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 |