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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43周:1.0%, 年-24.8%

(2022-10-28 14:41:17) 下一个

   第43周交易22次共29手,盈利4.8K,1.0%(-2.2,7.6,5.1,1.5.,-7.3),原仓3.1,新仓-7.8,交易9.6。YTD -155.8K,-24.8%。现账户资金472K,杠杆1.99,净仓1,波动率0.97%(0.99%~1.94%),风险正常。

   本周股市大涨。趁机降低了持仓,目前账户持有1手GC多仓,3手YM-RS空仓。偏于在做空股市,风险正常。

   以下是账户交易与期货的详细情况,

Contract Trade Vol P_1 Pos Old New Trading No Fee
CLZ22 2 2 0 0 $0 $0 $410 $410
ESZ22 5 5 1 0 $7,550 ($6,263) $4,813 $6,100
GCZ22 2 2 1 1 ($1,420) $0 $1,020 ($400)
HOZ22 2 2 0 0 $0 $0 $84 $84
RSZ22 3 3 2 3 $10,820 $1,920 $900 $13,640
SIZ22 6 6 0 0 $0 $0 $1,800 $1,800
YMZ22 5 5 (2) (3) ($18,010) ($4,770) ($315) ($23,095)
ZBZ22 4 4 2 0 $4,188 $1,266 $922 $6,375
Total 29 29 4 1 $3,128 ($7,847) $9,634 $4,914
     
SID Contract/Pair RV WV WM  PE  MV ATR PV% V% WN DateTime Pos
40 PTF 26.51 2.16 6.52          -   $472,349 $4,570 0.97% 0.97% 66 10/28 17:25 1
39 ZWZ22-ZCZ22 (1.39) (1.91) 5.64 24.29% $7,525 $1,333 0.28% 3.21% 60 09/21 03:11 0
38 ZSF23-ZWZ22 1.77 1.84 5.59 0.51% $28,488 $1,752 0.37% 4.22% 50 09/13 05:01 0
37 ZSF23-ZCZ22 1.53 1.63 8.91 22.58% $36,013 $1,116 0.24% 1.59% 61 09/13 07:36 0
36 ZBZ22-6JZ22 (1.18) (1.34) (4.26) 10.40% $35,794 $1,769 0.37% 1.46% 77 10/07 10:14 0
35 YMZ22-RSZ22 2.04 (1.21) 5.10 54.11% $72,035 $1,534 0.32% 0.93% 76 10/14 09:55 -3
34 RBZ22-HOZ22 (3.56) 1.61 7.42 26.34% ($50,702) $4,590 0.97% 2.91% 66 09/15 13:59 0
33 RBZ22-CLZ22 (3.05) (1.35) 4.79 53.18% $18,640 $2,005 0.42% 1.87% 102 10/04 14:29 0
32 NQZ22-YMZ22 (0.46) 3.77 (5.86) 41.09% $67,560 $4,156 0.88% 1.79% 70 10/11 10:04 0
31 NQZ22-RSZ22 1.46 4.30 (5.76) 32.62% $139,595 $4,753 1.01% 2.04% 70 10/11 15:11 0
30 NQZ22-ESZ22 0.62 4.02 (4.83) 62.09% $36,360 $2,675 0.57% 1.15% 75 09/13 20:41 0
29 HOZ22-CLZ22 1.79 (1.70) (5.36) 27.71% $69,343 $4,505 0.95% 2.86% 74 09/14 07:06 0
28 HGZ22-SIZ22 (1.55) 1.19 10.51 21.92% ($10,200) $2,657 0.56% 2.77% 51 10/14 12:25 0
27 GCZ22-SIZ22 (1.15) (1.40) (7.26) 44.93% $68,830 $1,874 0.40% 1.95% 63 10/03 10:00 1
26 ESZ22-YMZ22 (1.49) 3.05 (6.27) 64.67% $31,200 $1,685 0.36% 0.86% 85 10/11 10:31 0
25 ESZ22-RSZ22 1.35 3.94 (5.77) 47.28% $103,235 $2,515 0.53% 1.28% 74 10/11 20:13 0
24 6EZ22-6CZ22 (1.42) (1.14) (5.52) 26.66% $51,526 $1,108 0.23% 0.89% 68 09/25 21:02 0
23 6EZ22-6AZ22 (1.59) (1.14) 5.37 33.69% $60,806 $1,002 0.21% 0.80% 69 10/04 14:38 0
22 6CZ22-6AZ22 (0.47) 3.30 (5.33) 45.72% $9,280 $552 0.12% 0.86% 78 10/26 10:04 0
21 6BZ22-6CZ22 0.64 1.77 (13.06) 28.65% ($811) $845 0.18% 1.16% 79 09/25 21:01 0
20 6BZ22-6AZ22 0.31 2.49 (10.54) 29.22% $8,469 $838 0.18% 1.15% 65 09/25 21:01 0
19 ZWZ22 (1.45) (1.90) 5.59       830.25 $41,513 $1,761 0.37% 4.24% 56 09/21 03:11 0
18 ZSF23 1.52 1.42 9.29     1,400.00 $70,000 $1,442 0.31% 2.06% 63 09/13 07:36 0
17 ZCZ22 0.52 (1.85) 4.94       679.75 $33,988 $703 0.15% 2.07% 68 10/10 10:12 0
16 ZBZ22 (3.44) (1.23) (5.73)  121'020  $121,063 $1,974 0.42% 1.63% 68 10/10 13:08 0
15 YMZ22 1.32 3.31 (5.31)    32,990.00 $164,950 $3,342 0.71% 2.03% 64 09/14 15:17 -3
14 SIZ22 1.25 (2.00) 8.27        19.20 $96,000 $3,403 0.72% 3.55% 52 10/04 12:40 0
13 RSZ22 (1.85) 2.42 4.71     1,858.30 $92,915 $2,633 0.56% 2.83% 60 10/04 15:59 3
12 RBZ22 (3.37) (2.45) 5.44         2.55 $107,020 $4,283 0.91% 4.00% 65 10/04 14:29 0
11 NQZ22 0.72 3.67 (6.78)    11,625.50 $232,510 $7,055 1.49% 3.03% 68 09/16 12:27 0
10 NGZ22 (1.93) 1.03 (7.32)         5.80 $58,000 $4,680 0.99% 8.07% 55 10/24 06:53 0
9 HOZ22 2.10 (1.05) 6.32         3.76 $157,723 $6,231 1.32% 3.95% 70 10/06 04:00 0
8 HGZ22 (1.22) (2.70) (5.08)         3.43 $85,800 $2,574 0.54% 3.00% 62 09/16 04:53 0
7 GCZ22 0.13 (2.81) (6.27)     1,648.30 $164,830 $2,679 0.57% 1.63% 52 09/16 04:17 1
6 ESZ22 (0.51) 3.27 (6.87)     3,923.00 $196,150 $4,769 1.01% 2.43% 62 09/19 06:16 0
5 CLZ22 0.21 (1.33) 5.92        88.38 $88,380 $3,689 0.78% 4.17% 53 10/10 09:41 0
4 6JZ22 (2.02) (2.63) 6.58         0.01 $85,269 $969 0.21% 1.14% 60 09/22 04:45 0
3 6EZ22 (1.56) (1.88) (5.20)         1.00 $125,031 $1,511 0.32% 1.21% 63 09/25 21:01 0
2 6CZ22 (0.16) (1.97) (5.93)         0.74 $73,505 $741 0.16% 1.01% 59 09/19 09:29 0
1 6BZ22 0.65 1.25 (10.49)         1.16 $72,694 $1,184 0.25% 1.63% 64 09/25 21:01 0
0 6AZ22 0.56 (2.20) (5.75)         0.64 $64,225 $1,017 0.22% 1.58% 61 10/11 00:58 0
                 
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