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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25周:1.0%, 年-21.0%

(2022-06-24 14:53:28) 下一个

   第25周交易46次共67手,盈利4.8K,1.0%(-0.1,-1.9,3.0,1.5,2.2)YTD -132.2K,-21.0%。现账户资金495.9K,杠杆1.18,净仓2,波动率0.82%(0.00%~1.39%),风险正常。

   本周股市暴涨,完全收复了上周跌幅。账户盈利主要来自于期指,亏损主要来自于小麦。目前谷物期货的价格已与俄乌战争前差不多,似乎不正常。目前账户持有一手GC和一手ZW多仓,一手ES/YM空仓。风险正常。

   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
6AU22           2          2 0 0 $0 $0 $80 $80
6EU22           2          2 0 0 $0 $0 ($238) ($238)
ESU22         10        10 1 (1) $11,550 ($6,363) $1,925 $7,113
GCQ22           7          7 0 1 $0 $270 $610 $880
SIU22           4          4 0 0 $0 $0 $350 $350
YMU22         23        23 0 1 $0 $225 ($1,350) ($1,125)
ZBU22           6          6 0 0 $0 $0 $1,094 $1,094
ZCN22           2          2 (2) 0 $3,575 ($1,713) $0 $1,863
ZSU22           4          4 0 0 $0 $0 $750 $750
ZWN22           1          2 2 0 ($10,900) $5,625 $0 ($5,275)
ZWU22           5          5 0 1 $0 ($713) ($250) ($963)
Total         66        67 1 2 $4,225 ($2,669) $2,971 $4,529
                 

 

SID Contract/Pair RV WV WM  PE  MV ATR PV% V% WN DateTime Pos
40 PTF 30.78 2.10 5.96          -   $495,936 $4,069 0.82% 0.82% 75.5 06/24 17:25 2
39 ZWU22-ZCU22 1.14 (2.59) (5.37) 20.32% $12,725 $1,653 0.33% 3.53% 72 06/01 11:44 0
38 ZSU22-ZWU22 (0.83) 2.19 5.04 5.35% $25,525 $1,963 0.40% 4.19% 73 05/20 14:16 -1
37 ZSU22-ZCU22 (0.62) 1.78 (4.31) 23.14% $38,250 $1,136 0.23% 1.57% 77 06/13 11:38 0
36 ZBU22-6JU22 0.17 (1.80) (5.20) 14.65% $43,006 $1,697 0.34% 1.25% 75 06/13 15:28 0
35 YMU22-RSU22 1.08 2.12 (4.66) 39.26% $69,210 $2,116 0.43% 1.34% 126 06/13 09:30 0
34 RBN22-HON22 (0.63) 2.08 (5.20) 28.99% ($20,173) $5,084 1.03% 2.78% 73 06/15 13:27 0
33 RBN22-CLQ22 3.08 1.79 (6.16) 35.58% $55,782 $4,316 0.87% 2.65% 64 05/19 06:15 0
32 NQU22-YMU22 2.95 2.69 (6.00) 32.68% $85,265 $5,736 1.16% 2.36% 90 06/14 09:51 0
31 NQU22-RSU22 2.57 3.00 (6.40) 26.39% $154,475 $6,272 1.26% 2.58% 96 06/13 15:51 0
30 NQU22-ESU22 3.42 2.46 (4.93) 53.40% $46,918 $3,970 0.80% 1.64% 95 06/14 09:50 0
29 HON22-CLQ22 4.72 (1.52) 7.26 31.56% $75,955 $4,901 0.99% 2.68% 66 06/15 12:31 0
28 HGU22-SIU22 (1.23) (1.09) (4.39) 6.68% ($12,313) $2,833 0.57% 2.68% 90 06/20 03:46 0
27 GCQ22-SIU22 (0.61) (1.93) 5.72 31.88% $76,935 $2,068 0.42% 1.95% 87 04/29 15:30 1
26 ESU22-YMU22 0.75 3.13 (6.49) 54.81% $38,348 $2,430 0.49% 1.24% 177 06/14 15:19 -1
25 ESU22-RSU22 1.58 2.94 (6.72) 39.08% $107,558 $3,276 0.66% 1.67% 135 06/13 15:51 0
24 6EU22-6CU22 0.80 1.52 5.28 15.04% $55,173 $1,068 0.22% 0.80% 63 05/24 10:31 0
23 6EU22-6AU22 0.39 (1.03) (4.46) 18.09% $63,248 $1,029 0.21% 0.78% 90 06/13 21:34 0
22 6CU22-6AU22 (0.95) (1.25) 4.62 26.64% $8,075 $656 0.13% 0.94% 85 05/06 03:13 0
21 6BU22-6CU22 (1.66) (1.78) 5.10 11.26% ($721) $760 0.15% 0.99% 64 06/16 19:58 0
20 6BU22-6AU22 (2.10) (1.63) (6.49) 12.05% $7,354 $786 0.16% 1.13% 78 05/04 14:44 0
19 ZWU22 0.83 (1.78) (6.68)       937.00 $46,850 $2,074 0.42% 4.43% 66 06/01 11:44 1
18 ZSU22 (0.61) 1.74 (6.63)     1,447.50 $72,375 $1,478 0.30% 2.04% 63 06/23 04:55 0
17 ZCU22 (1.28) 2.72 (6.70)       682.50 $34,125 $854 0.17% 2.50% 67 06/23 11:55 0
16 ZBU22 (1.78) (2.07) (6.60)  135'310  $135,969 $1,989 0.40% 1.46% 59 06/13 15:28 0
15 YMU22 (0.59) 3.48 (7.72)    31,478.00 $157,390 $3,483 0.70% 2.21% 73 06/13 11:10 1
14 SIU22 0.60 1.94 (4.88)        21.18 $105,875 $3,036 0.61% 2.87% 75 05/02 09:47 0
13 RSU22 (1.91) 3.23 (8.04)     1,763.60 $88,180 $2,634 0.53% 2.99% 56 06/13 11:10 0
12 RBN22 2.20 2.27 6.35         3.88 $162,842 $6,700 1.35% 4.11% 65 05/31 13:00 0
11 NQU22 2.03 3.20 (7.10)    12,132.75 $242,655 $8,520 1.72% 3.51% 64 06/13 15:51 0
10 NGQ22 (1.58) (2.71) (5.81)         6.27 $62,680 $6,210 1.25% 9.91% 61 06/14 09:35 0
9 HON22 4.45 1.41 6.03         4.36 $183,015 $7,160 1.44% 3.91% 61 05/31 09:35 0
8 HGU22 (1.74) (1.03) 5.53         3.74 $93,563 $2,854 0.58% 3.05% 56 06/02 20:33 0
7 GCQ22 (0.51) (2.11) (4.87)     1,828.10 $182,810 $2,784 0.56% 1.52% 56 06/13 18:03 1
6 ESU22 (0.08) 3.40 (7.66)     3,914.75 $195,738 $5,377 1.08% 2.75% 59 06/13 11:10 -1
5 CLQ22 (4.46) 2.14 4.92       107.06 $107,060 $4,489 0.91% 4.19% 61 05/31 09:29 0
4 6JU22 (2.23) (1.44) (7.22)         0.01 $92,963 $980 0.20% 1.05% 65 06/08 08:44 0
3 6EU22 0.78 1.44 (7.33)         1.06 $132,713 $1,257 0.25% 0.95% 55 06/13 21:56 0
2 6CU22 (0.16) 2.70 (6.68)         0.78 $77,540 $545 0.11% 0.70% 61 06/10 10:12 0
1 6BU22 (1.79) (1.02) (6.83)         1.23 $76,819 $857 0.17% 1.12% 52 06/13 10:55 0
0 6AU22 1.18 1.80 (4.96)         0.69 $69,465 $894 0.18% 1.29% 67 06/13 15:33 0
                 
                         
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