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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49周:-1.1%, 年-25.4%

(2022-12-09 15:04:07) 下一個

   第49周交易9次共15手,虧損-5.3K,-1.1%(-2.3,-1.3,-0.3,-1.7,0.2),原倉-3.8,新倉-1.0,交易-0.5。YTD -159.3K,-25.4%。現賬戶資金468.8K,杠杆1.77,淨倉1,波動率1.18%(0.74%~1.45%),風險稍高。

   本周股市下跌,YM-RS背離基本未變。賬戶主要虧損來自做空ZS-ZW,又增加了1手ZS-ZW空倉。目前賬戶持有1手RS多倉,2手YM-RS和2手ZS-ZW空倉。風險稍高。

   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
RSH23 2 2 0 2 $0 ($3,960) $0 ($3,960)
RSZ22 1 1 2 1 ($9,320) $1,025 $0 ($8,295)
YMH23 2 2 0 (2) $0 $4,545 $0 $4,545
YMZ22 4 4 (2) 0 $9,020 ($1,123) $328 $8,225
ZSF23 3 3 (1) (2) ($2,100) ($450) ($700) ($3,250)
ZWH23 3 3 1 2 ($1,363) ($1,000) ($175) ($2,538)
Total 15 15 0 1 ($3,763) ($963) ($547) ($5,273)
     
SID Contract/Pair RV WV WM  PE  MV ATR PV% V% WN DateTime Pos
43 PTF 34.12 1.86 5.83          -   $468,827 $5,551 1.18% 1.18% 68.7 12/09 17:41 1
42 ZWH23-ZCH23 (2.25) (2.32) (5.59) 22.49% $4,438 $1,033 0.22% 2.82% 55 11/03 08:37 0
41 ZSF23-ZWH23 3.70 3.02 6.71 -8.82% $37,488 $1,450 0.31% 3.96% 58 12/06 09:53 -2
40 ZSF23-ZCH23 3.50 (1.06) 4.56 19.48% $41,925 $1,014 0.22% 1.37% 67 11/01 09:53 0
39 ZBH23-6JZ22 (2.11) (2.91) (4.26) 9.59% $38,081 $1,559 0.33% 1.20% 80 11/03 09:08 0
38 YMH23-RSH23 3.41 1.40 4.17 21.66% $78,140 $2,196 0.47% 1.30% 100 11/08 13:20 -2
37 YMZ22-RSZ22 3.41 (1.28) 5.69 49.83% $77,625 $1,521 0.32% 0.91% 63 11/08 13:12 -1
36 RBF23-HOF23 (1.16) 2.27 5.26 23.86% ($31,613) $4,153 0.89% 3.52% 74 12/08 06:42 0
35 RBF23-CLF23 (2.87) 1.77 (4.79) 49.97% $14,926 $2,032 0.43% 2.35% 85 12/05 13:23 0
34 NQH23-YMH23 (4.13) 1.08 5.48 29.61% $64,670 $4,511 0.96% 1.93% 84 11/11 03:52 0
33 NQH23-RSH23 0.03 1.00 4.19 16.56% $142,810 $5,347 1.14% 2.29% 81 10/13 11:40 0
32 NQH23-ESH23 (2.50) 2.04 4.76 52.49% $35,120 $3,044 0.65% 1.30% 95 11/11 03:52 0
31 HOF23-CLF23 (1.76) (1.81) (4.34) 24.89% $46,539 $4,097 0.87% 3.47% 64 11/02 05:01 0
30 HGH23-SIH23 (0.62) (3.97) 8.43 22.15% ($21,988) $2,795 0.60% 2.36% 61 10/14 12:26 0
29 GCG23-SIH23 (0.77) (2.48) 4.67 38.81% $62,540 $2,197 0.47% 1.86% 69 10/12 14:12 0
28 ESH23-YMH23 (2.88) 1.38 6.37 47.13% $29,550 $2,217 0.47% 1.12% 162 11/11 13:18 0
27 ESH23-RSH23 2.79 1.85 4.88 29.08% $107,690 $2,975 0.63% 1.50% 112 10/13 11:41 0
26 6EZ22-6CZ22 (1.36) (1.03) 6.93 28.73% $58,461 $1,057 0.23% 0.80% 72 11/11 16:20 0
25 6EZ22-6AZ22 (1.71) (2.18) 4.98 41.76% $63,751 $864 0.18% 0.66% 75 11/07 14:24 0
24 6CZ22-6AZ22 (0.27) (3.66) (5.53) 47.01% $5,290 $560 0.12% 0.82% 63 11/11 13:29 0
23 6BZ22-6CZ22 1.70 2.20 (7.18) 27.70% $3,380 $813 0.17% 1.06% 59 11/04 08:34 0
22 6BZ22-6AZ22 1.47 (1.99) 6.38 34.98% $8,670 $731 0.16% 0.95% 67 10/13 11:09 0
21 ZWH23 (2.58) (1.58) (5.50)       732.75 $36,638 $1,332 0.28% 3.64% 59 11/03 08:37 2
20 ZSF23 3.40 (1.13) 4.68     1,482.50 $74,125 $1,260 0.27% 1.70% 65 11/02 01:37 -2
19 ZCH23 0.21 (1.33) (5.83)       644.00 $32,200 $527 0.11% 1.64% 61 12/05 12:39 0
18 ZBH23 (3.99) (2.57) (8.55)  129'220  $129,688 $1,725 0.37% 1.33% 64 10/21 09:13 0
17 YMH23 2.16 (1.68) 5.73    33,735.00 $168,675 $2,804 0.60% 1.66% 59 10/13 23:45 -2
16 YMZ22 2.16 (1.57) 5.39    33,487.00 $167,435 $3,032 0.65% 1.81% 63 10/13 23:46 0
15 SIH23 1.05 2.08 5.84        23.68 $118,400 $3,590 0.77% 3.03% 63 11/04 16:01 0
14 RSH23 (3.11) (2.00) 6.79     1,810.70 $90,535 $2,103 0.45% 2.32% 44 11/11 10:20 2
13 RSZ22 (3.11) (1.78) 6.19     1,796.20 $89,810 $2,354 0.50% 2.62% 61 11/11 10:27 1
12 RBF23 (2.81) (1.93) (4.88)         2.06 $86,516 $4,062 0.87% 4.69% 56 12/07 04:57 0
11 NQH23 (1.63) (1.04) 5.97    11,667.25 $233,345 $6,408 1.37% 2.75% 66 11/11 03:52 0
10 NGF23 0.95 1.07 (6.96)         6.31 $63,070 $4,627 0.99% 7.34% 60 10/24 06:53 0
9 HOF23 (1.67) (1.95) (7.22)         2.81 $118,129 $5,454 1.16% 4.62% 62 12/07 14:04 0
8 HGH23 0.52 (1.52) 6.33         3.86 $96,413 $2,571 0.55% 2.67% 73 11/04 15:55 0
7 GCG23 2.10 1.18 5.30     1,809.40 $180,940 $2,587 0.55% 1.43% 51 11/11 16:42 0
6 ESH23 0.32 (1.43) 6.38     3,964.50 $198,225 $4,194 0.89% 2.12% 65 11/14 13:38 0
5 CLF23 1.80 (3.02) (5.95)        71.59 $71,590 $3,474 0.74% 4.85% 58 11/18 09:25 0
4 6JZ22 (1.19) (1.36) 6.56         0.01 $91,606 $1,222 0.26% 1.33% 56 11/10 16:09 0
3 6EZ22 (1.88) (1.10) 7.19         1.05 $131,731 $1,484 0.32% 1.13% 58 11/11 14:39 0
2 6CZ22 (1.02) 1.06 4.97         0.73 $73,270 $747 0.16% 1.02% 59 11/11 14:39 0
1 6BZ22 1.64 2.37 5.76         1.23 $76,650 $1,125 0.24% 1.47% 55 11/11 14:59 0
0 6AZ22 (0.07) 2.71 7.71         0.68 $67,980 $1,057 0.23% 1.56% 49 11/15 08:37 0
                 
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