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第50周交易44次共73手,盈利16.1K(4.7,4.7,-1.9,-2.4,10.9),2.6%。原仓7.9,新仓-0.1,交易8.2。YTD -$68.8K,-10.6%。现账户资金625.3K,杠杆0.41,净仓2,波动率0.99%(0.48%~1.72%),风险正常。
受Omicron迅速传播与美联储宣布准备加息对抗通胀的影响,本周股市大起大落,非常有利于交易。账户的盈利是10个月以来的最大,但不抵上周的亏损。一个明显的原因就是账户过早地抛掉了手中的空仓,致使盈利时的仓位低于亏损时仓位。目前账户仅持有2手NG多仓和1手RB-HO空仓,风险正常。
上周的亏损让我意识到,我目前的资金额与交易策略完全不能保证将账户风险控制在2%以内,因为交易的产品中有一半以上的期货都有可能突破这个限制。当市场变化不利时,账户为了控制风险,只能控制仓位与减少交易,进而影响到交易策略的实施。
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 |
6AH22 |
1.75 |
-3.65 |
6.98 |
0.00 |
$71,295 |
$553 |
0.09% |
0.78% |
61 |
12/9/2021 1:40 |
0 |
1 |
6BH22 |
-2.96 |
-3.54 |
-6.42 |
0.00 |
$82,800 |
$516 |
0.08% |
0.62% |
55 |
11/5/2021 6:49 |
0 |
2 |
6CH22 |
-1.39 |
-3.58 |
6.58 |
0.00 |
$77,530 |
$467 |
0.07% |
0.60% |
57 |
12/8/2021 10:00 |
0 |
3 |
6EH22 |
0.21 |
-3.45 |
-9.11 |
0.00 |
$140,788 |
$829 |
0.13% |
0.59% |
61 |
11/16/2021 22:42 |
0 |
4 |
6JH22 |
1.52 |
-1.9 |
5.43 |
0.00 |
$110,044 |
$638 |
0.10% |
0.58% |
63 |
11/26/2021 3:23 |
0 |
5 |
CLG22 |
-1.42 |
-2.1 |
-7.89 |
0.00 |
$70,140 |
$2,719 |
0.43% |
3.88% |
60 |
11/26/2021 11:55 |
0 |
6 |
ESH22 |
6.01 |
-1.4 |
6.14 |
0.00 |
$230,963 |
$2,745 |
0.44% |
1.19% |
76 |
12/8/2021 6:55 |
0 |
7 |
GCG22 |
-1.18 |
-1.6 |
-7.64 |
0.00 |
$179,860 |
$2,247 |
0.36% |
1.25% |
57 |
11/23/2021 11:58 |
0 |
8 |
HGH22 |
0.16 |
3.83 |
-4.35 |
0.00 |
$107,250 |
$2,743 |
0.44% |
2.56% |
68 |
12/15/2021 10:38 |
0 |
9 |
HOF22 |
2.85 |
-2.13 |
-8.55 |
0.00 |
$92,896 |
$3,092 |
0.49% |
3.33% |
66 |
11/26/2021 13:44 |
1 |
10 |
NGF22 |
-3.04 |
1.09 |
-6.51 |
0.00 |
$36,690 |
$3,158 |
0.50% |
8.61% |
63 |
11/30/2021 11:03 |
2 |
11 |
NQH22 |
-2.49 |
-0.95 |
6.36 |
0.00 |
$316,570 |
$5,383 |
0.86% |
1.70% |
57 |
12/8/2021 6:46 |
0 |
12 |
RBF22 |
-0.79 |
1.37 |
5.28 |
0.00 |
$89,615 |
$3,199 |
0.51% |
3.57% |
69 |
12/8/2021 5:10 |
-1 |
13 |
RSH22 |
-4.56 |
-1.14 |
7.48 |
0.00 |
$108,515 |
$2,315 |
0.37% |
2.13% |
65 |
11/4/2021 10:12 |
0 |
14 |
SIH22 |
-1.14 |
-1.11 |
-5.91 |
0.00 |
$111,800 |
$2,841 |
0.45% |
2.54% |
64 |
11/23/2021 11:30 |
0 |
15 |
YMH22 |
-5.75 |
-1.3 |
6.23 |
0.00 |
$176,720 |
$1,863 |
0.30% |
1.05% |
84 |
12/7/2021 11:02 |
0 |
16 |
ZBH22 |
-2.8 |
2.62 |
5.47 |
0.00 |
$162,594 |
$1,383 |
0.22% |
0.85% |
49 |
10/28/2021 9:34 |
0 |
17 |
ZCH22 |
0.78 |
-1.26 |
-4.56 |
0.00 |
$29,625 |
$576 |
0.09% |
1.94% |
59 |
11/30/2021 9:57 |
0 |
18 |
ZSF22 |
0.15 |
-1.25 |
-6.94 |
0.00 |
$64,225 |
$1,139 |
0.18% |
1.77% |
57 |
11/9/2021 11:43 |
0 |
19 |
ZWH22 |
0.24 |
2.72 |
5.69 |
0.00 |
$38,738 |
$1,038 |
0.17% |
2.68% |
58 |
11/11/2021 10:38 |
0 |
20 |
6BH22-6AH22 |
-3.37 |
-1.26 |
-6.47 |
(0.01) |
$11,505 |
$559 |
0.09% |
0.78% |
68 |
12/9/2021 1:40 |
0 |
21 |
6BH22-6CH22 |
-2.36 |
1.19 |
-5.92 |
(0.13) |
$5,270 |
$581 |
0.09% |
0.70% |
59 |
12/8/2021 10:00 |
0 |
22 |
6CH22-6AH22 |
-1.8 |
-1.55 |
5.34 |
0.16 |
$6,235 |
$464 |
0.07% |
0.65% |
101 |
12/3/2021 11:01 |
0 |
23 |
6CH22-HGH22 |
-0.28 |
-3.68 |
-4.27 |
0.08 |
($29,720) |
$2,521 |
0.40% |
2.35% |
70 |
11/14/2021 18:11 |
0 |
24 |
6EH22-6AH22 |
-0.28 |
-2.47 |
-5.73 |
0.04 |
$69,493 |
$794 |
0.13% |
0.56% |
73 |
11/16/2021 22:42 |
0 |
25 |
6EH22-6CH22 |
0.8 |
-2.06 |
-6.61 |
0.01 |
$63,258 |
$823 |
0.13% |
0.58% |
71 |
11/16/2021 22:42 |
0 |
26 |
ESH22-RSH22 |
5.44 |
-4.2 |
5.47 |
0.30 |
$122,448 |
$1,915 |
0.31% |
0.83% |
82 |
12/13/2021 7:45 |
0 |
27 |
ESH22-YMH22 |
4.74 |
-1.15 |
5.79 |
0.40 |
$54,243 |
$1,650 |
0.26% |
0.71% |
88 |
11/22/2021 10:42 |
0 |
28 |
GCG22-SIH22 |
0.97 |
1.79 |
-4.67 |
0.34 |
$68,060 |
$1,875 |
0.30% |
1.68% |
73 |
10/19/2021 10:19 |
0 |
29 |
HOF22-CLG22 |
2.68 |
1.38 |
4.84 |
0.62 |
$22,756 |
$1,163 |
0.19% |
1.25% |
99 |
12/2/2021 9:48 |
0 |
30 |
NQH22-ESH22 |
2.84 |
-0.98 |
6.23 |
0.38 |
$85,608 |
$3,326 |
0.53% |
1.05% |
55 |
11/4/2021 14:46 |
0 |
31 |
NQH22-RSH22 |
0.06 |
1.04 |
6.8 |
0.16 |
$208,055 |
$4,510 |
0.72% |
1.42% |
61 |
11/22/2021 9:50 |
0 |
32 |
NQH22-YMH22 |
2.82 |
-1.03 |
6.34 |
0.13 |
$139,850 |
$4,663 |
0.75% |
1.47% |
53 |
11/22/2021 10:16 |
0 |
33 |
RBF22-CLG22 |
-0.31 |
2.35 |
5.04 |
0.59 |
$19,475 |
$1,299 |
0.21% |
1.45% |
83 |
12/9/2021 10:34 |
0 |
34 |
RBF22-HOF22 |
-1.96 |
2.25 |
-3.24 |
0.67 |
($3,280) |
$1,052 |
0.17% |
1.17% |
150 |
11/5/2021 10:09 |
-1 |
35 |
YMH22-RSH22 |
-0.42 |
-4.55 |
6.46 |
0.25 |
$68,205 |
$1,739 |
0.28% |
1.60% |
86 |
12/13/2021 11:58 |
0 |
36 |
ZBH22-6JH22 |
-2.97 |
2.06 |
4.29 |
0.16 |
$52,550 |
$1,167 |
0.19% |
0.72% |
68 |
11/26/2021 1:05 |
0 |
37 |
ZSF22-ZCH22 |
0.12 |
-1.13 |
-6.77 |
0.28 |
$34,600 |
$816 |
0.13% |
1.27% |
60 |
11/9/2021 8:00 |
0 |
38 |
ZSF22-ZWH22 |
0.01 |
-1.2 |
6.82 |
0.08 |
$25,488 |
$1,044 |
0.17% |
1.63% |
59 |
12/16/2021 8:27 |
0 |
39 |
ZWH22-ZCH22 |
-0.09 |
-1.26 |
-6.59 |
0.29 |
$9,113 |
$732 |
0.12% |
1.89% |
64 |
12/10/2021 1:41 |
0 |
40 |
PTF |
41.18 |
-1.24 |
-6.02 |
0.00 |
$625,316 |
$6,180 |
0.99% |
0.99% |
69 |
12/17/2021 17:36 |
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