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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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帕努奇交易记第八周:-2.9%, 年-4.2%

(2022-02-25 17:30:37) 下一个

  第八周交易60次共118手,亏损17.9K,-2.9%(0.1,1.6,-5.0,-19.7,5.2),原仓7.2,新仓0.5,交易-25.1。YTD -26.2K,-4.2%。现账户资金601.9K,杠杆1.06,净仓0,波动率1.01%(0.41%~1.56%),风险正常。

   本周股市因俄罗斯打乌克兰而剧烈波动。所持的玉米与小麦期货先后出现了涨停与跌停的情况,但大豆交易继续。在单边期货出现涨停与跌停时,我所采用的配对交易方法已无法进行。其实我本可停止交易,涨停与跌停板因为配对在解封后都不会有太大影响,可我却继续进行大豆单边交易。结果因暴涨暴跌,两面挨抽给账户造成巨额损失!本周若不是因为错误操作本应大赚。账户已卖掉期指仓位,新开了一手6C-6A。目前账户持有1手6C-6A,4手ZS-ZW多仓。风险正常。

   但愿经过此次风波后我对风险的认识有所提高。

   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
42 PTF 29.42 2.15 5.94 0.00 $601,906 $6,058 1.01% 1.01% 81.1 02/25 20:00 0
41 CLJ22-CLK22 0.00 1.17 3.93 0.86 $1,780 $392 0.07% 0.43% 349 02/11 13:56 0
40 ZWK22-ZCK22 1.13 (3.54) (5.54) 0.25 $10,213 $898 0.15% 2.09% 71 01/27 14:15 -2
39 ZSK22-ZWK22 0.33 (1.08) 7.50 0.08 $36,175 $1,510 0.25% 1.91% 61 01/28 10:08 2
38 ZSK22-ZCK22 1.09 1.08 5.19 0.29 $46,388 $1,161 0.19% 1.47% 84 01/20 13:58 2
37 ZBM22-6JH22 (2.71) 1.51 (4.11) 0.02 $46,119 $1,404 0.23% 0.91% 66 01/03 16:58 0
36 YMH22-RSH22 0.73 4.14 6.20 0.43 $68,045 $1,707 0.28% 1.00% 62 01/27 12:05 0
35 RBJ22-HOJ22 1.04 (2.15) 4.18 0.63 $2,927 $1,074 0.18% 0.91% 198 02/07 19:36 0
34 RBJ22-CLJ22 1.21 (1.97) 3.46 0.62 $29,184 $1,097 0.18% 0.91% 151 02/10 14:03 0
33 NQH22-YMH22 (0.59) 1.09 (5.46) 0.28 $113,770 $6,148 1.02% 2.17% 66 01/06 07:45 0
32 NQH22-RSH22 (1.11) 1.40 (5.50) 0.28 $181,815 $6,151 1.02% 2.17% 62 01/24 12:18 0
31 NQH22-ESH22 (0.36) 1.00 (5.65) 0.50 $64,730 $4,258 0.71% 1.50% 66 01/06 07:48 0
30 HOJ22-CLJ22 (0.06) 1.14 4.97 0.61 $26,256 $1,152 0.19% 0.97% 136 01/27 22:18 0
29 HGK22-SIK22 0.83 (1.52) (5.26) (0.05) ($9,450) $2,953 0.49% 2.43% 77 02/24 05:24 0
28 GCJ22-SIK22 0.63 (2.85) (5.38) 0.32 $67,385 $1,913 0.32% 1.57% 87 01/19 05:59 0
27 ESH22-YMH22 2.39 1.32 6.92 0.54 $49,040 $1,997 0.33% 0.91% 60 02/02 07:56 0
26 ESH22-RSH22 4.40 3.50 (6.90) 0.45 $117,085 $2,394 0.40% 1.09% 68 01/24 12:13 0
25 6EH22-6CH22 (0.03) 2.01 7.00 0.17 $62,208 $790 0.13% 0.56% 57 02/04 06:58 0
24 6EH22-6AH22 (0.61) 2.70 9.08 0.24 $68,613 $722 0.12% 0.51% 53 02/04 06:58 0
23 6CH22-6AH22 (0.15) 2.23 6.08 0.36 $6,405 $431 0.07% 0.60% 78 01/07 08:32 1
22 6BH22-6CH22 (1.08) (3.09) 6.14 0.17 $5,064 $442 0.07% 0.56% 73 02/03 07:00 0
21 6BH22-6AH22 (1.14) 1.31 5.53 0.31 $11,469 $460 0.08% 0.64% 82 01/07 08:41 0
20 ZWK22 1.22 (3.40) 10.23 859.75 $42,988 $1,192 0.20% 2.77% 53 02/23 22:42 -4
19 ZSK22 1.09 (3.07) 6.97 1,583.25 $79,163 $1,635 0.27% 2.07% 59 02/23 23:01 4
18 ZCK22 (0.35) (1.75) 7.11 655.50 $32,775 $672 0.11% 2.05% 73 02/23 23:02 0
17 ZBM22 (3.18) 1.05 (5.92) 154'120 $154,375 $1,435 0.24% 0.93% 67 01/04 11:45 0
16 YMH22 (3.04) 4.11 (5.39) 33,997.00 $169,985 $3,017 0.50% 1.77% 76 02/24 02:30 0
15 SIK22 (0.53) 1.44 6.82 24.33 $121,625 $2,814 0.47% 2.31% 51 01/20 12:47 0
14 RSH22 (3.33) 2.55 4.55 2,038.80 $101,940 $2,875 0.48% 2.82% 78 02/01 09:36 0
13 RBJ22 1.29 (2.20) 5.53 2.88 $121,124 $2,874 0.48% 2.37% 73 01/18 02:45 0
12 NQH22 (3.00) 1.57 5.45 14,187.75 $283,755 $8,565 1.42% 3.02% 66 02/02 07:26 0
11 NGJ22 0.08 (2.44) 4.04 4.48 $44,840 $2,380 0.40% 5.31% 78 02/02 08:13 0
10 HOJ22 (0.15) 1.60 5.28 2.81 $118,196 $2,936 0.49% 2.48% 78 01/18 02:59 0
9 HGK22 0.94 (1.39) 4.95 4.49 $112,175 $2,507 0.42% 2.23% 65 01/12 08:53 0
8 GCJ22 1.49 (2.15) (7.56) 1,890.10 $189,010 $2,257 0.38% 1.19% 57 02/24 15:07 0
7 ESH22 4.09 3.50 5.88 4,380.50 $219,025 $4,365 0.73% 1.99% 80 02/02 15:55 0
6 CLK22 (0.33) 1.62 6.52 90.16 $90,160 $2,573 0.43% 2.85% 72 01/19 11:54 0
5 CLJ22 (0.33) 1.65 6.47 91.94 $91,940 $2,733 0.45% 2.97% 78 01/19 11:54 0
4 6JH22 0.67 (1.87) (5.95) 0.01 $108,256 $607 0.10% 0.56% 60 01/28 03:03 0
3 6EH22 (0.81) 2.80 5.49 1.13 $140,938 $946 0.16% 0.67% 59 02/04 06:58 0
2 6CH22 (1.74) 2.87 (5.81) 0.79 $78,730 $530 0.09% 0.67% 66 01/24 11:49 1
1 6BH22 (1.59) 1.25 (8.28) 1.34 $83,794 $519 0.09% 0.62% 56 02/24 11:00 0
0 6AH22 (0.50) 4.13 (5.47) 0.72 $72,325 $671 0.11% 0.93% 53 01/24 10:11 -1
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