Cassor 发表于 2015-9-11 21:20 static/image/common/back.gif
因为一直在回撤
加油 看好楼主
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卖投机3,315.009447,525.00开53.70--
RB1601买投机1,941.0024465,840.00平41.93-1,440.00
RB1601卖投机1,928.0024462,720.00开41.69--
ZN1511卖投机14,815.009666,675.00开108.00--
CF601卖投机12,510.0010625,500.00开90.00--
FG601卖投机845.0021354,900.00开252.00--
M1601卖投机2,668.0020533,600.00开90.00--
M1601买投机2,669.0020533,800.00平0.00-200.00
IF1509买投机3,215.401964,620.00平2,221.71-8,340.00
IF1509卖投机3,146.201943,860.00开24.73--
IF1509卖投机3,135.201940,560.00开24.64--
IF1509买投机3,173.201951,960.00平2,192.55-8,100.00
IF1509卖投机3,187.601956,280.00开25.05--
合计1428,847,840.005,166.00-18,080.00
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
AG151293,315.003,337.003,299.002,160.0057,897.45投机
RB1601241,928.001,956.001,935.00-1,680.0051,084.00投机
ZN1511914,815.0014,880.0014,775.001,800.0066,487.50投机
CF6011012,510.0012,575.0012,530.00-1,000.0050,120.00投机
FG60121845.00854.00851.00-2,520.0032,167.80投机
RM601222,022.002,028.002,034.00-2,640.0040,273.20投机
SR601135,421.005,495.005,516.0012,350.0064,537.20投机
A1601164,126.1884,170.004,168.00-6,690.0053,350.40投机
JD1601163,915.003,935.003,940.00-4,000.0069,344.00投机
JM160114596.00588.50576.0016,800.0038,707.20投机
IF150913,135.203,306.603,137.20-600.00404,698.80投机
合计1314213,980.00928,667.55
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
AL1511卖投机11,980.0014838,600.00开105.00--
RU1601卖投机11,590.003347,700.00开78.24--
CF601买投机12,560.0010628,000.00平90.00-2,500.00
TA601卖投机4,616.0018415,440.00开108.00--
PP1601卖投机7,420.0010371,000.00开55.67--
PP1601卖投机7,421.00137,105.00开5.57--
IF1509买投机3,173.401952,020.00平24.94-11,460.00
合计573,589,865.00467.42-13,960.00
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
AG151293,315.003,299.003,294.002,835.0057,809.70投机
AL15111411,980.0012,015.0011,930.003,500.0066,808.00投机
RB1601241,928.001,935.001,923.001,200.0050,767.20投机
RU1601311,590.0011,820.0011,620.00-900.0052,290.00投机
ZN1511914,815.0014,775.0014,475.0015,300.0065,137.50投机
FG60121845.00851.00844.00420.0031,903.20投机
RM601222,022.002,034.002,053.00-6,820.0040,649.40投机
SR601135,421.005,516.005,476.007,150.0064,069.20投机
TA601184,616.004,682.004,620.00-360.0037,422.00投机
A1601164,126.1884,168.004,158.00-5,090.0053,222.40投机
JD1601163,915.003,940.003,921.00-960.0069,009.60投机
JM160114596.00576.00573.5018,900.0038,539.20投机
PP1601117,420.0917,586.007,447.00-1,480.0032,766.80投机
合计1317733,695.00660,394.20
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
TA601买投机4,656.0018419,040.00平108.00-3,600.00
A1601买投机4,152.0016664,320.00平96.00-4,130.00
P1601买投机4,314.0012517,680.00平72.00-6,720.00
P1601卖投机4,258.0012510,960.00开72.00--
合计582,112,000.00348.00-14,450.00
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
AG151293,315.003,294.003,290.003,375.0057,739.50投机
AL15111411,980.0011,930.0011,915.004,550.0066,724.00投机
RB1601241,928.001,923.001,926.00480.0050,846.40投机
RU1601311,590.0011,620.0011,610.00-600.0052,245.00投机
ZN1511914,815.0014,475.0014,395.0018,900.0064,777.50投机
FG60121845.00844.00846.00-420.0031,978.80投机
RM601222,022.002,053.002,050.00-6,160.0040,590.00投机
SR601135,421.005,476.005,470.006,370.0063,999.00投机
JD1601163,915.003,921.003,863.008,320.0067,988.80投机
JM160114596.00573.50582.0011,760.0039,110.40投机
PP1601117,420.0917,447.007,421.00-50.0032,652.40投机
合计1314346,525.00568,651.80
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
AG1512买投机3,354.009452,790.00平54.33-5,265.00
RB1601买投机1,944.0024466,560.00平41.99-3,840.00
RU1601买投机11,770.003353,100.00平79.45-5,400.00
合计361,272,450.00175.77-14,505.00
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
AL15111411,980.0011,915.0011,935.003,150.0066,836.00投机
ZN1511914,815.0014,395.0014,455.0016,200.0065,047.50投机
FG60121845.00846.00855.00-4,200.0032,319.00投机
RM601222,022.002,050.002,050.00-6,160.0040,590.00投机
SR601135,421.005,470.005,488.008,710.0064,209.60投机
JD1601163,915.003,863.003,859.008,960.0067,918.40投机
JM160114596.00582.00586.008,400.0039,379.20投机
PP1601117,420.0917,421.007,437.00-930.0032,722.80投机
合计1310734,130.00409,022.50
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
AL1511买投机12,030.0014842,100.00平105.00-3,500.00
CF601卖投机12,410.0010620,500.00开90.00--
C1605卖投机1,893.00641,211,520.00开192.00--
L1601卖投机8,430.0011463,650.00开66.00--
M1601卖投机2,707.0020541,400.00开90.00--
合计1193,679,170.00543.00-3,500.00
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
ZN1511914,815.0014,455.0014,380.0019,575.0064,710.00投机
CF6011012,410.0012,465.0012,445.00-1,750.0049,780.00投机
FG60121845.00855.00854.00-3,780.0032,281.20投机
RM601222,022.002,050.002,032.00-2,200.0040,233.60投机
SR601135,421.005,488.005,453.004,160.0063,800.10投机
C1605641,893.001,908.001,862.0019,840.0095,334.40投机
JD1601163,915.003,859.003,853.009,920.0067,812.80投机
JM160114596.00586.00588.006,720.0039,513.60投机
L1601118,430.008,555.008,450.00-1,100.0037,180.00投机
M1601202,707.002,728.002,710.00-600.0048,780.00投机
PP1601117,420.0917,437.007,363.003,140.0032,397.20投机
合计1319853,925.00571,822.90
本年度净值截至本周为0.92。
今年上半年到本周的资金曲线如图。
老兄，您是期货前辈，从2015年至今盈利的百分比是多少？我做了不到一个月。
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
RB1601卖投机1,919.0024460,560.00开41.45--
MA601卖投机1,925.0017327,250.00开71.40--
TA601买投机4,608.0018414,720.00平108.00-4,140.00
TA601卖投机4,562.0018410,580.00开108.00--
TC601卖投机373.40174,680.00开20.00--
TC601卖投机373.209671,760.00开180.00--
JM1601买投机598.5011395,010.00平79.00-1,650.00
JM1601买投机598.003107,640.00平21.54-360.00
P1601卖投机4,232.0012507,840.00开72.00--
合计1133,370,040.00701.39-6,150.00
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
RB1601241,919.001,926.001,908.002,640.0050,371.20投机
ZN1511914,815.0014,380.0013,835.0044,100.0062,257.50投机
CF6011012,410.0012,445.0012,375.001,750.0049,500.00投机
FG60121845.00854.00845.000.0031,941.00投机
MA601171,925.001,945.001,932.00-1,190.0036,128.40投机
RM601222,022.002,032.002,002.004,400.0039,639.60投机
SR601135,421.005,453.005,426.00650.0063,484.20投机
TC60110373.22377.60373.60-760.0067,248.00投机
C1605641,893.001,862.001,853.0025,600.0094,873.60投机
JD1601163,915.003,853.003,863.008,320.0067,988.80投机
L1601118,430.008,450.008,395.001,925.0036,938.00投机
M1601202,707.002,710.002,671.007,200.0048,078.00投机
P1601124,232.004,274.004,242.00-1,200.0040,723.20投机
PP1601117,420.0917,363.007,370.002,755.0032,428.00投机
合计1324796,190.00721,599.50
davincheng 发表于 2015-9-18 23:49 static/image/common/back.gif
老兄，您是期货前辈，从2015年至今盈利的百分比是多少？我做了不到一个月。
客气了~今年截至今日净值0.96，浮亏4%
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
AL1511卖投机11,860.0013770,900.00开97.50--
AL1511卖投机11,855.002118,550.00开15.00--
AL1511买投机11,900.0015892,500.00平0.00-3,050.00
RB1601买投机1,912.0024458,880.00平41.301,680.00
RB1601卖投机1,908.0024457,920.00开41.21--
FG601买投机851.0021357,420.00平252.00-2,520.00
P1601买投机4,316.0012517,920.00平72.00-10,080.00
合计1113,574,090.00519.01-13,970.00
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
RB1601241,908.001,908.001,895.003,120.0050,028.00投机
ZN1511914,815.0013,835.0013,605.0054,450.0061,222.50投机
CF6011012,410.0012,375.0012,390.001,000.0049,560.00投机
MA601171,925.001,932.001,962.00-6,290.0036,689.40投机
RM601222,022.002,002.002,019.00660.0039,976.20投机
SR601135,421.005,426.005,507.0011,180.0064,431.90投机
TC60110373.22373.60371.603,240.0066,888.00投机
C1605641,893.001,853.001,843.0032,000.0094,361.60投机
JD1601163,915.003,863.003,819.0015,360.0067,214.40投机
L1601118,430.008,395.008,410.001,100.0037,004.00投机
M1601202,707.002,671.002,676.006,200.0048,168.00投机
PP1601117,420.0917,370.007,374.002,535.0032,445.60投机
合计13214124,555.00647,989.60
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
AL1511卖投机11,790.0014825,300.00开105.00--
AL1511卖投机11,785.00158,925.00开7.50--
CU1511卖投机39,260.003588,900.00开88.34--
RB1601买投机1,902.0011209,220.00平18.83660.00
RB1601买投机1,901.0013247,130.00平22.23910.00
RU1601卖投机11,350.003340,500.00开76.62--
CF601买投机12,430.0010621,500.00平90.00-1,000.00
FG601卖投机836.0021351,120.00开252.00--
MA601买投机1,987.0017337,790.00平71.40-10,540.00
JM1601卖投机584.0014490,560.00开98.11--
合计1074,070,945.00830.03-9,970.00
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
AL15111511,789.66711,855.0011,780.00725.0070,680.00投机
CU1511339,260.0040,180.0038,660.009,000.0075,387.00投机
RU1601311,350.0011,580.0011,410.00-1,800.0051,345.00投机
ZN1511914,815.0013,605.0013,505.0058,950.0060,772.50投机
FG60121836.00846.00838.00-840.0031,676.40投机
RM601222,022.002,019.002,012.002,200.0039,837.60投机
SR601135,421.005,507.005,507.0011,180.0064,431.90投机
TC60110373.22371.60370.605,240.0066,708.00投机
C1605641,893.001,843.001,834.0037,760.0093,900.80投机
JD1601163,915.003,819.003,797.0018,880.0066,827.20投机
JM160114584.00593.00584.000.0039,244.80投机
L1601118,430.008,410.008,455.00-1,375.0037,202.00投机
M1601202,707.002,676.002,665.008,400.0047,970.00投机
PP1601117,420.0917,374.007,342.004,295.0032,304.80投机
合计13219152,615.00778,288.00
请问楼主是程序化交易吗？使用什么软件
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
RU1601买投机11,475.003344,250.00平77.46-3,750.00
ZN1511买投机13,910.009625,950.00平108.0040,725.00
合计12970,200.00185.4636,975.00
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
AL15111511,789.66711,780.0011,775.001,100.0070,650.00投机
CU1511339,260.0038,660.0038,850.006,150.0075,757.50投机
FG60121836.00838.00827.003,780.0031,260.60投机
RM601222,022.002,012.002,022.000.0040,035.60投机
SR601135,421.005,507.005,570.0019,370.0065,169.00投机
TC60110373.22370.60369.407,640.0066,492.00投机
C1605641,893.001,834.001,837.0035,840.0094,054.40投机
JD1601163,915.003,797.003,793.0019,520.0066,756.80投机
JM160114584.00584.00583.50420.0039,211.20投机
L1601118,430.008,455.008,440.00-550.0037,136.00投机
M1601202,707.002,665.002,670.007,400.0048,060.00投机
PP1601117,420.0917,342.007,311.006,000.0032,168.40投机
合计13207106,670.00666,751.50
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
RU1601卖投机11,605.003348,150.00开78.33--
RU1601买投机11,600.003348,000.00平78.30150.00
TA601卖投机4,552.0018409,680.00开108.00--
合计241,105,830.00264.63150.00
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
AL15111511,789.66711,775.0011,810.00-1,525.0070,860.00投机
CU1511339,260.0038,850.0038,900.005,400.0075,855.00投机
FG60121836.00827.00826.004,200.0031,222.80投机
RM601222,022.002,022.002,027.00-1,100.0040,134.60投机
SR601135,421.005,570.005,580.0020,670.0065,286.00投机
TA601184,552.004,608.004,592.00-3,600.0037,195.20投机
TC60110373.22369.40369.407,640.0066,492.00投机
C1605641,893.001,837.001,845.0030,720.0094,464.00投机
JD1601163,915.003,793.003,814.0016,160.0067,126.40投机
JM160114584.00583.50583.50420.0039,211.20投机
L1601118,430.008,440.008,430.000.0037,092.00投机
M1601202,707.002,670.002,671.007,200.0048,078.00投机
PP1601117,420.0917,311.007,282.007,595.0032,040.80投机
合计1322593,780.00705,058.00
本帖最后由 Cassor 于 2015-9-28 12:05 编辑
本年度净值截至本周为0.96。
今年上半年到本周的资金曲线如图。
geroage 发表于 2015-9-23 22:12 static/image/common/back.gif
请问楼主是程序化交易吗？使用什么软件
今年是半自动，基于KingTrader+Matlab。
计划明年实现全自动，切换到python平台。
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
RB1601卖投机1,872.0024449,280.00开40.44--
CF601卖投机12,330.0010616,500.00开90.00--
M1601买投机2,698.0020539,600.00平90.001,800.00
合计541,605,380.00220.441,800.00
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
AL15111511,789.66711,810.0011,755.002,600.00132,243.75投机
CU1511339,260.0038,900.0038,720.008,100.00104,544.00投机
RB1601241,872.001,898.001,871.00240.0076,336.80投机
CF6011012,330.0012,450.0012,185.007,250.0085,295.00投机
FG60121836.00826.00824.005,040.0048,451.20投机
RM601222,022.002,027.002,023.00-220.0062,308.40投机
SR601135,421.005,580.005,591.0022,100.00101,756.20投机
TA601184,552.004,592.004,518.003,060.0060,993.00投机
TC60110373.22369.40366.4013,640.00102,592.00投机
C1605641,893.001,845.001,830.0040,320.00152,256.00投机
JD1601163,915.003,814.003,806.0017,440.0079,164.80投机
JM160114584.00583.50575.507,140.0067,678.80投机
L1601118,430.008,430.008,300.007,150.0063,910.00投机
PP1601117,420.0917,282.007,215.0011,280.0055,555.50投机
合计13239145,140.001,193,085.45
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
RM601买投机2,015.0022443,300.00平132.001,540.00
合计22443,300.00132.001,540.00
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
AL15111511,789.66711,755.0011,645.0010,850.00131,006.25投机
CU1511339,260.0038,720.0037,920.0020,100.00102,384.00投机
RB1601241,872.001,871.001,839.007,920.0075,031.20投机
CF6011012,330.0012,185.0012,185.007,250.0085,295.00投机
FG60121836.00824.00816.008,400.0047,980.80投机
SR601135,421.005,591.005,559.0017,940.00101,173.80投机
TA601184,552.004,518.004,490.005,580.0060,615.00投机
TC60110373.22366.40363.2020,040.00101,696.00投机
C1605641,893.001,830.001,806.0055,680.00150,259.20投机
JD1601163,915.003,806.003,774.0022,560.0078,499.20投机
JM160114584.00575.50573.508,820.0067,443.60投机
L1601118,430.008,300.008,170.0014,300.0062,909.00投机
PP1601117,420.0917,215.007,055.0020,080.0054,323.50投机
合计13217219,520.001,118,616.55
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
合计00.000.000.00
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
AL15111511,789.66711,645.0011,625.0012,350.00130,781.25投机
CU1511339,260.0037,920.0038,210.0015,750.00103,167.00投机
RB1601241,872.001,839.001,826.0011,040.0074,500.80投机
CF6011012,330.0012,185.0012,240.004,500.0085,680.00投机
FG60121836.00816.00815.008,820.0047,922.00投机
SR601135,421.005,559.005,574.0019,890.00101,446.80投机
TA601184,552.004,490.004,508.003,960.0060,858.00投机
TC60110373.22363.20364.0018,440.00101,920.00投机
C1605641,893.001,806.001,802.0058,240.00149,926.40投机
JD1601163,915.003,774.003,761.0024,640.0078,228.80投机
JM160114584.00573.50568.5013,020.0066,855.60投机
L1601118,430.008,170.008,250.009,900.0063,525.00投机
PP1601117,420.0917,055.007,064.0019,585.0054,392.80投机
合计13217220,135.001,119,204.45