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第22周交易35次共58手,盈利2.0K,0.4%(0.1,1.2,0.8,0.9,-1.1)YTD -138.0K,-22.0%。现账户资金490.2K,杠杆0.38,净仓1,波动率0.52%(0.00%~1.27%),风险正常。
本周股市收盘下跌。盈利主要来自期指,贵金属与谷物的期货交易。亏损主要来自做空RB-CL,突破历史新高,被迫止损(-2.9K)出局。账户仍持有1手GC多仓,风险正常。
下面是账户交易与持仓详细情况,
Contract |
Trd |
Vol |
Pos |
Ori |
G/L |
Trd |
New |
Old |
CLN22 |
6 |
6 |
0 |
0 |
($310) |
($310) |
$0 |
$0 |
GCQ22 |
8 |
8 |
1 |
1 |
($320) |
$20 |
$0 |
($340) |
RBN22 |
8 |
8 |
0 |
0 |
($2,570) |
($2,570) |
$0 |
$0 |
RSM22 |
4 |
4 |
0 |
0 |
($1,160) |
($1,160) |
$0 |
$0 |
SIN22 |
10 |
10 |
0 |
0 |
$2,375 |
$2,375 |
$0 |
$0 |
YMM22 |
4 |
4 |
0 |
0 |
$2,090 |
$2,090 |
$0 |
$0 |
ZCN22 |
8 |
8 |
0 |
0 |
($25) |
($25) |
$0 |
$0 |
ZSN22 |
8 |
8 |
0 |
0 |
$1,788 |
$1,788 |
$0 |
$0 |
ZWN22 |
2 |
2 |
0 |
0 |
$113 |
$113 |
$0 |
$0 |
Total |
58 |
58 |
1 |
1 |
$1,981 |
$2,321 |
$0 |
($340) |
|
|
|
|
|
|
|
|
|
|
|
|
|
SID |
Contract/Pair |
RV |
WV |
WM |
PE |
MV |
ATR |
PV% |
V% |
WN |
DateTime |
Pos |
40 |
PTF |
23.47 |
1.85 |
5.89 |
- |
$490,195 |
$2,565 |
0.52% |
0.52% |
62.5 |
06/03 17:31 |
1 |
39 |
ZWN22-ZCN22 |
2.13 |
(1.74) |
5.19 |
18.06% |
$15,675 |
$1,709 |
0.35% |
3.28% |
66 |
05/12 23:25 |
0 |
38 |
ZSN22-ZWN22 |
(0.45) |
(1.66) |
5.63 |
2.34% |
$32,925 |
$2,037 |
0.42% |
3.91% |
65 |
04/21 12:49 |
0 |
37 |
ZSN22-ZCN22 |
0.48 |
(3.21) |
6.13 |
22.39% |
$48,600 |
$1,331 |
0.27% |
1.57% |
53 |
06/02 13:18 |
0 |
36 |
ZBU22-6JU22 |
(0.31) |
1.58 |
(4.23) |
14.74% |
$42,350 |
$1,594 |
0.33% |
1.15% |
71 |
05/02 09:57 |
0 |
35 |
YMM22-RSM22 |
0.97 |
(1.34) |
(6.72) |
50.20% |
$70,460 |
$1,715 |
0.35% |
1.04% |
62 |
05/19 13:13 |
0 |
34 |
RBN22-HON22 |
2.88 |
1.54 |
5.71 |
38.06% |
($1,037) |
$3,987 |
0.81% |
2.19% |
80 |
05/09 10:44 |
0 |
33 |
RBN22-CLN22 |
4.56 |
1.89 |
5.15 |
46.68% |
$60,684 |
$3,136 |
0.64% |
1.73% |
73 |
06/02 20:19 |
0 |
32 |
NQM22-YMM22 |
(0.14) |
(2.14) |
4.84 |
32.47% |
$86,440 |
$5,979 |
1.22% |
2.38% |
77 |
05/30 01:51 |
0 |
31 |
NQM22-RSM22 |
0.52 |
(2.31) |
4.98 |
29.69% |
$156,900 |
$6,224 |
1.27% |
2.48% |
75 |
05/30 01:51 |
0 |
30 |
NQM22-ESM22 |
(0.07) |
(2.04) |
4.54 |
53.49% |
$45,515 |
$4,117 |
0.84% |
1.64% |
73 |
05/30 01:30 |
0 |
29 |
HON22-CLN22 |
1.19 |
1.14 |
4.94 |
36.89% |
$61,722 |
$4,063 |
0.83% |
2.23% |
71 |
06/01 19:31 |
0 |
28 |
HGN22-SIN22 |
0.61 |
1.23 |
(4.99) |
10.45% |
$2,300 |
$2,878 |
0.59% |
2.62% |
74 |
04/11 09:33 |
0 |
27 |
GCQ22-SIN22 |
0.47 |
1.65 |
(6.85) |
35.95% |
$75,690 |
$2,059 |
0.42% |
1.88% |
61 |
05/17 05:12 |
0 |
26 |
ESM22-YMM22 |
(0.11) |
(2.23) |
6.22 |
60.61% |
$40,925 |
$2,001 |
0.41% |
0.97% |
67 |
05/30 01:59 |
0 |
25 |
ESM22-RSM22 |
1.08 |
(2.26) |
(6.29) |
46.82% |
$111,385 |
$2,702 |
0.55% |
1.32% |
61 |
04/25 11:49 |
0 |
24 |
6EU22-6CU22 |
0.24 |
(1.20) |
5.22 |
6.18% |
$55,435 |
$1,079 |
0.22% |
0.80% |
66 |
05/24 10:31 |
0 |
23 |
6EU22-6AU22 |
0.03 |
1.42 |
(4.93) |
6.36% |
$62,630 |
$1,076 |
0.22% |
0.80% |
73 |
04/06 02:09 |
0 |
22 |
6CU22-6AU22 |
0.12 |
1.90 |
4.54 |
15.72% |
$7,195 |
$667 |
0.14% |
0.92% |
81 |
05/06 03:13 |
0 |
21 |
6BU22-6CU22 |
(1.62) |
(2.31) |
(4.53) |
-8.58% |
($1,271) |
$726 |
0.15% |
0.93% |
62 |
05/05 08:31 |
0 |
20 |
6BU22-6AU22 |
(1.36) |
(1.93) |
(6.15) |
-4.91% |
$5,924 |
$830 |
0.17% |
1.15% |
62 |
05/04 14:44 |
0 |
19 |
ZWN22 |
1.79 |
(1.74) |
(6.74) |
1,041.00 |
$52,050 |
$2,085 |
0.43% |
4.01% |
67 |
06/01 11:44 |
0 |
18 |
ZSN22 |
0.50 |
(2.63) |
4.73 |
1,699.50 |
$84,975 |
$1,714 |
0.35% |
2.02% |
57 |
05/31 02:32 |
0 |
17 |
ZCN22 |
(1.89) |
(1.07) |
(6.81) |
727.50 |
$36,375 |
$866 |
0.18% |
2.38% |
77 |
06/01 11:45 |
0 |
16 |
ZBU22 |
(1.22) |
1.20 |
(5.18) |
138'130 |
$138,406 |
$1,869 |
0.38% |
1.35% |
53 |
04/19 20:56 |
0 |
15 |
YMM22 |
0.08 |
(1.34) |
(6.26) |
32,910.00 |
$164,550 |
$3,444 |
0.70% |
2.09% |
61 |
04/25 11:53 |
0 |
14 |
SIN22 |
(0.34) |
(2.02) |
(6.11) |
21.94 |
$109,700 |
$3,215 |
0.66% |
2.93% |
60 |
04/25 08:22 |
0 |
13 |
RSM22 |
(1.28) |
(1.17) |
6.21 |
1,881.80 |
$94,090 |
$2,803 |
0.57% |
2.98% |
55 |
05/30 05:47 |
0 |
12 |
RBN22 |
4.41 |
2.07 |
6.11 |
4.31 |
$180,944 |
$5,883 |
1.20% |
3.25% |
50 |
04/17 21:06 |
0 |
11 |
NQM22 |
(0.05) |
(1.96) |
5.83 |
12,549.50 |
$250,990 |
$8,853 |
1.81% |
3.53% |
59 |
05/30 05:32 |
0 |
10 |
NGN22 |
2.15 |
1.49 |
(6.03) |
8.54 |
$85,390 |
$5,674 |
1.16% |
6.65% |
54 |
05/10 08:48 |
0 |
9 |
HON22 |
0.68 |
1.97 |
6.71 |
4.33 |
$181,982 |
$6,437 |
1.31% |
3.54% |
62 |
05/31 09:35 |
0 |
8 |
HGN22 |
0.78 |
(2.07) |
5.64 |
4.48 |
$112,000 |
$2,803 |
0.57% |
2.50% |
49 |
06/02 20:34 |
0 |
7 |
GCQ22 |
1.23 |
(2.13) |
(4.99) |
1,853.90 |
$185,390 |
$2,655 |
0.54% |
1.43% |
65 |
05/02 09:50 |
1 |
6 |
ESM22 |
0.01 |
(1.77) |
(6.12) |
4,109.50 |
$205,475 |
$5,081 |
1.04% |
2.47% |
55 |
04/25 11:53 |
0 |
5 |
CLN22 |
(2.92) |
3.76 |
6.26 |
120.26 |
$120,260 |
$4,695 |
0.96% |
3.90% |
46 |
04/17 21:20 |
0 |
4 |
6JU22 |
(0.85) |
(2.61) |
(7.48) |
0.01 |
$96,056 |
$833 |
0.17% |
0.87% |
50 |
04/19 18:39 |
0 |
3 |
6EU22 |
(0.11) |
(1.24) |
(5.28) |
1.08 |
$134,800 |
$1,150 |
0.23% |
0.85% |
60 |
04/27 10:59 |
0 |
2 |
6CU22 |
(0.82) |
(1.04) |
(7.07) |
0.79 |
$79,365 |
$527 |
0.11% |
0.66% |
53 |
04/25 11:31 |
0 |
1 |
6BU22 |
(1.85) |
(1.87) |
(10.60) |
1.25 |
$78,094 |
$669 |
0.14% |
0.86% |
42 |
04/27 10:58 |
0 |
0 |
6AU22 |
(0.51) |
(1.97) |
(7.68) |
0.72 |
$72,170 |
$792 |
0.16% |
1.10% |
51 |
04/25 02:22 |
0 |
|
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