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第15周交易32次共54手,盈利4.4K,0.8%(1.3,1.2,2.2,-0.3,0.0),原仓1.3,新仓3.3,交易-0.2。YTD -83.5K,-13.3%。现账户资金544.7K,杠杆1.35,净仓4,波动率1.39%(0.40%~1.88%),风险较高。
本周股市继续下跌,黄金原油大涨,债卷大跌。盈利主要来自做空YM-RS与做多RB-HO,亏损主要来自做多债卷。目前账户持有1手6A与2手ZB多仓。1手CL,1手CLM-CLN与1手YM-RS空仓。风险较高。
下面是目前账户的持仓情况,
SID |
Contract/Pair |
RV |
WV |
WM |
PE |
MV |
ATR |
PV% |
V% |
WN |
DateTime |
Pos |
45 |
PTF |
33.58 |
2.15 |
6.10 |
0.00% |
$544,675 |
$7,559 |
1.39% |
1.39% |
81.1 |
04/14 18:15 |
2 |
44 |
ZWK22-ZCK22 |
2.08 |
(1.64) |
7.24 |
8.76% |
$15,238 |
$2,567 |
0.47% |
4.69% |
80 |
03/07 20:00 |
0 |
43 |
ZSK22-ZWK22 |
(1.05) |
1.60 |
(6.11) |
-3.86% |
$29,263 |
$2,923 |
0.54% |
5.33% |
83 |
03/07 20:00 |
0 |
42 |
ZSK22-ZCK22 |
(0.01) |
(1.27) |
(7.12) |
34.88% |
$44,500 |
$1,400 |
0.26% |
1.67% |
82 |
04/03 21:18 |
0 |
41 |
ZBM22-6JM22 |
(2.61) |
(3.01) |
(4.75) |
14.89% |
$41,575 |
$1,766 |
0.32% |
1.25% |
68 |
04/06 10:59 |
0 |
40 |
YMM22-RSM22 |
0.60 |
(1.02) |
3.99 |
43.41% |
$71,890 |
$1,740 |
0.32% |
1.01% |
138 |
04/11 09:36 |
-1 |
39 |
RBK22-HOK22 |
0.25 |
1.67 |
5.67 |
50.88% |
($19,018) |
$5,031 |
0.92% |
3.13% |
85 |
03/09 05:06 |
0 |
38 |
RBK22-CLK22 |
1.70 |
3.88 |
4.57 |
64.67% |
$35,130 |
$2,676 |
0.49% |
1.89% |
113 |
03/06 18:07 |
0 |
37 |
NQM22-YMM22 |
(0.30) |
(2.44) |
4.91 |
29.56% |
$105,900 |
$5,925 |
1.09% |
2.13% |
72 |
02/24 15:59 |
0 |
36 |
NQM22-RSM22 |
(0.60) |
(2.32) |
(4.99) |
28.45% |
$177,790 |
$6,019 |
1.10% |
2.17% |
74 |
02/24 02:28 |
0 |
35 |
NQM22-ESM22 |
(0.44) |
(2.29) |
5.25 |
49.86% |
$58,395 |
$4,218 |
0.77% |
1.52% |
68 |
02/25 08:33 |
0 |
34 |
HOK22-CLK22 |
1.65 |
(1.45) |
5.57 |
45.53% |
$54,148 |
$5,579 |
1.02% |
3.47% |
69 |
03/03 02:49 |
0 |
33 |
HGK22-SIK22 |
0.97 |
1.60 |
(5.14) |
-4.50% |
($11,263) |
$3,881 |
0.71% |
3.00% |
65 |
03/08 07:50 |
0 |
32 |
GCM22-SIK22 |
1.21 |
(1.07) |
4.28 |
44.89% |
$68,435 |
$2,047 |
0.38% |
1.58% |
104 |
03/07 15:40 |
0 |
31 |
ESM22-YMM22 |
1.62 |
(2.50) |
4.98 |
57.05% |
$47,505 |
$2,021 |
0.37% |
0.92% |
127 |
03/21 11:58 |
0 |
30 |
ESM22-RSM22 |
2.85 |
(1.80) |
(5.17) |
46.35% |
$119,395 |
$2,524 |
0.46% |
1.15% |
114 |
02/24 02:18 |
0 |
29 |
CLM22-CLN22 |
0.00 |
1.65 |
7.58 |
84.24% |
$1,070 |
$1,018 |
0.19% |
0.96% |
313 |
03/06 18:02 |
-1 |
28 |
CLK22-CLM22 |
0.00 |
(3.73) |
(9.01) |
89.37% |
$490 |
$735 |
0.13% |
0.69% |
141 |
03/14 01:38 |
0 |
27 |
6EM22-6CM22 |
(0.09) |
1.81 |
(6.68) |
10.73% |
$56,366 |
$1,068 |
0.20% |
0.79% |
73 |
03/06 20:51 |
0 |
26 |
6EM22-6AM22 |
(0.98) |
1.59 |
(9.69) |
6.66% |
$61,456 |
$1,117 |
0.21% |
0.82% |
67 |
03/06 20:52 |
0 |
25 |
6CM22-6AM22 |
(0.88) |
(1.12) |
5.83 |
24.48% |
$5,090 |
$565 |
0.10% |
0.76% |
81 |
03/14 22:58 |
0 |
24 |
6BM22-6CM22 |
(1.43) |
1.83 |
(5.24) |
9.32% |
$2,416 |
$532 |
0.10% |
0.65% |
74 |
02/24 10:55 |
0 |
23 |
6BM22-6AM22 |
(1.78) |
(1.35) |
(8.52) |
9.98% |
$7,506 |
$673 |
0.12% |
0.91% |
52 |
03/06 20:52 |
0 |
22 |
ZWK22 |
2.39 |
(1.12) |
9.28 |
109575.00% |
$54,788 |
$2,814 |
0.52% |
5.14% |
72 |
03/07 20:00 |
0 |
21 |
ZSK22 |
(0.01) |
1.81 |
(7.49) |
168100.00% |
$84,050 |
$2,150 |
0.39% |
2.56% |
63 |
02/25 06:27 |
0 |
20 |
ZCK22 |
(0.26) |
2.62 |
6.87 |
79100.00% |
$39,550 |
$1,176 |
0.22% |
2.97% |
69 |
02/23 23:25 |
0 |
19 |
ZBM22 |
(4.80) |
(2.74) |
(5.48) |
141'010 |
$141,031 |
$2,075 |
0.38% |
1.47% |
55 |
03/10 10:24 |
2 |
18 |
YMM22 |
(1.88) |
(1.45) |
(5.31) |
3438900.00% |
$171,945 |
$3,074 |
0.56% |
1.79% |
74 |
02/24 02:30 |
-1 |
17 |
SIK22 |
(0.95) |
(1.62) |
(5.53) |
2585.50% |
$129,275 |
$3,714 |
0.68% |
2.87% |
51 |
03/29 08:50 |
0 |
16 |
RSM22 |
(2.21) |
(1.36) |
4.69 |
200110.00% |
$100,055 |
$2,687 |
0.49% |
2.69% |
58 |
02/25 08:47 |
1 |
15 |
RBK22 |
1.28 |
4.48 |
6.54 |
337.31% |
$141,670 |
$7,576 |
1.39% |
5.35% |
69 |
03/06 18:03 |
0 |
14 |
NQM22 |
(1.81) |
(1.97) |
5.09 |
1389225.00% |
$277,845 |
$8,412 |
1.54% |
3.03% |
62 |
02/25 08:36 |
0 |
13 |
NGM22 |
1.98 |
1.85 |
(4.48) |
742.30% |
$74,230 |
$2,826 |
0.52% |
3.81% |
76 |
03/08 08:03 |
0 |
12 |
NGK22 |
1.98 |
1.75 |
(4.48) |
732.10% |
$73,210 |
$2,885 |
0.53% |
3.94% |
72 |
03/08 08:03 |
0 |
11 |
HOK22 |
1.38 |
5.73 |
7.39 |
382.59% |
$160,688 |
$10,242 |
1.88% |
6.37% |
51 |
03/03 02:49 |
0 |
10 |
HGK22 |
0.46 |
(1.18) |
(6.10) |
472.05% |
$118,013 |
$2,814 |
0.52% |
2.38% |
65 |
03/07 11:37 |
0 |
9 |
GCM22 |
3.21 |
(1.10) |
(5.33) |
197710.00% |
$197,710 |
$3,503 |
0.64% |
1.77% |
67 |
02/24 15:06 |
0 |
8 |
ESM22 |
2.29 |
(1.50) |
(5.08) |
438900.00% |
$219,450 |
$4,705 |
0.86% |
2.14% |
66 |
02/24 02:30 |
0 |
7 |
CLN22 |
(2.27) |
4.57 |
6.47 |
10498.00% |
$104,980 |
$5,978 |
1.10% |
5.69% |
67 |
03/06 18:03 |
1 |
6 |
CLM22 |
(2.27) |
4.38 |
6.29 |
10605.00% |
$106,050 |
$6,458 |
1.19% |
6.09% |
67 |
03/06 18:03 |
-2 |
5 |
CLK22 |
(2.27) |
4.18 |
6.34 |
10654.00% |
$106,540 |
$6,912 |
1.27% |
6.49% |
71 |
03/06 18:02 |
0 |
4 |
6JM22 |
(1.22) |
(1.76) |
(8.80) |
0.80% |
$99,456 |
$811 |
0.15% |
0.82% |
59 |
03/14 21:27 |
0 |
3 |
6EM22 |
(0.99) |
1.49 |
(6.42) |
108.55% |
$135,681 |
$1,196 |
0.22% |
0.88% |
83 |
03/06 20:24 |
0 |
2 |
6CM22 |
(2.01) |
1.24 |
(5.14) |
79.32% |
$79,315 |
$531 |
0.10% |
0.67% |
59 |
04/08 09:25 |
0 |
1 |
6BM22 |
(1.90) |
(2.32) |
(7.27) |
130.77% |
$81,731 |
$586 |
0.11% |
0.72% |
71 |
02/24 11:01 |
0 |
0 |
6AM22 |
0.27 |
(1.87) |
(6.23) |
74.23% |
$74,225 |
$748 |
0.14% |
1.01% |
58 |
04/08 09:50 |
1 |
|
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