第44周交易22次共34手,盈利3.5K,0.7%(1.5,4.8,0.5,-3.0.,-0.2),原倉4.4,新倉-7.5,交易6.6。YTD -152.3K,-24.2%。現賬戶資金475.9K,杠杆3.72,淨倉1,波動率1.33%(0.73%~1.78%),風險較高。
為防通脹,本周美聯儲繼續加息3碼,股市大跌。賬戶趁機增加了持倉。目前賬戶持有1手ZB,1手ES-YM,2手GC-SI多倉與3手YM-RS空倉。仍偏空於股市。杠杆較大,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 |
CLZ22 | 4 | 4 | 0 | 0 | $0 | $0 | $3,470 | $3,470 |
ESZ22 | 3 | 3 | 0 | 1 | $0 | $75 | $800 | $875 |
GCZ22 | 3 | 3 | 1 | 2 | $3,740 | $980 | $580 | $5,300 |
HOZ22 | 4 | 4 | 0 | 0 | $0 | $0 | ($2,113) | ($2,113) |
RSZ22 | 2 | 2 | 3 | 3 | ($8,550) | $0 | $290 | ($8,260) |
SIZ22 | 6 | 6 | 0 | (2) | $0 | ($7,325) | $2,625 | ($4,700) |
YMZ22 | 5 | 5 | (3) | (4) | $9,210 | ($960) | ($390) | $7,860 |
ZBZ22 | 7 | 7 | 0 | 1 | $0 | ($313) | $1,406 | $1,094 |
Total | 34 | 34 | 1 | 1 | $4,400 | ($7,543) | $6,668 | $3,526 |
SID | Contract/Pair | RV | WV | WM | PE | MV | ATR | PV% | V% | WN | DateTime | Pos |
40 | PTF | 26.80 | 2.28 | 6.53 | - | $475,863 | $6,324 | 1.33% | 1.33% | 64.1 | 11/04 17:55 | 1 |
39 | ZWZ22-ZCZ22 | (0.91) | 1.16 | 5.52 | 22.33% | $8,363 | $1,363 | 0.29% | 3.22% | 63 | 09/21 03:11 | 0 |
38 | ZSF23-ZWZ22 | 2.29 | 2.42 | 5.55 | -0.72% | $30,750 | $1,767 | 0.37% | 4.17% | 51 | 09/13 05:01 | 0 |
37 | ZSF23-ZCZ22 | 2.36 | 3.12 | 9.08 | 22.61% | $39,113 | $1,096 | 0.23% | 1.50% | 61 | 09/13 07:36 | 0 |
36 | ZBZ22-6JZ22 | (0.50) | (2.45) | (4.21) | 10.11% | $33,738 | $1,789 | 0.38% | 1.50% | 70 | 10/07 10:14 | 0 |
35 | YMZ22-RSZ22 | 2.51 | 1.22 | 5.15 | 55.65% | $71,815 | $1,518 | 0.32% | 0.94% | 67 | 10/14 09:55 | -3 |
34 | RBZ22-HOZ22 | (2.72) | 1.16 | 7.07 | 23.46% | ($48,426) | $4,815 | 1.01% | 2.94% | 57 | 09/15 13:59 | 0 |
33 | RBZ22-CLZ22 | (2.54) | (3.83) | 5.28 | 51.72% | $22,514 | $2,027 | 0.43% | 1.76% | 98 | 11/03 05:10 | 0 |
32 | NQZ22-YMZ22 | (1.69) | 1.11 | (5.74) | 41.50% | $55,545 | $4,242 | 0.89% | 1.95% | 68 | 10/11 10:04 | 0 |
31 | NQZ22-RSZ22 | 1.34 | 1.29 | (5.71) | 32.81% | $127,360 | $4,872 | 1.02% | 2.24% | 66 | 10/11 15:11 | 0 |
30 | NQZ22-ESZ22 | (0.73) | 1.13 | (4.75) | 62.44% | $28,788 | $2,724 | 0.57% | 1.25% | 70 | 09/13 20:41 | 0 |
29 | HOZ22-CLZ22 | 1.11 | (1.33) | 5.87 | 26.67% | $70,940 | $4,613 | 0.97% | 2.82% | 63 | 11/04 03:44 | 0 |
28 | HGZ22-SIZ22 | (1.26) | (2.26) | 10.45 | 24.34% | ($12,050) | $2,673 | 0.56% | 2.56% | 57 | 10/14 12:25 | 0 |
27 | GCZ22-SIZ22 | (1.53) | (4.83) | (7.14) | 46.07% | $63,995 | $1,905 | 0.40% | 1.82% | 60 | 10/03 10:00 | 2 |
26 | ESZ22-YMZ22 | (2.66) | (1.23) | (6.28) | 65.39% | $26,758 | $1,682 | 0.35% | 0.89% | 69 | 10/11 10:31 | 1 |
25 | ESZ22-RSZ22 | 0.76 | 1.28 | (5.76) | 48.16% | $98,573 | $2,520 | 0.53% | 1.34% | 66 | 10/11 20:13 | 0 |
24 | 6EZ22-6CZ22 | (1.72) | 3.39 | (5.72) | 29.46% | $50,738 | $1,070 | 0.22% | 0.86% | 73 | 09/25 21:02 | 0 |
23 | 6EZ22-6AZ22 | (1.65) | 2.90 | (4.96) | 36.97% | $60,163 | $956 | 0.20% | 0.76% | 73 | 09/25 21:04 | 0 |
22 | 6CZ22-6AZ22 | 0.26 | (1.99) | (5.51) | 48.31% | $9,425 | $534 | 0.11% | 0.82% | 84 | 10/26 10:04 | 0 |
21 | 6BZ22-6CZ22 | 0.65 | 1.61 | (12.64) | 29.11% | ($3,000) | $873 | 0.18% | 1.23% | 70 | 09/25 21:01 | 0 |
20 | 6BZ22-6AZ22 | 0.79 | 0.00 | (11.12) | 30.01% | $6,425 | $862 | 0.18% | 1.21% | 64 | 09/25 21:01 | 0 |
19 | ZWZ22 | (1.24) | (1.13) | 5.61 | 847.50 | $42,375 | $1,755 | 0.37% | 4.14% | 60 | 09/21 03:11 | 0 |
18 | ZSF23 | 2.34 | 2.56 | 9.46 | 1,462.50 | $73,125 | $1,416 | 0.30% | 1.94% | 63 | 09/13 07:36 | 0 |
17 | ZCZ22 | (0.43) | (1.40) | 5.12 | 680.25 | $34,013 | $679 | 0.14% | 2.00% | 66 | 10/10 10:12 | 0 |
16 | ZBZ22 | (2.89) | (1.13) | (5.68) | 119'130 | $119,406 | $1,990 | 0.42% | 1.67% | 70 | 10/10 13:08 | 1 |
15 | YMZ22 | 2.54 | 1.49 | (5.18) | 32,376.00 | $161,880 | $3,423 | 0.72% | 2.11% | 63 | 09/14 15:17 | -4 |
14 | SIZ22 | 1.73 | 6.06 | 7.97 | 20.92 | $104,575 | $3,533 | 0.74% | 3.38% | 52 | 10/04 12:40 | -2 |
13 | RSZ22 | (1.65) | 1.25 | 4.63 | 1,801.30 | $90,065 | $2,677 | 0.56% | 2.97% | 61 | 10/04 15:59 | 3 |
12 | RBZ22 | (2.74) | (2.16) | 5.55 | 2.74 | $115,114 | $4,199 | 0.88% | 3.65% | 71 | 10/04 14:29 | 0 |
11 | NQZ22 | 0.66 | 1.32 | (6.59) | 10,871.25 | $217,425 | $7,251 | 1.52% | 3.33% | 66 | 09/16 12:27 | 0 |
10 | NGZ22 | (0.49) | 2.42 | (7.34) | 6.46 | $64,590 | $4,670 | 0.98% | 7.23% | 51 | 10/24 06:53 | 0 |
9 | HOZ22 | 1.29 | 1.54 | 6.26 | 3.89 | $163,540 | $6,291 | 1.32% | 3.85% | 62 | 10/06 04:00 | 0 |
8 | HGZ22 | 0.30 | 6.45 | 6.45 | 3.70 | $92,525 | $2,522 | 0.53% | 2.73% | 62 | 11/04 14:56 | 0 |
7 | GCZ22 | 0.72 | 4.96 | (6.17) | 1,685.70 | $168,570 | $2,725 | 0.57% | 1.62% | 52 | 09/16 04:17 | 2 |
6 | ESZ22 | (1.55) | 1.34 | (6.74) | 3,772.75 | $188,638 | $4,861 | 1.02% | 2.58% | 63 | 09/19 06:16 | 1 |
5 | CLZ22 | 0.41 | 2.92 | 6.16 | 92.60 | $92,600 | $3,510 | 0.74% | 3.79% | 58 | 10/09 18:00 | 0 |
4 | 6JZ22 | (2.52) | 2.15 | 6.28 | 0.01 | $85,669 | $1,016 | 0.21% | 1.19% | 57 | 09/22 04:45 | 0 |
3 | 6EZ22 | (1.94) | 3.87 | (5.18) | 1.00 | $124,963 | $1,517 | 0.32% | 1.21% | 60 | 09/25 21:01 | 0 |
2 | 6CZ22 | (0.27) | 1.05 | (5.77) | 0.74 | $74,225 | $760 | 0.16% | 1.02% | 58 | 09/19 09:29 | 0 |
1 | 6BZ22 | 0.65 | 2.37 | (10.09) | 1.14 | $71,225 | $1,231 | 0.26% | 1.73% | 66 | 09/25 21:01 | 0 |
0 | 6AZ22 | (0.46) | 4.02 | (5.66) | 0.65 | $64,800 | $1,033 | 0.22% | 1.59% | 54 | 10/11 00:58 | 0 |