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
第一周交易44次共74手，亏损12.6K，-2.0%（-1.5，-4.4，-4.8，3.3，-5.2），原仓1.5，新仓-6.5，交易-7.0。YTD -$12.4K，-2.0%。现账户资金615.5K，杠杆3.89，净仓2，波动率1.59%（0.43%～1.75%），风险极高。
本周股市下跌。账户在期指上盈利5.5K，但在谷物债卷能源期货上亏损惨重。目前账户持有3手RB-HO，1手ES-YM，2手ZB，1手ZW-ZC多仓与1手ES-RS，2手YM-RS，5手ZS-ZW空仓，净仓为2，风险极高。
本周交易除期指外极为不顺。自持原仓位较轻，随意建仓加仓，分别遭遇ZS暴涨，ZB暴跌打击，深度被套。ZS-ZW甚至出现5手重仓现象。账户目前已满仓，下周首要目标就是减仓。
新的一年又开始了，如果今年仍然不赚，真的说不过去了。
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 | 42.08 | 2.12 | 6.33 | 0.00 | $615,533 | $9,773 | 1.59% | 1.59% | 26 | 01/07 18:00 | 2 |
| 39 | ZWH22-ZCH22 | (1.12) | 2.44 | (6.05) | 0.27 | $7,700 | $798 | 0.13% | 2.10% | 29 | 12/10 01:41 | 1 |
| 38 | ZSH22-ZWH22 | 2.07 | (1.53) | 6.78 | 0.04 | $32,350 | $1,124 | 0.18% | 1.60% | 35 | 12/28 12:16 | -5 |
| 37 | ZSH22-ZCH22 | 2.04 | 3.90 | 5.33 | 0.28 | $40,050 | $840 | 0.14% | 1.19% | 33 | 12/20 12:39 | 0 |
| 36 | ZBH22-6JH22 | (3.40) | (3.19) | (4.57) | 0.17 | $47,113 | $1,157 | 0.19% | 0.75% | 31 | 01/03 16:00 | 0 |
| 35 | YMH22-RSH22 | 0.97 | 2.69 | 6.51 | 0.28 | $71,815 | $1,797 | 0.29% | 1.65% | 30 | 12/14 09:34 | -2 |
| 34 | RBG22-HOG22 | (2.50) | (2.05) | (6.26) | 0.67 | ($7,682) | $1,055 | 0.17% | 1.09% | 37 | 01/06 15:22 | 3 |
| 33 | RBG22-CLG22 | (1.18) | 1.52 | 3.34 | 0.61 | $17,841 | $1,234 | 0.20% | 1.27% | 32 | 12/09 10:34 | 0 |
| 32 | NQH22-YMH22 | 1.05 | (2.23) | 6.07 | 0.17 | $130,830 | $4,878 | 0.79% | 1.57% | 42 | 12/28 07:43 | 0 |
| 31 | NQH22-RSH22 | (0.05) | (1.71) | 7.13 | 0.23 | $202,645 | $4,571 | 0.74% | 1.47% | 37 | 12/28 07:43 | 0 |
| 30 | NQH22-ESH22 | 1.99 | (2.20) | (5.66) | 0.40 | $78,030 | $3,554 | 0.58% | 1.14% | 41 | 12/17 04:16 | 0 |
| 29 | HOG22-CLG22 | 2.38 | 2.65 | 5.35 | 0.61 | $25,522 | $1,204 | 0.20% | 1.15% | 26 | 01/05 14:08 | 0 |
| 28 | GCG22-SIH22 | 0.47 | (1.52) | 4.58 | 0.38 | $67,725 | $1,700 | 0.28% | 1.52% | 36 | 12/01 15:23 | 0 |
| 27 | ESH22-YMH22 | 3.42 | (1.98) | 6.35 | 0.46 | $52,800 | $1,627 | 0.26% | 0.70% | 27 | 12/28 05:07 | 1 |
| 26 | ESH22-RSH22 | 6.50 | 1.46 | 7.89 | 0.38 | $124,615 | $1,884 | 0.31% | 0.81% | 32 | 12/29 09:51 | -1 |
| 25 | 6EH22-6CH22 | (0.17) | 1.18 | (6.51) | 0.01 | $63,169 | $836 | 0.14% | 0.59% | 36 | 11/16 22:42 | 0 |
| 24 | 6EH22-6AH22 | (0.87) | 2.11 | (5.76) | 0.07 | $70,369 | $790 | 0.13% | 0.56% | 42 | 11/16 22:42 | 0 |
| 23 | 6CH22-HGH22 | (0.33) | (1.10) | 4.48 | 0.11 | ($30,975) | $2,191 | 0.36% | 1.99% | 31 | 11/26 12:03 | 0 |
| 22 | 6CH22-6AH22 | (1.08) | 5.90 | 5.90 | 0.21 | $7,200 | $461 | 0.07% | 0.64% | 38 | 01/07 15:12 | 0 |
| 21 | 6BH22-6CH22 | (1.59) | (2.35) | (6.41) | (0.05) | $5,919 | $537 | 0.09% | 0.63% | 29 | 12/08 10:00 | 0 |
| 20 | 6BH22-6AH22 | (2.18) | 5.10 | (7.25) | 0.14 | $13,119 | $499 | 0.08% | 0.69% | 40 | 12/09 01:40 | 0 |
| 19 | ZWH22 | (1.19) | 2.23 | 5.36 | 0.00 | $38,025 | $1,100 | 0.18% | 2.89% | 31 | 11/11 10:38 | 6 |
| 18 | ZSH22 | 2.07 | 3.30 | 5.10 | 0.00 | $70,375 | $1,168 | 0.19% | 1.66% | 32 | 12/23 01:34 | -5 |
| 17 | ZCH22 | 0.42 | 1.63 | (4.63) | 0.00 | $30,325 | $566 | 0.09% | 1.87% | 35 | 11/30 09:57 | -1 |
| 16 | ZBH22 | (3.59) | (2.36) | (5.88) | 0.00 | $155,250 | $1,402 | 0.23% | 0.90% | 24 | 01/04 11:44 | 2 |
| 15 | YMH22 | (4.75) | 1.24 | 9.57 | 0.00 | $180,575 | $2,106 | 0.34% | 1.17% | 32 | 12/30 09:37 | -3 |
| 14 | SIH22 | (0.55) | 1.73 | (6.13) | 0.00 | $111,925 | $2,742 | 0.45% | 2.45% | 26 | 11/23 11:30 | 0 |
| 13 | RSH22 | (5.47) | (1.80) | 6.91 | 0.00 | $108,760 | $2,479 | 0.40% | 2.28% | 36 | 12/28 10:04 | 3 |
| 12 | RBG22 | (1.63) | (1.02) | (8.00) | 0.00 | $96,781 | $3,156 | 0.51% | 3.26% | 24 | 11/26 13:41 | 3 |
| 11 | NQH22 | (3.10) | 1.06 | 7.08 | 0.00 | $311,405 | $5,903 | 0.96% | 1.90% | 42 | 12/28 07:44 | 0 |
| 10 | NGG22 | (2.83) | 1.96 | (7.24) | 0.00 | $39,350 | $2,679 | 0.44% | 6.81% | 31 | 11/30 11:03 | 0 |
| 9 | HOG22 | 2.61 | 1.08 | (8.40) | 0.00 | $104,462 | $3,104 | 0.50% | 2.97% | 25 | 11/26 13:44 | -3 |
| 8 | HGH22 | 0.23 | 2.01 | (4.86) | 0.00 | $110,025 | $2,454 | 0.40% | 2.23% | 27 | 12/15 10:38 | 0 |
| 7 | GCG22 | (0.65) | 1.40 | (7.90) | 0.00 | $179,650 | $2,173 | 0.35% | 1.21% | 20 | 11/23 11:58 | 0 |
| 6 | ESH22 | 6.08 | 1.09 | 7.47 | 0.00 | $233,375 | $3,024 | 0.49% | 1.30% | 36 | 12/30 10:26 | 0 |
| 5 | CLG22 | (0.91) | (1.31) | (7.64) | 0.00 | $78,940 | $2,810 | 0.46% | 3.56% | 19 | 11/26 11:55 | 0 |
| 4 | 6JH22 | 1.32 | 1.72 | 5.54 | 0.00 | $108,138 | $625 | 0.10% | 0.58% | 24 | 11/26 03:23 | 0 |
| 3 | 6EH22 | (0.67) | 2.31 | (8.90) | 0.00 | $142,219 | $848 | 0.14% | 0.60% | 38 | 11/16 22:42 | 0 |
| 2 | 6CH22 | (1.08) | 2.23 | 6.01 | 0.00 | $79,050 | $511 | 0.08% | 0.65% | 23 | 12/08 10:00 | 0 |
| 1 | 6BH22 | (2.01) | 2.69 | 5.81 | 0.00 | $84,969 | $512 | 0.08% | 0.60% | 35 | 12/23 10:21 | 0 |
| 0 | 6AH22 | 0.94 | 1.87 | 6.62 | 0.00 | $71,850 | $583 | 0.09% | 0.81% | 31 | 12/09 01:40 | 0 |
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