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第21周交易37次共68手,盈利5.4K(-5.2,1.5,4.5,2.9,1.7),0.9%。原仓-1.0,新仓3.2,交易3.2。YTD -$85.8K,-13.2%。现账户资金596.9K,马金117.5K,杠杆3.1,净仓0,波动率0.9%,风险正常。
本周股市上涨。账户主要通过交易盈利。本周交易实在是太顺了,没有被套,几乎全赚。近期交易重点是:汇率空6E,期指空ES,能源空RB,谷物多ZW,均采用相应的配对交易。
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 |
6AM21 |
-2.96 |
-1.77 |
3.38 |
0.00% |
$77,140 |
$665 |
1.15 |
0.86% |
18 |
4/20/2021 3:37 |
1 |
1 |
6BM21 |
1.51 |
1.41 |
3.74 |
0.00% |
$88,694 |
$566 |
4.42 |
0.64% |
17 |
4/19/2021 23:10 |
1 |
2 |
6CM21 |
1.83 |
1.13 |
7.7 |
0.00% |
$82,810 |
$510 |
6.46 |
0.62% |
14 |
5/12/2021 9:06 |
0 |
3 |
6EM21 |
-0.09 |
1.08 |
5.76 |
0.00% |
$152,456 |
$807 |
5.95 |
0.53% |
17 |
4/20/2021 3:45 |
-2 |
4 |
6JM21 |
0.65 |
-2.79 |
4.24 |
0.00% |
$113,800 |
$611 |
-0.4 |
0.54% |
18 |
4/23/2021 8:53 |
0 |
5 |
CLN21 |
-0.31 |
3.14 |
3.24 |
0.00% |
$66,630 |
$1,881 |
3.26 |
2.82% |
16 |
4/20/2021 4:39 |
0 |
6 |
ESM21 |
0.66 |
3.46 |
5.5 |
0.00% |
$210,163 |
$2,288 |
5.3 |
1.09% |
10 |
4/16/2021 15:50 |
-2 |
7 |
GCQ21 |
1.43 |
-1.26 |
3.51 |
0.00% |
$190,630 |
$2,340 |
7.26 |
1.23% |
18 |
5/19/2021 9:57 |
0 |
8 |
HGN21 |
0.63 |
-1.02 |
5.36 |
0.00% |
$116,738 |
$2,460 |
6 |
2.11% |
14 |
4/27/2021 2:37 |
0 |
9 |
HON21 |
-1.43 |
2.65 |
3.26 |
0.00% |
$85,667 |
$1,960 |
4.77 |
2.29% |
16 |
4/20/2021 4:40 |
1 |
10 |
NGN21 |
1.1 |
1.72 |
-4.14 |
0.00% |
$30,100 |
$721 |
3.72 |
2.40% |
22 |
5/24/2021 8:17 |
0 |
11 |
NQM21 |
-0.45 |
3.54 |
5.54 |
0.00% |
$273,730 |
$4,496 |
3.21 |
1.64% |
18 |
4/14/2021 7:54 |
0 |
12 |
RBN21 |
1.09 |
2.73 |
3.06 |
0.00% |
$90,023 |
$2,149 |
3.71 |
2.39% |
18 |
4/20/2021 4:39 |
-1 |
13 |
RSM21 |
1.09 |
2.8 |
3.47 |
0.00% |
$113,450 |
$2,330 |
1.14 |
2.05% |
15 |
4/2/2021 8:48 |
1 |
14 |
SIN21 |
-1.14 |
-1.23 |
3.06 |
0.00% |
$140,325 |
$3,365 |
4.35 |
2.40% |
16 |
5/17/2021 21:49 |
0 |
15 |
YMM21 |
-0.77 |
3.42 |
-5.04 |
0.00% |
$172,720 |
$1,767 |
4.59 |
1.02% |
12 |
5/13/2021 4:52 |
1 |
16 |
ZBU21 |
-1.61 |
0.99 |
-5.08 |
0.00% |
$156,313 |
$917 |
3.61 |
0.59% |
16 |
5/13/2021 5:55 |
0 |
17 |
ZCN21 |
2.61 |
3.08 |
5.95 |
0.00% |
$32,800 |
$1,100 |
5.52 |
3.35% |
18 |
4/27/2021 6:15 |
-3 |
18 |
ZSN21 |
1.3 |
1.9 |
5.88 |
0.00% |
$76,438 |
$1,694 |
4.03 |
2.22% |
13 |
4/27/2021 6:39 |
-2 |
19 |
ZWN21 |
-2.63 |
1.76 |
7.57 |
0.00% |
$33,188 |
$1,109 |
2.38 |
3.34% |
16 |
4/27/2021 6:30 |
5 |
20 |
6BM21-6AM21 |
2.43 |
2.16 |
3.75 |
24.11% |
$11,554 |
$504 |
3.45 |
0.65% |
19 |
5/13/2021 4:02 |
0 |
21 |
6CM21-6AM21 |
2.97 |
1.89 |
4.18 |
25.66% |
$5,670 |
$494 |
5.11 |
0.64% |
18 |
4/30/2021 14:58 |
0 |
22 |
6CM21-HGN21 |
-0.93 |
1.03 |
-4.53 |
10.57% |
($33,928) |
$2,200 |
-5.21 |
1.88% |
18 |
5/10/2021 2:02 |
0 |
23 |
6EM21-6AM21 |
1.01 |
1.05 |
4.96 |
27.42% |
$75,316 |
$586 |
6.89 |
0.38% |
19 |
5/19/2021 9:46 |
-1 |
24 |
6EM21-6BM21 |
-0.42 |
-2.49 |
4.83 |
21.83% |
$63,763 |
$631 |
3.64 |
0.41% |
16 |
4/9/2021 3:05 |
-1 |
25 |
6EM21-6CM21 |
-0.58 |
-1.75 |
-3.99 |
13.69% |
$69,646 |
$697 |
2.17 |
0.46% |
14 |
5/5/2021 12:09 |
0 |
26 |
ESM21-RSM21 |
-0.65 |
-1.88 |
5.45 |
25.82% |
$96,713 |
$1,728 |
5.48 |
1.52% |
11 |
4/13/2021 12:48 |
-1 |
27 |
ESM21-YMM21 |
0.77 |
1.64 |
6.45 |
53.01% |
$37,443 |
$1,075 |
3.73 |
0.51% |
15 |
4/14/2021 7:05 |
-1 |
28 |
GCQ21-SIN21 |
1.26 |
1.55 |
3.97 |
41.63% |
$50,305 |
$1,964 |
1.2 |
1.40% |
24 |
5/21/2021 12:14 |
0 |
29 |
HON21-CLN21 |
-1.41 |
-1.25 |
4.09 |
60.16% |
$19,037 |
$781 |
4.11 |
0.91% |
25 |
5/10/2021 9:49 |
0 |
30 |
NQM21-ESM21 |
0.05 |
1.79 |
4.7 |
39.47% |
$63,568 |
$2,722 |
0.85 |
0.99% |
23 |
4/8/2021 21:07 |
0 |
31 |
NQM21-RSM21 |
-1 |
-1.24 |
6.07 |
20.55% |
$160,280 |
$3,573 |
3.29 |
1.31% |
13 |
4/14/2021 7:55 |
0 |
32 |
NQM21-YMM21 |
0.16 |
1.75 |
5.03 |
18.21% |
$101,010 |
$3,678 |
1.72 |
1.34% |
23 |
4/8/2021 21:07 |
0 |
33 |
RBN21-CLN21 |
1.08 |
-1.29 |
3.77 |
59.57% |
$23,393 |
$869 |
2.12 |
0.96% |
17 |
5/5/2021 10:29 |
0 |
34 |
RBN21-HON21 |
1.59 |
1.76 |
2.93 |
57.48% |
$4,355 |
$914 |
-1.5 |
1.01% |
23 |
5/4/2021 3:57 |
-1 |
35 |
YMM21-RSM21 |
-1.22 |
-1.67 |
6.03 |
22.10% |
$59,270 |
$1,815 |
3 |
1.60% |
13 |
5/11/2021 8:28 |
0 |
36 |
ZBU21-6JM21 |
-1.61 |
3.53 |
-4.12 |
1.82% |
$42,513 |
$901 |
3.95 |
0.58% |
16 |
5/13/2021 6:02 |
0 |
37 |
ZSN21-ZCN21 |
1.36 |
-1.72 |
5.29 |
32.08% |
$43,638 |
$1,150 |
0.65 |
1.50% |
16 |
5/12/2021 12:02 |
0 |
38 |
ZSN21-ZWN21 |
1.98 |
1.65 |
5.27 |
23.84% |
$43,250 |
$1,290 |
3.25 |
1.69% |
19 |
5/12/2021 12:02 |
-2 |
39 |
ZWN21-ZCN21 |
-3.09 |
-2.19 |
-4.23 |
26.47% |
$388 |
$816 |
-4.21 |
2.46% |
12 |
5/4/2021 13:09 |
3 |
40 |
PTF |
0 |
-1.5 |
-2.72 |
0.00% |
$596,856 |
$5,446 |
0.04 |
0.87% |
23 |
5/12/2021 6:23 |
1 |
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