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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22周:0.4%, 年-22.0%

(2022-06-03 14:50:16) 下一个

   第22周交易35次共58手,盈利2.0K,0.4%(0.1,1.2,0.8,0.9,-1.1)YTD -138.0K,-22.0%。现账户资金490.2K,杠杆0.38,净仓1,波动率0.52%(0.00%~1.27%),风险正常。

   本周股市收盘下跌。盈利主要来自期指,贵金属与谷物的期货交易。亏损主要来自做空RB-CL,突破历史新高,被迫止损(-2.9K)出局。账户仍持有1手GC多仓,风险正常。

   下面是账户交易与持仓详细情况,

Contract  Trd   Vol  Pos Ori G/L Trd New Old
CLN22          6          6 0 0 ($310) ($310) $0 $0
GCQ22          8          8 1 1 ($320) $20 $0 ($340)
RBN22          8          8 0 0 ($2,570) ($2,570) $0 $0
RSM22          4          4 0 0 ($1,160) ($1,160) $0 $0
SIN22        10        10 0 0 $2,375 $2,375 $0 $0
YMM22          4          4 0 0 $2,090 $2,090 $0 $0
ZCN22          8          8 0 0 ($25) ($25) $0 $0
ZSN22          8          8 0 0 $1,788 $1,788 $0 $0
ZWN22          2          2 0 0 $113 $113 $0 $0
Total        58        58 1 1 $1,981 $2,321 $0 ($340)
       
                 
SID Contract/Pair RV WV WM  PE  MV ATR PV% V% WN DateTime Pos
40 PTF 23.47 1.85 5.89          -   $490,195 $2,565 0.52% 0.52% 62.5 06/03 17:31 1
39 ZWN22-ZCN22 2.13 (1.74) 5.19 18.06% $15,675 $1,709 0.35% 3.28% 66 05/12 23:25 0
38 ZSN22-ZWN22 (0.45) (1.66) 5.63 2.34% $32,925 $2,037 0.42% 3.91% 65 04/21 12:49 0
37 ZSN22-ZCN22 0.48 (3.21) 6.13 22.39% $48,600 $1,331 0.27% 1.57% 53 06/02 13:18 0
36 ZBU22-6JU22 (0.31) 1.58 (4.23) 14.74% $42,350 $1,594 0.33% 1.15% 71 05/02 09:57 0
35 YMM22-RSM22 0.97 (1.34) (6.72) 50.20% $70,460 $1,715 0.35% 1.04% 62 05/19 13:13 0
34 RBN22-HON22 2.88 1.54 5.71 38.06% ($1,037) $3,987 0.81% 2.19% 80 05/09 10:44 0
33 RBN22-CLN22 4.56 1.89 5.15 46.68% $60,684 $3,136 0.64% 1.73% 73 06/02 20:19 0
32 NQM22-YMM22 (0.14) (2.14) 4.84 32.47% $86,440 $5,979 1.22% 2.38% 77 05/30 01:51 0
31 NQM22-RSM22 0.52 (2.31) 4.98 29.69% $156,900 $6,224 1.27% 2.48% 75 05/30 01:51 0
30 NQM22-ESM22 (0.07) (2.04) 4.54 53.49% $45,515 $4,117 0.84% 1.64% 73 05/30 01:30 0
29 HON22-CLN22 1.19 1.14 4.94 36.89% $61,722 $4,063 0.83% 2.23% 71 06/01 19:31 0
28 HGN22-SIN22 0.61 1.23 (4.99) 10.45% $2,300 $2,878 0.59% 2.62% 74 04/11 09:33 0
27 GCQ22-SIN22 0.47 1.65 (6.85) 35.95% $75,690 $2,059 0.42% 1.88% 61 05/17 05:12 0
26 ESM22-YMM22 (0.11) (2.23) 6.22 60.61% $40,925 $2,001 0.41% 0.97% 67 05/30 01:59 0
25 ESM22-RSM22 1.08 (2.26) (6.29) 46.82% $111,385 $2,702 0.55% 1.32% 61 04/25 11:49 0
24 6EU22-6CU22 0.24 (1.20) 5.22 6.18% $55,435 $1,079 0.22% 0.80% 66 05/24 10:31 0
23 6EU22-6AU22 0.03 1.42 (4.93) 6.36% $62,630 $1,076 0.22% 0.80% 73 04/06 02:09 0
22 6CU22-6AU22 0.12 1.90 4.54 15.72% $7,195 $667 0.14% 0.92% 81 05/06 03:13 0
21 6BU22-6CU22 (1.62) (2.31) (4.53) -8.58% ($1,271) $726 0.15% 0.93% 62 05/05 08:31 0
20 6BU22-6AU22 (1.36) (1.93) (6.15) -4.91% $5,924 $830 0.17% 1.15% 62 05/04 14:44 0
19 ZWN22 1.79 (1.74) (6.74)     1,041.00 $52,050 $2,085 0.43% 4.01% 67 06/01 11:44 0
18 ZSN22 0.50 (2.63) 4.73     1,699.50 $84,975 $1,714 0.35% 2.02% 57 05/31 02:32 0
17 ZCN22 (1.89) (1.07) (6.81)       727.50 $36,375 $866 0.18% 2.38% 77 06/01 11:45 0
16 ZBU22 (1.22) 1.20 (5.18)  138'130  $138,406 $1,869 0.38% 1.35% 53 04/19 20:56 0
15 YMM22 0.08 (1.34) (6.26)    32,910.00 $164,550 $3,444 0.70% 2.09% 61 04/25 11:53 0
14 SIN22 (0.34) (2.02) (6.11)        21.94 $109,700 $3,215 0.66% 2.93% 60 04/25 08:22 0
13 RSM22 (1.28) (1.17) 6.21     1,881.80 $94,090 $2,803 0.57% 2.98% 55 05/30 05:47 0
12 RBN22 4.41 2.07 6.11         4.31 $180,944 $5,883 1.20% 3.25% 50 04/17 21:06 0
11 NQM22 (0.05) (1.96) 5.83    12,549.50 $250,990 $8,853 1.81% 3.53% 59 05/30 05:32 0
10 NGN22 2.15 1.49 (6.03)         8.54 $85,390 $5,674 1.16% 6.65% 54 05/10 08:48 0
9 HON22 0.68 1.97 6.71         4.33 $181,982 $6,437 1.31% 3.54% 62 05/31 09:35 0
8 HGN22 0.78 (2.07) 5.64         4.48 $112,000 $2,803 0.57% 2.50% 49 06/02 20:34 0
7 GCQ22 1.23 (2.13) (4.99)     1,853.90 $185,390 $2,655 0.54% 1.43% 65 05/02 09:50 1
6 ESM22 0.01 (1.77) (6.12)     4,109.50 $205,475 $5,081 1.04% 2.47% 55 04/25 11:53 0
5 CLN22 (2.92) 3.76 6.26       120.26 $120,260 $4,695 0.96% 3.90% 46 04/17 21:20 0
4 6JU22 (0.85) (2.61) (7.48)         0.01 $96,056 $833 0.17% 0.87% 50 04/19 18:39 0
3 6EU22 (0.11) (1.24) (5.28)         1.08 $134,800 $1,150 0.23% 0.85% 60 04/27 10:59 0
2 6CU22 (0.82) (1.04) (7.07)         0.79 $79,365 $527 0.11% 0.66% 53 04/25 11:31 0
1 6BU22 (1.85) (1.87) (10.60)         1.25 $78,094 $669 0.14% 0.86% 42 04/27 10:58 0
0 6AU22 (0.51) (1.97) (7.68)         0.72 $72,170 $792 0.16% 1.10% 51 04/25 02:22 0
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