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第39周交易28次共45手,亏损14.4K,-3.0%(-6.5,-4.2,10.9,-5.2,-9.4),原仓-6.5,新仓-10.0,交易1.8。YTD -159.4K,-25.4%。现账户资金468.7K,杠杆3.16,净仓2,波动率1.89%(1.19%~2.29%),风险超高。
本周股市继续探底,账户资金亦创新低,难道真要崩盘吗?目前账户持有1手ES,1手ZB,1手GC-SI,3手YM-RS,2手ZS-ZW多仓。持仓过重,风险超高。一心想翻盘,结果越陷越深。
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 |
ESZ22 |
2 |
2 |
1 |
1 |
($5,363) |
$0 |
($63) |
($5,425) |
GCZ22 |
8 |
8 |
1 |
1 |
$1,660 |
$0 |
($6,540) |
($4,880) |
RSZ22 |
9 |
9 |
0 |
(3) |
$0 |
$3,720 |
$210 |
$3,930 |
SIZ22 |
11 |
11 |
0 |
(1) |
$0 |
$250 |
$8,900 |
$9,150 |
YMZ22 |
7 |
7 |
0 |
3 |
$0 |
($7,508) |
$183 |
($7,325) |
ZBZ22 |
4 |
4 |
1 |
1 |
($2,781) |
$0 |
($875) |
($3,656) |
ZSX22 |
2 |
2 |
0 |
2 |
$0 |
($4,200) |
$0 |
($4,200) |
ZWZ22 |
2 |
2 |
0 |
(2) |
$0 |
($2,300) |
$0 |
($2,300) |
Total |
45 |
45 |
3 |
2 |
($6,484) |
($10,038) |
$1,815 |
($14,706) |
|
|
|
SID |
Contract/Pair |
RV |
WV |
WM |
PE |
MV |
ATR |
PV% |
V% |
WN |
DateTime |
Pos |
40 |
PTF |
20.15 |
2.20 |
6.14 |
- |
$468,737 |
$8,850 |
1.89% |
1.89% |
69.2 |
09/30 17:25 |
2 |
39 |
ZWZ22-ZCZ22 |
0.66 |
2.28 |
5.88 |
26.43% |
$12,263 |
$1,281 |
0.27% |
2.77% |
75 |
09/21 03:11 |
0 |
38 |
ZSX22-ZWZ22 |
(1.23) |
(4.74) |
5.66 |
4.64% |
$22,138 |
$1,745 |
0.37% |
2.56% |
60 |
09/13 04:57 |
2 |
37 |
ZSX22-ZCZ22 |
(0.88) |
(4.98) |
7.83 |
29.84% |
$34,400 |
$1,284 |
0.27% |
1.88% |
64 |
09/13 07:36 |
0 |
36 |
ZBZ22-6JZ22 |
(1.37) |
(2.23) |
(5.50) |
13.58% |
$39,013 |
$1,629 |
0.35% |
1.29% |
62 |
08/12 03:42 |
0 |
35 |
YMZ22-RSZ22 |
(0.41) |
(3.49) |
(4.96) |
39.97% |
$60,590 |
$1,576 |
0.34% |
1.09% |
86 |
08/29 10:33 |
3 |
34 |
RBX22-HOX22 |
(1.86) |
1.55 |
(9.31) |
22.38% |
($36,065) |
$4,787 |
1.02% |
3.53% |
53 |
08/25 07:53 |
0 |
33 |
RBX22-CLZ22 |
(1.90) |
1.56 |
4.72 |
50.80% |
$20,699 |
$2,341 |
0.50% |
2.35% |
91 |
09/28 04:40 |
0 |
32 |
NQZ22-YMZ22 |
0.80 |
(1.68) |
(4.93) |
34.17% |
$77,060 |
$4,052 |
0.86% |
1.83% |
75 |
08/23 02:36 |
0 |
31 |
NQZ22-RSZ22 |
0.07 |
(2.14) |
(5.63) |
26.26% |
$137,650 |
$4,539 |
0.97% |
2.05% |
73 |
09/14 07:57 |
0 |
30 |
NQZ22-ESZ22 |
0.26 |
(1.67) |
(4.87) |
55.61% |
$40,953 |
$2,732 |
0.58% |
1.24% |
87 |
08/23 02:44 |
0 |
29 |
HOX22-CLZ22 |
0.50 |
1.07 |
(5.86) |
26.87% |
$56,764 |
$4,510 |
0.96% |
3.32% |
68 |
09/14 07:08 |
0 |
28 |
HGZ22-SIZ22 |
(0.28) |
(2.33) |
(5.38) |
13.27% |
($10,363) |
$2,487 |
0.53% |
2.62% |
60 |
09/12 11:58 |
0 |
27 |
GCZ22-SIZ22 |
0.25 |
(1.56) |
(7.47) |
40.51% |
$71,755 |
$1,706 |
0.36% |
1.79% |
69 |
09/12 19:47 |
1 |
26 |
ESZ22-YMZ22 |
0.80 |
(1.33) |
6.05 |
56.00% |
$36,108 |
$1,724 |
0.37% |
0.96% |
120 |
09/13 08:30 |
0 |
25 |
ESZ22-RSZ22 |
(0.09) |
(2.41) |
(5.53) |
38.22% |
$96,698 |
$2,421 |
0.52% |
1.34% |
98 |
08/28 20:58 |
0 |
24 |
6EZ22-6CZ22 |
(0.35) |
2.50 |
(5.54) |
46.87% |
$50,983 |
$1,105 |
0.24% |
0.90% |
62 |
09/25 21:02 |
0 |
23 |
6EZ22-6AZ22 |
(0.99) |
3.34 |
(6.49) |
52.11% |
$59,158 |
$996 |
0.21% |
0.81% |
75 |
08/23 03:16 |
0 |
22 |
6CZ22-6AZ22 |
(0.98) |
2.00 |
4.10 |
38.44% |
$8,175 |
$515 |
0.11% |
0.80% |
101 |
08/02 05:07 |
0 |
21 |
6BZ22-6CZ22 |
(0.78) |
3.65 |
(11.20) |
18.46% |
($2,461) |
$743 |
0.16% |
1.06% |
78 |
09/25 21:01 |
0 |
20 |
6BZ22-6AZ22 |
(1.25) |
4.29 |
(12.00) |
19.16% |
$5,714 |
$736 |
0.16% |
1.05% |
77 |
09/25 21:01 |
0 |
19 |
ZWZ22 |
1.27 |
(1.45) |
5.66 |
923.25 |
$46,163 |
$1,741 |
0.37% |
3.77% |
56 |
09/21 03:11 |
-2 |
18 |
ZSX22 |
(0.88) |
(3.26) |
7.39 |
1,366.00 |
$68,300 |
$1,830 |
0.39% |
2.68% |
52 |
09/13 07:36 |
2 |
17 |
ZCZ22 |
1.15 |
(1.98) |
5.77 |
678.00 |
$33,900 |
$810 |
0.17% |
2.39% |
72 |
08/23 10:37 |
0 |
16 |
ZBZ22 |
(4.03) |
(2.12) |
(4.81) |
126'040 |
$126,125 |
$1,884 |
0.40% |
1.49% |
59 |
08/03 10:20 |
1 |
15 |
YMZ22 |
(0.65) |
(2.32) |
(6.36) |
28,821.00 |
$144,105 |
$2,625 |
0.56% |
1.82% |
73 |
09/14 10:30 |
3 |
14 |
SIZ22 |
0.02 |
(1.03) |
5.28 |
19.02 |
$95,075 |
$2,868 |
0.61% |
3.02% |
73 |
09/12 12:15 |
-1 |
13 |
RSZ22 |
0.09 |
(2.03) |
(5.28) |
1,670.30 |
$83,515 |
$2,282 |
0.49% |
2.73% |
51 |
09/23 14:58 |
-3 |
12 |
RBX22 |
(2.09) |
1.48 |
(5.11) |
2.37 |
$99,599 |
$4,759 |
1.02% |
4.78% |
69 |
08/05 09:29 |
0 |
11 |
NQZ22 |
0.16 |
(2.08) |
(5.81) |
11,058.25 |
$221,165 |
$6,155 |
1.31% |
2.78% |
65 |
09/14 07:59 |
0 |
10 |
NGX22 |
(0.14) |
(1.06) |
5.32 |
6.83 |
$68,260 |
$5,364 |
1.14% |
7.86% |
61 |
08/11 14:47 |
0 |
9 |
HOX22 |
0.67 |
(2.44) |
(4.85) |
3.23 |
$135,664 |
$6,167 |
1.32% |
4.55% |
78 |
09/26 13:19 |
0 |
8 |
HGZ22 |
(0.65) |
(1.42) |
(5.39) |
3.39 |
$84,713 |
$2,426 |
0.52% |
2.86% |
62 |
09/16 04:53 |
0 |
7 |
GCZ22 |
2.01 |
(1.31) |
(6.97) |
1,668.30 |
$166,830 |
$2,409 |
0.51% |
1.44% |
59 |
09/16 04:17 |
1 |
6 |
ESZ22 |
0.01 |
(2.12) |
(6.19) |
3,604.25 |
$180,213 |
$3,919 |
0.84% |
2.17% |
65 |
09/14 15:31 |
1 |
5 |
CLZ22 |
0.21 |
(1.75) |
(4.48) |
78.90 |
$78,900 |
$3,864 |
0.82% |
4.90% |
60 |
08/05 09:29 |
0 |
4 |
6JZ22 |
(2.39) |
(1.13) |
(8.56) |
0.01 |
$87,113 |
$1,027 |
0.22% |
1.18% |
47 |
09/07 07:38 |
0 |
3 |
6EZ22 |
(0.83) |
(1.41) |
(5.66) |
0.99 |
$123,263 |
$2,080 |
0.44% |
1.69% |
32 |
08/23 03:16 |
0 |
2 |
6CZ22 |
(1.06) |
(2.66) |
(4.92) |
0.72 |
$72,280 |
$584 |
0.12% |
0.81% |
66 |
09/14 07:49 |
0 |
1 |
6BZ22 |
(0.98) |
1.07 |
(7.78) |
1.12 |
$69,819 |
$911 |
0.19% |
1.30% |
70 |
09/25 18:05 |
0 |
0 |
6AZ22 |
0.85 |
(3.14) |
(5.13) |
0.64 |
$64,105 |
$836 |
0.18% |
1.30% |
65 |
08/17 11:59 |
0 |
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