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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52周:0.0%, 年-10.1%

(2021-12-31 14:53:21) 下一个

  第52周交易41次共59手,盈利0.2K,0.0%(-8.3,-2.0,-0.5,5.5,5.5),原仓-5.1,新仓0.0,交易5.2。YTD -$65.9K,-10.1%。现账户资金628.1K,杠杆1.39,净仓0,波动率0.53%(0.49%~1.85%),风险较低。

   本周股市继续上涨,在创下新高后收盘略有回落。空仓确实建早了,还好没有满仓,通过交易完全弥补做空股市所带来的损失。不过在没有更换合约的压力下,账户波动率曾达到1.85%,这是自严格控制波动率以来的最高值。主要原因是YM的最大波幅曾达到9.55,这是自从交易以来从未见过的,账户一度拥有4手YM空仓。目前账户仍持有1手ES-RS,1手ES-YM,1手ZS-ZW空仓,净仓为0,风险较低。

   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 38.91 1.93 6.45 0.00 $628,146 $3,316 0.53% 0.53% 66 12/31/21 17:25 0
39 ZWH22-ZCH22 (0.53) (2.17) (6.15) 0.29 $8,888 $785 0.12% 2.04% 63 12/10/21 01:41 0
38 ZSH22-ZWH22 0.76 1.69 6.87 0.04 $28,475 $1,110 0.18% 1.66% 51 12/28/21 12:16 -1
37 ZSH22-ZCH22 0.75 1.08 12.34 0.26 $37,363 $855 0.14% 1.28% 45 12/28/21 06:47 0
36 ZBH22-6JH22 (2.85) (0.98) 4.33 0.19 $51,344 $1,157 0.18% 0.72% 66 11/26/21 01:05 0
35 YMH22-RSH22 (0.15) 1.11 6.44 0.27 $69,180 $1,815 0.29% 1.62% 73 12/14/21 09:34 0
34 RBG22-HOG22 (2.28) (1.84) (4.23) 0.66 ($4,582) $1,082 0.17% 1.16% 190 12/22/21 20:28 0
33 RBG22-CLG22 (0.89) (3.08) (3.62) 0.60 $17,685 $1,279 0.20% 1.37% 107 12/02/21 21:01 0
32 NQH22-YMH22 2.47 (1.66) 6.22 0.17 $145,340 $4,757 0.76% 1.46% 52 12/28/21 07:43 0
31 NQH22-RSH22 0.07 (1.91) 7.24 0.21 $214,520 $4,500 0.72% 1.38% 58 12/28/21 07:43 0
30 NQH22-ESH22 2.80 (1.82) (5.94) 0.41 $88,555 $3,388 0.54% 1.04% 50 12/17/21 04:16 0
29 HOG22-CLG22 2.41 (2.49) 4.54 0.61 $22,267 $1,215 0.19% 1.24% 126 12/23/21 06:32 0
28 GCG22-SIH22 0.49 1.54 4.48 0.36 $66,275 $1,735 0.28% 1.49% 66 12/01/21 15:23 0
27 ESH22-YMH22 4.36 (2.10) 6.37 0.46 $56,785 $1,622 0.26% 0.68% 81 12/28/21 05:07 -1
26 ESH22-RSH22 5.56 (1.97) 7.55 0.34 $125,965 $1,968 0.31% 0.83% 66 12/29/21 09:51 -1
25 6EH22-6CH22 0.37 1.24 (6.51) 0.01 $63,229 $836 0.13% 0.59% 68 11/16/21 22:42 0
24 6EH22-6AH22 (0.47) 2.40 (5.79) 0.06 $69,664 $786 0.13% 0.55% 76 11/16/21 22:42 0
23 6CH22-HGH22 (0.06) (1.64) 4.46 0.09 ($32,385) $2,200 0.35% 1.97% 71 11/26/21 12:03 0
22 6CH22-6AH22 (1.48) (1.15) 5.38 0.21 $6,435 $461 0.07% 0.63% 90 12/03/21 11:01 0
21 6BH22-6CH22 (2.07) (3.35) (6.28) (0.04) $5,348 $549 0.09% 0.65% 64 12/08/21 10:00 0
20 6BH22-6AH22 (2.87) 1.47 (6.91) 0.10 $11,783 $523 0.08% 0.72% 81 12/09/21 01:40 0
19 ZWH22 (0.41) (2.09) 5.37 0.00 $38,513 $1,099 0.17% 2.85% 55 11/11/21 10:38 1
18 ZSH22 0.79 1.13 (6.62) 0.00 $66,988 $1,152 0.18% 1.72% 51 11/09/21 11:30 -1
17 ZCH22 0.54 (1.15) (4.62) 0.00 $29,625 $568 0.09% 1.92% 59 11/30/21 09:57 0
16 ZBH22 (2.86) 2.11 5.19 0.00 $159,969 $1,420 0.23% 0.89% 50 11/26/21 03:24 0
15 YMH22 (5.37) 1.04 9.55 0.00 $181,290 $2,104 0.33% 1.16% 62 12/30/21 09:38 1
14 SIH22 (0.62) 2.82 (6.16) 0.00 $116,775 $2,728 0.43% 2.34% 58 11/23/21 11:30 0
13 RSH22 (4.56) 1.03 6.84 0.00 $112,110 $2,500 0.40% 2.23% 64 12/28/21 10:04 1
12 RBG22 (1.32) (2.24) (7.92) 0.00 $93,135 $3,190 0.51% 3.42% 53 11/26/21 13:41 0
11 NQH22 (2.48) (1.70) 7.28 0.00 $326,630 $5,711 0.91% 1.75% 57 12/28/21 07:43 0
10 NGG22 (3.02) 1.73 (6.92) 0.00 $37,600 $2,805 0.45% 7.46% 54 11/30/21 11:03 0
9 HOG22 2.64 (2.15) (8.39) 0.00 $97,717 $3,108 0.49% 3.18% 57 11/26/21 13:44 0
8 HGH22 (0.03) 1.93 (4.64) 0.00 $111,500 $2,420 0.39% 2.17% 69 11/26/21 13:39 0
7 GCG22 (1.13) 3.79 (7.79) 0.00 $183,050 $2,202 0.35% 1.20% 50 11/23/21 11:58 0
6 ESH22 5.86 (1.54) 7.55 0.00 $238,075 $2,980 0.47% 1.25% 62 12/30/21 10:26 -2
5 CLG22 (0.98) (1.67) (7.60) 0.00 $75,450 $2,825 0.45% 3.74% 53 11/26/21 11:55 0
4 6JH22 1.25 (1.65) 5.52 0.00 $108,625 $627 0.10% 0.58% 59 11/26/21 03:23 0
3 6EH22 (0.07) 2.45 (8.98) 0.00 $142,344 $841 0.13% 0.59% 62 11/16/21 22:42 0
2 6CH22 (0.99) 5.02 6.51 0.00 $79,115 $472 0.08% 0.60% 47 12/08/21 10:00 0
1 6BH22 (2.53) 1.97 (6.29) 0.00 $84,463 $526 0.08% 0.62% 56 11/05/21 06:49 0
0 6AH22 1.46 1.12 6.64 0.00 $72,680 $581 0.09% 0.80% 56 12/09/21 01:40 0
               
               
               
               
               
               
                         
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