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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28周:-0.0%, 年-13.1%

(2021-07-16 14:48:01) 下一个

   第28周交易21次共35手,亏损-0.2K(-1.3, -2.6,-7.2,8.6,2.3),-0.0%。原仓-2.8,新仓-0.2,交易2.8。YTD -$85.2K,-13.1%。现账户资金597.4K,马金109.0K,杠杆3.46,净仓0,波动率0.92%,风险正常。

   三大指数在创历史新高后回落。账户本周未能盈利主要是因为上周增加了一手ES-RS空仓,标普与罗素的背离继续扩大。账户新开了一手ZS-ZC空仓。下周指数若上涨将加空。

   以下是目前账户的持仓情况

SID Contract/Pair RV WV WM PE MV ATR SR V% WN DateTime Pos
0 6AU21 0.9 -1.83 -4.89 0.00% $73,945 $607 -6.35 0.82% 15 6/18/2021 16:56 0
1 6BU21 -2.29 -1.55 -3.85 0.00% $86,056 $561 -3.75 0.65% 19 6/20/2021 23:48 0
2 6CU21 -0.84 -2.16 -5.51 0.00% $79,255 $574 -5.73 0.72% 13 6/21/2021 3:23 0
3 6EU21 -0.4 1.21 -5.8 0.00% $147,731 $803 -5.56 0.54% 16 6/20/2021 23:48 0
4 6JU21 1.75 -1.15 3.96 0.00% $113,631 $548 -1.49 0.48% 17 7/8/2021 10:40 0
5 CLU21 -1.34 -2.62 6.19 0.00% $71,170 $1,766 3.58 2.48% 11 6/16/2021 11:29 0
6 ESU21 3.72 -1.81 5.72 0.00% $215,925 $1,924 4.07 0.89% 12 7/5/2021 20:55 -4
7 GCQ21 -2.55 -0.99 -4.21 0.00% $181,250 $2,413 -1.27 1.33% 21 6/17/2021 11:31 0
8 HGU21 0.95 -1.15 -5.01 0.00% $107,650 $2,498 -3.64 2.32% 19 6/21/2021 3:25 0
9 HOQ21 2.27 -2.05 4.24 0.00% $88,271 $2,076 1.35 2.35% 10 6/10/2021 9:42 3
10 NGQ21 -1.98 -1.66 5.81 0.00% $36,800 $1,104 5.34 3.00% 19 6/29/2021 10:55 0
11 NQU21 -0.59 -1.89 5.17 0.00% $293,370 $3,536 7.34 1.21% 16 7/7/2021 9:30 0
12 RBQ21 0.51 -1.87 3.75 0.00% $94,084 $2,207 2.38 2.35% 15 6/4/2021 9:22 -3
13 RSU21 -3.56 -1.46 -3.74 0.00% $107,900 $1,921 -1.59 1.78% 17 7/8/2021 9:48 2
14 SIU21 -0.01 -1.52 -4.29 0.00% $128,500 $3,024 -3.03 2.35% 19 6/17/2021 12:26 0
15 YMU21 -3.7 -1.31 -5.25 0.00% $172,775 $1,710 0.87 0.99% 10 6/20/2021 23:38 2
16 ZBU21 -1.12 2.27 5.24 0.00% $163,938 $1,211 7.23 0.74% 11 7/8/2021 6:56 0
17 ZCU21 -0.72 2.04 -4.22 0.00% $27,725 $1,234 -0.06 4.45% 18 7/9/2021 12:32 1
18 ZSU21 1.25 2.97 -6.58 0.00% $70,013 $1,952 -1.03 2.79% 13 6/17/2021 14:18 -1
19 ZWU21 0.23 4.02 4.02 0.00% $34,688 $1,073 -0.33 3.09% 12 7/16/2021 10:36 0
20 6BU21-6AU21 -2.3 1.4 3.35 26.82% $12,111 $444 3.93 0.60% 22 7/11/2021 21:45 0
21 6CU21-6AU21 -0.97 -1.55 -2.67 30.28% $5,310 $423 1.33 0.57% 23 6/16/2021 8:33 0
22 6CU21-HGU21 -1 -1.19 4.52 10.63% ($28,395) $2,232 2.6 2.07% 20 6/21/2021 3:25 0
23 6EU21-6AU21 -0.64 1.95 3.33 31.77% $73,786 $548 -1.11 0.37% 18 7/8/2021 10:41 0
24 6EU21-6BU21 0.33 1.13 -3.34 25.08% $61,675 $601 -3.92 0.41% 16 6/23/2021 3:18 0
25 6EU21-6CU21 -0.04 1.82 -3.21 23.49% $68,476 $614 -1.91 0.42% 18 6/18/2021 10:07 0
26 ESU21-RSU21 3.58 -1.26 5.57 14.05% $108,025 $1,653 6.58 0.77% 18 7/7/2021 14:51 -2
27 ESU21-YMU21 3.03 -1.96 6.21 49.00% $43,150 $981 6.45 0.45% 20 6/18/2021 10:42 -2
28 GCQ21-SIU21 -0.4 2.27 4.51 42.35% $52,750 $1,743 3.51 1.36% 21 5/21/2021 12:18 0
29 HOQ21-CLU21 2.14 1.4 -3.36 54.40% $17,101 $947 -3.73 1.07% 26 6/25/2021 10:16 0
30 NQU21-ESU21 2.72 -1.6 2.96 33.33% $77,445 $2,358 7.7 0.80% 20 5/20/2021 21:24 0
31 NQU21-RSU21 1.43 -1.69 6.68 5.47% $185,470 $3,343 8.68 1.14% 14 7/7/2021 10:23 0
32 NQU21-YMU21 2.71 -1.73 4.62 12.33% $120,595 $3,100 7.9 1.06% 18 6/15/2021 9:54 0
33 RBQ21-CLU21 0.75 -1.12 -3.25 49.43% $22,914 $1,116 -0.96 1.19% 19 6/16/2021 9:18 0
34 RBQ21-HOQ21 -0.65 -1.2 4.1 63.27% $5,813 $811 3.03 0.86% 23 6/24/2021 13:49 -3
35 YMU21-RSU21 0.56 -1.11 5.22 22.96% $64,875 $1,480 3.08 1.37% 20 7/8/2021 9:53 0
36 ZBU21-6JU21 -1.92 1.98 4.2 11.73% $50,306 $1,069 8.95 0.65% 15 6/11/2021 4:59 0
37 ZSU21-ZCU21 1.28 4.07 -6.53 37.48% $42,288 $1,220 -1.59 1.74% 13 6/17/2021 14:18 -1
38 ZSU21-ZWU21 0.89 -1.33 -6.74 26.46% $35,325 $1,436 -1.16 2.05% 12 6/17/2021 14:18 0
39 ZWU21-ZCU21 0.47 3.79 -3.98 37.43% $6,963 $772 -0.36 2.79% 23 7/1/2021 6:55 0
40 PTF 0 1.46 -5.12 0.00% $597,447 $5,495 0.01 0.92% 20 7/8/2021 3:00 0
                         
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