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第34周交易17次共24手,亏损-4.0K,-0.8%(0.6,1.8,-10.0,4.4,-0.8),原仓0.7,新仓-2.2,交易-2.7。YTD -141.5K,-22.5%。现账户资金486.7K,杠杆1.03,净仓3,波动率1.21%(0.57%~2.08%),风险较高。
本周股市暴跌,可惜期指空仓上周就平了。RB-HO出现严重背离,账户因此新增了一手多仓,结果深深被套(-7.8K)。目前账户持有2手6J,1手RB-HO,1手ZW多仓,风险较高。下周末为劳工节,股市会上演腥风血雨的屠杀吗?
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 |
2 |
2 |
($1,188) |
$0 |
$1,025 |
($163) |
HOV22 |
5 |
5 |
0 |
(1) |
$0 |
($1,770) |
($5,832) |
($7,602) |
RBV22 |
5 |
5 |
0 |
1 |
$0 |
($409) |
$212 |
($197) |
ZSX22 |
2 |
2 |
0 |
0 |
$0 |
$0 |
$738 |
$738 |
ZWZ22 |
8 |
8 |
1 |
1 |
$1,913 |
$0 |
$1,163 |
$3,075 |
Total |
24 |
24 |
3 |
3 |
$725 |
($2,179) |
($2,694) |
($4,149) |
|
|
|
|
SID |
Contract/Pair |
RV |
WV |
WM |
PE |
MV |
ATR |
PV% |
V% |
WN |
DateTime |
Pos |
40 |
PTF |
25.11 |
2.41 |
6.08 |
- |
$486,657 |
$5,875 |
1.21% |
1.21% |
65 |
08/26 17:14 |
3 |
39 |
ZWZ22-ZCZ22 |
(1.86) |
1.17 |
(5.33) |
29.40% |
$7,288 |
$1,324 |
0.27% |
3.27% |
84 |
08/19 10:27 |
0 |
38 |
ZSX22-ZWZ22 |
1.58 |
1.76 |
(4.71) |
14.53% |
$32,700 |
$1,870 |
0.38% |
2.55% |
68 |
07/05 12:22 |
0 |
37 |
ZSX22-ZCZ22 |
0.93 |
1.63 |
(8.60) |
32.52% |
$39,988 |
$1,476 |
0.30% |
2.02% |
62 |
07/05 12:55 |
0 |
36 |
ZBZ22-6JU22 |
(0.59) |
2.93 |
6.47 |
8.46% |
$46,225 |
$1,687 |
0.35% |
1.23% |
41 |
07/01 14:24 |
0 |
35 |
YMU22-RSU22 |
(0.05) |
(3.71) |
5.62 |
43.35% |
$66,300 |
$1,358 |
0.28% |
0.84% |
56 |
07/15 10:37 |
0 |
34 |
RBV22-HOV22 |
(5.23) |
1.95 |
(10.14) |
25.77% |
($52,933) |
$5,037 |
1.04% |
3.05% |
78 |
08/25 07:57 |
1 |
33 |
RBV22-CLV22 |
(2.98) |
2.39 |
(4.96) |
44.20% |
$19,250 |
$3,176 |
0.65% |
2.83% |
87 |
08/23 12:18 |
0 |
32 |
NQU22-YMU22 |
1.43 |
(3.48) |
5.57 |
33.85% |
$90,355 |
$3,980 |
0.82% |
1.58% |
67 |
07/07 15:22 |
0 |
31 |
NQU22-RSU22 |
0.54 |
(4.36) |
5.27 |
29.66% |
$156,655 |
$4,232 |
0.87% |
1.68% |
65 |
07/07 15:21 |
0 |
30 |
NQU22-ESU22 |
1.36 |
(3.42) |
5.80 |
54.83% |
$49,043 |
$2,717 |
0.56% |
1.08% |
66 |
07/07 15:22 |
0 |
29 |
HOV22-CLV22 |
4.25 |
1.62 |
(5.17) |
26.71% |
$72,182 |
$4,974 |
1.02% |
3.01% |
73 |
06/28 09:41 |
0 |
28 |
HGZ22-SIZ22 |
0.48 |
(1.18) |
8.35 |
-0.49% |
($1,900) |
$2,714 |
0.56% |
2.88% |
63 |
08/22 08:42 |
0 |
27 |
GCZ22-SIZ22 |
0.62 |
1.60 |
5.30 |
30.92% |
$80,805 |
$1,866 |
0.38% |
1.98% |
67 |
07/25 21:23 |
0 |
26 |
ESU22-YMU22 |
1.22 |
(3.38) |
5.26 |
61.07% |
$41,313 |
$1,366 |
0.28% |
0.68% |
75 |
07/07 15:21 |
0 |
25 |
ESU22-RSU22 |
0.94 |
(4.74) |
(5.02) |
44.66% |
$107,613 |
$1,941 |
0.40% |
0.96% |
65 |
08/24 03:34 |
0 |
24 |
6EU22-6CU22 |
(1.06) |
(1.88) |
(5.73) |
21.78% |
$48,055 |
$1,035 |
0.21% |
0.83% |
69 |
08/23 03:29 |
0 |
23 |
6EU22-6AU22 |
(0.96) |
(1.21) |
(6.37) |
30.03% |
$55,810 |
$926 |
0.19% |
0.74% |
59 |
08/23 02:57 |
0 |
22 |
6CU22-6AU22 |
(0.35) |
1.92 |
4.85 |
38.17% |
$7,755 |
$525 |
0.11% |
0.76% |
70 |
07/01 10:59 |
0 |
21 |
6BU22-6CU22 |
(0.96) |
(1.25) |
(5.11) |
29.30% |
($3,295) |
$558 |
0.11% |
0.76% |
68 |
08/22 07:40 |
0 |
20 |
6BU22-6AU22 |
(1.15) |
1.72 |
(5.85) |
35.37% |
$4,460 |
$549 |
0.11% |
0.80% |
68 |
08/22 06:10 |
0 |
19 |
ZWZ22 |
(1.97) |
1.48 |
5.96 |
810.75 |
$40,538 |
$1,875 |
0.39% |
4.62% |
56 |
07/10 20:00 |
1 |
18 |
ZSX22 |
0.93 |
1.59 |
9.12 |
1,464.75 |
$73,238 |
$2,188 |
0.45% |
2.99% |
54 |
07/29 10:46 |
0 |
17 |
ZCZ22 |
0.58 |
1.68 |
(8.01) |
665.00 |
$33,250 |
$1,012 |
0.21% |
3.04% |
67 |
07/12 20:08 |
0 |
16 |
ZBZ22 |
(2.09) |
1.53 |
6.38 |
137'040 |
$137,125 |
$1,843 |
0.38% |
1.34% |
43 |
07/01 10:01 |
0 |
15 |
YMU22 |
(1.12) |
(4.82) |
6.17 |
32,165.00 |
$160,825 |
$2,397 |
0.49% |
1.49% |
67 |
07/18 09:32 |
0 |
14 |
SIZ22 |
(0.57) |
(2.24) |
6.79 |
18.86 |
$94,275 |
$2,701 |
0.56% |
2.87% |
71 |
07/29 03:07 |
0 |
13 |
RSU22 |
(0.74) |
(4.06) |
(5.52) |
1,890.50 |
$94,525 |
$2,048 |
0.42% |
2.17% |
61 |
06/30 10:11 |
0 |
12 |
RBV22 |
(4.00) |
1.69 |
(5.96) |
2.67 |
$112,220 |
$5,691 |
1.17% |
5.07% |
62 |
07/05 13:59 |
1 |
11 |
NQU22 |
0.27 |
(4.22) |
5.02 |
12,559.00 |
$251,180 |
$6,016 |
1.24% |
2.40% |
61 |
07/07 15:21 |
0 |
10 |
NGV22 |
0.59 |
(1.60) |
6.28 |
9.31 |
$93,050 |
$5,578 |
1.15% |
5.99% |
63 |
07/26 08:20 |
0 |
9 |
HOV22 |
4.48 |
1.23 |
4.82 |
3.93 |
$165,152 |
$6,787 |
1.39% |
4.11% |
75 |
07/28 05:08 |
-1 |
8 |
HGZ22 |
0.01 |
(1.91) |
(4.75) |
3.70 |
$92,375 |
$2,684 |
0.55% |
2.91% |
75 |
07/01 04:32 |
0 |
7 |
GCZ22 |
0.72 |
(1.92) |
(7.43) |
1,750.80 |
$175,080 |
$2,289 |
0.47% |
1.31% |
66 |
07/06 12:02 |
0 |
6 |
ESU22 |
0.71 |
(4.60) |
(5.88) |
4,042.75 |
$202,138 |
$3,508 |
0.72% |
1.74% |
71 |
06/30 10:03 |
0 |
5 |
CLV22 |
(1.84) |
(1.97) |
(5.73) |
92.97 |
$92,970 |
$4,551 |
0.94% |
4.90% |
55 |
07/05 14:00 |
0 |
4 |
6JU22 |
(1.39) |
(1.86) |
6.88 |
0.01 |
$90,900 |
$974 |
0.20% |
1.07% |
46 |
07/29 02:58 |
2 |
3 |
6EU22 |
(0.86) |
(2.49) |
(5.74) |
1.00 |
$124,750 |
$1,323 |
0.27% |
1.06% |
63 |
08/23 02:39 |
0 |
2 |
6CU22 |
0.60 |
(2.84) |
6.50 |
0.77 |
$76,695 |
$577 |
0.12% |
0.75% |
63 |
07/18 10:51 |
0 |
1 |
6BU22 |
(0.91) |
(2.65) |
(5.69) |
1.17 |
$73,400 |
$789 |
0.16% |
1.07% |
65 |
08/23 02:37 |
0 |
0 |
6AU22 |
0.72 |
(2.81) |
(5.09) |
0.69 |
$68,940 |
$850 |
0.17% |
1.23% |
66 |
08/17 11:48 |
0 |
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