TCT
记录股民匹诺曹(Pinocchio)期货交易从亏损走向盈利的曲折过程。
正文
第48周交易47次共55手，盈利0.1K（-9.1，8.2，-5.6, 2.9，3.7），0.0%。原仓5.8，新仓-7.9，交易2.9。YTD -$66.4K，-10.2%。现账户资金627.7K，杠杆2.53，净仓1，波动率1.44%（1.02%～1.80%），风险极高。
本周股市继续下跌。盈利主要来自ES-YM背离的减少，亏损主要来自天然气的暴跌。账户减少了3手ES-YM空仓，新开了2手NG多仓与1手债卷空仓。目前账户持有2手NG多仓和2手ES/RS，1手ES-YM，1手ZB/6J，1手ZB空仓。账户净仓虽然是1，但实为2手NG多仓与1手ZB空仓合成。1.44%的波动率几乎是半年以来的最大值。而且整周都没能降至1%以下，风险极高。目前市场的波动率也非常高。
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 | 1.29 | -3.25 | 5.58 | 0.00 | $69,990 | $591 | 1 | 0.84% | 70 | 10/20/2021 23:03 | 0 |
| 1 | 6BZ21 | -3.39 | -2.31 | -6.29 | 0.00 | $82,756 | $541 | 1 | 0.65% | 64 | 11/5/2021 6:49 | 0 |
| 2 | 6CZ21 | -0.94 | -2.76 | -5.78 | 0.00 | $77,825 | $478 | 1 | 0.61% | 68 | 11/12/2021 4:18 | 0 |
| 3 | 6EZ21 | 0.49 | 1.86 | -9.62 | 0.00 | $141,413 | $788 | 1 | 0.56% | 60 | 11/16/2021 22:42 | 0 |
| 4 | 6JZ21 | 1.59 | 2.82 | -5.46 | 0.00 | $110,844 | $715 | 1 | 0.64% | 61 | 10/11/2021 20:29 | 1 |
| 5 | CLF22 | -1.55 | -2.64 | -4.71 | 0.00 | $66,220 | $2,708 | 1 | 4.09% | 65 | 11/26/2021 4:35 | 0 |
| 6 | ESZ21 | 5.86 | 1.84 | 5.61 | 0.00 | $226,663 | $2,622 | 1 | 1.16% | 73 | 10/17/2021 18:01 | -3 |
| 7 | GCG22 | -1.2 | 2.14 | -7.41 | 0.00 | $178,390 | $2,315 | 1 | 1.30% | 59 | 11/23/2021 11:58 | 0 |
| 8 | HGH22 | 0.42 | -1.55 | 7.53 | 0.00 | $106,738 | $2,928 | 1 | 2.74% | 61 | 10/15/2021 9:22 | 0 |
| 9 | HOF22 | 3.03 | -2.19 | -8.57 | 0.00 | $88,078 | $3,083 | 1 | 3.50% | 65 | 11/26/2021 13:44 | 0 |
| 10 | NGF22 | -2.69 | -1.16 | -5.64 | 0.00 | $40,940 | $3,671 | 1 | 8.97% | 59 | 10/7/2021 4:31 | 2 |
| 11 | NQZ21 | -2.48 | 1.58 | 7.06 | 0.00 | $313,750 | $4,842 | 1 | 1.54% | 55 | 10/20/2021 10:34 | 0 |
| 12 | RBF22 | -0.95 | -2.29 | -4.93 | 0.00 | $82,253 | $3,085 | 1 | 3.75% | 69 | 11/26/2021 13:41 | 0 |
| 13 | RSZ21 | -3.77 | -1.41 | 8.02 | 0.00 | $107,810 | $2,178 | 1 | 2.02% | 70 | 11/4/2021 10:16 | 2 |
| 14 | SIH22 | -1.21 | 1.82 | -5.93 | 0.00 | $112,825 | $2,832 | 1 | 2.51% | 69 | 11/23/2021 11:30 | 0 |
| 15 | YMZ21 | -6.09 | 1.8 | 6.14 | 0.00 | $172,795 | $1,988 | 1 | 1.15% | 77 | 10/17/2021 18:07 | 1 |
| 16 | ZBH22 | -2.36 | -1.15 | 5.98 | 0.00 | $164,188 | $1,253 | 1 | 0.76% | 50 | 10/27/2021 14:30 | -2 |
| 17 | ZCH22 | 0.87 | 1.93 | 4.89 | 0.00 | $29,250 | $583 | 1 | 1.99% | 56 | 10/19/2021 10:42 | 0 |
| 18 | ZSF22 | -0.39 | 4.34 | -6.99 | 0.00 | $63,475 | $1,112 | 1 | 1.75% | 58 | 11/9/2021 11:43 | 0 |
| 19 | ZWH22 | 0.82 | -2.58 | 6.16 | 0.00 | $40,250 | $958 | 1 | 2.38% | 59 | 11/11/2021 10:38 | 0 |
| 20 | 6BZ21-6AZ21 | -3.5 | 2.08 | 6.65 | 0.19 | $12,766 | $478 | 1 | 0.68% | 66 | 11/17/2021 20:54 | 0 |
| 21 | 6CZ21-6AZ21 | -1.31 | -1.21 | 5.95 | 0.31 | $7,835 | $406 | 1 | 0.58% | 73 | 12/3/2021 11:01 | 0 |
| 22 | 6CZ21-HGH22 | -0.54 | 1.59 | -5.1 | 0.07 | ($28,913) | $2,733 | 1 | 2.56% | 63 | 11/23/2021 9:46 | 0 |
| 23 | 6EZ21-6AZ21 | 0.1 | 2.89 | -8.66 | 0.12 | $71,423 | $690 | 1 | 0.49% | 56 | 11/16/2021 22:42 | 0 |
| 24 | 6EZ21-6BZ21 | 1.6 | 2.06 | -6.46 | 0.24 | $58,656 | $602 | 1 | 0.43% | 70 | 11/16/2021 4:38 | 0 |
| 25 | 6EZ21-6CZ21 | 0.89 | 2.72 | -7.13 | 0.08 | $63,588 | $723 | 1 | 0.51% | 60 | 11/16/2021 22:42 | 0 |
| 26 | ESZ21-RSZ21 | 4.53 | 1.62 | 8.94 | 0.34 | $118,853 | $1,724 | 1 | 0.76% | 55 | 10/20/2021 9:51 | -2 |
| 27 | ESZ21-YMZ21 | 5.28 | 1.14 | -5.26 | 0.57 | $53,868 | $1,132 | 1 | 0.50% | 65 | 12/3/2021 15:02 | -1 |
| 28 | GCG22-SIH22 | 1.04 | -1.05 | -4.5 | 0.31 | $65,565 | $1,946 | 1 | 1.72% | 81 | 10/19/2021 10:19 | 0 |
| 29 | HOF22-CLF22 | 2.82 | 1.84 | 4.81 | 0.59 | $21,858 | $1,277 | 1 | 1.45% | 92 | 10/6/2021 5:02 | 0 |
| 30 | NQZ21-ESZ21 | 2.58 | 1.2 | 6.1 | 0.45 | $87,088 | $2,669 | 1 | 0.85% | 59 | 11/4/2021 14:46 | 0 |
| 31 | NQZ21-RSZ21 | -0.31 | 1.47 | 7.57 | 0.20 | $205,940 | $3,876 | 1 | 1.24% | 55 | 10/20/2021 9:40 | 0 |
| 32 | NQZ21-YMZ21 | 3.16 | 1.19 | 6.25 | 0.24 | $140,955 | $3,672 | 1 | 1.17% | 57 | 11/5/2021 6:10 | 0 |
| 33 | RBF22-CLF22 | -0.43 | -1.03 | 3.8 | 0.57 | $16,033 | $1,328 | 1 | 1.61% | 92 | 11/3/2021 1:40 | 0 |
| 34 | RBF22-HOF22 | -2.15 | 1.03 | 4.74 | 0.63 | ($5,825) | $1,146 | 1 | 1.39% | 135 | 11/15/2021 8:04 | 0 |
| 35 | YMZ21-RSZ21 | -1.3 | 3.36 | -4.59 | 0.33 | $64,985 | $1,459 | 1 | 1.35% | 64 | 10/13/2021 11:26 | 0 |
| 36 | ZBH22-6JZ21 | -2.71 | 3.16 | 7.95 | 0.06 | $53,344 | $1,175 | 1 | 0.72% | 59 | 10/15/2021 9:00 | -1 |
| 37 | ZSF22-ZCH22 | -0.43 | 4.33 | -6.84 | 0.27 | $34,225 | $808 | 1 | 1.27% | 65 | 11/9/2021 8:00 | 0 |
| 38 | ZSF22-ZWH22 | -0.66 | 2 | 5.76 | 0.13 | $23,225 | $964 | 1 | 1.52% | 69 | 11/9/2021 12:00 | 0 |
| 39 | ZWH22-ZCH22 | 0.35 | -3.35 | 4.36 | 0.33 | $11,000 | $642 | 1 | 1.60% | 99 | 12/2/2021 20:00 | 0 |
| 40 | PTF | 41.38 | -1.43 | -6.52 | 0.00 | $627,660 | $9,044 | 1 | 1.44% | 65 | 10/7/2021 8:00 | 1 |
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