第34周交易21次共41手,盈利2.0K(-0.4, 1.8,-1.2,3.3,-1.6),0.3%。原仓20.1,新仓-4.7,交易-13.6。YTD -$87.7K,-13.5%。现账户资金595.0K,马金60.6K,杠杆3.42,净仓0,波动率1.04%,风险较高。
本周股市又创新高!据统计,SP今年已有50次新高,平均3个交易日就有一天创下新高,简直是疯了。或许疯的不是股市,而是我自己,账户从去年秋季开始做空股市到现在,岂有不亏之理。然而本周没大赚原因还是在自己,浪费了一手好牌,所获利润仅为原仓的十分之一。原因是在风口浪尖关头,自己总是倾向于躲避风险。
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 | 0.84 | 3.08 | 5.4 | 0.00% | $73,135 | $604 | -4.7 | 0.83% | 67 | 8/24/2021 10:38 | 0 |
1 | 6BU21 | -2.8 | 2.38 | -5.38 | 0.00% | $86,038 | $536 | -1.46 | 0.62% | 66 | 7/20/2021 3:02 | 0 |
2 | 6CU21 | -0.61 | 2.17 | 7.74 | 0.00% | $79,270 | $581 | -3.54 | 0.73% | 47 | 8/24/2021 10:55 | 0 |
3 | 6EU21 | 0.69 | 2.44 | -5.61 | 0.00% | $147,488 | $675 | -2.95 | 0.46% | 73 | 8/11/2021 3:19 | 0 |
4 | 6JU21 | 2.81 | 1.77 | 6.07 | 0.00% | $113,875 | $572 | 1.7 | 0.50% | 51 | 8/16/2021 9:36 | 0 |
5 | CLV21 | -1.95 | 1.72 | 6.12 | 0.00% | $68,670 | $2,176 | -1.7 | 3.17% | 45 | 8/25/2021 14:57 | 0 |
6 | ESU21 | 4.85 | 2.41 | -6.68 | 0.00% | $225,375 | $1,968 | 5.87 | 0.87% | 64 | 7/19/2021 10:18 | -4 |
7 | GCZ21 | -0.81 | 2.86 | -12.39 | 0.00% | $182,050 | $2,177 | 1.61 | 1.20% | 65 | 8/8/2021 18:58 | 0 |
8 | HGZ21 | 0.4 | 2.18 | -5.96 | 0.00% | $108,388 | $2,344 | 0.56 | 2.16% | 62 | 8/19/2021 5:31 | 0 |
9 | HOV21 | 2.46 | 1.58 | 7.14 | 0.00% | $88,347 | $2,405 | -0.92 | 2.72% | 55 | 8/25/2021 8:57 | 0 |
10 | NGV21 | -1 | 1.23 | 7.22 | 0.00% | $44,140 | $1,396 | 6.59 | 3.16% | 60 | 8/27/2021 8:34 | 0 |
11 | NQU21 | -1.93 | 2.04 | 5.31 | 0.00% | $308,565 | $3,460 | 6.29 | 1.12% | 64 | 7/26/2021 12:00 | -1 |
12 | RBV21 | 0.43 | 1.38 | 8.8 | 0.00% | $89,355 | $2,599 | 0.25 | 2.91% | 55 | 8/25/2021 20:59 | 0 |
13 | RSU21 | -1.76 | 3.47 | 6.49 | 0.00% | $113,980 | $2,150 | -1.32 | 1.89% | 57 | 8/25/2021 13:35 | 1 |
14 | SIZ21 | -1.9 | 2.83 | -11.87 | 0.00% | $120,400 | $2,717 | -4.05 | 2.26% | 57 | 8/8/2021 18:58 | 0 |
15 | YMU21 | -5.48 | 1.78 | -7.73 | 0.00% | $177,050 | $1,721 | 2.94 | 0.97% | 65 | 7/19/2021 13:50 | 4 |
16 | ZBZ21 | -1.86 | 2.61 | 8.69 | 0.00% | $163,063 | $1,079 | 3.59 | 0.66% | 39 | 7/19/2021 15:09 | 0 |
17 | ZCZ21 | 0.62 | 1.08 | 9.07 | 0.00% | $27,675 | $902 | 1.86 | 3.26% | 48 | 7/1/2021 8:05 | 0 |
18 | ZSX21 | -1.19 | 0.98 | -6.96 | 0.00% | $66,000 | $1,627 | 1.48 | 2.47% | 52 | 7/6/2021 12:04 | 0 |
19 | ZWZ21 | 1.46 | -1.19 | 7.21 | 0.00% | $36,625 | $1,034 | 4.1 | 2.82% | 57 | 7/18/2021 20:01 | 0 |
20 | 6BU21-6AU21 | -2.73 | -2.28 | -4.67 | 37.36% | $12,903 | $378 | 5.43 | 0.52% | 91 | 8/3/2021 1:15 | 0 |
21 | 6CU21-6AU21 | -0.84 | -3.27 | 7.1 | 32.55% | $6,135 | $407 | 1.9 | 0.56% | 69 | 7/21/2021 11:47 | 0 |
22 | 6CU21-HGZ21 | -0.45 | -2.65 | -4.25 | 11.18% | ($29,118) | $2,082 | -1.62 | 1.92% | 74 | 7/26/2021 21:34 | 0 |
23 | 6EU21-6AU21 | 0.4 | -1.16 | 6.07 | 23.68% | $74,353 | $515 | 1.65 | 0.35% | 68 | 7/8/2021 10:41 | 0 |
24 | 6EU21-6BU21 | 1.46 | 1.88 | -5.73 | 28.23% | $61,450 | $484 | -2.49 | 0.33% | 75 | 8/10/2021 10:23 | 0 |
25 | 6EU21-6CU21 | 0.92 | 3.15 | -6.2 | 12.04% | $68,218 | $594 | 0.12 | 0.40% | 59 | 7/21/2021 11:53 | 0 |
26 | ESU21-RSU21 | 2.12 | -2.35 | 8.68 | 28.12% | $111,395 | $1,546 | 9.31 | 1.36% | 57 | 7/7/2021 14:51 | -1 |
27 | ESU21-YMU21 | 5.18 | 2.62 | 5.2 | 54.95% | $48,325 | $887 | 7.33 | 0.39% | 68 | 8/25/2021 9:39 | -3 |
28 | GCZ21-SIZ21 | 1.64 | -1.42 | 5.66 | 33.42% | $61,650 | $1,809 | 8.02 | 1.50% | 63 | 7/19/2021 10:29 | 0 |
29 | HOV21-CLV21 | 2.47 | 2.02 | 7.01 | 63.15% | $19,677 | $886 | 1.69 | 1.00% | 117 | 8/25/2021 18:27 | 0 |
30 | NQU21-ESU21 | 1.92 | 1.39 | -4.64 | 36.81% | $83,190 | $2,187 | 4.67 | 0.71% | 76 | 7/27/2021 13:21 | 0 |
31 | NQU21-RSU21 | -0.84 | -1.3 | 6.1 | 8.52% | $194,585 | $3,166 | 7.77 | 1.03% | 67 | 7/26/2021 3:30 | 0 |
32 | NQU21-YMU21 | 2.81 | 1.77 | 4.55 | 15.36% | $131,515 | $2,929 | 5.7 | 0.95% | 72 | 8/25/2021 9:37 | -1 |
33 | RBV21-CLV21 | 0.86 | 1.64 | 10 | 56.71% | $20,685 | $1,125 | 3.87 | 1.26% | 76 | 8/25/2021 22:04 | 0 |
34 | RBV21-HOV21 | -0.8 | 1.14 | 6.8 | 63.98% | $1,008 | $936 | 3.06 | 1.05% | 122 | 8/25/2021 23:10 | 0 |
35 | YMU21-RSU21 | -2.27 | -3.61 | 5.84 | 33.07% | $63,070 | $1,439 | 5.48 | 1.26% | 68 | 7/15/2021 5:01 | 0 |
36 | ZBZ21-6JU21 | -3.19 | 2.14 | 7.58 | 8.90% | $49,188 | $983 | 2.95 | 0.60% | 66 | 7/19/2021 11:16 | 0 |
37 | ZSX21-ZCZ21 | -1.17 | -2.58 | -5.46 | 33.27% | $38,325 | $1,086 | 0.67 | 1.65% | 73 | 7/6/2021 12:04 | 0 |
38 | ZSX21-ZWZ21 | -1.47 | 1.58 | 6.02 | 19.32% | $29,375 | $1,313 | -1.4 | 1.99% | 70 | 6/30/2021 12:10 | 0 |
39 | ZWZ21-ZCZ21 | 0.9 | -2.39 | 6.4 | 24.00% | $8,950 | $786 | 3.26 | 2.14% | 53 | 7/16/2021 14:19 | 0 |
40 | PTF | 35.84 | -1.83 | -5.21 | 0.00% | $594,976 | $6,171 | -0.02 | 1.04% | 76 | 7/6/2021 11:13 | 0 |