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记录股民匹诺曹(Pinocchio)期货交易从亏损走向盈利的曲折过程。
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帕努奇交易记第三周:0.9%, 年0.3%

(2022-01-21 14:40:38) 下一个

  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
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