第30周交易32次共40手,盈利3.1K,0.6%(3.5,3.6,2.3,-0.7,-5.6),原倉13.9,新倉-14.7,交易3.8。YTD -143.6K,-22.9%。現賬戶資金484.6K,杠杆3.11,淨倉0,波動率1.24%(0.00%~1.39%),風險非常高。
時逢月底,本周股市暴漲。本來賬戶已因為白銀小麥大漲而大賺,但隨後因做空ES-YM造成盈利大減。目前持有一手GC-SI多倉。三手ES-YM與一手ZS-ZW空倉。風險非常高。
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 |
ESU22 | 5 | 5 | 0 | (3) | $0 | ($9,837) | ($13) | ($9,850) |
GCZ22 | 1 | 1 | 0 | 1 | $0 | $1,880 | $0 | $1,880 |
SIU22 | 10 | 10 | 1 | (1) | $9,225 | ($10,125) | $2,125 | $1,225 |
YMU22 | 5 | 5 | 0 | 3 | $0 | $5,765 | $205 | $5,970 |
ZBU22 | 9 | 9 | (1) | 0 | ($938) | $844 | $2,344 | $2,250 |
ZSU22 | 3 | 3 | 0 | (1) | $0 | ($2,450) | ($25) | ($2,475) |
ZWU22 | 7 | 7 | 2 | 1 | $5,625 | ($786) | ($814) | $4,025 |
Total | 40 | 40 | 2 | 0 | $13,912 | ($14,709) | $3,822 | $3,025 |
SID | Contract/Pair | RV | WV | WM | PE | MV | ATR | PV% | V% | WN | DateTime | Pos |
40 | PTF | 17.58 | 2.06 | 6.33 | - | $484,571 | $6,026 | 1.24% | 1.24% | 66 | 07/29 17:24 | 0 |
39 | ZWU22-ZCU22 | (0.82) | (2.44) | (5.20) | 30.99% | $9,663 | $1,484 | 0.31% | 3.66% | 70 | 06/01 11:44 | 0 |
38 | ZSU22-ZWU22 | 1.55 | 2.77 | 4.35 | 10.32% | $34,025 | $1,929 | 0.40% | 4.75% | 70 | 06/28 12:44 | -1 |
37 | ZSU22-ZCU22 | 1.42 | (1.75) | (7.32) | 29.99% | $43,688 | $1,383 | 0.29% | 1.85% | 59 | 07/05 10:10 | 0 |
36 | ZBU22-6JU22 | (0.59) | (1.07) | 6.96 | 14.23% | $49,419 | $1,763 | 0.36% | 1.23% | 56 | 07/01 10:30 | 0 |
35 | YMU22-RSU22 | 1.39 | 2.77 | (4.97) | 48.13% | $69,825 | $1,552 | 0.32% | 0.95% | 81 | 06/10 10:06 | 0 |
34 | RBU22-HOU22 | (0.92) | 2.20 | 5.56 | 33.81% | ($18,341) | $4,929 | 1.02% | 3.32% | 96 | 06/28 09:39 | 0 |
33 | RBU22-CLU22 | (0.48) | (2.14) | 4.27 | 38.58% | $31,627 | $3,968 | 0.82% | 3.05% | 95 | 07/26 09:07 | 0 |
32 | NQU22-YMU22 | 0.03 | 1.32 | (7.21) | 36.47% | $95,500 | $4,415 | 0.91% | 1.70% | 62 | 06/13 16:00 | 0 |
31 | NQU22-RSU22 | 0.86 | 1.50 | (7.87) | 29.09% | $165,325 | $4,929 | 1.02% | 1.90% | 56 | 06/13 15:51 | 0 |
30 | NQU22-ESU22 | 0.84 | 1.33 | (6.00) | 57.17% | $52,915 | $2,977 | 0.61% | 1.15% | 70 | 06/13 04:25 | 0 |
29 | HOU22-CLU22 | 0.81 | (2.74) | (6.68) | 29.29% | $49,968 | $5,265 | 1.09% | 3.55% | 72 | 06/28 09:39 | 0 |
28 | HGU22-SIU22 | (1.14) | 1.94 | (5.38) | 8.43% | ($11,813) | $2,791 | 0.58% | 3.11% | 76 | 07/29 02:09 | 0 |
27 | GCZ22-SIU22 | (0.52) | (1.66) | 5.16 | 35.26% | $76,595 | $1,888 | 0.39% | 1.86% | 67 | 07/25 09:38 | 1 |
26 | ESU22-YMU22 | (0.15) | 6.79 | 6.79 | 62.41% | $42,585 | $1,645 | 0.34% | 0.80% | 74 | 07/29 10:27 | -3 |
25 | ESU22-RSU22 | 1.95 | 3.96 | (5.74) | 44.09% | $112,410 | $2,447 | 0.51% | 1.18% | 72 | 06/10 10:24 | 0 |
24 | 6EU22-6CU22 | (1.73) | 1.33 | (5.04) | 22.83% | $50,109 | $1,056 | 0.22% | 0.82% | 67 | 06/13 21:56 | 0 |
23 | 6EU22-6AU22 | (1.45) | (1.31) | (7.19) | 29.92% | $58,259 | $959 | 0.20% | 0.75% | 63 | 07/06 08:37 | 0 |
22 | 6CU22-6AU22 | (0.06) | (2.13) | (4.58) | 35.40% | $8,150 | $563 | 0.12% | 0.80% | 65 | 06/15 14:42 | 0 |
21 | 6BU22-6CU22 | (0.93) | 1.63 | 6.14 | 25.66% | ($1,966) | $632 | 0.13% | 0.83% | 65 | 06/16 19:58 | 0 |
20 | 6BU22-6AU22 | (0.96) | 1.24 | 5.13 | 33.51% | $6,184 | $579 | 0.12% | 0.83% | 97 | 06/16 11:44 | 0 |
19 | ZWU22 | (1.12) | (2.06) | (7.21) | 811.75 | $40,588 | $2,151 | 0.44% | 5.30% | 50 | 07/06 01:39 | 1 |
18 | ZSU22 | 1.41 | (1.99) | 5.87 | 1,492.25 | $74,613 | $1,975 | 0.41% | 2.65% | 60 | 07/27 21:38 | -1 |
17 | ZCU22 | (0.38) | (1.85) | (7.74) | 618.50 | $30,925 | $1,057 | 0.22% | 3.42% | 60 | 07/12 20:09 | 0 |
16 | ZBU22 | (1.87) | 1.98 | 6.84 | 143'200 | $143,625 | $2,055 | 0.42% | 1.43% | 47 | 07/01 10:32 | 0 |
15 | YMU22 | (0.05) | 3.07 | (8.99) | 32,808.00 | $164,040 | $2,992 | 0.62% | 1.82% | 59 | 06/13 11:10 | 3 |
14 | SIU22 | 0.61 | 1.65 | 6.29 | 20.34 | $101,675 | $2,915 | 0.60% | 2.87% | 71 | 07/29 03:07 | -1 |
13 | RSU22 | (1.94) | 2.53 | (8.58) | 1,884.30 | $94,215 | $2,299 | 0.47% | 2.44% | 53 | 06/13 11:10 | 0 |
12 | RBU22 | (0.66) | (2.06) | (5.69) | 3.09 | $129,927 | $6,461 | 1.33% | 4.97% | 67 | 07/05 13:59 | 0 |
11 | NQU22 | (0.03) | 1.42 | (8.35) | 12,977.00 | $259,540 | $6,950 | 1.43% | 2.68% | 56 | 06/13 11:05 | 0 |
10 | NGU22 | 1.09 | 1.02 | (6.00) | 8.29 | $82,860 | $5,963 | 1.23% | 7.20% | 67 | 06/14 09:35 | 0 |
9 | HOU22 | 0.79 | (1.94) | (4.51) | 3.53 | $148,268 | $7,447 | 1.54% | 5.02% | 67 | 07/05 16:58 | 0 |
8 | HGU22 | (1.49) | 2.26 | (5.22) | 3.59 | $89,863 | $3,048 | 0.63% | 3.39% | 59 | 07/06 01:39 | 0 |
7 | GCZ22 | 0.39 | 1.13 | (6.74) | 1,782.70 | $178,270 | $2,522 | 0.52% | 1.41% | 58 | 07/06 12:02 | 1 |
6 | ESU22 | 0.72 | 3.33 | (9.41) | 4,132.50 | $206,625 | $4,377 | 0.90% | 2.12% | 59 | 06/13 11:10 | -3 |
5 | CLU22 | (0.32) | (1.58) | (5.60) | 98.30 | $98,300 | $4,768 | 0.98% | 4.85% | 53 | 07/05 13:42 | 0 |
4 | 6JU22 | (1.11) | 2.01 | (7.49) | 0.01 | $94,206 | $945 | 0.20% | 1.00% | 57 | 06/08 08:44 | 0 |
3 | 6EU22 | (1.47) | 1.39 | (6.73) | 1.03 | $128,244 | $1,368 | 0.28% | 1.07% | 64 | 06/13 21:56 | 0 |
2 | 6CU22 | 0.80 | 1.26 | 6.30 | 0.78 | $78,135 | $595 | 0.12% | 0.76% | 60 | 07/18 10:51 | 0 |
1 | 6BU22 | (0.86) | 1.77 | (6.89) | 1.22 | $76,169 | $850 | 0.18% | 1.12% | 69 | 06/13 10:55 | 0 |
0 | 6AU22 | 0.43 | 1.93 | (5.08) | 0.70 | $69,985 | $871 | 0.18% | 1.25% | 70 | 06/13 15:33 | 0 |