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第24周交易45次共61手,亏损-0.5K,-0.1%(-6.6,-2.2,9.0,-2.5,1.8)YTD -137.0K,-21.8%。现账户资金491.2K,杠杆0.75,净仓1,波动率1.39%(0.00%~2.12%),风险非常高。
在通货膨胀的压力下,美联储决定加息0.75%,本周股市继续爆跌。账户在期指上建仓过早,产生了-6.4K的巨额亏损,不过亏损基本上被抄底债卷与黄金白银的盈利所弥补。原因是期指的反弹被宣布加息后的第2波大跌所扼杀,债卷和贵金属没有第2波大跌。目前账户持有一手ES,二手ZW-ZC多仓。风险非常高。
下面是账户交易与持仓详细情况,
Contract |
Trade |
Vol |
P_1 |
Pos |
Old |
New |
Trading |
No Fee |
ESU22 |
9 |
9 |
0 |
1 |
$0 |
($3,181) |
($3,594) |
($6,775) |
GCQ22 |
8 |
8 |
0 |
0 |
$0 |
$0 |
$3,750 |
$3,750 |
RSU22 |
2 |
2 |
0 |
0 |
$0 |
$0 |
$470 |
$470 |
SIN22 |
4 |
4 |
0 |
0 |
$0 |
$0 |
($2,075) |
($2,075) |
YMU22 |
6 |
6 |
0 |
0 |
$0 |
$0 |
($50) |
($50) |
ZBU22 |
14 |
14 |
0 |
0 |
$0 |
$0 |
$4,125 |
$4,125 |
ZCN22 |
10 |
10 |
0 |
(2) |
$0 |
$525 |
($700) |
($175) |
ZWN22 |
8 |
8 |
0 |
2 |
$0 |
($2,050) |
$2,513 |
$463 |
Total |
61 |
61 |
0 |
1 |
$0 |
($4,706) |
$4,439 |
($267) |
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SID |
Contract/Pair |
RV |
WV |
WM |
PE |
MV |
ATR |
PV% |
V% |
WN |
DateTime |
Pos |
40 |
PTF |
27.83 |
1.90 |
6.07 |
- |
$491,169 |
$6,808 |
1.39% |
1.39% |
70.9 |
06/17 17:23 |
1 |
39 |
ZWN22-ZCN22 |
0.60 |
(3.02) |
5.26 |
17.69% |
$12,388 |
$1,689 |
0.34% |
3.27% |
63 |
05/12 23:25 |
2 |
38 |
ZSN22-ZWN22 |
0.76 |
2.02 |
5.41 |
-3.41% |
$33,450 |
$2,121 |
0.43% |
4.11% |
63 |
04/21 12:49 |
0 |
37 |
ZSN22-ZCN22 |
1.20 |
(1.41) |
5.83 |
21.04% |
$45,838 |
$1,398 |
0.28% |
1.64% |
54 |
06/02 13:18 |
0 |
36 |
ZBU22-6JU22 |
0.54 |
1.86 |
(5.28) |
15.89% |
$41,631 |
$1,671 |
0.34% |
1.24% |
78 |
06/13 15:28 |
0 |
35 |
YMU22-RSU22 |
1.93 |
(1.49) |
(4.42) |
36.77% |
$66,185 |
$2,230 |
0.45% |
1.49% |
115 |
06/13 09:30 |
0 |
34 |
RBN22-HON22 |
(0.98) |
1.59 |
(5.57) |
29.02% |
($23,419) |
$4,743 |
0.97% |
2.57% |
70 |
06/15 13:27 |
0 |
33 |
RBN22-CLQ22 |
2.00 |
4.74 |
5.00 |
37.49% |
$52,215 |
$3,904 |
0.79% |
2.42% |
75 |
05/16 08:54 |
0 |
32 |
NQU22-YMU22 |
1.75 |
1.54 |
(5.70) |
31.40% |
$76,515 |
$6,042 |
1.23% |
2.67% |
90 |
06/14 09:51 |
0 |
31 |
NQU22-RSU22 |
2.86 |
1.35 |
(6.02) |
23.37% |
$142,700 |
$6,749 |
1.37% |
2.98% |
86 |
06/14 15:18 |
0 |
30 |
NQU22-ESU22 |
2.16 |
1.60 |
(4.67) |
52.41% |
$41,968 |
$4,192 |
0.85% |
1.85% |
96 |
06/14 09:50 |
0 |
29 |
HON22-CLQ22 |
3.94 |
1.08 |
7.66 |
30.51% |
$75,634 |
$4,644 |
0.95% |
2.52% |
63 |
06/15 12:31 |
0 |
28 |
HGN22-SIN22 |
(0.09) |
(3.65) |
(4.36) |
14.41% |
($7,863) |
$2,831 |
0.58% |
2.62% |
74 |
06/12 18:12 |
0 |
27 |
GCQ22-SIN22 |
(0.20) |
1.25 |
(6.96) |
38.78% |
$76,040 |
$2,025 |
0.41% |
1.87% |
60 |
05/17 05:12 |
0 |
26 |
ESU22-YMU22 |
(0.81) |
1.03 |
(6.13) |
52.82% |
$34,548 |
$2,575 |
0.52% |
1.40% |
157 |
06/14 15:19 |
0 |
25 |
ESU22-RSU22 |
0.90 |
1.03 |
(6.34) |
36.38% |
$100,733 |
$3,473 |
0.71% |
1.89% |
114 |
06/13 15:51 |
0 |
24 |
6EU22-6CU22 |
(0.20) |
(1.70) |
5.23 |
11.13% |
$55,234 |
$1,077 |
0.22% |
0.82% |
66 |
05/24 10:31 |
0 |
23 |
6EU22-6AU22 |
(0.72) |
1.21 |
(4.52) |
16.08% |
$62,634 |
$1,017 |
0.21% |
0.77% |
93 |
06/13 21:34 |
0 |
22 |
6CU22-6AU22 |
(0.67) |
2.37 |
4.54 |
23.75% |
$7,400 |
$667 |
0.14% |
0.96% |
82 |
05/06 03:13 |
0 |
21 |
6BU22-6CU22 |
(0.75) |
(1.24) |
4.96 |
2.84% |
($285) |
$782 |
0.16% |
1.02% |
64 |
06/16 19:58 |
0 |
20 |
6BU22-6AU22 |
(1.02) |
1.54 |
(6.50) |
10.22% |
$7,115 |
$785 |
0.16% |
1.13% |
75 |
05/04 14:44 |
0 |
19 |
ZWN22 |
0.25 |
(2.57) |
(6.85) |
1,033.00 |
$51,650 |
$2,051 |
0.42% |
3.97% |
63 |
06/01 11:44 |
2 |
18 |
ZSN22 |
1.20 |
(1.30) |
4.63 |
1,702.00 |
$85,100 |
$1,771 |
0.36% |
2.08% |
63 |
05/31 02:32 |
0 |
17 |
ZCN22 |
(1.15) |
(1.82) |
(6.51) |
785.25 |
$39,263 |
$907 |
0.18% |
2.31% |
69 |
06/01 11:45 |
-2 |
16 |
ZBU22 |
(2.08) |
1.67 |
(6.61) |
134'270 |
$134,844 |
$1,986 |
0.40% |
1.47% |
59 |
06/13 15:28 |
0 |
15 |
YMU22 |
1.04 |
1.29 |
(7.63) |
29,928.00 |
$149,640 |
$3,527 |
0.72% |
2.36% |
66 |
06/13 11:10 |
0 |
14 |
SIN22 |
0.29 |
(1.22) |
(5.94) |
21.63 |
$108,150 |
$3,308 |
0.67% |
3.06% |
63 |
04/25 08:22 |
0 |
13 |
RSU22 |
(1.91) |
1.00 |
(7.62) |
1,669.10 |
$83,455 |
$2,780 |
0.57% |
3.33% |
52 |
06/13 11:10 |
0 |
12 |
RBN22 |
1.21 |
2.69 |
(5.98) |
3.84 |
$161,095 |
$6,245 |
1.27% |
3.88% |
69 |
05/19 06:00 |
0 |
11 |
NQU22 |
2.36 |
1.45 |
(6.87) |
11,307.75 |
$226,155 |
$8,807 |
1.79% |
3.89% |
56 |
06/13 15:51 |
0 |
10 |
NGN22 |
(0.43) |
(3.40) |
(5.45) |
7.01 |
$70,050 |
$6,564 |
1.34% |
9.37% |
59 |
05/10 08:48 |
0 |
9 |
HON22 |
3.76 |
1.26 |
6.47 |
4.39 |
$184,514 |
$6,682 |
1.36% |
3.62% |
67 |
05/31 09:35 |
0 |
8 |
HGN22 |
0.33 |
(2.38) |
5.47 |
4.01 |
$100,288 |
$2,886 |
0.59% |
2.88% |
50 |
06/02 20:34 |
0 |
7 |
GCQ22 |
0.50 |
(1.72) |
(4.74) |
1,841.90 |
$184,190 |
$2,859 |
0.58% |
1.55% |
59 |
06/13 18:03 |
0 |
6 |
ESU22 |
(1.61) |
1.14 |
(7.55) |
3,683.75 |
$184,188 |
$5,458 |
1.11% |
2.96% |
56 |
06/13 11:10 |
1 |
5 |
CLQ22 |
(3.56) |
1.09 |
5.16 |
108.88 |
$108,880 |
$4,279 |
0.87% |
3.93% |
65 |
05/31 09:29 |
0 |
4 |
6JU22 |
(3.09) |
(4.60) |
(7.52) |
0.01 |
$93,213 |
$940 |
0.19% |
1.01% |
64 |
06/08 08:44 |
0 |
3 |
6EU22 |
(0.65) |
1.11 |
(8.62) |
1.06 |
$132,019 |
$1,212 |
0.25% |
0.92% |
55 |
04/27 10:59 |
0 |
2 |
6CU22 |
(1.01) |
1.31 |
(6.87) |
0.77 |
$76,785 |
$543 |
0.11% |
0.71% |
56 |
04/25 11:31 |
0 |
1 |
6BU22 |
(0.95) |
(2.59) |
(8.81) |
1.22 |
$76,500 |
$805 |
0.16% |
1.05% |
49 |
04/27 10:58 |
0 |
0 |
6AU22 |
0.45 |
(3.83) |
(7.27) |
0.69 |
$69,385 |
$875 |
0.18% |
1.26% |
57 |
04/25 10:22 |
0 |
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