 |
第26周交易51次共64手，亏损-8.0K，-1.6%（0.5，1.3，2.3，-4.6，-7.6）YTD -140.2K，-22.3%。现账户资金487.9K，杠杆0.66，净仓4，波动率1.20%（0.53%～1.36%），风险非常高。
本周股市下跌，但账户亏损主要来自小麦，白银非理性的暴跌与债卷的暴涨。本来周三还有可观的盈利，在如此严格风险控制情况下，收盘仍然严重亏损，对自己交易信心打击不小。目前账户持有一手SI和二手ZW多仓，一手ZB空仓。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 |
| 6JU22 |
4 |
4 |
0 |
0 |
$0 |
$0 |
$987 |
$987 |
| ESU22 |
3 |
3 |
(1) |
0 |
$4,463 |
($1,750) |
($2,313) |
$400 |
| GCQ22 |
13 |
13 |
1 |
0 |
($1,520) |
($250) |
$2,400 |
$630 |
| SIU22 |
23 |
25 |
0 |
1 |
$0 |
($2,950) |
$2,100 |
($850) |
| YMU22 |
3 |
3 |
1 |
0 |
($2,165) |
$695 |
$1,430 |
($40) |
| ZBU22 |
3 |
3 |
0 |
(1) |
$0 |
($3,094) |
$406 |
($2,688) |
| ZWU22 |
13 |
13 |
1 |
2 |
($4,800) |
($3,950) |
$2,550 |
($6,200) |
| Total |
62 |
64 |
2 |
2 |
($4,022) |
($11,299) |
$7,560 |
($7,761) |
| |
|
|
|
| SID |
Contract/Pair |
RV |
WV |
WM |
PE |
MV |
ATR |
PV% |
V% |
WN |
DateTime |
Pos |
| 40 |
PTF |
17.46 |
1.77 |
6.16 |
- |
$487,905 |
$5,831 |
1.20% |
1.20% |
76 |
07/01 17:21 |
2 |
| 39 |
ZWU22-ZCU22 |
0.12 |
(3.43) |
(5.33) |
21.80% |
$11,075 |
$1,664 |
0.34% |
3.96% |
71 |
06/01 11:44 |
0 |
| 38 |
ZSU22-ZWU22 |
0.07 |
(2.05) |
4.85 |
4.19% |
$28,813 |
$2,039 |
0.42% |
4.85% |
66 |
05/20 14:16 |
-1 |
| 37 |
ZSU22-ZCU22 |
0.03 |
(3.64) |
7.09 |
22.00% |
$39,888 |
$1,202 |
0.25% |
1.70% |
60 |
06/29 20:04 |
0 |
| 36 |
ZBU22-6JU22 |
0.32 |
(2.03) |
7.45 |
15.74% |
$46,594 |
$1,648 |
0.34% |
1.18% |
72 |
07/01 10:30 |
-1 |
| 35 |
YMU22-RSU22 |
1.71 |
1.47 |
(4.78) |
39.45% |
$68,845 |
$2,061 |
0.42% |
1.33% |
127 |
06/13 09:30 |
0 |
| 34 |
RBQ22-HOQ22 |
0.24 |
(1.71) |
5.15 |
33.23% |
($12,277) |
$4,517 |
0.93% |
2.72% |
95 |
05/16 06:40 |
0 |
| 33 |
RBQ22-CLQ22 |
1.50 |
(1.01) |
(5.35) |
35.01% |
$45,596 |
$4,038 |
0.83% |
2.62% |
81 |
05/19 06:02 |
0 |
| 32 |
NQU22-YMU22 |
0.94 |
(1.35) |
(6.37) |
33.68% |
$76,985 |
$5,409 |
1.11% |
2.33% |
81 |
06/14 09:51 |
0 |
| 31 |
NQU22-RSU22 |
1.79 |
(1.34) |
(6.74) |
26.98% |
$145,830 |
$5,956 |
1.22% |
2.56% |
94 |
06/13 15:51 |
0 |
| 30 |
NQU22-ESU22 |
1.63 |
(1.50) |
(5.27) |
54.44% |
$40,935 |
$3,716 |
0.76% |
1.60% |
87 |
06/14 09:50 |
0 |
| 29 |
HOQ22-CLQ22 |
1.53 |
1.13 |
(7.58) |
30.84% |
$57,873 |
$4,679 |
0.96% |
2.81% |
68 |
06/28 09:39 |
0 |
| 28 |
HGU22-SIU22 |
(1.16) |
(1.38) |
(4.38) |
5.15% |
($8,950) |
$2,845 |
0.58% |
2.87% |
84 |
06/20 03:46 |
0 |
| 27 |
GCQ22-SIU22 |
(0.66) |
3.27 |
4.90 |
33.91% |
$82,015 |
$1,983 |
0.41% |
2.00% |
83 |
05/12 06:48 |
-1 |
| 26 |
ESU22-YMU22 |
(0.22) |
(1.08) |
(7.01) |
56.46% |
$36,050 |
$2,250 |
0.46% |
1.18% |
168 |
06/14 15:19 |
0 |
| 25 |
ESU22-RSU22 |
1.86 |
1.25 |
(7.07) |
39.79% |
$104,895 |
$3,112 |
0.64% |
1.63% |
134 |
06/13 15:51 |
0 |
| 24 |
6EU22-6CU22 |
(0.54) |
(2.23) |
5.44 |
16.06% |
$53,435 |
$1,035 |
0.21% |
0.79% |
59 |
05/24 10:31 |
0 |
| 23 |
6EU22-6AU22 |
(0.38) |
1.07 |
(4.61) |
19.27% |
$62,860 |
$995 |
0.20% |
0.76% |
88 |
06/13 21:34 |
0 |
| 22 |
6CU22-6AU22 |
0.13 |
(1.18) |
4.91 |
28.10% |
$9,425 |
$617 |
0.13% |
0.90% |
91 |
05/06 03:13 |
0 |
| 21 |
6BU22-6CU22 |
(1.24) |
1.31 |
5.40 |
12.69% |
($1,934) |
$719 |
0.15% |
0.95% |
61 |
06/16 19:58 |
0 |
| 20 |
6BU22-6AU22 |
(1.09) |
1.28 |
(7.03) |
15.37% |
$7,491 |
$726 |
0.15% |
1.06% |
79 |
05/04 14:44 |
0 |
| 19 |
ZWU22 |
(0.11) |
(5.32) |
(6.51) |
841.00 |
$42,050 |
$2,128 |
0.44% |
5.06% |
59 |
06/01 11:44 |
2 |
| 18 |
ZSU22 |
0.06 |
(3.60) |
(6.36) |
1,417.25 |
$70,863 |
$1,541 |
0.32% |
2.18% |
66 |
06/23 04:55 |
0 |
| 17 |
ZCU22 |
(0.60) |
0.89 |
(6.40) |
619.50 |
$30,975 |
$894 |
0.18% |
2.89% |
71 |
06/23 11:55 |
0 |
| 16 |
ZBU22 |
(1.62) |
(2.01) |
7.19 |
139'160 |
$139,500 |
$1,956 |
0.40% |
1.40% |
58 |
07/01 10:32 |
-1 |
| 15 |
YMU22 |
0.20 |
1.87 |
(7.90) |
31,045.00 |
$155,225 |
$3,404 |
0.70% |
2.19% |
75 |
06/13 11:10 |
0 |
| 14 |
SIU22 |
0.76 |
1.83 |
(4.52) |
19.86 |
$99,275 |
$3,000 |
0.61% |
3.02% |
77 |
07/01 08:48 |
1 |
| 13 |
RSU22 |
(2.22) |
1.57 |
(8.10) |
1,727.60 |
$86,380 |
$2,615 |
0.54% |
3.03% |
56 |
06/13 11:10 |
0 |
| 12 |
RBQ22 |
1.35 |
(0.92) |
6.15 |
3.67 |
$154,056 |
$6,213 |
1.27% |
4.03% |
76 |
05/31 09:29 |
0 |
| 11 |
NQU22 |
0.96 |
1.17 |
(7.41) |
11,610.50 |
$232,210 |
$8,156 |
1.67% |
3.51% |
62 |
06/13 15:51 |
0 |
| 10 |
NGQ22 |
(0.96) |
(1.04) |
(5.74) |
5.62 |
$56,200 |
$6,286 |
1.29% |
11.18% |
57 |
06/14 09:35 |
0 |
| 9 |
HOQ22 |
1.49 |
(1.38) |
5.92 |
3.96 |
$166,333 |
$6,766 |
1.39% |
4.07% |
70 |
05/31 09:35 |
0 |
| 8 |
HGU22 |
(1.27) |
1.16 |
5.60 |
3.61 |
$90,325 |
$2,818 |
0.58% |
3.12% |
61 |
06/02 20:33 |
0 |
| 7 |
GCQ22 |
0.29 |
2.13 |
(5.04) |
1,812.90 |
$181,290 |
$2,690 |
0.55% |
1.48% |
61 |
06/13 18:03 |
0 |
| 6 |
ESU22 |
(0.03) |
1.48 |
(7.97) |
3,825.50 |
$191,275 |
$5,168 |
1.06% |
2.70% |
65 |
06/13 11:10 |
0 |
| 5 |
CLQ22 |
(1.23) |
2.07 |
4.88 |
108.46 |
$108,460 |
$4,527 |
0.93% |
4.17% |
63 |
05/31 09:29 |
0 |
| 4 |
6JU22 |
(2.27) |
1.23 |
(7.54) |
0.01 |
$92,906 |
$938 |
0.19% |
1.01% |
62 |
06/08 08:44 |
0 |
| 3 |
6EU22 |
(0.43) |
1.28 |
(7.47) |
1.05 |
$131,075 |
$1,233 |
0.25% |
0.94% |
54 |
06/13 21:56 |
0 |
| 2 |
6CU22 |
0.34 |
1.76 |
(6.75) |
0.78 |
$77,640 |
$539 |
0.11% |
0.69% |
69 |
06/10 10:12 |
0 |
| 1 |
6BU22 |
(1.25) |
1.91 |
(7.11) |
1.21 |
$75,706 |
$823 |
0.17% |
1.09% |
59 |
06/13 10:55 |
0 |
| 0 |
6AU22 |
(0.02) |
1.50 |
(5.16) |
0.68 |
$68,215 |
$858 |
0.18% |
1.26% |
68 |
06/13 15:33 |
0 |
| |
|
|
|
|
|
|
|
|
|
|
