TCT
记录股民匹诺曹(Pinocchio)期货交易从亏损走向盈利的曲折过程。
正文
第23周交易55次共106手，盈利8.3K（4.2，-0.9，-0.5，0.8，4.7），1.4%。原仓13.3，新仓0.6，交易-5.2。YTD -$75.4K，-11.6%。现账户资金607.2K，马金67.6K，杠杆2.9，净仓0，波动率1.1%，风险正常。
本周股市比较诡异：道指下跌，其它指数上涨。变化有利于原持仓，最终盈利远少于原仓所赚。这主要是因为在锁利时已逐渐失去原仓位，未赚到的归到交易损失。账户已无汇率与能源期货仓位，并且减少了谷物期货仓位。期指在做多道指，做空其它。虽然本周大跌，下周有机会将重建HO-CL，RB-CL空仓。谷物将继续做多ZW-ZC，做空ZS-ZW。
以下是目前账户的持仓情况。
| SID | Contract/Pair | RV | WV | WM | PE | MV | ATR | SR | V% | WN | DateTime | Pos |
| 0 | 6AU21 | -2.63 | -1.51 | 3.73 | 0.00% | $77,075 | $573 | 1.49 | 0.74% | 19 | 5/10/2021 8:56 | 0 |
| 1 | 6BU21 | 1.03 | -1.09 | 3.94 | 0.00% | $88,219 | $515 | 4.88 | 0.58% | 21 | 5/11/2021 12:41 | 0 |
| 2 | 6CU21 | 1.65 | -1.64 | 5.02 | 0.00% | $82,230 | $489 | 5.18 | 0.59% | 14 | 5/3/2021 13:43 | 0 |
| 3 | 6EU21 | 0.18 | -2.06 | 3.32 | 0.00% | $151,638 | $769 | 3.14 | 0.51% | 19 | 4/20/2021 3:45 | 0 |
| 4 | 6JU21 | 0.97 | -1.37 | 4.59 | 0.00% | $114,056 | $503 | -0.12 | 0.44% | 17 | 4/23/2021 8:58 | 0 |
| 5 | CLN21 | 0.45 | 5.57 | 5.57 | 0.00% | $70,780 | $1,727 | 6.61 | 2.44% | 14 | 6/11/2021 13:00 | 0 |
| 6 | ESM21 | 0.74 | 1.8 | -4.63 | 0.00% | $212,250 | $2,236 | 2.97 | 1.05% | 12 | 5/13/2021 4:52 | -3 |
| 7 | GCQ21 | 0.93 | -1.25 | 3.51 | 0.00% | $187,950 | $2,343 | 5.73 | 1.25% | 21 | 5/19/2021 9:57 | 0 |
| 8 | HGN21 | -0.09 | 1.45 | 5.18 | 0.00% | $113,800 | $2,544 | 4.88 | 2.24% | 14 | 4/27/2021 2:37 | 0 |
| 9 | HON21 | -1.82 | -1.37 | 3.66 | 0.00% | $88,851 | $1,897 | 6.67 | 2.14% | 15 | 6/1/2021 9:07 | 0 |
| 10 | NGN21 | 0.94 | 3.01 | -4.03 | 0.00% | $32,830 | $742 | 7.78 | 2.26% | 20 | 5/24/2021 8:17 | 0 |
| 11 | NQM21 | -0.11 | 2.4 | 3.68 | 0.00% | $279,855 | $4,374 | 0.85 | 1.56% | 20 | 6/1/2021 9:41 | -1 |
| 12 | RBN21 | 1.16 | -1.57 | 3.91 | 0.00% | $91,778 | $2,045 | 4.73 | 2.23% | 15 | 6/4/2021 9:22 | 0 |
| 13 | RSM21 | 2.42 | -1.04 | -2.85 | 0.00% | $116,715 | $2,170 | 2.17 | 1.86% | 19 | 5/11/2021 8:31 | 0 |
| 14 | SIN21 | -1.25 | 1.88 | 3.05 | 0.00% | $140,250 | $3,375 | 4.04 | 2.41% | 16 | 5/17/2021 21:49 | 0 |
| 15 | YMM21 | -1.68 | -1.43 | -5.03 | 0.00% | $172,205 | $1,771 | 2.25 | 1.03% | 15 | 5/13/2021 4:52 | 4 |
| 16 | ZBU21 | -0.85 | 1.78 | -4.56 | 0.00% | $159,438 | $1,020 | 4.38 | 0.64% | 16 | 5/13/2021 5:55 | 0 |
| 17 | ZCN21 | 3.36 | -1.78 | 5.33 | 0.00% | $34,250 | $1,229 | 4.86 | 3.59% | 17 | 4/27/2021 6:15 | -2 |
| 18 | ZSN21 | -0.29 | -3.45 | 5.51 | 0.00% | $75,413 | $1,807 | 3.01 | 2.40% | 11 | 4/27/2021 6:39 | 0 |
| 19 | ZWN21 | -1.73 | -1.46 | 6.24 | 0.00% | $34,050 | $1,149 | 1.81 | 3.37% | 17 | 4/27/2021 6:30 | 2 |
| 20 | 6BU21-6AU21 | 1.91 | 1.21 | 3.66 | 1.80% | $11,144 | $562 | 2.95 | 0.73% | 20 | 5/12/2021 11:32 | 0 |
| 21 | 6CU21-6AU21 | 2.64 | -1.98 | 3.57 | 4.13% | $5,155 | $549 | 3.05 | 0.71% | 18 | 4/30/2021 13:51 | 0 |
| 22 | 6CU21-HGN21 | -0.14 | -1.6 | -4.52 | 13.04% | ($31,570) | $2,212 | -4.47 | 1.94% | 18 | 5/10/2021 2:02 | 0 |
| 23 | 6EU21-6AU21 | 1.14 | -1.63 | 3.18 | 20.51% | $74,563 | $611 | 2.56 | 0.40% | 27 | 5/19/2021 9:51 | 0 |
| 24 | 6EU21-6BU21 | -0.08 | -1.84 | -2.98 | 6.60% | $63,419 | $718 | -0.13 | 0.47% | 15 | 5/12/2021 10:54 | 0 |
| 25 | 6EU21-6CU21 | -0.27 | -1.37 | -3.96 | 8.62% | $69,408 | $703 | -0.16 | 0.46% | 15 | 5/5/2021 12:06 | 0 |
| 26 | ESM21-RSM21 | -1.73 | 1.61 | -2.83 | 28.68% | $95,535 | $1,595 | 1.21 | 0.75% | 14 | 6/3/2021 7:16 | -1 |
| 27 | ESM21-YMM21 | 1.74 | 3.5 | -3.83 | 54.44% | $40,045 | $1,019 | 2.61 | 0.48% | 18 | 5/11/2021 9:09 | -2 |
| 28 | GCQ21-SIN21 | 1.27 | -2.38 | 4.01 | 42.44% | $47,700 | $1,943 | -0.11 | 1.39% | 25 | 5/21/2021 12:14 | 0 |
| 29 | HON21-CLN21 | -1.82 | -1.7 | 4.71 | 64.28% | $18,071 | $678 | 1.85 | 0.76% | 25 | 5/10/2021 9:49 | 0 |
| 30 | NQM21-ESM21 | 0.79 | 2.75 | -4.1 | 40.17% | $67,605 | $2,617 | -1.12 | 0.93% | 22 | 5/11/2021 9:10 | 0 |
| 31 | NQM21-RSM21 | -1.38 | 1.66 | -3.85 | 23.52% | $163,140 | $3,345 | -0.3 | 1.20% | 16 | 5/12/2021 12:16 | 0 |
| 32 | NQM21-YMM21 | 1.34 | 3.01 | -4.13 | 19.48% | $107,650 | $3,521 | -0.08 | 1.26% | 22 | 5/11/2021 9:10 | -1 |
| 33 | RBN21-CLN21 | 1.02 | -1.53 | -3.72 | 61.25% | $20,998 | $792 | -2.2 | 0.86% | 20 | 6/11/2021 8:35 | 0 |
| 34 | RBN21-HON21 | 1.83 | -1.61 | -2.95 | 60.62% | $2,927 | $805 | -3.72 | 0.88% | 25 | 5/11/2021 23:24 | 0 |
| 35 | YMM21-RSM21 | -2.67 | -1.3 | 6.75 | 25.30% | $55,490 | $1,621 | -0.45 | 1.39% | 14 | 5/11/2021 8:28 | 1 |
| 36 | ZBU21-6JU21 | -1.29 | 4.66 | 4.66 | 5.42% | $45,381 | $965 | 4.7 | 0.61% | 18 | 6/11/2021 4:59 | 0 |
| 37 | ZSN21-ZCN21 | -0.22 | -3.69 | 4.95 | 31.88% | $41,163 | $1,231 | -0.44 | 1.63% | 17 | 5/12/2021 12:02 | 0 |
| 38 | ZSN21-ZWN21 | 0.39 | -3.27 | 5.08 | 25.84% | $41,363 | $1,340 | 2.51 | 1.78% | 17 | 5/12/2021 12:02 | 0 |
| 39 | ZWN21-ZCN21 | -2.63 | 1.77 | -4.17 | 32.72% | ($200) | $827 | -4.72 | 2.41% | 12 | 5/4/2021 13:09 | 2 |
| 40 | PTF | 0 | -3.59 | -3.59 | 0.00% | $607,235 | $6,711 | 0.1 | 1.11% | 18 | 6/10/2021 20:10 | 1 |
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