TCT

記錄股民匹諾曹(Pinocchio)期貨交易從虧損走向盈利的曲折過程。
個人資料
  • 博客訪問:
歸檔
正文

帕努奇交易記第30周:0.6%, 年-22.9%

(2022-07-29 14:51:45) 下一個

   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
                 
                 
                 
[ 打印 ]
閱讀 ()評論 (0)
評論
目前還沒有任何評論
登錄後才可評論.