第20周交易48次共90手,盈利14.9K(0.8,0.7,7.0,0.4,6.0),2.6%。原仓7.9,新仓9.2,交易-2.0。YTD -$91.2K,-14.0%。现账户资金591.4K,马金113.3K,杠杆2.6,净仓0,波动率0.8%,风险正常。
本周股市与上周类似,先跌后涨,变化不大。账户风险进一步降低。现在是宁愿不赚,也不愿冒大亏的风险。
以下是目前所交易期货概况。
SID | Contract/Pair | RV | WV | WM | PE | MV | ATR | SR | V% | WN | DateTime | Pos |
0 | 6AM21 | -3.04 | -1.46 | 3.28 | 0.00% | $77,315 | $687 | 0.15 | 0.89% | 16 | 4/20/2021 3:37 | 1 |
1 | 6BM21 | 1.3 | -1.01 | 3.76 | 0.00% | $88,438 | $563 | 3.42 | 0.64% | 16 | 4/19/2021 23:10 | 2 |
2 | 6CM21 | 2.11 | 1.55 | 4.84 | 0.00% | $82,900 | $505 | 6.08 | 0.61% | 15 | 4/30/2021 8:20 | 0 |
3 | 6EM21 | 0.19 | -1.19 | 5.73 | 0.00% | $152,331 | $811 | 4.36 | 0.53% | 15 | 4/20/2021 3:45 | -3 |
4 | 6JM21 | 0.72 | 1.17 | -4.32 | 0.00% | $114,763 | $614 | -0.53 | 0.53% | 13 | 3/30/2021 23:08 | 0 |
5 | CLN21 | -0.59 | 1.21 | 3 | 0.00% | $63,880 | $2,031 | 1.39 | 3.18% | 19 | 4/20/2021 4:39 | 1 |
6 | ESM21 | 1.29 | 2.66 | 7.14 | 0.00% | $207,888 | $2,362 | 5.7 | 1.14% | 12 | 4/16/2021 15:50 | -1 |
7 | GCQ21 | 1.54 | 1.14 | 3.55 | 0.00% | $188,390 | $2,316 | 6 | 1.23% | 17 | 5/19/2021 9:57 | 0 |
8 | HGN21 | 0.35 | -3.2 | 5.4 | 0.00% | $112,738 | $2,444 | 4.18 | 2.17% | 14 | 4/27/2021 2:37 | 0 |
9 | HON21 | -1.35 | 1.07 | 3.03 | 0.00% | $83,647 | $2,111 | 3.31 | 2.52% | 19 | 4/20/2021 4:40 | -1 |
10 | NGN21 | 1.09 | -3.41 | 3.86 | 0.00% | $29,740 | $709 | 4.41 | 2.38% | 21 | 5/17/2021 13:47 | 0 |
11 | NQM21 | -1.02 | 2.5 | 5.89 | 0.00% | $268,280 | $4,742 | 2.58 | 1.77% | 18 | 4/14/2021 7:54 | 0 |
12 | RBN21 | 1.02 | 1.04 | 2.9 | 0.00% | $87,293 | $2,268 | 2.97 | 2.60% | 21 | 4/20/2021 4:39 | 0 |
13 | RSM21 | 0.66 | 1.55 | 3.17 | 0.00% | $110,740 | $2,551 | -1.18 | 2.30% | 19 | 4/2/2021 8:48 | 1 |
14 | SIN21 | -1.2 | -1.59 | 3.04 | 0.00% | $138,300 | $3,388 | 1.96 | 2.45% | 16 | 5/17/2021 21:49 | 0 |
15 | YMM21 | -1.03 | 2.53 | 5.93 | 0.00% | $171,040 | $1,835 | 4.82 | 1.07% | 15 | 4/16/2021 15:50 | 0 |
16 | ZBU21 | -2 | 1.81 | -5.08 | 0.00% | $155,875 | $917 | 0.41 | 0.59% | 16 | 5/13/2021 5:55 | 0 |
17 | ZCN21 | 2.84 | 1.51 | 6.61 | 0.00% | $32,825 | $990 | 5.91 | 3.02% | 17 | 4/27/2021 6:15 | -2 |
18 | ZSN21 | 1.48 | -3.13 | 6.22 | 0.00% | $76,225 | $1,603 | 3.72 | 2.10% | 12 | 4/27/2021 6:39 | -2 |
19 | ZWN21 | -2.76 | -2.42 | 7.77 | 0.00% | $33,638 | $1,081 | 2.43 | 3.21% | 18 | 4/27/2021 6:30 | 4 |
20 | 6BM21-6AM21 | 2.27 | 4.64 | 4.64 | 25.24% | $11,123 | $514 | 3.54 | 0.66% | 16 | 5/21/2021 4:16 | 0 |
21 | 6CM21-6AM21 | 3.09 | 1.39 | 4.06 | 25.95% | $5,585 | $509 | 5.83 | 0.66% | 19 | 4/30/2021 14:58 | 0 |
22 | 6CM21-HGN21 | -0.65 | 1.89 | -4.57 | 10.80% | ($29,838) | $2,180 | -3.28 | 1.93% | 18 | 5/10/2021 2:02 | 0 |
23 | 6EM21-6AM21 | 1.28 | -1.46 | 4.94 | 27.52% | $75,016 | $588 | 5.84 | 0.39% | 19 | 5/19/2021 9:46 | -1 |
24 | 6EM21-6BM21 | -0.14 | -1.36 | 4.85 | 22.64% | $63,894 | $627 | 2.57 | 0.41% | 15 | 4/9/2021 3:05 | -2 |
25 | 6EM21-6CM21 | -0.38 | -1.54 | -3.94 | 12.87% | $69,431 | $707 | 0.66 | 0.46% | 13 | 5/5/2021 12:09 | 0 |
26 | ESM21-RSM21 | -0.03 | 1.93 | 5.17 | 28.58% | $97,148 | $1,822 | 9.05 | 1.65% | 12 | 4/13/2021 12:48 | -1 |
27 | ESM21-YMM21 | 0.98 | 2.3 | 6.26 | 53.10% | $36,848 | $1,108 | 4.17 | 0.53% | 16 | 4/14/2021 7:05 | 0 |
28 | GCQ21-SIN21 | 1.31 | 3.77 | 3.77 | 39.08% | $50,090 | $2,064 | 3.52 | 1.49% | 22 | 5/21/2021 12:13 | 0 |
29 | HON21-CLN21 | -1.32 | -1.56 | 4.66 | 59.74% | $19,767 | $850 | 4.89 | 1.02% | 26 | 5/12/2021 16:15 | -1 |
30 | NQM21-ESM21 | -0.15 | 2.33 | 5.28 | 38.56% | $60,393 | $2,914 | -0.43 | 1.09% | 18 | 4/14/2021 8:45 | 0 |
31 | NQM21-RSM21 | -1.27 | 2.57 | 5.73 | 20.21% | $157,540 | $3,784 | 4.03 | 1.41% | 12 | 4/14/2021 7:55 | 0 |
32 | NQM21-YMM21 | -0.27 | 2.36 | 5.52 | 17.51% | $97,240 | $3,912 | 0.86 | 1.46% | 16 | 4/14/2021 7:55 | 0 |
33 | RBN21-CLN21 | 1.03 | -2.19 | 3.65 | 60.51% | $23,413 | $895 | 4.36 | 1.03% | 17 | 5/5/2021 10:29 | 0 |
34 | RBN21-HON21 | 1.48 | -1.2 | 2.72 | 56.61% | $3,646 | $984 | -0.26 | 1.13% | 23 | 5/4/2021 3:57 | 0 |
35 | YMM21-RSM21 | -1.01 | 1.07 | 5.62 | 23.66% | $60,300 | $1,948 | 6.09 | 1.76% | 10 | 5/11/2021 8:28 | 0 |
36 | ZBU21-6JM21 | -1.93 | 1.43 | -3.98 | -1.65% | $41,113 | $932 | 0.75 | 0.60% | 18 | 5/13/2021 6:02 | 0 |
37 | ZSN21-ZCN21 | 1.5 | -4.29 | 5.43 | 30.13% | $43,400 | $1,120 | 0.1 | 1.47% | 15 | 5/12/2021 12:02 | 0 |
38 | ZSN21-ZWN21 | 2.15 | 1.03 | 5.49 | 22.80% | $42,588 | $1,238 | 2.7 | 1.62% | 14 | 5/12/2021 12:02 | -2 |
39 | ZWN21-ZCN21 | -3.27 | -3.84 | -4.09 | 28.98% | $813 | $767 | -4.2 | 2.28% | 19 | 5/4/2021 13:09 | 2 |
40 | PTF | 0 | 1.99 | -3.7 | 0.00% | $591,410 | $4,755 | 0.02 | 0.80% | 18 | 4/13/2021 13:05 | 1 |