第三周交易43次共76手,盈利5.6K,0.9%(0.6,-0.6,5.0,-1.0,1.5),原仓2.8,新仓-1.1,交易3.9。YTD 1.7K,0.3%。现账户资金629.8K,杠杆2.99,净仓2,波动率1.03%(0.73%~1.35%),风险正常。
本周股市大跌,账户由于持有期指空仓而大赚。遗憾的是因投机做多而损失了三分之一的利润。目前账户持有1手YM,1手ES-YM,3手RB-HO,1手ZB,1手ZW-ZC多仓。与1手6C-6A,2手YM-RS,1手ZS-ZW空仓。净仓为2,风险正常。
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 | 35.97 | 1.96 | 6.21 | 0.00 | $629,833 | $6,493 | 1.03% | 1.03% | 31 | 01/21 17:22 | 2 |
39 | ZWH22-ZCH22 | (0.66) | (3.04) | 5.66 | 0.23 | $8,025 | $848 | 0.13% | 2.18% | 22 | 01/20 01:58 | 1 |
38 | ZSH22-ZWH22 | 2.12 | 1.11 | 6.55 | 0.03 | $31,825 | $1,167 | 0.19% | 1.65% | 38 | 12/28 12:16 | -1 |
37 | ZSH22-ZCH22 | 2.28 | (2.05) | 6.86 | 0.30 | $39,850 | $842 | 0.13% | 1.19% | 41 | 01/20 13:58 | 0 |
36 | ZBH22-6JH22 | (2.31) | (1.09) | (4.55) | 0.17 | $45,688 | $1,162 | 0.18% | 0.75% | 27 | 01/03 16:00 | 0 |
35 | YMH22-RSH22 | 2.01 | (1.56) | 6.54 | 0.35 | $71,325 | $1,787 | 0.28% | 1.80% | 34 | 12/14 09:34 | -2 |
34 | RBH22-HOH22 | (1.98) | (3.16) | (4.92) | 0.63 | ($7,875) | $1,099 | 0.17% | 1.07% | 48 | 01/06 06:38 | 3 |
33 | RBH22-CLH22 | (1.25) | (1.18) | 4.06 | 0.60 | $17,747 | $1,171 | 0.19% | 1.14% | 31 | 11/28 18:14 | 0 |
32 | NQH22-YMH22 | 0.12 | (2.09) | 5.50 | 0.23 | $117,695 | $5,385 | 0.86% | 1.87% | 35 | 12/28 07:43 | 0 |
31 | NQH22-RSH22 | 0.26 | (2.35) | 6.45 | 0.28 | $189,020 | $5,046 | 0.80% | 1.75% | 30 | 12/28 07:43 | 0 |
30 | NQH22-ESH22 | 1.27 | (1.94) | (5.18) | 0.45 | $69,145 | $3,880 | 0.62% | 1.35% | 39 | 12/17 04:16 | 0 |
29 | HOH22-CLH22 | 1.53 | 3.31 | 4.65 | 0.58 | $25,622 | $1,218 | 0.19% | 1.10% | 32 | 01/06 06:38 | 0 |
28 | HGH22-SIH22 | 0.34 | (1.05) | 7.25 | 0.01 | ($8,713) | $2,634 | 0.42% | 2.16% | 34 | 11/23 11:27 | 0 |
27 | GCJ22-SIH22 | (0.33) | 1.28 | (5.77) | 0.34 | $62,115 | $1,773 | 0.28% | 1.46% | 31 | 01/19 05:59 | 0 |
26 | ESH22-YMH22 | 2.39 | (2.17) | (6.78) | 0.52 | $48,550 | $1,744 | 0.28% | 0.80% | 28 | 01/05 23:43 | 1 |
25 | ESH22-RSH22 | 6.61 | (2.19) | 7.49 | 0.46 | $119,875 | $1,983 | 0.31% | 0.91% | 32 | 12/29 09:51 | 0 |
24 | 6EH22-6CH22 | (0.40) | 2.90 | (5.62) | 0.07 | $62,489 | $791 | 0.13% | 0.56% | 27 | 12/07 11:22 | 0 |
23 | 6EH22-6AH22 | (1.03) | 3.05 | 4.92 | 0.12 | $70,169 | $748 | 0.12% | 0.53% | 27 | 11/26 03:31 | 0 |
22 | 6CH22-6AH22 | (0.51) | (1.29) | 5.83 | 0.26 | $7,680 | $449 | 0.07% | 0.63% | 36 | 01/07 08:32 | -1 |
21 | 6BH22-6CH22 | (1.33) | 1.84 | (6.96) | 0.06 | $5,208 | $495 | 0.08% | 0.62% | 36 | 12/08 10:00 | 0 |
20 | 6BH22-6AH22 | (1.60) | 1.41 | (7.85) | 0.24 | $12,888 | $460 | 0.07% | 0.64% | 43 | 12/09 01:40 | 0 |
19 | ZWH22 | (0.89) | (1.80) | 5.91 | 0.00 | $38,925 | $1,099 | 0.17% | 2.82% | 23 | 01/20 01:47 | 2 |
18 | ZSH22 | 2.29 | (1.43) | 8.59 | 0.00 | $70,750 | $1,205 | 0.19% | 1.70% | 34 | 12/28 06:47 | -1 |
17 | ZCH22 | (0.12) | 1.85 | (4.63) | 0.00 | $30,900 | $567 | 0.09% | 1.84% | 39 | 11/30 09:57 | -1 |
16 | ZBH22 | (2.96) | 1.11 | (5.88) | 0.00 | $155,719 | $1,404 | 0.22% | 0.90% | 24 | 01/04 11:44 | 1 |
15 | YMH22 | (3.52) | (2.72) | 8.22 | 0.00 | $170,525 | $2,449 | 0.39% | 1.44% | 30 | 12/30 09:38 | -2 |
14 | SIH22 | 0.31 | (1.56) | (6.30) | 0.00 | $121,725 | $2,668 | 0.42% | 2.19% | 26 | 11/23 11:30 | 0 |
13 | RSH22 | (5.75) | (2.21) | 6.18 | 0.00 | $99,200 | $2,770 | 0.44% | 2.79% | 33 | 12/28 10:04 | 2 |
12 | RBH22 | (1.45) | 1.81 | 5.71 | 0.00 | $102,577 | $2,932 | 0.47% | 2.86% | 24 | 12/08 05:05 | 3 |
11 | NQH22 | (2.81) | (2.52) | 5.92 | 0.00 | $288,220 | $7,020 | 1.11% | 2.44% | 28 | 12/28 07:43 | 0 |
10 | NGH22 | (2.35) | 1.24 | (7.78) | 0.00 | $37,510 | $2,249 | 0.36% | 5.99% | 27 | 11/30 11:03 | 0 |
9 | HOH22 | 1.84 | 2.48 | (8.83) | 0.00 | $110,452 | $2,896 | 0.46% | 2.62% | 25 | 11/26 13:27 | -3 |
8 | HGH22 | 1.39 | (1.64) | 5.23 | 0.00 | $113,013 | $2,387 | 0.38% | 2.11% | 36 | 01/12 08:53 | 0 |
7 | GCJ22 | (0.30) | (1.46) | 5.87 | 0.00 | $183,840 | $1,993 | 0.32% | 1.08% | 26 | 12/17 08:37 | 0 |
6 | ESH22 | 5.11 | (2.83) | 7.60 | 0.00 | $219,075 | $3,649 | 0.58% | 1.67% | 28 | 12/30 10:26 | 1 |
5 | CLH22 | 0.03 | 1.21 | 7.76 | 0.00 | $84,830 | $2,697 | 0.43% | 3.18% | 23 | 12/28 06:42 | 0 |
4 | 6JH22 | 0.34 | 1.27 | 5.48 | 0.00 | $110,031 | $632 | 0.10% | 0.57% | 29 | 11/26 03:23 | 0 |
3 | 6EH22 | (1.12) | 1.72 | (4.90) | 0.00 | $141,969 | $852 | 0.14% | 0.60% | 29 | 01/18 15:56 | 0 |
2 | 6CH22 | (1.51) | (3.24) | 5.85 | 0.00 | $79,480 | $525 | 0.08% | 0.66% | 26 | 12/08 10:00 | -1 |
1 | 6BH22 | (1.82) | (2.89) | 5.93 | 0.00 | $84,688 | $501 | 0.08% | 0.59% | 26 | 12/23 10:21 | 0 |
0 | 6AH22 | 0.05 | (1.39) | 6.38 | 0.00 | $71,800 | $605 | 0.10% | 0.84% | 32 | 12/09 01:40 | 1 |