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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47周:-1.6%, 年-25.7%

(2022-11-25 14:58:10) 下一個

   第47周交易1次共2手,虧損-7.8K,-1.6%(-0.9,-3.7,-1.2,0.0.,-2.0),原倉-6.3,新倉-1.7,交易0.0。YTD -161.3K,-25.7%。現賬戶資金466.9K,杠杆2.27,淨倉0,波動率1.36%(1.03%~1.61%),風險較高。

   本周股市上演聖誕行情,一路上漲。YM-RS背離竟然創下曆史新高,賬戶因此嚴重虧損,創下新低。因為已滿倉,本周僅進行了一次交易,增加了一手YM-RS空倉。目前賬戶持有4手YM-RS空倉。風險較高。

   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
RSZ22 1 1 3 4 $2,835 $1,275 $0 $4,110
YMZ22 1 1 (3) (4) ($9,180) ($3,010) $0 ($12,190)
Total 2 2 0 0 ($6,345) ($1,735) $0 ($8,080)
     
SID Contract/Pair RV WV WM  PE  MV ATR PV% V% WN DateTime Pos
40 PTF 25.72 2.15 5.96          -   $466,883 $6,331 1.36% 1.36% 62.2 11/25 17:28 0
39 ZWH23-ZCH23 (1.83) (3.43) (5.18) 22.88% $6,113 $1,114 0.24% 2.81% 66 11/03 08:37 0
38 ZSF23-ZWH23 2.20 3.96 6.07 -3.25% $32,038 $1,492 0.32% 3.76% 66 10/12 12:01 0
37 ZSF23-ZCH23 1.93 (1.39) (6.88) 20.42% $38,150 $1,007 0.22% 1.40% 68 10/03 06:57 0
36 ZBH23-6JZ22 (2.33) (1.32) (4.88) 4.16% $37,438 $1,728 0.37% 1.35% 54 10/07 08:30 0
35 YMZ22-RSZ22 2.13 2.42 5.47 52.39% $78,265 $1,583 0.34% 0.92% 57 11/08 13:12 -4
34 RBF23-HOF23 (0.90) 1.69 5.12 22.59% ($38,039) $4,086 0.88% 3.03% 76 11/02 05:01 0
33 RBF23-CLF23 (1.90) 1.30 (4.60) 49.78% $20,306 $1,949 0.42% 2.01% 107 10/10 21:17 0
32 NQZ22-YMZ22 (3.76) (1.59) (5.87) 38.87% $63,845 $4,328 0.93% 1.84% 59 10/11 15:11 0
31 NQZ22-RSZ22 (0.66) (1.22) (5.77) 31.95% $142,110 $4,818 1.03% 2.04% 55 10/11 15:11 0
30 NQZ22-ESZ22 (2.64) (1.69) 5.06 60.69% $34,023 $2,783 0.60% 1.18% 59 11/11 03:59 0
29 HOF23-CLF23 (0.98) (2.70) (4.55) 25.96% $58,346 $3,908 0.84% 2.90% 74 11/02 05:01 0
28 HGH23-SIH23 (0.40) (1.81) 9.52 19.21% ($17,700) $2,893 0.62% 2.67% 60 10/14 12:26 0
27 GCG23-SIH23 0.16 1.74 4.71 38.45% $68,645 $2,204 0.47% 2.03% 80 10/05 10:12 0
26 ESZ22-YMZ22 (2.36) (1.43) 7.56 63.30% $29,823 $1,700 0.36% 0.84% 57 11/11 14:05 0
25 ESZ22-RSZ22 1.46 3.00 (6.04) 48.16% $108,088 $2,402 0.51% 1.19% 61 10/11 20:13 0
24 6EZ22-6CZ22 (1.31) 1.06 6.61 30.27% $55,520 $1,108 0.24% 0.85% 59 11/11 16:20 0
23 6EZ22-6AZ22 (1.12) (1.59) 4.75 41.37% $62,770 $932 0.20% 0.72% 66 10/04 14:38 0
22 6CZ22-6AZ22 0.30 (4.11) (5.42) 48.24% $7,250 $572 0.12% 0.85% 61 11/11 13:29 0
21 6BZ22-6CZ22 1.15 3.58 (6.48) 27.62% $883 $953 0.20% 1.26% 61 09/25 21:01 0
20 6BZ22-6AZ22 1.24 4.47 6.68 32.63% $8,133 $887 0.19% 1.17% 61 09/29 18:19 0
19 ZWH23 (1.80) (1.83) 5.10       792.75 $39,638 $1,445 0.31% 3.64% 66 10/10 11:22 0
18 ZSF23 1.90 (1.21) 4.66     1,433.50 $71,675 $1,265 0.27% 1.77% 70 11/02 01:37 0
17 ZCH23 0.92 2.42 5.66       670.50 $33,525 $578 0.12% 1.72% 60 10/10 10:12 0
16 ZBH23 (4.02) (1.53) (8.18)  127'170  $127,531 $1,803 0.39% 1.41% 50 10/21 09:13 0
15 YMZ22 1.77 3.56 5.23    34,378.00 $171,890 $3,324 0.71% 1.93% 55 10/04 16:02 -4
14 SIH23 0.19 (1.42) 7.79        21.67 $108,325 $3,581 0.77% 3.31% 60 10/04 11:35 0
13 RSZ22 (1.69) 1.88 5.72     1,872.50 $93,625 $2,547 0.55% 2.72% 63 11/11 10:27 4
12 RBF23 (1.99) (2.97) 4.63         2.31 $96,856 $3,881 0.83% 4.01% 66 11/22 13:28 0
11 NQZ22 (1.57) 2.25 5.34    11,786.75 $235,735 $7,080 1.52% 3.00% 64 11/11 03:59 0
10 NGF23 1.51 (2.35) (7.17)         7.22 $72,200 $4,494 0.96% 6.22% 60 10/24 06:53 0
9 HOF23 (0.81) (3.01) 6.95         3.21 $134,896 $5,278 1.13% 3.91% 58 10/06 04:00 0
8 HGH23 (0.64) (1.51) 6.26         3.63 $90,625 $2,599 0.56% 2.87% 76 11/04 15:55 0
7 GCG23 2.50 (1.13) 5.33     1,769.70 $176,970 $2,666 0.57% 1.51% 50 10/04 12:40 0
6 ESZ22 0.25 2.29 5.71     4,034.25 $201,713 $4,633 0.99% 2.30% 58 11/14 13:53 0
5 CLF23 0.40 (2.13) 6.22        76.55 $76,550 $3,365 0.72% 4.40% 56 10/09 18:00 0
4 6JZ22 (0.90) (1.84) 7.42         0.01 $90,094 $1,080 0.23% 1.20% 52 11/10 16:09 0
3 6EZ22 (1.25) (1.45) 6.71         1.04 $130,250 $1,589 0.34% 1.22% 50 11/11 14:39 0
2 6CZ22 0.11 (1.11) 4.66         0.75 $74,730 $796 0.17% 1.07% 60 11/11 14:39 0
1 6BZ22 1.21 3.52 4.92         1.21 $75,613 $1,316 0.28% 1.74% 57 11/11 14:59 0
0 6AZ22 (0.30) (1.04) 7.37         0.67 $67,480 $1,106 0.24% 1.64% 48 11/15 08:37 0
                 
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