% | 1.02% | 50 | 06/13 21:56 | 0 |
2 | 6CU22 | 0.74 | 4.13 | (6.37) | 0.77 | $76,750 | $571 | 0.12% | 0.74% | 61 | 06/10 10:12 | 0 |
1 | 6BU22 | (1.32) | 1.62 | (7.04) | 1.19 | $74,263 | $831 | 0.17% | 1.12% | 64 | 06/13 10:55 | 0 |
0 | 6AU22 | 1.26 | 1.98 | (5.15) | 0.68 | $67,935 | $860 | 0.18% | 1.27% | 73 | 06/13 15:33 | 0 |