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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:-1.1%, 年-25.6%

(2022-10-14 15:03:51) 下一个

   第41周交易35次共60手,亏损5.1K,-1.1%(-3.6,4.2,-1.6,1.6,-5.8),原仓-12.8,新仓-1.5,交易9.3。YTD -160.8K,-25.5%,新低。现账户资金467.4K,杠杆1.88,净仓3,波动率1.87%(1.53%~2.61%),风险超高。

   本周股市大幅波动,在CPI上涨的压力下最终下跌。亏损主要来自于黄金能源与债卷,盈利主要来自于期指。目前账户持有1手ES,1手ZB,1手GC多仓。1手YM-RS,1手HO-CL空仓。风险超高。在美联储可能继续加息的阴影下,美元强势,黄金债卷走弱,不少外汇已创下几十年来的新低。账户周四CPI公布时就曾出现过一次-20K的掉深,然后反弹出水,最终还是没能躲过周五的下跌。

   以下是账户交易与期货的详细情况,

Contract Trade Vol P_1 Pos Old New Trading No Fee
CLZ22 6 6 1 1 ($7,360) $0 $1,540 ($5,820)
ESZ22 4 4 1 1 ($2,713) $0 $1,975 ($738)
GCZ22 1 1 1 0 ($5,160) $2,850 $0 ($2,310)
HOX22 6 6 (1) (1) $1,940 $0 $2,419 $4,360
RBX22 2 2 0 0 $0 $0 ($231) ($231)
RSZ22 12 12 (1) 1 $825 ($1,571) $1,491 $745
SIZ22 3 3 0 1 $0 ($4,725) $700 ($4,025)
YMZ22 22 22 1 (1) $1,720 $1,968 $1,022 $4,710
ZBZ22 0 0 1 1 ($2,094) $0 $0 ($2,094)
ZSX22 2 2 0 0 $0 $0 ($1,013) ($1,013)
ZWZ22 2 2 0 0 $0 $0 $1,388 $1,388
Total 60 60 3 3 ($12,842) ($1,478) $9,291 ($5,028)
     
SID Contract/Pair RV WV WM  PE  MV ATR PV% V% WN DateTime Pos
40 PTF 24.73 2.47 6.54          -   $467,383 $8,748 1.87% 1.87% 67.8 10/14 17:15 3
39 ZWZ22-ZCZ22 (0.65) (3.25) 5.56 25.72% $8,525 $1,354 0.29% 3.14% 61 09/21 03:11 0
38 ZSF23-ZWZ22 0.94 1.91 5.41 0.67% $26,575 $1,810 0.39% 4.20% 51 09/13 05:01 0
37 ZSF23-ZCZ22 0.79 (1.58) 8.40 26.63% $35,100 $1,185 0.25% 1.70% 62 09/13 07:36 0
36 ZBZ22-6JZ22 (0.02) (2.49) (4.85) 11.73% $38,838 $1,653 0.35% 1.34% 71 08/25 08:42 0
35 YMZ22-RSZ22 0.71 1.09 4.82 48.06% $63,960 $1,621 0.35% 1.09% 73 10/14 09:55 -1
34 RBX22-HOX22 (4.61) (1.33) (8.49) 24.17% ($57,154) $5,246 1.12% 3.13% 60 08/25 07:53 0
33 RBX22-CLZ22 (1.93) 1.70 4.45 47.01% $25,983 $2,486 0.53% 2.25% 87 09/28 04:40 0
32 NQZ22-YMZ22 1.74 (3.28) (5.26) 40.39% $66,480 $3,871 0.83% 1.80% 81 10/10 13:07 0
31 NQZ22-RSZ22 1.86 (2.88) (5.68) 30.69% $130,440 $4,500 0.96% 2.09% 73 09/14 07:57 0
30 NQZ22-ESZ22 1.80 (2.85) (5.13) 61.17% $35,100 $2,521 0.54% 1.17% 89 08/22 15:42 0
29 HOX22-CLZ22 4.75 1.81 5.48 25.99% $83,137 $5,120 1.10% 3.05% 60 10/06 04:01 -1
28 HGZ22-SIZ22 (0.31) 10.61 10.61 17.35% ($5,863) $2,631 0.56% 2.89% 48 10/14 12:25 0
27 GCZ22-SIZ22 (0.52) 2.58 (7.46) 42.71% $74,020 $1,824 0.39% 2.00% 66 10/03 10:00 0
26 ESZ22-YMZ22 (0.15) (3.70) (6.53) 63.21% $31,380 $1,618 0.35% 0.90% 108 10/11 10:31 0
25 ESZ22-RSZ22 0.11 (2.52) (5.81) 43.25% $95,340 $2,496 0.53% 1.39% 78 10/11 20:13 0
24 6EZ22-6CZ22 (0.17) 1.58 (5.54) 23.64% $50,089 $1,106 0.24% 0.91% 68 09/25 21:02 0
23 6EZ22-6AZ22 (0.44) 1.88 (6.26) 28.68% $59,994 $1,032 0.22% 0.85% 62 08/23 03:16 0
22 6CZ22-6AZ22 (0.44) 2.15 5.49 42.68% $9,905 $527 0.11% 0.85% 98 10/10 11:08 0
21 6BZ22-6CZ22 (0.14) (1.50) (13.75) 25.69% ($2,074) $802 0.17% 1.15% 77 09/25 21:01 0
20 6BZ22-6AZ22 (0.38) 2.19 (10.78) 24.07% $7,831 $820 0.18% 1.17% 68 09/25 21:01 0
19 ZWZ22 (0.80) (2.62) 5.41       861.25 $43,063 $1,822 0.39% 4.23% 54 09/21 03:11 0
18 ZSF23 0.79 (1.69) 8.30     1,392.75 $69,638 $1,615 0.35% 2.32% 62 09/13 07:36 0
17 ZCZ22 (0.07) (1.30) 5.81       690.75 $34,538 $805 0.17% 2.33% 64 08/23 10:37 0
16 ZBZ22 (2.20) (2.70) (6.04)  123'150  $123,469 $1,873 0.40% 1.52% 67 10/10 13:08 1
15 YMZ22 0.41 (2.60) (5.68)    29,689.00 $148,445 $3,121 0.67% 2.10% 63 09/14 15:17 -1
14 SIZ22 0.56 (3.24) 8.23        18.20 $91,000 $3,184 0.68% 3.50% 60 10/04 02:48 1
13 RSZ22 (0.71) (3.16) (4.95)     1,689.70 $84,485 $2,434 0.52% 2.88% 63 09/23 14:58 1
12 RBX22 (2.76) (2.16) 6.45         2.63 $110,523 $4,692 1.00% 4.25% 72 10/04 14:29 0
11 NQZ22 1.80 (3.18) (5.51)    10,746.25 $214,925 $6,494 1.39% 3.02% 71 09/14 07:59 0
10 NGX22 (1.90) (1.38) 5.28         6.48 $64,760 $5,136 1.10% 7.93% 62 09/14 14:38 0
9 HOX22 4.89 1.22 6.38         3.99 $167,677 $6,918 1.48% 4.13% 59 10/06 04:00 -1
8 HGZ22 0.31 (1.63) (5.22)         3.41 $85,138 $2,505 0.54% 2.94% 66 09/16 04:53 0
7 GCZ22 (0.02) (2.59) (6.61)     1,650.20 $165,020 $2,542 0.54% 1.54% 52 09/16 04:17 0
6 ESZ22 (1.12) (3.17) (5.51)     3,596.50 $179,825 $4,399 0.94% 2.45% 65 09/14 15:31 1
5 CLZ22 (2.47) (2.23) 5.82        84.54 $84,540 $3,751 0.80% 4.44% 56 10/10 09:41 1
4 6JZ22 (2.50) (3.12) 7.11         0.01 $84,631 $897 0.19% 1.06% 61 09/22 04:45 0
3 6EZ22 (0.37) (1.47) (5.42)         0.98 $122,119 $1,448 0.31% 1.19% 66 09/25 21:01 0
2 6CZ22 (0.40) (2.49) (4.27)         0.72 $72,030 $671 0.14% 0.93% 60 09/14 07:49 0
1 6BZ22 (0.21) (1.27) (11.51)         1.12 $69,956 $1,080 0.23% 1.54% 70 09/25 21:01 0
0 6AZ22 0.41 (2.73) (6.37)         0.62 $62,125 $919 0.20% 1.48% 76 10/11 00:58 0
                 
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