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记录股民匹诺曹(Pinocchio)期货交易从亏损走向盈利的曲折过程。
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帕努奇交易记第51周:0.4%, 年-10.2%

(2021-12-24 04:29:14) 下一个

  第51周交易33次共43手,盈利2.7K(3.7,0.5,1.1,-2.7,0.0),0.4%。原仓2.9,新仓-4.0,交易4.4。YTD -$66.1K,-10.2%。现账户资金628.0K,杠杆1.36,净仓-1,波动率1.24%(0.00%~1.66%),风险较高。

   本周初股市继续下跌,正后悔上周已将期指空仓全部抛光,股市出现了强劲反弹。账户因此又重建了部分期指空仓。建仓似乎又早了一点,拿走了一半已到手的盈利。主要是害怕股市会突然暴跌。本周波动率最低时为零,表示曾清空所有仓位。目前账户持有1手NG多仓和2手YM,1手ES-RS,2手ES-YM空仓,风险较高。

   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
40 PTF 41.97 2.83 6.02 0.00 $627,986 $7,763 1.24% 1.24% 56 12/24/21 07:00 -1
39 ZWH22-ZCH22 0.30 (1.11) (6.28) 0.30 $10,425 $769 0.12% 1.89% 65 12/10/21 01:41 0
38 ZSH22-ZWH22 0.01 (1.63) 6.24 0.08 $26,363 $1,046 0.17% 1.56% 61 12/16/21 08:27 0
37 ZSH22-ZCH22 0.30 1.22 (6.57) 0.28 $36,788 $818 0.13% 1.22% 68 11/09/21 11:30 0
36 ZBH22-6JH22 (3.04) (1.68) 4.23 0.17 $51,169 $1,185 0.19% 0.74% 64 11/26/21 01:05 0
35 YMH22-RSH22 (0.52) (1.10) 6.42 0.27 $67,425 $1,820 0.29% 1.63% 74 12/14/21 09:34 0
34 RBG22-HOG22 (2.27) 1.80 (4.13) 0.64 ($4,683) $1,127 0.18% 1.22% 185 10/28/21 02:26 0
33 RBG22-CLG22 (0.46) (1.28) (3.50) 0.58 $18,963 $1,322 0.21% 1.43% 116 12/02/21 21:01 0
32 NQH22-YMH22 3.39 4.27 6.08 0.15 $146,820 $4,864 0.77% 1.49% 50 11/22/21 10:16 0
31 NQH22-RSH22 0.39 4.91 6.68 0.20 $214,245 $4,585 0.73% 1.41% 60 11/22/21 09:50 0
30 NQH22-ESH22 3.43 4.10 6.01 0.40 $90,223 $3,449 0.55% 1.06% 48 11/04/21 14:46 0
29 HOG22-CLG22 2.95 (1.42) 4.37 0.59 $23,646 $1,263 0.20% 1.30% 126 12/23/21 06:32 0
28 GCG22-SIH22 0.72 1.04 4.47 0.35 $66,460 $1,752 0.28% 1.53% 75 11/02/21 11:49 0
27 ESH22-YMH22 4.94 4.26 5.65 0.42 $56,598 $1,689 0.27% 0.72% 82 11/22/21 10:42 -2
26 ESH22-RSH22 5.40 4.51 5.24 0.31 $124,023 $1,998 0.32% 0.85% 68 12/13/21 07:45 -1
25 6EH22-6CH22 0.75 1.00 (6.32) 0.00 $63,811 $862 0.14% 0.61% 69 11/16/21 22:42 0
24 6EH22-6AH22 (0.59) (2.26) (5.61) 0.06 $69,391 $811 0.13% 0.57% 66 11/16/21 22:42 0
23 6CH22-HGH22 (0.11) (1.27) (4.71) 0.09 ($32,080) $2,284 0.36% 2.07% 71 11/14/21 18:11 0
22 6CH22-6AH22 (2.25) (1.16) 5.25 0.17 $5,580 $473 0.08% 0.65% 96 12/03/21 11:01 0
21 6BH22-6CH22 (2.17) (1.09) (6.04) (0.07) $5,811 $571 0.09% 0.68% 61 12/08/21 10:00 0
20 6BH22-6AH22 (3.47) (1.13) (6.68) 0.05 $11,391 $541 0.09% 0.75% 80 12/09/21 01:40 0
19 ZWH22 0.54 1.05 5.39 0.00 $40,763 $1,095 0.17% 2.69% 60 11/11/21 10:38 0
18 ZSH22 0.32 1.23 (6.70) 0.00 $67,125 $1,138 0.18% 1.70% 50 11/09/21 11:30 0
17 ZCH22 0.38 1.33 (4.52) 0.00 $30,338 $581 0.09% 1.91% 60 11/30/21 09:57 0
16 ZBH22 (3.01) (1.71) 5.16 0.00 $160,531 $1,429 0.23% 0.89% 51 11/26/21 03:24 0
15 YMH22 (5.80) 6.72 6.72 0.00 $179,240 $2,063 0.33% 1.15% 66 12/23/21 15:50 0
14 SIH22 (0.89) 1.93 (6.22) 0.00 $114,550 $2,699 0.43% 2.36% 64 11/23/21 11:30 0
13 RSH22 (4.46) 5.68 6.98 0.00 $111,815 $2,480 0.39% 2.22% 62 11/04/21 10:12 1
12 RBG22 (0.98) 5.25 (8.07) 0.00 $92,723 $3,130 0.50% 3.38% 55 11/26/21 13:41 0
11 NQH22 (2.08) 5.14 5.98 0.00 $326,060 $5,723 0.91% 1.76% 58 12/08/21 06:46 0
10 NGG22 (3.38) 1.15 (6.58) 0.00 $36,270 $2,947 0.47% 8.12% 62 11/30/21 11:03 1
9 HOG22 3.15 6.05 (8.50) 0.00 $97,406 $3,069 0.49% 3.15% 57 11/26/21 13:44 0
8 HGH22 (0.06) 1.28 (4.76) 0.00 $110,125 $2,503 0.40% 2.27% 70 12/15/21 10:38 0
7 GCG22 (1.44) 2.35 (7.65) 0.00 $181,010 $2,242 0.36% 1.24% 52 11/23/21 11:58 0
6 ESH22 5.87 5.41 6.12 0.00 $235,838 $2,894 0.46% 1.23% 72 12/08/21 06:55 -3
5 CLG22 (1.48) 5.50 (7.64) 0.00 $73,760 $2,810 0.45% 3.81% 53 11/26/21 11:55 0
4 6JH22 1.40 (3.43) 5.37 0.00 $109,363 $645 0.10% 0.59% 62 11/26/21 03:23 0
3 6EH22 0.00 1.34 (8.73) 0.00 $141,856 $865 0.14% 0.61% 57 11/16/21 22:42 0
2 6CH22 (1.71) 4.09 6.40 0.00 $78,045 $479 0.08% 0.61% 51 12/08/21 10:00 0
1 6BH22 (2.84) 5.56 (6.19) 0.00 $83,856 $535 0.09% 0.64% 54 11/05/21 06:49 0
0 6AH22 2.17 4.58 6.77 0.00 $72,465 $570 0.09% 0.79% 56 12/09/21 01:40 0
               
               
               
               
               
               
                         
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