|
第38周交易32次共47手,盈利0.4K(0.4,-0.4, 1.2,0.3,-1.1),0.1%。原仓0.9,新仓-3.8,交易3.4。YTD -$84.0K,-12.9%。现账户资金610.1K,马金18.4K,杠杆0.46,净仓-1,波动率0.39,风险较低。
本周股市上涨。已回到账户抛掉空仓的地方,准备让子弹再飞一会再重建空仓。在RB-HO交易上出现重大失误,看空但投机做多被套,另外单边做空HO造成亏损。好在仓位不重,其它盈利让最终账户微赚。
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 |
6AZ21 |
1.18 |
1.02 |
-8.12 |
0.00% |
$72,605 |
$568 |
-1.96 |
0.78% |
59 |
8/19/2021 5:09 |
0 |
1 |
6BZ21 |
-2.78 |
-2.5 |
5.41 |
0.00% |
$85,444 |
$455 |
-1.3 |
0.53% |
47 |
7/30/2021 4:35 |
0 |
2 |
6CZ21 |
-0.88 |
2.05 |
8.21 |
0.00% |
$79,015 |
$537 |
-1.05 |
0.68% |
52 |
8/24/2021 10:57 |
0 |
3 |
6EZ21 |
0.31 |
-1.98 |
-6.2 |
0.00% |
$146,713 |
$599 |
-1.45 |
0.41% |
63 |
8/11/2021 3:23 |
0 |
4 |
6JZ21 |
2.26 |
-1.93 |
6.57 |
0.00% |
$112,956 |
$504 |
-1.08 |
0.45% |
47 |
8/17/2021 3:13 |
0 |
5 |
CLX21 |
-1.64 |
5.03 |
6.96 |
0.00% |
$73,950 |
$1,910 |
1.7 |
2.58% |
57 |
8/25/2021 14:58 |
0 |
6 |
ESZ21 |
4.22 |
1.92 |
-6.38 |
0.00% |
$222,300 |
$2,115 |
1.37 |
0.95% |
61 |
9/20/2021 8:44 |
0 |
7 |
GCZ21 |
-1.16 |
1.09 |
-11.43 |
0.00% |
$175,060 |
$2,361 |
-2.36 |
1.35% |
56 |
8/8/2021 18:58 |
0 |
8 |
HGZ21 |
0.49 |
1.83 |
-8.53 |
0.00% |
$107,038 |
$2,634 |
-1.4 |
2.46% |
44 |
8/19/2021 5:31 |
0 |
9 |
HOV21 |
2.74 |
3.02 |
7.82 |
0.00% |
$95,180 |
$2,197 |
2.43 |
2.31% |
65 |
8/25/2021 8:57 |
-1 |
10 |
HOX21 |
2.74 |
3.02 |
7.92 |
0.00% |
$95,004 |
$2,155 |
2.46 |
2.27% |
67 |
8/25/2021 8:57 |
-1 |
11 |
NGX21 |
-1.01 |
1.96 |
5.96 |
0.00% |
$52,370 |
$1,922 |
6.14 |
3.67% |
62 |
8/29/2021 18:01 |
0 |
12 |
NQZ21 |
-1.15 |
1.72 |
-5.39 |
0.00% |
$306,380 |
$3,535 |
1.3 |
1.15% |
70 |
9/20/2021 8:44 |
0 |
13 |
RBV21 |
0.01 |
1.5 |
9.06 |
0.00% |
$91,497 |
$2,524 |
0.84 |
2.76% |
57 |
8/25/2021 20:59 |
0 |
14 |
RBX21 |
0.01 |
1.46 |
8.96 |
0.00% |
$89,397 |
$2,313 |
0.97 |
2.59% |
65 |
8/25/2021 15:34 |
1 |
15 |
RSZ21 |
-1.67 |
1.2 |
7.15 |
0.00% |
$112,230 |
$1,915 |
1.19 |
1.71% |
63 |
8/25/2021 13:20 |
0 |
16 |
SIZ21 |
-1.56 |
1.25 |
-11.05 |
0.00% |
$112,075 |
$2,918 |
-4.94 |
2.60% |
52 |
8/8/2021 18:58 |
0 |
17 |
YMZ21 |
-5.1 |
1.54 |
-5.82 |
0.00% |
$173,430 |
$1,643 |
-0.19 |
0.95% |
68 |
9/20/2021 8:45 |
0 |
18 |
ZBZ21 |
-1.38 |
-2.27 |
-5.45 |
0.00% |
$161,031 |
$1,159 |
-1.32 |
0.72% |
51 |
9/23/2021 23:56 |
0 |
19 |
ZCZ21 |
0.17 |
2.63 |
6.13 |
0.00% |
$26,275 |
$685 |
-1.29 |
2.61% |
59 |
8/12/2021 12:10 |
0 |
20 |
ZSX21 |
-1.08 |
1.51 |
-5.24 |
0.00% |
$64,200 |
$1,240 |
-2.63 |
1.93% |
55 |
8/19/2021 12:09 |
0 |
21 |
ZWZ21 |
1.46 |
4.24 |
-5.03 |
0.00% |
$36,150 |
$920 |
1.66 |
2.55% |
57 |
8/18/2021 3:36 |
0 |
22 |
6BZ21-6AZ21 |
-2.89 |
-1.08 |
5.01 |
25.47% |
$12,839 |
$423 |
1.22 |
0.58% |
87 |
7/28/2021 14:00 |
0 |
23 |
6CZ21-6AZ21 |
-1.22 |
2.63 |
-5.66 |
20.91% |
$6,410 |
$449 |
1.21 |
0.62% |
78 |
8/3/2021 9:49 |
0 |
24 |
6CZ21-HGZ21 |
-0.57 |
-2.1 |
-5.19 |
9.86% |
($28,023) |
$2,374 |
1.32 |
2.22% |
62 |
8/23/2021 10:16 |
0 |
25 |
6EZ21-6AZ21 |
-0.05 |
1.57 |
4.07 |
13.86% |
$74,108 |
$516 |
0.47 |
0.35% |
102 |
9/15/2021 8:29 |
0 |
26 |
6EZ21-6BZ21 |
1.16 |
1.12 |
-5.23 |
19.73% |
$61,269 |
$481 |
-0.57 |
0.33% |
100 |
9/9/2021 10:44 |
0 |
27 |
6EZ21-6CZ21 |
0.68 |
-2.01 |
5.58 |
5.06% |
$67,698 |
$569 |
-0.53 |
0.39% |
83 |
8/20/2021 5:35 |
0 |
28 |
ESZ21-RSZ21 |
2.11 |
1.44 |
-4.34 |
23.42% |
$110,070 |
$1,620 |
0.38 |
0.73% |
98 |
9/20/2021 8:40 |
0 |
29 |
ESZ21-YMZ21 |
5.02 |
1.42 |
-5.17 |
47.74% |
$48,870 |
$1,105 |
2.91 |
0.50% |
133 |
9/20/2021 15:18 |
0 |
30 |
GCZ21-SIZ21 |
1.31 |
2.46 |
4.9 |
37.52% |
$62,985 |
$1,823 |
4.85 |
1.63% |
61 |
8/12/2021 13:43 |
0 |
31 |
HOV21-CLX21 |
2.62 |
1.2 |
4.48 |
65.67% |
$21,230 |
$754 |
2.78 |
0.79% |
106 |
8/25/2021 8:31 |
0 |
32 |
NQZ21-ESZ21 |
2.68 |
1.41 |
-4.88 |
39.01% |
$84,080 |
$2,156 |
0.78 |
0.70% |
77 |
7/27/2021 13:20 |
0 |
33 |
NQZ21-RSZ21 |
-0.16 |
1.64 |
-6.67 |
13.32% |
$194,150 |
$3,064 |
0.75 |
1.00% |
77 |
9/20/2021 15:18 |
0 |
34 |
NQZ21-YMZ21 |
3.54 |
1.42 |
-5.85 |
18.45% |
$132,950 |
$2,883 |
1.7 |
0.94% |
73 |
9/20/2021 15:18 |
0 |
35 |
RBV21-CLX21 |
0.43 |
1.47 |
9.66 |
53.50% |
$17,547 |
$1,174 |
-0.96 |
1.28% |
68 |
8/25/2021 22:04 |
0 |
36 |
RBV21-HOV21 |
-1.27 |
-1.05 |
6.56 |
61.53% |
($3,683) |
$971 |
-3.32 |
1.06% |
83 |
8/25/2021 23:10 |
1 |
37 |
RBX21-HOX21 |
-1.27 |
-1.65 |
-4.32 |
62.45% |
($5,607) |
$868 |
-3.52 |
0.97% |
139 |
9/17/2021 12:00 |
1 |
38 |
HOV21-HOX21 |
0 |
1.06 |
-3 |
77.31% |
$176 |
$499 |
0.11 |
0.52% |
353 |
8/1/2021 21:11 |
0 |
39 |
YMZ21-RSZ21 |
-2.1 |
1.34 |
-4.13 |
26.96% |
$61,200 |
$1,398 |
-1.86 |
1.25% |
108 |
7/28/2021 15:32 |
0 |
40 |
ZBZ21-6JZ21 |
-2.5 |
-2.03 |
-5.14 |
15.86% |
$48,075 |
$975 |
-1.01 |
0.61% |
79 |
9/23/2021 23:58 |
0 |
41 |
ZSX21-ZCZ21 |
-1.06 |
-1.42 |
5.54 |
33.39% |
$37,925 |
$826 |
-2.88 |
1.29% |
62 |
8/17/2021 11:07 |
0 |
42 |
ZSX21-ZWZ21 |
-1.41 |
-2.29 |
-5.91 |
14.64% |
$28,050 |
$1,058 |
-4.52 |
1.65% |
64 |
8/2/2021 9:54 |
0 |
43 |
ZWZ21-ZCZ21 |
1.1 |
4.13 |
-5.81 |
28.96% |
$9,875 |
$654 |
3.69 |
1.81% |
61 |
8/18/2021 3:36 |
0 |
44 |
PTF |
32.25 |
-2.82 |
-6.26 |
0.00% |
$610,137 |
$2,352 |
0 |
0.39% |
20 |
8/24/2021 14:00 |
-1 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|