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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49周:-2.9%, 年-13.0%

(2021-12-10 14:53:59) 下一个

  第49周交易22次共32手,亏损18.5K(-7.8,-6.5,2.3,  3.0,-9.5),-2.9%。原仓-13.3,新仓-6.7,交易1.8。YTD -$84.9K,-13.0%。现账户资金609.2K,杠杆3.58,净仓1,波动率1.66%(1.00%~1.66%),风险极高。

   新变种病毒似乎影响不大,本周股市暴涨,给账户造成10个月以来的最大损失。亏损主要来自做空股市与做多天然气。由于市场变化不利,未能实现减仓,交易次数很少。目前账户持有1手NG多仓和3手ES-RS,3手ES-YM,2手YM-RS空仓。由于更换合约尚未完成,1.66%的波动率也是近10个月以来的最大值。风险极高。

   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 6AH22 2.34 1.84 7.4 0.00 $71,755 $522 1 0.73% 56 12/9/2021 1:40 0
1 6BH22 -3.48 2.13 -6.63 0.00 $82,856 $500 1 0.60% 59 11/5/2021 6:49 0
2 6CH22 -1.18 -1.43 6.01 0.00 $78,590 $448 1 0.57% 61 12/7/2021 10:51 0
3 6EH22 0.31 1.68 -9.59 0.00 $141,794 $788 1 0.56% 63 11/16/2021 22:42 0
4 6JH22 1.59 1.71 5.34 0.00 $110,356 $649 1 0.59% 61 11/26/2021 3:23 0
5 CLF22 -1.69 1.4 5.33 0.00 $71,960 $2,773 1 3.85% 66 12/7/2021 11:03 0
6 ESZ21 6.41 1.55 6.38 0.00 $235,613 $2,647 1 1.12% 71 12/8/2021 6:55 -3
7 ESH22 6.41 1.58 6.49 0.00 $235,238 $2,595 1 1.10% 73 12/8/2021 6:55 -3
8 GCG22 -1.92 1.81 -7.6 0.00 $178,310 $2,257 1 1.27% 58 11/23/2021 11:58 0
9 HGH22 -0.43 -1.95 7.57 0.00 $107,350 $2,912 1 2.71% 59 10/15/2021 9:22 0
10 HOF22 3.5 1.12 -8.65 0.00 $94,966 $3,056 1 3.22% 68 11/26/2021 13:44 0
11 NGF22 -3.71 1.38 -6.16 0.00 $38,880 $3,334 1 8.58% 57 11/30/2021 11:03 1
12 NQH22 -2.28 1.53 7.08 0.00 $326,480 $4,843 1 1.48% 63 10/20/2021 10:33 0
13 RBF22 -1.05 1.33 5.4 0.00 $89,985 $3,128 1 3.48% 72 12/8/2021 5:10 0
14 RSZ21 -4.99 -2.05 7.59 0.00 $110,505 $2,300 1 2.08% 67 11/4/2021 10:16 2
15 RSH22 -4.99 -2.19 8.11 0.00 $110,365 $2,137 1 1.94% 69 11/4/2021 10:12 3
16 SIH22 -1.04 1.46 -5.93 0.00 $111,075 $2,834 1 2.55% 67 11/23/2021 11:30 0
17 YMZ21 -6.25 1.35 6.18 0.00 $179,905 $1,975 1 1.10% 77 10/17/2021 18:07 1
18 YMH22 -6.25 1.42 6.57 0.00 $179,440 $1,834 1 1.02% 80 10/17/2021 20:43 0
19 ZBH22 -2.89 -1.2 5.58 0.00 $161,313 $1,355 1 0.84% 49 10/28/2021 9:34 0
20 ZCH22 0.83 -1.16 4.88 0.00 $29,525 $584 1 1.98% 56 10/19/2021 10:42 0
21 ZSF22 -0.03 2.32 -6.9 0.00 $63,413 $1,144 1 1.80% 58 11/9/2021 11:43 0
22 ZWH22 0.24 1.96 5.84 0.00 $39,188 $1,010 1 2.58% 55 11/11/2021 10:38 0
23 6BH22-6AH22 -4.05 1.32 -6.48 (0.07) $11,101 $558 1 0.78% 67 12/9/2021 1:40 0
24 6BH22-6CH22 -2.85 3.25 -5.95 (0.16) $4,266 $579 1 0.70% 59 12/8/2021 10:00 0
25 6CH22-6AH22 -2.21 -2.56 5.38 0.12 $6,835 $461 1 0.64% 99 12/3/2021 11:01 0
26 6CH22-HGH22 0.3 1.37 -7.67 0.06 ($28,760) $2,730 1 2.54% 61 10/15/2021 9:22 0
27 6EH22-6AH22 -0.36 1.42 -5.81 0.01 $70,039 $783 1 0.55% 69 11/16/2021 22:42 0
28 6EH22-6CH22 0.8 1.99 -6.69 (0.03) $63,204 $813 1 0.57% 61 11/16/2021 22:42 0
29 ESZ21-RSZ21 5.8 5.81 6.15 0.37 $125,108 $1,669 1 0.71% 54 10/15/2021 16:43 -1
30 ESZ21-YMZ21 5.15 1.37 7.39 0.54 $55,708 $1,219 1 0.52% 62 11/22/2021 10:35 -2
31 ESH22-RSH22 5.8 4.98 6.26 0.25 $124,873 $1,946 1 0.83% 81 10/17/2021 18:09 -2
32 ESH22-YMH22 5.15 1.48 5.98 0.38 $55,798 $1,597 1 0.68% 107 11/22/2021 10:42 -1
33 GCG22-SIH22 0.82 -1.27 -4.51 0.31 $67,235 $1,942 1 1.75% 72 10/19/2021 10:19 0
34 HOF22-CLF22 3.26 -1.46 5.2 0.60 $23,006 $1,237 1 1.30% 88 12/9/2021 10:32 0
35 NQH22-ESH22 3.63 1.18 5.93 0.38 $91,243 $3,015 1 0.92% 71 12/8/2021 6:46 0
36 NQH22-RSH22 0.5 1.6 7.33 0.14 $216,115 $4,180 1 1.28% 69 11/22/2021 9:50 0
37 NQH22-YMH22 3.59 1.24 7 0.13 $147,040 $4,225 1 1.29% 61 11/22/2021 10:16 0
38 RBF22-CLF22 -0.47 -1.66 5.04 0.57 $18,025 $1,348 1 1.50% 86 12/9/2021 10:34 0
39 RBF22-HOF22 -2.46 1.48 -3.41 0.65 ($4,981) $1,098 1 1.22% 141 10/12/2021 1:50 0
40 YMZ21-RSZ21 -0.45 6.82 6.82 0.34 $69,400 $1,518 1 1.37% 57 12/10/2021 16:48 -1
41 YMH22-RSH22 -0.45 5.97 5.97 0.18 $69,075 $1,751 1 1.59% 86 12/10/2021 16:48 -1
42 ZBH22-6JH22 -3.08 -1.04 6.81 0.11 $50,956 $1,200 1 0.74% 55 10/15/2021 8:30 0
43 ZSF22-ZCH22 -0.05 2.78 -6.76 0.29 $33,888 $817 1 1.29% 64 11/9/2021 8:00 0
44 ZSF22-ZWH22 -0.13 -1.14 -5.87 0.12 $24,225 $1,010 1 1.59% 63 11/9/2021 4:03 0
45 ZWH22-ZCH22 -0.11 2.63 -7.06 0.32 $9,663 $684 1 1.74% 71 12/10/2021 1:41 0
46 PTF 46.13 -4.69 -7.54 0.00 $609,209 $10,113 1 1.66% 58 11/19/2021 12:11 1
                         
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