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52周交易41次共59手，盈利0.2K，0.0%（-8.3，-2.0，-0.5，5.5，5.5），原仓-5.1，新仓0.0，交易5.2。YTD -$65.9K，-10.1%。现账户资金628.1K，杠杆1.39，净仓0，波动率0.53%（0.49%～1.85%），风险较低。
本周股市继续上涨，在创下新高后收盘略有回落。空仓确实建早了，还好没有满仓，通过交易完全弥补做空股市所带来的损失。不过在没有更换合约的压力下，账户波动率曾达到1.85%，这是自严格控制波动率以来的最高值。主要原因是YM的最大波幅曾达到9.55，这是自从交易以来从未见过的，账户一度拥有4手YM空仓。目前账户仍持有1手ES-RS，1手ES-YM，1手ZS-ZW空仓，净仓为0，风险较低。
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 | 38.91 | 1.93 | 6.45 | 0.00 | $628,146 | $3,316 | 0.53% | 0.53% | 66 | 12/31/21 17:25 | 0 |
| 39 | ZWH22-ZCH22 | (0.53) | (2.17) | (6.15) | 0.29 | $8,888 | $785 | 0.12% | 2.04% | 63 | 12/10/21 01:41 | 0 |
| 38 | ZSH22-ZWH22 | 0.76 | 1.69 | 6.87 | 0.04 | $28,475 | $1,110 | 0.18% | 1.66% | 51 | 12/28/21 12:16 | -1 |
| 37 | ZSH22-ZCH22 | 0.75 | 1.08 | 12.34 | 0.26 | $37,363 | $855 | 0.14% | 1.28% | 45 | 12/28/21 06:47 | 0 |
| 36 | ZBH22-6JH22 | (2.85) | (0.98) | 4.33 | 0.19 | $51,344 | $1,157 | 0.18% | 0.72% | 66 | 11/26/21 01:05 | 0 |
| 35 | YMH22-RSH22 | (0.15) | 1.11 | 6.44 | 0.27 | $69,180 | $1,815 | 0.29% | 1.62% | 73 | 12/14/21 09:34 | 0 |
| 34 | RBG22-HOG22 | (2.28) | (1.84) | (4.23) | 0.66 | ($4,582) | $1,082 | 0.17% | 1.16% | 190 | 12/22/21 20:28 | 0 |
| 33 | RBG22-CLG22 | (0.89) | (3.08) | (3.62) | 0.60 | $17,685 | $1,279 | 0.20% | 1.37% | 107 | 12/02/21 21:01 | 0 |
| 32 | NQH22-YMH22 | 2.47 | (1.66) | 6.22 | 0.17 | $145,340 | $4,757 | 0.76% | 1.46% | 52 | 12/28/21 07:43 | 0 |
| 31 | NQH22-RSH22 | 0.07 | (1.91) | 7.24 | 0.21 | $214,520 | $4,500 | 0.72% | 1.38% | 58 | 12/28/21 07:43 | 0 |
| 30 | NQH22-ESH22 | 2.80 | (1.82) | (5.94) | 0.41 | $88,555 | $3,388 | 0.54% | 1.04% | 50 | 12/17/21 04:16 | 0 |
| 29 | HOG22-CLG22 | 2.41 | (2.49) | 4.54 | 0.61 | $22,267 | $1,215 | 0.19% | 1.24% | 126 | 12/23/21 06:32 | 0 |
| 28 | GCG22-SIH22 | 0.49 | 1.54 | 4.48 | 0.36 | $66,275 | $1,735 | 0.28% | 1.49% | 66 | 12/01/21 15:23 | 0 |
| 27 | ESH22-YMH22 | 4.36 | (2.10) | 6.37 | 0.46 | $56,785 | $1,622 | 0.26% | 0.68% | 81 | 12/28/21 05:07 | -1 |
| 26 | ESH22-RSH22 | 5.56 | (1.97) | 7.55 | 0.34 | $125,965 | $1,968 | 0.31% | 0.83% | 66 | 12/29/21 09:51 | -1 |
| 25 | 6EH22-6CH22 | 0.37 | 1.24 | (6.51) | 0.01 | $63,229 | $836 | 0.13% | 0.59% | 68 | 11/16/21 22:42 | 0 |
| 24 | 6EH22-6AH22 | (0.47) | 2.40 | (5.79) | 0.06 | $69,664 | $786 | 0.13% | 0.55% | 76 | 11/16/21 22:42 | 0 |
| 23 | 6CH22-HGH22 | (0.06) | (1.64) | 4.46 | 0.09 | ($32,385) | $2,200 | 0.35% | 1.97% | 71 | 11/26/21 12:03 | 0 |
| 22 | 6CH22-6AH22 | (1.48) | (1.15) | 5.38 | 0.21 | $6,435 | $461 | 0.07% | 0.63% | 90 | 12/03/21 11:01 | 0 |
| 21 | 6BH22-6CH22 | (2.07) | (3.35) | (6.28) | (0.04) | $5,348 | $549 | 0.09% | 0.65% | 64 | 12/08/21 10:00 | 0 |
| 20 | 6BH22-6AH22 | (2.87) | 1.47 | (6.91) | 0.10 | $11,783 | $523 | 0.08% | 0.72% | 81 | 12/09/21 01:40 | 0 |
| 19 | ZWH22 | (0.41) | (2.09) | 5.37 | 0.00 | $38,513 | $1,099 | 0.17% | 2.85% | 55 | 11/11/21 10:38 | 1 |
| 18 | ZSH22 | 0.79 | 1.13 | (6.62) | 0.00 | $66,988 | $1,152 | 0.18% | 1.72% | 51 | 11/09/21 11:30 | -1 |
| 17 | ZCH22 | 0.54 | (1.15) | (4.62) | 0.00 | $29,625 | $568 | 0.09% | 1.92% | 59 | 11/30/21 09:57 | 0 |
| 16 | ZBH22 | (2.86) | 2.11 | 5.19 | 0.00 | $159,969 | $1,420 | 0.23% | 0.89% | 50 | 11/26/21 03:24 | 0 |
| 15 | YMH22 | (5.37) | 1.04 | 9.55 | 0.00 | $181,290 | $2,104 | 0.33% | 1.16% | 62 | 12/30/21 09:38 | 1 |
| 14 | SIH22 | (0.62) | 2.82 | (6.16) | 0.00 | $116,775 | $2,728 | 0.43% | 2.34% | 58 | 11/23/21 11:30 | 0 |
| 13 | RSH22 | (4.56) | 1.03 | 6.84 | 0.00 | $112,110 | $2,500 | 0.40% | 2.23% | 64 | 12/28/21 10:04 | 1 |
| 12 | RBG22 | (1.32) | (2.24) | (7.92) | 0.00 | $93,135 | $3,190 | 0.51% | 3.42% | 53 | 11/26/21 13:41 | 0 |
| 11 | NQH22 | (2.48) | (1.70) | 7.28 | 0.00 | $326,630 | $5,711 | 0.91% | 1.75% | 57 | 12/28/21 07:43 | 0 |
| 10 | NGG22 | (3.02) | 1.73 | (6.92) | 0.00 | $37,600 | $2,805 | 0.45% | 7.46% | 54 | 11/30/21 11:03 | 0 |
| 9 | HOG22 | 2.64 | (2.15) | (8.39) | 0.00 | $97,717 | $3,108 | 0.49% | 3.18% | 57 | 11/26/21 13:44 | 0 |
| 8 | HGH22 | (0.03) | 1.93 | (4.64) | 0.00 | $111,500 | $2,420 | 0.39% | 2.17% | 69 | 11/26/21 13:39 | 0 |
| 7 | GCG22 | (1.13) | 3.79 | (7.79) | 0.00 | $183,050 | $2,202 | 0.35% | 1.20% | 50 | 11/23/21 11:58 | 0 |
| 6 | ESH22 | 5.86 | (1.54) | 7.55 | 0.00 | $238,075 | $2,980 | 0.47% | 1.25% | 62 | 12/30/21 10:26 | -2 |
| 5 | CLG22 | (0.98) | (1.67) | (7.60) | 0.00 | $75,450 | $2,825 | 0.45% | 3.74% | 53 | 11/26/21 11:55 | 0 |
| 4 | 6JH22 | 1.25 | (1.65) | 5.52 | 0.00 | $108,625 | $627 | 0.10% | 0.58% | 59 | 11/26/21 03:23 | 0 |
| 3 | 6EH22 | (0.07) | 2.45 | (8.98) | 0.00 | $142,344 | $841 | 0.13% | 0.59% | 62 | 11/16/21 22:42 | 0 |
| 2 | 6CH22 | (0.99) | 5.02 | 6.51 | 0.00 | $79,115 | $472 | 0.08% | 0.60% | 47 | 12/08/21 10:00 | 0 |
| 1 | 6BH22 | (2.53) | 1.97 | (6.29) | 0.00 | $84,463 | $526 | 0.08% | 0.62% | 56 | 11/05/21 06:49 | 0 |
| 0 | 6AH22 | 1.46 | 1.12 | 6.64 | 0.00 | $72,680 | $581 | 0.09% | 0.80% | 56 | 12/09/21 01:40 | 0 |
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