第七周交易27次共45手,盈利1.1K,0.2%(-0.7,-0.1,-1.1,2.5,0.5),原仓-4.3,新仓0.1,交易5.4。YTD -8.3K,-1.3%。现账户资金619.8K,杠杆0.82,净仓0,波动率0.47%(0.40%~1.51%),风险较低。
本周股市下跌,但波动并不大。市场因乌克兰形势而处于观望期。目前账户持有1手CLJ-CLK,1手ES-RS,1手ZW-ZC多仓。1手ZS-ZW空仓。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 |
42 | PTF | 30.24 | 1.62 | 5.85 | 0.00 | $619,831 | $2,940 | 0.47% | 0.47% | 82.3 | 02/18 17:10 | 0 |
41 | CLJ22-CLK22 | 0.00 | (1.41) | 3.87 | 0.84 | $1,620 | $398 | 0.06% | 0.44% | 465 | 02/11 13:56 | 1 |
40 | ZWK22-ZCK22 | (0.09) | (1.74) | (5.95) | 0.24 | $7,350 | $835 | 0.13% | 2.09% | 58 | 01/27 14:15 | 1 |
39 | ZSK22-ZWK22 | 1.72 | 1.31 | 8.14 | 0.07 | $40,163 | $1,391 | 0.22% | 1.74% | 64 | 01/28 10:08 | -1 |
38 | ZSK22-ZCK22 | 2.17 | (1.13) | 6.92 | 0.26 | $47,513 | $1,102 | 0.18% | 1.37% | 65 | 12/28 06:47 | 0 |
37 | ZBM22-6JH22 | (2.81) | 2.59 | (4.23) | 0.00 | $45,931 | $1,364 | 0.22% | 0.88% | 61 | 01/03 16:58 | 0 |
36 | YMH22-RSH22 | 1.56 | (1.25) | 6.26 | 0.41 | $69,810 | $1,691 | 0.27% | 0.99% | 65 | 01/27 12:05 | 0 |
35 | RBJ22-HOJ22 | 0.72 | (1.44) | 4.21 | 0.61 | $2,743 | $1,064 | 0.17% | 0.92% | 206 | 02/07 19:36 | 0 |
34 | RBJ22-CLJ22 | 0.57 | 1.92 | 3.54 | 0.59 | $27,987 | $1,074 | 0.17% | 0.91% | 150 | 02/10 14:03 | 0 |
33 | NQH22-YMH22 | (1.54) | 1.03 | (5.84) | 0.28 | $109,780 | $5,744 | 0.93% | 2.05% | 67 | 01/06 07:45 | 0 |
32 | NQH22-RSH22 | (1.02) | 1.19 | (5.87) | 0.28 | $179,590 | $5,760 | 0.93% | 2.06% | 61 | 01/24 12:18 | 0 |
31 | NQH22-ESH22 | (0.95) | (3.57) | (6.01) | 0.50 | $62,663 | $4,005 | 0.65% | 1.43% | 60 | 01/06 07:48 | 0 |
30 | HOJ22-CLJ22 | (0.36) | 1.53 | 4.98 | 0.58 | $25,245 | $1,148 | 0.19% | 0.99% | 140 | 01/27 22:18 | 0 |
29 | HGK22-SIK22 | 1.27 | (1.61) | 5.28 | (0.05) | ($7,000) | $2,760 | 0.45% | 2.30% | 82 | 01/27 11:02 | 0 |
28 | GCJ22-SIK22 | 0.86 | 1.14 | (5.61) | 0.30 | $70,080 | $1,834 | 0.30% | 1.53% | 79 | 01/19 05:59 | 0 |
27 | ESH22-YMH22 | 1.54 | 1.12 | (6.36) | 0.56 | $47,118 | $1,858 | 0.30% | 0.86% | 61 | 01/05 23:43 | 0 |
26 | ESH22-RSH22 | 4.85 | (0.99) | (7.21) | 0.46 | $116,928 | $2,291 | 0.37% | 1.05% | 66 | 01/24 12:13 | 1 |
25 | 6EH22-6CH22 | (0.48) | (1.50) | 7.06 | 0.13 | $63,160 | $783 | 0.13% | 0.55% | 55 | 02/04 06:58 | 0 |
24 | 6EH22-6AH22 | (0.90) | (1.52) | 9.08 | 0.19 | $69,815 | $723 | 0.12% | 0.51% | 51 | 02/04 06:58 | 0 |
23 | 6CH22-6AH22 | 0.25 | (1.46) | 5.98 | 0.33 | $6,655 | $438 | 0.07% | 0.61% | 75 | 01/07 08:32 | 0 |
22 | 6BH22-6CH22 | (0.30) | 1.66 | (4.34) | 0.15 | $6,566 | $437 | 0.07% | 0.56% | 77 | 01/18 08:03 | 0 |
21 | 6BH22-6AH22 | (0.17) | 1.35 | 5.78 | 0.33 | $13,221 | $440 | 0.07% | 0.61% | 82 | 01/07 08:41 | 0 |
20 | ZWK22 | (0.16) | (1.50) | 5.81 | 800.25 | $40,013 | $1,102 | 0.18% | 2.75% | 52 | 01/20 01:47 | 2 |
19 | ZSK22 | 2.21 | 1.71 | 7.04 | 1,603.50 | $80,175 | $1,495 | 0.24% | 1.86% | 58 | 12/28 06:47 | -1 |
18 | ZCK22 | (0.08) | 2.24 | 5.12 | 653.25 | $32,663 | $615 | 0.10% | 1.88% | 59 | 02/10 10:31 | -1 |
17 | ZBM22 | (3.30) | 2.51 | (6.20) | 154'210 | $154,656 | $1,370 | 0.22% | 0.89% | 57 | 01/04 11:45 | 0 |
16 | YMH22 | (2.34) | (1.14) | 7.01 | 34,019.00 | $170,095 | $2,872 | 0.46% | 1.69% | 74 | 12/30 09:38 | 0 |
15 | SIK22 | (0.72) | 1.58 | 5.13 | 24.00 | $120,000 | $2,630 | 0.42% | 2.19% | 60 | 01/13 07:38 | 0 |
14 | RSH22 | (4.00) | (3.05) | 6.16 | 2,005.70 | $100,285 | $2,778 | 0.45% | 2.77% | 74 | 12/28 10:04 | -1 |
13 | RBJ22 | 0.71 | 1.62 | 6.00 | 2.82 | $118,507 | $2,646 | 0.43% | 2.23% | 75 | 01/18 02:45 | 0 |
12 | NQH22 | (3.23) | 1.15 | (5.60) | 13,993.75 | $279,875 | $7,991 | 1.29% | 2.86% | 67 | 01/24 12:18 | 0 |
11 | NGJ22 | 0.19 | (1.96) | 4.24 | 4.39 | $43,920 | $2,269 | 0.37% | 5.17% | 71 | 02/02 08:13 | 0 |
10 | HOJ22 | (0.38) | 1.71 | 6.50 | 2.76 | $115,765 | $2,714 | 0.44% | 2.34% | 79 | 12/23 15:47 | 0 |
9 | HGK22 | 1.58 | (1.13) | 5.05 | 4.52 | $113,000 | $2,454 | 0.40% | 2.17% | 68 | 01/12 08:53 | 0 |
8 | GCJ22 | 1.88 | 1.33 | (5.54) | 1,900.80 | $190,080 | $2,028 | 0.33% | 1.07% | 61 | 01/27 08:57 | 0 |
7 | ESH22 | 3.93 | (0.98) | 6.57 | 4,344.25 | $217,213 | $4,224 | 0.68% | 1.94% | 74 | 12/30 10:26 | 1 |
6 | CLK22 | 0.09 | 1.62 | 6.07 | 88.90 | $88,900 | $2,332 | 0.38% | 2.62% | 75 | 12/23 15:24 | -1 |
5 | CLJ22 | 0.09 | 1.49 | 5.92 | 90.52 | $90,520 | $2,480 | 0.40% | 2.74% | 75 | 12/23 15:24 | 1 |
4 | 6JH22 | 0.69 | (1.54) | (6.10) | 0.01 | $108,725 | $592 | 0.10% | 0.54% | 55 | 01/28 03:03 | 0 |
3 | 6EH22 | (1.29) | (1.94) | 5.79 | 1.13 | $141,575 | $896 | 0.14% | 0.63% | 57 | 02/04 06:58 | 0 |
2 | 6CH22 | (1.73) | (2.05) | (5.96) | 0.78 | $78,415 | $517 | 0.08% | 0.66% | 62 | 01/24 11:49 | 0 |
1 | 6BH22 | (0.75) | (1.66) | 5.90 | 1.36 | $84,981 | $504 | 0.08% | 0.59% | 60 | 12/23 10:21 | 0 |
0 | 6AH22 | (0.99) | (1.86) | (5.58) | 0.72 | $71,760 | $658 | 0.11% | 0.92% | 54 | 01/24 10:11 | 0 |