第42周交易18次共33手,盈利0.2K,0.0%(2.4,3.6,-1.2,-5.1.,0.6),原倉13.2,新倉-13.8,交易0.6。YTD -160.6K,-25.6%。現賬戶資金46764K,杠杆2.31,淨倉4,波動率1.69%(1.10%~2.68%),風險非常高。
本周股市大漲。然而賬戶又過早的失去了本應大賺的HO-CL空倉,獲利甚微。目前賬戶持有1手ES,2手ZB,1手GC多倉。2手YM-RS空倉。風險非常高。已對自主交易失去了信心,因為無法避免人為犯錯。今後應向全自動交易發展。
以下是賬戶交易與期貨的詳細情況,
Contract | Trade | Vol | P_1 | Pos | Old | New | Trading | No Fee |
CLZ22 | 1 | 1 | 1 | 0 | $600 | ($3,000) | $0 | ($2,400) |
ESZ22 | 4 | 4 | 1 | 1 | $8,775 | $0 | $2,450 | $11,225 |
GCZ22 | 5 | 5 | 0 | 1 | $0 | $1,670 | ($2,670) | ($1,000) |
HOX22 | 5 | 5 | (1) | 0 | $6,842 | ($4,087) | $4,847 | $7,602 |
RBX22 | 4 | 4 | 0 | 0 | $0 | $0 | ($3,658) | ($3,658) |
RSZ22 | 3 | 3 | 1 | 2 | $3,020 | $1,205 | ($1,260) | $2,965 |
SIZ22 | 5 | 5 | 1 | 0 | $6,000 | ($3,100) | $2,475 | $5,375 |
YMZ22 | 5 | 5 | (1) | (2) | ($7,500) | ($2,780) | ($1,570) | ($11,850) |
ZBZ22 | 1 | 1 | 1 | 2 | ($4,500) | ($3,750) | $0 | ($8,250) |
Total | 33 | 33 | 3 | 4 | $13,237 | ($13,842) | $614 | $9 |
SID | Contract/Pair | RV | WV | WM | PE | MV | ATR | PV% | V% | WN | DateTime | Pos |
40 | PTF | 27.47 | 2.26 | 6.45 | - | $467,594 | $7,908 | 1.69% | 1.69% | 68.5 | 10/21 20:20 | 4 |
39 | ZWZ22-ZCZ22 | (1.15) | 1.52 | 5.64 | 26.07% | $8,225 | $1,333 | 0.29% | 3.14% | 68 | 09/21 03:11 | 0 |
38 | ZSF23-ZWZ22 | 1.41 | (1.29) | 5.57 | 2.43% | $27,688 | $1,760 | 0.38% | 4.15% | 53 | 09/13 05:01 | 0 |
37 | ZSF23-ZCZ22 | 1.28 | 1.40 | 8.57 | 25.02% | $35,913 | $1,161 | 0.25% | 1.66% | 58 | 09/13 07:36 | 0 |
36 | ZBZ22-6JZ22 | (1.20) | (1.23) | 4.15 | 11.65% | $33,838 | $1,680 | 0.36% | 1.41% | 76 | 10/14 08:52 | 0 |
35 | YMZ22-RSZ22 | 1.94 | 3.53 | 5.14 | 53.74% | $68,440 | $1,522 | 0.33% | 0.98% | 79 | 10/14 09:55 | -2 |
34 | RBZ22-HOZ22 | (3.30) | (2.09) | 7.07 | 24.04% | ($45,793) | $4,815 | 1.03% | 3.23% | 58 | 09/15 13:59 | 0 |
33 | RBZ22-CLZ22 | (3.13) | (1.83) | 4.61 | 52.57% | $18,176 | $2,081 | 0.45% | 2.01% | 101 | 10/04 14:29 | 0 |
32 | NQZ22-YMZ22 | 0.00 | 1.83 | (5.12) | 42.17% | $71,615 | $3,976 | 0.85% | 1.75% | 79 | 10/10 13:07 | 0 |
31 | NQZ22-RSZ22 | 1.60 | 2.65 | (5.49) | 32.33% | $140,055 | $4,652 | 0.99% | 2.04% | 73 | 09/14 07:57 | 0 |
30 | NQZ22-ESZ22 | 0.87 | 1.94 | (5.02) | 62.58% | $38,960 | $2,572 | 0.55% | 1.13% | 81 | 09/13 20:41 | 0 |
29 | HOZ22-CLZ22 | 1.27 | 2.11 | (5.28) | 27.89% | $63,968 | $4,571 | 0.98% | 3.07% | 72 | 09/14 07:06 | 0 |
28 | HGZ22-SIZ22 | (1.36) | (2.56) | (9.44) | 19.80% | ($10,025) | $2,605 | 0.56% | 2.69% | 53 | 10/04 09:26 | 0 |
27 | GCZ22-SIZ22 | (1.01) | (2.53) | (7.45) | 43.80% | $69,250 | $1,825 | 0.39% | 1.88% | 62 | 10/03 10:00 | 1 |
26 | ESZ22-YMZ22 | (1.11) | 1.53 | (6.42) | 64.86% | $32,655 | $1,645 | 0.35% | 0.87% | 94 | 10/11 10:31 | 0 |
25 | ESZ22-RSZ22 | 1.43 | 2.99 | (5.77) | 46.33% | $101,095 | $2,513 | 0.54% | 1.33% | 75 | 10/11 20:13 | 0 |
24 | 6EZ22-6CZ22 | (1.35) | 1.86 | (5.58) | 25.62% | $50,436 | $1,097 | 0.23% | 0.89% | 71 | 09/25 21:02 | 0 |
23 | 6EZ22-6AZ22 | (1.73) | (0.96) | 5.30 | 31.21% | $59,821 | $1,014 | 0.22% | 0.82% | 72 | 10/04 14:38 | 0 |
22 | 6CZ22-6AZ22 | (0.79) | (2.60) | 5.45 | 44.67% | $9,385 | $530 | 0.11% | 0.83% | 92 | 10/10 11:08 | 0 |
21 | 6BZ22-6CZ22 | 0.25 | 1.39 | (13.63) | 28.28% | ($2,608) | $809 | 0.17% | 1.14% | 82 | 09/25 21:01 | 0 |
20 | 6BZ22-6AZ22 | (0.23) | (2.02) | (10.79) | 27.44% | $6,778 | $819 | 0.18% | 1.16% | 70 | 09/25 21:01 | 0 |
19 | ZWZ22 | (1.08) | 1.59 | 5.46 | 848.00 | $42,400 | $1,803 | 0.39% | 4.25% | 58 | 09/21 03:11 | 0 |
18 | ZSF23 | 1.25 | 1.47 | 8.65 | 1,401.75 | $70,088 | $1,549 | 0.33% | 2.21% | 60 | 09/13 07:36 | 0 |
17 | ZCZ22 | 0.72 | 1.26 | 6.06 | 683.50 | $34,175 | $771 | 0.16% | 2.26% | 68 | 08/23 10:37 | 0 |
16 | ZBZ22 | (4.03) | (1.12) | (5.95) | 118'310 | $118,969 | $1,902 | 0.41% | 1.60% | 70 | 10/10 13:08 | 2 |
15 | YMZ22 | 1.01 | 3.28 | (5.39) | 31,189.00 | $155,945 | $3,289 | 0.70% | 2.11% | 61 | 09/14 15:17 | -2 |
14 | SIZ22 | 1.16 | 3.66 | 8.07 | 19.40 | $97,000 | $3,248 | 0.69% | 3.35% | 63 | 10/04 02:48 | 0 |
13 | RSZ22 | (1.93) | 1.84 | 4.85 | 1,750.10 | $87,505 | $2,559 | 0.55% | 2.92% | 57 | 10/04 15:59 | 2 |
12 | RBZ22 | (3.38) | 1.16 | 5.31 | 2.46 | $103,316 | $4,389 | 0.94% | 4.25% | 64 | 10/04 14:29 | 0 |
11 | NQZ22 | 0.84 | 2.57 | (5.20) | 11,378.00 | $227,560 | $6,875 | 1.47% | 3.02% | 67 | 09/14 07:59 | 0 |
10 | NGZ22 | (2.12) | (7.07) | (7.07) | 5.52 | $55,160 | $4,738 | 1.01% | 8.59% | 61 | 10/21 12:20 | 0 |
9 | HOZ22 | 1.58 | 1.82 | 6.21 | 3.55 | $149,108 | $6,339 | 1.36% | 4.25% | 64 | 10/06 04:00 | 0 |
8 | HGZ22 | (0.96) | 2.64 | (5.20) | 3.48 | $86,975 | $2,513 | 0.54% | 2.89% | 63 | 09/16 04:53 | 0 |
7 | GCZ22 | 0.53 | 3.09 | (6.46) | 1,662.50 | $166,250 | $2,601 | 0.56% | 1.56% | 51 | 09/16 04:17 | 1 |
6 | ESZ22 | (0.49) | 2.77 | (6.80) | 3,772.00 | $188,600 | $4,682 | 1.00% | 2.48% | 59 | 09/16 12:27 | 1 |
5 | CLZ22 | 0.55 | (1.04) | 5.89 | 85.14 | $85,140 | $3,705 | 0.79% | 4.35% | 53 | 10/10 09:41 | 0 |
4 | 6JZ22 | (2.69) | (1.55) | (7.29) | 0.01 | $85,131 | $857 | 0.18% | 1.01% | 74 | 09/07 07:38 | 0 |
3 | 6EZ22 | (1.64) | 2.71 | (5.32) | 0.99 | $123,731 | $1,475 | 0.32% | 1.19% | 69 | 09/25 21:01 | 0 |
2 | 6CZ22 | (0.51) | 3.36 | (4.11) | 0.73 | $73,295 | $699 | 0.15% | 0.95% | 65 | 09/14 07:49 | 0 |
1 | 6BZ22 | 0.19 | 2.75 | (11.01) | 1.13 | $70,688 | $1,128 | 0.24% | 1.60% | 73 | 09/25 21:01 | 0 |
0 | 6AZ22 | 0.81 | 3.74 | (6.10) | 0.64 | $63,910 | $959 | 0.21% | 1.50% | 72 | 10/11 00:58 | 0 |