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记录股民匹诺曹(Pinocchio)期货交易从亏损走向盈利的曲折过程。
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帕努奇交易记第20周:2.6%, 年-14.0%

(2021-05-21 14:57:41) 下一个

   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
                         
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