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26周交易51次共64手，亏损-8.0K，-1.6%（0.5，1.3，2.3，-4.6，-7.6）YTD -140.2K，-22.3%。现账户资金487.9K，杠杆0.66，净仓4，波动率1.20%（0.53%～1.36%），风险非常高。
本周股市下跌，但账户亏损主要来自小麦，白银非理性的暴跌与债卷的暴涨。本来周三还有可观的盈利，在如此严格风险控制情况下，收盘仍然严重亏损，对自己交易信心打击不小。目前账户持有一手SI和二手ZW多仓，一手ZB空仓。风险非常高。
下面是账户交易与持仓详细情况，
| Contract | Trade | Vol | P_1 | Pos | Old | New | Trading | No Fee |
| 6JU22 | 4 | 4 | 0 | 0 | $0 | $0 | $987 | $987 |
| ESU22 | 3 | 3 | (1) | 0 | $4,463 | ($1,750) | ($2,313) | $400 |
| GCQ22 | 13 | 13 | 1 | 0 | ($1,520) | ($250) | $2,400 | $630 |
| SIU22 | 23 | 25 | 0 | 1 | $0 | ($2,950) | $2,100 | ($850) |
| YMU22 | 3 | 3 | 1 | 0 | ($2,165) | $695 | $1,430 | ($40) |
| ZBU22 | 3 | 3 | 0 | (1) | $0 | ($3,094) | $406 | ($2,688) |
| ZWU22 | 13 | 13 | 1 | 2 | ($4,800) | ($3,950) | $2,550 | ($6,200) |
| Total | 62 | 64 | 2 | 2 | ($4,022) | ($11,299) | $7,560 | ($7,761) |
| SID | Contract/Pair | RV | WV | WM | PE | MV | ATR | PV% | V% | WN | DateTime | Pos |
| 40 | PTF | 17.46 | 1.77 | 6.16 | - | $487,905 | $5,831 | 1.20% | 1.20% | 76 | 07/01 17:21 | 2 |
| 39 | ZWU22-ZCU22 | 0.12 | (3.43) | (5.33) | 21.80% | $11,075 | $1,664 | 0.34% | 3.96% | 71 | 06/01 11:44 | 0 |
| 38 | ZSU22-ZWU22 | 0.07 | (2.05) | 4.85 | 4.19% | $28,813 | $2,039 | 0.42% | 4.85% | 66 | 05/20 14:16 | -1 |
| 37 | ZSU22-ZCU22 | 0.03 | (3.64) | 7.09 | 22.00% | $39,888 | $1,202 | 0.25% | 1.70% | 60 | 06/29 20:04 | 0 |
| 36 | ZBU22-6JU22 | 0.32 | (2.03) | 7.45 | 15.74% | $46,594 | $1,648 | 0.34% | 1.18% | 72 | 07/01 10:30 | -1 |
| 35 | YMU22-RSU22 | 1.71 | 1.47 | (4.78) | 39.45% | $68,845 | $2,061 | 0.42% | 1.33% | 127 | 06/13 09:30 | 0 |
| 34 | RBQ22-HOQ22 | 0.24 | (1.71) | 5.15 | 33.23% | ($12,277) | $4,517 | 0.93% | 2.72% | 95 | 05/16 06:40 | 0 |
| 33 | RBQ22-CLQ22 | 1.50 | (1.01) | (5.35) | 35.01% | $45,596 | $4,038 | 0.83% | 2.62% | 81 | 05/19 06:02 | 0 |
| 32 | NQU22-YMU22 | 0.94 | (1.35) | (6.37) | 33.68% | $76,985 | $5,409 | 1.11% | 2.33% | 81 | 06/14 09:51 | 0 |
| 31 | NQU22-RSU22 | 1.79 | (1.34) | (6.74) | 26.98% | $145,830 | $5,956 | 1.22% | 2.56% | 94 | 06/13 15:51 | 0 |
| 30 | NQU22-ESU22 | 1.63 | (1.50) | (5.27) | 54.44% | $40,935 | $3,716 | 0.76% | 1.60% | 87 | 06/14 09:50 | 0 |
| 29 | HOQ22-CLQ22 | 1.53 | 1.13 | (7.58) | 30.84% | $57,873 | $4,679 | 0.96% | 2.81% | 68 | 06/28 09:39 | 0 |
| 28 | HGU22-SIU22 | (1.16) | (1.38) | (4.38) | 5.15% | ($8,950) | $2,845 | 0.58% | 2.87% | 84 | 06/20 03:46 | 0 |
| 27 | GCQ22-SIU22 | (0.66) | 3.27 | 4.90 | 33.91% | $82,015 | $1,983 | 0.41% | 2.00% | 83 | 05/12 06:48 | -1 |
| 26 | ESU22-YMU22 | (0.22) | (1.08) | (7.01) | 56.46% | $36,050 | $2,250 | 0.46% | 1.18% | 168 | 06/14 15:19 | 0 |
| 25 | ESU22-RSU22 | 1.86 | 1.25 | (7.07) | 39.79% | $104,895 | $3,112 | 0.64% | 1.63% | 134 | 06/13 15:51 | 0 |
| 24 | 6EU22-6CU22 | (0.54) | (2.23) | 5.44 | 16.06% | $53,435 | $1,035 | 0.21% | 0.79% | 59 | 05/24 10:31 | 0 |
| 23 | 6EU22-6AU22 | (0.38) | 1.07 | (4.61) | 19.27% | $62,860 | $995 | 0.20% | 0.76% | 88 | 06/13 21:34 | 0 |
| 22 | 6CU22-6AU22 | 0.13 | (1.18) | 4.91 | 28.10% | $9,425 | $617 | 0.13% | 0.90% | 91 | 05/06 03:13 | 0 |
| 21 | 6BU22-6CU22 | (1.24) | 1.31 | 5.40 | 12.69% | ($1,934) | $719 | 0.15% | 0.95% | 61 | 06/16 19:58 | 0 |
| 20 | 6BU22-6AU22 | (1.09) | 1.28 | (7.03) | 15.37% | $7,491 | $726 | 0.15% | 1.06% | 79 | 05/04 14:44 | 0 |
| 19 | ZWU22 | (0.11) | (5.32) | (6.51) | 841.00 | $42,050 | $2,128 | 0.44% | 5.06% | 59 | 06/01 11:44 | 2 |
| 18 | ZSU22 | 0.06 | (3.60) | (6.36) | 1,417.25 | $70,863 | $1,541 | 0.32% | 2.18% | 66 | 06/23 04:55 | 0 |
| 17 | ZCU22 | (0.60) | 0.89 | (6.40) | 619.50 | $30,975 | $894 | 0.18% | 2.89% | 71 | 06/23 11:55 | 0 |
| 16 | ZBU22 | (1.62) | (2.01) | 7.19 | 139'160 | $139,500 | $1,956 | 0.40% | 1.40% | 58 | 07/01 10:32 | -1 |
| 15 | YMU22 | 0.20 | 1.87 | (7.90) | 31,045.00 | $155,225 | $3,404 | 0.70% | 2.19% | 75 | 06/13 11:10 | 0 |
| 14 | SIU22 | 0.76 | 1.83 | (4.52) | 19.86 | $99,275 | $3,000 | 0.61% | 3.02% | 77 | 07/01 08:48 | 1 |
| 13 | RSU22 | (2.22) | 1.57 | (8.10) | 1,727.60 | $86,380 | $2,615 | 0.54% | 3.03% | 56 | 06/13 11:10 | 0 |
| 12 | RBQ22 | 1.35 | (0.92) | 6.15 | 3.67 | $154,056 | $6,213 | 1.27% | 4.03% | 76 | 05/31 09:29 | 0 |
| 11 | NQU22 | 0.96 | 1.17 | (7.41) | 11,610.50 | $232,210 | $8,156 | 1.67% | 3.51% | 62 | 06/13 15:51 | 0 |
| 10 | NGQ22 | (0.96) | (1.04) | (5.74) | 5.62 | $56,200 | $6,286 | 1.29% | 11.18% | 57 | 06/14 09:35 | 0 |
| 9 | HOQ22 | 1.49 | (1.38) | 5.92 | 3.96 | $166,333 | $6,766 | 1.39% | 4.07% | 70 | 05/31 09:35 | 0 |
| 8 | HGU22 | (1.27) | 1.16 | 5.60 | 3.61 | $90,325 | $2,818 | 0.58% | 3.12% | 61 | 06/02 20:33 | 0 |
| 7 | GCQ22 | 0.29 | 2.13 | (5.04) | 1,812.90 | $181,290 | $2,690 | 0.55% | 1.48% | 61 | 06/13 18:03 | 0 |
| 6 | ESU22 | (0.03) | 1.48 | (7.97) | 3,825.50 | $191,275 | $5,168 | 1.06% | 2.70% | 65 | 06/13 11:10 | 0 |
| 5 | CLQ22 | (1.23) | 2.07 | 4.88 | 108.46 | $108,460 | $4,527 | 0.93% | 4.17% | 63 | 05/31 09:29 | 0 |
| 4 | 6JU22 | (2.27) | 1.23 | (7.54) | 0.01 | $92,906 | $938 | 0.19% | 1.01% | 62 | 06/08 08:44 | 0 |
| 3 | 6EU22 | (0.43) | 1.28 | (7.47) | 1.05 | $131,075 | $1,233 | 0.25% | 0.94% | 54 | 06/13 21:56 | 0 |
| 2 | 6CU22 | 0.34 | 1.76 | (6.75) | 0.78 | $77,640 | $539 | 0.11% | 0.69% | 69 | 06/10 10:12 | 0 |
| 1 | 6BU22 | (1.25) | 1.91 | (7.11) | 1.21 | $75,706 | $823 | 0.17% | 1.09% | 59 | 06/13 10:55 | 0 |
| 0 | 6AU22 | (0.02) | 1.50 | (5.16) | 0.68 | $68,215 | $858 | 0.18% | 1.26% | 68 | 06/13 15:33 | 0 |
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