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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36周:1.0%, 年-20.0%

(2022-09-09 14:54:47) 下一個

   第36周交易43次共73手,盈利4.7K,1.0%(2.3,-4.0,-2.0,6.3,2.1),原倉-0.2,新倉-2.6,交易7.6。YTD -125.9K,-20.0%。現賬戶資金502.3K,杠杆0.53,淨倉0,波動率0.35%(0.00%~2.15%),風險較低。

   本周股市大漲。但擔心加息後會下跌,沒有進行期指交易。盈利主要來自能源與穀物期貨。虧損主要來自日元,已割。目前僅持有1手GC-SI多倉,偏空於股市。風險較低。RB-HO的背離仍然嚴重,一升HO竟然可以換1.5升的RB,正常情況下應在1.2升左右。RB-HO的波動率非常大,目前賬戶最多能持二手,屬高風險期貨,不宜常玩。加息對股市不利,但還不至於崩盤。美元橫掃世界所有貨幣。現在去歐洲旅遊,見到的遊客都全是美國人,懷疑是否到了殖民地?疫情前中國曾是遊客的主力,現在出國的人已大大減少,出國航班的人數下降了90%。如果加息最終也無法阻擋通脹,美元帝國的末日亦即將來臨。

下麵是賬戶交易與期貨的詳細情況,

Contract Trade Vol P_1 Pos Old New Trading No Fee
6BU22 4 4 0 0 $0 $0 $194 $194
6BZ22 4 4 0 0 $0 $0 $438 $438
6CU22 4 4 0 0 $0 $0 $265 $265
6CZ22 4 4 0 0 $0 $0 ($50) ($50)
6JU22 4 4 2 0 ($3,213) ($225) $362 ($3,075)
GCZ22 3 3 0 1 $0 $350 $760 $1,110
HOV22 13 13 (1) 0 $1,491 $2,449 ($433) $3,507
RBV22 11 11 1 0 ($1,659) ($3,213) $4,889 $17
SIZ22 3 3 0 (1) $0 ($775) ($350) ($1,125)
ZBZ22 2 2 0 0 $0 $0 $250 $250
ZSX22 10 10 0 0 $0 $0 $650 $650
ZWZ22 11 11 1 0 $3,138 ($1,163) $588 $2,563
Total 73 73 3 0 ($243) ($2,577) $7,563 $4,744
     
     
SID Contract/Pair RV WV WM  PE  MV ATR PV% V% WN DateTime Pos
40 PTF 28.53 2.06 5.57          -   $502,282 $1,733 0.35% 0.35% 72.3 09/09 17:36 0
39 ZWZ22-ZCZ22 (1.24) 2.45 (5.44) 28.62% $9,350 $1,295 0.26% 2.97% 77 08/19 10:27 0
38 ZSX22-ZWZ22 0.04 (1.80) 4.78 11.75% $27,063 $1,788 0.36% 2.53% 65 08/18 14:18 0
37 ZSX22-ZCZ22 (0.44) 1.72 5.97 33.27% $36,413 $1,352 0.27% 1.91% 69 07/27 21:40 0
36 ZBZ22-6JZ22 (1.45) (1.13) 4.34 13.70% $44,513 $1,570 0.31% 1.18% 55 07/15 10:47 0
35 YMZ22-RSZ22 (0.66) 1.34 (4.45) 22.89% $66,875 $1,780 0.35% 1.10% 93 08/25 13:00 0
34 RBV22-HOV22 (4.26) 2.37 (10.02) 19.41% ($49,140) $5,093 1.01% 3.38% 69 08/25 07:57 0
33 RBV22-CLZ22 (2.84) 1.37 (4.61) 45.09% $16,573 $2,883 0.57% 2.84% 79 08/24 13:40 0
32 NQZ22-YMZ22 1.29 2.27 (4.75) 25.04% $92,165 $4,475 0.89% 1.77% 79 07/26 14:34 0
31 NQZ22-RSZ22 (0.35) 2.44 (5.02) 15.23% $159,040 $5,060 1.01% 2.00% 73 08/28 20:57 0
30 NQZ22-ESZ22 1.14 2.20 4.53 48.94% $49,185 $3,048 0.61% 1.20% 89 07/21 09:00 0
29 HOV22-CLZ22 2.98 (2.35) (4.43) 25.80% $65,713 $4,690 0.93% 3.11% 90 09/01 04:51 0
28 HGZ22-SIZ22 (0.12) (1.50) 6.37 -1.04% ($5,050) $2,665 0.53% 2.84% 56 08/22 08:42 0
27 GCZ22-SIZ22 0.68 (2.21) (4.99) 34.31% $78,835 $1,733 0.35% 1.85% 74 08/09 00:09 1
26 ESZ22-YMZ22 2.14 3.48 3.73 43.54% $42,980 $2,015 0.40% 0.99% 149 07/27 14:41 0
25 ESZ22-RSZ22 1.40 2.16 (4.96) 23.35% $109,855 $2,736 0.54% 1.34% 103 08/29 05:03 0
24 6EZ22-6CZ22 (0.30) (1.45) (5.39) 11.42% $49,730 $1,132 0.23% 0.90% 74 08/23 03:20 0
23 6EZ22-6AZ22 (0.25) (1.56) (6.20) 18.48% $57,895 $1,042 0.21% 0.82% 88 08/23 03:16 0
22 6CZ22-6AZ22 (0.58) (1.44) (4.47) 20.51% $8,165 $590 0.12% 0.86% 85 08/01 11:20 0
21 6BZ22-6CZ22 (1.71) 1.55 (4.76) 10.13% ($4,220) $622 0.12% 0.86% 81 08/22 05:32 0
20 6BZ22-6AZ22 (2.00) (2.97) (5.65) 15.04% $3,945 $631 0.13% 0.92% 91 08/22 05:53 0
19 ZWZ22 (0.82) 2.88 (5.15)       872.00 $43,600 $1,814 0.36% 4.16% 63 07/11 21:00 0
18 ZSX22 (0.47) 2.09 8.08     1,413.25 $70,663 $2,026 0.40% 2.87% 57 07/29 10:46 0
17 ZCZ22 1.67 2.75 (8.56)       685.00 $34,250 $946 0.19% 2.76% 73 07/12 20:08 0
16 ZBZ22 (3.30) (1.27) 5.26  133'010  $133,031 $1,819 0.36% 1.37% 51 07/22 10:10 0
15 YMZ22 (2.25) 3.64 (6.45)    32,244.00 $161,220 $2,308 0.46% 1.43% 57 08/28 21:18 0
14 SIZ22 (0.60) 1.19 6.96        18.79 $93,925 $2,638 0.53% 2.81% 73 07/29 03:07 -1
13 RSZ22 (0.66) 3.31 (5.14)     1,886.90 $94,345 $1,909 0.38% 2.02% 55 08/28 21:30 0
12 RBV22 (3.63) 2.52 (5.11)         2.42 $101,653 $5,251 1.05% 5.17% 67 08/05 09:31 0
11 NQZ22 (0.76) 3.07 (5.32)    12,669.25 $253,385 $5,969 1.19% 2.36% 61 08/28 21:29 0
10 NGV22 (0.43) (1.05) 6.21         8.04 $80,380 $5,639 1.12% 7.02% 62 07/26 08:20 0
9 HOV22 3.16 1.52 5.17         3.59 $150,793 $6,320 1.26% 4.19% 88 07/28 05:08 0
8 HGZ22 (1.40) (1.75) 4.44         3.56 $88,875 $2,523 0.50% 2.84% 68 09/09 04:20 0
7 GCZ22 0.99 (1.60) (4.27)     1,727.60 $172,760 $2,243 0.45% 1.30% 64 07/14 09:47 1
6 ESZ22 2.03 3.36 (5.51)     4,084.00 $204,200 $3,570 0.71% 1.75% 67 08/28 21:28 0
5 CLZ22 (1.29) 2.79 (4.41)        85.08 $85,080 $3,925 0.78% 4.61% 61 08/05 09:29 0
4 6JZ22 (1.40) (1.71) 6.85         0.01 $88,519 $914 0.18% 1.03% 50 07/29 02:28 0
3 6EZ22 0.05 (1.55) (5.96)         1.01 $126,475 $1,278 0.25% 1.01% 66 08/23 03:16 0
2 6CZ22 0.82 (1.55) 6.95         0.77 $76,745 $509 0.10% 0.66% 54 07/18 10:49 0
1 6BZ22 (1.70) (1.66) (6.36)         1.16 $72,525 $692 0.14% 0.95% 56 08/23 02:35 0
0 6AZ22 1.10 (1.36) 5.79         0.69 $68,580 $742 0.15% 1.08% 58 07/19 19:21 0
                 
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