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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18周:-0.0%, 年-23.3%

(2022-05-06 14:43:58) 下一个

   第18周交易29次共37手,亏损-0.0K,-0.0%(-2.9,3.2,2.9,-2.3,-1.0),原仓-3.3,新仓-0.2,交易4.7。YTD -146.5K,-23.3%。现账户资金481.7K,杠杆1.35,净仓3,波动率0.99%(0.43%~1.27%),风险正常。

   本周股市大起大落,收盘低于上周。Fed宣布加息2码,账户损失主要来自ZB。目前账户持有1手6B与2手ZB多仓,一手GC-SI空仓。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
6AM22        11        11 0 1 $1,885 $499 $1,236 $150
6BM22          5          5 1 0 ($844) ($206) ($637) $0
GCM22        13        13 (1) 0 $2,830 $2,810 $20 $0
SIN22          3          3 1 0 ($875) $75 ($950) $0
ZBM22          5          5 2 1 ($1,813) $1,563 $94 ($3,469)
Total        37        37 3 2 $1,183 $4,741 ($237) ($3,319)
       
       
       
       
       
                 
SID Contract/Pair RV WV WM  PE  MV ATR PV% V% WN DateTime Pos
42 PTF 35.30 1.79 5.77          -   $481,689 $4,755 0.99% 0.99% 75.3 05/06 17:22 3
41 ZWN22-ZCN22 2.97 1.91 5.27 14.01% $16,150 $2,220 0.46% 4.00% 82 03/08 13:43 0
40 ZSN22-ZWN22 (2.56) (1.71) (4.76) 3.56% $25,763 $2,490 0.52% 4.49% 92 03/08 13:43 0
39 ZSN22-ZCN22 (1.34) (1.25) (6.18) 26.95% $41,913 $1,283 0.27% 1.58% 82 04/01 06:59 0
38 ZBM22-6JM22 (2.15) (1.86) (4.66) 11.31% $40,556 $1,798 0.37% 1.32% 60 04/06 10:59 0
37 YMM22-RSM22 0.58 2.70 (4.94) 49.43% $72,060 $1,630 0.34% 1.00% 71 04/25 12:19 0
36 RBM22-HOM22 3.47 2.23 (6.17) 43.59% ($7,791) $5,177 1.07% 3.08% 81 03/08 19:51 0
35 RBM22-CLM22 4.12 4.19 5.52 58.07% $49,620 $2,926 0.61% 1.83% 129 03/06 18:04 0
34 NQM22-YMM22 (0.83) (1.60) (4.46) 30.13% $89,560 $5,993 1.24% 2.37% 71 03/15 05:08 0
33 NQM22-RSM22 (0.58) (1.58) (4.85) 27.23% $161,620 $6,242 1.30% 2.46% 74 04/25 07:19 0
32 NQM22-ESM22 (1.05) (1.63) (4.29) 50.62% $47,733 $4,235 0.88% 1.67% 67 04/06 12:46 0
31 HOM22-CLM22 (0.30) (1.04) (5.08) 39.00% $57,411 $5,598 1.16% 3.33% 69 05/06 10:03 0
30 HGN22-SIN22 0.90 (1.23) (5.42) 0.18% ($5,638) $3,658 0.76% 3.27% 81 03/08 07:50 0
29 GCM22-SIN22 1.61 3.01 5.97 39.30% $76,430 $2,225 0.46% 1.99% 102 04/22 05:05 -1
28 ESM22-YMM22 0.66 (1.40) 5.24 60.05% $41,828 $1,919 0.40% 0.93% 60 03/21 11:58 0
27 ESM22-RSM22 1.66 1.24 (6.45) 45.16% $113,888 $2,634 0.55% 1.28% 51 04/25 11:49 0
26 CLM22-CLN22 0.00 (1.13) (7.56) 86.71% $1,490 $849 0.18% 0.77% 355 03/06 18:07 0
25 6EM22-6CM22 0.12 (1.07) (5.59) 10.13% $54,566 $1,107 0.23% 0.84% 76 04/06 02:13 0
24 6EM22-6AM22 (0.60) (1.12) (7.02) 9.74% $61,236 $1,112 0.23% 0.84% 62 04/06 03:12 0
23 6CM22-6AM22 (0.57) (1.41) 5.53 31.85% $6,670 $594 0.12% 0.84% 70 03/14 22:58 0
22 6BM22-6CM22 (1.89) 2.30 (4.21) 12.65% ($328) $591 0.12% 0.77% 69 05/05 08:28 0
21 6BM22-6AM22 (2.00) 1.41 (5.19) 20.90% $6,343 $690 0.14% 0.97% 53 03/29 03:16 1
20 ZWN22 3.59 1.52 5.24     1,109.50 $55,475 $2,582 0.54% 4.65% 80 03/08 13:43 0
19 ZSN22 (1.33) (1.31) (5.45)     1,624.75 $81,238 $1,756 0.36% 2.16% 68 04/03 21:17 0
18 ZCN22 0.00 (1.14) 5.99       786.50 $39,325 $969 0.20% 2.46% 71 04/19 02:24 0
17 ZBM22 (4.27) (1.51) (5.61)  136'140  $136,438 $2,028 0.42% 1.49% 58 03/10 10:21 2
16 YMM22 (0.81) 1.27 (6.68)    32,742.00 $163,710 $3,224 0.67% 1.97% 63 04/25 11:53 0
15 SIN22 (1.30) 1.27 (5.57)        22.37 $111,850 $3,665 0.76% 3.28% 55 03/29 08:51 1
14 RSM22 (1.38) (1.69) (5.87)     1,833.00 $91,650 $2,656 0.55% 2.90% 56 04/25 11:53 0
13 RBM22 4.19 2.64 (6.37)         3.82 $160,230 $6,979 1.45% 4.36% 62 03/09 12:36 0
12 NQM22 (1.35) (1.64) (5.10)    12,663.50 $253,270 $8,577 1.78% 3.39% 58 04/25 07:19 0
11 NGM22 2.94 (5.13) 7.51         7.98 $79,810 $3,984 0.83% 4.99% 54 04/18 12:56 0
10 HOM22 (0.88) 1.23 (5.22)         4.00 $168,021 $9,178 1.91% 5.46% 64 03/09 12:37 0
9 HGN22 (0.37) (3.47) (5.58)         4.25 $106,213 $2,976 0.62% 2.80% 59 03/07 11:37 0
8 GCM22 3.66 1.63 (5.08)     1,882.80 $188,280 $3,317 0.69% 1.76% 68 03/15 10:40 -1
7 ESM22 1.11 1.11 (6.47)     4,110.75 $205,538 $4,802 1.00% 2.34% 57 04/25 11:53 0
6 CLN22 (1.96) 1.44 (5.90)       109.12 $109,120 $5,982 1.24% 5.48% 60 03/09 12:36 0
5 CLM22 (1.96) 1.39 (5.59)       110.61 $110,610 $6,387 1.33% 5.77% 60 03/09 12:36 0
4 6JM22 (1.39) (3.07) (6.90)         0.01 $95,881 $985 0.20% 1.03% 58 03/14 21:27 0
3 6EM22 (0.67) (1.24) (6.67)         1.06 $132,006 $1,232 0.26% 0.93% 76 04/27 10:59 0
2 6CM22 (1.77) (2.05) (6.94)         0.77 $77,440 $577 0.12% 0.74% 57 04/25 11:53 0
1 6BM22 (2.31) 1.20 (7.23)         1.23 $77,113 $676 0.14% 0.88% 67 04/25 12:02 1
0 6AM22 (0.02) (1.20) (7.07)         0.71 $70,770 $872 0.18% 1.23% 55 04/25 02:59 0
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