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第13周交易28次共51手,盈利10.9K,2.0%(3.4,4.0,1.4,0.6,1.5),原仓21.8,新仓0.0,交易-10.6。YTD -81.8K,-13.0%。现账户资金546.4K,杠杆0.47,净仓1,波动率1.06%(0.12%~1.99%),风险正常。
本周股市先涨后跌,基本未变。黄金原油下跌,债卷上涨。原持仓位本可大赚,实际交易盈利仅获一半。CLK-CLM空仓已获利了结,离换约还有近20天,没料到溢价下跌这么快。债卷多仓已割。目前账户仅持有1手6B-6A,1手CLM多仓,风险正常。
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 |
44 |
PTF |
31.85 |
2.07 |
6.25 |
0.00% |
$546,352 |
$5,811 |
1.06% |
1.06% |
85.8 |
04/01 17:23 |
1 |
43 |
ZWK22-ZCK22 |
1.21 |
(1.55) |
7.78 |
9.16% |
$12,500 |
$2,389 |
0.44% |
4.86% |
82 |
03/07 20:00 |
0 |
42 |
ZSK22-ZWK22 |
(1.01) |
(1.47) |
(6.32) |
-7.33% |
$29,875 |
$2,822 |
0.52% |
5.74% |
85 |
03/07 20:00 |
0 |
41 |
ZSK22-ZCK22 |
(0.48) |
(6.54) |
(6.54) |
34.36% |
$42,375 |
$1,399 |
0.26% |
1.77% |
87 |
04/01 14:15 |
0 |
40 |
ZBM22-6JM22 |
(1.93) |
2.05 |
3.98 |
13.68% |
$47,363 |
$1,700 |
0.31% |
1.14% |
81 |
03/01 06:05 |
0 |
39 |
YMM22-RSM22 |
(0.05) |
1.01 |
4.80 |
41.13% |
$69,040 |
$1,834 |
0.34% |
1.06% |
141 |
03/16 08:24 |
0 |
38 |
RBK22-HOK22 |
(0.63) |
(3.56) |
6.71 |
52.25% |
($13,742) |
$4,249 |
0.78% |
2.91% |
99 |
03/09 05:06 |
0 |
37 |
RBK22-CLK22 |
1.46 |
3.02 |
5.06 |
64.35% |
$32,993 |
$2,418 |
0.44% |
1.83% |
141 |
03/06 18:07 |
0 |
36 |
NQM22-YMM22 |
1.76 |
(2.31) |
4.74 |
28.68% |
$123,605 |
$6,142 |
1.12% |
2.07% |
65 |
02/24 15:59 |
0 |
35 |
NQM22-RSM22 |
(0.18) |
(2.41) |
(4.77) |
26.28% |
$192,645 |
$6,349 |
1.16% |
2.14% |
75 |
02/14 07:15 |
0 |
34 |
NQM22-ESM22 |
1.65 |
(2.13) |
5.10 |
49.55% |
$70,120 |
$4,345 |
0.80% |
1.46% |
63 |
02/25 08:33 |
0 |
33 |
HOK22-CLK22 |
2.72 |
4.10 |
(5.72) |
47.05% |
$46,736 |
$4,712 |
0.86% |
3.22% |
82 |
03/10 10:20 |
0 |
32 |
HGK22-SIK22 |
0.96 |
(0.99) |
(5.19) |
-5.88% |
($6,138) |
$3,845 |
0.70% |
3.11% |
68 |
03/08 07:50 |
0 |
31 |
GCM22-SIK22 |
1.12 |
(1.38) |
4.28 |
43.67% |
$69,075 |
$2,046 |
0.37% |
1.65% |
108 |
03/07 15:40 |
0 |
30 |
ESM22-YMM22 |
3.45 |
(2.36) |
4.56 |
54.21% |
$53,485 |
$2,205 |
0.40% |
0.97% |
141 |
03/21 11:58 |
0 |
29 |
ESM22-RSM22 |
3.83 |
(3.08) |
(4.85) |
44.09% |
$122,525 |
$2,693 |
0.49% |
1.19% |
113 |
02/24 02:18 |
0 |
28 |
CLM22-CLN22 |
0.00 |
(1.92) |
7.50 |
82.21% |
$1,100 |
$1,029 |
0.19% |
1.05% |
306 |
03/06 18:02 |
0 |
27 |
CLK22-CLM22 |
0.00 |
(2.32) |
(9.48) |
88.76% |
$1,240 |
$698 |
0.13% |
0.70% |
163 |
03/14 01:38 |
0 |
26 |
6EM22-6CM22 |
0.86 |
(2.10) |
(6.53) |
9.58% |
$58,564 |
$1,092 |
0.20% |
0.79% |
77 |
03/06 20:51 |
0 |
25 |
6EM22-6AM22 |
(0.02) |
(2.15) |
(9.93) |
9.71% |
$63,394 |
$1,090 |
0.20% |
0.79% |
72 |
03/06 20:52 |
0 |
24 |
6CM22-6AM22 |
(1.29) |
1.22 |
5.83 |
21.34% |
$4,830 |
$564 |
0.10% |
0.75% |
91 |
03/14 22:58 |
0 |
23 |
6BM22-6CM22 |
(2.37) |
1.06 |
(4.96) |
3.14% |
$2,051 |
$562 |
0.10% |
0.69% |
80 |
02/24 10:55 |
0 |
22 |
6BM22-6AM22 |
(2.97) |
(1.90) |
(8.79) |
8.97% |
$6,881 |
$653 |
0.12% |
0.87% |
68 |
03/06 20:52 |
1 |
21 |
ZWK22 |
1.50 |
(1.87) |
9.93 |
98325.00% |
$49,163 |
$2,630 |
0.48% |
5.35% |
78 |
03/07 20:00 |
0 |
20 |
ZSK22 |
(0.49) |
(4.58) |
(7.55) |
158075.00% |
$79,038 |
$2,132 |
0.39% |
2.70% |
69 |
02/25 06:27 |
0 |
19 |
ZCK22 |
0.08 |
(1.10) |
6.97 |
73325.00% |
$36,663 |
$1,158 |
0.21% |
3.16% |
72 |
02/23 23:25 |
0 |
18 |
ZBM22 |
(3.23) |
2.13 |
(5.78) |
149'180 |
$149,563 |
$1,969 |
0.36% |
1.32% |
66 |
03/10 10:24 |
0 |
17 |
YMM22 |
(3.75) |
(2.57) |
(5.24) |
3468800.00% |
$173,440 |
$3,115 |
0.57% |
1.80% |
70 |
02/24 02:30 |
0 |
16 |
SIK22 |
(1.08) |
(1.87) |
(5.66) |
2475.50% |
$123,775 |
$3,632 |
0.66% |
2.93% |
49 |
03/29 08:50 |
0 |
15 |
RSM22 |
(2.69) |
(2.61) |
(4.72) |
208800.00% |
$104,400 |
$2,799 |
0.51% |
2.68% |
53 |
03/15 05:10 |
0 |
14 |
RBK22 |
0.88 |
(1.02) |
7.31 |
315.27% |
$132,413 |
$6,782 |
1.24% |
5.12% |
75 |
03/06 18:03 |
0 |
13 |
NQM22 |
(1.60) |
(2.49) |
4.98 |
1485225.00% |
$297,045 |
$8,612 |
1.58% |
2.90% |
59 |
02/25 08:36 |
0 |
12 |
NGK22 |
(0.21) |
1.89 |
(4.80) |
572.20% |
$57,220 |
$2,692 |
0.49% |
4.71% |
79 |
03/08 08:03 |
0 |
11 |
HOK22 |
2.58 |
1.72 |
6.86 |
347.99% |
$146,156 |
$8,899 |
1.63% |
6.09% |
62 |
03/06 18:02 |
0 |
10 |
HGK22 |
0.21 |
(1.10) |
(5.98) |
470.55% |
$117,638 |
$2,938 |
0.54% |
2.50% |
68 |
03/07 11:37 |
0 |
9 |
GCM22 |
1.05 |
(1.96) |
(5.53) |
192850.00% |
$192,850 |
$3,377 |
0.62% |
1.75% |
71 |
02/24 15:06 |
0 |
8 |
ESM22 |
3.72 |
(2.65) |
(4.96) |
453850.00% |
$226,925 |
$4,816 |
0.88% |
2.12% |
67 |
02/24 02:30 |
0 |
7 |
CLN22 |
(2.69) |
1.17 |
7.26 |
9708.00% |
$97,080 |
$5,331 |
0.98% |
5.49% |
72 |
03/06 18:03 |
0 |
6 |
CLM22 |
(2.69) |
1.15 |
7.03 |
9818.00% |
$98,180 |
$5,784 |
1.06% |
5.89% |
72 |
03/06 18:03 |
0 |
5 |
CLK22 |
(2.69) |
1.00 |
7.06 |
9942.00% |
$99,420 |
$6,209 |
1.14% |
6.25% |
70 |
03/06 18:02 |
1 |
4 |
6JM22 |
(0.52) |
1.16 |
(9.59) |
0.82% |
$102,200 |
$745 |
0.14% |
0.73% |
68 |
03/14 21:27 |
0 |
3 |
6EM22 |
0.32 |
(2.15) |
(6.36) |
110.78% |
$138,469 |
$1,207 |
0.22% |
0.87% |
75 |
03/06 20:24 |
0 |
2 |
6CM22 |
(1.34) |
(1.38) |
(5.01) |
79.91% |
$79,905 |
$523 |
0.10% |
0.65% |
61 |
03/08 11:50 |
0 |
1 |
6BM22 |
(2.83) |
(1.85) |
(7.35) |
131.13% |
$81,956 |
$580 |
0.11% |
0.71% |
70 |
02/24 11:01 |
1 |
0 |
6AM22 |
1.09 |
(1.20) |
5.79 |
75.08% |
$75,075 |
$717 |
0.13% |
0.95% |
61 |
03/03 10:02 |
-1 |
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