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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32周:0.4%, 年-22.0%

(2022-08-12 14:57:40) 下一个

   第32周交易26次共45手,盈利1.7K,0.4%(2.0,-1.9,2.2,1.2,-1.8),原仓-4.9,新仓-0.1,交易6.8。YTD -138.4K,-20.0%。现账户资金489.7K,杠杆2.58,净仓0,波动率1.03%(0.32%~1.38%),风险稍高。

   在就业与通膨数据的刺激下,本周股市大涨,已收复大半跌幅。ES-YM空仓继续亏损,账户又新增了一手仓位以全力做空股市。目前账户持有三手ES-YM和一手ZS-ZW空仓。风险稍高。

   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                3          3 1 0 $1,013 ($56) $200 $1,156
ESU22                7          7 (2) (3) ($13,900) ($275) $5,013 ($9,163)
GCZ22                2          2 0 0 $0 $0 $1,420 $1,420
SIU22                2          2 0 0 $0 $0 ($1,150) ($1,150)
YMU22                7          7 2 3 $10,080 $230 ($2,515) $7,795
ZSU22              12        12 (1) (1) ($3,450) $0 $2,400 ($1,050)
ZWU22              12        12 1 1 $1,400 $0 $1,438 $2,838
Total              45        45 1 0 ($4,857) ($101) $6,806 $1,846
       
SID Contract/Pair RV WV WM  PE  MV ATR PV% V% WN DateTime Pos
40 PTF 20.47 1.94 5.65          -   $489,730 $5,045 1.03% 1.03% 65.3 08/12 17:33 0
39 ZWU22-ZCU22 (0.87) 1.39 4.57 31.06% $8,400 $1,389 0.28% 3.45% 83 07/10 20:01 0
38 ZSU22-ZWU22 1.24 1.84 4.30 10.61% $36,338 $1,954 0.40% 2.55% 65 06/28 12:44 -1
37 ZSU22-ZCU22 1.04 2.14 (7.90) 29.07% $44,738 $1,550 0.32% 2.02% 53 07/05 12:44 0
36 ZBU22-6JU22 (1.62) 1.47 6.56 15.24% $46,894 $1,871 0.38% 1.33% 55 07/01 10:30 0
35 YMU22-RSU22 (0.04) (1.67) 5.27 48.06% $67,760 $1,448 0.30% 0.86% 64 07/15 10:37 0
34 RBU22-HOU22 (0.97) (2.45) (5.29) 29.54% ($19,412) $5,336 1.09% 3.62% 78 06/15 14:19 0
33 RBU22-CLU22 0.29 1.41 4.16 39.76% $36,140 $4,072 0.83% 3.18% 85 07/26 09:07 0
32 NQU22-YMU22 0.38 1.69 5.16 35.77% $103,010 $4,295 0.88% 1.58% 61 07/07 15:22 0
31 NQU22-RSU22 (0.15) 1.54 4.80 29.79% $170,770 $4,695 0.96% 1.73% 69 07/22 09:51 0
30 NQU22-ESU22 0.59 1.44 5.42 56.50% $57,563 $2,909 0.59% 1.07% 69 07/07 15:22 0
29 HOU22-CLU22 1.73 2.34 (6.50) 28.55% $55,553 $5,411 1.10% 3.67% 65 06/28 09:39 0
28 HGU22-SIU22 (0.42) (2.62) (5.38) 7.85% ($12,188) $2,795 0.57% 3.04% 69 07/29 02:09 0
27 GCZ22-SIU22 0.52 (1.86) 5.25 36.06% $77,715 $1,854 0.38% 1.78% 67 07/25 09:38 0
26 ESU22-YMU22 0.87 2.20 4.98 62.93% $45,448 $1,511 0.31% 0.71% 69 07/21 16:04 -3
25 ESU22-RSU22 1.05 1.57 4.71 44.98% $113,208 $2,243 0.46% 1.05% 69 08/01 10:10 0
24 6EU22-6CU22 (1.08) (2.24) (4.90) 21.80% $50,261 $1,080 0.22% 0.84% 68 06/30 08:47 0
23 6EU22-6AU22 (0.77) (2.83) (7.29) 31.56% $57,231 $945 0.19% 0.74% 67 07/06 08:37 0
22 6CU22-6AU22 (0.09) (1.48) (4.50) 36.87% $6,970 $573 0.12% 0.80% 60 06/15 14:42 0
21 6BU22-6CU22 (0.95) (3.67) 6.15 27.89% ($2,389) $631 0.13% 0.83% 64 06/16 19:58 0
20 6BU22-6AU22 (1.00) (5.16) 5.32 38.48% $4,581 $559 0.11% 0.78% 86 06/16 11:44 0
19 ZWU22 (1.02) 1.17 7.58       804.50 $40,225 $2,014 0.41% 5.01% 55 07/10 20:00 1
18 ZSU22 1.03 2.30 (8.84)     1,531.25 $76,563 $2,186 0.45% 2.85% 59 07/05 12:44 -1
17 ZCU22 (0.05) 2.10 (7.80)       636.50 $31,825 $1,048 0.21% 3.29% 77 07/12 20:09 0
16 ZBU22 (2.70) 1.16 6.37  140'260  $140,813 $2,207 0.45% 1.57% 43 07/01 10:32 0
15 YMU22 (0.99) 1.64 5.31    33,718.00 $168,590 $2,789 0.57% 1.65% 71 07/18 09:32 3
14 SIU22 (0.41) 2.26 6.33        20.84 $104,175 $2,900 0.59% 2.78% 69 07/29 03:07 0
13 RSU22 (0.64) 1.91 5.08     2,016.60 $100,830 $2,266 0.46% 2.25% 57 06/28 09:51 0
12 RBU22 (0.26) (1.39) (5.44)         3.05 $128,020 $6,760 1.38% 5.28% 60 07/05 13:59 0
11 NQU22 (0.51) 1.70 (4.82)    13,580.00 $271,600 $6,688 1.37% 2.46% 63 06/30 10:07 0
10 NGU22 1.78 1.24 (6.20)         8.78 $87,800 $5,772 1.18% 6.57% 63 06/14 09:35 0
9 HOU22 1.47 1.60 (4.44)         3.51 $147,433 $7,573 1.55% 5.14% 71 07/05 16:58 0
8 HGU22 (1.70) (1.11) (5.25)         3.68 $91,988 $3,033 0.62% 3.30% 64 07/06 01:39 0
7 GCZ22 1.20 1.52 (6.84)     1,818.90 $181,890 $2,486 0.51% 1.37% 65 07/06 12:02 0
6 ESU22 1.21 1.91 (5.06)     4,280.75 $214,038 $4,077 0.83% 1.90% 63 06/30 10:03 -3
5 CLU22 (1.96) (1.46) (5.36)        91.88 $91,880 $4,983 1.02% 5.42% 52 07/05 13:42 0
4 6JU22 (0.43) (2.87) 6.29         0.01 $93,919 $1,064 0.22% 1.13% 49 07/29 02:58 0
3 6EU22 (0.69) (2.24) (5.47)         1.03 $128,506 $1,381 0.28% 1.07% 66 07/06 11:54 0
2 6CU22 1.01 (1.50) 6.40         0.78 $78,245 $586 0.12% 0.75% 62 07/18 10:51 0
1 6BU22 (0.84) (2.43) 5.03         1.21 $75,856 $875 0.18% 1.15% 74 06/16 12:46 0
0 6AU22 0.56 (1.11) 3.77         0.71 $71,275 $908 0.19% 1.27% 62 07/18 10:50 0
                 
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