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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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帕努奇交易记第二周:1.4%, 年-0.6%

(2022-01-14 14:58:56) 下一个

  第二周交易38次共66手,盈利8.7K,1.4%(5.3,4.1,-7.7,4.9,2.2),原仓2.5,新仓-1.4,交易7.6。YTD -$3.9K,-0.6%。现账户资金624.3K,杠杆3.26,净仓2,波动率1.23%(0.99%~1.63%),风险较高。

   本周股市上下波动,非常适合于交易。账户顺利减仓并且盈利。其实有机会将上周的损失完全弥补。目前账户持有2手RB-HO,2手ZB,1手ZW-ZC多仓与1手ES-RS,2手YM-RS,3手ZS-ZW空仓,净仓为2,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
45 PTF 39.44 2.22 6.23 0.00 $624,262 $7,695 1.23% 1.23% 30.1 01/14 17:56 2
44 ZWH22-ZCH22 (1.09) (3.08) (6.80) 0.25 $7,238 $812 0.13% 2.19% 21 01/07 04:41 1
43 ZSH22-ZWH22 1.63 (1.19) 6.86 0.06 $31,350 $1,112 0.18% 1.62% 34 12/28 12:16 -3
42 ZSH22-ZCH22 1.50 (2.10) 5.31 0.29 $38,588 $843 0.14% 1.23% 37 12/20 12:39 0
41 ZBH22-6JH22 (3.15) (3.09) (4.59) 0.18 $45,594 $1,153 0.18% 0.74% 28 01/03 16:00 0
40 YMH22-RSH22 0.64 (2.20) 6.43 0.31 $71,115 $1,818 0.29% 1.68% 33 12/14 09:34 -2
39 RBH22-HOH22 (2.42) 1.74 (4.97) 0.62 ($6,741) $1,153 0.18% 1.13% 38 01/07 03:02 0
38 RBG22-HOG22 (2.42) 2.53 (6.20) 0.66 ($8,946) $1,079 0.17% 1.06% 34 01/07 02:09 2
37 RBH22-CLH22 (1.15) (1.42) 3.83 0.59 $18,266 $1,240 0.20% 1.22% 35 11/28 18:14 0
36 NQH22-YMH22 1.30 2.14 5.73 0.21 $133,090 $5,169 0.83% 1.65% 30 12/28 07:43 0
35 NQH22-RSH22 (0.17) 1.83 6.71 0.25 $204,205 $4,856 0.78% 1.55% 26 12/28 07:43 0
34 NQH22-ESH22 2.07 2.00 (5.36) 0.42 $79,135 $3,748 0.60% 1.20% 35 12/17 04:16 0
33 HOH22-CLH22 2.32 (2.45) 4.50 0.58 $25,007 $1,258 0.20% 1.16% 38 01/06 06:38 0
32 HOG22-CLG22 2.32 (3.11) 5.23 0.60 $26,480 $1,233 0.20% 1.11% 26 01/05 14:08 0
31 GCG22-SIH22 0.37 (1.06) 4.81 0.38 $66,780 $1,617 0.26% 1.41% 34 12/01 15:23 0
30 ESH22-YMH22 3.74 1.54 (6.94) 0.47 $53,955 $1,703 0.27% 0.73% 22 01/05 23:43 0
29 ESH22-RSH22 6.26 1.15 7.62 0.40 $125,070 $1,950 0.31% 0.84% 28 12/29 09:51 -1
28 6EH22-6CH22 0.01 (1.50) (5.57) 0.07 $63,178 $817 0.13% 0.57% 37 11/16 22:42 0
27 6EH22-6AH22 (0.61) 3.35 4.72 0.11 $70,708 $779 0.12% 0.55% 36 11/26 03:31 0
26 6CH22-HGH22 (0.26) 4.17 (4.88) 0.13 ($31,090) $2,132 0.34% 1.92% 28 01/12 08:53 0
25 6CH22-6AH22 (0.87) 2.80 5.91 0.25 $7,530 $443 0.07% 0.61% 39 01/07 08:32 0
24 6BH22-6CH22 (1.59) 1.14 (6.78) 0.01 $5,778 $508 0.08% 0.64% 34 12/08 10:00 0
23 6BH22-6AH22 (2.05) 1.56 (7.60) 0.19 $13,308 $475 0.08% 0.66% 44 12/09 01:40 0
22 ZWH22 (1.13) (3.01) (5.06) 0.00 $37,138 $1,088 0.17% 2.93% 27 11/30 09:57 4
21 ZSH22 1.51 (1.18) 5.02 0.00 $68,488 $1,186 0.19% 1.73% 35 12/23 01:34 -3
20 ZCH22 0.43 2.34 (4.72) 0.00 $29,900 $556 0.09% 1.86% 37 11/30 09:57 -1
19 ZBH22 (3.18) (2.27) (5.88) 0.00 $155,094 $1,403 0.22% 0.90% 24 01/04 11:44 2
18 YMH22 (4.89) 1.40 8.87 0.00 $179,245 $2,270 0.36% 1.27% 30 12/30 09:38 -2
17 SIH22 (0.44) (1.89) (5.31) 0.00 $114,950 $2,597 0.42% 2.26% 25 11/23 11:30 0
16 RSH22 (5.10) 1.54 6.47 0.00 $108,130 $2,644 0.42% 2.44% 33 12/28 10:04 3
15 RBH22 (1.53) 4.42 (8.22) 0.00 $101,896 $3,020 0.48% 2.96% 20 11/26 13:42 0
14 RBG22 (1.53) 4.30 (8.05) 0.00 $101,804 $3,138 0.50% 3.08% 20 11/26 13:41 2
13 NQH22 (3.01) 1.26 6.39 0.00 $312,335 $6,504 1.04% 2.08% 32 12/28 07:43 0
12 NGG22 (2.66) 1.29 (7.07) 0.00 $42,280 $2,742 0.44% 6.49% 28 11/30 11:03 0
11 HOH22 2.58 4.32 (8.57) 0.00 $108,637 $2,984 0.48% 2.75% 20 11/26 13:27 0
10 HOG22 2.58 1.03 (8.41) 0.00 $110,750 $3,101 0.50% 2.80% 26 11/26 13:44 -2
9 HGH22 0.16 (2.68) 5.12 0.00 $110,775 $2,438 0.39% 2.20% 28 01/12 08:53 0
8 GCG22 (0.60) (1.40) (8.24) 0.00 $181,730 $2,082 0.33% 1.15% 24 11/23 11:58 0
7 ESH22 6.02 1.78 6.98 0.00 $233,200 $3,238 0.52% 1.39% 36 12/30 10:26 -1
6 CLH22 (0.72) 1.73 7.74 0.00 $83,630 $2,706 0.43% 3.24% 20 12/28 06:42 0
5 CLG22 (0.72) 1.82 (7.64) 0.00 $84,270 $2,808 0.45% 3.33% 20 11/26 11:55 0
4 6JH22 1.35 (2.33) 5.37 0.00 $109,500 $645 0.10% 0.59% 27 11/26 03:23 0
3 6EH22 (0.45) (2.36) (5.41) 0.00 $142,863 $878 0.14% 0.61% 35 11/16 22:42 0
2 6CH22 (0.99) (2.44) 5.95 0.00 $79,685 $516 0.08% 0.65% 24 12/08 10:00 0
1 6BH22 (1.99) (2.25) 5.96 0.00 $85,463 $495 0.08% 0.58% 35 12/23 07:04 0
0 6AH22 0.70 (3.90) 6.55 0.00 $72,155 $590 0.09% 0.82% 33 12/09 01:40 0
               
                         
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