第20周交易7次共11手,盈利2.9K,0.6%(-0.3,0.5,0.7,0.7,1.2)YTD -142.2K,-22.6%。现账户资金485.9K,杠杆0.60,净仓0,波动率0.46%(0.00%~1.19%),风险正常。
本周因为送女儿去加州做Intern,顺便游玩一下旧金山地区,故没做多少交易。账户仅持有1手GC-SI多仓,风险正常。
下面是账户交易与持仓详细情况,
SID | Contract/Pair | RV | WV | WM | PE | MV | ATR | PV% | V% | WN | DateTime | Pos |
40 | PTF | 34.12 | 1.82 | 5.87 | - | $485,866 | $2,196 | 0.45% | 0.45% | 64.8 | 05/20 17:00 | 0 |
39 | ZWN22-ZCN22 | 3.47 | (3.84) | 4.75 | 13.58% | $19,613 | $1,870 | 0.38% | 3.20% | 67 | 05/12 23:25 | 0 |
38 | ZSN22-ZWN22 | (2.44) | 2.33 | 5.57 | 4.78% | $26,763 | $2,061 | 0.42% | 3.52% | 84 | 04/21 12:49 | 0 |
37 | ZSN22-ZCN22 | (0.87) | 4.42 | (6.09) | 23.87% | $46,375 | $1,301 | 0.27% | 1.52% | 60 | 04/01 06:59 | 0 |
36 | ZBU22-6JM22 | (1.53) | 1.80 | (5.19) | 5.97% | $42,919 | $1,705 | 0.35% | 1.21% | 58 | 04/06 14:03 | 0 |
35 | YMM22-RSM22 | 0.08 | 1.36 | (6.83) | 47.24% | $67,630 | $1,687 | 0.35% | 1.08% | 59 | 05/19 13:13 | 0 |
34 | RBM22-HOM22 | 4.90 | 1.41 | 6.11 | 34.33% | $4,276 | $5,168 | 1.06% | 3.29% | 73 | 05/12 10:39 | 0 |
33 | RBM22-CLN22 | 4.07 | 1.24 | 6.56 | 54.25% | $50,859 | $2,994 | 0.62% | 1.86% | 83 | 05/13 08:43 | 0 |
32 | NQM22-YMM22 | (2.00) | 1.29 | (4.20) | 30.16% | $80,555 | $5,860 | 1.21% | 2.48% | 83 | 04/06 12:30 | 0 |
31 | NQM22-RSM22 | (1.39) | 1.59 | (5.00) | 27.82% | $148,185 | $6,056 | 1.25% | 2.56% | 77 | 04/25 07:19 | 0 |
30 | NQM22-ESM22 | (2.62) | 1.12 | (4.44) | 51.14% | $41,660 | $4,099 | 0.84% | 1.73% | 77 | 04/06 12:46 | 0 |
29 | HOM22-CLN22 | (2.47) | (1.78) | (5.44) | 33.01% | $46,583 | $5,272 | 1.09% | 3.36% | 65 | 05/06 10:03 | 0 |
28 | HGN22-SIN22 | 1.47 | 1.88 | 5.93 | 8.30% | ($1,288) | $3,131 | 0.64% | 2.88% | 79 | 03/29 09:06 | 0 |
27 | GCQ22-SIN22 | 1.71 | 1.74 | (6.63) | 35.18% | $76,305 | $2,213 | 0.46% | 2.03% | 72 | 05/17 05:12 | 1 |
26 | ESM22-YMM22 | (0.13) | 1.58 | (4.92) | 59.69% | $38,895 | $1,909 | 0.39% | 0.98% | 66 | 04/25 09:46 | 0 |
25 | ESM22-RSM22 | 0.16 | 1.97 | (6.59) | 45.54% | $106,525 | $2,579 | 0.53% | 1.32% | 68 | 04/25 11:49 | 0 |
24 | 6EM22-6CM22 | (0.43) | (1.42) | (6.13) | 13.23% | $54,269 | $1,011 | 0.21% | 0.76% | 62 | 04/06 02:13 | 0 |
23 | 6EM22-6AM22 | (0.73) | (1.41) | (7.78) | 13.88% | $61,724 | $1,003 | 0.21% | 0.76% | 53 | 04/06 03:12 | 0 |
22 | 6CM22-6AM22 | 0.38 | (1.50) | 4.86 | 36.28% | $7,455 | $568 | 0.12% | 0.81% | 83 | 05/12 09:38 | 0 |
21 | 6BM22-6CM22 | (1.25) | 1.66 | (5.78) | 17.53% | $206 | $599 | 0.12% | 0.77% | 64 | 03/28 08:51 | 0 |
20 | 6BM22-6AM22 | (0.81) | 1.52 | (5.18) | 23.49% | $7,661 | $682 | 0.14% | 0.97% | 64 | 03/28 08:39 | 0 |
19 | ZWN22 | 4.01 | (1.66) | 4.72 | 1,170.50 | $58,525 | $2,164 | 0.45% | 3.70% | 75 | 04/12 06:50 | 0 |
18 | ZSN22 | (0.84) | 2.85 | (5.60) | 1,705.75 | $85,288 | $1,708 | 0.35% | 2.00% | 58 | 04/03 21:17 | 0 |
17 | ZCN22 | (0.34) | (1.71) | 5.69 | 778.25 | $38,913 | $875 | 0.18% | 2.25% | 73 | 04/19 02:24 | 0 |
16 | ZBU22 | (2.78) | 2.00 | (5.82) | 140'240 | $140,750 | $1,813 | 0.37% | 1.29% | 44 | 04/06 06:44 | 0 |
15 | YMM22 | 0.07 | 2.03 | (6.74) | 31,241.00 | $156,205 | $3,198 | 0.66% | 2.05% | 71 | 04/25 11:53 | 0 |
14 | SIN22 | (1.33) | (1.36) | (5.98) | 21.77 | $108,825 | $3,414 | 0.70% | 3.14% | 53 | 03/29 08:51 | -1 |
13 | RSM22 | (0.09) | 1.70 | (5.83) | 1,771.50 | $88,575 | $2,674 | 0.55% | 3.02% | 55 | 04/25 11:53 | 0 |
12 | RBM22 | 4.60 | (1.46) | (6.61) | 3.84 | $161,209 | $6,544 | 1.35% | 4.06% | 53 | 05/19 06:00 | 0 |
11 | NQM22 | (1.62) | 1.67 | (5.21) | 11,838.00 | $236,760 | $8,390 | 1.73% | 3.54% | 63 | 04/25 07:19 | 0 |
10 | NGN22 | 3.98 | 1.26 | (6.93) | 8.15 | $81,490 | $4,944 | 1.02% | 6.07% | 54 | 05/10 08:48 | 0 |
9 | HOM22 | (3.01) | 3.14 | 5.19 | 3.74 | $156,933 | $7,870 | 1.62% | 5.01% | 58 | 04/13 18:00 | 0 |
8 | HGN22 | 0.83 | (1.27) | (5.72) | 4.30 | $107,538 | $2,710 | 0.56% | 2.52% | 58 | 05/09 07:27 | 0 |
7 | GCQ22 | 3.85 | (1.18) | (4.65) | 1,851.30 | $185,130 | $2,849 | 0.59% | 1.54% | 57 | 05/02 09:50 | 1 |
6 | ESM22 | 0.19 | 2.01 | (6.56) | 3,902.00 | $195,100 | $4,736 | 0.97% | 2.43% | 65 | 04/25 11:53 | 0 |
5 | CLN22 | (0.40) | 2.86 | 5.93 | 110.35 | $110,350 | $5,273 | 1.09% | 4.78% | 50 | 04/18 13:07 | 0 |
4 | 6JM22 | (0.72) | (1.81) | (6.28) | 0.01 | $97,831 | $1,058 | 0.22% | 1.08% | 56 | 04/19 18:30 | 0 |
3 | 6EM22 | (1.15) | (1.59) | (7.05) | 1.06 | $132,144 | $1,165 | 0.24% | 0.88% | 64 | 04/27 10:59 | 0 |
2 | 6CM22 | (1.56) | (1.84) | (6.82) | 0.78 | $77,875 | $586 | 0.12% | 0.75% | 65 | 04/25 11:53 | 0 |
1 | 6BM22 | (1.57) | 1.00 | (6.73) | 1.25 | $78,081 | $726 | 0.15% | 0.93% | 66 | 04/25 12:02 | 0 |
0 | 6AM22 | (1.17) | (1.52) | (6.92) | 0.70 | $70,420 | $892 | 0.18% | 1.27% | 58 | 04/25 02:59 | 0 |