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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38周:-1.9%, 年-23.1%

(2022-09-23 14:47:52) 下一个

   第38周交易30次共49手,亏损9.1K,-1.9%(1.3,-1.7,-4.0,-3.4,-1.3),原仓-10.5,新仓-2.9,交易4.4。YTD -145.0K,-23.1%。现账户资金483.1K,杠杆0.99,净仓3,波动率1.23%(1.02%~1.90%),风险很高。

   怕什么,来什么。美联储加息后本周股市继续暴跌,账户严重亏损。目前账户持有1手ES,1手ZB,1手GC多仓。风险很高。

   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
ESZ22 4 4 1 1 ($9,550) $0 $1,938 ($7,613)
GCZ22 1 1 2 1 ($6,560) ($220) $0 ($6,780)
RSZ22 10 10 0 0 $0 $0 $1,285 $1,285
SIZ22 8 8 (2) 0 $7,800 ($2,675) $575 $5,700
YMZ22 6 6 0 0 $0 $0 ($1,475) ($1,475)
ZBZ22 4 4 1 1 ($2,219) $0 $656 ($1,563)
ZSX22 8 8 0 0 $0 $0 ($875) ($875)
ZWZ22 8 8 0 0 $0 $0 $2,288 $2,288
Total 49 49 2 3 ($10,529) ($2,895) $4,392 ($9,033)
     
SID Contract/Pair RV WV WM  PE  MV ATR PV% V% WN DateTime Pos
40 PTF 21.17 2.45 5.80          -   $483,129 $5,935 1.23% 1.23% 69 09/23 17:30 3
39 ZWZ22-ZCZ22 (0.33) (2.43) 5.85 26.23% $10,100 $1,286 0.27% 2.93% 70 09/21 03:11 0
38 ZSX22-ZWZ22 0.38 (2.14) 5.38 3.57% $27,450 $1,835 0.38% 2.57% 60 09/13 04:57 0
37 ZSX22-ZCZ22 0.53 (3.01) 7.52 29.80% $37,550 $1,336 0.28% 1.87% 62 09/13 07:36 0
36 ZBZ22-6JZ22 (1.06) 3.24 (4.41) 13.03% $40,894 $1,518 0.31% 1.18% 67 09/22 21:21 0
35 YMZ22-RSZ22 0.90 (1.59) (4.82) 33.43% $64,010 $1,620 0.34% 1.09% 88 08/29 10:33 0
34 RBX22-HOX22 (2.40) 1.54 (9.10) 17.73% ($34,915) $4,897 1.01% 3.69% 53 08/25 07:53 0
33 RBX22-CLZ22 (2.50) 1.87 (4.13) 50.05% $18,870 $2,364 0.49% 2.42% 104 08/31 05:45 0
32 NQZ22-YMZ22 0.42 (2.53) (4.71) 29.86% $79,370 $4,245 0.88% 1.86% 70 08/23 02:36 0
31 NQZ22-RSZ22 0.73 (2.15) (5.35) 21.16% $143,380 $4,772 0.99% 2.10% 70 09/14 07:57 0
30 NQZ22-ESZ22 0.75 (1.87) (4.64) 52.62% $42,185 $2,868 0.59% 1.26% 80 08/23 02:44 0
29 HOX22-CLZ22 0.58 (1.70) (5.84) 23.94% $53,785 $4,528 0.94% 3.41% 67 09/14 07:08 0
28 HGZ22-SIZ22 (0.97) 2.45 6.56 7.08% ($10,463) $2,586 0.54% 2.75% 57 08/22 08:42 0
27 GCZ22-SIZ22 (0.50) 2.30 (7.30) 37.26% $70,995 $1,746 0.36% 1.85% 70 09/12 19:47 1
26 ESZ22-YMZ22 0.26 (3.00) (5.97) 50.94% $37,185 $1,818 0.38% 0.98% 119 09/19 06:16 0
25 ESZ22-RSZ22 1.44 1.04 (5.30) 31.89% $101,195 $2,524 0.52% 1.36% 96 08/28 20:58 0
24 6EZ22-6CZ22 (1.08) (3.62) (5.68) 46.13% $48,246 $1,075 0.22% 0.88% 67 08/23 03:20 0
23 6EZ22-6AZ22 (1.48) (2.95) (6.52) 50.35% $56,461 $990 0.21% 0.81% 77 08/23 03:16 0
22 6CZ22-6AZ22 (0.99) 1.73 4.60 33.86% $8,215 $522 0.11% 0.80% 105 08/17 13:21 0
21 6BZ22-6CZ22 (1.36) (4.36) (5.19) 21.32% ($5,810) $570 0.12% 0.84% 87 08/22 05:32 0
20 6BZ22-6AZ22 (1.85) (6.06) (6.06) 25.09% $2,405 $591 0.12% 0.90% 95 09/23 16:57 0
19 ZWZ22 0.01 (2.55) 5.65       877.00 $43,850 $1,744 0.36% 3.98% 54 09/21 03:11 0
18 ZSX22 0.47 (2.85) 8.60     1,426.00 $71,300 $1,903 0.39% 2.67% 50 07/29 10:46 0
17 ZCZ22 0.95 1.18 5.66       675.00 $33,750 $825 0.17% 2.45% 69 08/23 10:37 0
16 ZBZ22 (3.73) 2.69 (5.19)  128'290  $128,906 $1,745 0.36% 1.35% 61 08/03 10:20 1
15 YMZ22 (0.34) 1.54 (6.86)    29,678.00 $148,390 $2,434 0.50% 1.64% 63 09/14 10:30 0
14 SIZ22 0.64 (1.62) 6.59        18.84 $94,175 $2,783 0.58% 2.96% 73 07/29 03:07 0
13 RSZ22 (1.44) 1.25 (5.84)     1,687.60 $84,380 $2,065 0.43% 2.45% 50 09/23 14:58 0
12 RBX22 (2.70) 1.08 (5.13)         2.33 $97,860 $4,733 0.98% 4.84% 66 08/05 09:29 0
11 NQZ22 0.07 1.03 (5.91)    11,388.00 $227,760 $6,052 1.25% 2.66% 63 09/14 07:59 0
10 NGX22 (0.52) 1.10 5.23         7.01 $70,090 $5,450 1.13% 7.78% 56 08/11 14:47 0
9 HOX22 0.73 (3.62) (4.78)         3.16 $132,775 $5,953 1.23% 4.48% 81 08/02 04:18 0
8 HGZ22 (1.03) (4.07) (4.61)         3.35 $83,713 $2,373 0.49% 2.83% 65 08/29 05:53 0
7 GCZ22 0.86 (1.52) (5.05)     1,651.70 $165,170 $2,284 0.47% 1.38% 65 09/16 04:17 1
6 ESZ22 0.49 1.38 (6.27)     3,711.50 $185,575 $3,705 0.77% 2.00% 61 09/14 10:30 1
5 CLZ22 0.49 (3.99) (4.54)        78.99 $78,990 $3,811 0.79% 4.82% 60 08/05 09:29 0
4 6JZ22 (2.51) (1.34) (8.44)         0.01 $88,013 $1,041 0.22% 1.18% 46 09/07 07:38 0
3 6EZ22 (1.27) (2.98) (5.90)         0.97 $121,856 $1,995 0.41% 1.64% 34 08/23 03:16 0
2 6CZ22 (0.28) (2.25) (5.29)         0.74 $73,610 $520 0.11% 0.71% 59 09/14 03:25 0
1 6BZ22 (1.50) (4.45) (6.07)         1.08 $67,800 $724 0.15% 1.07% 61 08/23 02:35 0
0 6AZ22 1.15 (3.99) (5.44)         0.65 $65,395 $789 0.16% 1.21% 59 08/17 11:59 0
                 
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