第39周交易55次共103手,盈利2.1K(-0.1,1.2,2.3, 0.1,-1.4),0.3%。原仓-3.2,新仓-5.3,交易11.1。YTD -$81.8K,-12.6%。现账户资金612.3K,马金81.0K,杠杆1.77,净仓0,波动率0.81,风险正常。
本周股市还没有等到我重建空仓又开始大跌,并且跌破了前期的底,迫使我不得不开始做多期指。同时商品期货出现了暴跌暴涨的现象。账户在指数,能源,黄金, 天然气上交易获利,但在谷物交易上亏损。在RB-HO上交易11次,成功的挽回了上周由于做空HO,做多RB-HO所造成的损失。
现账户持有1手ES-RS,1手NQ-YM,3手ZS-ZC多仓,2手ZW-ZC空仓,净仓为0,风险正常。
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 | 0.57 | 2.78 | -7.8 | 0.00% | $72,645 | $591 | -1.31 | 0.81% | 56 | 8/19/2021 5:09 | 0 |
1 | 6BZ21 | -2.65 | 3.61 | -5.79 | 0.00% | $84,638 | $481 | -4.65 | 0.57% | 47 | 9/29/2021 3:08 | 0 |
2 | 6CZ21 | -0.68 | 2.37 | -10.05 | 0.00% | $79,070 | $560 | -1.86 | 0.71% | 51 | 8/20/2021 5:20 | 0 |
3 | 6EZ21 | 0.43 | 1.81 | -6.24 | 0.00% | $145,106 | $595 | -6.07 | 0.41% | 62 | 8/11/2021 3:23 | 0 |
4 | 6JZ21 | 2.01 | 4.47 | -6.68 | 0.00% | $112,606 | $526 | -2.69 | 0.47% | 46 | 9/26/2021 19:06 | 0 |
5 | CLX21 | -1.49 | 1.7 | 7.17 | 0.00% | $75,740 | $2,008 | 1.73 | 2.65% | 53 | 9/28/2021 2:27 | 0 |
6 | ESZ21 | 3.59 | 3.77 | -5.96 | 0.00% | $217,538 | $2,266 | -0.84 | 1.04% | 67 | 9/20/2021 8:44 | 1 |
7 | GCZ21 | -0.01 | 1.19 | -11.08 | 0.00% | $176,130 | $2,435 | -2.28 | 1.38% | 58 | 8/8/2021 18:58 | 0 |
8 | HGZ21 | 0.38 | 1.38 | -8.8 | 0.00% | $105,213 | $2,554 | -2.63 | 2.43% | 52 | 8/19/2021 5:31 | 0 |
9 | HOX21 | 2.03 | 2.01 | 7.49 | 0.00% | $99,880 | $2,279 | 3.45 | 2.28% | 65 | 8/25/2021 8:57 | 0 |
10 | NGX21 | 0.08 | -3.94 | 10.8 | 0.00% | $55,440 | $2,343 | 6.44 | 4.23% | 59 | 9/27/2021 23:30 | 0 |
11 | NQZ21 | -1.26 | 2.84 | -5.13 | 0.00% | $295,545 | $3,714 | -1.02 | 1.26% | 81 | 9/20/2021 8:44 | 1 |
12 | RBX21 | 0.56 | 2 | 8.46 | 0.00% | $94,290 | $2,449 | 1.79 | 2.60% | 55 | 8/25/2021 15:34 | 0 |
13 | RSZ21 | -0.33 | 2.93 | 7.05 | 0.00% | $111,970 | $1,939 | 0.21 | 1.73% | 64 | 8/25/2021 13:20 | -1 |
14 | SIZ21 | -1.91 | 3.85 | -10.6 | 0.00% | $112,825 | $3,041 | -5 | 2.70% | 53 | 8/8/2021 18:58 | 0 |
15 | YMZ21 | -4.78 | 3.82 | -5.35 | 0.00% | $171,150 | $1,790 | -1.48 | 1.05% | 72 | 9/20/2021 8:45 | -1 |
16 | ZBZ21 | -1.38 | 1.44 | -5.19 | 0.00% | $160,438 | $1,215 | -2.44 | 0.76% | 54 | 9/23/2021 23:56 | 0 |
17 | ZCZ21 | 0.63 | 1.15 | 6.21 | 0.00% | $27,100 | $676 | -0.3 | 2.49% | 58 | 8/12/2021 12:10 | -1 |
18 | ZSX21 | -2.2 | -4.38 | -5.45 | 0.00% | $62,388 | $1,192 | -4.39 | 1.91% | 54 | 8/19/2021 12:09 | 3 |
19 | ZWZ21 | 2.35 | 4.45 | -5.08 | 0.00% | $37,888 | $911 | 2.28 | 2.40% | 56 | 8/18/2021 3:36 | -2 |
20 | 6BZ21-6AZ21 | -2.52 | 1.27 | -4.55 | 29.30% | $11,993 | $418 | -3.5 | 0.57% | 91 | 9/2/2021 9:29 | 0 |
21 | 6CZ21-6AZ21 | -0.66 | 1.19 | -5.71 | 24.68% | $6,425 | $445 | -0.6 | 0.61% | 75 | 8/3/2021 9:49 | 0 |
22 | 6CZ21-HGZ21 | -0.43 | -1.24 | -5.35 | 9.85% | ($26,143) | $2,302 | 2.46 | 2.19% | 62 | 8/23/2021 10:16 | 0 |
23 | 6EZ21-6AZ21 | 0.25 | -2.51 | -5.12 | 13.58% | $72,461 | $514 | -5.52 | 0.35% | 93 | 9/30/2021 20:14 | 0 |
24 | 6EZ21-6BZ21 | 1.24 | -2.94 | -5.06 | 16.51% | $60,469 | $497 | -2.77 | 0.34% | 87 | 9/9/2021 10:44 | 0 |
25 | 6EZ21-6CZ21 | 0.72 | -1.77 | 5.5 | 3.09% | $66,036 | $577 | -4.46 | 0.40% | 81 | 8/20/2021 5:35 | 0 |
26 | ESZ21-RSZ21 | 0.79 | 1.85 | -6.2 | 26.48% | $105,568 | $1,666 | -1.39 | 0.77% | 83 | 9/28/2021 13:04 | 1 |
27 | ESZ21-YMZ21 | 5.02 | 1.74 | -5.37 | 53.07% | $46,388 | $1,063 | 0.69 | 0.49% | 127 | 9/20/2021 15:18 | 0 |
28 | GCZ21-SIZ21 | 1.8 | -1.12 | 5.29 | 40.15% | $63,305 | $1,820 | 5.3 | 1.61% | 66 | 9/29/2021 11:46 | 0 |
29 | HOX21-CLX21 | 2.02 | 2.34 | 6.59 | 62.33% | $24,140 | $858 | 5.11 | 0.86% | 104 | 9/30/2021 11:20 | 0 |
30 | NQZ21-ESZ21 | 1.83 | 1.33 | 4.43 | 42.01% | $78,008 | $2,154 | -0.86 | 0.73% | 77 | 8/31/2021 2:42 | 0 |
31 | NQZ21-RSZ21 | -1 | 1.85 | -6.54 | 15.94% | $183,575 | $3,122 | -1.34 | 1.06% | 81 | 9/20/2021 15:18 | 0 |
32 | NQZ21-YMZ21 | 3.12 | 1.57 | -5.78 | 21.49% | $124,395 | $2,916 | -0.39 | 0.99% | 73 | 9/20/2021 15:18 | 1 |
33 | RBX21-CLX21 | 0.88 | 2.36 | 7.29 | 57.56% | $18,550 | $1,039 | 0.89 | 1.10% | 103 | 8/25/2021 21:11 | 0 |
34 | RBX21-HOX21 | -0.51 | -0.98 | -4.37 | 64.88% | ($5,590) | $860 | -4.03 | 0.91% | 132 | 9/17/2021 12:00 | 0 |
35 | YMZ21-RSZ21 | -3.05 | 1.37 | 4.14 | 29.56% | $59,180 | $1,366 | -2.24 | 1.22% | 93 | 8/11/2021 11:15 | 0 |
36 | ZBZ21-6JZ21 | -2.34 | 1.69 | -5.07 | 18.60% | $47,831 | $989 | -1.57 | 0.62% | 84 | 9/23/2021 23:58 | 0 |
37 | ZSX21-ZCZ21 | -2.2 | -5.4 | 5.75 | 33.21% | $35,288 | $796 | -6.33 | 1.28% | 64 | 8/17/2021 11:07 | 3 |
38 | ZSX21-ZWZ21 | -2.66 | -8.41 | -8.41 | 13.46% | $24,500 | $1,032 | -7.09 | 1.65% | 64 | 10/1/2021 14:19 | 0 |
39 | ZWZ21-ZCZ21 | 1.65 | 3.3 | -5.64 | 26.07% | $10,788 | $674 | 3.38 | 1.78% | 64 | 8/18/2021 3:36 | -2 |
40 | PTF | 29.33 | 1.11 | -6.36 | 0.00% | $612,270 | $4,939 | 0.01 | 0.81% | 75 | 9/20/2021 15:18 | 0 |