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第37周交易55次共80手,亏损10.0K,-2.0%(-5.5,0.6,2.7,-5.8,-2.0),原仓-8.5,新仓-7.6,交易6.2。YTD -135.9K,-21.6%。现账户资金492.3K,杠杆1.75,净仓2,波动率1.03%(0.35%~1.82%),风险较高。
在美联储下周可能大幅度加息的影响下本周股市暴跌。账户试图抄底期指结果被套,另外加息也让黄金大跌,GC-SI多仓严重亏损。新开了一手债卷。目前账户持有1手ES,1手ZB,2手GC-SI多仓。持仓因预期市场已Price-In加息的影响,但也可能不对,故风险较高。本周最大的失误是没能拿住RB-HO仓位,暴涨16.9K,仅赚1.1K。HO与RB的比价已趋于正常。
下面是账户交易与期货的详细情况,
Contract |
Trade |
Vol |
P_1 |
Pos |
Old |
New |
Trading |
No Fee |
6JZ22 |
2 |
2 |
0 |
0 |
$0 |
$0 |
$263 |
$263 |
ESZ22 |
7 |
7 |
0 |
1 |
$0 |
($2,344) |
($3,044) |
($5,388) |
GCZ22 |
9 |
9 |
1 |
2 |
($4,310) |
($3,070) |
($600) |
($7,980) |
HOV22 |
2 |
2 |
0 |
0 |
$0 |
$0 |
$781 |
$781 |
RBV22 |
2 |
2 |
0 |
0 |
$0 |
$0 |
$328 |
$328 |
RSZ22 |
6 |
6 |
0 |
0 |
$0 |
$0 |
$3,780 |
$3,780 |
SIZ22 |
19 |
19 |
(1) |
(2) |
($4,150) |
($1,225) |
$2,875 |
($2,500) |
YMZ22 |
4 |
4 |
0 |
0 |
$0 |
$0 |
($2,350) |
($2,350) |
ZBZ22 |
7 |
7 |
0 |
1 |
$0 |
($938) |
$1,531 |
$594 |
ZSX22 |
10 |
10 |
0 |
0 |
$0 |
$0 |
$763 |
$763 |
ZWZ22 |
12 |
12 |
0 |
0 |
$0 |
$0 |
$1,875 |
$1,875 |
Total |
80 |
80 |
0 |
2 |
($8,460) |
($7,577) |
$6,202 |
($9,834) |
|
|
|
SID |
Contract/Pair |
RV |
WV |
WM |
PE |
MV |
ATR |
PV% |
V% |
WN |
DateTime |
Pos |
40 |
PTF |
22.73 |
1.95 |
5.83 |
- |
$492,261 |
$5,087 |
1.03% |
1.03% |
67.9 |
09/16 17:57 |
2 |
39 |
ZWZ22-ZCZ22 |
(0.95) |
1.93 |
(5.55) |
26.04% |
$8,963 |
$1,271 |
0.26% |
2.96% |
74 |
08/19 10:27 |
0 |
38 |
ZSX22-ZWZ22 |
0.32 |
(1.67) |
5.46 |
9.22% |
$29,375 |
$1,809 |
0.37% |
2.50% |
61 |
09/13 04:57 |
0 |
37 |
ZSX22-ZCZ22 |
0.17 |
(1.29) |
7.33 |
31.16% |
$38,338 |
$1,372 |
0.28% |
1.90% |
57 |
09/13 07:36 |
0 |
36 |
ZBZ22-6JZ22 |
(1.44) |
(1.08) |
4.39 |
15.03% |
$42,831 |
$1,529 |
0.31% |
1.17% |
60 |
07/22 05:05 |
0 |
35 |
YMZ22-RSZ22 |
0.13 |
2.09 |
(4.75) |
30.81% |
$64,660 |
$1,643 |
0.33% |
1.06% |
92 |
08/29 10:33 |
0 |
34 |
RBV22-HOV22 |
(1.95) |
1.87 |
(9.90) |
19.97% |
($32,214) |
$5,159 |
1.05% |
3.86% |
56 |
08/25 07:57 |
0 |
33 |
RBV22-CLZ22 |
(2.66) |
1.04 |
(4.83) |
46.41% |
$17,192 |
$2,751 |
0.56% |
2.71% |
85 |
08/24 13:40 |
0 |
32 |
NQZ22-YMZ22 |
(0.39) |
(2.84) |
(4.78) |
27.31% |
$84,160 |
$4,446 |
0.90% |
1.86% |
68 |
07/26 14:34 |
0 |
31 |
NQZ22-RSZ22 |
(0.59) |
1.02 |
(5.10) |
18.01% |
$148,820 |
$5,015 |
1.02% |
2.10% |
67 |
09/14 07:57 |
0 |
30 |
NQZ22-ESZ22 |
(0.37) |
(2.47) |
(4.43) |
50.94% |
$44,090 |
$3,001 |
0.61% |
1.25% |
75 |
08/23 02:44 |
0 |
29 |
HOV22-CLZ22 |
(0.31) |
(1.70) |
(6.03) |
25.25% |
$49,406 |
$4,819 |
0.98% |
3.60% |
74 |
09/14 07:08 |
0 |
28 |
HGZ22-SIZ22 |
(0.59) |
(1.70) |
6.51 |
2.28% |
($9,537) |
$2,608 |
0.53% |
2.66% |
57 |
08/22 08:42 |
0 |
27 |
GCZ22-SIZ22 |
0.07 |
(2.65) |
(7.21) |
33.72% |
$70,375 |
$1,769 |
0.36% |
1.80% |
66 |
09/12 19:47 |
2 |
26 |
ESZ22-YMZ22 |
0.80 |
(5.57) |
(5.57) |
47.42% |
$40,070 |
$1,933 |
0.39% |
0.99% |
117 |
09/16 14:19 |
0 |
25 |
ESZ22-RSZ22 |
1.29 |
1.25 |
(6.87) |
29.46% |
$104,730 |
$2,593 |
0.53% |
1.33% |
98 |
09/16 09:26 |
0 |
24 |
6EZ22-6CZ22 |
(1.02) |
2.67 |
(5.41) |
13.26% |
$50,605 |
$1,128 |
0.23% |
0.90% |
68 |
08/23 03:20 |
0 |
23 |
6EZ22-6AZ22 |
(0.99) |
2.72 |
(6.16) |
19.33% |
$58,670 |
$1,049 |
0.21% |
0.83% |
80 |
08/23 03:16 |
0 |
22 |
6CZ22-6AZ22 |
(0.25) |
(1.97) |
(4.78) |
27.85% |
$8,065 |
$552 |
0.11% |
0.82% |
90 |
08/01 11:20 |
0 |
21 |
6BZ22-6CZ22 |
(1.38) |
1.59 |
(5.03) |
17.69% |
($3,826) |
$588 |
0.12% |
0.82% |
82 |
08/22 05:32 |
0 |
20 |
6BZ22-6AZ22 |
(1.45) |
(1.85) |
(5.85) |
20.40% |
$4,239 |
$609 |
0.12% |
0.91% |
83 |
08/22 05:53 |
0 |
19 |
ZWZ22 |
(0.47) |
2.04 |
(4.83) |
858.50 |
$42,925 |
$1,718 |
0.35% |
4.00% |
64 |
08/18 10:22 |
0 |
18 |
ZSX22 |
0.14 |
(1.64) |
8.22 |
1,446.00 |
$72,300 |
$1,993 |
0.40% |
2.76% |
49 |
07/29 10:46 |
0 |
17 |
ZCZ22 |
1.71 |
1.42 |
6.46 |
679.25 |
$33,963 |
$863 |
0.18% |
2.54% |
73 |
08/24 09:33 |
0 |
16 |
ZBZ22 |
(3.75) |
1.35 |
5.31 |
131'040 |
$131,125 |
$1,800 |
0.37% |
1.37% |
55 |
07/22 10:10 |
1 |
15 |
YMZ22 |
(0.95) |
1.45 |
(7.03) |
31,011.00 |
$155,055 |
$2,375 |
0.48% |
1.53% |
60 |
09/14 10:30 |
0 |
14 |
SIZ22 |
0.15 |
3.17 |
6.87 |
19.62 |
$98,075 |
$2,669 |
0.54% |
2.72% |
70 |
07/29 03:07 |
-2 |
13 |
RSZ22 |
(0.87) |
1.25 |
(5.59) |
1,807.90 |
$90,395 |
$2,004 |
0.41% |
2.22% |
50 |
09/14 10:30 |
0 |
12 |
RBV22 |
(2.75) |
1.12 |
(5.23) |
2.42 |
$101,472 |
$5,133 |
1.04% |
5.06% |
64 |
08/05 09:31 |
0 |
11 |
NQZ22 |
(1.12) |
1.11 |
(5.85) |
11,960.75 |
$239,215 |
$6,116 |
1.24% |
2.56% |
55 |
09/14 07:59 |
0 |
10 |
NGV22 |
0.54 |
(5.17) |
6.16 |
7.82 |
$78,170 |
$5,692 |
1.16% |
7.28% |
57 |
07/26 08:20 |
0 |
9 |
HOV22 |
(0.15) |
(1.40) |
5.07 |
3.18 |
$133,686 |
$6,446 |
1.31% |
4.82% |
83 |
07/28 05:08 |
0 |
8 |
HGZ22 |
(1.07) |
2.38 |
(5.50) |
3.54 |
$88,538 |
$2,376 |
0.48% |
2.68% |
66 |
09/16 04:53 |
0 |
7 |
GCZ22 |
1.73 |
2.44 |
(5.13) |
1,684.50 |
$168,450 |
$2,251 |
0.46% |
1.34% |
60 |
09/16 04:17 |
2 |
6 |
ESZ22 |
1.31 |
1.28 |
(6.32) |
3,902.50 |
$195,125 |
$3,676 |
0.75% |
1.88% |
60 |
09/14 10:30 |
1 |
5 |
CLZ22 |
1.05 |
1.10 |
(4.48) |
84.28 |
$84,280 |
$3,865 |
0.79% |
4.59% |
62 |
08/05 09:29 |
0 |
4 |
6JZ22 |
(1.92) |
0.99 |
6.38 |
0.01 |
$88,294 |
$982 |
0.20% |
1.11% |
50 |
07/29 02:28 |
0 |
3 |
6EZ22 |
(0.97) |
1.69 |
(5.86) |
1.01 |
$125,975 |
$1,300 |
0.26% |
1.03% |
68 |
08/23 03:16 |
0 |
2 |
6CZ22 |
0.25 |
(3.72) |
(5.41) |
0.75 |
$75,370 |
$508 |
0.10% |
0.67% |
51 |
09/14 03:25 |
0 |
1 |
6BZ22 |
(1.41) |
(1.03) |
(6.16) |
1.14 |
$71,544 |
$714 |
0.15% |
1.00% |
53 |
08/23 02:35 |
0 |
0 |
6AZ22 |
0.43 |
1.36 |
(5.61) |
0.67 |
$67,305 |
$765 |
0.16% |
1.14% |
54 |
08/17 11:59 |
0 |
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