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第31周交易31次共49手,盈利3.4K,0.7%(3.6,0.8,-4.3,-0.1,3.5),原仓0.2,新仓-1.5,交易5.0。YTD -140.3K,-22.3%。现账户资金488.0K,杠杆1.94,净仓1,波动率0.82%(0.75%~1.35%),风险正常。
本周股市继续上涨。盈利主要来自GC-SI多仓与ZS-ZW空仓, ES-YM空仓亏损。已卖掉GC-SI多仓,减少一手ES-YM空仓,新开一手6J多仓。目前账户持有一手6J多仓,二手ES-YM和一手ZS-ZW空仓。风险正常。
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 |
1 |
1 |
0 |
1 |
$0 |
$106 |
$0 |
$106 |
ESU22 |
9 |
9 |
(3) |
(2) |
($1,388) |
$663 |
$1,138 |
$413 |
GCZ22 |
5 |
5 |
1 |
0 |
$970 |
($1,690) |
$1,900 |
$1,180 |
SIU22 |
3 |
3 |
(1) |
0 |
$2,375 |
($50) |
($725) |
$1,600 |
YMU22 |
11 |
11 |
3 |
2 |
($1,470) |
($520) |
$350 |
($1,640) |
ZBU22 |
2 |
2 |
0 |
0 |
$0 |
$0 |
$63 |
$63 |
ZSU22 |
10 |
10 |
(1) |
(1) |
$1,500 |
$0 |
$2,125 |
$3,625 |
ZWU22 |
8 |
8 |
1 |
1 |
($1,763) |
$0 |
$163 |
($1,600) |
Total |
49 |
49 |
0 |
1 |
$224 |
($1,491) |
$5,014 |
$3,747 |
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SID |
Contract/Pair |
RV |
WV |
WM |
PE |
MV |
ATR |
PV% |
V% |
WN |
DateTime |
Pos |
40 |
PTF |
18.41 |
1.76 |
6.36 |
- |
$488,046 |
$3,985 |
0.82% |
0.82% |
65 |
08/05 18:00 |
1 |
39 |
ZWU22-ZCU22 |
(1.08) |
(1.94) |
4.36 |
29.39% |
$8,375 |
$1,455 |
0.30% |
3.75% |
83 |
07/10 20:01 |
0 |
38 |
ZSU22-ZWU22 |
1.26 |
1.27 |
4.22 |
4.79% |
$34,288 |
$1,991 |
0.41% |
2.72% |
69 |
06/28 12:44 |
-1 |
37 |
ZSU22-ZCU22 |
1.02 |
1.05 |
(8.33) |
29.64% |
$42,663 |
$1,471 |
0.30% |
2.01% |
53 |
07/05 12:44 |
0 |
36 |
ZBU22-6JU22 |
(1.25) |
(2.42) |
6.68 |
14.68% |
$48,469 |
$1,837 |
0.38% |
1.30% |
56 |
07/01 10:30 |
0 |
35 |
YMU22-RSU22 |
0.69 |
(1.84) |
(5.14) |
48.65% |
$67,620 |
$1,500 |
0.31% |
0.92% |
67 |
06/10 10:06 |
0 |
34 |
RBU22-HOU22 |
(0.51) |
3.76 |
(5.57) |
30.77% |
($14,734) |
$5,173 |
1.06% |
3.85% |
82 |
06/15 14:19 |
0 |
33 |
RBU22-CLU22 |
(0.35) |
1.84 |
4.12 |
39.29% |
$31,241 |
$4,117 |
0.84% |
3.44% |
84 |
07/26 09:07 |
0 |
32 |
NQU22-YMU22 |
0.02 |
(1.62) |
(7.44) |
36.88% |
$100,780 |
$4,281 |
0.88% |
1.62% |
61 |
06/13 16:00 |
0 |
31 |
NQU22-RSU22 |
0.34 |
(2.05) |
(8.15) |
29.82% |
$168,400 |
$4,760 |
0.98% |
1.80% |
61 |
06/13 15:51 |
0 |
30 |
NQU22-ESU22 |
0.45 |
(1.63) |
(6.20) |
57.56% |
$57,243 |
$2,879 |
0.59% |
1.09% |
67 |
06/13 04:25 |
0 |
29 |
HOU22-CLU22 |
0.28 |
(3.28) |
(6.61) |
28.79% |
$45,975 |
$5,321 |
1.09% |
3.96% |
70 |
06/28 09:39 |
0 |
28 |
HGU22-SIU22 |
(0.57) |
4.22 |
(5.40) |
7.39% |
($10,525) |
$2,781 |
0.57% |
3.13% |
73 |
07/29 02:09 |
0 |
27 |
GCZ22-SIU22 |
0.37 |
(1.36) |
5.22 |
35.22% |
$79,940 |
$1,865 |
0.38% |
1.88% |
68 |
07/25 09:38 |
0 |
26 |
ESU22-YMU22 |
0.11 |
(1.42) |
(5.26) |
63.09% |
$43,538 |
$1,567 |
0.32% |
0.76% |
57 |
06/10 11:33 |
-2 |
25 |
ESU22-RSU22 |
1.22 |
(1.88) |
(6.01) |
44.87% |
$111,158 |
$2,341 |
0.48% |
1.13% |
65 |
06/10 10:24 |
0 |
24 |
6EU22-6CU22 |
(1.70) |
(1.42) |
(4.91) |
21.80% |
$50,376 |
$1,085 |
0.22% |
0.85% |
66 |
06/13 21:56 |
0 |
23 |
6EU22-6AU22 |
(1.41) |
(1.28) |
(7.07) |
29.73% |
$58,461 |
$975 |
0.20% |
0.76% |
64 |
07/06 08:37 |
0 |
22 |
6CU22-6AU22 |
(0.07) |
1.43 |
(4.49) |
35.27% |
$8,085 |
$575 |
0.12% |
0.83% |
62 |
06/15 14:42 |
0 |
21 |
6BU22-6CU22 |
(0.72) |
(1.26) |
6.00 |
26.58% |
($1,768) |
$646 |
0.13% |
0.86% |
63 |
06/16 19:58 |
0 |
20 |
6BU22-6AU22 |
(0.77) |
2.35 |
5.09 |
34.16% |
$6,318 |
$585 |
0.12% |
0.85% |
96 |
06/16 11:44 |
0 |
19 |
ZWU22 |
(1.13) |
(1.20) |
(7.52) |
776.50 |
$38,825 |
$2,061 |
0.42% |
5.31% |
55 |
07/06 01:39 |
1 |
18 |
ZSU22 |
1.01 |
1.27 |
9.12 |
1,462.25 |
$73,113 |
$2,091 |
0.43% |
2.86% |
58 |
07/29 10:47 |
-1 |
17 |
ZCU22 |
0.39 |
1.61 |
(7.74) |
609.00 |
$30,450 |
$1,056 |
0.22% |
3.47% |
66 |
07/12 20:09 |
0 |
16 |
ZBU22 |
(2.92) |
(3.37) |
6.53 |
141'120 |
$141,375 |
$2,153 |
0.44% |
1.52% |
44 |
07/01 10:32 |
0 |
15 |
YMU22 |
(0.25) |
1.12 |
(9.21) |
32,710.00 |
$163,550 |
$2,921 |
0.60% |
1.79% |
62 |
06/13 11:10 |
2 |
14 |
SIU22 |
(0.20) |
1.60 |
6.38 |
19.86 |
$99,300 |
$2,878 |
0.59% |
2.90% |
74 |
07/29 03:07 |
0 |
13 |
RSU22 |
(1.11) |
1.61 |
(8.67) |
1,918.60 |
$95,930 |
$2,272 |
0.47% |
2.37% |
58 |
06/13 11:10 |
0 |
12 |
RBU22 |
(0.55) |
1.46 |
(5.43) |
2.85 |
$119,771 |
$6,781 |
1.39% |
5.66% |
61 |
07/05 13:59 |
0 |
11 |
NQU22 |
(0.19) |
(1.20) |
(8.55) |
13,216.50 |
$264,330 |
$6,784 |
1.39% |
2.57% |
59 |
06/13 11:05 |
0 |
10 |
NGU22 |
1.55 |
0.96 |
(5.88) |
8.01 |
$80,050 |
$6,077 |
1.25% |
7.59% |
62 |
06/14 09:35 |
0 |
9 |
HOU22 |
0.21 |
(1.52) |
(4.50) |
3.20 |
$134,505 |
$7,472 |
1.53% |
5.56% |
69 |
07/05 16:58 |
0 |
8 |
HGU22 |
(1.65) |
1.57 |
(5.30) |
3.55 |
$88,775 |
$3,003 |
0.62% |
3.38% |
65 |
07/06 01:39 |
0 |
7 |
GCZ22 |
1.54 |
1.12 |
(6.75) |
1,792.40 |
$179,240 |
$2,518 |
0.52% |
1.40% |
65 |
07/06 12:02 |
0 |
6 |
ESU22 |
0.64 |
1.12 |
(9.70) |
4,141.75 |
$207,088 |
$4,246 |
0.87% |
2.05% |
62 |
06/13 11:10 |
-2 |
5 |
CLU22 |
(0.46) |
(1.07) |
(5.47) |
88.53 |
$88,530 |
$4,883 |
1.00% |
5.52% |
50 |
07/05 13:42 |
0 |
4 |
6JU22 |
(1.26) |
(3.97) |
6.54 |
0.01 |
$92,906 |
$1,024 |
0.21% |
1.10% |
56 |
07/29 02:58 |
1 |
3 |
6EU22 |
(1.40) |
(1.96) |
(6.64) |
1.02 |
$127,631 |
$1,387 |
0.28% |
1.09% |
64 |
06/13 21:56 |
0 |
2 |
6CU22 |
0.87 |
1.23 |
6.39 |
0.77 |
$77,255 |
$587 |
0.12% |
0.76% |
64 |
07/18 10:51 |
0 |
1 |
6BU22 |
(0.63) |
1.24 |
(6.65) |
1.21 |
$75,488 |
$880 |
0.18% |
1.17% |
72 |
06/13 10:55 |
0 |
0 |
6AU22 |
0.46 |
1.04 |
(4.99) |
0.69 |
$69,170 |
$888 |
0.18% |
1.28% |
67 |
06/13 15:33 |
0 |
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