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記錄股民匹諾曹(Pinocchio)期貨交易從虧損走向盈利的曲折過程。
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帕努奇交易記第31周:0.7%, 年-22.3%

(2022-08-05 15:20:12) 下一個

   第31周交易31次共49手,盈利3.4K,0.7%(3.6,0.8,-4.3,-0.1,3.5),原倉0.2,新倉-1.5,交易5.0。YTD -140.3K,-22.3%。現賬戶資金488.0K,杠杆1.94,淨倉1,波動率0.82%(0.75%~1.35%),風險正常。

   本周股市繼續上漲。盈利主要來自GC-SI多倉與ZS-ZW空倉, ES-YM空倉虧損。已賣掉GC-SI多倉,減少一手ES-YM空倉,新開一手6J多倉。目前賬戶持有一手6J多倉,二手ES-YM和一手ZS-ZW空倉。風險正常。

   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                1          1 0 1 $0 $106 $0 $106
ESU22                9          9 (3) (2) ($1,388) $663 $1,138 $413
GCZ22                5          5 1 0 $970 ($1,690) $1,900 $1,180
SIU22                3          3 (1) 0 $2,375 ($50) ($725) $1,600
YMU22              11        11 3 2 ($1,470) ($520) $350 ($1,640)
ZBU22                2          2 0 0 $0 $0 $63 $63
ZSU22              10        10 (1) (1) $1,500 $0 $2,125 $3,625
ZWU22                8          8 1 1 ($1,763) $0 $163 ($1,600)
Total              49        49 0 1 $224 ($1,491) $5,014 $3,747
                 
SID Contract/Pair RV WV WM  PE  MV ATR PV% V% WN DateTime Pos
40 PTF 18.41 1.76 6.36          -   $488,046 $3,985 0.82% 0.82% 65 08/05 18:00 1
39 ZWU22-ZCU22 (1.08) (1.94) 4.36 29.39% $8,375 $1,455 0.30% 3.75% 83 07/10 20:01 0
38 ZSU22-ZWU22 1.26 1.27 4.22 4.79% $34,288 $1,991 0.41% 2.72% 69 06/28 12:44 -1
37 ZSU22-ZCU22 1.02 1.05 (8.33) 29.64% $42,663 $1,471 0.30% 2.01% 53 07/05 12:44 0
36 ZBU22-6JU22 (1.25) (2.42) 6.68 14.68% $48,469 $1,837 0.38% 1.30% 56 07/01 10:30 0
35 YMU22-RSU22 0.69 (1.84) (5.14) 48.65% $67,620 $1,500 0.31% 0.92% 67 06/10 10:06 0
34 RBU22-HOU22 (0.51) 3.76 (5.57) 30.77% ($14,734) $5,173 1.06% 3.85% 82 06/15 14:19 0
33 RBU22-CLU22 (0.35) 1.84 4.12 39.29% $31,241 $4,117 0.84% 3.44% 84 07/26 09:07 0
32 NQU22-YMU22 0.02 (1.62) (7.44) 36.88% $100,780 $4,281 0.88% 1.62% 61 06/13 16:00 0
31 NQU22-RSU22 0.34 (2.05) (8.15) 29.82% $168,400 $4,760 0.98% 1.80% 61 06/13 15:51 0
30 NQU22-ESU22 0.45 (1.63) (6.20) 57.56% $57,243 $2,879 0.59% 1.09% 67 06/13 04:25 0
29 HOU22-CLU22 0.28 (3.28) (6.61) 28.79% $45,975 $5,321 1.09% 3.96% 70 06/28 09:39 0
28 HGU22-SIU22 (0.57) 4.22 (5.40) 7.39% ($10,525) $2,781 0.57% 3.13% 73 07/29 02:09 0
27 GCZ22-SIU22 0.37 (1.36) 5.22 35.22% $79,940 $1,865 0.38% 1.88% 68 07/25 09:38 0
26 ESU22-YMU22 0.11 (1.42) (5.26) 63.09% $43,538 $1,567 0.32% 0.76% 57 06/10 11:33 -2
25 ESU22-RSU22 1.22 (1.88) (6.01) 44.87% $111,158 $2,341 0.48% 1.13% 65 06/10 10:24 0
24 6EU22-6CU22 (1.70) (1.42) (4.91) 21.80% $50,376 $1,085 0.22% 0.85% 66 06/13 21:56 0
23 6EU22-6AU22 (1.41) (1.28) (7.07) 29.73% $58,461 $975 0.20% 0.76% 64 07/06 08:37 0
22 6CU22-6AU22 (0.07) 1.43 (4.49) 35.27% $8,085 $575 0.12% 0.83% 62 06/15 14:42 0
21 6BU22-6CU22 (0.72) (1.26) 6.00 26.58% ($1,768) $646 0.13% 0.86% 63 06/16 19:58 0
20 6BU22-6AU22 (0.77) 2.35 5.09 34.16% $6,318 $585 0.12% 0.85% 96 06/16 11:44 0
19 ZWU22 (1.13) (1.20) (7.52)       776.50 $38,825 $2,061 0.42% 5.31% 55 07/06 01:39 1
18 ZSU22 1.01 1.27 9.12     1,462.25 $73,113 $2,091 0.43% 2.86% 58 07/29 10:47 -1
17 ZCU22 0.39 1.61 (7.74)       609.00 $30,450 $1,056 0.22% 3.47% 66 07/12 20:09 0
16 ZBU22 (2.92) (3.37) 6.53  141'120  $141,375 $2,153 0.44% 1.52% 44 07/01 10:32 0
15 YMU22 (0.25) 1.12 (9.21)    32,710.00 $163,550 $2,921 0.60% 1.79% 62 06/13 11:10 2
14 SIU22 (0.20) 1.60 6.38        19.86 $99,300 $2,878 0.59% 2.90% 74 07/29 03:07 0
13 RSU22 (1.11) 1.61 (8.67)     1,918.60 $95,930 $2,272 0.47% 2.37% 58 06/13 11:10 0
12 RBU22 (0.55) 1.46 (5.43)         2.85 $119,771 $6,781 1.39% 5.66% 61 07/05 13:59 0
11 NQU22 (0.19) (1.20) (8.55)    13,216.50 $264,330 $6,784 1.39% 2.57% 59 06/13 11:05 0
10 NGU22 1.55 0.96 (5.88)         8.01 $80,050 $6,077 1.25% 7.59% 62 06/14 09:35 0
9 HOU22 0.21 (1.52) (4.50)         3.20 $134,505 $7,472 1.53% 5.56% 69 07/05 16:58 0
8 HGU22 (1.65) 1.57 (5.30)         3.55 $88,775 $3,003 0.62% 3.38% 65 07/06 01:39 0
7 GCZ22 1.54 1.12 (6.75)     1,792.40 $179,240 $2,518 0.52% 1.40% 65 07/06 12:02 0
6 ESU22 0.64 1.12 (9.70)     4,141.75 $207,088 $4,246 0.87% 2.05% 62 06/13 11:10 -2
5 CLU22 (0.46) (1.07) (5.47)        88.53 $88,530 $4,883 1.00% 5.52% 50 07/05 13:42 0
4 6JU22 (1.26) (3.97) 6.54         0.01 $92,906 $1,024 0.21% 1.10% 56 07/29 02:58 1
3 6EU22 (1.40) (1.96) (6.64)         1.02 $127,631 $1,387 0.28% 1.09% 64 06/13 21:56 0
2 6CU22 0.87 1.23 6.39         0.77 $77,255 $587 0.12% 0.76% 64 07/18 10:51 0
1 6BU22 (0.63) 1.24 (6.65)         1.21 $75,488 $880 0.18% 1.17% 72 06/13 10:55 0
0 6AU22 0.46 1.04 (4.99)         0.69 $69,170 $888 0.18% 1.28% 67 06/13 15:33 0
                 
                 
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