第31周交易17次共31手,亏损2.8K(1.9, -2.8,-6.8,-1.4,6.4),-0.5%。原仓-4.2,新仓0.0,交易1.4。YTD -$90.5K,-13.9%。现账户资金592.2K,马金89.0K,杠杆3.94,净仓0,波动率1.16%,风险稍高。
本周股市又创新高!账户一度亏损-10K以上。没有割肉,也木有加仓,交易很少。程序方面已将波动的最小幅度缩减至原来的一半,比较符合目前的交易情况。
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 | 0.94 | -2.27 | 4.98 | 0.00% | $73,565 | $603 | -6.49 | 0.82% | 71 | 7/6/2021 2:15 | 0 |
1 | 6BU21 | -2.85 | -1.86 | -6.16 | 0.00% | $86,725 | $585 | -3.07 | 0.67% | 62 | 7/20/2021 9:16 | 0 |
2 | 6CU21 | -0.37 | -2.17 | -4.79 | 0.00% | $79,675 | $614 | -5.14 | 0.77% | 51 | 7/19/2021 6:39 | 0 |
3 | 6EU21 | 0.55 | -4.83 | -8 | 0.00% | $147,100 | $755 | -6.95 | 0.51% | 69 | 6/17/2021 12:30 | 0 |
4 | 6JU21 | 2.64 | -3.38 | -4.88 | 0.00% | $113,406 | $577 | -1.39 | 0.51% | 49 | 6/23/2021 6:14 | 0 |
5 | CLU21 | -2.37 | -2.31 | -6.29 | 0.00% | $67,830 | $1,983 | -0.46 | 2.92% | 58 | 7/19/2021 15:29 | 0 |
6 | ESU21 | 4.28 | 2.05 | 8.25 | 0.00% | $221,513 | $1,979 | 5.3 | 0.89% | 62 | 6/29/2021 10:35 | -3 |
7 | GCZ21 | -2.17 | -6.87 | -6.87 | 0.00% | $176,350 | $2,200 | -6.09 | 1.25% | 63 | 8/6/2021 12:41 | 0 |
8 | HGU21 | 0.54 | -1.77 | -5.39 | 0.00% | $108,400 | $2,508 | -1.92 | 2.31% | 56 | 6/16/2021 2:59 | 0 |
9 | HOU21 | 2.56 | -1.96 | 6.57 | 0.00% | $87,074 | $2,252 | -0.87 | 2.59% | 64 | 7/25/2021 18:23 | 4 |
10 | NGU21 | -1.49 | -1.14 | 5.76 | 0.00% | $41,340 | $1,282 | 7.9 | 3.10% | 54 | 7/21/2021 14:30 | 0 |
11 | NQU21 | -1.1 | -1.31 | 5.29 | 0.00% | $301,855 | $3,469 | 7.61 | 1.15% | 65 | 7/26/2021 12:00 | -1 |
12 | RBU21 | 1.32 | -2.49 | 6.47 | 0.00% | $94,340 | $2,414 | 1.1 | 2.56% | 66 | 7/25/2021 18:23 | -4 |
13 | RSU21 | -2.34 | -1.33 | 5.14 | 0.00% | $112,225 | $2,216 | -0.87 | 1.98% | 63 | 7/22/2021 6:56 | 1 |
14 | SIU21 | -1.18 | -6.63 | -6.63 | 0.00% | $121,650 | $2,797 | -6.45 | 2.30% | 56 | 8/6/2021 10:05 | 0 |
15 | YMU21 | -4.74 | 2.52 | -7.25 | 0.00% | $175,495 | $1,835 | 1.22 | 1.05% | 67 | 7/19/2021 13:50 | 3 |
16 | ZBU21 | -1.01 | -3.94 | -5.15 | 0.00% | $163,969 | $1,396 | 4.66 | 0.85% | 55 | 7/21/2021 13:04 | 0 |
17 | ZCU21 | -0.13 | 1.04 | 7.6 | 0.00% | $27,763 | $1,105 | -3.2 | 3.98% | 55 | 7/1/2021 8:05 | 0 |
18 | ZSU21 | -0.33 | 1.91 | -6.91 | 0.00% | $67,338 | $1,911 | -3.92 | 2.84% | 61 | 6/17/2021 14:18 | 0 |
19 | ZWU21 | 1.23 | 1.44 | -7.25 | 0.00% | $36,038 | $1,063 | 0.78 | 2.95% | 61 | 7/6/2021 12:38 | 0 |
20 | 6BU21-6AU21 | -2.82 | 1.98 | -4.29 | 31.83% | $13,160 | $411 | 5.16 | 0.56% | 87 | 8/3/2021 1:15 | 0 |
21 | 6CU21-6AU21 | -0.85 | 1.68 | 7.14 | 34.11% | $6,110 | $405 | 1.88 | 0.51% | 75 | 7/21/2021 11:47 | 0 |
22 | 6CU21-HGU21 | -0.56 | 1.78 | 6.09 | 12.41% | ($28,725) | $2,197 | 0.76 | 2.03% | 68 | 6/16/2021 2:59 | 0 |
23 | 6EU21-6AU21 | 0.24 | -2.64 | 5.95 | 30.45% | $73,535 | $525 | -2.53 | 0.36% | 74 | 7/8/2021 10:41 | 0 |
24 | 6EU21-6BU21 | 1.34 | -3.58 | -6.6 | 28.75% | $60,375 | $538 | -6.41 | 0.37% | 82 | 6/17/2021 4:55 | 0 |
25 | 6EU21-6CU21 | 0.69 | -3.28 | -6.31 | 22.75% | $67,425 | $583 | -3.58 | 0.40% | 65 | 7/21/2021 11:53 | 0 |
26 | ESU21-RSU21 | 2.49 | 1.5 | 8.36 | 27.63% | $109,288 | $1,604 | 7.74 | 1.43% | 49 | 7/7/2021 14:51 | -1 |
27 | ESU21-YMU21 | 4.41 | -1.99 | 4.7 | 54.13% | $46,018 | $908 | 9.08 | 0.41% | 68 | 7/6/2021 11:13 | -2 |
28 | GCZ21-SIU21 | 0.76 | 2.95 | 7.58 | 37.03% | $54,700 | $1,761 | 2.65 | 1.45% | 62 | 7/20/2021 9:37 | 0 |
29 | HOU21-CLU21 | 2.68 | 2.05 | -6.54 | 57.94% | $19,244 | $947 | -1.09 | 1.09% | 78 | 6/25/2021 10:16 | 0 |
30 | NQU21-ESU21 | 2.59 | -2.36 | 5.25 | 34.45% | $80,343 | $2,274 | 7 | 0.75% | 78 | 6/18/2021 10:42 | 0 |
31 | NQU21-RSU21 | 0.26 | -2.09 | 5.93 | 6.16% | $189,630 | $3,256 | 8.71 | 1.08% | 72 | 7/26/2021 3:30 | 0 |
32 | NQU21-YMU21 | 3.11 | -2.24 | 5.67 | 12.80% | $126,360 | $3,025 | 7.99 | 1.00% | 76 | 6/14/2021 21:15 | -1 |
33 | RBU21-CLU21 | 1.75 | -1.38 | -5.84 | 51.42% | $26,510 | $1,173 | 3.04 | 1.24% | 61 | 6/25/2021 10:16 | 0 |
34 | RBU21-HOU21 | -0.15 | -2.95 | 4.3 | 65.32% | $7,266 | $837 | 5.5 | 0.89% | 122 | 6/24/2021 6:27 | -4 |
35 | YMU21-RSU21 | -1.29 | 1.59 | 5.65 | 31.14% | $63,270 | $1,526 | 2.73 | 1.36% | 57 | 7/15/2021 9:43 | 0 |
36 | ZBU21-6JU21 | -2.5 | -3.26 | -4.98 | 16.62% | $50,563 | $1,164 | 6.27 | 0.71% | 64 | 6/21/2021 19:30 | 0 |
37 | ZSU21-ZCU21 | -0.32 | 1.45 | -5.38 | 33.11% | $39,575 | $1,278 | -3.1 | 1.90% | 61 | 6/17/2021 14:18 | 0 |
38 | ZSU21-ZWU21 | -0.75 | 1.88 | -7.11 | 22.00% | $31,300 | $1,491 | -5.58 | 2.21% | 67 | 6/17/2021 14:18 | 0 |
39 | ZWU21-ZCU21 | 1.04 | -1.14 | 7.09 | 26.30% | $8,275 | $814 | 5.36 | 2.93% | 58 | 7/18/2021 20:28 | 0 |
40 | PTF | 0 | 2.57 | -6.78 | 0.00% | $592,160 | $6,847 | -0.02 | 1.16% | 72 | 7/26/2021 2:33 | 0 |