第37周交易24次共44手,盈利9.4K(4.3, -0.2,-0.4,1.1,5.0),1.6%。原仓9.6,新仓0.0,交易-0.0。YTD -$84.3K,-13.0%。新增资金11.5K,现账户资金609.7K,马金32.4K,杠杆0.54,净仓0,波动率0.27,风险较低。
本周股市继续下跌,卖掉了所有空仓,但实际盈利并不多。主要原因是做空股市,在上涨时往往持仓较多,因此亏损较大,在下跌时持仓较少,因此盈利较小。目前账户只有一手ES-RS多仓。这是账户近一年来首次做多股市,但我对长期股市并不乐观。
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 | 6AZ21 | 1.43 | -2.17 | 6.44 | 0.00% | $72,670 | $543 | -2.47 | 0.75% | 52 | 9/3/2021 8:33 | 0 |
1 | 6BZ21 | -2.57 | -2.32 | 6.2 | 0.00% | $85,781 | $454 | -0.48 | 0.53% | 40 | 7/26/2021 9:39 | 0 |
2 | 6CZ21 | -1.11 | -3.19 | 8.43 | 0.00% | $78,385 | $523 | -1.74 | 0.67% | 52 | 8/24/2021 10:57 | 0 |
3 | 6EZ21 | 0.35 | -2.73 | -6.28 | 0.00% | $146,813 | $592 | -1.96 | 0.40% | 68 | 8/11/2021 3:23 | 0 |
4 | 6JZ21 | 2.33 | -3.62 | 6.66 | 0.00% | $113,763 | $498 | 0.05 | 0.44% | 49 | 8/17/2021 3:13 | 0 |
5 | CLX21 | -1.83 | -1.49 | 6.58 | 0.00% | $71,820 | $2,020 | 1.31 | 2.81% | 48 | 8/25/2021 14:58 | 0 |
6 | ESZ21 | 3.99 | -3.51 | 6.35 | 0.00% | $220,413 | $1,965 | 2.58 | 0.89% | 66 | 8/25/2021 15:45 | 1 |
7 | GCZ21 | -1.35 | -1.64 | -11.81 | 0.00% | $175,390 | $2,284 | -2.71 | 1.30% | 58 | 8/8/2021 18:58 | 0 |
8 | HGZ21 | 0.58 | -2.56 | -9.03 | 0.00% | $106,000 | $2,490 | -0.62 | 2.35% | 50 | 8/19/2021 5:31 | 0 |
9 | HOV21 | 2.82 | 1.53 | 7.44 | 0.00% | $92,669 | $2,309 | 2.08 | 2.49% | 53 | 8/25/2021 8:57 | 0 |
10 | NGV21 | -1.09 | -3.84 | 6.79 | 0.00% | $50,540 | $1,775 | 7.69 | 3.51% | 57 | 8/29/2021 18:01 | 0 |
11 | NQZ21 | -0.75 | -3.02 | 5.54 | 0.00% | $305,655 | $3,310 | 3.76 | 1.08% | 70 | 7/26/2021 12:01 | 0 |
12 | RBV21 | 0.29 | -2.78 | 8.75 | 0.00% | $91,354 | $2,612 | 1.28 | 2.86% | 52 | 8/25/2021 20:59 | 0 |
13 | RSZ21 | -1.67 | -1.35 | 7.3 | 0.00% | $111,120 | $1,875 | 1.93 | 1.69% | 64 | 8/25/2021 13:20 | -1 |
14 | SIZ21 | -1.71 | -2.7 | -11.15 | 0.00% | $111,800 | $2,892 | -5.82 | 2.59% | 50 | 8/8/2021 18:58 | 0 |
15 | YMZ21 | -4.94 | -2.37 | 5.76 | 0.00% | $171,850 | $1,551 | -0.12 | 0.90% | 62 | 7/22/2021 5:49 | 0 |
16 | ZBZ21 | -1.16 | -2.54 | -5.09 | 0.00% | $162,719 | $1,105 | -0.08 | 0.68% | 49 | 7/21/2021 13:03 | 0 |
17 | ZCZ21 | 0.14 | -2.01 | 5.73 | 0.00% | $26,388 | $733 | -2.66 | 2.78% | 54 | 8/12/2021 12:10 | 0 |
18 | ZSX21 | -1.06 | -2.17 | -4.87 | 0.00% | $64,213 | $1,335 | -4.76 | 2.08% | 64 | 8/19/2021 12:09 | 0 |
19 | ZWZ21 | 1.37 | 1.06 | -5.29 | 0.00% | $35,363 | $941 | -0.44 | 2.66% | 63 | 9/10/2021 11:50 | 0 |
20 | 6BZ21-6AZ21 | -2.84 | -1.45 | 4.99 | 21.92% | $13,111 | $424 | 2.64 | 0.58% | 94 | 7/28/2021 14:00 | 0 |
21 | 6CZ21-6AZ21 | -1.47 | -1.84 | 5.71 | 13.87% | $5,715 | $468 | 0.92 | 0.64% | 72 | 7/21/2021 11:49 | 0 |
22 | 6CZ21-HGZ21 | -0.67 | 2.24 | -5.44 | 9.18% | ($27,615) | $2,261 | 0.28 | 2.13% | 68 | 9/13/2021 2:29 | 0 |
23 | 6EZ21-6AZ21 | -0.07 | -1.67 | 4.22 | 8.88% | $74,143 | $539 | 0.33 | 0.37% | 98 | 7/30/2021 7:02 | 0 |
24 | 6EZ21-6BZ21 | 1.13 | -2.25 | -5.02 | 15.33% | $61,031 | $501 | -1.88 | 0.34% | 99 | 9/9/2021 10:44 | 0 |
25 | 6EZ21-6CZ21 | 0.82 | 1.03 | -6.01 | -0.98% | $68,428 | $597 | -0.42 | 0.41% | 82 | 7/21/2021 11:49 | 0 |
26 | ESZ21-RSZ21 | 2.05 | -3.4 | 6.08 | 16.32% | $109,293 | $1,645 | 0.88 | 0.75% | 96 | 7/23/2021 13:26 | 1 |
27 | ESZ21-YMZ21 | 4.97 | -2.91 | 4.79 | 42.22% | $48,563 | $1,136 | 4.63 | 0.52% | 152 | 8/31/2021 0:59 | 0 |
28 | GCZ21-SIZ21 | 1.42 | 3.11 | 5.01 | 38.26% | $63,590 | $1,785 | 5.95 | 1.60% | 62 | 8/12/2021 13:43 | 0 |
29 | HOV21-CLX21 | 2.74 | -1.24 | 4.5 | 67.48% | $20,849 | $751 | 2.87 | 0.81% | 119 | 8/25/2021 8:31 | 0 |
30 | NQZ21-ESZ21 | 3.02 | -2.24 | -4.86 | 34.67% | $85,243 | $2,162 | 3.42 | 0.71% | 81 | 7/27/2021 13:20 | 0 |
31 | NQZ21-RSZ21 | 0.2 | -2.99 | 6.34 | 8.30% | $194,535 | $3,035 | 2.91 | 0.99% | 78 | 7/26/2021 3:26 | 0 |
32 | NQZ21-YMZ21 | 3.84 | -2.57 | 4.96 | 13.20% | $133,805 | $2,873 | 4.4 | 0.94% | 77 | 8/31/2021 2:58 | 0 |
33 | RBV21-CLX21 | 0.73 | 1.46 | 9.99 | 56.57% | $19,534 | $1,135 | 0.62 | 1.24% | 68 | 8/25/2021 22:04 | 0 |
34 | RBV21-HOV21 | -1.08 | 1.51 | 6.59 | 63.00% | ($1,315) | $967 | -1.5 | 1.06% | 89 | 8/25/2021 23:10 | 0 |
35 | YMZ21-RSZ21 | -2 | -2.57 | -5.4 | 20.66% | $60,730 | $1,487 | -2.56 | 1.34% | 98 | 7/19/2021 12:19 | 0 |
36 | ZBZ21-6JZ21 | -2.41 | -2.35 | 4.02 | 11.95% | $48,956 | $973 | -0.12 | 0.60% | 83 | 8/2/2021 12:06 | 0 |
37 | ZSX21-ZCZ21 | -1.05 | -2.05 | 5.14 | 33.38% | $37,825 | $889 | -4.95 | 1.38% | 68 | 8/17/2021 11:07 | 0 |
38 | ZSX21-ZWZ21 | -1.37 | 1.06 | -5.75 | 18.51% | $28,850 | $1,088 | -5.46 | 1.69% | 69 | 8/2/2021 9:54 | 0 |
39 | ZWZ21-ZCZ21 | 1.05 | -1.3 | -5.5 | 26.53% | $8,975 | $691 | 2.22 | 1.96% | 58 | 8/18/2021 3:36 | 0 |
40 | PTF | 32.54 | -3.37 | 6.04 | 0.00% | $609,755 | $1,656 | 0 | 0.27% | 90 | 7/23/2021 13:26 | 0 |