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49周交易22次共32手，亏损18.5K（-7.8，-6.5，2.3, 3.0，-9.5），-2.9%。原仓-13.3，新仓-6.7，交易1.8。YTD -$84.9K，-13.0%。现账户资金609.2K，杠杆3.58，净仓1，波动率1.66%（1.00%～1.66%），风险极高。
新变种病毒似乎影响不大，本周股市暴涨，给账户造成10个月以来的最大损失。亏损主要来自做空股市与做多天然气。由于市场变化不利，未能实现减仓，交易次数很少。目前账户持有1手NG多仓和3手ES-RS，3手ES-YM，2手YM-RS空仓。由于更换合约尚未完成，1.66%的波动率也是近10个月以来的最大值。风险极高。
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 |
| 0 | 6AH22 | 2.34 | 1.84 | 7.4 | 0.00 | $71,755 | $522 | 1 | 0.73% | 56 | 12/9/2021 1:40 | 0 |
| 1 | 6BH22 | -3.48 | 2.13 | -6.63 | 0.00 | $82,856 | $500 | 1 | 0.60% | 59 | 11/5/2021 6:49 | 0 |
| 2 | 6CH22 | -1.18 | -1.43 | 6.01 | 0.00 | $78,590 | $448 | 1 | 0.57% | 61 | 12/7/2021 10:51 | 0 |
| 3 | 6EH22 | 0.31 | 1.68 | -9.59 | 0.00 | $141,794 | $788 | 1 | 0.56% | 63 | 11/16/2021 22:42 | 0 |
| 4 | 6JH22 | 1.59 | 1.71 | 5.34 | 0.00 | $110,356 | $649 | 1 | 0.59% | 61 | 11/26/2021 3:23 | 0 |
| 5 | CLF22 | -1.69 | 1.4 | 5.33 | 0.00 | $71,960 | $2,773 | 1 | 3.85% | 66 | 12/7/2021 11:03 | 0 |
| 6 | ESZ21 | 6.41 | 1.55 | 6.38 | 0.00 | $235,613 | $2,647 | 1 | 1.12% | 71 | 12/8/2021 6:55 | -3 |
| 7 | ESH22 | 6.41 | 1.58 | 6.49 | 0.00 | $235,238 | $2,595 | 1 | 1.10% | 73 | 12/8/2021 6:55 | -3 |
| 8 | GCG22 | -1.92 | 1.81 | -7.6 | 0.00 | $178,310 | $2,257 | 1 | 1.27% | 58 | 11/23/2021 11:58 | 0 |
| 9 | HGH22 | -0.43 | -1.95 | 7.57 | 0.00 | $107,350 | $2,912 | 1 | 2.71% | 59 | 10/15/2021 9:22 | 0 |
| 10 | HOF22 | 3.5 | 1.12 | -8.65 | 0.00 | $94,966 | $3,056 | 1 | 3.22% | 68 | 11/26/2021 13:44 | 0 |
| 11 | NGF22 | -3.71 | 1.38 | -6.16 | 0.00 | $38,880 | $3,334 | 1 | 8.58% | 57 | 11/30/2021 11:03 | 1 |
| 12 | NQH22 | -2.28 | 1.53 | 7.08 | 0.00 | $326,480 | $4,843 | 1 | 1.48% | 63 | 10/20/2021 10:33 | 0 |
| 13 | RBF22 | -1.05 | 1.33 | 5.4 | 0.00 | $89,985 | $3,128 | 1 | 3.48% | 72 | 12/8/2021 5:10 | 0 |
| 14 | RSZ21 | -4.99 | -2.05 | 7.59 | 0.00 | $110,505 | $2,300 | 1 | 2.08% | 67 | 11/4/2021 10:16 | 2 |
| 15 | RSH22 | -4.99 | -2.19 | 8.11 | 0.00 | $110,365 | $2,137 | 1 | 1.94% | 69 | 11/4/2021 10:12 | 3 |
| 16 | SIH22 | -1.04 | 1.46 | -5.93 | 0.00 | $111,075 | $2,834 | 1 | 2.55% | 67 | 11/23/2021 11:30 | 0 |
| 17 | YMZ21 | -6.25 | 1.35 | 6.18 | 0.00 | $179,905 | $1,975 | 1 | 1.10% | 77 | 10/17/2021 18:07 | 1 |
| 18 | YMH22 | -6.25 | 1.42 | 6.57 | 0.00 | $179,440 | $1,834 | 1 | 1.02% | 80 | 10/17/2021 20:43 | 0 |
| 19 | ZBH22 | -2.89 | -1.2 | 5.58 | 0.00 | $161,313 | $1,355 | 1 | 0.84% | 49 | 10/28/2021 9:34 | 0 |
| 20 | ZCH22 | 0.83 | -1.16 | 4.88 | 0.00 | $29,525 | $584 | 1 | 1.98% | 56 | 10/19/2021 10:42 | 0 |
| 21 | ZSF22 | -0.03 | 2.32 | -6.9 | 0.00 | $63,413 | $1,144 | 1 | 1.80% | 58 | 11/9/2021 11:43 | 0 |
| 22 | ZWH22 | 0.24 | 1.96 | 5.84 | 0.00 | $39,188 | $1,010 | 1 | 2.58% | 55 | 11/11/2021 10:38 | 0 |
| 23 | 6BH22-6AH22 | -4.05 | 1.32 | -6.48 | (0.07) | $11,101 | $558 | 1 | 0.78% | 67 | 12/9/2021 1:40 | 0 |
| 24 | 6BH22-6CH22 | -2.85 | 3.25 | -5.95 | (0.16) | $4,266 | $579 | 1 | 0.70% | 59 | 12/8/2021 10:00 | 0 |
| 25 | 6CH22-6AH22 | -2.21 | -2.56 | 5.38 | 0.12 | $6,835 | $461 | 1 | 0.64% | 99 | 12/3/2021 11:01 | 0 |
| 26 | 6CH22-HGH22 | 0.3 | 1.37 | -7.67 | 0.06 | ($28,760) | $2,730 | 1 | 2.54% | 61 | 10/15/2021 9:22 | 0 |
| 27 | 6EH22-6AH22 | -0.36 | 1.42 | -5.81 | 0.01 | $70,039 | $783 | 1 | 0.55% | 69 | 11/16/2021 22:42 | 0 |
| 28 | 6EH22-6CH22 | 0.8 | 1.99 | -6.69 | (0.03) | $63,204 | $813 | 1 | 0.57% | 61 | 11/16/2021 22:42 | 0 |
| 29 | ESZ21-RSZ21 | 5.8 | 5.81 | 6.15 | 0.37 | $125,108 | $1,669 | 1 | 0.71% | 54 | 10/15/2021 16:43 | -1 |
| 30 | ESZ21-YMZ21 | 5.15 | 1.37 | 7.39 | 0.54 | $55,708 | $1,219 | 1 | 0.52% | 62 | 11/22/2021 10:35 | -2 |
| 31 | ESH22-RSH22 | 5.8 | 4.98 | 6.26 | 0.25 | $124,873 | $1,946 | 1 | 0.83% | 81 | 10/17/2021 18:09 | -2 |
| 32 | ESH22-YMH22 | 5.15 | 1.48 | 5.98 | 0.38 | $55,798 | $1,597 | 1 | 0.68% | 107 | 11/22/2021 10:42 | -1 |
| 33 | GCG22-SIH22 | 0.82 | -1.27 | -4.51 | 0.31 | $67,235 | $1,942 | 1 | 1.75% | 72 | 10/19/2021 10:19 | 0 |
| 34 | HOF22-CLF22 | 3.26 | -1.46 | 5.2 | 0.60 | $23,006 | $1,237 | 1 | 1.30% | 88 | 12/9/2021 10:32 | 0 |
| 35 | NQH22-ESH22 | 3.63 | 1.18 | 5.93 | 0.38 | $91,243 | $3,015 | 1 | 0.92% | 71 | 12/8/2021 6:46 | 0 |
| 36 | NQH22-RSH22 | 0.5 | 1.6 | 7.33 | 0.14 | $216,115 | $4,180 | 1 | 1.28% | 69 | 11/22/2021 9:50 | 0 |
| 37 | NQH22-YMH22 | 3.59 | 1.24 | 7 | 0.13 | $147,040 | $4,225 | 1 | 1.29% | 61 | 11/22/2021 10:16 | 0 |
| 38 | RBF22-CLF22 | -0.47 | -1.66 | 5.04 | 0.57 | $18,025 | $1,348 | 1 | 1.50% | 86 | 12/9/2021 10:34 | 0 |
| 39 | RBF22-HOF22 | -2.46 | 1.48 | -3.41 | 0.65 | ($4,981) | $1,098 | 1 | 1.22% | 141 | 10/12/2021 1:50 | 0 |
| 40 | YMZ21-RSZ21 | -0.45 | 6.82 | 6.82 | 0.34 | $69,400 | $1,518 | 1 | 1.37% | 57 | 12/10/2021 16:48 | -1 |
| 41 | YMH22-RSH22 | -0.45 | 5.97 | 5.97 | 0.18 | $69,075 | $1,751 | 1 | 1.59% | 86 | 12/10/2021 16:48 | -1 |
| 42 | ZBH22-6JH22 | -3.08 | -1.04 | 6.81 | 0.11 | $50,956 | $1,200 | 1 | 0.74% | 55 | 10/15/2021 8:30 | 0 |
| 43 | ZSF22-ZCH22 | -0.05 | 2.78 | -6.76 | 0.29 | $33,888 | $817 | 1 | 1.29% | 64 | 11/9/2021 8:00 | 0 |
| 44 | ZSF22-ZWH22 | -0.13 | -1.14 | -5.87 | 0.12 | $24,225 | $1,010 | 1 | 1.59% | 63 | 11/9/2021 4:03 | 0 |
| 45 | ZWH22-ZCH22 | -0.11 | 2.63 | -7.06 | 0.32 | $9,663 | $684 | 1 | 1.74% | 71 | 12/10/2021 1:41 | 0 |
| 46 | PTF | 46.13 | -4.69 | -7.54 | 0.00 | $609,209 | $10,113 | 1 | 1.66% | 58 | 11/19/2021 12:11 | 1 |
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