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第47周交易36次共62手,盈利7.7K(2.6,1.9,-0.6, 0.0,3.8),1.2%。原仓5.3,新仓-0.2,交易1.9。YTD -$66.5K,-10.2%。现账户资金627.6K,马金88.0K,杠杆4.33,净仓0,波动率1.16%(0.96%~1.39%),风险很高。
本周股市周五暴跌,但所持期指配对空仓盈利并不多,仓位也没有变化。账户已清空了谷物期货仓位,获利甚微。石油爆跌,账户新开了一手HO/CL多仓,一手ZB/6J空仓。目前账户持有一手HO/CL多仓和2手ES/RS,4手ES-YM,1手ZB/6J空仓。风险很高。
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 |
1.55 |
-1.26 |
5.49 |
0.00 |
$71,210 |
$601 |
2 |
0.84% |
69 |
10/20/2021 23:03 |
0 |
1 |
6BZ21 |
-3.53 |
1.48 |
-6.99 |
0.00 |
$83,313 |
$565 |
2 |
0.68% |
52 |
9/29/2021 12:39 |
0 |
2 |
6CZ21 |
-1.21 |
1.16 |
-5.74 |
0.00 |
$78,255 |
$481 |
2 |
0.61% |
64 |
11/12/2021 4:18 |
0 |
3 |
6EZ21 |
0.34 |
-1.01 |
-10.15 |
0.00 |
$141,363 |
$746 |
2 |
0.53% |
58 |
11/16/2021 22:42 |
0 |
4 |
6JZ21 |
1.7 |
1.41 |
-5.93 |
0.00 |
$110,400 |
$658 |
2 |
0.60% |
61 |
10/11/2021 20:29 |
1 |
5 |
CLF22 |
-1.28 |
-1.14 |
-5.71 |
0.00 |
$68,170 |
$2,234 |
2 |
3.28% |
69 |
11/26/2021 4:35 |
-1 |
6 |
ESZ21 |
5.53 |
-1.57 |
6.07 |
0.00 |
$228,950 |
$2,424 |
1 |
1.06% |
68 |
10/17/2021 18:01 |
-6 |
7 |
GCG22 |
0 |
-2.95 |
-7.57 |
0.00 |
$179,340 |
$2,266 |
2 |
1.26% |
57 |
11/23/2021 11:58 |
0 |
8 |
HGH22 |
-0.13 |
-3.92 |
4.53 |
0.00 |
$107,175 |
$2,861 |
2 |
2.67% |
58 |
10/13/2021 23:23 |
0 |
9 |
HOF22 |
2.05 |
-1.35 |
-9.81 |
0.00 |
$87,713 |
$2,612 |
2 |
2.98% |
79 |
11/26/2021 11:55 |
1 |
10 |
NGF22 |
-1.13 |
1.98 |
-5.76 |
0.00 |
$54,940 |
$3,888 |
2 |
7.08% |
56 |
11/10/2021 9:36 |
0 |
11 |
NQZ21 |
-2.5 |
-2.41 |
5.88 |
0.00 |
$320,870 |
$4,551 |
2 |
1.42% |
60 |
11/22/2021 10:16 |
0 |
12 |
RBF22 |
-0.32 |
-5.77 |
-5.77 |
0.00 |
$83,383 |
$2,636 |
2 |
3.16% |
77 |
11/26/2021 13:41 |
0 |
13 |
RSZ21 |
-2.36 |
-1.28 |
-6.9 |
0.00 |
$111,050 |
$1,971 |
2 |
1.77% |
66 |
11/26/2021 3:29 |
2 |
14 |
SIH22 |
-1.82 |
-2.2 |
-5.9 |
0.00 |
$115,625 |
$2,847 |
2 |
2.46% |
65 |
11/23/2021 11:30 |
0 |
15 |
YMZ21 |
-6.33 |
-1.8 |
6.58 |
0.00 |
$173,150 |
$1,854 |
2 |
1.07% |
71 |
10/17/2021 18:07 |
4 |
16 |
ZBH22 |
-2.92 |
2.26 |
6.61 |
0.00 |
$161,375 |
$1,135 |
2 |
0.70% |
49 |
10/27/2021 14:30 |
-1 |
17 |
ZCH22 |
1.26 |
3.48 |
4.41 |
0.00 |
$29,588 |
$567 |
1 |
1.92% |
58 |
11/11/2021 10:40 |
0 |
18 |
ZSF22 |
-1.78 |
1.21 |
-7.09 |
0.00 |
$62,675 |
$1,097 |
1 |
1.75% |
56 |
11/9/2021 11:43 |
0 |
19 |
ZWH22 |
2.22 |
1.52 |
6.5 |
0.00 |
$42,250 |
$908 |
1 |
2.15% |
63 |
11/11/2021 10:38 |
0 |
20 |
6BZ21-6AZ21 |
-3.74 |
3.52 |
6.69 |
0.21 |
$12,103 |
$475 |
2 |
0.67% |
69 |
11/17/2021 20:54 |
0 |
21 |
6CZ21-6AZ21 |
-1.6 |
2 |
5.29 |
0.33 |
$7,045 |
$405 |
2 |
0.57% |
74 |
11/25/2021 22:07 |
0 |
22 |
6CZ21-HGH22 |
0.01 |
3.63 |
-5.14 |
0.05 |
($28,920) |
$2,710 |
2 |
2.53% |
60 |
11/23/2021 9:46 |
0 |
23 |
6EZ21-6AZ21 |
-0.11 |
-1.35 |
-9.19 |
0.13 |
$70,153 |
$650 |
2 |
0.46% |
50 |
11/16/2021 22:42 |
0 |
24 |
6EZ21-6BZ21 |
1.52 |
-1.06 |
-6.49 |
0.20 |
$58,050 |
$599 |
2 |
0.42% |
62 |
11/16/2021 4:38 |
0 |
25 |
6EZ21-6CZ21 |
0.86 |
0 |
-7.65 |
0.10 |
$63,108 |
$674 |
2 |
0.48% |
59 |
11/16/2021 22:42 |
0 |
26 |
ESZ21-RSZ21 |
3.13 |
-1.9 |
-6.2 |
0.31 |
$117,900 |
$1,667 |
2 |
0.73% |
56 |
9/28/2021 13:04 |
-2 |
27 |
ESZ21-YMZ21 |
5.91 |
-2.73 |
5.37 |
0.55 |
$55,800 |
$1,082 |
2 |
0.47% |
70 |
11/5/2021 6:58 |
-4 |
28 |
GCG22-SIH22 |
1.72 |
-1.17 |
5.42 |
0.33 |
$63,715 |
$1,914 |
2 |
1.66% |
94 |
9/29/2021 11:44 |
0 |
29 |
HOF22-CLF22 |
1.99 |
-1.37 |
4.89 |
0.52 |
$19,543 |
$1,243 |
2 |
1.42% |
101 |
9/30/2021 23:16 |
1 |
30 |
NQZ21-ESZ21 |
2.15 |
-2.32 |
6.33 |
0.44 |
$91,920 |
$2,570 |
2 |
0.80% |
56 |
11/4/2021 14:46 |
0 |
31 |
NQZ21-RSZ21 |
-1.05 |
-2.45 |
7.85 |
0.18 |
$209,820 |
$3,736 |
2 |
1.16% |
52 |
11/22/2021 9:44 |
0 |
32 |
NQZ21-YMZ21 |
3.36 |
-2.51 |
5.52 |
0.22 |
$147,720 |
$3,543 |
2 |
1.10% |
58 |
11/22/2021 10:16 |
0 |
33 |
RBF22-CLF22 |
0.06 |
-1.13 |
3.88 |
0.51 |
$15,213 |
$1,302 |
2 |
1.56% |
92 |
11/3/2021 1:40 |
0 |
34 |
RBF22-HOF22 |
-1.21 |
0 |
4.73 |
0.56 |
($4,330) |
$1,148 |
2 |
1.38% |
127 |
11/15/2021 8:04 |
0 |
35 |
YMZ21-RSZ21 |
-2.59 |
-1.58 |
-4.75 |
0.28 |
$62,100 |
$1,409 |
2 |
1.27% |
66 |
10/13/2021 11:26 |
0 |
36 |
ZBH22-6JZ21 |
-3.16 |
1.1 |
8.04 |
(0.02) |
$50,975 |
$1,161 |
2 |
0.72% |
57 |
10/15/2021 9:00 |
-1 |
37 |
ZSF22-ZCH22 |
-1.78 |
-1.9 |
-6.78 |
0.26 |
$33,088 |
$815 |
1 |
1.30% |
61 |
11/9/2021 8:00 |
0 |
38 |
ZSF22-ZWH22 |
-2.29 |
0.97 |
-9.58 |
0.08 |
$20,425 |
$1,010 |
1 |
1.61% |
50 |
10/4/2021 9:31 |
0 |
39 |
ZWH22-ZCH22 |
1.34 |
-2.57 |
4.29 |
0.29 |
$12,663 |
$641 |
1 |
1.52% |
98 |
10/4/2021 9:30 |
0 |
40 |
PTF |
39.97 |
2.01 |
-7.88 |
0.00 |
$627,596 |
$7,264 |
2 |
1.16% |
52 |
11/22/2021 10:40 |
0 |
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