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第34周交易21次共41手,盈利2.0K(-0.4, 1.8,-1.2,3.3,-1.6),0.3%。原仓20.1,新仓-4.7,交易-13.6。YTD -$87.7K,-13.5%。现账户资金595.0K,马金60.6K,杠杆3.42,净仓0,波动率1.04%,风险较高。
本周股市又创新高!据统计,SP今年已有50次新高,平均3个交易日就有一天创下新高,简直是疯了。或许疯的不是股市,而是我自己,账户从去年秋季开始做空股市到现在,岂有不亏之理。然而本周没大赚原因还是在自己,浪费了一手好牌,所获利润仅为原仓的十分之一。原因是在风口浪尖关头,自己总是倾向于躲避风险。
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 |
6AU21 |
0.84 |
3.08 |
5.4 |
0.00% |
$73,135 |
$604 |
-4.7 |
0.83% |
67 |
8/24/2021 10:38 |
0 |
1 |
6BU21 |
-2.8 |
2.38 |
-5.38 |
0.00% |
$86,038 |
$536 |
-1.46 |
0.62% |
66 |
7/20/2021 3:02 |
0 |
2 |
6CU21 |
-0.61 |
2.17 |
7.74 |
0.00% |
$79,270 |
$581 |
-3.54 |
0.73% |
47 |
8/24/2021 10:55 |
0 |
3 |
6EU21 |
0.69 |
2.44 |
-5.61 |
0.00% |
$147,488 |
$675 |
-2.95 |
0.46% |
73 |
8/11/2021 3:19 |
0 |
4 |
6JU21 |
2.81 |
1.77 |
6.07 |
0.00% |
$113,875 |
$572 |
1.7 |
0.50% |
51 |
8/16/2021 9:36 |
0 |
5 |
CLV21 |
-1.95 |
1.72 |
6.12 |
0.00% |
$68,670 |
$2,176 |
-1.7 |
3.17% |
45 |
8/25/2021 14:57 |
0 |
6 |
ESU21 |
4.85 |
2.41 |
-6.68 |
0.00% |
$225,375 |
$1,968 |
5.87 |
0.87% |
64 |
7/19/2021 10:18 |
-4 |
7 |
GCZ21 |
-0.81 |
2.86 |
-12.39 |
0.00% |
$182,050 |
$2,177 |
1.61 |
1.20% |
65 |
8/8/2021 18:58 |
0 |
8 |
HGZ21 |
0.4 |
2.18 |
-5.96 |
0.00% |
$108,388 |
$2,344 |
0.56 |
2.16% |
62 |
8/19/2021 5:31 |
0 |
9 |
HOV21 |
2.46 |
1.58 |
7.14 |
0.00% |
$88,347 |
$2,405 |
-0.92 |
2.72% |
55 |
8/25/2021 8:57 |
0 |
10 |
NGV21 |
-1 |
1.23 |
7.22 |
0.00% |
$44,140 |
$1,396 |
6.59 |
3.16% |
60 |
8/27/2021 8:34 |
0 |
11 |
NQU21 |
-1.93 |
2.04 |
5.31 |
0.00% |
$308,565 |
$3,460 |
6.29 |
1.12% |
64 |
7/26/2021 12:00 |
-1 |
12 |
RBV21 |
0.43 |
1.38 |
8.8 |
0.00% |
$89,355 |
$2,599 |
0.25 |
2.91% |
55 |
8/25/2021 20:59 |
0 |
13 |
RSU21 |
-1.76 |
3.47 |
6.49 |
0.00% |
$113,980 |
$2,150 |
-1.32 |
1.89% |
57 |
8/25/2021 13:35 |
1 |
14 |
SIZ21 |
-1.9 |
2.83 |
-11.87 |
0.00% |
$120,400 |
$2,717 |
-4.05 |
2.26% |
57 |
8/8/2021 18:58 |
0 |
15 |
YMU21 |
-5.48 |
1.78 |
-7.73 |
0.00% |
$177,050 |
$1,721 |
2.94 |
0.97% |
65 |
7/19/2021 13:50 |
4 |
16 |
ZBZ21 |
-1.86 |
2.61 |
8.69 |
0.00% |
$163,063 |
$1,079 |
3.59 |
0.66% |
39 |
7/19/2021 15:09 |
0 |
17 |
ZCZ21 |
0.62 |
1.08 |
9.07 |
0.00% |
$27,675 |
$902 |
1.86 |
3.26% |
48 |
7/1/2021 8:05 |
0 |
18 |
ZSX21 |
-1.19 |
0.98 |
-6.96 |
0.00% |
$66,000 |
$1,627 |
1.48 |
2.47% |
52 |
7/6/2021 12:04 |
0 |
19 |
ZWZ21 |
1.46 |
-1.19 |
7.21 |
0.00% |
$36,625 |
$1,034 |
4.1 |
2.82% |
57 |
7/18/2021 20:01 |
0 |
20 |
6BU21-6AU21 |
-2.73 |
-2.28 |
-4.67 |
37.36% |
$12,903 |
$378 |
5.43 |
0.52% |
91 |
8/3/2021 1:15 |
0 |
21 |
6CU21-6AU21 |
-0.84 |
-3.27 |
7.1 |
32.55% |
$6,135 |
$407 |
1.9 |
0.56% |
69 |
7/21/2021 11:47 |
0 |
22 |
6CU21-HGZ21 |
-0.45 |
-2.65 |
-4.25 |
11.18% |
($29,118) |
$2,082 |
-1.62 |
1.92% |
74 |
7/26/2021 21:34 |
0 |
23 |
6EU21-6AU21 |
0.4 |
-1.16 |
6.07 |
23.68% |
$74,353 |
$515 |
1.65 |
0.35% |
68 |
7/8/2021 10:41 |
0 |
24 |
6EU21-6BU21 |
1.46 |
1.88 |
-5.73 |
28.23% |
$61,450 |
$484 |
-2.49 |
0.33% |
75 |
8/10/2021 10:23 |
0 |
25 |
6EU21-6CU21 |
0.92 |
3.15 |
-6.2 |
12.04% |
$68,218 |
$594 |
0.12 |
0.40% |
59 |
7/21/2021 11:53 |
0 |
26 |
ESU21-RSU21 |
2.12 |
-2.35 |
8.68 |
28.12% |
$111,395 |
$1,546 |
9.31 |
1.36% |
57 |
7/7/2021 14:51 |
-1 |
27 |
ESU21-YMU21 |
5.18 |
2.62 |
5.2 |
54.95% |
$48,325 |
$887 |
7.33 |
0.39% |
68 |
8/25/2021 9:39 |
-3 |
28 |
GCZ21-SIZ21 |
1.64 |
-1.42 |
5.66 |
33.42% |
$61,650 |
$1,809 |
8.02 |
1.50% |
63 |
7/19/2021 10:29 |
0 |
29 |
HOV21-CLV21 |
2.47 |
2.02 |
7.01 |
63.15% |
$19,677 |
$886 |
1.69 |
1.00% |
117 |
8/25/2021 18:27 |
0 |
30 |
NQU21-ESU21 |
1.92 |
1.39 |
-4.64 |
36.81% |
$83,190 |
$2,187 |
4.67 |
0.71% |
76 |
7/27/2021 13:21 |
0 |
31 |
NQU21-RSU21 |
-0.84 |
-1.3 |
6.1 |
8.52% |
$194,585 |
$3,166 |
7.77 |
1.03% |
67 |
7/26/2021 3:30 |
0 |
32 |
NQU21-YMU21 |
2.81 |
1.77 |
4.55 |
15.36% |
$131,515 |
$2,929 |
5.7 |
0.95% |
72 |
8/25/2021 9:37 |
-1 |
33 |
RBV21-CLV21 |
0.86 |
1.64 |
10 |
56.71% |
$20,685 |
$1,125 |
3.87 |
1.26% |
76 |
8/25/2021 22:04 |
0 |
34 |
RBV21-HOV21 |
-0.8 |
1.14 |
6.8 |
63.98% |
$1,008 |
$936 |
3.06 |
1.05% |
122 |
8/25/2021 23:10 |
0 |
35 |
YMU21-RSU21 |
-2.27 |
-3.61 |
5.84 |
33.07% |
$63,070 |
$1,439 |
5.48 |
1.26% |
68 |
7/15/2021 5:01 |
0 |
36 |
ZBZ21-6JU21 |
-3.19 |
2.14 |
7.58 |
8.90% |
$49,188 |
$983 |
2.95 |
0.60% |
66 |
7/19/2021 11:16 |
0 |
37 |
ZSX21-ZCZ21 |
-1.17 |
-2.58 |
-5.46 |
33.27% |
$38,325 |
$1,086 |
0.67 |
1.65% |
73 |
7/6/2021 12:04 |
0 |
38 |
ZSX21-ZWZ21 |
-1.47 |
1.58 |
6.02 |
19.32% |
$29,375 |
$1,313 |
-1.4 |
1.99% |
70 |
6/30/2021 12:10 |
0 |
39 |
ZWZ21-ZCZ21 |
0.9 |
-2.39 |
6.4 |
24.00% |
$8,950 |
$786 |
3.26 |
2.14% |
53 |
7/16/2021 14:19 |
0 |
40 |
PTF |
35.84 |
-1.83 |
-5.21 |
0.00% |
$594,976 |
$6,171 |
-0.02 |
1.04% |
76 |
7/6/2021 11:13 |
0 |
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