|
第42周交易18次共33手,盈利0.2K,0.0%(2.4,3.6,-1.2,-5.1.,0.6),原仓13.2,新仓-13.8,交易0.6。YTD -160.6K,-25.6%。现账户资金46764K,杠杆2.31,净仓4,波动率1.69%(1.10%~2.68%),风险非常高。
本周股市大涨。然而账户又过早的失去了本应大赚的HO-CL空仓,获利甚微。目前账户持有1手ES,2手ZB,1手GC多仓。2手YM-RS空仓。风险非常高。已对自主交易失去了信心,因为无法避免人为犯错。今后应向全自动交易发展。
以下是账户交易与期货的详细情况,
Contract |
Trade |
Vol |
P_1 |
Pos |
Old |
New |
Trading |
No Fee |
CLZ22 |
1 |
1 |
1 |
0 |
$600 |
($3,000) |
$0 |
($2,400) |
ESZ22 |
4 |
4 |
1 |
1 |
$8,775 |
$0 |
$2,450 |
$11,225 |
GCZ22 |
5 |
5 |
0 |
1 |
$0 |
$1,670 |
($2,670) |
($1,000) |
HOX22 |
5 |
5 |
(1) |
0 |
$6,842 |
($4,087) |
$4,847 |
$7,602 |
RBX22 |
4 |
4 |
0 |
0 |
$0 |
$0 |
($3,658) |
($3,658) |
RSZ22 |
3 |
3 |
1 |
2 |
$3,020 |
$1,205 |
($1,260) |
$2,965 |
SIZ22 |
5 |
5 |
1 |
0 |
$6,000 |
($3,100) |
$2,475 |
$5,375 |
YMZ22 |
5 |
5 |
(1) |
(2) |
($7,500) |
($2,780) |
($1,570) |
($11,850) |
ZBZ22 |
1 |
1 |
1 |
2 |
($4,500) |
($3,750) |
$0 |
($8,250) |
Total |
33 |
33 |
3 |
4 |
$13,237 |
($13,842) |
$614 |
$9 |
|
|
|
SID |
Contract/Pair |
RV |
WV |
WM |
PE |
MV |
ATR |
PV% |
V% |
WN |
DateTime |
Pos |
40 |
PTF |
27.47 |
2.26 |
6.45 |
- |
$467,594 |
$7,908 |
1.69% |
1.69% |
68.5 |
10/21 20:20 |
4 |
39 |
ZWZ22-ZCZ22 |
(1.15) |
1.52 |
5.64 |
26.07% |
$8,225 |
$1,333 |
0.29% |
3.14% |
68 |
09/21 03:11 |
0 |
38 |
ZSF23-ZWZ22 |
1.41 |
(1.29) |
5.57 |
2.43% |
$27,688 |
$1,760 |
0.38% |
4.15% |
53 |
09/13 05:01 |
0 |
37 |
ZSF23-ZCZ22 |
1.28 |
1.40 |
8.57 |
25.02% |
$35,913 |
$1,161 |
0.25% |
1.66% |
58 |
09/13 07:36 |
0 |
36 |
ZBZ22-6JZ22 |
(1.20) |
(1.23) |
4.15 |
11.65% |
$33,838 |
$1,680 |
0.36% |
1.41% |
76 |
10/14 08:52 |
0 |
35 |
YMZ22-RSZ22 |
1.94 |
3.53 |
5.14 |
53.74% |
$68,440 |
$1,522 |
0.33% |
0.98% |
79 |
10/14 09:55 |
-2 |
34 |
RBZ22-HOZ22 |
(3.30) |
(2.09) |
7.07 |
24.04% |
($45,793) |
$4,815 |
1.03% |
3.23% |
58 |
09/15 13:59 |
0 |
33 |
RBZ22-CLZ22 |
(3.13) |
(1.83) |
4.61 |
52.57% |
$18,176 |
$2,081 |
0.45% |
2.01% |
101 |
10/04 14:29 |
0 |
32 |
NQZ22-YMZ22 |
0.00 |
1.83 |
(5.12) |
42.17% |
$71,615 |
$3,976 |
0.85% |
1.75% |
79 |
10/10 13:07 |
0 |
31 |
NQZ22-RSZ22 |
1.60 |
2.65 |
(5.49) |
32.33% |
$140,055 |
$4,652 |
0.99% |
2.04% |
73 |
09/14 07:57 |
0 |
30 |
NQZ22-ESZ22 |
0.87 |
1.94 |
(5.02) |
62.58% |
$38,960 |
$2,572 |
0.55% |
1.13% |
81 |
09/13 20:41 |
0 |
29 |
HOZ22-CLZ22 |
1.27 |
2.11 |
(5.28) |
27.89% |
$63,968 |
$4,571 |
0.98% |
3.07% |
72 |
09/14 07:06 |
0 |
28 |
HGZ22-SIZ22 |
(1.36) |
(2.56) |
(9.44) |
19.80% |
($10,025) |
$2,605 |
0.56% |
2.69% |
53 |
10/04 09:26 |
0 |
27 |
GCZ22-SIZ22 |
(1.01) |
(2.53) |
(7.45) |
43.80% |
$69,250 |
$1,825 |
0.39% |
1.88% |
62 |
10/03 10:00 |
1 |
26 |
ESZ22-YMZ22 |
(1.11) |
1.53 |
(6.42) |
64.86% |
$32,655 |
$1,645 |
0.35% |
0.87% |
94 |
10/11 10:31 |
0 |
25 |
ESZ22-RSZ22 |
1.43 |
2.99 |
(5.77) |
46.33% |
$101,095 |
$2,513 |
0.54% |
1.33% |
75 |
10/11 20:13 |
0 |
24 |
6EZ22-6CZ22 |
(1.35) |
1.86 |
(5.58) |
25.62% |
$50,436 |
$1,097 |
0.23% |
0.89% |
71 |
09/25 21:02 |
0 |
23 |
6EZ22-6AZ22 |
(1.73) |
(0.96) |
5.30 |
31.21% |
$59,821 |
$1,014 |
0.22% |
0.82% |
72 |
10/04 14:38 |
0 |
22 |
6CZ22-6AZ22 |
(0.79) |
(2.60) |
5.45 |
44.67% |
$9,385 |
$530 |
0.11% |
0.83% |
92 |
10/10 11:08 |
0 |
21 |
6BZ22-6CZ22 |
0.25 |
1.39 |
(13.63) |
28.28% |
($2,608) |
$809 |
0.17% |
1.14% |
82 |
09/25 21:01 |
0 |
20 |
6BZ22-6AZ22 |
(0.23) |
(2.02) |
(10.79) |
27.44% |
$6,778 |
$819 |
0.18% |
1.16% |
70 |
09/25 21:01 |
0 |
19 |
ZWZ22 |
(1.08) |
1.59 |
5.46 |
848.00 |
$42,400 |
$1,803 |
0.39% |
4.25% |
58 |
09/21 03:11 |
0 |
18 |
ZSF23 |
1.25 |
1.47 |
8.65 |
1,401.75 |
$70,088 |
$1,549 |
0.33% |
2.21% |
60 |
09/13 07:36 |
0 |
17 |
ZCZ22 |
0.72 |
1.26 |
6.06 |
683.50 |
$34,175 |
$771 |
0.16% |
2.26% |
68 |
08/23 10:37 |
0 |
16 |
ZBZ22 |
(4.03) |
(1.12) |
(5.95) |
118'310 |
$118,969 |
$1,902 |
0.41% |
1.60% |
70 |
10/10 13:08 |
2 |
15 |
YMZ22 |
1.01 |
3.28 |
(5.39) |
31,189.00 |
$155,945 |
$3,289 |
0.70% |
2.11% |
61 |
09/14 15:17 |
-2 |
14 |
SIZ22 |
1.16 |
3.66 |
8.07 |
19.40 |
$97,000 |
$3,248 |
0.69% |
3.35% |
63 |
10/04 02:48 |
0 |
13 |
RSZ22 |
(1.93) |
1.84 |
4.85 |
1,750.10 |
$87,505 |
$2,559 |
0.55% |
2.92% |
57 |
10/04 15:59 |
2 |
12 |
RBZ22 |
(3.38) |
1.16 |
5.31 |
2.46 |
$103,316 |
$4,389 |
0.94% |
4.25% |
64 |
10/04 14:29 |
0 |
11 |
NQZ22 |
0.84 |
2.57 |
(5.20) |
11,378.00 |
$227,560 |
$6,875 |
1.47% |
3.02% |
67 |
09/14 07:59 |
0 |
10 |
NGZ22 |
(2.12) |
(7.07) |
(7.07) |
5.52 |
$55,160 |
$4,738 |
1.01% |
8.59% |
61 |
10/21 12:20 |
0 |
9 |
HOZ22 |
1.58 |
1.82 |
6.21 |
3.55 |
$149,108 |
$6,339 |
1.36% |
4.25% |
64 |
10/06 04:00 |
0 |
8 |
HGZ22 |
(0.96) |
2.64 |
(5.20) |
3.48 |
$86,975 |
$2,513 |
0.54% |
2.89% |
63 |
09/16 04:53 |
0 |
7 |
GCZ22 |
0.53 |
3.09 |
(6.46) |
1,662.50 |
$166,250 |
$2,601 |
0.56% |
1.56% |
51 |
09/16 04:17 |
1 |
6 |
ESZ22 |
(0.49) |
2.77 |
(6.80) |
3,772.00 |
$188,600 |
$4,682 |
1.00% |
2.48% |
59 |
09/16 12:27 |
1 |
5 |
CLZ22 |
0.55 |
(1.04) |
5.89 |
85.14 |
$85,140 |
$3,705 |
0.79% |
4.35% |
53 |
10/10 09:41 |
0 |
4 |
6JZ22 |
(2.69) |
(1.55) |
(7.29) |
0.01 |
$85,131 |
$857 |
0.18% |
1.01% |
74 |
09/07 07:38 |
0 |
3 |
6EZ22 |
(1.64) |
2.71 |
(5.32) |
0.99 |
$123,731 |
$1,475 |
0.32% |
1.19% |
69 |
09/25 21:01 |
0 |
2 |
6CZ22 |
(0.51) |
3.36 |
(4.11) |
0.73 |
$73,295 |
$699 |
0.15% |
0.95% |
65 |
09/14 07:49 |
0 |
1 |
6BZ22 |
0.19 |
2.75 |
(11.01) |
1.13 |
$70,688 |
$1,128 |
0.24% |
1.60% |
73 |
09/25 21:01 |
0 |
0 |
6AZ22 |
0.81 |
3.74 |
(6.10) |
0.64 |
$63,910 |
$959 |
0.21% |
1.50% |
72 |
10/11 00:58 |
0 |
|
|
|
|
|
|
|
|
|
|
|