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 |