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51周交易33次共43手，盈利2.7K（3.7，0.5，1.1，-2.7，0.0），0.4%。原仓2.9，新仓-4.0，交易4.4。YTD -$66.1K，-10.2%。现账户资金628.0K，杠杆1.36，净仓-1，波动率1.24%（0.00%～1.66%），风险较高。
本周初股市继续下跌，正后悔上周已将期指空仓全部抛光，股市出现了强劲反弹。账户因此又重建了部分期指空仓。建仓似乎又早了一点，拿走了一半已到手的盈利。主要是害怕股市会突然暴跌。本周波动率最低时为零，表示曾清空所有仓位。目前账户持有1手NG多仓和2手YM，1手ES-RS，2手ES-YM空仓，风险较高。
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 |
| 40 | PTF | 41.97 | 2.83 | 6.02 | 0.00 | $627,986 | $7,763 | 1.24% | 1.24% | 56 | 12/24/21 07:00 | -1 |
| 39 | ZWH22-ZCH22 | 0.30 | (1.11) | (6.28) | 0.30 | $10,425 | $769 | 0.12% | 1.89% | 65 | 12/10/21 01:41 | 0 |
| 38 | ZSH22-ZWH22 | 0.01 | (1.63) | 6.24 | 0.08 | $26,363 | $1,046 | 0.17% | 1.56% | 61 | 12/16/21 08:27 | 0 |
| 37 | ZSH22-ZCH22 | 0.30 | 1.22 | (6.57) | 0.28 | $36,788 | $818 | 0.13% | 1.22% | 68 | 11/09/21 11:30 | 0 |
| 36 | ZBH22-6JH22 | (3.04) | (1.68) | 4.23 | 0.17 | $51,169 | $1,185 | 0.19% | 0.74% | 64 | 11/26/21 01:05 | 0 |
| 35 | YMH22-RSH22 | (0.52) | (1.10) | 6.42 | 0.27 | $67,425 | $1,820 | 0.29% | 1.63% | 74 | 12/14/21 09:34 | 0 |
| 34 | RBG22-HOG22 | (2.27) | 1.80 | (4.13) | 0.64 | ($4,683) | $1,127 | 0.18% | 1.22% | 185 | 10/28/21 02:26 | 0 |
| 33 | RBG22-CLG22 | (0.46) | (1.28) | (3.50) | 0.58 | $18,963 | $1,322 | 0.21% | 1.43% | 116 | 12/02/21 21:01 | 0 |
| 32 | NQH22-YMH22 | 3.39 | 4.27 | 6.08 | 0.15 | $146,820 | $4,864 | 0.77% | 1.49% | 50 | 11/22/21 10:16 | 0 |
| 31 | NQH22-RSH22 | 0.39 | 4.91 | 6.68 | 0.20 | $214,245 | $4,585 | 0.73% | 1.41% | 60 | 11/22/21 09:50 | 0 |
| 30 | NQH22-ESH22 | 3.43 | 4.10 | 6.01 | 0.40 | $90,223 | $3,449 | 0.55% | 1.06% | 48 | 11/04/21 14:46 | 0 |
| 29 | HOG22-CLG22 | 2.95 | (1.42) | 4.37 | 0.59 | $23,646 | $1,263 | 0.20% | 1.30% | 126 | 12/23/21 06:32 | 0 |
| 28 | GCG22-SIH22 | 0.72 | 1.04 | 4.47 | 0.35 | $66,460 | $1,752 | 0.28% | 1.53% | 75 | 11/02/21 11:49 | 0 |
| 27 | ESH22-YMH22 | 4.94 | 4.26 | 5.65 | 0.42 | $56,598 | $1,689 | 0.27% | 0.72% | 82 | 11/22/21 10:42 | -2 |
| 26 | ESH22-RSH22 | 5.40 | 4.51 | 5.24 | 0.31 | $124,023 | $1,998 | 0.32% | 0.85% | 68 | 12/13/21 07:45 | -1 |
| 25 | 6EH22-6CH22 | 0.75 | 1.00 | (6.32) | 0.00 | $63,811 | $862 | 0.14% | 0.61% | 69 | 11/16/21 22:42 | 0 |
| 24 | 6EH22-6AH22 | (0.59) | (2.26) | (5.61) | 0.06 | $69,391 | $811 | 0.13% | 0.57% | 66 | 11/16/21 22:42 | 0 |
| 23 | 6CH22-HGH22 | (0.11) | (1.27) | (4.71) | 0.09 | ($32,080) | $2,284 | 0.36% | 2.07% | 71 | 11/14/21 18:11 | 0 |
| 22 | 6CH22-6AH22 | (2.25) | (1.16) | 5.25 | 0.17 | $5,580 | $473 | 0.08% | 0.65% | 96 | 12/03/21 11:01 | 0 |
| 21 | 6BH22-6CH22 | (2.17) | (1.09) | (6.04) | (0.07) | $5,811 | $571 | 0.09% | 0.68% | 61 | 12/08/21 10:00 | 0 |
| 20 | 6BH22-6AH22 | (3.47) | (1.13) | (6.68) | 0.05 | $11,391 | $541 | 0.09% | 0.75% | 80 | 12/09/21 01:40 | 0 |
| 19 | ZWH22 | 0.54 | 1.05 | 5.39 | 0.00 | $40,763 | $1,095 | 0.17% | 2.69% | 60 | 11/11/21 10:38 | 0 |
| 18 | ZSH22 | 0.32 | 1.23 | (6.70) | 0.00 | $67,125 | $1,138 | 0.18% | 1.70% | 50 | 11/09/21 11:30 | 0 |
| 17 | ZCH22 | 0.38 | 1.33 | (4.52) | 0.00 | $30,338 | $581 | 0.09% | 1.91% | 60 | 11/30/21 09:57 | 0 |
| 16 | ZBH22 | (3.01) | (1.71) | 5.16 | 0.00 | $160,531 | $1,429 | 0.23% | 0.89% | 51 | 11/26/21 03:24 | 0 |
| 15 | YMH22 | (5.80) | 6.72 | 6.72 | 0.00 | $179,240 | $2,063 | 0.33% | 1.15% | 66 | 12/23/21 15:50 | 0 |
| 14 | SIH22 | (0.89) | 1.93 | (6.22) | 0.00 | $114,550 | $2,699 | 0.43% | 2.36% | 64 | 11/23/21 11:30 | 0 |
| 13 | RSH22 | (4.46) | 5.68 | 6.98 | 0.00 | $111,815 | $2,480 | 0.39% | 2.22% | 62 | 11/04/21 10:12 | 1 |
| 12 | RBG22 | (0.98) | 5.25 | (8.07) | 0.00 | $92,723 | $3,130 | 0.50% | 3.38% | 55 | 11/26/21 13:41 | 0 |
| 11 | NQH22 | (2.08) | 5.14 | 5.98 | 0.00 | $326,060 | $5,723 | 0.91% | 1.76% | 58 | 12/08/21 06:46 | 0 |
| 10 | NGG22 | (3.38) | 1.15 | (6.58) | 0.00 | $36,270 | $2,947 | 0.47% | 8.12% | 62 | 11/30/21 11:03 | 1 |
| 9 | HOG22 | 3.15 | 6.05 | (8.50) | 0.00 | $97,406 | $3,069 | 0.49% | 3.15% | 57 | 11/26/21 13:44 | 0 |
| 8 | HGH22 | (0.06) | 1.28 | (4.76) | 0.00 | $110,125 | $2,503 | 0.40% | 2.27% | 70 | 12/15/21 10:38 | 0 |
| 7 | GCG22 | (1.44) | 2.35 | (7.65) | 0.00 | $181,010 | $2,242 | 0.36% | 1.24% | 52 | 11/23/21 11:58 | 0 |
| 6 | ESH22 | 5.87 | 5.41 | 6.12 | 0.00 | $235,838 | $2,894 | 0.46% | 1.23% | 72 | 12/08/21 06:55 | -3 |
| 5 | CLG22 | (1.48) | 5.50 | (7.64) | 0.00 | $73,760 | $2,810 | 0.45% | 3.81% | 53 | 11/26/21 11:55 | 0 |
| 4 | 6JH22 | 1.40 | (3.43) | 5.37 | 0.00 | $109,363 | $645 | 0.10% | 0.59% | 62 | 11/26/21 03:23 | 0 |
| 3 | 6EH22 | 0.00 | 1.34 | (8.73) | 0.00 | $141,856 | $865 | 0.14% | 0.61% | 57 | 11/16/21 22:42 | 0 |
| 2 | 6CH22 | (1.71) | 4.09 | 6.40 | 0.00 | $78,045 | $479 | 0.08% | 0.61% | 51 | 12/08/21 10:00 | 0 |
| 1 | 6BH22 | (2.84) | 5.56 | (6.19) | 0.00 | $83,856 | $535 | 0.09% | 0.64% | 54 | 11/05/21 06:49 | 0 |
| 0 | 6AH22 | 2.17 | 4.58 | 6.77 | 0.00 | $72,465 | $570 | 0.09% | 0.79% | 56 | 12/09/21 01:40 | 0 |
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