本年度净值截至本周为1.13。
今年上半年到本周的资金曲线如图。
楼主做的蛮好，谢谢你的分享．
请问楼主如何解决浮盈回撤，这是我苦恼的问题，期满你的解答，谢谢！
hhhaosz 发表于 2015-7-19 07:48 static/image/common/back.gif
请问楼主如何解决浮盈回撤，这是我苦恼的问题，期满你的解答，谢谢！
浮盈回撤，或者可以更广义的说——回撤，是趋势策略的一个内在特征。
解决这个问题，最好的方法是像 @magic-lzc 那样，干脆就当浮盈不存在，只看平仓收益。
如果做不到，那么尝试培养宠辱不惊的态度，如《股票作手回忆录》中所说：“这就是我的体会：研究整体状况，抱牢头寸。我不急不躁地等待，遭受挫折不惊慌，知道这是暂时的。我曾卖空10万股股票，眼看着股价迅速反弹，我已预料到这定会出现，然而我仍按兵不动，眼睁睁看着50万浮动利润消失，完全没有想过回补卖空的股票，等股价反弹时再卖出去，因为如果那样做，我就失去了头寸。为你赚大钱的是大行情。”
如果还是做不到，还是无法克制想要通过技术手段留住浮盈冲动，那么只能说趋势类策略对你不合适，可以尝试一下均归类策略。
成交汇总
品种汇总
成交明细
平仓明细
合约买/卖投机/套保成交价手数成交额开/平手续费平仓盈亏
CU1509卖投机39,750.003596,250.00开89.44--
CU1509买投机39,860.003597,900.00平0.00-1,650.00
CU1509卖投机39,810.003597,150.00开89.58--
RB1510买投机2,058.0024493,920.00平44.45-16,320.00
CF601买投机12,750.0010637,500.00平90.00250.00
FG509买投机876.0020350,400.00平240.00-1,200.00
MA509买投机2,312.0013300,560.00平54.6015,730.00
SR601买投机5,385.0013700,050.00平78.002,170.00
TA509买投机4,594.0014321,580.00平84.00-7,000.00
JD1509买投机4,235.0016677,600.00开271.04--
P1601买投机4,892.0012587,040.00平72.00-9,840.00
IF1509买投机3,937.0011,181,100.00开33.31--
IF1509卖投机4,028.4011,208,520.00平34.08-1,560.00
IF1509卖投机3,903.4011,171,020.00平33.02-10,080.00
IF1509买投机4,049.2011,214,760.00开34.26--
IF1509卖投机4,008.2011,202,460.00平33.91-12,300.00
IF1509买投机4,033.6011,210,080.00开34.12--
合计13713,047,890.001,315.81-41,800.00
持仓汇总
持仓明细
合约买持仓买均价卖持仓卖均价昨结算价今结算价浮动盈亏交易保证金投机/套保
AG151293,395.7783,287.003,236.0021,570.0056,791.80投机
CU1509339,810.0040,470.0039,940.00-1,950.0077,883.00投机
ZN1509915,800.0015,665.0015,585.00-9,675.0070,132.50投机
JD1509164,235.004,153.004,202.00-5,280.0073,955.20投机
合计25124,665.00278,762.50
浮盈回撤，或者可以更广义的说——回撤，是趋势策略的一个内在特征。
解决这个问题，最好的方法是像 @magic-lzc 那样，干脆就当浮盈不存在，只看平仓收益。
如果做不到，那么尝试培养宠辱不惊的态度，如《股票作手回忆录》中所说：“这就是我的体会：研究整体状况，抱牢头寸。我不急不躁地等待，遭受挫折不惊慌，知道这是暂时的。我曾卖空10万股股票，眼看着股价迅速反弹，我已预料到这定会出现，然而我仍按兵不动，眼睁睁看着50万浮动利润消失，完全没有想过回补卖空的股票，等股价反弹时再卖出去，因为如果那样做，我就失去了头寸。为你赚大钱的是大行情。”
如果还是做不到，还是无法克制想要通过技术手段留住浮盈冲动，那么只能说趋势类策略对你不合适，可以尝试一下均归类策略。
谢谢你的回答，我将会更加坚定抱住趋势这棵大树．
成交汇总
品种汇总
成交明细
平仓明细
合约买/卖投机/套保成交价手数成交额开/平手续费平仓盈亏
AG1512买投机3,290.009444,150.00平53.3014,280.00
ZN1509卖投机15,490.009697,050.00平108.00-13,950.00
SR601卖投机5,338.007373,660.00开42.00--
SR601卖投机5,337.006320,220.00开36.00--
C1601卖投机2,073.00641,326,720.00开192.00--
JM1509卖投机610.0010366,000.00开73.20--
JM1509卖投机610.504146,520.00开29.31--
合计1093,674,320.00533.81330.00
持仓汇总
持仓明细
合约买持仓买均价卖持仓卖均价昨结算价今结算价浮动盈亏交易保证金投机/套保
CU1509339,810.0039,940.0039,980.00-2,550.0077,961.00投机
SR601135,337.5385,371.005,349.00-1,490.0062,583.30投机
C1601642,073.002,082.002,074.00-640.00106,188.80投机
JD1509164,235.004,202.004,298.0010,080.0075,644.80投机
JM150914610.143626.00621.50-9,540.0041,764.80投机
合计1694-4,140.00364,142.70
成交汇总
品种汇总
成交明细
平仓明细
合约买/卖投机/套保成交价手数成交额开/平手续费平仓盈亏
TC509卖投机372.005372,000.00开100.00--
TC509卖投机371.605371,600.00开100.00--
M1509买投机2,725.0020545,000.00开90.00--
合计301,288,600.00290.000.00
持仓汇总
持仓明细
合约买持仓买均价卖持仓卖均价昨结算价今结算价浮动盈亏交易保证金投机/套保
CU1509339,810.0039,980.0039,650.002,400.0077,317.50投机
SR601135,337.5385,349.005,353.00-2,010.0062,630.10投机
TC50910371.80380.00376.00-8,400.0067,680.00投机
C1601642,073.002,074.002,078.00-3,200.00106,393.60投机
JD1509164,235.004,298.004,288.008,480.0075,468.80投机
JM150914610.143621.50611.50-1,140.0041,092.80投机
M1509202,725.002,698.002,714.00-2,200.0048,852.00投机
合计36104-6,070.00479,434.80
成交汇总
品种汇总
成交明细
平仓明细
合约买/卖投机/套保成交价手数成交额开/平手续费平仓盈亏
RM509买投机2,316.0022509,520.00开132.00--
JM1509买投机614.5014516,180.00平103.24-3,660.00
IF1509买投机4,102.0011,230,600.00开34.70--
合计372,256,300.00269.94-3,660.00
持仓汇总
持仓明细
合约买持仓买均价卖持仓卖均价昨结算价今结算价浮动盈亏交易保证金投机/套保
CU1509339,810.0039,650.0039,110.0010,500.0076,264.50投机
RM509222,316.002,286.002,305.00-2,420.0045,639.00投机
SR601135,337.5385,353.005,288.006,440.0061,869.60投机
TC50910371.80376.00373.80-4,000.0067,284.00投机
C1601642,073.002,078.002,075.00-1,280.00106,240.00投机
JD1509164,235.004,288.004,329.0015,040.0076,190.40投机
M1509202,725.002,714.002,725.000.0049,050.00投机
IF150914,102.003,874.604,124.806,840.00173,241.60投机
合计599031,120.00655,779.10
楼主持有的品种，有１个和我一样的，希望共同赚钱．
本帖最后由 Cassor 于 2015-7-24 21:56 编辑
成交汇总
品种汇总
成交明细
平仓明细
合约买/卖投机/套保成交价手数成交额开/平手续费平仓盈亏
AG1512买投机3,219.009434,565.00平0.00-675.00
AG1512卖投机3,221.009434,835.00开52.18--
AG1512卖投机3,214.009433,890.00开52.08--
FG509卖投机857.0020342,800.00开240.00--
MA509卖投机2,254.0017383,180.00开71.40--
RM509卖投机2,263.0022497,860.00平132.00-11,660.00
M1509卖投机2,695.0020539,000.00平90.00-6,000.00
PP1509卖投机8,043.0011442,365.00开66.35--
IF1509卖投机4,107.2011,232,160.00平34.751,560.00
合计1184,740,655.00738.76-16,775.00
持仓汇总
持仓明细
合约买持仓买均价卖持仓卖均价昨结算价今结算价浮动盈亏交易保证金投机/套保
AG151293,221.003,250.003,231.00-1,350.0056,704.05投机
CU1509339,810.0039,110.0038,470.0020,100.0075,016.50投机
FG50920857.00867.00856.00400.0030,816.00投机
MA509172,254.002,292.002,276.00-3,740.0034,822.80投机
SR601135,337.5385,288.005,237.0013,070.0061,272.90投机
TC50910371.80373.80371.001,600.0066,780.00投机
C1601642,073.002,075.002,052.0013,440.00105,062.40投机
JD1509164,235.004,329.004,358.0019,680.0076,700.80投机
PP1509118,043.008,212.008,080.00-2,035.0035,552.00投机
合计1614761,165.00542,727.45
本年度净值截至本周为1.10。
今年上半年到本周的资金曲线如图。
成交汇总
品种汇总
成交明细
平仓明细
合约买/卖投机/套保成交价手数成交额开/平手续费平仓盈亏
AG1512买投机3,216.009434,160.00平52.10675.00
FG509买投机859.0020343,600.00平240.00-800.00
TA509卖投机4,568.0018411,120.00开108.00--
L1509卖投机8,900.0011489,500.00开66.00--
P1601卖投机4,802.0012576,240.00开72.00--
合计702,254,620.00538.10-125.00
持仓汇总
持仓明细
合约买持仓买均价卖持仓卖均价昨结算价今结算价浮动盈亏交易保证金投机/套保
CU1509339,810.0038,470.0038,450.0020,400.0074,977.50投机
MA509172,254.002,276.002,211.007,310.0052,621.80投机
SR601135,337.5385,237.005,181.0020,350.0060,617.70投机
TA509184,568.004,612.004,576.00-720.0037,065.60投机
TC50910371.80371.00374.00-4,400.0067,320.00投机
C1601642,073.002,052.001,994.0050,560.00102,092.80投机
JD1509164,235.004,358.004,320.0013,600.0076,032.00投机
L1509118,900.009,200.008,895.00275.0063,599.25投机
P1601124,802.004,870.004,802.000.0046,099.20投机
PP1509118,043.008,080.007,825.0011,990.0034,430.00投机
合计16159119,365.00614,855.85
成交汇总
品种汇总
成交明细
平仓明细
合约买/卖投机/套保成交价手数成交额开/平手续费平仓盈亏
TC509买投机375.608600,960.00平160.00-6,080.00
TC509买投机375.20175,040.00平20.00-640.00
TC509买投机375.80175,160.00平20.00-840.00
JM1509卖投机603.5011398,310.00开39.83--
JM1509买投机610.5014512,820.00平51.27-5,970.00
JM1509卖投机603.003108,540.00开10.85--
L1509买投机8,800.0011484,000.00平66.005,500.00
PP1509买投机7,906.009355,770.00平53.376,165.00
PP1509买投机7,904.00279,040.00平11.861,390.00
合计602,689,640.00433.18-475.00
持仓汇总
持仓明细
合约买持仓买均价卖持仓卖均价昨结算价今结算价浮动盈亏交易保证金投机/套保
CU1509339,810.0038,450.0038,140.0025,050.0074,373.00投机
MA509172,254.002,211.002,141.0019,210.0032,757.30投机
SR601135,337.5385,181.005,182.0020,220.0060,629.40投机
TA509184,568.004,576.004,546.001,980.0036,822.60投机
C1601642,073.001,994.001,998.0048,000.00102,297.60投机
JD1509164,235.004,320.004,403.0026,880.0077,492.80投机
P1601124,802.004,802.004,736.007,920.0045,465.60投机
合计16127149,260.00429,838.30
成交汇总
品种汇总
成交明细
平仓明细
合约买/卖投机/套保成交价手数成交额开/平手续费平仓盈亏
CU1509买投机39,220.002392,200.00平58.845,900.00
CU1509买投机39,210.001196,050.00平29.413,000.00
TA509买投机4,582.0018412,380.00平108.00-1,260.00
P1601买投机4,782.0012573,840.00平72.002,400.00
IF1509买投机3,724.0011,117,200.00开31.51--
合计342,691,670.00299.7610,040.00
持仓汇总
持仓明细
合约买持仓买均价卖持仓卖均价昨结算价今结算价浮动盈亏交易保证金投机/套保
MA509172,254.002,141.002,167.0014,790.0033,155.10投机
SR601135,337.5385,182.005,215.0015,930.0061,015.50投机
C1601642,073.001,998.002,015.0037,120.00103,168.00投机
JD1509164,235.004,403.004,435.0032,000.0078,056.00投机
IF150913,724.003,621.803,694.40-8,880.00155,164.80投机
合计179490,960.00430,559.40
成交汇总
品种汇总
成交明细
平仓明细
合约买/卖投机/套保成交价手数成交额开/平手续费平仓盈亏
SR601买投机5,233.0013680,290.00平78.0013,590.00
L1509卖投机8,945.0011491,975.00开66.00--
IF1509卖投机3,693.6011,108,080.00平31.25-9,120.00
合计252,280,345.00175.254,470.00
持仓汇总
持仓明细
合约买持仓买均价卖持仓卖均价昨结算价今结算价浮动盈亏交易保证金投机/套保
MA509172,254.002,167.002,156.0016,660.0032,986.80投机
C1601642,073.002,015.002,005.0043,520.00102,656.00投机
JD1509164,235.004,435.004,389.0024,640.0077,246.40投机
L1509118,945.008,990.009,025.00-4,400.0039,710.00投机
合计169280,420.00252,599.20
本帖最后由 hhhaosz 于 2015-7-31 18:09 编辑
．
成交汇总
品种汇总
成交明细
平仓明细
合约买/卖投机/套保成交价手数成交额开/平手续费平仓盈亏
TA509卖投机4,570.0018411,300.00开108.00--
PP1509卖投机7,898.0011434,390.00开65.16--
合计29845,690.00173.160.00
持仓汇总
持仓明细
合约买持仓买均价卖持仓卖均价昨结算价今结算价浮动盈亏交易保证金投机/套保
MA509172,254.002,156.002,143.0018,870.0032,787.90投机
TA509184,570.004,588.004,576.00-540.0037,065.60投机
C1601642,073.002,005.002,017.0035,840.00103,270.40投机
JD1509164,235.004,389.004,400.0026,400.0077,440.00投机
L1509118,945.009,025.008,890.003,025.0039,116.00投机
PP1509117,898.007,992.007,895.00165.0034,738.00投机
合计1612183,760.00324,417.90
本年度净值截至本周为1.13。
今年上半年到本周的资金曲线如图。
成交汇总
品种汇总
成交明细
平仓明细
合约买/卖投机/套保成交价手数成交额开/平手续费平仓盈亏
CU1510卖投机38,170.003572,550.00开85.88--
RU1601卖投机12,330.003369,900.00开83.23--
ZN1510卖投机14,620.009657,900.00开108.00--
TC601买投机385.805385,800.00平0.00-4,120.00
TC601卖投机381.608610,560.00开160.00--
TC601卖投机381.802152,720.00开40.00--
TC601买投机386.005386,000.00平0.00-4,400.00
JD1509卖投机4,347.007304,290.00平121.727,840.00
JD1509卖投机4,346.009391,140.00平156.469,990.00
JM1601卖投机608.0014510,720.00开102.17--
P1601卖投机4,680.0012561,600.00开72.00--
IF1509买投机3,513.2011,053,960.00平29.72-5,460.00
IF1509卖投机3,495.0011,048,500.00开29.57--
合计797,005,640.00988.753,850.00
持仓汇总
持仓明细
合约买持仓买均价卖持仓卖均价昨结算价今结算价浮动盈亏交易保证金投机/套保
CU1510338,170.0038,380.0038,200.00-450.0080,220.00投机
RU1601312,330.0012,695.0012,570.00-7,200.0052,794.00投机
ZN1510914,620.0014,870.0014,725.00-4,725.0066,262.50投机
MA509172,254.002,143.002,108.0024,820.0050,170.40投机
TA509184,570.004,576.004,524.004,140.0036,644.40投机
C1601642,073.002,017.002,011.0039,680.00102,963.20投机
JM160114608.00614.00611.50-2,940.0041,092.80投机
L1509118,945.008,890.008,730.0011,825.0038,412.00投机
P1601124,680.004,770.004,700.00-2,400.0045,120.00投机
PP1509117,898.007,895.007,720.009,790.0033,968.00投机
合计016272,540.00547,647.30