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第四周交易75次共122手,亏损-2.1K,-0.3%(7.8,0.8,-1.9,-9.7,1.0),原仓-7.7,新仓0.0,交易5.2。YTD -0.4K,0.1%。现账户资金627.8K,杠杆3.01,净仓0,波动率1.26%(0.41%~1.53%),风险较高。
本周股市大起大落。账户交易颇多,周初大赚,但周末收盘仍然亏损。主要是YM与RS的背离创下历史新高。目前账户持有1手RB-HO,1手ZW-ZC多仓。3手6C-6A,3手YM-RS,3手ZS-ZW空仓。净仓为0,风险较高。
由于风险控制,本周股市大起大落时多对账户的冲击有限,交易基本上没有受到影响。倘若是持重仓,无论做空做多,本周都将会是惊心动魄一周。
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 |
40 |
PTF |
36.00 |
1.85 |
6.12 |
0.00 |
$627,752 |
$7,927 |
1.26% |
1.26% |
70.9 |
01/28 17:08 |
0 |
39 |
ZWH22-ZCH22 |
(0.81) |
(1.18) |
(6.39) |
0.22 |
$7,550 |
$865 |
0.14% |
2.20% |
40 |
01/07 04:41 |
1 |
38 |
ZSH22-ZWH22 |
2.62 |
1.07 |
9.37 |
0.02 |
$34,225 |
$1,260 |
0.20% |
1.71% |
48 |
01/28 10:07 |
-3 |
37 |
ZSH22-ZCH22 |
2.83 |
1.08 |
11.42 |
0.28 |
$41,775 |
$924 |
0.15% |
1.26% |
49 |
12/28 06:47 |
0 |
36 |
ZBH22-6JH22 |
(2.47) |
1.81 |
(4.38) |
0.14 |
$47,338 |
$1,208 |
0.19% |
0.78% |
57 |
01/03 16:00 |
0 |
35 |
YMH22-RSH22 |
2.80 |
2.27 |
6.29 |
0.38 |
$75,000 |
$1,859 |
0.30% |
1.90% |
62 |
12/14 09:34 |
-3 |
34 |
RBH22-HOH22 |
(1.51) |
1.65 |
(5.03) |
0.60 |
($7,510) |
$1,117 |
0.18% |
0.97% |
160 |
01/06 15:59 |
1 |
33 |
RBH22-CLH22 |
(0.85) |
1.28 |
4.32 |
0.60 |
$19,726 |
$1,101 |
0.18% |
1.03% |
176 |
11/28 18:14 |
0 |
32 |
NQH22-YMH22 |
(0.41) |
2.45 |
(5.74) |
0.25 |
$115,725 |
$5,840 |
0.93% |
2.02% |
62 |
01/06 07:45 |
0 |
31 |
NQH22-RSH22 |
0.53 |
3.02 |
(6.00) |
0.28 |
$190,725 |
$5,642 |
0.90% |
1.96% |
70 |
01/24 12:18 |
0 |
30 |
NQH22-ESH22 |
1.15 |
2.15 |
(5.83) |
0.47 |
$67,618 |
$4,130 |
0.66% |
1.43% |
60 |
01/06 07:48 |
0 |
29 |
HOH22-CLH22 |
1.32 |
(3.15) |
6.79 |
0.57 |
$27,236 |
$1,217 |
0.19% |
1.06% |
115 |
01/28 03:08 |
0 |
28 |
HGH22-SIH22 |
0.31 |
1.46 |
4.22 |
0.07 |
($4,250) |
$2,494 |
0.40% |
2.22% |
79 |
01/27 09:20 |
0 |
27 |
GCJ22-SIH22 |
(0.21) |
2.14 |
(5.74) |
0.33 |
$66,780 |
$1,781 |
0.28% |
1.58% |
66 |
01/19 05:59 |
0 |
26 |
ESH22-YMH22 |
1.75 |
1.66 |
(6.24) |
0.55 |
$48,108 |
$1,893 |
0.30% |
0.86% |
70 |
01/05 23:43 |
0 |
25 |
ESH22-RSH22 |
7.09 |
3.79 |
6.59 |
0.46 |
$123,108 |
$2,271 |
0.36% |
1.03% |
62 |
12/29 15:38 |
0 |
24 |
6EH22-6CH22 |
(0.83) |
2.17 |
(5.68) |
0.10 |
$61,178 |
$783 |
0.12% |
0.56% |
73 |
12/07 11:22 |
0 |
23 |
6EH22-6AH22 |
(1.47) |
2.92 |
(4.97) |
0.15 |
$69,478 |
$736 |
0.12% |
0.53% |
69 |
01/20 14:04 |
0 |
22 |
6CH22-6AH22 |
(0.59) |
(1.27) |
5.94 |
0.32 |
$8,300 |
$441 |
0.07% |
0.63% |
75 |
01/07 08:32 |
-3 |
21 |
6BH22-6CH22 |
(1.24) |
(1.03) |
(7.09) |
0.12 |
$5,409 |
$486 |
0.08% |
0.62% |
84 |
12/08 10:00 |
0 |
20 |
6BH22-6AH22 |
(1.56) |
(1.33) |
(7.84) |
0.29 |
$13,709 |
$461 |
0.07% |
0.66% |
86 |
12/09 01:40 |
0 |
19 |
ZWH22 |
(1.11) |
1.62 |
5.85 |
787.25 |
$39,363 |
$1,111 |
0.18% |
2.82% |
49 |
01/20 01:47 |
4 |
18 |
ZSH22 |
2.88 |
(0.99) |
8.04 |
1,471.75 |
$73,588 |
$1,287 |
0.21% |
1.75% |
60 |
12/28 06:47 |
-3 |
17 |
ZCH22 |
(0.20) |
1.38 |
(4.68) |
636.25 |
$31,813 |
$560 |
0.09% |
1.76% |
75 |
11/30 09:57 |
-1 |
16 |
ZBH22 |
(3.05) |
1.97 |
(5.90) |
155'270 |
$155,844 |
$1,399 |
0.22% |
0.90% |
57 |
01/04 11:44 |
0 |
15 |
YMH22 |
(2.98) |
2.34 |
7.17 |
34,576.00 |
$172,880 |
$2,806 |
0.45% |
1.62% |
68 |
12/30 09:38 |
-3 |
14 |
SIH22 |
0.20 |
1.16 |
(5.77) |
22.49 |
$112,450 |
$2,670 |
0.43% |
2.37% |
58 |
01/28 06:14 |
0 |
13 |
RSH22 |
(6.36) |
2.16 |
5.73 |
1,957.60 |
$97,880 |
$2,987 |
0.48% |
3.05% |
80 |
12/28 10:04 |
3 |
12 |
RBH22 |
(1.01) |
(1.69) |
6.01 |
2.55 |
$107,016 |
$2,783 |
0.44% |
2.60% |
67 |
12/08 05:05 |
1 |
11 |
NQH22 |
(2.81) |
1.78 |
(5.71) |
14,430.25 |
$288,605 |
$7,835 |
1.25% |
2.71% |
68 |
01/24 12:18 |
0 |
10 |
NGH22 |
(1.82) |
(2.26) |
5.38 |
4.69 |
$46,900 |
$2,283 |
0.36% |
4.87% |
64 |
01/28 09:20 |
0 |
9 |
HOH22 |
1.59 |
(2.06) |
6.41 |
2.73 |
$114,526 |
$2,825 |
0.45% |
2.47% |
66 |
12/23 15:51 |
-1 |
8 |
HGH22 |
1.08 |
(4.00) |
5.20 |
4.33 |
$108,200 |
$2,398 |
0.38% |
2.22% |
61 |
01/12 08:53 |
0 |
7 |
GCJ22 |
(0.35) |
1.06 |
6.01 |
1,792.30 |
$179,230 |
$1,947 |
0.31% |
1.09% |
66 |
12/17 08:37 |
0 |
6.0 |
ESH22 |
5.0 |
2.3 |
6.6 |
4,419.75 |
$220,988 |
$4,183 |
0.67% |
1.89% |
70 |
12/30 10:26 |
0 |
5 |
CLH22 |
(0.03) |
(1.68) |
5.76 |
87.29 |
$87,290 |
$2,628 |
0.42% |
3.01% |
60 |
12/23 15:25 |
0 |
4 |
6JH22 |
0.50 |
1.70 |
(5.92) |
0.01 |
$108,506 |
$611 |
0.10% |
0.56% |
69 |
01/28 03:03 |
0 |
3 |
6EH22 |
(1.57) |
1.44 |
(5.42) |
1.12 |
$139,463 |
$870 |
0.14% |
0.62% |
63 |
01/28 03:42 |
0 |
2 |
6CH22 |
(1.54) |
(0.98) |
(5.60) |
0.78 |
$78,285 |
$550 |
0.09% |
0.70% |
55 |
01/24 11:49 |
-3 |
1 |
6BH22 |
(1.72) |
(1.38) |
5.67 |
1.34 |
$83,694 |
$525 |
0.08% |
0.63% |
60 |
12/23 10:21 |
0 |
0 |
6AH22 |
0.17 |
1.22 |
5.97 |
0.70 |
$69,985 |
$647 |
0.10% |
0.92% |
55 |
12/09 01:40 |
3 |
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