第32周交易33次共60手,盈利0.1K(-6.0, 4.7,2.8,2.5,-3.8),0.0%。原仓-3.8,新仓-0.9,交易4.7。YTD -$90.4K,-13.9%。现账户资金592.2K,马金129.9K,杠杆4.30,净仓0,波动率1.19%,风险非常高。
本周股市又创新高,但所持的空仓并不是没有机会盈利。期中出现下跌时减少了一半空仓。但也不敢抛光,害怕有大崩盘出现。接下来的情况几乎千篇一律,股市在下跌后又继续上涨,创新高,账户的空仓也因此不赚或亏损。本周账户新开了3手ZW-ZC空仓。
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 | 1.12 | 1.62 | 4.96 | 0.00% | $73,710 | $604 | -5.6 | 0.82% | 74 | 7/6/2021 2:15 | 0 |
1 | 6BU21 | -3.03 | 1.81 | -5.15 | 0.00% | $86,688 | $573 | -2.64 | 0.66% | 63 | 6/17/2021 12:56 | 0 |
2 | 6CU21 | -0.64 | 2.2 | -5.09 | 0.00% | $79,885 | $578 | -4.04 | 0.72% | 51 | 7/19/2021 6:39 | 0 |
3 | 6EU21 | 0.54 | 2.74 | -8.22 | 0.00% | $147,525 | $734 | -5.59 | 0.50% | 66 | 6/17/2021 12:30 | 0 |
4 | 6JU21 | 2.88 | 4.54 | -4.93 | 0.00% | $114,050 | $570 | -0.01 | 0.50% | 51 | 6/23/2021 6:14 | 0 |
5 | CLV21 | -2.41 | -1.68 | -6.06 | 0.00% | $67,830 | $1,989 | -0.64 | 2.93% | 47 | 7/19/2021 15:29 | 0 |
6 | ESU21 | 4.85 | 2.54 | 8.34 | 0.00% | $222,988 | $1,958 | 5.59 | 0.88% | 57 | 6/29/2021 10:35 | -5 |
7 | GCZ21 | -1.97 | 3.16 | -11.18 | 0.00% | $178,150 | $2,413 | -4.2 | 1.35% | 61 | 8/8/2021 18:58 | 0 |
8 | HGU21 | 0.62 | -1.43 | -5.43 | 0.00% | $109,000 | $2,492 | -2.03 | 2.29% | 58 | 6/16/2021 2:59 | 0 |
9 | HOU21 | 2.52 | -1.75 | 6.41 | 0.00% | $86,848 | $2,312 | -0.97 | 2.66% | 56 | 7/25/2021 18:23 | 3 |
10 | NGU21 | -1.72 | -1.57 | 5.53 | 0.00% | $38,490 | $1,336 | 4.01 | 3.47% | 53 | 7/21/2021 14:30 | 0 |
11 | NQU21 | -1.68 | 2.16 | 5.28 | 0.00% | $302,440 | $3,479 | 6.43 | 1.15% | 64 | 7/26/2021 12:00 | 0 |
12 | RBU21 | 1.35 | -2.11 | 6.21 | 0.00% | $94,618 | $2,518 | 1.34 | 2.66% | 62 | 7/25/2021 18:23 | -3 |
13 | RSU21 | -2.97 | -1.54 | 5.25 | 0.00% | $110,955 | $2,169 | -2.64 | 1.96% | 62 | 7/22/2021 6:56 | 3 |
14 | SIU21 | -1.53 | 2.62 | -10.63 | 0.00% | $118,700 | $3,014 | -7.23 | 2.54% | 49 | 8/8/2021 18:58 | 0 |
15 | YMU21 | -5.05 | 3.25 | -7.34 | 0.00% | $177,000 | $1,813 | 2.81 | 1.02% | 63 | 7/19/2021 13:50 | 2 |
16 | ZBU21 | -1.44 | 3.13 | -5.14 | 0.00% | $164,813 | $1,399 | 3.89 | 0.85% | 57 | 7/21/2021 13:04 | 0 |
17 | ZCU21 | -0.04 | 1.4 | 7.82 | 0.00% | $28,400 | $1,075 | -2.08 | 3.78% | 53 | 7/1/2021 8:05 | 3 |
18 | ZSU21 | -0.28 | 1.96 | -7.15 | 0.00% | $68,613 | $1,846 | -1.58 | 2.69% | 61 | 6/17/2021 14:18 | 0 |
19 | ZWU21 | 1.46 | -1.18 | -7.11 | 0.00% | $38,088 | $1,083 | 3.85 | 2.84% | 52 | 7/6/2021 12:38 | -3 |
20 | 6BU21-6AU21 | -3.05 | 1.08 | -4.4 | 33.55% | $12,978 | $402 | 4.66 | 0.54% | 91 | 8/3/2021 1:15 | 0 |
21 | 6CU21-6AU21 | -1.08 | -2.27 | 7.12 | 32.83% | $6,175 | $406 | 2.59 | 0.55% | 76 | 7/21/2021 11:47 | 0 |
22 | 6CU21-HGU21 | -0.66 | 1.64 | 6.2 | 13.45% | ($29,115) | $2,157 | 1.26 | 1.98% | 66 | 6/16/2021 2:59 | 0 |
23 | 6EU21-6AU21 | 0.19 | 3.34 | 6.03 | 29.37% | $73,815 | $518 | -1.38 | 0.35% | 70 | 7/8/2021 10:41 | 0 |
24 | 6EU21-6BU21 | 1.39 | 4.16 | -6.9 | 29.95% | $60,838 | $514 | -5.03 | 0.35% | 74 | 6/17/2021 4:55 | 0 |
25 | 6EU21-6CU21 | 0.79 | 3.6 | -6.37 | 21.36% | $67,640 | $577 | -3.06 | 0.39% | 60 | 7/21/2021 11:53 | 0 |
26 | ESU21-RSU21 | 3.13 | 3.56 | 8.8 | 29.71% | $112,033 | $1,525 | 10.94 | 1.37% | 51 | 7/7/2021 14:51 | -3 |
27 | ESU21-YMU21 | 4.42 | 2.74 | 4.76 | 54.21% | $45,988 | $896 | 6.54 | 0.40% | 66 | 7/6/2021 11:13 | -2 |
28 | GCZ21-SIU21 | 1.12 | 1.31 | 7.46 | 40.59% | $59,450 | $1,790 | 6.52 | 1.51% | 71 | 7/20/2021 9:37 | 0 |
29 | HOU21-CLV21 | 2.65 | -1.7 | -6.77 | 62.37% | $19,018 | $870 | -1.13 | 1.00% | 83 | 6/25/2021 10:16 | 0 |
30 | NQU21-ESU21 | 2.29 | 2.09 | 5.16 | 33.47% | $79,453 | $2,314 | 4.94 | 0.77% | 74 | 6/18/2021 10:42 | 0 |
31 | NQU21-RSU21 | 0.05 | 2.89 | 5.94 | 6.49% | $191,485 | $3,253 | 8.64 | 1.08% | 69 | 7/26/2021 3:30 | 0 |
32 | NQU21-YMU21 | 2.72 | 2.27 | 5.12 | 12.10% | $125,440 | $3,058 | 5.65 | 1.01% | 74 | 6/18/2021 10:42 | 0 |
33 | RBU21-CLV21 | 1.8 | 1.88 | -5.65 | 53.47% | $26,788 | $1,172 | 3.96 | 1.24% | 68 | 6/25/2021 10:16 | 0 |
34 | RBU21-HOU21 | -0.1 | 3.25 | 5.67 | 64.04% | $7,770 | $906 | 6.21 | 0.96% | 89 | 8/5/2021 11:00 | -3 |
35 | YMU21-RSU21 | -0.96 | 2.42 | 5.79 | 33.09% | $66,045 | $1,451 | 7.45 | 1.31% | 69 | 7/15/2021 5:01 | 0 |
36 | ZBU21-6JU21 | -2.95 | 2.28 | -5.02 | 17.40% | $50,763 | $1,156 | 4.71 | 0.70% | 63 | 6/21/2021 19:30 | 0 |
37 | ZSU21-ZCU21 | -0.28 | 2.76 | -5.62 | 33.73% | $40,213 | $1,223 | -0.56 | 1.78% | 73 | 6/17/2021 14:18 | 0 |
38 | ZSU21-ZWU21 | -0.82 | 1.65 | -6.54 | 21.12% | $30,525 | $1,456 | -4.88 | 2.12% | 77 | 8/3/2021 11:37 | 0 |
39 | ZWU21-ZCU21 | 1.21 | -1.2 | 7.11 | 25.00% | $9,688 | $813 | 7.89 | 2.13% | 63 | 7/18/2021 20:28 | -3 |
40 | PTF | 0 | -3.69 | -6.84 | 0.00% | $592,243 | $7,098 | 0 | 1.20% | 59 | 7/26/2021 3:29 | 0 |