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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34周:-0.8%, 年-22.5%

(2022-08-26 14:37:20) 下一个

   第34周交易17次共24手,亏损-4.0K,-0.8%(0.6,1.8,-10.0,4.4,-0.8),原仓0.7,新仓-2.2,交易-2.7。YTD -141.5K,-22.5%。现账户资金486.7K,杠杆1.03,净仓3,波动率1.21%(0.57%~2.08%),风险较高。

   本周股市暴跌,可惜期指空仓上周就平了。RB-HO出现严重背离,账户因此新增了一手多仓,结果深深被套(-7.8K)。目前账户持有2手6J,1手RB-HO,1手ZW多仓,风险较高。下周末为劳工节,股市会上演腥风血雨的屠杀吗?

   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 2 2 ($1,188) $0 $1,025 ($163)
HOV22                5          5 0 (1) $0 ($1,770) ($5,832) ($7,602)
RBV22                5          5 0 1 $0 ($409) $212 ($197)
ZSX22                2          2 0 0 $0 $0 $738 $738
ZWZ22                8          8 1 1 $1,913 $0 $1,163 $3,075
Total              24        24 3 3 $725 ($2,179) ($2,694) ($4,149)
       
SID Contract/Pair RV WV WM  PE  MV ATR PV% V% WN DateTime Pos
40 PTF 25.11 2.41 6.08          -   $486,657 $5,875 1.21% 1.21% 65 08/26 17:14 3
39 ZWZ22-ZCZ22 (1.86) 1.17 (5.33) 29.40% $7,288 $1,324 0.27% 3.27% 84 08/19 10:27 0
38 ZSX22-ZWZ22 1.58 1.76 (4.71) 14.53% $32,700 $1,870 0.38% 2.55% 68 07/05 12:22 0
37 ZSX22-ZCZ22 0.93 1.63 (8.60) 32.52% $39,988 $1,476 0.30% 2.02% 62 07/05 12:55 0
36 ZBZ22-6JU22 (0.59) 2.93 6.47 8.46% $46,225 $1,687 0.35% 1.23% 41 07/01 14:24 0
35 YMU22-RSU22 (0.05) (3.71) 5.62 43.35% $66,300 $1,358 0.28% 0.84% 56 07/15 10:37 0
34 RBV22-HOV22 (5.23) 1.95 (10.14) 25.77% ($52,933) $5,037 1.04% 3.05% 78 08/25 07:57 1
33 RBV22-CLV22 (2.98) 2.39 (4.96) 44.20% $19,250 $3,176 0.65% 2.83% 87 08/23 12:18 0
32 NQU22-YMU22 1.43 (3.48) 5.57 33.85% $90,355 $3,980 0.82% 1.58% 67 07/07 15:22 0
31 NQU22-RSU22 0.54 (4.36) 5.27 29.66% $156,655 $4,232 0.87% 1.68% 65 07/07 15:21 0
30 NQU22-ESU22 1.36 (3.42) 5.80 54.83% $49,043 $2,717 0.56% 1.08% 66 07/07 15:22 0
29 HOV22-CLV22 4.25 1.62 (5.17) 26.71% $72,182 $4,974 1.02% 3.01% 73 06/28 09:41 0
28 HGZ22-SIZ22 0.48 (1.18) 8.35 -0.49% ($1,900) $2,714 0.56% 2.88% 63 08/22 08:42 0
27 GCZ22-SIZ22 0.62 1.60 5.30 30.92% $80,805 $1,866 0.38% 1.98% 67 07/25 21:23 0
26 ESU22-YMU22 1.22 (3.38) 5.26 61.07% $41,313 $1,366 0.28% 0.68% 75 07/07 15:21 0
25 ESU22-RSU22 0.94 (4.74) (5.02) 44.66% $107,613 $1,941 0.40% 0.96% 65 08/24 03:34 0
24 6EU22-6CU22 (1.06) (1.88) (5.73) 21.78% $48,055 $1,035 0.21% 0.83% 69 08/23 03:29 0
23 6EU22-6AU22 (0.96) (1.21) (6.37) 30.03% $55,810 $926 0.19% 0.74% 59 08/23 02:57 0
22 6CU22-6AU22 (0.35) 1.92 4.85 38.17% $7,755 $525 0.11% 0.76% 70 07/01 10:59 0
21 6BU22-6CU22 (0.96) (1.25) (5.11) 29.30% ($3,295) $558 0.11% 0.76% 68 08/22 07:40 0
20 6BU22-6AU22 (1.15) 1.72 (5.85) 35.37% $4,460 $549 0.11% 0.80% 68 08/22 06:10 0
19 ZWZ22 (1.97) 1.48 5.96       810.75 $40,538 $1,875 0.39% 4.62% 56 07/10 20:00 1
18 ZSX22 0.93 1.59 9.12     1,464.75 $73,238 $2,188 0.45% 2.99% 54 07/29 10:46 0
17 ZCZ22 0.58 1.68 (8.01)       665.00 $33,250 $1,012 0.21% 3.04% 67 07/12 20:08 0
16 ZBZ22 (2.09) 1.53 6.38  137'040  $137,125 $1,843 0.38% 1.34% 43 07/01 10:01 0
15 YMU22 (1.12) (4.82) 6.17    32,165.00 $160,825 $2,397 0.49% 1.49% 67 07/18 09:32 0
14 SIZ22 (0.57) (2.24) 6.79        18.86 $94,275 $2,701 0.56% 2.87% 71 07/29 03:07 0
13 RSU22 (0.74) (4.06) (5.52)     1,890.50 $94,525 $2,048 0.42% 2.17% 61 06/30 10:11 0
12 RBV22 (4.00) 1.69 (5.96)         2.67 $112,220 $5,691 1.17% 5.07% 62 07/05 13:59 1
11 NQU22 0.27 (4.22) 5.02    12,559.00 $251,180 $6,016 1.24% 2.40% 61 07/07 15:21 0
10 NGV22 0.59 (1.60) 6.28         9.31 $93,050 $5,578 1.15% 5.99% 63 07/26 08:20 0
9 HOV22 4.48 1.23 4.82         3.93 $165,152 $6,787 1.39% 4.11% 75 07/28 05:08 -1
8 HGZ22 0.01 (1.91) (4.75)         3.70 $92,375 $2,684 0.55% 2.91% 75 07/01 04:32 0
7 GCZ22 0.72 (1.92) (7.43)     1,750.80 $175,080 $2,289 0.47% 1.31% 66 07/06 12:02 0
6 ESU22 0.71 (4.60) (5.88)     4,042.75 $202,138 $3,508 0.72% 1.74% 71 06/30 10:03 0
5 CLV22 (1.84) (1.97) (5.73)        92.97 $92,970 $4,551 0.94% 4.90% 55 07/05 14:00 0
4 6JU22 (1.39) (1.86) 6.88         0.01 $90,900 $974 0.20% 1.07% 46 07/29 02:58 2
3 6EU22 (0.86) (2.49) (5.74)         1.00 $124,750 $1,323 0.27% 1.06% 63 08/23 02:39 0
2 6CU22 0.60 (2.84) 6.50         0.77 $76,695 $577 0.12% 0.75% 63 07/18 10:51 0
1 6BU22 (0.91) (2.65) (5.69)         1.17 $73,400 $789 0.16% 1.07% 65 08/23 02:37 0
0 6AU22 0.72 (2.81) (5.09)         0.69 $68,940 $850 0.17% 1.23% 66 08/17 11:48 0
                 
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