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记录股民匹诺曹(Pinocchio)期货交易从亏损走向盈利的曲折过程。
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帕努奇交易记第41周:0.5%, 年-10.0%

(2021-10-15 15:26:56) 下一个

  第41周交易67次共112手,盈利3.2K(-0.9,-1.5,3.9,  0.1,1.5),0.5%。原仓1.7,新仓0.4,交易1.5。YTD -$65.0K,-10.0%。现账户资金629.1K,马金73.0K,杠杆2.53,净仓0,波动率0.66%,风险正常。

   本周股市先下跌,然后暴涨。账户在跌时重建了部分期指多仓,可惜仅实现了微薄利润后就失去仓位。主要利润来自于能源期货与铜。亏损来自于债卷与外汇,做空ZB-6J约造成了5K的亏损。谷物期货仍然在拉锯战中。现账户持有1手6E-6A,2手ZS-ZC多仓。2手ZB-6J,3手RB-HO,2手ZW-ZC空仓。没有期指,净仓为0,风险正常。下周股市涨则伺机做空,跌则伺机做多。

   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 6AZ21 0.65 -1.09 -8.4 0.00% $74,210 $624 0.76 0.84% 58 8/20/2021 3:29 -1
1 6BZ21 -2.96 2.56 -5.38 0.00% $85,888 $518 -1.58 0.60% 51 9/29/2021 3:08 0
2 6CZ21 -0.7 -1.32 -8.89 0.00% $80,900 $590 1.76 0.73% 52 8/20/2021 5:20 0
3 6EZ21 0.31 -1.16 -5.48 0.00% $145,138 $604 -4.37 0.42% 68 9/30/2021 6:40 1
4 6JZ21 1.14 -1.14 -9.29 0.00% $109,431 $557 -8.44 0.51% 49 9/28/2021 8:48 2
5 CLZ21 -1.68 2.05 7.25 0.00% $82,000 $1,967 7.67 2.40% 53 9/28/2021 2:28 0
6 ESZ21 3.27 5.35 5.35 0.00% $223,263 $2,710 0.36 1.21% 64 10/15/2021 14:26 0
7 GCZ21 -0.96 -3.18 -5.56 0.00% $176,810 $2,225 -0.6 1.26% 66 9/16/2021 9:50 0
8 HGZ21 1.64 -1.24 8.41 0.00% $118,000 $2,811 3.21 2.38% 42 10/15/2021 9:22 0
9 HOX21 2.66 -1.41 7.15 0.00% $108,095 $2,386 8.84 2.21% 66 8/25/2021 8:57 3
10 NGX21 -0.71 -2.48 8.14 0.00% $54,220 $3,108 4.76 5.73% 57 9/27/2021 23:30 0
11 NQZ21 -0.67 5.05 -6.56 0.00% $302,885 $4,382 0.17 1.45% 71 9/20/2021 15:18 0
12 RBX21 0.49 3.19 8.09 0.00% $104,223 $2,562 7.08 2.46% 49 8/25/2021 15:34 -3
13 RSZ21 -1.46 -1.69 6.54 0.00% $113,205 $2,092 1.22 1.85% 64 8/25/2021 13:20 0
14 SIZ21 -1.28 1.21 -4.8 0.00% $116,750 $2,883 -0.77 2.47% 63 9/16/2021 10:47 0
15 YMZ21 -4.24 5.54 5.54 0.00% $175,955 $2,151 -0.1 1.22% 68 10/15/2021 16:01 0
16 ZBZ21 -0.57 -2 -5.31 0.00% $159,500 $1,188 -3.08 0.74% 61 9/23/2021 23:56 -2
17 ZCZ21 -0.13 3.51 4.78 0.00% $26,350 $612 -3.61 2.32% 60 9/16/2021 7:59 0
18 ZSX21 -1.41 3.14 -5.75 0.00% $60,925 $1,131 -6.45 1.86% 58 8/19/2021 12:09 2
19 ZWZ21 1.63 3.16 -5.32 0.00% $36,675 $870 -2.44 2.37% 50 8/18/2021 3:36 -2
20 6BZ21-6AZ21 -2.81 -1.06 -4.53 32.79% $11,678 $419 -3.09 0.56% 85 9/2/2021 9:29 0
21 6CZ21-6AZ21 -0.73 -1.59 4.43 32.25% $6,690 $423 1.34 0.57% 79 8/23/2021 21:01 0
22 6CZ21-HGZ21 -1.67 1.06 6.9 10.51% ($37,100) $2,516 -3.17 2.13% 54 8/19/2021 5:42 0
23 6EZ21-6AZ21 0.11 1.37 -5.06 16.54% $70,928 $520 -5.98 0.70% 84 9/30/2021 20:14 1
24 6EZ21-6BZ21 1.25 1.1 -5.15 19.26% $59,250 $488 -3.73 0.34% 81 9/9/2021 10:44 0
25 6EZ21-6CZ21 0.61 1.32 5.49 4.40% $64,238 $578 -6.37 0.40% 80 8/20/2021 5:35 0
26 ESZ21-RSZ21 1.82 5.75 -5.78 34.06% $110,058 $1,787 -0.89 0.80% 72 9/28/2021 13:04 0
27 ESZ21-YMZ21 4.36 -1.21 -5.33 60.48% $47,308 $1,071 1.1 0.48% 112 9/20/2021 15:18 0
28 GCZ21-SIZ21 1.09 -3.69 5.29 36.96% $60,060 $1,818 0.49 1.56% 67 9/29/2021 11:46 0
29 HOX21-CLZ21 2.58 -1.92 5.96 60.61% $26,095 $940 6.39 0.87% 82 9/30/2021 11:20 0
30 NQZ21-ESZ21 2.47 1.2 4.49 48.97% $79,623 $2,236 -0.09 0.74% 71 8/25/2021 9:37 0
31 NQZ21-RSZ21 0.16 4.51 -6.01 22.44% $189,680 $3,399 -0.53 1.12% 74 9/20/2021 15:18 0
32 NQZ21-YMZ21 3.35 -1.35 -5.5 30.05% $126,930 $3,065 0.32 1.01% 67 9/20/2021 15:18 0
33 RBX21-CLZ21 0.88 -1.34 6.89 56.42% $22,223 $1,116 2.72 1.07% 78 8/25/2021 22:25 0
34 RBX21-HOX21 -0.86 4.89 4.89 64.09% ($3,872) $920 -3.23 0.88% 102 10/15/2021 14:26 -3
35 YMZ21-RSZ21 -1.73 4.57 -4.8 35.16% $62,750 $1,395 -1.99 0.79% 90 10/13/2021 11:26 0
36 ZBZ21-6JZ21 -1.18 -1.44 5.7 15.53% $50,069 $1,004 1.04 0.63% 68 10/12/2021 16:10 -2
37 ZSX21-ZCZ21 -1.38 2.41 -7.1 32.13% $34,575 $768 -6.63 1.26% 70 10/5/2021 1:35 2
38 ZSX21-ZWZ21 -1.74 1.89 -9.41 7.70% $24,250 $1,044 -4.96 1.71% 57 10/4/2021 9:32 0
39 ZWZ21-ZCZ21 1.36 -1.07 -5.63 22.39% $10,325 $675 0.13 1.84% 63 8/18/2021 3:36 -2
40 PTF 28.56 -3.05 -6.47 0.00% $629,117 $4,121 0.02 0.66% 79 10/1/2021 15:09 0
                 
                 
                 
                 
                         
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