第49周交易9次共15手,亏损-5.3K,-1.1%(-2.3,-1.3,-0.3,-1.7,0.2),原仓-3.8,新仓-1.0,交易-0.5。YTD -159.3K,-25.4%。现账户资金468.8K,杠杆1.77,净仓1,波动率1.18%(0.74%~1.45%),风险稍高。
本周股市下跌,YM-RS背离基本未变。账户主要亏损来自做空ZS-ZW,又增加了1手ZS-ZW空仓。目前账户持有1手RS多仓,2手YM-RS和2手ZS-ZW空仓。风险稍高。
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 |
RSH23 | 2 | 2 | 0 | 2 | $0 | ($3,960) | $0 | ($3,960) |
RSZ22 | 1 | 1 | 2 | 1 | ($9,320) | $1,025 | $0 | ($8,295) |
YMH23 | 2 | 2 | 0 | (2) | $0 | $4,545 | $0 | $4,545 |
YMZ22 | 4 | 4 | (2) | 0 | $9,020 | ($1,123) | $328 | $8,225 |
ZSF23 | 3 | 3 | (1) | (2) | ($2,100) | ($450) | ($700) | ($3,250) |
ZWH23 | 3 | 3 | 1 | 2 | ($1,363) | ($1,000) | ($175) | ($2,538) |
Total | 15 | 15 | 0 | 1 | ($3,763) | ($963) | ($547) | ($5,273) |
SID | Contract/Pair | RV | WV | WM | PE | MV | ATR | PV% | V% | WN | DateTime | Pos |
43 | PTF | 34.12 | 1.86 | 5.83 | - | $468,827 | $5,551 | 1.18% | 1.18% | 68.7 | 12/09 17:41 | 1 |
42 | ZWH23-ZCH23 | (2.25) | (2.32) | (5.59) | 22.49% | $4,438 | $1,033 | 0.22% | 2.82% | 55 | 11/03 08:37 | 0 |
41 | ZSF23-ZWH23 | 3.70 | 3.02 | 6.71 | -8.82% | $37,488 | $1,450 | 0.31% | 3.96% | 58 | 12/06 09:53 | -2 |
40 | ZSF23-ZCH23 | 3.50 | (1.06) | 4.56 | 19.48% | $41,925 | $1,014 | 0.22% | 1.37% | 67 | 11/01 09:53 | 0 |
39 | ZBH23-6JZ22 | (2.11) | (2.91) | (4.26) | 9.59% | $38,081 | $1,559 | 0.33% | 1.20% | 80 | 11/03 09:08 | 0 |
38 | YMH23-RSH23 | 3.41 | 1.40 | 4.17 | 21.66% | $78,140 | $2,196 | 0.47% | 1.30% | 100 | 11/08 13:20 | -2 |
37 | YMZ22-RSZ22 | 3.41 | (1.28) | 5.69 | 49.83% | $77,625 | $1,521 | 0.32% | 0.91% | 63 | 11/08 13:12 | -1 |
36 | RBF23-HOF23 | (1.16) | 2.27 | 5.26 | 23.86% | ($31,613) | $4,153 | 0.89% | 3.52% | 74 | 12/08 06:42 | 0 |
35 | RBF23-CLF23 | (2.87) | 1.77 | (4.79) | 49.97% | $14,926 | $2,032 | 0.43% | 2.35% | 85 | 12/05 13:23 | 0 |
34 | NQH23-YMH23 | (4.13) | 1.08 | 5.48 | 29.61% | $64,670 | $4,511 | 0.96% | 1.93% | 84 | 11/11 03:52 | 0 |
33 | NQH23-RSH23 | 0.03 | 1.00 | 4.19 | 16.56% | $142,810 | $5,347 | 1.14% | 2.29% | 81 | 10/13 11:40 | 0 |
32 | NQH23-ESH23 | (2.50) | 2.04 | 4.76 | 52.49% | $35,120 | $3,044 | 0.65% | 1.30% | 95 | 11/11 03:52 | 0 |
31 | HOF23-CLF23 | (1.76) | (1.81) | (4.34) | 24.89% | $46,539 | $4,097 | 0.87% | 3.47% | 64 | 11/02 05:01 | 0 |
30 | HGH23-SIH23 | (0.62) | (3.97) | 8.43 | 22.15% | ($21,988) | $2,795 | 0.60% | 2.36% | 61 | 10/14 12:26 | 0 |
29 | GCG23-SIH23 | (0.77) | (2.48) | 4.67 | 38.81% | $62,540 | $2,197 | 0.47% | 1.86% | 69 | 10/12 14:12 | 0 |
28 | ESH23-YMH23 | (2.88) | 1.38 | 6.37 | 47.13% | $29,550 | $2,217 | 0.47% | 1.12% | 162 | 11/11 13:18 | 0 |
27 | ESH23-RSH23 | 2.79 | 1.85 | 4.88 | 29.08% | $107,690 | $2,975 | 0.63% | 1.50% | 112 | 10/13 11:41 | 0 |
26 | 6EZ22-6CZ22 | (1.36) | (1.03) | 6.93 | 28.73% | $58,461 | $1,057 | 0.23% | 0.80% | 72 | 11/11 16:20 | 0 |
25 | 6EZ22-6AZ22 | (1.71) | (2.18) | 4.98 | 41.76% | $63,751 | $864 | 0.18% | 0.66% | 75 | 11/07 14:24 | 0 |
24 | 6CZ22-6AZ22 | (0.27) | (3.66) | (5.53) | 47.01% | $5,290 | $560 | 0.12% | 0.82% | 63 | 11/11 13:29 | 0 |
23 | 6BZ22-6CZ22 | 1.70 | 2.20 | (7.18) | 27.70% | $3,380 | $813 | 0.17% | 1.06% | 59 | 11/04 08:34 | 0 |
22 | 6BZ22-6AZ22 | 1.47 | (1.99) | 6.38 | 34.98% | $8,670 | $731 | 0.16% | 0.95% | 67 | 10/13 11:09 | 0 |
21 | ZWH23 | (2.58) | (1.58) | (5.50) | 732.75 | $36,638 | $1,332 | 0.28% | 3.64% | 59 | 11/03 08:37 | 2 |
20 | ZSF23 | 3.40 | (1.13) | 4.68 | 1,482.50 | $74,125 | $1,260 | 0.27% | 1.70% | 65 | 11/02 01:37 | -2 |
19 | ZCH23 | 0.21 | (1.33) | (5.83) | 644.00 | $32,200 | $527 | 0.11% | 1.64% | 61 | 12/05 12:39 | 0 |
18 | ZBH23 | (3.99) | (2.57) | (8.55) | 129'220 | $129,688 | $1,725 | 0.37% | 1.33% | 64 | 10/21 09:13 | 0 |
17 | YMH23 | 2.16 | (1.68) | 5.73 | 33,735.00 | $168,675 | $2,804 | 0.60% | 1.66% | 59 | 10/13 23:45 | -2 |
16 | YMZ22 | 2.16 | (1.57) | 5.39 | 33,487.00 | $167,435 | $3,032 | 0.65% | 1.81% | 63 | 10/13 23:46 | 0 |
15 | SIH23 | 1.05 | 2.08 | 5.84 | 23.68 | $118,400 | $3,590 | 0.77% | 3.03% | 63 | 11/04 16:01 | 0 |
14 | RSH23 | (3.11) | (2.00) | 6.79 | 1,810.70 | $90,535 | $2,103 | 0.45% | 2.32% | 44 | 11/11 10:20 | 2 |
13 | RSZ22 | (3.11) | (1.78) | 6.19 | 1,796.20 | $89,810 | $2,354 | 0.50% | 2.62% | 61 | 11/11 10:27 | 1 |
12 | RBF23 | (2.81) | (1.93) | (4.88) | 2.06 | $86,516 | $4,062 | 0.87% | 4.69% | 56 | 12/07 04:57 | 0 |
11 | NQH23 | (1.63) | (1.04) | 5.97 | 11,667.25 | $233,345 | $6,408 | 1.37% | 2.75% | 66 | 11/11 03:52 | 0 |
10 | NGF23 | 0.95 | 1.07 | (6.96) | 6.31 | $63,070 | $4,627 | 0.99% | 7.34% | 60 | 10/24 06:53 | 0 |
9 | HOF23 | (1.67) | (1.95) | (7.22) | 2.81 | $118,129 | $5,454 | 1.16% | 4.62% | 62 | 12/07 14:04 | 0 |
8 | HGH23 | 0.52 | (1.52) | 6.33 | 3.86 | $96,413 | $2,571 | 0.55% | 2.67% | 73 | 11/04 15:55 | 0 |
7 | GCG23 | 2.10 | 1.18 | 5.30 | 1,809.40 | $180,940 | $2,587 | 0.55% | 1.43% | 51 | 11/11 16:42 | 0 |
6 | ESH23 | 0.32 | (1.43) | 6.38 | 3,964.50 | $198,225 | $4,194 | 0.89% | 2.12% | 65 | 11/14 13:38 | 0 |
5 | CLF23 | 1.80 | (3.02) | (5.95) | 71.59 | $71,590 | $3,474 | 0.74% | 4.85% | 58 | 11/18 09:25 | 0 |
4 | 6JZ22 | (1.19) | (1.36) | 6.56 | 0.01 | $91,606 | $1,222 | 0.26% | 1.33% | 56 | 11/10 16:09 | 0 |
3 | 6EZ22 | (1.88) | (1.10) | 7.19 | 1.05 | $131,731 | $1,484 | 0.32% | 1.13% | 58 | 11/11 14:39 | 0 |
2 | 6CZ22 | (1.02) | 1.06 | 4.97 | 0.73 | $73,270 | $747 | 0.16% | 1.02% | 59 | 11/11 14:39 | 0 |
1 | 6BZ22 | 1.64 | 2.37 | 5.76 | 1.23 | $76,650 | $1,125 | 0.24% | 1.47% | 55 | 11/11 14:59 | 0 |
0 | 6AZ22 | (0.07) | 2.71 | 7.71 | 0.68 | $67,980 | $1,057 | 0.23% | 1.56% | 49 | 11/15 08:37 | 0 |