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 |