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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26周:-1.6%, 年-22.3%

(2022-07-01 14:46:25) 下一个

   第26周交易51次共64手,亏损-8.0K,-1.6%(0.5,1.3,2.3,-4.6,-7.6)YTD -140.2K,-22.3%。现账户资金487.9K,杠杆0.66,净仓4,波动率1.20%(0.53%~1.36%),风险非常高。

   本周股市下跌,但账户亏损主要来自小麦,白银非理性的暴跌与债卷的暴涨。本来周三还有可观的盈利,在如此严格风险控制情况下,收盘仍然严重亏损,对自己交易信心打击不小。目前账户持有一手SI和二手ZW多仓,一手ZB空仓。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
6JU22           4          4 0 0 $0 $0 $987 $987
ESU22           3          3 (1) 0 $4,463 ($1,750) ($2,313) $400
GCQ22         13        13 1 0 ($1,520) ($250) $2,400 $630
SIU22         23        25 0 1 $0 ($2,950) $2,100 ($850)
YMU22           3          3 1 0 ($2,165) $695 $1,430 ($40)
ZBU22           3          3 0 (1) $0 ($3,094) $406 ($2,688)
ZWU22         13        13 1 2 ($4,800) ($3,950) $2,550 ($6,200)
Total         62        64 2 2 ($4,022) ($11,299) $7,560 ($7,761)
       
SID Contract/Pair RV WV WM  PE  MV ATR PV% V% WN DateTime Pos
40 PTF 17.46 1.77 6.16          -   $487,905 $5,831 1.20% 1.20% 76 07/01 17:21 2
39 ZWU22-ZCU22 0.12 (3.43) (5.33) 21.80% $11,075 $1,664 0.34% 3.96% 71 06/01 11:44 0
38 ZSU22-ZWU22 0.07 (2.05) 4.85 4.19% $28,813 $2,039 0.42% 4.85% 66 05/20 14:16 -1
37 ZSU22-ZCU22 0.03 (3.64) 7.09 22.00% $39,888 $1,202 0.25% 1.70% 60 06/29 20:04 0
36 ZBU22-6JU22 0.32 (2.03) 7.45 15.74% $46,594 $1,648 0.34% 1.18% 72 07/01 10:30 -1
35 YMU22-RSU22 1.71 1.47 (4.78) 39.45% $68,845 $2,061 0.42% 1.33% 127 06/13 09:30 0
34 RBQ22-HOQ22 0.24 (1.71) 5.15 33.23% ($12,277) $4,517 0.93% 2.72% 95 05/16 06:40 0
33 RBQ22-CLQ22 1.50 (1.01) (5.35) 35.01% $45,596 $4,038 0.83% 2.62% 81 05/19 06:02 0
32 NQU22-YMU22 0.94 (1.35) (6.37) 33.68% $76,985 $5,409 1.11% 2.33% 81 06/14 09:51 0
31 NQU22-RSU22 1.79 (1.34) (6.74) 26.98% $145,830 $5,956 1.22% 2.56% 94 06/13 15:51 0
30 NQU22-ESU22 1.63 (1.50) (5.27) 54.44% $40,935 $3,716 0.76% 1.60% 87 06/14 09:50 0
29 HOQ22-CLQ22 1.53 1.13 (7.58) 30.84% $57,873 $4,679 0.96% 2.81% 68 06/28 09:39 0
28 HGU22-SIU22 (1.16) (1.38) (4.38) 5.15% ($8,950) $2,845 0.58% 2.87% 84 06/20 03:46 0
27 GCQ22-SIU22 (0.66) 3.27 4.90 33.91% $82,015 $1,983 0.41% 2.00% 83 05/12 06:48 -1
26 ESU22-YMU22 (0.22) (1.08) (7.01) 56.46% $36,050 $2,250 0.46% 1.18% 168 06/14 15:19 0
25 ESU22-RSU22 1.86 1.25 (7.07) 39.79% $104,895 $3,112 0.64% 1.63% 134 06/13 15:51 0
24 6EU22-6CU22 (0.54) (2.23) 5.44 16.06% $53,435 $1,035 0.21% 0.79% 59 05/24 10:31 0
23 6EU22-6AU22 (0.38) 1.07 (4.61) 19.27% $62,860 $995 0.20% 0.76% 88 06/13 21:34 0
22 6CU22-6AU22 0.13 (1.18) 4.91 28.10% $9,425 $617 0.13% 0.90% 91 05/06 03:13 0
21 6BU22-6CU22 (1.24) 1.31 5.40 12.69% ($1,934) $719 0.15% 0.95% 61 06/16 19:58 0
20 6BU22-6AU22 (1.09) 1.28 (7.03) 15.37% $7,491 $726 0.15% 1.06% 79 05/04 14:44 0
19 ZWU22 (0.11) (5.32) (6.51)       841.00 $42,050 $2,128 0.44% 5.06% 59 06/01 11:44 2
18 ZSU22 0.06 (3.60) (6.36)     1,417.25 $70,863 $1,541 0.32% 2.18% 66 06/23 04:55 0
17 ZCU22 (0.60) 0.89 (6.40)       619.50 $30,975 $894 0.18% 2.89% 71 06/23 11:55 0
16 ZBU22 (1.62) (2.01) 7.19  139'160  $139,500 $1,956 0.40% 1.40% 58 07/01 10:32 -1
15 YMU22 0.20 1.87 (7.90)    31,045.00 $155,225 $3,404 0.70% 2.19% 75 06/13 11:10 0
14 SIU22 0.76 1.83 (4.52)        19.86 $99,275 $3,000 0.61% 3.02% 77 07/01 08:48 1
13 RSU22 (2.22) 1.57 (8.10)     1,727.60 $86,380 $2,615 0.54% 3.03% 56 06/13 11:10 0
12 RBQ22 1.35 (0.92) 6.15         3.67 $154,056 $6,213 1.27% 4.03% 76 05/31 09:29 0
11 NQU22 0.96 1.17 (7.41)    11,610.50 $232,210 $8,156 1.67% 3.51% 62 06/13 15:51 0
10 NGQ22 (0.96) (1.04) (5.74)         5.62 $56,200 $6,286 1.29% 11.18% 57 06/14 09:35 0
9 HOQ22 1.49 (1.38) 5.92         3.96 $166,333 $6,766 1.39% 4.07% 70 05/31 09:35 0
8 HGU22 (1.27) 1.16 5.60         3.61 $90,325 $2,818 0.58% 3.12% 61 06/02 20:33 0
7 GCQ22 0.29 2.13 (5.04)     1,812.90 $181,290 $2,690 0.55% 1.48% 61 06/13 18:03 0
6 ESU22 (0.03) 1.48 (7.97)     3,825.50 $191,275 $5,168 1.06% 2.70% 65 06/13 11:10 0
5 CLQ22 (1.23) 2.07 4.88       108.46 $108,460 $4,527 0.93% 4.17% 63 05/31 09:29 0
4 6JU22 (2.27) 1.23 (7.54)         0.01 $92,906 $938 0.19% 1.01% 62 06/08 08:44 0
3 6EU22 (0.43) 1.28 (7.47)         1.05 $131,075 $1,233 0.25% 0.94% 54 06/13 21:56 0
2 6CU22 0.34 1.76 (6.75)         0.78 $77,640 $539 0.11% 0.69% 69 06/10 10:12 0
1 6BU22 (1.25) 1.91 (7.11)         1.21 $75,706 $823 0.17% 1.09% 59 06/13 10:55 0
0 6AU22 (0.02) 1.50 (5.16)         0.68 $68,215 $858 0.18% 1.26% 68 06/13 15:33 0
                 
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