|
第22周交易48次共90手,盈利2.0K(-0.5,2.9,0.6,2.5,-3.5),0.3%。原仓-3.1,新仓0.0,交易5.6。YTD -$83.7K,-12.9%。现账户资金598.9K,马金88.9K,杠杆2.5,净仓0,波动率1.0%,风险正常。
本周股市继续上涨。与上周类似,账户在逆境中主要通过交易盈利。不过交易不太顺,错失许多机会。交易虽多,但盈利低与上周。汇率在换约之中失去了仓位,另外ZW增加了1多仓。
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 |
6AU21 |
-3.01 |
1.7 |
3.71 |
0.00% |
$77,435 |
$576 |
2.07 |
0.74% |
20 |
5/10/2021 8:56 |
0 |
1 |
6BU21 |
1.46 |
1.45 |
4.02 |
0.00% |
$88,525 |
$510 |
4.04 |
0.58% |
20 |
4/20/2021 1:09 |
0 |
2 |
6CU21 |
2.11 |
-1.86 |
4.34 |
0.00% |
$82,775 |
$460 |
7.11 |
0.56% |
16 |
5/12/2021 9:06 |
0 |
3 |
6EU21 |
-0.17 |
1.3 |
5.4 |
0.00% |
$152,394 |
$782 |
6.23 |
0.51% |
18 |
4/20/2021 3:45 |
0 |
4 |
6JU21 |
0.62 |
1.99 |
4.84 |
0.00% |
$114,194 |
$506 |
0.8 |
0.44% |
18 |
4/23/2021 8:58 |
0 |
5 |
CLN21 |
0.06 |
4.58 |
4.58 |
0.00% |
$69,370 |
$1,776 |
4.81 |
2.56% |
17 |
6/4/2021 9:22 |
0 |
6 |
ESM21 |
0.63 |
1.39 |
-4.64 |
0.00% |
$211,375 |
$2,233 |
4.49 |
1.06% |
12 |
5/13/2021 4:52 |
-2 |
7 |
GCQ21 |
1.07 |
1.66 |
3.36 |
0.00% |
$189,410 |
$2,268 |
7.27 |
1.20% |
22 |
5/10/2021 9:33 |
0 |
8 |
HGN21 |
0.06 |
1.02 |
5.22 |
0.00% |
$112,913 |
$2,528 |
4.82 |
2.24% |
14 |
4/27/2021 2:37 |
0 |
9 |
HON21 |
-1.58 |
1.26 |
3.6 |
0.00% |
$88,792 |
$1,930 |
6.29 |
2.17% |
15 |
6/1/2021 9:07 |
1 |
10 |
NGN21 |
0.92 |
1.28 |
-4.12 |
0.00% |
$30,990 |
$726 |
5.19 |
2.34% |
21 |
5/24/2021 8:17 |
0 |
11 |
NQM21 |
-0.38 |
1.42 |
3.7 |
0.00% |
$275,265 |
$4,356 |
2.03 |
1.58% |
20 |
6/1/2021 9:41 |
0 |
12 |
RBN21 |
0.84 |
3.89 |
3.89 |
0.00% |
$92,518 |
$2,056 |
4.49 |
2.22% |
15 |
6/4/2021 9:22 |
-1 |
13 |
RSM21 |
1.14 |
-1.11 |
3.54 |
0.00% |
$114,170 |
$2,199 |
-0.14 |
1.93% |
18 |
4/29/2021 8:30 |
1 |
14 |
SIN21 |
-0.93 |
1.21 |
3.08 |
0.00% |
$139,600 |
$3,339 |
4.37 |
2.39% |
18 |
5/17/2021 21:49 |
0 |
15 |
YMM21 |
-0.69 |
1.17 |
-5.05 |
0.00% |
$173,750 |
$1,763 |
4.34 |
1.01% |
14 |
5/13/2021 4:52 |
1 |
16 |
ZBU21 |
-1.38 |
2.1 |
-4.96 |
0.00% |
$157,469 |
$939 |
2.76 |
0.60% |
16 |
5/13/2021 5:55 |
0 |
17 |
ZCN21 |
2.85 |
1.35 |
5.7 |
0.00% |
$34,050 |
$1,148 |
5.82 |
3.37% |
16 |
4/27/2021 6:15 |
-2 |
18 |
ZSN21 |
1.35 |
1.26 |
6.01 |
0.00% |
$79,125 |
$1,657 |
5.31 |
2.09% |
17 |
4/27/2021 6:39 |
-4 |
19 |
ZWN21 |
-2.7 |
-1.39 |
7.15 |
0.00% |
$34,250 |
$1,129 |
3.34 |
3.30% |
15 |
4/27/2021 6:30 |
6 |
20 |
6BU21-6AU21 |
2.4 |
-1.21 |
3.54 |
-0.91% |
$11,090 |
$581 |
1.5 |
0.75% |
18 |
5/12/2021 11:32 |
0 |
21 |
6CU21-6AU21 |
3.07 |
-1.53 |
3.42 |
0.45% |
$5,340 |
$573 |
3.64 |
0.74% |
18 |
4/30/2021 13:51 |
0 |
22 |
6CU21-HGN21 |
-0.36 |
-1.11 |
-4.54 |
12.82% |
($30,138) |
$2,204 |
-4.04 |
1.95% |
20 |
4/27/2021 2:37 |
0 |
23 |
6EU21-6AU21 |
0.96 |
-1.68 |
3.34 |
16.02% |
$74,959 |
$656 |
5.6 |
0.43% |
27 |
5/19/2021 9:51 |
0 |
24 |
6EU21-6BU21 |
-0.47 |
-1.99 |
4.89 |
1.57% |
$63,869 |
$769 |
3.65 |
0.50% |
13 |
4/16/2021 3:57 |
0 |
25 |
6EU21-6CU21 |
-0.72 |
1.01 |
-3.69 |
3.64% |
$69,619 |
$753 |
2.12 |
0.49% |
16 |
5/5/2021 12:06 |
0 |
26 |
ESM21-RSM21 |
-0.7 |
1.55 |
4.03 |
26.69% |
$97,205 |
$1,637 |
6.31 |
0.77% |
12 |
4/13/2021 12:48 |
-1 |
27 |
ESM21-YMM21 |
0.69 |
1.29 |
4.01 |
54.97% |
$37,625 |
$1,005 |
2.36 |
0.48% |
18 |
4/14/2021 7:05 |
-1 |
28 |
GCQ21-SIN21 |
1 |
1.68 |
3.95 |
40.99% |
$49,810 |
$1,970 |
0.95 |
1.41% |
25 |
5/21/2021 12:14 |
0 |
29 |
HON21-CLN21 |
-1.56 |
1.11 |
4.45 |
62.81% |
$19,422 |
$718 |
5.03 |
0.81% |
21 |
5/10/2021 9:49 |
0 |
30 |
NQM21-ESM21 |
0.16 |
1.47 |
-4.12 |
40.30% |
$63,890 |
$2,601 |
-0.45 |
0.94% |
24 |
5/11/2021 9:10 |
0 |
31 |
NQM21-RSM21 |
-0.94 |
1.62 |
5.08 |
22.84% |
$161,095 |
$3,361 |
2.72 |
1.22% |
14 |
4/14/2021 7:55 |
0 |
32 |
NQM21-YMM21 |
0.18 |
1.44 |
-4.16 |
19.86% |
$101,515 |
$3,491 |
0.34 |
1.27% |
24 |
5/11/2021 9:10 |
0 |
33 |
RBN21-CLN21 |
0.78 |
-1.08 |
-3.34 |
59.61% |
$23,148 |
$831 |
0.84 |
0.90% |
19 |
5/25/2021 9:25 |
0 |
34 |
RBN21-HON21 |
1.45 |
1.1 |
-2.82 |
58.95% |
$3,725 |
$844 |
-3.45 |
0.91% |
23 |
5/11/2021 23:24 |
-1 |
35 |
YMM21-RSM21 |
-1.21 |
1.2 |
6.59 |
24.52% |
$59,580 |
$1,660 |
4.79 |
1.45% |
14 |
5/11/2021 8:28 |
0 |
36 |
ZBU21-6JU21 |
-1.42 |
2.29 |
3.33 |
1.95% |
$43,275 |
$921 |
2.38 |
0.58% |
23 |
5/26/2021 12:25 |
0 |
37 |
ZSN21-ZCN21 |
1.41 |
2.25 |
5.48 |
32.97% |
$45,075 |
$1,111 |
1.9 |
1.40% |
15 |
5/12/2021 12:02 |
-1 |
38 |
ZSN21-ZWN21 |
2.04 |
1.2 |
5.5 |
25.32% |
$44,875 |
$1,237 |
4.06 |
1.56% |
21 |
5/12/2021 12:02 |
-3 |
39 |
ZWN21-ZCN21 |
-3.23 |
1.08 |
-3.94 |
30.58% |
$200 |
$797 |
-3.65 |
2.34% |
12 |
5/4/2021 13:09 |
3 |
40 |
PTF |
0 |
-1.6 |
-4 |
0.00% |
$598,887 |
$6,388 |
0.09 |
1.07% |
24 |
5/12/2021 12:02 |
1 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|