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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35周:2.2%, 年-20.8%

(2022-09-02 15:37:24) 下一个

   第35周交易40次共60手,盈利10.9K,2.2%(2.3,-0.6,1.7,2.2,5.3),原仓0.6,新仓0.0,交易10.5。YTD -130.6K,-20.8%。现账户资金497.5K,杠杆0.95,净仓3,波动率1.21%(0.39%~1.78%),风险较高。

   本周股市继续下跌,但也没有崩盘,酷似在切香肠,以应美联储加息。盈利主要来自做空HO与RB,CL的背离。亏损主要在日元。仓位没变,目前仍持有2手6J,1手RB-HO,1手ZW多仓,风险较高。交易增加主要是因为能源期货的波动较大。RB-HO的背离有所缓解,但依然较大。源于过冬取暖与电动车的双重压力。近5年RB-HO市值变化图

日元则扁得一塌糊涂,伺机将抛掉。

   下面是账户交易与期货的详细情况,

Contract Trade Vol P_1 Pos Old New Trading No Fee
6JU22 0 0 2 2 ($3,250) $0 $0 ($3,250)
CLV22 8 8 0 0 $0 $0 $30 $30
ESU22 4 4 0 0 $0 $0 $638 $638
GCZ22 12 12 0 0 $0 $0 $1,100 $1,100
HOV22 20 20 (1) (1) $12,869 $0 $6,581 $19,450
RBV22 8 8 1 1 ($8,908) $0 $1,105 ($7,804)
SIZ22 4 4 0 0 $0 $0 $425 $425
ZWZ22 4 4 1 1 ($75) $0 $575 $500
Total 60 60 3 3 $636 $0 $10,454 $11,089
     
                 
SID Contract/Pair RV WV WM  PE  MV ATR PV% V% WN DateTime Pos
40 PTF 26.51 1.95 5.91          -   $497,536 $6,024 1.21% 1.21% 64.5 09/03 02:26 3
39 ZWZ22-ZCZ22 (1.89) 1.30 (5.25) 27.74% $7,250 $1,343 0.27% 3.32% 75 08/19 10:27 0
38 ZSX22-ZWZ22 0.97 1.89 4.68 13.15% $30,525 $1,826 0.37% 2.57% 69 08/18 14:18 0
37 ZSX22-ZCZ22 0.33 1.56 5.86 34.49% $37,775 $1,378 0.28% 1.94% 69 07/27 21:40 0
36 ZBZ22-6JU22 (1.09) 1.17 (5.52) 10.44% $45,350 $1,647 0.33% 1.22% 46 08/12 03:42 0
35 YMU22-RSU22 0.03 (2.85) 5.72 45.42% $66,225 $1,335 0.27% 0.85% 55 07/15 10:37 0
34 RBV22-HOV22 (4.28) 1.18 (10.06) 24.08% ($48,972) $5,076 1.02% 3.33% 74 08/25 07:57 1
33 RBV22-CLV22 (3.15) 4.12 (5.05) 45.01% $16,062 $3,120 0.63% 3.02% 75 08/23 12:18 0
32 NQU22-YMU22 0.80 (2.15) 5.47 33.81% $85,665 $4,055 0.82% 1.67% 65 07/07 15:22 0
31 NQU22-RSU22 0.17 (2.78) (5.32) 30.00% $151,890 $4,289 0.86% 1.77% 63 08/28 21:28 0
30 NQU22-ESU22 0.83 (2.04) 5.73 55.11% $45,943 $2,750 0.55% 1.13% 65 07/07 15:22 0
29 HOV22-CLV22 2.61 (1.01) 4.34 26.66% $65,034 $4,903 0.99% 3.22% 80 08/25 09:44 0
28 HGZ22-SIZ22 0.13 (3.23) 8.47 1.57% ($4,525) $2,677 0.54% 3.15% 58 08/22 08:42 0
27 GCZ22-SIZ22 0.83 1.04 5.35 31.84% $82,710 $1,811 0.36% 2.02% 72 07/25 09:38 0
26 ESU22-YMU22 1.06 (2.30) 5.41 61.29% $39,723 $1,392 0.28% 0.71% 69 07/21 16:04 0
25 ESU22-RSU22 1.12 (3.32) (5.57) 45.23% $105,948 $1,970 0.40% 1.00% 57 08/28 21:28 0
24 6EU22-6CU22 (1.16) (2.01) (5.55) 20.84% $48,375 $1,067 0.21% 0.86% 68 08/23 03:29 0
23 6EU22-6AU22 (1.05) (1.99) (6.26) 30.13% $56,435 $942 0.19% 0.76% 60 08/23 02:57 0
22 6CU22-6AU22 (0.44) 1.54 4.56 40.38% $8,060 $518 0.10% 0.76% 77 08/17 10:55 0
21 6BU22-6CU22 (1.13) (3.52) (5.27) 31.46% ($4,250) $541 0.11% 0.75% 65 08/22 07:40 0
20 6BU22-6AU22 (1.37) (2.19) (5.38) 37.82% $3,810 $540 0.11% 0.79% 68 08/14 22:00 0
19 ZWZ22 (1.64) 1.45 6.01       809.25 $40,463 $1,858 0.37% 4.59% 55 07/10 20:00 1
18 ZSX22 0.30 1.46 9.49     1,419.75 $70,988 $2,103 0.42% 2.96% 55 07/29 10:46 0
17 ZCZ22 1.55 1.43 (8.13)       664.25 $33,213 $996 0.20% 3.00% 73 07/12 20:08 0
16 ZBZ22 (3.15) (1.09) 5.20  134'200  $134,625 $1,840 0.37% 1.37% 47 07/22 10:10 0
15 YMU22 (1.11) (3.41) 6.05    31,388.00 $156,940 $2,445 0.49% 1.56% 63 07/18 09:32 0
14 SIZ22 (0.70) (1.26) 6.91        17.91 $89,550 $2,657 0.53% 2.97% 71 07/29 03:07 0
13 RSU22 (0.81) (2.31) 5.00     1,814.30 $90,715 $2,067 0.42% 2.28% 63 08/11 10:38 0
12 RBV22 (3.86) 2.10 (5.98)         2.46 $103,312 $5,674 1.14% 5.49% 62 07/05 13:59 1
11 NQU22 (0.24) (2.70) (5.14)    12,130.25 $242,605 $6,126 1.23% 2.53% 57 08/28 21:28 0
10 NGV22 0.60 1.24 6.37         8.90 $89,020 $5,503 1.11% 6.18% 68 07/26 08:20 0
9 HOV22 2.87 (1.27) 4.89         3.63 $152,284 $6,685 1.34% 4.39% 80 07/28 05:08 -1
8 HGZ22 (0.99) (1.13) (4.03)         3.40 $85,025 $2,720 0.55% 3.20% 74 08/29 05:53 0
7 GCZ22 1.47 2.55 (7.39)     1,722.60 $172,260 $2,300 0.46% 1.34% 63 07/06 12:02 0
6 ESU22 1.01 (3.09) (5.48)     3,933.25 $196,663 $3,596 0.72% 1.83% 65 08/28 21:28 0
5 CLV22 (0.82) (1.29) (5.66)        87.25 $87,250 $4,608 0.93% 5.28% 59 07/05 14:00 0
4 6JU22 (1.79) 1.06 6.92         0.01 $89,275 $969 0.19% 1.09% 45 07/29 02:58 2
3 6EU22 (0.88) (1.62) (5.64)         1.00 $124,550 $1,348 0.27% 1.08% 62 08/23 02:39 0
2 6CU22 0.75 (1.41) 6.28         0.76 $76,175 $597 0.12% 0.78% 59 07/18 10:51 0
1 6BU22 (1.09) (1.50) (5.69)         1.15 $71,925 $789 0.16% 1.10% 65 08/23 02:37 0
0 6AU22 0.88 (1.35) (5.17)         0.68 $68,115 $869 0.17% 1.28% 65 08/17 11:48 0
                 
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