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第44周交易22次共34手,盈利3.5K,0.7%(1.5,4.8,0.5,-3.0.,-0.2),原仓4.4,新仓-7.5,交易6.6。YTD -152.3K,-24.2%。现账户资金475.9K,杠杆3.72,净仓1,波动率1.33%(0.73%~1.78%),风险较高。
为防通胀,本周美联储继续加息3码,股市大跌。账户趁机增加了持仓。目前账户持有1手ZB,1手ES-YM,2手GC-SI多仓与3手YM-RS空仓。仍偏空于股市。杠杆较大,风险较高。
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 |
4 |
4 |
0 |
0 |
$0 |
$0 |
$3,470 |
$3,470 |
ESZ22 |
3 |
3 |
0 |
1 |
$0 |
$75 |
$800 |
$875 |
GCZ22 |
3 |
3 |
1 |
2 |
$3,740 |
$980 |
$580 |
$5,300 |
HOZ22 |
4 |
4 |
0 |
0 |
$0 |
$0 |
($2,113) |
($2,113) |
RSZ22 |
2 |
2 |
3 |
3 |
($8,550) |
$0 |
$290 |
($8,260) |
SIZ22 |
6 |
6 |
0 |
(2) |
$0 |
($7,325) |
$2,625 |
($4,700) |
YMZ22 |
5 |
5 |
(3) |
(4) |
$9,210 |
($960) |
($390) |
$7,860 |
ZBZ22 |
7 |
7 |
0 |
1 |
$0 |
($313) |
$1,406 |
$1,094 |
Total |
34 |
34 |
1 |
1 |
$4,400 |
($7,543) |
$6,668 |
$3,526 |
|
|
|
SID |
Contract/Pair |
RV |
WV |
WM |
PE |
MV |
ATR |
PV% |
V% |
WN |
DateTime |
Pos |
40 |
PTF |
26.80 |
2.28 |
6.53 |
- |
$475,863 |
$6,324 |
1.33% |
1.33% |
64.1 |
11/04 17:55 |
1 |
39 |
ZWZ22-ZCZ22 |
(0.91) |
1.16 |
5.52 |
22.33% |
$8,363 |
$1,363 |
0.29% |
3.22% |
63 |
09/21 03:11 |
0 |
38 |
ZSF23-ZWZ22 |
2.29 |
2.42 |
5.55 |
-0.72% |
$30,750 |
$1,767 |
0.37% |
4.17% |
51 |
09/13 05:01 |
0 |
37 |
ZSF23-ZCZ22 |
2.36 |
3.12 |
9.08 |
22.61% |
$39,113 |
$1,096 |
0.23% |
1.50% |
61 |
09/13 07:36 |
0 |
36 |
ZBZ22-6JZ22 |
(0.50) |
(2.45) |
(4.21) |
10.11% |
$33,738 |
$1,789 |
0.38% |
1.50% |
70 |
10/07 10:14 |
0 |
35 |
YMZ22-RSZ22 |
2.51 |
1.22 |
5.15 |
55.65% |
$71,815 |
$1,518 |
0.32% |
0.94% |
67 |
10/14 09:55 |
-3 |
34 |
RBZ22-HOZ22 |
(2.72) |
1.16 |
7.07 |
23.46% |
($48,426) |
$4,815 |
1.01% |
2.94% |
57 |
09/15 13:59 |
0 |
33 |
RBZ22-CLZ22 |
(2.54) |
(3.83) |
5.28 |
51.72% |
$22,514 |
$2,027 |
0.43% |
1.76% |
98 |
11/03 05:10 |
0 |
32 |
NQZ22-YMZ22 |
(1.69) |
1.11 |
(5.74) |
41.50% |
$55,545 |
$4,242 |
0.89% |
1.95% |
68 |
10/11 10:04 |
0 |
31 |
NQZ22-RSZ22 |
1.34 |
1.29 |
(5.71) |
32.81% |
$127,360 |
$4,872 |
1.02% |
2.24% |
66 |
10/11 15:11 |
0 |
30 |
NQZ22-ESZ22 |
(0.73) |
1.13 |
(4.75) |
62.44% |
$28,788 |
$2,724 |
0.57% |
1.25% |
70 |
09/13 20:41 |
0 |
29 |
HOZ22-CLZ22 |
1.11 |
(1.33) |
5.87 |
26.67% |
$70,940 |
$4,613 |
0.97% |
2.82% |
63 |
11/04 03:44 |
0 |
28 |
HGZ22-SIZ22 |
(1.26) |
(2.26) |
10.45 |
24.34% |
($12,050) |
$2,673 |
0.56% |
2.56% |
57 |
10/14 12:25 |
0 |
27 |
GCZ22-SIZ22 |
(1.53) |
(4.83) |
(7.14) |
46.07% |
$63,995 |
$1,905 |
0.40% |
1.82% |
60 |
10/03 10:00 |
2 |
26 |
ESZ22-YMZ22 |
(2.66) |
(1.23) |
(6.28) |
65.39% |
$26,758 |
$1,682 |
0.35% |
0.89% |
69 |
10/11 10:31 |
1 |
25 |
ESZ22-RSZ22 |
0.76 |
1.28 |
(5.76) |
48.16% |
$98,573 |
$2,520 |
0.53% |
1.34% |
66 |
10/11 20:13 |
0 |
24 |
6EZ22-6CZ22 |
(1.72) |
3.39 |
(5.72) |
29.46% |
$50,738 |
$1,070 |
0.22% |
0.86% |
73 |
09/25 21:02 |
0 |
23 |
6EZ22-6AZ22 |
(1.65) |
2.90 |
(4.96) |
36.97% |
$60,163 |
$956 |
0.20% |
0.76% |
73 |
09/25 21:04 |
0 |
22 |
6CZ22-6AZ22 |
0.26 |
(1.99) |
(5.51) |
48.31% |
$9,425 |
$534 |
0.11% |
0.82% |
84 |
10/26 10:04 |
0 |
21 |
6BZ22-6CZ22 |
0.65 |
1.61 |
(12.64) |
29.11% |
($3,000) |
$873 |
0.18% |
1.23% |
70 |
09/25 21:01 |
0 |
20 |
6BZ22-6AZ22 |
0.79 |
0.00 |
(11.12) |
30.01% |
$6,425 |
$862 |
0.18% |
1.21% |
64 |
09/25 21:01 |
0 |
19 |
ZWZ22 |
(1.24) |
(1.13) |
5.61 |
847.50 |
$42,375 |
$1,755 |
0.37% |
4.14% |
60 |
09/21 03:11 |
0 |
18 |
ZSF23 |
2.34 |
2.56 |
9.46 |
1,462.50 |
$73,125 |
$1,416 |
0.30% |
1.94% |
63 |
09/13 07:36 |
0 |
17 |
ZCZ22 |
(0.43) |
(1.40) |
5.12 |
680.25 |
$34,013 |
$679 |
0.14% |
2.00% |
66 |
10/10 10:12 |
0 |
16 |
ZBZ22 |
(2.89) |
(1.13) |
(5.68) |
119'130 |
$119,406 |
$1,990 |
0.42% |
1.67% |
70 |
10/10 13:08 |
1 |
15 |
YMZ22 |
2.54 |
1.49 |
(5.18) |
32,376.00 |
$161,880 |
$3,423 |
0.72% |
2.11% |
63 |
09/14 15:17 |
-4 |
14 |
SIZ22 |
1.73 |
6.06 |
7.97 |
20.92 |
$104,575 |
$3,533 |
0.74% |
3.38% |
52 |
10/04 12:40 |
-2 |
13 |
RSZ22 |
(1.65) |
1.25 |
4.63 |
1,801.30 |
$90,065 |
$2,677 |
0.56% |
2.97% |
61 |
10/04 15:59 |
3 |
12 |
RBZ22 |
(2.74) |
(2.16) |
5.55 |
2.74 |
$115,114 |
$4,199 |
0.88% |
3.65% |
71 |
10/04 14:29 |
0 |
11 |
NQZ22 |
0.66 |
1.32 |
(6.59) |
10,871.25 |
$217,425 |
$7,251 |
1.52% |
3.33% |
66 |
09/16 12:27 |
0 |
10 |
NGZ22 |
(0.49) |
2.42 |
(7.34) |
6.46 |
$64,590 |
$4,670 |
0.98% |
7.23% |
51 |
10/24 06:53 |
0 |
9 |
HOZ22 |
1.29 |
1.54 |
6.26 |
3.89 |
$163,540 |
$6,291 |
1.32% |
3.85% |
62 |
10/06 04:00 |
0 |
8 |
HGZ22 |
0.30 |
6.45 |
6.45 |
3.70 |
$92,525 |
$2,522 |
0.53% |
2.73% |
62 |
11/04 14:56 |
0 |
7 |
GCZ22 |
0.72 |
4.96 |
(6.17) |
1,685.70 |
$168,570 |
$2,725 |
0.57% |
1.62% |
52 |
09/16 04:17 |
2 |
6 |
ESZ22 |
(1.55) |
1.34 |
(6.74) |
3,772.75 |
$188,638 |
$4,861 |
1.02% |
2.58% |
63 |
09/19 06:16 |
1 |
5 |
CLZ22 |
0.41 |
2.92 |
6.16 |
92.60 |
$92,600 |
$3,510 |
0.74% |
3.79% |
58 |
10/09 18:00 |
0 |
4 |
6JZ22 |
(2.52) |
2.15 |
6.28 |
0.01 |
$85,669 |
$1,016 |
0.21% |
1.19% |
57 |
09/22 04:45 |
0 |
3 |
6EZ22 |
(1.94) |
3.87 |
(5.18) |
1.00 |
$124,963 |
$1,517 |
0.32% |
1.21% |
60 |
09/25 21:01 |
0 |
2 |
6CZ22 |
(0.27) |
1.05 |
(5.77) |
0.74 |
$74,225 |
$760 |
0.16% |
1.02% |
58 |
09/19 09:29 |
0 |
1 |
6BZ22 |
0.65 |
2.37 |
(10.09) |
1.14 |
$71,225 |
$1,231 |
0.26% |
1.73% |
66 |
09/25 21:01 |
0 |
0 |
6AZ22 |
(0.46) |
4.02 |
(5.66) |
0.65 |
$64,800 |
$1,033 |
0.22% |
1.59% |
54 |
10/11 00:58 |
0 |
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