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第28周交易26次共28手,亏损-6.5K,-1.3%(-1.2,-2.1,3.2,-10.2,3.9),原仓-5.8,新仓-1.3,交易1.0。YTD -148.3K,-23.6%。现账户资金479.8K,杠杆1.03,净仓4,波动率1.73%(0.83%~1.74%),风险超高。
本周商品期货大跌,账户因持有白银仓位而损失惨重。又重建了小麦多仓位。目前账户持有二手SI和二手ZW多仓。一手ZB-6J空仓。风险超高。
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 |
6JU22 |
5 |
5 |
0 |
1 |
$0 |
($294) |
$125 |
($169) |
GCQ22 |
2 |
2 |
0 |
0 |
$0 |
$0 |
$870 |
$870 |
SIU22 |
2 |
2 |
2 |
2 |
($5,750) |
$0 |
($275) |
($6,025) |
ZBU22 |
1 |
1 |
0 |
(1) |
$0 |
$375 |
$0 |
$375 |
ZWU22 |
18 |
18 |
0 |
2 |
$0 |
($1,517) |
$329 |
($1,188) |
Total |
28 |
28 |
2 |
4 |
($5,750) |
($1,436) |
$1,049 |
($6,137) |
|
|
|
|
SID |
Contract/Pair |
RV |
WV |
WM |
PE |
MV |
ATR |
PV% |
V% |
WN |
DateTime |
Pos |
40 |
PTF |
25.19 |
2.01 |
6.36 |
- |
$479,850 |
$8,290 |
1.73% |
1.73% |
70.2 |
07/15 17:40 |
4 |
39 |
ZWU22-ZCU22 |
(0.63) |
(3.16) |
(5.56) |
29.53% |
$8,738 |
$1,596 |
0.33% |
4.09% |
76 |
06/01 11:44 |
0 |
38 |
ZSU22-ZWU22 |
0.93 |
1.61 |
4.94 |
11.56% |
$29,138 |
$2,003 |
0.42% |
5.13% |
70 |
05/20 14:16 |
-1 |
37 |
ZSU22-ZCU22 |
0.69 |
1.04 |
(7.55) |
26.48% |
$37,875 |
$1,341 |
0.28% |
1.97% |
61 |
07/05 10:10 |
0 |
36 |
ZBU22-6JU22 |
0.55 |
1.72 |
7.19 |
15.31% |
$49,481 |
$1,708 |
0.36% |
1.22% |
52 |
07/01 10:30 |
-1 |
35 |
YMU22-RSU22 |
2.17 |
(1.40) |
(5.16) |
43.28% |
$69,025 |
$1,804 |
0.38% |
1.15% |
100 |
05/19 03:33 |
0 |
34 |
RBQ22-HOQ22 |
(1.29) |
(1.68) |
(4.46) |
35.73% |
($21,000) |
$4,897 |
1.02% |
3.15% |
107 |
06/15 14:16 |
0 |
33 |
RBQ22-CLQ22 |
0.23 |
(1.48) |
(4.84) |
35.61% |
$36,830 |
$4,464 |
0.93% |
3.32% |
72 |
05/19 06:02 |
0 |
32 |
NQU22-YMU22 |
1.66 |
2.03 |
(6.76) |
35.60% |
$84,095 |
$4,708 |
0.98% |
1.96% |
71 |
06/13 16:00 |
0 |
31 |
NQU22-RSU22 |
2.81 |
2.89 |
(7.71) |
28.70% |
$153,120 |
$5,212 |
1.09% |
2.17% |
71 |
06/13 15:51 |
0 |
30 |
NQU22-ESU22 |
2.80 |
2.09 |
5.88 |
56.32% |
$47,048 |
$3,193 |
0.67% |
1.33% |
79 |
05/30 01:54 |
0 |
29 |
HOQ22-CLQ22 |
2.27 |
1.08 |
(6.76) |
31.10% |
$57,830 |
$5,250 |
1.09% |
3.38% |
71 |
06/28 09:39 |
0 |
28 |
HGU22-SIU22 |
(1.90) |
1.67 |
(4.50) |
7.02% |
($12,175) |
$2,764 |
0.58% |
3.41% |
82 |
06/20 03:46 |
0 |
27 |
GCQ22-SIU22 |
(1.12) |
(2.72) |
(4.96) |
34.62% |
$77,350 |
$1,876 |
0.39% |
2.01% |
81 |
07/07 06:24 |
-1 |
26 |
ESU22-YMU22 |
(0.67) |
1.59 |
(7.93) |
59.71% |
$37,048 |
$1,880 |
0.39% |
0.97% |
127 |
06/13 11:05 |
0 |
25 |
ESU22-RSU22 |
1.89 |
3.42 |
(7.88) |
41.81% |
$106,073 |
$2,715 |
0.57% |
1.40% |
103 |
06/13 15:51 |
0 |
24 |
6EU22-6CU22 |
(1.45) |
1.53 |
5.43 |
19.31% |
$49,925 |
$1,038 |
0.22% |
0.82% |
60 |
05/24 10:31 |
0 |
23 |
6EU22-6AU22 |
(1.43) |
1.29 |
(7.01) |
23.58% |
$58,740 |
$983 |
0.20% |
0.78% |
72 |
07/06 08:37 |
0 |
22 |
6CU22-6AU22 |
(0.72) |
1.10 |
4.40 |
30.28% |
$8,815 |
$599 |
0.12% |
0.88% |
76 |
06/13 10:58 |
0 |
21 |
6BU22-6CU22 |
(1.35) |
(1.59) |
5.81 |
19.78% |
($2,488) |
$667 |
0.14% |
0.90% |
67 |
06/16 19:58 |
0 |
20 |
6BU22-6AU22 |
(1.75) |
(1.93) |
4.67 |
26.04% |
$6,328 |
$636 |
0.13% |
0.94% |
99 |
06/16 11:44 |
0 |
19 |
ZWU22 |
(0.92) |
(3.25) |
(6.85) |
781.00 |
$39,050 |
$2,264 |
0.47% |
5.80% |
50 |
07/06 01:39 |
2 |
18 |
ZSU22 |
0.71 |
(1.19) |
(6.21) |
1,363.75 |
$68,188 |
$1,823 |
0.38% |
2.67% |
64 |
07/05 10:08 |
0 |
17 |
ZCU22 |
(0.45) |
(1.59) |
(7.90) |
606.25 |
$30,313 |
$1,035 |
0.22% |
3.41% |
67 |
07/12 20:09 |
0 |
16 |
ZBU22 |
(1.67) |
1.92 |
6.97 |
140'060 |
$140,188 |
$2,016 |
0.42% |
1.44% |
46 |
07/01 10:32 |
-1 |
15 |
YMU22 |
0.69 |
3.55 |
(8.46) |
31,258.00 |
$156,290 |
$3,180 |
0.66% |
2.03% |
65 |
06/13 11:10 |
0 |
14 |
SIU22 |
1.15 |
1.08 |
(4.72) |
18.66 |
$93,300 |
$2,870 |
0.60% |
3.08% |
71 |
07/01 08:48 |
2 |
13 |
RSU22 |
(2.51) |
1.61 |
(8.24) |
1,745.30 |
$87,265 |
$2,392 |
0.50% |
2.74% |
56 |
06/13 11:10 |
0 |
12 |
RBQ22 |
(0.15) |
(1.14) |
(5.71) |
3.20 |
$134,400 |
$6,933 |
1.45% |
5.16% |
62 |
07/05 13:59 |
0 |
11 |
NQU22 |
1.98 |
2.73 |
(7.94) |
12,019.25 |
$240,385 |
$7,310 |
1.52% |
3.04% |
67 |
06/13 11:05 |
0 |
10 |
NGQ22 |
(0.58) |
2.45 |
(6.21) |
7.12 |
$71,150 |
$5,810 |
1.21% |
8.17% |
68 |
06/14 09:35 |
0 |
9 |
HOQ22 |
2.35 |
1.60 |
6.14 |
3.70 |
$155,400 |
$7,619 |
1.59% |
4.90% |
57 |
05/31 09:35 |
0 |
8 |
HGU22 |
(2.26) |
2.37 |
(5.36) |
3.25 |
$81,125 |
$2,972 |
0.62% |
3.66% |
57 |
07/06 01:39 |
0 |
7 |
GCQ22 |
(0.65) |
(1.10) |
(6.46) |
1,706.50 |
$170,650 |
$2,589 |
0.54% |
1.52% |
58 |
07/06 12:08 |
0 |
6 |
ESU22 |
(0.54) |
3.05 |
(8.83) |
3,866.75 |
$193,338 |
$4,666 |
0.97% |
2.41% |
61 |
06/13 11:10 |
0 |
5 |
CLQ22 |
(1.34) |
3.33 |
(5.64) |
97.57 |
$97,570 |
$4,847 |
1.01% |
4.97% |
53 |
07/05 13:42 |
0 |
4 |
6JU22 |
(2.69) |
1.32 |
(7.55) |
0.01 |
$90,706 |
$938 |
0.20% |
1.03% |
62 |
06/08 08:44 |
1 |
3 |
6EU22 |
(1.20) |
2.15 |
(7.16) |
1.01 |
$126,675 |
$1,286 |
0.27% |
1.02% |
50 |
06/13 21:56 |
0 |
2 |
6CU22 |
0.74 |
4.13 |
(6.37) |
0.77 |
$76,750 |
$571 |
0.12% |
0.74% |
61 |
06/10 10:12 |
0 |
1 |
6BU22 |
(1.32) |
1.62 |
(7.04) |
1.19 |
$74,263 |
$831 |
0.17% |
1.12% |
64 |
06/13 10:55 |
0 |
0 |
6AU22 |
1.26 |
1.98 |
(5.15) |
0.68 |
$67,935 |
$860 |
0.18% |
1.27% |
73 |
06/13 15:33 |
0 |
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