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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24周:-0.1%, 年-21.8%

(2022-06-17 14:49:26) 下一个

   第24周交易45次共61手,亏损-0.5K,-0.1%(-6.6,-2.2,9.0,-2.5,1.8)YTD -137.0K,-21.8%。现账户资金491.2K,杠杆0.75,净仓1,波动率1.39%(0.00%~2.12%),风险非常高。

   在通货膨胀的压力下,美联储决定加息0.75%,本周股市继续爆跌。账户在期指上建仓过早,产生了-6.4K的巨额亏损,不过亏损基本上被抄底债卷与黄金白银的盈利所弥补。原因是期指的反弹被宣布加息后的第2波大跌所扼杀,债卷和贵金属没有第2波大跌。目前账户持有一手ES,二手ZW-ZC多仓。风险非常高。

   下面是账户交易与持仓详细情况,

Contract  Trade   Vol  P_1 Pos Old New Trading No Fee
ESU22           9          9 0 1 $0 ($3,181) ($3,594) ($6,775)
GCQ22           8          8 0 0 $0 $0 $3,750 $3,750
RSU22           2          2 0 0 $0 $0 $470 $470
SIN22           4          4 0 0 $0 $0 ($2,075) ($2,075)
YMU22           6          6 0 0 $0 $0 ($50) ($50)
ZBU22         14        14 0 0 $0 $0 $4,125 $4,125
ZCN22         10        10 0 (2) $0 $525 ($700) ($175)
ZWN22           8          8 0 2 $0 ($2,050) $2,513 $463
Total         61        61 0 1 $0 ($4,706) $4,439 ($267)
       
       
                 
SID Contract/Pair RV WV WM  PE  MV ATR PV% V% WN DateTime Pos
40 PTF 27.83 1.90 6.07          -   $491,169 $6,808 1.39% 1.39% 70.9 06/17 17:23 1
39 ZWN22-ZCN22 0.60 (3.02) 5.26 17.69% $12,388 $1,689 0.34% 3.27% 63 05/12 23:25 2
38 ZSN22-ZWN22 0.76 2.02 5.41 -3.41% $33,450 $2,121 0.43% 4.11% 63 04/21 12:49 0
37 ZSN22-ZCN22 1.20 (1.41) 5.83 21.04% $45,838 $1,398 0.28% 1.64% 54 06/02 13:18 0
36 ZBU22-6JU22 0.54 1.86 (5.28) 15.89% $41,631 $1,671 0.34% 1.24% 78 06/13 15:28 0
35 YMU22-RSU22 1.93 (1.49) (4.42) 36.77% $66,185 $2,230 0.45% 1.49% 115 06/13 09:30 0
34 RBN22-HON22 (0.98) 1.59 (5.57) 29.02% ($23,419) $4,743 0.97% 2.57% 70 06/15 13:27 0
33 RBN22-CLQ22 2.00 4.74 5.00 37.49% $52,215 $3,904 0.79% 2.42% 75 05/16 08:54 0
32 NQU22-YMU22 1.75 1.54 (5.70) 31.40% $76,515 $6,042 1.23% 2.67% 90 06/14 09:51 0
31 NQU22-RSU22 2.86 1.35 (6.02) 23.37% $142,700 $6,749 1.37% 2.98% 86 06/14 15:18 0
30 NQU22-ESU22 2.16 1.60 (4.67) 52.41% $41,968 $4,192 0.85% 1.85% 96 06/14 09:50 0
29 HON22-CLQ22 3.94 1.08 7.66 30.51% $75,634 $4,644 0.95% 2.52% 63 06/15 12:31 0
28 HGN22-SIN22 (0.09) (3.65) (4.36) 14.41% ($7,863) $2,831 0.58% 2.62% 74 06/12 18:12 0
27 GCQ22-SIN22 (0.20) 1.25 (6.96) 38.78% $76,040 $2,025 0.41% 1.87% 60 05/17 05:12 0
26 ESU22-YMU22 (0.81) 1.03 (6.13) 52.82% $34,548 $2,575 0.52% 1.40% 157 06/14 15:19 0
25 ESU22-RSU22 0.90 1.03 (6.34) 36.38% $100,733 $3,473 0.71% 1.89% 114 06/13 15:51 0
24 6EU22-6CU22 (0.20) (1.70) 5.23 11.13% $55,234 $1,077 0.22% 0.82% 66 05/24 10:31 0
23 6EU22-6AU22 (0.72) 1.21 (4.52) 16.08% $62,634 $1,017 0.21% 0.77% 93 06/13 21:34 0
22 6CU22-6AU22 (0.67) 2.37 4.54 23.75% $7,400 $667 0.14% 0.96% 82 05/06 03:13 0
21 6BU22-6CU22 (0.75) (1.24) 4.96 2.84% ($285) $782 0.16% 1.02% 64 06/16 19:58 0
20 6BU22-6AU22 (1.02) 1.54 (6.50) 10.22% $7,115 $785 0.16% 1.13% 75 05/04 14:44 0
19 ZWN22 0.25 (2.57) (6.85)     1,033.00 $51,650 $2,051 0.42% 3.97% 63 06/01 11:44 2
18 ZSN22 1.20 (1.30) 4.63     1,702.00 $85,100 $1,771 0.36% 2.08% 63 05/31 02:32 0
17 ZCN22 (1.15) (1.82) (6.51)       785.25 $39,263 $907 0.18% 2.31% 69 06/01 11:45 -2
16 ZBU22 (2.08) 1.67 (6.61)  134'270  $134,844 $1,986 0.40% 1.47% 59 06/13 15:28 0
15 YMU22 1.04 1.29 (7.63)    29,928.00 $149,640 $3,527 0.72% 2.36% 66 06/13 11:10 0
14 SIN22 0.29 (1.22) (5.94)        21.63 $108,150 $3,308 0.67% 3.06% 63 04/25 08:22 0
13 RSU22 (1.91) 1.00 (7.62)     1,669.10 $83,455 $2,780 0.57% 3.33% 52 06/13 11:10 0
12 RBN22 1.21 2.69 (5.98)         3.84 $161,095 $6,245 1.27% 3.88% 69 05/19 06:00 0
11 NQU22 2.36 1.45 (6.87)    11,307.75 $226,155 $8,807 1.79% 3.89% 56 06/13 15:51 0
10 NGN22 (0.43) (3.40) (5.45)         7.01 $70,050 $6,564 1.34% 9.37% 59 05/10 08:48 0
9 HON22 3.76 1.26 6.47         4.39 $184,514 $6,682 1.36% 3.62% 67 05/31 09:35 0
8 HGN22 0.33 (2.38) 5.47         4.01 $100,288 $2,886 0.59% 2.88% 50 06/02 20:34 0
7 GCQ22 0.50 (1.72) (4.74)     1,841.90 $184,190 $2,859 0.58% 1.55% 59 06/13 18:03 0
6 ESU22 (1.61) 1.14 (7.55)     3,683.75 $184,188 $5,458 1.11% 2.96% 56 06/13 11:10 1
5 CLQ22 (3.56) 1.09 5.16       108.88 $108,880 $4,279 0.87% 3.93% 65 05/31 09:29 0
4 6JU22 (3.09) (4.60) (7.52)         0.01 $93,213 $940 0.19% 1.01% 64 06/08 08:44 0
3 6EU22 (0.65) 1.11 (8.62)         1.06 $132,019 $1,212 0.25% 0.92% 55 04/27 10:59 0
2 6CU22 (1.01) 1.31 (6.87)         0.77 $76,785 $543 0.11% 0.71% 56 04/25 11:31 0
1 6BU22 (0.95) (2.59) (8.81)         1.22 $76,500 $805 0.16% 1.05% 49 04/27 10:58 0
0 6AU22 0.45 (3.83) (7.27)         0.69 $69,385 $875 0.18% 1.26% 57 04/25 10:22 0
                 
                 
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