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第37周交易24次共44手,盈利9.4K(4.3, -0.2,-0.4,1.1,5.0),1.6%。原仓9.6,新仓0.0,交易-0.0。YTD -$84.3K,-13.0%。新增资金11.5K,现账户资金609.7K,马金32.4K,杠杆0.54,净仓0,波动率0.27,风险较低。
本周股市继续下跌,卖掉了所有空仓,但实际盈利并不多。主要原因是做空股市,在上涨时往往持仓较多,因此亏损较大,在下跌时持仓较少,因此盈利较小。目前账户只有一手ES-RS多仓。这是账户近一年来首次做多股市,但我对长期股市并不乐观。
以下是目前账户的持仓情况,
SID |
Contract/Pair |
RV |
WV |
WM |
PE |
MV |
ATR |
SR |
V% |
WN |
DateTime |
Pos |
0 |
6AZ21 |
1.43 |
-2.17 |
6.44 |
0.00% |
$72,670 |
$543 |
-2.47 |
0.75% |
52 |
9/3/2021 8:33 |
0 |
1 |
6BZ21 |
-2.57 |
-2.32 |
6.2 |
0.00% |
$85,781 |
$454 |
-0.48 |
0.53% |
40 |
7/26/2021 9:39 |
0 |
2 |
6CZ21 |
-1.11 |
-3.19 |
8.43 |
0.00% |
$78,385 |
$523 |
-1.74 |
0.67% |
52 |
8/24/2021 10:57 |
0 |
3 |
6EZ21 |
0.35 |
-2.73 |
-6.28 |
0.00% |
$146,813 |
$592 |
-1.96 |
0.40% |
68 |
8/11/2021 3:23 |
0 |
4 |
6JZ21 |
2.33 |
-3.62 |
6.66 |
0.00% |
$113,763 |
$498 |
0.05 |
0.44% |
49 |
8/17/2021 3:13 |
0 |
5 |
CLX21 |
-1.83 |
-1.49 |
6.58 |
0.00% |
$71,820 |
$2,020 |
1.31 |
2.81% |
48 |
8/25/2021 14:58 |
0 |
6 |
ESZ21 |
3.99 |
-3.51 |
6.35 |
0.00% |
$220,413 |
$1,965 |
2.58 |
0.89% |
66 |
8/25/2021 15:45 |
1 |
7 |
GCZ21 |
-1.35 |
-1.64 |
-11.81 |
0.00% |
$175,390 |
$2,284 |
-2.71 |
1.30% |
58 |
8/8/2021 18:58 |
0 |
8 |
HGZ21 |
0.58 |
-2.56 |
-9.03 |
0.00% |
$106,000 |
$2,490 |
-0.62 |
2.35% |
50 |
8/19/2021 5:31 |
0 |
9 |
HOV21 |
2.82 |
1.53 |
7.44 |
0.00% |
$92,669 |
$2,309 |
2.08 |
2.49% |
53 |
8/25/2021 8:57 |
0 |
10 |
NGV21 |
-1.09 |
-3.84 |
6.79 |
0.00% |
$50,540 |
$1,775 |
7.69 |
3.51% |
57 |
8/29/2021 18:01 |
0 |
11 |
NQZ21 |
-0.75 |
-3.02 |
5.54 |
0.00% |
$305,655 |
$3,310 |
3.76 |
1.08% |
70 |
7/26/2021 12:01 |
0 |
12 |
RBV21 |
0.29 |
-2.78 |
8.75 |
0.00% |
$91,354 |
$2,612 |
1.28 |
2.86% |
52 |
8/25/2021 20:59 |
0 |
13 |
RSZ21 |
-1.67 |
-1.35 |
7.3 |
0.00% |
$111,120 |
$1,875 |
1.93 |
1.69% |
64 |
8/25/2021 13:20 |
-1 |
14 |
SIZ21 |
-1.71 |
-2.7 |
-11.15 |
0.00% |
$111,800 |
$2,892 |
-5.82 |
2.59% |
50 |
8/8/2021 18:58 |
0 |
15 |
YMZ21 |
-4.94 |
-2.37 |
5.76 |
0.00% |
$171,850 |
$1,551 |
-0.12 |
0.90% |
62 |
7/22/2021 5:49 |
0 |
16 |
ZBZ21 |
-1.16 |
-2.54 |
-5.09 |
0.00% |
$162,719 |
$1,105 |
-0.08 |
0.68% |
49 |
7/21/2021 13:03 |
0 |
17 |
ZCZ21 |
0.14 |
-2.01 |
5.73 |
0.00% |
$26,388 |
$733 |
-2.66 |
2.78% |
54 |
8/12/2021 12:10 |
0 |
18 |
ZSX21 |
-1.06 |
-2.17 |
-4.87 |
0.00% |
$64,213 |
$1,335 |
-4.76 |
2.08% |
64 |
8/19/2021 12:09 |
0 |
19 |
ZWZ21 |
1.37 |
1.06 |
-5.29 |
0.00% |
$35,363 |
$941 |
-0.44 |
2.66% |
63 |
9/10/2021 11:50 |
0 |
20 |
6BZ21-6AZ21 |
-2.84 |
-1.45 |
4.99 |
21.92% |
$13,111 |
$424 |
2.64 |
0.58% |
94 |
7/28/2021 14:00 |
0 |
21 |
6CZ21-6AZ21 |
-1.47 |
-1.84 |
5.71 |
13.87% |
$5,715 |
$468 |
0.92 |
0.64% |
72 |
7/21/2021 11:49 |
0 |
22 |
6CZ21-HGZ21 |
-0.67 |
2.24 |
-5.44 |
9.18% |
($27,615) |
$2,261 |
0.28 |
2.13% |
68 |
9/13/2021 2:29 |
0 |
23 |
6EZ21-6AZ21 |
-0.07 |
-1.67 |
4.22 |
8.88% |
$74,143 |
$539 |
0.33 |
0.37% |
98 |
7/30/2021 7:02 |
0 |
24 |
6EZ21-6BZ21 |
1.13 |
-2.25 |
-5.02 |
15.33% |
$61,031 |
$501 |
-1.88 |
0.34% |
99 |
9/9/2021 10:44 |
0 |
25 |
6EZ21-6CZ21 |
0.82 |
1.03 |
-6.01 |
-0.98% |
$68,428 |
$597 |
-0.42 |
0.41% |
82 |
7/21/2021 11:49 |
0 |
26 |
ESZ21-RSZ21 |
2.05 |
-3.4 |
6.08 |
16.32% |
$109,293 |
$1,645 |
0.88 |
0.75% |
96 |
7/23/2021 13:26 |
1 |
27 |
ESZ21-YMZ21 |
4.97 |
-2.91 |
4.79 |
42.22% |
$48,563 |
$1,136 |
4.63 |
0.52% |
152 |
8/31/2021 0:59 |
0 |
28 |
GCZ21-SIZ21 |
1.42 |
3.11 |
5.01 |
38.26% |
$63,590 |
$1,785 |
5.95 |
1.60% |
62 |
8/12/2021 13:43 |
0 |
29 |
HOV21-CLX21 |
2.74 |
-1.24 |
4.5 |
67.48% |
$20,849 |
$751 |
2.87 |
0.81% |
119 |
8/25/2021 8:31 |
0 |
30 |
NQZ21-ESZ21 |
3.02 |
-2.24 |
-4.86 |
34.67% |
$85,243 |
$2,162 |
3.42 |
0.71% |
81 |
7/27/2021 13:20 |
0 |
31 |
NQZ21-RSZ21 |
0.2 |
-2.99 |
6.34 |
8.30% |
$194,535 |
$3,035 |
2.91 |
0.99% |
78 |
7/26/2021 3:26 |
0 |
32 |
NQZ21-YMZ21 |
3.84 |
-2.57 |
4.96 |
13.20% |
$133,805 |
$2,873 |
4.4 |
0.94% |
77 |
8/31/2021 2:58 |
0 |
33 |
RBV21-CLX21 |
0.73 |
1.46 |
9.99 |
56.57% |
$19,534 |
$1,135 |
0.62 |
1.24% |
68 |
8/25/2021 22:04 |
0 |
34 |
RBV21-HOV21 |
-1.08 |
1.51 |
6.59 |
63.00% |
($1,315) |
$967 |
-1.5 |
1.06% |
89 |
8/25/2021 23:10 |
0 |
35 |
YMZ21-RSZ21 |
-2 |
-2.57 |
-5.4 |
20.66% |
$60,730 |
$1,487 |
-2.56 |
1.34% |
98 |
7/19/2021 12:19 |
0 |
36 |
ZBZ21-6JZ21 |
-2.41 |
-2.35 |
4.02 |
11.95% |
$48,956 |
$973 |
-0.12 |
0.60% |
83 |
8/2/2021 12:06 |
0 |
37 |
ZSX21-ZCZ21 |
-1.05 |
-2.05 |
5.14 |
33.38% |
$37,825 |
$889 |
-4.95 |
1.38% |
68 |
8/17/2021 11:07 |
0 |
38 |
ZSX21-ZWZ21 |
-1.37 |
1.06 |
-5.75 |
18.51% |
$28,850 |
$1,088 |
-5.46 |
1.69% |
69 |
8/2/2021 9:54 |
0 |
39 |
ZWZ21-ZCZ21 |
1.05 |
-1.3 |
-5.5 |
26.53% |
$8,975 |
$691 |
2.22 |
1.96% |
58 |
8/18/2021 3:36 |
0 |
40 |
PTF |
32.54 |
-3.37 |
6.04 |
0.00% |
$609,755 |
$1,656 |
0 |
0.27% |
90 |
7/23/2021 13:26 |
0 |
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