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41周交易67次共112手，盈利3.2K（-0.9，-1.5，3.9, 0.1，1.5），0.5%。原仓1.7，新仓0.4，交易1.5。YTD -$65.0K，-10.0%。现账户资金629.1K，马金73.0K，杠杆2.53，净仓0，波动率0.66%，风险正常。
本周股市先下跌，然后暴涨。账户在跌时重建了部分期指多仓，可惜仅实现了微薄利润后就失去仓位。主要利润来自于能源期货与铜。亏损来自于债卷与外汇，做空ZB-6J约造成了5K的亏损。谷物期货仍然在拉锯战中。现账户持有1手6E-6A，2手ZS-ZC多仓。2手ZB-6J，3手RB-HO，2手ZW-ZC空仓。没有期指，净仓为0，风险正常。下周股市涨则伺机做空，跌则伺机做多。
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 | 6AZ21 | 0.65 | -1.09 | -8.4 | 0.00% | $74,210 | $624 | 0.76 | 0.84% | 58 | 8/20/2021 3:29 | -1 |
| 1 | 6BZ21 | -2.96 | 2.56 | -5.38 | 0.00% | $85,888 | $518 | -1.58 | 0.60% | 51 | 9/29/2021 3:08 | 0 |
| 2 | 6CZ21 | -0.7 | -1.32 | -8.89 | 0.00% | $80,900 | $590 | 1.76 | 0.73% | 52 | 8/20/2021 5:20 | 0 |
| 3 | 6EZ21 | 0.31 | -1.16 | -5.48 | 0.00% | $145,138 | $604 | -4.37 | 0.42% | 68 | 9/30/2021 6:40 | 1 |
| 4 | 6JZ21 | 1.14 | -1.14 | -9.29 | 0.00% | $109,431 | $557 | -8.44 | 0.51% | 49 | 9/28/2021 8:48 | 2 |
| 5 | CLZ21 | -1.68 | 2.05 | 7.25 | 0.00% | $82,000 | $1,967 | 7.67 | 2.40% | 53 | 9/28/2021 2:28 | 0 |
| 6 | ESZ21 | 3.27 | 5.35 | 5.35 | 0.00% | $223,263 | $2,710 | 0.36 | 1.21% | 64 | 10/15/2021 14:26 | 0 |
| 7 | GCZ21 | -0.96 | -3.18 | -5.56 | 0.00% | $176,810 | $2,225 | -0.6 | 1.26% | 66 | 9/16/2021 9:50 | 0 |
| 8 | HGZ21 | 1.64 | -1.24 | 8.41 | 0.00% | $118,000 | $2,811 | 3.21 | 2.38% | 42 | 10/15/2021 9:22 | 0 |
| 9 | HOX21 | 2.66 | -1.41 | 7.15 | 0.00% | $108,095 | $2,386 | 8.84 | 2.21% | 66 | 8/25/2021 8:57 | 3 |
| 10 | NGX21 | -0.71 | -2.48 | 8.14 | 0.00% | $54,220 | $3,108 | 4.76 | 5.73% | 57 | 9/27/2021 23:30 | 0 |
| 11 | NQZ21 | -0.67 | 5.05 | -6.56 | 0.00% | $302,885 | $4,382 | 0.17 | 1.45% | 71 | 9/20/2021 15:18 | 0 |
| 12 | RBX21 | 0.49 | 3.19 | 8.09 | 0.00% | $104,223 | $2,562 | 7.08 | 2.46% | 49 | 8/25/2021 15:34 | -3 |
| 13 | RSZ21 | -1.46 | -1.69 | 6.54 | 0.00% | $113,205 | $2,092 | 1.22 | 1.85% | 64 | 8/25/2021 13:20 | 0 |
| 14 | SIZ21 | -1.28 | 1.21 | -4.8 | 0.00% | $116,750 | $2,883 | -0.77 | 2.47% | 63 | 9/16/2021 10:47 | 0 |
| 15 | YMZ21 | -4.24 | 5.54 | 5.54 | 0.00% | $175,955 | $2,151 | -0.1 | 1.22% | 68 | 10/15/2021 16:01 | 0 |
| 16 | ZBZ21 | -0.57 | -2 | -5.31 | 0.00% | $159,500 | $1,188 | -3.08 | 0.74% | 61 | 9/23/2021 23:56 | -2 |
| 17 | ZCZ21 | -0.13 | 3.51 | 4.78 | 0.00% | $26,350 | $612 | -3.61 | 2.32% | 60 | 9/16/2021 7:59 | 0 |
| 18 | ZSX21 | -1.41 | 3.14 | -5.75 | 0.00% | $60,925 | $1,131 | -6.45 | 1.86% | 58 | 8/19/2021 12:09 | 2 |
| 19 | ZWZ21 | 1.63 | 3.16 | -5.32 | 0.00% | $36,675 | $870 | -2.44 | 2.37% | 50 | 8/18/2021 3:36 | -2 |
| 20 | 6BZ21-6AZ21 | -2.81 | -1.06 | -4.53 | 32.79% | $11,678 | $419 | -3.09 | 0.56% | 85 | 9/2/2021 9:29 | 0 |
| 21 | 6CZ21-6AZ21 | -0.73 | -1.59 | 4.43 | 32.25% | $6,690 | $423 | 1.34 | 0.57% | 79 | 8/23/2021 21:01 | 0 |
| 22 | 6CZ21-HGZ21 | -1.67 | 1.06 | 6.9 | 10.51% | ($37,100) | $2,516 | -3.17 | 2.13% | 54 | 8/19/2021 5:42 | 0 |
| 23 | 6EZ21-6AZ21 | 0.11 | 1.37 | -5.06 | 16.54% | $70,928 | $520 | -5.98 | 0.70% | 84 | 9/30/2021 20:14 | 1 |
| 24 | 6EZ21-6BZ21 | 1.25 | 1.1 | -5.15 | 19.26% | $59,250 | $488 | -3.73 | 0.34% | 81 | 9/9/2021 10:44 | 0 |
| 25 | 6EZ21-6CZ21 | 0.61 | 1.32 | 5.49 | 4.40% | $64,238 | $578 | -6.37 | 0.40% | 80 | 8/20/2021 5:35 | 0 |
| 26 | ESZ21-RSZ21 | 1.82 | 5.75 | -5.78 | 34.06% | $110,058 | $1,787 | -0.89 | 0.80% | 72 | 9/28/2021 13:04 | 0 |
| 27 | ESZ21-YMZ21 | 4.36 | -1.21 | -5.33 | 60.48% | $47,308 | $1,071 | 1.1 | 0.48% | 112 | 9/20/2021 15:18 | 0 |
| 28 | GCZ21-SIZ21 | 1.09 | -3.69 | 5.29 | 36.96% | $60,060 | $1,818 | 0.49 | 1.56% | 67 | 9/29/2021 11:46 | 0 |
| 29 | HOX21-CLZ21 | 2.58 | -1.92 | 5.96 | 60.61% | $26,095 | $940 | 6.39 | 0.87% | 82 | 9/30/2021 11:20 | 0 |
| 30 | NQZ21-ESZ21 | 2.47 | 1.2 | 4.49 | 48.97% | $79,623 | $2,236 | -0.09 | 0.74% | 71 | 8/25/2021 9:37 | 0 |
| 31 | NQZ21-RSZ21 | 0.16 | 4.51 | -6.01 | 22.44% | $189,680 | $3,399 | -0.53 | 1.12% | 74 | 9/20/2021 15:18 | 0 |
| 32 | NQZ21-YMZ21 | 3.35 | -1.35 | -5.5 | 30.05% | $126,930 | $3,065 | 0.32 | 1.01% | 67 | 9/20/2021 15:18 | 0 |
| 33 | RBX21-CLZ21 | 0.88 | -1.34 | 6.89 | 56.42% | $22,223 | $1,116 | 2.72 | 1.07% | 78 | 8/25/2021 22:25 | 0 |
| 34 | RBX21-HOX21 | -0.86 | 4.89 | 4.89 | 64.09% | ($3,872) | $920 | -3.23 | 0.88% | 102 | 10/15/2021 14:26 | -3 |
| 35 | YMZ21-RSZ21 | -1.73 | 4.57 | -4.8 | 35.16% | $62,750 | $1,395 | -1.99 | 0.79% | 90 | 10/13/2021 11:26 | 0 |
| 36 | ZBZ21-6JZ21 | -1.18 | -1.44 | 5.7 | 15.53% | $50,069 | $1,004 | 1.04 | 0.63% | 68 | 10/12/2021 16:10 | -2 |
| 37 | ZSX21-ZCZ21 | -1.38 | 2.41 | -7.1 | 32.13% | $34,575 | $768 | -6.63 | 1.26% | 70 | 10/5/2021 1:35 | 2 |
| 38 | ZSX21-ZWZ21 | -1.74 | 1.89 | -9.41 | 7.70% | $24,250 | $1,044 | -4.96 | 1.71% | 57 | 10/4/2021 9:32 | 0 |
| 39 | ZWZ21-ZCZ21 | 1.36 | -1.07 | -5.63 | 22.39% | $10,325 | $675 | 0.13 | 1.84% | 63 | 8/18/2021 3:36 | -2 |
| 40 | PTF | 28.56 | -3.05 | -6.47 | 0.00% | $629,117 | $4,121 | 0.02 | 0.66% | 79 | 10/1/2021 15:09 | 0 |
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