第48周交易21次共42手,盈利7.3K,1.6%(2.4,2.1,-3.4,4.7,1.5),原倉3.2,新倉0.0,交易4.0。YTD -154.0K,-24.5%。現賬戶資金474.2K,杠杆1.36,淨倉0,波動率0.75%(0.65%~1.54%),風險正常。
因美聯儲將降低加息幅度,本周股市繼續上漲。但YM-RS背離終於下跌,賬戶因此獲利。目前賬戶持有2手YM-RS與1手ZS-ZW空倉。風險正常。
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 | 12 | 12 | 4 | 2 | $3,380 | ($735) | $410 | $3,055 |
YMZ22 | 12 | 12 | (4) | (2) | ($220) | $1,218 | $1,708 | $2,705 |
ZSF23 | 9 | 9 | 0 | (1) | $0 | ($38) | $1,713 | $1,675 |
ZWH23 | 9 | 9 | 0 | 1 | $0 | ($425) | $163 | ($263) |
Total | 42 | 42 | 0 | 0 | $3,160 | $20 | $3,994 | $7,172 |
SID | Contract/Pair | RV | WV | WM | PE | MV | ATR | PV% | V% | WN | DateTime | Pos |
40 | PTF | 27.51 | 2.01 | 5.89 | - | $474,168 | $3,574 | 0.75% | 0.75% | 61.3 | 12/02 18:21 | 0 |
39 | ZWH23-ZCH23 | (1.89) | (2.38) | (5.45) | 20.90% | $5,675 | $1,061 | 0.22% | 2.79% | 61 | 11/03 08:37 | 0 |
38 | ZSF23-ZWH23 | 2.82 | 2.94 | 6.26 | -7.83% | $34,025 | $1,446 | 0.30% | 3.80% | 67 | 10/12 12:01 | -1 |
37 | ZSF23-ZCH23 | 2.56 | 2.84 | 4.70 | 21.17% | $39,700 | $985 | 0.21% | 1.37% | 69 | 11/01 09:53 | 0 |
36 | ZBH23-6JZ22 | (2.12) | 1.38 | (5.24) | 7.14% | $36,788 | $1,608 | 0.34% | 1.24% | 66 | 10/07 08:30 | 0 |
35 | YMZ22-RSZ22 | 2.55 | (1.24) | 5.52 | 50.98% | $77,475 | $1,566 | 0.33% | 0.91% | 59 | 11/08 13:12 | -2 |
34 | RBF23-HOF23 | (1.61) | 1.44 | 5.07 | 23.02% | ($36,943) | $4,128 | 0.87% | 3.09% | 80 | 11/02 05:01 | 0 |
33 | RBF23-CLF23 | (2.74) | (4.43) | (4.43) | 48.52% | $16,163 | $2,041 | 0.43% | 2.11% | 85 | 12/02 13:28 | 0 |
32 | NQZ22-YMZ22 | (3.47) | 1.40 | (5.93) | 37.52% | $67,635 | $4,281 | 0.90% | 1.79% | 56 | 10/11 15:11 | 0 |
31 | NQZ22-RSZ22 | (0.27) | 1.18 | 5.35 | 30.96% | $145,110 | $4,730 | 1.00% | 1.97% | 58 | 11/11 03:59 | 0 |
30 | NQZ22-ESZ22 | (2.19) | 1.54 | 5.10 | 59.71% | $36,243 | $2,761 | 0.58% | 1.15% | 57 | 11/11 03:59 | 0 |
29 | HOF23-CLF23 | (0.88) | (1.53) | 4.73 | 25.11% | $53,107 | $4,016 | 0.85% | 3.01% | 66 | 10/05 15:59 | 0 |
28 | HGH23-SIH23 | (0.68) | (1.65) | 9.43 | 19.53% | ($20,400) | $2,922 | 0.62% | 2.50% | 60 | 10/14 12:26 | 0 |
27 | GCG23-SIH23 | (0.65) | (2.91) | 4.62 | 38.01% | $64,365 | $2,251 | 0.47% | 1.93% | 72 | 10/05 10:12 | 0 |
26 | ESZ22-YMZ22 | (2.17) | 1.04 | 7.65 | 62.03% | $31,393 | $1,681 | 0.35% | 0.83% | 52 | 11/11 14:05 | 0 |
25 | ESZ22-RSZ22 | 2.21 | (1.66) | 5.02 | 47.29% | $108,868 | $2,334 | 0.49% | 1.15% | 61 | 11/11 03:59 | 0 |
24 | 6EZ22-6CZ22 | (1.17) | 2.09 | 6.74 | 29.31% | $57,681 | $1,087 | 0.23% | 0.82% | 61 | 11/11 16:20 | 0 |
23 | 6EZ22-6AZ22 | (1.31) | 2.02 | 4.84 | 40.52% | $63,936 | $914 | 0.19% | 0.69% | 67 | 10/04 14:38 | 0 |
22 | 6CZ22-6AZ22 | 0.05 | (1.56) | (5.31) | 45.78% | $6,255 | $583 | 0.12% | 0.86% | 60 | 11/11 13:29 | 0 |
21 | 6BZ22-6CZ22 | 1.57 | 1.82 | (7.00) | 29.93% | $2,631 | $835 | 0.18% | 1.09% | 59 | 11/04 08:34 | 0 |
20 | 6BZ22-6AZ22 | 1.53 | 1.84 | 6.17 | 36.48% | $8,886 | $757 | 0.16% | 0.98% | 71 | 10/13 11:09 | 0 |
19 | ZWH23 | (2.12) | 1.01 | 5.50 | 760.00 | $38,000 | $1,341 | 0.28% | 3.53% | 65 | 10/10 11:22 | 1 |
18 | ZSF23 | 2.50 | 1.40 | 4.72 | 1,440.50 | $72,025 | $1,249 | 0.26% | 1.73% | 67 | 11/02 01:37 | -1 |
17 | ZCH23 | 0.28 | (4.20) | 6.04 | 646.50 | $32,325 | $542 | 0.11% | 1.68% | 58 | 10/10 10:12 | 0 |
16 | ZBH23 | (3.56) | 2.13 | (8.52) | 130'030 | $130,094 | $1,732 | 0.37% | 1.33% | 56 | 10/21 09:13 | 0 |
15 | YMZ22 | 1.59 | 1.78 | 5.44 | 34,389.00 | $171,945 | $3,195 | 0.67% | 1.86% | 56 | 10/04 16:02 | -2 |
14 | SIH23 | 0.91 | 2.62 | 6.26 | 23.36 | $116,775 | $3,632 | 0.77% | 3.11% | 62 | 10/04 11:35 | 0 |
13 | RSZ22 | (2.36) | 2.23 | 6.03 | 1,889.40 | $94,470 | $2,417 | 0.51% | 2.56% | 66 | 11/11 10:27 | 2 |
12 | RBF23 | (2.76) | (3.12) | 4.53 | 2.30 | $96,503 | $3,965 | 0.84% | 4.11% | 59 | 11/22 13:28 | 0 |
11 | NQZ22 | (1.57) | 1.57 | 5.52 | 11,979.00 | $239,580 | $6,851 | 1.44% | 2.86% | 58 | 11/11 03:59 | 0 |
10 | NGF23 | 0.55 | (4.35) | (7.10) | 6.22 | $62,220 | $4,533 | 0.96% | 7.29% | 56 | 10/24 06:53 | 0 |
9 | HOF23 | (0.72) | (2.55) | 5.71 | 3.18 | $133,447 | $5,363 | 1.13% | 4.02% | 59 | 10/06 04:00 | 0 |
8 | HGH23 | 0.12 | 2.02 | 6.29 | 3.86 | $96,375 | $2,587 | 0.55% | 2.68% | 73 | 11/04 15:55 | 0 |
7 | GCG23 | 1.82 | 1.47 | 5.39 | 1,811.40 | $181,140 | $2,637 | 0.56% | 1.46% | 48 | 10/04 12:40 | 0 |
6 | ESZ22 | 0.49 | 1.62 | 5.98 | 4,066.75 | $203,338 | $4,427 | 0.93% | 2.18% | 60 | 11/14 13:53 | 0 |
5 | CLF23 | 1.37 | (1.39) | 6.23 | 80.34 | $80,340 | $3,360 | 0.71% | 4.18% | 53 | 10/09 18:00 | 0 |
4 | 6JZ22 | (0.66) | 2.02 | 6.87 | 0.01 | $93,306 | $1,165 | 0.25% | 1.25% | 52 | 11/10 16:09 | 0 |
3 | 6EZ22 | (1.53) | 1.67 | 6.94 | 1.06 | $131,906 | $1,537 | 0.32% | 1.17% | 51 | 11/11 14:39 | 0 |
2 | 6CZ22 | (0.69) | (1.63) | 4.83 | 0.74 | $74,225 | $768 | 0.16% | 1.03% | 59 | 11/11 14:39 | 0 |
1 | 6BZ22 | 1.55 | 1.58 | 5.44 | 1.23 | $76,856 | $1,191 | 0.25% | 1.55% | 55 | 11/11 14:59 | 0 |
0 | 6AZ22 | (0.35) | 1.15 | 7.57 | 0.68 | $67,970 | $1,076 | 0.23% | 1.58% | 52 | 11/15 08:37 | 0 |