第47周交易1次共2手,亏损-7.8K,-1.6%(-0.9,-3.7,-1.2,0.0.,-2.0),原仓-6.3,新仓-1.7,交易0.0。YTD -161.3K,-25.7%。现账户资金466.9K,杠杆2.27,净仓0,波动率1.36%(1.03%~1.61%),风险较高。
本周股市上演圣诞行情,一路上涨。YM-RS背离竟然创下历史新高,账户因此严重亏损,创下新低。因为已满仓,本周仅进行了一次交易,增加了一手YM-RS空仓。目前账户持有4手YM-RS空仓。风险较高。
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 |
RSZ22 | 1 | 1 | 3 | 4 | $2,835 | $1,275 | $0 | $4,110 |
YMZ22 | 1 | 1 | (3) | (4) | ($9,180) | ($3,010) | $0 | ($12,190) |
Total | 2 | 2 | 0 | 0 | ($6,345) | ($1,735) | $0 | ($8,080) |
SID | Contract/Pair | RV | WV | WM | PE | MV | ATR | PV% | V% | WN | DateTime | Pos |
40 | PTF | 25.72 | 2.15 | 5.96 | - | $466,883 | $6,331 | 1.36% | 1.36% | 62.2 | 11/25 17:28 | 0 |
39 | ZWH23-ZCH23 | (1.83) | (3.43) | (5.18) | 22.88% | $6,113 | $1,114 | 0.24% | 2.81% | 66 | 11/03 08:37 | 0 |
38 | ZSF23-ZWH23 | 2.20 | 3.96 | 6.07 | -3.25% | $32,038 | $1,492 | 0.32% | 3.76% | 66 | 10/12 12:01 | 0 |
37 | ZSF23-ZCH23 | 1.93 | (1.39) | (6.88) | 20.42% | $38,150 | $1,007 | 0.22% | 1.40% | 68 | 10/03 06:57 | 0 |
36 | ZBH23-6JZ22 | (2.33) | (1.32) | (4.88) | 4.16% | $37,438 | $1,728 | 0.37% | 1.35% | 54 | 10/07 08:30 | 0 |
35 | YMZ22-RSZ22 | 2.13 | 2.42 | 5.47 | 52.39% | $78,265 | $1,583 | 0.34% | 0.92% | 57 | 11/08 13:12 | -4 |
34 | RBF23-HOF23 | (0.90) | 1.69 | 5.12 | 22.59% | ($38,039) | $4,086 | 0.88% | 3.03% | 76 | 11/02 05:01 | 0 |
33 | RBF23-CLF23 | (1.90) | 1.30 | (4.60) | 49.78% | $20,306 | $1,949 | 0.42% | 2.01% | 107 | 10/10 21:17 | 0 |
32 | NQZ22-YMZ22 | (3.76) | (1.59) | (5.87) | 38.87% | $63,845 | $4,328 | 0.93% | 1.84% | 59 | 10/11 15:11 | 0 |
31 | NQZ22-RSZ22 | (0.66) | (1.22) | (5.77) | 31.95% | $142,110 | $4,818 | 1.03% | 2.04% | 55 | 10/11 15:11 | 0 |
30 | NQZ22-ESZ22 | (2.64) | (1.69) | 5.06 | 60.69% | $34,023 | $2,783 | 0.60% | 1.18% | 59 | 11/11 03:59 | 0 |
29 | HOF23-CLF23 | (0.98) | (2.70) | (4.55) | 25.96% | $58,346 | $3,908 | 0.84% | 2.90% | 74 | 11/02 05:01 | 0 |
28 | HGH23-SIH23 | (0.40) | (1.81) | 9.52 | 19.21% | ($17,700) | $2,893 | 0.62% | 2.67% | 60 | 10/14 12:26 | 0 |
27 | GCG23-SIH23 | 0.16 | 1.74 | 4.71 | 38.45% | $68,645 | $2,204 | 0.47% | 2.03% | 80 | 10/05 10:12 | 0 |
26 | ESZ22-YMZ22 | (2.36) | (1.43) | 7.56 | 63.30% | $29,823 | $1,700 | 0.36% | 0.84% | 57 | 11/11 14:05 | 0 |
25 | ESZ22-RSZ22 | 1.46 | 3.00 | (6.04) | 48.16% | $108,088 | $2,402 | 0.51% | 1.19% | 61 | 10/11 20:13 | 0 |
24 | 6EZ22-6CZ22 | (1.31) | 1.06 | 6.61 | 30.27% | $55,520 | $1,108 | 0.24% | 0.85% | 59 | 11/11 16:20 | 0 |
23 | 6EZ22-6AZ22 | (1.12) | (1.59) | 4.75 | 41.37% | $62,770 | $932 | 0.20% | 0.72% | 66 | 10/04 14:38 | 0 |
22 | 6CZ22-6AZ22 | 0.30 | (4.11) | (5.42) | 48.24% | $7,250 | $572 | 0.12% | 0.85% | 61 | 11/11 13:29 | 0 |
21 | 6BZ22-6CZ22 | 1.15 | 3.58 | (6.48) | 27.62% | $883 | $953 | 0.20% | 1.26% | 61 | 09/25 21:01 | 0 |
20 | 6BZ22-6AZ22 | 1.24 | 4.47 | 6.68 | 32.63% | $8,133 | $887 | 0.19% | 1.17% | 61 | 09/29 18:19 | 0 |
19 | ZWH23 | (1.80) | (1.83) | 5.10 | 792.75 | $39,638 | $1,445 | 0.31% | 3.64% | 66 | 10/10 11:22 | 0 |
18 | ZSF23 | 1.90 | (1.21) | 4.66 | 1,433.50 | $71,675 | $1,265 | 0.27% | 1.77% | 70 | 11/02 01:37 | 0 |
17 | ZCH23 | 0.92 | 2.42 | 5.66 | 670.50 | $33,525 | $578 | 0.12% | 1.72% | 60 | 10/10 10:12 | 0 |
16 | ZBH23 | (4.02) | (1.53) | (8.18) | 127'170 | $127,531 | $1,803 | 0.39% | 1.41% | 50 | 10/21 09:13 | 0 |
15 | YMZ22 | 1.77 | 3.56 | 5.23 | 34,378.00 | $171,890 | $3,324 | 0.71% | 1.93% | 55 | 10/04 16:02 | -4 |
14 | SIH23 | 0.19 | (1.42) | 7.79 | 21.67 | $108,325 | $3,581 | 0.77% | 3.31% | 60 | 10/04 11:35 | 0 |
13 | RSZ22 | (1.69) | 1.88 | 5.72 | 1,872.50 | $93,625 | $2,547 | 0.55% | 2.72% | 63 | 11/11 10:27 | 4 |
12 | RBF23 | (1.99) | (2.97) | 4.63 | 2.31 | $96,856 | $3,881 | 0.83% | 4.01% | 66 | 11/22 13:28 | 0 |
11 | NQZ22 | (1.57) | 2.25 | 5.34 | 11,786.75 | $235,735 | $7,080 | 1.52% | 3.00% | 64 | 11/11 03:59 | 0 |
10 | NGF23 | 1.51 | (2.35) | (7.17) | 7.22 | $72,200 | $4,494 | 0.96% | 6.22% | 60 | 10/24 06:53 | 0 |
9 | HOF23 | (0.81) | (3.01) | 6.95 | 3.21 | $134,896 | $5,278 | 1.13% | 3.91% | 58 | 10/06 04:00 | 0 |
8 | HGH23 | (0.64) | (1.51) | 6.26 | 3.63 | $90,625 | $2,599 | 0.56% | 2.87% | 76 | 11/04 15:55 | 0 |
7 | GCG23 | 2.50 | (1.13) | 5.33 | 1,769.70 | $176,970 | $2,666 | 0.57% | 1.51% | 50 | 10/04 12:40 | 0 |
6 | ESZ22 | 0.25 | 2.29 | 5.71 | 4,034.25 | $201,713 | $4,633 | 0.99% | 2.30% | 58 | 11/14 13:53 | 0 |
5 | CLF23 | 0.40 | (2.13) | 6.22 | 76.55 | $76,550 | $3,365 | 0.72% | 4.40% | 56 | 10/09 18:00 | 0 |
4 | 6JZ22 | (0.90) | (1.84) | 7.42 | 0.01 | $90,094 | $1,080 | 0.23% | 1.20% | 52 | 11/10 16:09 | 0 |
3 | 6EZ22 | (1.25) | (1.45) | 6.71 | 1.04 | $130,250 | $1,589 | 0.34% | 1.22% | 50 | 11/11 14:39 | 0 |
2 | 6CZ22 | 0.11 | (1.11) | 4.66 | 0.75 | $74,730 | $796 | 0.17% | 1.07% | 60 | 11/11 14:39 | 0 |
1 | 6BZ22 | 1.21 | 3.52 | 4.92 | 1.21 | $75,613 | $1,316 | 0.28% | 1.74% | 57 | 11/11 14:59 | 0 |
0 | 6AZ22 | (0.30) | (1.04) | 7.37 | 0.67 | $67,480 | $1,106 | 0.24% | 1.64% | 48 | 11/15 08:37 | 0 |