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 |