新增振幅锁仓策略:回测系统、交易日志、盈亏曲线、实盘账本
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日期,开盘价,近5日均振幅,操作,开仓价,锁仓价,活跃空单手数,锁仓手数,累计锁仓,本日盈亏,累计已实现盈亏,备注
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2024-01-02,1880,,,,,0,0,0,,0,数据不足
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2024-01-03,1881,40.0,锁仓,,1881→1921,0,1,1,,0,1881→1921,累计1锁
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2024-01-04,1973,76.5,开空,1973,1881→1921,1,1,1,,0,持有1手,未实现-80
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2024-01-05,1917,76.7,止盈清仓,1973 / 1917,1881→1921,2,1,1,2480,2480,浮盈触发,清3手空单+1组锁仓
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2024-01-08,1898,77.2,开空,1898,,1,0,0,,2480,持有1手,未实现+540
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2024-01-09,1870,80.0,止盈清仓,1898 / 1870,,2,0,0,1640,4120,浮盈触发,清2手空单
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2024-01-10,1867,81.6,止盈清仓,1867,,1,0,0,2260,6380,浮盈触发,清1手空单
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2024-01-11,1767,83.0,开空,1767,,1,0,0,,6380,持有1手,未实现-120
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2024-01-12,1790,77.6,止盈清仓,1767 / 1790,,2,0,0,2460,8840,浮盈触发,清2手空单
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2024-01-15,1744,77.0,开空,1744,,1,0,0,,8840,持有1手,未实现+240
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2024-01-16,1726,66.8,开空,1744 / 1726,,2,0,0,,8840,持有2手,未实现-480
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2024-01-17,1759,66.0,开空,1744 / 1726 / 1759,,3,0,0,,8840,持有3手,未实现-360
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2024-01-18,1734,53.2,止盈清仓,1744 / 1726 / 1759 / 1734,,4,0,0,2140,10980,浮盈触发,清4手空单
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2024-01-19,1754,53.4,开空,1754,,1,0,0,,10980,持有1手,未实现+140
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2024-01-22,1762,44.4,锁仓,,1754→1807 / 1762→1806,0,2,2,,10980,1754→1807 1762→1806,累计2锁
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2024-01-23,1818,54.0,开空,1818,1754→1807 / 1762→1806,1,2,2,,10980,持有1手,未实现-1836
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2024-01-24,1810,50.8,开空,1818 / 1810,1754→1807 / 1762→1806,2,2,2,,10980,持有2手,未实现-2396
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2024-01-25,1859,53.0,3锁清仓,1859,1754→1807 / 1762→1806 / 1818→1872 / 1810→1861,1,4,4,-1836,9144,累计4锁熔断,1818→1872 1810→1861,剩余1手结算平仓
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2024-01-26,1854,50.0,开空,1854,,1,0,0,,9144,持有1手,未实现+160
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2024-01-29,1849,51.8,锁仓,,1854→1904 / 1849→1901,0,2,2,,9144,1854→1904 1849→1901,累计2锁
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2024-01-30,1863,50.2,开空,1863,1854→1904 / 1849→1901,1,2,2,,9144,持有1手,未实现-1996
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2024-01-31,1837,53.4,开空,1863 / 1837,1854→1904 / 1849→1901,2,2,2,,9144,持有2手,未实现-1516
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2024-02-01,1835,46.4,止盈清仓,1863 / 1837 / 1835,1854→1904 / 1849→1901,3,2,2,2584,11728,浮盈触发,清5手空单+2组锁仓
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2024-02-02,1778,54.0,开空,1778,,1,0,0,,11728,持有1手,未实现+160
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2024-02-05,1769,53.0,开空,1778 / 1769,,2,0,0,,11728,持有2手,未实现-460
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2024-02-06,1774,45.0,止盈清仓,1778 / 1769 / 1774,,3,0,0,1180,12908,浮盈触发,清3手空单
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2024-02-07,1794,48.2,开空,1794,,1,0,0,,12908,持有1手,未实现-100
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2024-02-08,1820,50.4,锁仓,1820,1794→1842,1,1,1,,12908,1794→1842,累计1锁
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2024-02-19,1795,44.0,止盈清仓,1820 / 1795,1794→1842,2,1,1,1976,14884,浮盈触发,清3手空单+1组锁仓
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2024-02-20,1732,49.4,止盈清仓,1732,,1,0,0,1020,15904,浮盈触发,清1手空单
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2024-02-21,1686,53.4,开空,1686,,1,0,0,,15904,持有1手,未实现-20
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2024-02-22,1666,52.4,开空,1686 / 1666,,2,0,0,,15904,持有2手,未实现-80
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2024-02-23,1695,50.6,开空,1686 / 1666 / 1695,,3,0,0,,15904,持有3手,未实现-940
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2024-02-26,1693,46.6,止盈清仓,1686 / 1666 / 1695 / 1693,,4,0,0,2000,17904,浮盈触发,清4手空单
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2024-02-27,1687,42.6,开空,1687,,1,0,0,,17904,持有1手,未实现-260
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2024-02-28,1712,38.2,止盈清仓,1687 / 1712,,2,0,0,2340,20244,浮盈触发,清2手空单
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2024-02-29,1639,42.8,开空,1639,,1,0,0,,20244,持有1手,未实现+20
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2024-03-01,1645,42.2,开空,1639 / 1645,,2,0,0,,20244,持有2手,未实现-280
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2024-03-04,1655,44.2,止盈清仓,1639 / 1645 / 1655,,3,0,0,2300,22544,浮盈触发,清3手空单
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2024-03-05,1647,45.8,开空,1647,,1,0,0,,22544,持有1手,未实现-20
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2024-03-06,1635,46.4,开空,1647 / 1635,,2,0,0,,22544,持有2手,未实现+240
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2024-03-07,1650,36.6,止盈清仓,1647 / 1635 / 1650,,3,0,0,2160,24704,浮盈触发,清3手空单
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2024-03-08,1614,42.2,开空,1614,,1,0,0,,24704,持有1手,未实现-120
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2024-03-11,1619,41.0,止盈清仓,1614 / 1619,,2,0,0,2460,27164,浮盈触发,清2手空单
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2024-03-12,1575,45.2,开空,1575,,1,0,0,,27164,持有1手,未实现-300
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2024-03-13,1600,44.2,开空,1575 / 1600,,2,0,0,,27164,持有2手,未实现+60
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2024-03-14,1583,45.0,止盈清仓,1575 / 1600 / 1583,,3,0,0,1800,28964,浮盈触发,清3手空单
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2024-03-15,1587,42.2,开空,1587,,1,0,0,,28964,持有1手,未实现-300
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2024-03-18,1605,45.4,止盈清仓,1587 / 1605,,2,0,0,2720,31684,浮盈触发,清2手空单
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2024-03-19,1534,48.4,开空,1534,,1,0,0,,31684,持有1手,未实现-300
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2024-03-20,1553,49.0,开空,1534 / 1553,,2,0,0,,31684,持有2手,未实现-420
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2024-03-21,1529,50.4,开空,1534 / 1553 / 1529,,3,0,0,,31684,持有3手,未实现-620
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2024-03-22,1547,50.4,止盈清仓,1534 / 1553 / 1529 / 1547,,4,0,0,1500,33184,浮盈触发,清4手空单
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2024-03-25,1523,52.2,开空,1523,,1,0,0,,33184,持有1手,未实现+440
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2024-03-26,1492,45.6,止盈清仓,1523 / 1492,,2,0,0,1620,34804,浮盈触发,清2手空单
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2024-03-27,1497,44.0,开空,1497,,1,0,0,,34804,持有1手,未实现+20
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2024-03-28,1470,45.8,止盈清仓,1497 / 1470,,2,0,0,1180,35984,浮盈触发,清2手空单
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2024-03-29,1460,43.4,开空,1460,,1,0,0,,35984,持有1手,未实现+60
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2024-04-01,1465,42.2,开空,1460 / 1465,,2,0,0,,35984,持有2手,未实现-340
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2024-04-02,1495,40.2,止盈清仓,1460 / 1465 / 1495,,3,0,0,1040,37024,浮盈触发,清3手空单
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2024-04-03,1468,42.4,开空,1468,,1,0,0,,37024,持有1手,未实现-60
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2024-04-08,1500,36.8,锁仓,,1468→1510 / 1500→1537,0,2,2,,37024,1468→1510 1500→1537,累计2锁
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2024-04-09,1498,42.8,开空,1498,1468→1510 / 1500→1537,1,2,2,,37024,持有1手,未实现-1424
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2024-04-10,1520,44.2,3锁清仓,1520,1468→1510 / 1500→1537 / 1498→1541,1,3,3,-1624,35400,累计3锁熔断,1498→1541,剩余1手结算平仓
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2024-04-11,1525,43.2,开空,1525,,1,0,0,,35400,持有1手,未实现+440
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2024-04-12,1490,42.2,止盈清仓,1525 / 1490,,2,0,0,1220,36620,浮盈触发,清2手空单
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2024-04-15,1499,44.6,止盈清仓,1499,,1,0,0,960,37580,浮盈触发,清1手空单
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2024-04-16,1468,42.6,开空,1468,,1,0,0,,37580,持有1手,未实现+160
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2024-04-17,1450,37.4,开空,1468 / 1450,,2,0,0,,37580,持有2手,未实现+40
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2024-04-18,1471,36.4,3锁清仓,,1468→1511 / 1450→1487 / 1471→1507,0,3,3,0,37580,累计3锁熔断,1468→1511 1450→1487 1471→1507
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2024-04-19,1510,40.0,开空,1510,,1,0,0,,37580,持有1手,未实现+80
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2024-04-22,1500,40.0,锁仓,1510,1500→1540,1,1,1,,37580,1500→1540,累计1锁
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2024-04-23,1526,39.4,开空,1510 / 1526,1500→1540,2,1,1,,37580,持有2手,未实现-1120
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2024-04-24,1509,41.2,3锁清仓,,1500→1540 / 1510→1550 / 1526→1565 / 1509→1550,0,4,4,-800,36780,累计4锁熔断,1510→1550 1526→1565 1509→1550
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2024-04-25,1557,46.0,开空,1557,,1,0,0,,36780,持有1手,未实现-280
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2024-04-26,1578,44.8,开空,1557 / 1578,,2,0,0,,36780,持有2手,未实现-180
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2024-04-29,1580,46.0,止盈清仓,1557 / 1578 / 1580,,3,0,0,1840,38620,浮盈触发,清3手空单
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2024-04-30,1564,45.2,开空,1564,,1,0,0,,38620,持有1手,未实现+260
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2024-05-06,1528,49.6,锁仓,1564,1528→1578,1,1,1,,38620,1528→1578,累计1锁
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2024-05-07,1596,53.8,锁仓,1596,1528→1578 / 1564→1609,1,2,2,,38620,1564→1609,累计2锁
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2024-05-08,1600,51.2,开空,1596 / 1600,1528→1578 / 1564→1609,2,2,2,,38620,持有2手,未实现-1736
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2024-05-09,1592,49.2,开空,1596 / 1600 / 1592,1528→1578 / 1564→1609,3,2,2,,38620,持有3手,未实现-2076
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2024-05-10,1624,46.0,3锁清仓,1596 / 1600 / 1624,1528→1578 / 1564→1609 / 1592→1641,3,3,3,-3056,35564,累计3锁熔断,1592→1641,剩余3手结算平仓
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2024-05-13,1614,43.6,开空,1614,,1,0,0,,35564,持有1手,未实现+180
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2024-05-14,1610,34.0,止盈清仓,1614 / 1610,,2,0,0,1920,37484,浮盈触发,清2手空单
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2024-05-15,1575,36.4,开空,1575,,1,0,0,,37484,持有1手,未实现+200
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2024-05-16,1570,36.0,开空,1575 / 1570,,2,0,0,,37484,持有2手,未实现-180
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2024-05-17,1597,37.2,3锁清仓,,1575→1611 / 1570→1606 / 1597→1634,0,3,3,0,37484,累计3锁熔断,1575→1611 1570→1606 1597→1634
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2024-05-20,1641,39.0,开空,1641,,1,0,0,,37484,持有1手,未实现+40
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2024-05-21,1633,39.0,锁仓,,1641→1680 / 1633→1672,0,2,2,,37484,1641→1680 1633→1672,累计2锁
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2024-05-22,1663,39.4,开空,1663,1641→1680 / 1633→1672,1,2,2,,37484,持有1手,未实现-1700
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2024-05-23,1670,41.2,开空,1663 / 1670,1641→1680 / 1633→1672,2,2,2,,37484,持有2手,未实现-1460
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2024-05-24,1669,44.0,3锁清仓,,1641→1680 / 1633→1672 / 1663→1702 / 1670→1711 / 1669→1713,0,5,5,-1560,35924,累计5锁熔断,1663→1702 1670→1711 1669→1713
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2024-05-27,1720,47.8,开空,1720,,1,0,0,,35924,持有1手,未实现+140
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2024-05-28,1705,49.2,止盈清仓,1720 / 1705,,2,0,0,1260,37184,浮盈触发,清2手空单
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2024-05-29,1687,46.8,锁仓,,1687→1734,0,1,1,,37184,1687→1734,累计1锁
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2024-05-30,1760,57.0,开空,1760,1687→1734,1,1,1,,37184,持有1手,未实现-456
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2024-05-31,1706,60.8,开空,1760 / 1706,1687→1734,2,1,1,,37184,持有2手,未实现+184
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2024-06-03,1701,54.0,止盈清仓,1760 / 1706 / 1701,1687→1734,3,1,1,4304,41488,浮盈触发,清4手空单+1组锁仓
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2024-06-04,1668,59.8,开空,1668,,1,0,0,,41488,持有1手,未实现+80
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2024-06-05,1669,63.2,开空,1668 / 1669,,2,0,0,,41488,持有2手,未实现-420
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2024-06-06,1692,54.0,锁仓,1692,1668→1728 / 1669→1732,1,2,2,,41488,1668→1728 1669→1732,累计2锁
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2024-06-07,1745,50.0,3锁清仓,1745,1668→1728 / 1669→1732 / 1692→1746,1,3,3,-2100,39388,累计3锁熔断,1692→1746,剩余1手结算平仓
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2024-06-11,1710,49.8,止盈清仓,1710,,1,0,0,1020,40408,浮盈触发,清1手空单
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2024-06-12,1665,48.0,开空,1665,,1,0,0,,40408,持有1手,未实现-120
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2024-06-13,1679,41.8,止盈清仓,1665 / 1679,,2,0,0,2080,42488,浮盈触发,清2手空单
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2024-06-14,1648,45.4,开空,1648,,1,0,0,,42488,持有1手,未实现+0
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2024-06-17,1641,42.0,止盈清仓,1648 / 1641,,2,0,0,2500,44988,浮盈触发,清2手空单
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2024-06-18,1591,46.2,开空,1591,,1,0,0,,44988,持有1手,未实现+60
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2024-06-19,1572,43.0,开空,1591 / 1572,,2,0,0,,44988,持有2手,未实现+20
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2024-06-20,1586,44.2,止盈清仓,1591 / 1572 / 1586,,3,0,0,1560,46548,浮盈触发,清3手空单
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2024-06-21,1589,40.0,开空,1589,,1,0,0,,46548,持有1手,未实现-40
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2024-06-24,1571,42.0,止盈清仓,1589 / 1571,,2,0,0,2200,48748,浮盈触发,清2手空单
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2024-06-25,1537,43.0,开空,1537,,1,0,0,,48748,持有1手,未实现-200
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2024-06-26,1546,40.0,开空,1537 / 1546,,2,0,0,,48748,持有2手,未实现-20
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2024-06-27,1554,40.0,止盈清仓,1537 / 1546 / 1554,,3,0,0,1600,50348,浮盈触发,清3手空单
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2024-06-28,1529,40.0,开空,1529,,1,0,0,,50348,持有1手,未实现-280
|
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2024-07-01,1560,40.8,锁仓,1560,1529→1569,1,1,1,,50348,1529→1569,累计1锁
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2024-07-02,1550,35.8,开空,1560 / 1550,1529→1569,2,1,1,,50348,持有2手,未实现-1160
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2024-07-03,1581,38.4,开空,1560 / 1550 / 1581,1529→1569,3,1,1,,50348,持有3手,未实现-1120
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2024-07-04,1580,39.2,锁仓,1560 / 1581 / 1580,1529→1569 / 1550→1586,3,2,2,,50348,1550→1586,累计2锁
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2024-07-05,1574,37.0,止盈清仓,1560 / 1581 / 1580 / 1574,1529→1569 / 1550→1586,4,2,2,2624,52972,浮盈触发,清6手空单+2组锁仓
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2024-07-08,1525,39.0,止盈清仓,1525,,1,0,0,840,53812,浮盈触发,清1手空单
|
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2024-07-09,1492,41.6,开空,1492,,1,0,0,,53812,持有1手,未实现-120
|
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2024-07-10,1499,39.8,止盈清仓,1492 / 1499,,2,0,0,1660,55472,浮盈触发,清2手空单
|
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2024-07-11,1470,43.2,开空,1470,,1,0,0,,55472,持有1手,未实现+20
|
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2024-07-12,1470,43.6,开空,1470 / 1470,,2,0,0,,55472,持有2手,未实现+80
|
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2024-07-15,1470,35.8,止盈清仓,1470 / 1470 / 1470,,3,0,0,2040,57512,浮盈触发,清3手空单
|
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2024-07-16,1453,32.4,开空,1453,,1,0,0,,57512,持有1手,未实现+80
|
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2024-07-17,1445,32.2,止盈清仓,1453 / 1445,,2,0,0,840,58352,浮盈触发,清2手空单
|
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2024-07-18,1444,28.4,开空,1444,,1,0,0,,58352,持有1手,未实现-200
|
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2024-07-19,1450,28.6,止盈清仓,1444 / 1450,,2,0,0,600,58952,浮盈触发,清2手空单
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2024-07-22,1439,30.6,开空,1439,,1,0,0,,58952,持有1手,未实现+140
|
||||
2024-07-23,1425,31.6,止盈清仓,1439 / 1425,,2,0,0,1200,60152,浮盈触发,清2手空单
|
||||
2024-07-24,1411,32.2,开空,1411,,1,0,0,,60152,持有1手,未实现-240
|
||||
2024-07-25,1430,31.4,止盈清仓,1411 / 1430,,2,0,0,1020,61172,浮盈触发,清2手空单
|
||||
2024-07-26,1412,32.4,开空,1412,,1,0,0,,61172,持有1手,未实现+0
|
||||
2024-07-29,1388,34.8,止盈清仓,1412 / 1388,,2,0,0,2600,63772,浮盈触发,清2手空单
|
||||
2024-07-30,1354,38.4,开空,1354,,1,0,0,,63772,持有1手,未实现+140
|
||||
2024-07-31,1346,35.6,止盈清仓,1354 / 1346,,2,0,0,1040,64812,浮盈触发,清2手空单
|
||||
2024-08-01,1381,41.2,开空,1381,,1,0,0,,64812,持有1手,未实现+320
|
||||
2024-08-02,1350,43.8,止盈清仓,1381 / 1350,,2,0,0,1300,66112,浮盈触发,清2手空单
|
||||
2024-08-05,1368,44.2,开空,1368,,1,0,0,,66112,持有1手,未实现+340
|
||||
2024-08-06,1345,39.4,止盈清仓,1368 / 1345,,2,0,0,1380,67492,浮盈触发,清2手空单
|
||||
2024-08-07,1330,43.4,开空,1330,,1,0,0,,67492,持有1手,未实现+200
|
||||
2024-08-08,1315,38.6,止盈清仓,1330 / 1315,,2,0,0,1180,68672,浮盈触发,清2手空单
|
||||
2024-08-09,1305,34.2,锁仓,,1305→1339,0,1,1,,68672,1305→1339,累计1锁
|
||||
2024-08-12,1311,33.2,开空,1311,1305→1339,1,1,1,,68672,持有1手,未实现-424
|
||||
2024-08-13,1304,34.4,止盈清仓,1311 / 1304,1305→1339,2,1,1,1416,70088,浮盈触发,清3手空单+1组锁仓
|
||||
2024-08-14,1263,36.8,止盈清仓,1263,,1,0,0,900,70988,浮盈触发,清1手空单
|
||||
2024-08-15,1242,39.8,开空,1242,,1,0,0,,70988,持有1手,未实现+0
|
||||
2024-08-16,1247,40.6,开空,1242 / 1247,,2,0,0,,70988,持有2手,未实现-60
|
||||
2024-08-19,1239,38.0,止盈清仓,1242 / 1247 / 1239,,3,0,0,1180,72168,浮盈触发,清3手空单
|
||||
2024-08-20,1273,35.8,开空,1273,,1,0,0,,72168,持有1手,未实现-280
|
||||
2024-08-21,1305,32.6,锁仓,1305,1273→1309,1,1,1,,72168,1273→1309,累计1锁
|
||||
2024-08-22,1321,29.4,止盈清仓,1305 / 1321,1273→1309,2,1,1,1604,73772,浮盈触发,清3手空单+1组锁仓
|
||||
2024-08-23,1261,37.8,开空,1261,,1,0,0,,73772,持有1手,未实现+60
|
||||
2024-08-26,1251,37.8,止盈清仓,1261 / 1251,,2,0,0,1200,74972,浮盈触发,清2手空单
|
||||
2024-08-27,1249,39.8,开空,1249,,1,0,0,,74972,持有1手,未实现-140
|
||||
2024-08-28,1260,40.6,开空,1249 / 1260,,2,0,0,,74972,持有2手,未实现-300
|
||||
2024-08-29,1245,40.6,开空,1249 / 1260 / 1245,,3,0,0,,74972,持有3手,未实现-400
|
||||
2024-08-30,1261,33.4,开空,1249 / 1260 / 1245 / 1261,,4,0,0,,74972,持有4手,未实现-820
|
||||
2024-09-02,1264,36.2,止盈清仓,1249 / 1260 / 1245 / 1261 / 1264,,5,0,0,7780,82752,浮盈触发,清5手空单
|
||||
2024-09-03,1180,46.6,开空,1180,,1,0,0,,82752,持有1手,未实现+400
|
||||
2024-09-04,1145,48.0,止盈清仓,1180 / 1145,,2,0,0,1940,84692,浮盈触发,清2手空单
|
||||
2024-09-05,1134,50.6,开空,1134,,1,0,0,,84692,持有1手,未实现-120
|
||||
2024-09-06,1135,51.8,开空,1134 / 1135,,2,0,0,,84692,持有2手,未实现+420
|
||||
2024-09-09,1130,50.4,止盈清仓,1134 / 1135 / 1130,,3,0,0,2520,87212,浮盈触发,清3手空单
|
||||
2024-09-10,1121,40.0,开空,1121,,1,0,0,,87212,持有1手,未实现+400
|
||||
2024-09-11,1084,38.4,止盈清仓,1121 / 1084,,2,0,0,1820,89032,浮盈触发,清2手空单
|
||||
2024-09-12,1093,37.0,止盈清仓,1093,,1,0,0,1280,90312,浮盈触发,清1手空单
|
||||
2024-09-13,1048,41.4,开空,1048,,1,0,0,,90312,持有1手,未实现+80
|
||||
2024-09-18,1016,44.6,止盈清仓,1048 / 1016,,2,0,0,1120,91432,浮盈触发,清2手空单
|
||||
2024-09-19,1030,44.2,开空,1030,,1,0,0,,91432,持有1手,未实现-360
|
||||
2024-09-20,1066,48.2,开空,1030 / 1066,,2,0,0,,91432,持有2手,未实现+0
|
||||
2024-09-23,1034,48.4,锁仓,1066 / 1034,1030→1074,2,1,1,,91432,1030→1074,累计1锁
|
||||
2024-09-24,1064,46.2,3锁清仓,,1030→1074 / 1066→1114 / 1034→1082 / 1064→1110,0,4,4,-884,90548,累计4锁熔断,1066→1114 1034→1082 1064→1110
|
||||
2024-09-25,1117,50.2,锁仓,,1117→1167,0,1,1,,90548,1117→1167,累计1锁
|
||||
2024-09-26,1123,57.8,开空,1123,1117→1167,1,1,1,,90548,持有1手,未实现-1244
|
||||
2024-09-27,1160,57.8,锁仓,1160,1117→1167 / 1123→1181,1,2,2,,90548,1123→1181,累计2锁
|
||||
2024-09-30,1205,63.0,3锁清仓,,1117→1167 / 1123→1181 / 1160→1218 / 1205→1268,0,4,4,-2160,88388,累计4锁熔断,1160→1218 1205→1268
|
||||
2024-10-08,1338,71.6,止盈清仓,1338,,1,0,0,3080,91468,浮盈触发,清1手空单
|
||||
2024-10-09,1213,91.8,开空,1213,,1,0,0,,91468,持有1手,未实现+160
|
||||
2024-10-10,1175,86.0,止盈清仓,1213 / 1175,,2,0,0,2320,93788,浮盈触发,清2手空单
|
||||
2024-10-11,1154,88.2,开空,1154,,1,0,0,,93788,持有1手,未实现-200
|
||||
2024-10-14,1184,82.4,锁仓,1184,1154→1242,1,1,1,,93788,1154→1242,累计1锁
|
||||
2024-10-15,1218,80.0,3锁清仓,,1154→1242 / 1184→1266 / 1218→1298,0,3,3,-1764,92024,累计3锁熔断,1184→1266 1218→1298
|
||||
2024-10-16,1304,68.4,开空,1304,,1,0,0,,92024,持有1手,未实现-240
|
||||
2024-10-17,1319,69.8,止盈清仓,1304 / 1319,,2,0,0,5100,97124,浮盈触发,清2手空单
|
||||
2024-10-18,1190,86.6,开空,1190,,1,0,0,,97124,持有1手,未实现-500
|
||||
2024-10-21,1230,93.6,开空,1190 / 1230,,2,0,0,,97124,持有2手,未实现-800
|
||||
2024-10-22,1248,83.4,锁仓,1230 / 1248,1190→1277,2,1,1,,97124,1190→1277,累计1锁
|
||||
2024-10-23,1268,71.0,开空,1230 / 1248 / 1268,1190→1277,3,1,1,,97124,持有3手,未实现-2592
|
||||
2024-10-24,1260,71.4,3锁清仓,,1190→1277 / 1230→1324 / 1248→1331 / 1268→1339 / 1260→1331,0,5,5,-1732,95392,累计5锁熔断,1230→1324 1248→1331 1268→1339 1260→1331
|
||||
2024-10-25,1354,60.8,开空,1354,,1,0,0,,95392,持有1手,未实现+60
|
||||
2024-10-28,1341,55.2,锁仓,,1354→1415 / 1341→1396,0,2,2,,95392,1354→1415 1341→1396,累计2锁
|
||||
2024-10-29,1405,68.4,开空,1405,1354→1415 / 1341→1396,1,2,2,,95392,持有1手,未实现-1940
|
||||
2024-10-30,1386,74.0,开空,1405 / 1386,1354→1415 / 1341→1396,2,2,2,,95392,持有2手,未实现-1500
|
||||
2024-10-31,1378,80.8,开空,1405 / 1386 / 1378,1354→1415 / 1341→1396,3,2,2,,95392,持有3手,未实现-780
|
||||
2024-11-01,1348,69.6,开空,1405 / 1386 / 1378 / 1348,1354→1415 / 1341→1396,4,2,2,,95392,持有4手,未实现-300
|
||||
2024-11-04,1375,68.2,止盈清仓,1405 / 1386 / 1378 / 1348 / 1375,1354→1415 / 1341→1396,5,2,2,6220,101612,浮盈触发,清7手空单+2组锁仓
|
||||
2024-11-05,1342,65.8,开空,1342,,1,0,0,,101612,持有1手,未实现-360
|
||||
2024-11-06,1400,64.4,锁仓,1400,1342→1408,1,1,1,,101612,1342→1408,累计1锁
|
||||
2024-11-07,1375,55.4,开空,1400 / 1375,1342→1408,2,1,1,,101612,持有2手,未实现-976
|
||||
2024-11-08,1389,55.8,止盈清仓,1400 / 1375 / 1389,1342→1408,3,1,1,1444,103056,浮盈触发,清4手空单+1组锁仓
|
||||
2024-11-11,1340,62.4,开空,1340,,1,0,0,,103056,持有1手,未实现-40
|
||||
2024-11-12,1320,61.6,止盈清仓,1340 / 1320,,2,0,0,1840,104896,浮盈触发,清2手空单
|
||||
2024-11-13,1315,56.2,开空,1315,,1,0,0,,104896,持有1手,未实现-160
|
||||
2024-11-14,1340,56.4,止盈清仓,1315 / 1340,,2,0,0,1900,106796,浮盈触发,清2手空单
|
||||
2024-11-15,1290,59.4,开空,1290,,1,0,0,,106796,持有1手,未实现+280
|
||||
2024-11-18,1264,55.2,止盈清仓,1290 / 1264,,2,0,0,2160,108956,浮盈触发,清2手空单
|
||||
2024-11-19,1235,48.0,开空,1235,,1,0,0,,108956,持有1手,未实现-240
|
||||
2024-11-20,1253,45.8,开空,1235 / 1253,,2,0,0,,108956,持有2手,未实现-280
|
||||
2024-11-21,1252,40.8,锁仓,1253 / 1252,1235→1283,2,1,1,,108956,1235→1283,累计1锁
|
||||
2024-11-22,1283,37.2,止盈清仓,1253 / 1252 / 1283,1235→1283,3,1,1,1000,109956,浮盈触发,清4手空单+1组锁仓
|
||||
2024-11-25,1240,38.4,开空,1240,,1,0,0,,109956,持有1手,未实现-180
|
||||
2024-11-26,1242,35.4,止盈清仓,1240 / 1242,,2,0,0,1000,110956,浮盈触发,清2手空单
|
||||
2024-11-27,1242,36.0,开空,1242,,1,0,0,,110956,持有1手,未实现-40
|
||||
2024-11-28,1243,36.4,开空,1242 / 1243,,2,0,0,,110956,持有2手,未实现+100
|
||||
2024-11-29,1250,32.6,开空,1242 / 1243 / 1250,,3,0,0,,110956,持有3手,未实现-900
|
||||
2024-12-02,1263,28.2,3锁清仓,,1242→1278 / 1243→1279 / 1250→1283 / 1263→1291,0,4,4,0,110956,累计4锁熔断,1242→1278 1243→1279 1250→1283 1263→1291
|
||||
2024-12-03,1294,32.8,开空,1294,,1,0,0,,110956,持有1手,未实现+240
|
||||
2024-12-04,1280,30.4,止盈清仓,1294 / 1280,,2,0,0,1760,112716,浮盈触发,清2手空单
|
||||
2024-12-05,1248,33.4,止盈清仓,1248,,1,0,0,1180,113896,浮盈触发,清1手空单
|
||||
2024-12-06,1200,41.0,开空,1200,,1,0,0,,113896,持有1手,未实现-40
|
||||
2024-12-09,1198,39.4,开空,1200 / 1198,,2,0,0,,113896,持有2手,未实现+40
|
||||
2024-12-10,1235,33.4,锁仓,1235,1200→1241 / 1198→1237,1,2,2,,113896,1200→1241 1198→1237,累计2锁
|
||||
2024-12-11,1225,38.6,开空,1235 / 1225,1200→1241 / 1198→1237,2,2,2,,113896,持有2手,未实现-1568
|
||||
2024-12-12,1234,35.0,开空,1235 / 1225 / 1234,1200→1241 / 1198→1237,3,2,2,,113896,持有3手,未实现-2188
|
||||
2024-12-13,1402,27.8,3锁清仓,1402,1200→1241 / 1198→1237 / 1235→1268 / 1225→1264 / 1234→1269,1,5,5,-1368,112528,累计5锁熔断,1235→1268 1225→1264 1234→1269,剩余1手结算平仓
|
||||
2024-12-16,1373,30.6,止盈清仓,1373,,1,0,0,880,113408,浮盈触发,清1手空单
|
||||
2024-12-17,1363,35.2,开空,1363,,1,0,0,,113408,持有1手,未实现-80
|
||||
2024-12-18,1372,32.4,开空,1363 / 1372,,2,0,0,,113408,持有2手,未实现-340
|
||||
2024-12-19,1376,34.4,3锁清仓,,1363→1398 / 1372→1404 / 1376→1410,0,3,3,0,113408,累计3锁熔断,1363→1398 1372→1404 1376→1410
|
||||
2024-12-20,1400,39.2,开空,1400,,1,0,0,,113408,持有1手,未实现+380
|
||||
2024-12-23,1370,38.2,止盈清仓,1400 / 1370,,2,0,0,1160,114568,浮盈触发,清2手空单
|
||||
2024-12-24,1379,34.6,开空,1379,,1,0,0,,114568,持有1手,未实现+20
|
||||
2024-12-25,1395,34.4,止盈清仓,1379 / 1395,,2,0,0,1000,115568,浮盈触发,清2手空单
|
||||
2024-12-26,1364,36.0,开空,1364,,1,0,0,,115568,持有1手,未实现+120
|
||||
2024-12-27,1344,33.0,止盈清仓,1364 / 1344,,2,0,0,920,116488,浮盈触发,清2手空单
|
||||
2024-12-30,1336,30.0,开空,1336,,1,0,0,,116488,持有1手,未实现-60
|
||||
2024-12-31,1344,29.6,止盈清仓,1336 / 1344,,2,0,0,920,117408,浮盈触发,清2手空单
|
||||
2025-01-02,1326,28.8,开空,1326,,1,0,0,,117408,持有1手,未实现-220
|
||||
2025-01-03,1335,26.2,开空,1326 / 1335,,2,0,0,,117408,持有2手,未实现-180
|
||||
2025-01-06,1344,24.0,止盈清仓,1326 / 1335 / 1344,,3,0,0,480,117888,浮盈触发,清3手空单
|
||||
2025-01-07,1344,27.6,开空,1344,,1,0,0,,117888,持有1手,未实现+60
|
||||
2025-01-08,1332,27.0,止盈清仓,1344 / 1332,,2,0,0,1840,119728,浮盈触发,清2手空单
|
||||
2025-01-09,1296,30.6,开空,1296,,1,0,0,,119728,持有1手,未实现-240
|
||||
2025-01-10,1320,32.6,开空,1296 / 1320,,2,0,0,,119728,持有2手,未实现-280
|
||||
2025-01-13,1315,31.6,3锁清仓,,1296→1327 / 1320→1353 / 1315→1347,0,3,3,0,119728,累计3锁熔断,1296→1327 1320→1353 1315→1347
|
||||
2025-01-14,1360,37.6,开空,1360,,1,0,0,,119728,持有1手,未实现-300
|
||||
2025-01-15,1391,40.6,锁仓,1391,1360→1398,1,1,1,,119728,1360→1398,累计1锁
|
||||
2025-01-16,1394,36.0,3锁清仓,,1360→1398 / 1391→1432 / 1394→1430,0,3,3,-752,118976,累计3锁熔断,1391→1432 1394→1430
|
||||
2025-01-17,1436,40.2,开空,1436,,1,0,0,,118976,持有1手,未实现-60
|
||||
2025-01-20,1450,46.2,止盈清仓,1436 / 1450,,2,0,0,1560,120536,浮盈触发,清2手空单
|
||||
2025-01-21,1416,43.2,开空,1416,,1,0,0,,120536,持有1手,未实现-20
|
||||
2025-01-22,1407,40.4,止盈清仓,1416 / 1407,,2,0,0,980,121516,浮盈触发,清2手空单
|
||||
2025-01-23,1396,40.2,开空,1396,,1,0,0,,121516,持有1手,未实现-20
|
||||
2025-01-24,1384,35.0,止盈清仓,1396 / 1384,,2,0,0,720,122236,浮盈触发,清2手空单
|
||||
2025-01-27,1397,31.2,止盈清仓,1397,,1,0,0,720,122956,浮盈触发,清1手空单
|
||||
2025-02-05,1336,28.4,开空,1336,,1,0,0,,122956,持有1手,未实现-40
|
||||
2025-02-06,1334,30.4,开空,1336 / 1334,,2,0,0,,122956,持有2手,未实现-80
|
||||
2025-02-07,1333,29.2,开空,1336 / 1334 / 1333,,3,0,0,,122956,持有3手,未实现-640
|
||||
2025-02-10,1340,30.6,止盈清仓,1336 / 1334 / 1333 / 1340,,4,0,0,1580,124536,浮盈触发,清4手空单
|
||||
2025-02-11,1350,31.6,开空,1350,,1,0,0,,124536,持有1手,未实现+340
|
||||
2025-02-12,1319,31.0,止盈清仓,1350 / 1319,,2,0,0,1060,125596,浮盈触发,清2手空单
|
||||
2025-02-13,1323,27.8,止盈清仓,1323,,1,0,0,1120,126716,浮盈触发,清1手空单
|
||||
2025-02-14,1270,38.6,开空,1270,,1,0,0,,126716,持有1手,未实现+80
|
||||
2025-02-17,1261,37.0,止盈清仓,1270 / 1261,,2,0,0,900,127616,浮盈触发,清2手空单
|
||||
2025-02-18,1267,37.2,开空,1267,,1,0,0,,127616,持有1手,未实现-160
|
||||
2025-02-19,1284,35.0,开空,1267 / 1284,,2,0,0,,127616,持有2手,未实现-100
|
||||
2025-02-20,1277,34.6,开空,1267 / 1284 / 1277,,3,0,0,,127616,持有3手,未实现-720
|
||||
2025-02-21,1295,25.6,止盈清仓,1267 / 1284 / 1277 / 1295,,4,0,0,1420,129036,浮盈触发,清4手空单
|
||||
2025-02-24,1264,28.4,开空,1264,,1,0,0,,129036,持有1手,未实现-20
|
||||
2025-02-25,1269,26.4,止盈清仓,1264 / 1269,,2,0,0,1220,130256,浮盈触发,清2手空单
|
||||
2025-02-26,1237,29.2,开空,1237,,1,0,0,,130256,持有1手,未实现+180
|
||||
2025-02-27,1222,31.6,止盈清仓,1237 / 1222,,2,0,0,820,131076,浮盈触发,清2手空单
|
||||
2025-02-28,1235,32.0,开空,1235,,1,0,0,,131076,持有1手,未实现+0
|
||||
2025-03-03,1245,29.8,止盈清仓,1235 / 1245,,2,0,0,800,131876,浮盈触发,清2手空单
|
||||
2025-03-04,1223,31.2,开空,1223,,1,0,0,,131876,持有1手,未实现-220
|
||||
2025-03-05,1235,28.2,止盈清仓,1223 / 1235,,2,0,0,1360,133236,浮盈触发,清2手空单
|
||||
2025-03-06,1202,31.0,开空,1202,,1,0,0,,133236,持有1手,未实现+60
|
||||
2025-03-07,1206,30.2,止盈清仓,1202 / 1206,,2,0,0,1080,134316,浮盈触发,清2手空单
|
||||
2025-03-10,1180,30.0,止盈清仓,1180,,1,0,0,800,135116,浮盈触发,清1手空单
|
||||
2025-03-11,1146,32.4,开空,1146,,1,0,0,,135116,持有1手,未实现-120
|
||||
2025-03-12,1159,32.6,开空,1146 / 1159,,2,0,0,,135116,持有2手,未实现-20
|
||||
2025-03-13,1150,29.8,止盈清仓,1146 / 1159 / 1150,,3,0,0,1120,136236,浮盈触发,清3手空单
|
||||
2025-03-14,1150,31.6,开空,1150,,1,0,0,,136236,持有1手,未实现-80
|
||||
2025-03-17,1163,30.6,锁仓,,1150→1182 / 1163→1194,0,2,2,,136236,1150→1182 1163→1194,累计2锁
|
||||
2025-03-18,1177,31.0,开空,1177,1150→1182 / 1163→1194,1,2,2,,136236,持有1手,未实现-1244
|
||||
2025-03-19,1167,33.8,开空,1177 / 1167,1150→1182 / 1163→1194,2,2,2,,136236,持有2手,未实现-1124
|
||||
2025-03-20,1181,33.8,开空,1177 / 1167 / 1181,1150→1182 / 1163→1194,3,2,2,,136236,持有3手,未实现-1064
|
||||
2025-03-21,1176,32.4,开空,1177 / 1167 / 1181 / 1176,1150→1182 / 1163→1194,4,2,2,,136236,持有4手,未实现-744
|
||||
2025-03-24,1175,32.2,3锁清仓,,1150→1182 / 1163→1194 / 1177→1208 / 1167→1201 / 1181→1215 / 1176→1208 / 1175→1207,0,7,7,-1244,134992,累计7锁熔断,1177→1208 1167→1201 1181→1215 1176→1208 1175→1207
|
||||
2025-03-25,1245,37.6,开空,1245,,1,0,0,,134992,持有1手,未实现+120
|
||||
2025-03-26,1261,38.2,止盈清仓,1245 / 1261,,2,0,0,1080,136072,浮盈触发,清2手空单
|
||||
2025-03-27,1227,40.8,开空,1227,,1,0,0,,136072,持有1手,未实现-20
|
||||
2025-03-28,1233,41.8,止盈清仓,1227 / 1233,,2,0,0,1560,137632,浮盈触发,清2手空单
|
||||
2025-03-31,1195,45.8,开空,1195,,1,0,0,,137632,持有1手,未实现+160
|
||||
2025-04-01,1188,38.0,锁仓,,1195→1241 / 1188→1226,0,2,2,,137632,1195→1241 1188→1226,累计2锁
|
||||
2025-04-02,1239,41.4,开空,1239,1195→1241 / 1188→1226,1,2,2,,137632,持有1手,未实现-1456
|
||||
2025-04-03,1226,40.0,开空,1239 / 1226,1195→1241 / 1188→1226,2,2,2,,137632,持有2手,未实现-1016
|
||||
2025-04-07,1163,41.8,止盈清仓,1239 / 1226 / 1163,1195→1241 / 1188→1226,3,2,2,1644,139276,浮盈触发,清5手空单+2组锁仓
|
||||
2025-04-08,1190,39.2,开空,1190,,1,0,0,,139276,持有1手,未实现-180
|
||||
2025-04-09,1200,39.4,止盈清仓,1190 / 1200,,2,0,0,2160,141436,浮盈触发,清2手空单
|
||||
2025-04-10,1174,41.0,开空,1174,,1,0,0,,141436,持有1手,未实现-180
|
||||
2025-04-11,1165,44.8,止盈清仓,1174 / 1165,,2,0,0,1260,142696,浮盈触发,清2手空单
|
||||
2025-04-14,1146,43.0,开空,1146,,1,0,0,,142696,持有1手,未实现-60
|
||||
2025-04-15,1207,42.2,锁仓,1207,1146→1189,1,1,1,,142696,1146→1189,累计1锁
|
||||
2025-04-16,1179,43.4,开空,1207 / 1179,1146→1189,2,1,1,,142696,持有2手,未实现-500
|
||||
2025-04-17,1186,34.0,止盈清仓,1207 / 1179 / 1186,1146→1189,3,1,1,860,143556,浮盈触发,清4手空单+1组锁仓
|
||||
2025-04-18,1162,28.4,止盈清仓,1162,,1,0,0,840,144396,浮盈触发,清1手空单
|
||||
2025-04-21,1124,31.6,开空,1124,,1,0,0,,144396,持有1手,未实现-40
|
||||
2025-04-22,1134,32.0,开空,1124 / 1134,,2,0,0,,144396,持有2手,未实现+0
|
||||
2025-04-23,1130,27.6,锁仓,1134,1124→1156 / 1130→1158,1,2,2,,144396,1124→1156 1130→1158,累计2锁
|
||||
2025-04-24,1156,30.6,开空,1134 / 1156,1124→1156 / 1130→1158,2,2,2,,144396,持有2手,未实现-1024
|
||||
2025-04-25,1137,30.8,开空,1134 / 1156 / 1137,1124→1156 / 1130→1158,3,2,2,,144396,持有3手,未实现-324
|
||||
2025-04-28,1118,26.4,开空,1134 / 1156 / 1137 / 1118,1124→1156 / 1130→1158,4,2,2,,144396,持有4手,未实现-204
|
||||
2025-04-29,1120,24.4,止盈清仓,1134 / 1156 / 1137 / 1118 / 1120,1124→1156 / 1130→1158,5,2,2,2116,146512,浮盈触发,清7手空单+2组锁仓
|
||||
2025-04-30,1106,26.0,止盈清仓,1106,,1,0,0,580,147092,浮盈触发,清1手空单
|
||||
2025-05-06,1078,26.4,开空,1078,,1,0,0,,147092,持有1手,未实现+100
|
||||
2025-05-07,1082,25.6,开空,1078 / 1082,,2,0,0,,147092,持有2手,未实现+0
|
||||
2025-05-08,1071,25.4,止盈清仓,1078 / 1082 / 1071,,3,0,0,1860,148952,浮盈触发,清3手空单
|
||||
2025-05-09,1055,27.2,开空,1055,,1,0,0,,148952,持有1手,未实现+140
|
||||
2025-05-12,1034,26.8,止盈清仓,1055 / 1034,,2,0,0,900,149852,浮盈触发,清2手空单
|
||||
2025-05-13,1054,26.2,止盈清仓,1054,,1,0,0,760,150612,浮盈触发,清1手空单
|
||||
2025-05-14,1015,29.2,锁仓,,1015→1044,0,1,1,,150612,1015→1044,累计1锁
|
||||
2025-05-15,1044,31.8,开空,1044,1015→1044,1,1,1,,150612,持有1手,未实现-444
|
||||
2025-05-16,1033,30.2,止盈清仓,1044 / 1033,1015→1044,2,1,1,876,151488,浮盈触发,清3手空单+1组锁仓
|
||||
2025-05-19,1003,32.2,开空,1003,,1,0,0,,151488,持有1手,未实现-300
|
||||
2025-05-20,1018,31.2,开空,1003 / 1018,,2,0,0,,151488,持有2手,未实现-540
|
||||
2025-05-21,1024,27.4,锁仓,1018 / 1024,1003→1035,2,1,1,,151488,1003→1035,累计1锁
|
||||
2025-05-22,1035,24.2,止盈清仓,1018 / 1024 / 1035,1003→1035,3,1,1,596,152084,浮盈触发,清4手空单+1组锁仓
|
||||
2025-05-23,1015,26.4,开空,1015,,1,0,0,,152084,持有1手,未实现+160
|
||||
2025-05-26,1000,23.2,锁仓,1015,1000→1023,1,1,1,,152084,1000→1023,累计1锁
|
||||
2025-05-27,1022,24.0,锁仓,1022,1000→1023 / 1015→1041,1,2,2,,152084,1015→1041,累计2锁
|
||||
2025-05-28,1030,26.6,开空,1022 / 1030,1000→1023 / 1015→1041,2,2,2,,152084,持有2手,未实现-632
|
||||
2025-05-29,1006,28.8,止盈清仓,1022 / 1030 / 1006,1000→1023 / 1015→1041,3,2,2,1488,153572,浮盈触发,清5手空单+2组锁仓
|
||||
2025-05-30,984,29.0,开空,984,,1,0,0,,153572,持有1手,未实现+0
|
||||
2025-06-03,977,29.6,止盈清仓,984 / 977,,2,0,0,1140,154712,浮盈触发,清2手空单
|
||||
2025-06-04,956,28.6,锁仓,,956→985,0,1,1,,154712,956→985,累计1锁
|
||||
2025-06-05,983,30.6,开空,983,956→985,1,1,1,,154712,持有1手,未实现-272
|
||||
2025-06-06,974,30.0,锁仓,983,956→985 / 974→1004,1,2,2,,154712,974→1004,累计2锁
|
||||
2025-06-09,1000,31.0,3锁清仓,1000,956→985 / 974→1004 / 983→1014,1,3,3,-1212,153500,累计3锁熔断,983→1014,剩余1手结算平仓
|
||||
2025-06-10,1001,32.8,开空,1001,,1,0,0,,153500,持有1手,未实现+100
|
||||
2025-06-11,995,32.0,开空,1001 / 995,,2,0,0,,153500,持有2手,未实现+80
|
||||
2025-06-12,995,26.0,止盈清仓,1001 / 995 / 995,,3,0,0,1200,154700,浮盈触发,清3手空单
|
||||
2025-06-13,982,24.6,开空,982,,1,0,0,,154700,持有1手,未实现+60
|
||||
2025-06-16,979,22.0,止盈清仓,982 / 979,,2,0,0,460,155160,浮盈触发,清2手空单
|
||||
2025-06-17,980,19.4,开空,980,,1,0,0,,155160,持有1手,未实现+80
|
||||
2025-06-18,975,18.6,开空,980 / 975,,2,0,0,,155160,持有2手,未实现-100
|
||||
2025-06-19,978,18.4,3锁清仓,,980→999 / 975→994 / 978→996,0,3,3,0,155160,累计3锁熔断,980→999 975→994 978→996
|
||||
2025-06-20,999,19.6,锁仓,,999→1019,0,1,1,,155160,999→1019,累计1锁
|
||||
2025-06-23,1007,21.2,开空,1007,999→1019,1,1,1,,155160,持有1手,未实现-332
|
||||
2025-06-24,1004,20.8,锁仓,1007,999→1019 / 1004→1025,1,2,2,,155160,1004→1025,累计2锁
|
||||
2025-06-25,1015,22.0,开空,1007 / 1015,999→1019 / 1004→1025,2,2,2,,155160,持有2手,未实现-848
|
||||
2025-06-26,1015,22.2,开空,1007 / 1015 / 1015,999→1019 / 1004→1025,3,2,2,,155160,持有3手,未实现-908
|
||||
2025-06-27,1013,20.8,开空,1007 / 1015 / 1015 / 1013,999→1019 / 1004→1025,4,2,2,,155160,持有4手,未实现-1328
|
||||
2025-06-30,1017,17.8,3锁清仓,1015 / 1015 / 1013 / 1017,999→1019 / 1004→1025 / 1007→1028,4,3,3,-1048,154112,累计3锁熔断,1007→1028,剩余4手结算平仓
|
||||
2025-07-01,1005,20.2,止盈清仓,1005,,1,0,0,580,154692,浮盈触发,清1手空单
|
||||
2025-07-02,984,21.6,锁仓,,984→1006,0,1,1,,154692,984→1006,累计1锁
|
||||
2025-07-03,1049,33.6,开空,1049,984→1006,1,1,1,,154692,持有1手,未实现-292
|
||||
2025-07-04,1029,36.6,开空,1049 / 1029,984→1006,2,1,1,,154692,持有2手,未实现-112
|
||||
2025-07-07,1024,37.6,止盈清仓,1049 / 1029 / 1024,984→1006,3,1,1,828,155520,浮盈触发,清4手空单+1组锁仓
|
||||
2025-07-08,1017,36.4,开空,1017,,1,0,0,,155520,持有1手,未实现-140
|
||||
2025-07-09,1026,34.0,开空,1017 / 1026,,2,0,0,,155520,持有2手,未实现-300
|
||||
2025-07-10,1035,22.8,3锁清仓,,1017→1053 / 1026→1060 / 1035→1058,0,3,3,0,155520,累计3锁熔断,1017→1053 1026→1060 1035→1058
|
||||
2025-07-11,1084,29.4,开空,1084,,1,0,0,,155520,持有1手,未实现-120
|
||||
2025-07-14,1087,31.2,开空,1084 / 1087,,2,0,0,,155520,持有2手,未实现-60
|
||||
2025-07-15,1098,32.0,止盈清仓,1084 / 1087 / 1098,,3,0,0,1960,157480,浮盈触发,清3手空单
|
||||
2025-07-16,1070,38.0,开空,1070,,1,0,0,,157480,持有1手,未实现+40
|
||||
2025-07-17,1069,38.0,开空,1070 / 1069,,2,0,0,,157480,持有2手,未实现-540
|
||||
2025-07-18,1091,30.0,锁仓,1091,1070→1108 / 1069→1107,1,2,2,,157480,1070→1108 1069→1107,累计2锁
|
||||
2025-07-21,1095,32.4,3锁清仓,,1070→1108 / 1069→1107 / 1091→1121 / 1095→1127,0,4,4,-1520,155960,累计4锁熔断,1091→1121 1095→1127
|
||||
2025-07-22,1173,46.4,锁仓,,1173→1219,0,1,1,,155960,1173→1219,累计1锁
|
||||
2025-07-23,1242,53.6,开空,1242,1173→1219,1,1,1,,155960,持有1手,未实现-548
|
||||
2025-07-24,1206,64.8,3锁清仓,,1173→1219 / 1242→1296 / 1206→1271,0,3,3,-928,155032,累计3锁熔断,1242→1296 1206→1271
|
||||
2025-07-25,1310,86.0,开空,1310,,1,0,0,,155032,持有1手,未实现-680
|
||||
2025-07-28,1355,89.4,止盈清仓,1310 / 1355,,2,0,0,4380,159412,浮盈触发,清2手空单
|
||||
2025-07-29,1220,96.6,开空,1220,,1,0,0,,159412,持有1手,未实现+760
|
||||
2025-07-30,1187,97.4,开空,1220 / 1187,,2,0,0,,159412,持有2手,未实现-540
|
||||
2025-07-31,1175,101.2,止盈清仓,1220 / 1187 / 1175,,3,0,0,5220,164632,浮盈触发,清3手空单
|
||||
2025-08-01,1116,88.6,开空,1116,,1,0,0,,164632,持有1手,未实现+240
|
||||
2025-08-04,1102,88.0,止盈清仓,1116 / 1102,,2,0,0,1920,166552,浮盈触发,清2手空单
|
||||
2025-08-05,1082,72.2,开空,1082,,1,0,0,,166552,持有1手,未实现+180
|
||||
2025-08-06,1079,63.2,开空,1082 / 1079,,2,0,0,,166552,持有2手,未实现+60
|
||||
2025-08-07,1085,49.8,止盈清仓,1082 / 1079 / 1085,,3,0,0,1200,167752,浮盈触发,清3手空单
|
||||
2025-08-08,1074,42.6,开空,1074,,1,0,0,,167752,持有1手,未实现+280
|
||||
2025-08-11,1058,37.4,止盈清仓,1074 / 1058,,2,0,0,920,168672,浮盈触发,清2手空单
|
||||
2025-08-12,1067,34.2,开空,1067,,1,0,0,,168672,持有1手,未实现+0
|
||||
2025-08-13,1239,36.6,锁仓,1239,1067→1101,1,1,1,,168672,1067→1101,累计1锁
|
||||
2025-08-14,1205,40.4,开空,1239 / 1205,1067→1101,2,1,1,,168672,持有2手,未实现-404
|
||||
2025-08-15,1224,40.8,开空,1239 / 1205 / 1224,1067→1101,3,1,1,,168672,持有3手,未实现-464
|
||||
2025-08-18,1213,42.8,止盈清仓,1239 / 1205 / 1224 / 1213,1067→1101,4,1,1,1656,170328,浮盈触发,清5手空单+1组锁仓
|
||||
2025-08-19,1218,44.8,开空,1218,,1,0,0,,170328,持有1手,未实现+60
|
||||
2025-08-20,1198,42.6,止盈清仓,1218 / 1198,,2,0,0,2600,172928,浮盈触发,清2手空单
|
||||
2025-08-21,1165,45.2,开空,1165,,1,0,0,,172928,持有1手,未实现+20
|
||||
2025-08-22,1156,43.0,开空,1165 / 1156,,2,0,0,,172928,持有2手,未实现-180
|
||||
2025-08-25,1176,39.4,锁仓,1176,1165→1210 / 1156→1199,1,2,2,,172928,1165→1210 1156→1199,累计2锁
|
||||
2025-08-26,1189,38.0,开空,1176 / 1189,1165→1210 / 1156→1199,2,2,2,,172928,持有2手,未实现-1784
|
||||
2025-08-27,1171,33.6,开空,1176 / 1189 / 1171,1165→1210 / 1156→1199,3,2,2,,172928,持有3手,未实现-1724
|
||||
2025-08-28,1177,26.8,止盈清仓,1176 / 1189 / 1171 / 1177,1165→1210 / 1156→1199,4,2,2,576,173504,浮盈触发,清6手空单+2组锁仓
|
||||
2025-08-29,1178,27.4,开空,1178,,1,0,0,,173504,持有1手,未实现+100
|
||||
2025-09-01,1181,28.0,止盈清仓,1178 / 1181,,2,0,0,2180,175684,浮盈触发,清2手空单
|
||||
2025-09-02,1139,31.2,开空,1139,,1,0,0,,175684,持有1手,未实现-60
|
||||
2025-09-03,1135,31.0,开空,1139 / 1135,,2,0,0,,175684,持有2手,未实现-120
|
||||
2025-09-04,1133,31.0,止盈清仓,1139 / 1135 / 1133,,3,0,0,1060,176744,浮盈触发,清3手空单
|
||||
2025-09-05,1141,31.2,锁仓,,1141→1172,0,1,1,,176744,1141→1172,累计1锁
|
||||
2025-09-08,1192,39.2,开空,1192,1141→1172,1,1,1,,176744,持有1手,未实现-544
|
||||
2025-09-09,1204,39.0,开空,1192 / 1204,1141→1172,2,1,1,,176744,持有2手,未实现-664
|
||||
2025-09-10,1186,40.2,止盈清仓,1192 / 1204 / 1186,1141→1172,3,1,1,1236,177980,浮盈触发,清4手空单+1组锁仓
|
||||
2025-09-11,1182,41.8,开空,1182,,1,0,0,,177980,持有1手,未实现-80
|
||||
2025-09-12,1182,41.2,开空,1182 / 1182,,2,0,0,,177980,持有2手,未实现+280
|
||||
2025-09-15,1178,32.4,锁仓,1182 / 1182,1178→1210,2,1,1,,177980,1178→1210,累计1锁
|
||||
2025-09-16,1222,30.0,3锁清仓,1222,1178→1210 / 1182→1224 / 1182→1223,1,3,3,-928,177052,累计3锁熔断,1182→1224 1182→1223,剩余1手结算平仓
|
||||
2025-09-17,1240,31.0,开空,1240,,1,0,0,,177052,持有1手,未实现+100
|
||||
2025-09-18,1232,29.4,止盈清仓,1240 / 1232,,2,0,0,1360,178412,浮盈触发,清2手空单
|
||||
2025-09-19,1207,31.2,开空,1207,,1,0,0,,178412,持有1手,未实现-100
|
||||
2025-09-22,1220,31.2,止盈清仓,1207 / 1220,,2,0,0,1020,179432,浮盈触发,清2手空单
|
||||
2025-09-23,1195,31.0,开空,1195,,1,0,0,,179432,持有1手,未实现+280
|
||||
2025-09-24,1188,29.8,锁仓,,1195→1226 / 1188→1218,0,2,2,,179432,1195→1226 1188→1218,累计2锁
|
||||
2025-09-25,1252,44.0,开空,1252,1195→1226 / 1188→1218,1,2,2,,179432,持有1手,未实现-1376
|
||||
2025-09-26,1269,46.0,开空,1252 / 1269,1195→1226 / 1188→1218,2,2,2,,179432,持有2手,未实现-1076
|
||||
2025-09-29,1251,46.8,止盈清仓,1252 / 1269 / 1251,1195→1226 / 1188→1218,3,2,2,1384,180816,浮盈触发,清5手空单+2组锁仓
|
||||
2025-09-30,1224,46.2,开空,1224,,1,0,0,,180816,持有1手,未实现-120
|
||||
2025-10-09,1217,47.8,止盈清仓,1224 / 1217,,2,0,0,980,181796,浮盈触发,清2手空单
|
||||
2025-10-10,1224,36.4,开空,1224,,1,0,0,,181796,持有1手,未实现+0
|
||||
2025-10-13,1195,35.8,止盈清仓,1224 / 1195,,2,0,0,2260,184056,浮盈触发,清2手空单
|
||||
2025-10-14,1180,39.8,止盈清仓,1180,,1,0,0,960,185016,浮盈触发,清1手空单
|
||||
2025-10-15,1137,41.6,开空,1137,,1,0,0,,185016,持有1手,未实现+60
|
||||
2025-10-16,1137,39.0,开空,1137 / 1137,,2,0,0,,185016,持有2手,未实现+0
|
||||
2025-10-17,1145,36.0,止盈清仓,1137 / 1137 / 1145,,3,0,0,2920,187936,浮盈触发,清3手空单
|
||||
2025-10-20,1099,38.2,开空,1099,,1,0,0,,187936,持有1手,未实现-180
|
||||
2025-10-21,1088,36.8,开空,1099 / 1088,,2,0,0,,187936,持有2手,未实现+180
|
||||
2025-10-22,1088,31.6,止盈清仓,1099 / 1088 / 1088,,3,0,0,1180,189116,浮盈触发,清3手空单
|
||||
2025-10-23,1095,33.0,开空,1095,,1,0,0,,189116,持有1手,未实现-60
|
||||
2025-10-24,1105,35.2,开空,1095 / 1105,,2,0,0,,189116,持有2手,未实现+160
|
||||
2025-10-27,1090,29.0,止盈清仓,1095 / 1105 / 1090,,3,0,0,820,189936,浮盈触发,清3手空单
|
||||
2025-10-28,1098,26.0,开空,1098,,1,0,0,,189936,持有1手,未实现-220
|
||||
2025-10-29,1113,26.8,锁仓,1113,1098→1124,1,1,1,,189936,1098→1124,累计1锁
|
||||
2025-10-30,1122,26.2,止盈清仓,1113 / 1122,1098→1124,2,1,1,860,190796,浮盈触发,清3手空单+1组锁仓
|
||||
2025-10-31,1091,27.4,开空,1091,,1,0,0,,190796,持有1手,未实现-20
|
||||
2025-11-03,1084,28.0,锁仓,,1091→1118 / 1084→1112,0,2,2,,190796,1091→1118 1084→1112,累计2锁
|
||||
2025-11-04,1094,33.4,开空,1094,1091→1118 / 1084→1112,1,2,2,,190796,持有1手,未实现-1288
|
||||
2025-11-05,1110,33.6,开空,1094 / 1110,1091→1118 / 1084→1112,2,2,2,,190796,持有2手,未实现-1268
|
||||
2025-11-06,1099,34.6,开空,1094 / 1110 / 1099,1091→1118 / 1084→1112,3,2,2,,190796,持有3手,未实现-748
|
||||
2025-11-07,1100,31.4,开空,1094 / 1110 / 1099 / 1100,1091→1118 / 1084→1112,4,2,2,,190796,持有4手,未实现-968
|
||||
2025-11-10,1089,29.6,止盈清仓,1094 / 1110 / 1099 / 1100 / 1089,1091→1118 / 1084→1112,5,2,2,3232,194028,浮盈触发,清7手空单+2组锁仓
|
||||
2025-11-11,1066,27.0,开空,1066,,1,0,0,,194028,持有1手,未实现+80
|
||||
2025-11-12,1051,25.6,止盈清仓,1066 / 1051,,2,0,0,620,194648,浮盈触发,清2手空单
|
||||
2025-11-13,1050,23.8,开空,1050,,1,0,0,,194648,持有1手,未实现-40
|
||||
2025-11-14,1056,23.2,止盈清仓,1050 / 1056,,2,0,0,920,195568,浮盈触发,清2手空单
|
||||
2025-11-17,1029,25.4,开空,1029,,1,0,0,,195568,持有1手,未实现+20
|
||||
2025-11-18,1031,21.2,止盈清仓,1029 / 1031,,2,0,0,680,196248,浮盈触发,清2手空单
|
||||
2025-11-19,1019,21.6,开空,1019,,1,0,0,,196248,持有1手,未实现+80
|
||||
2025-11-20,1008,21.2,止盈清仓,1019 / 1008,,2,0,0,1180,197428,浮盈触发,清2手空单
|
||||
2025-11-21,993,23.0,止盈清仓,993,,1,0,0,520,197948,浮盈触发,清1手空单
|
||||
2025-11-24,988,23.4,锁仓,,988→1011,0,1,1,,197948,988→1011,累计1锁
|
||||
2025-11-25,1015,27.4,开空,1015,988→1011,1,1,1,,197948,持有1手,未实现-528
|
||||
2025-11-26,1011,26.4,锁仓,1015,988→1011 / 1011→1037,1,2,2,,197948,1011→1037,累计2锁
|
||||
2025-11-27,1041,29.6,3锁清仓,1041,988→1011 / 1011→1037 / 1015→1042,1,3,3,-996,196952,累计3锁熔断,1015→1042,剩余1手结算平仓
|
||||
2025-11-28,1043,28.4,开空,1043,,1,0,0,,196952,持有1手,未实现-180
|
||||
2025-12-01,1056,27.2,止盈清仓,1043 / 1056,,2,0,0,940,197892,浮盈触发,清2手空单
|
||||
2025-12-02,1038,25.8,开空,1038,,1,0,0,,197892,持有1手,未实现-20
|
||||
2025-12-03,1034,27.4,止盈清仓,1038 / 1034,,2,0,0,840,198732,浮盈触发,清2手空单
|
||||
2025-12-04,1025,25.2,开空,1025,,1,0,0,,198732,持有1手,未实现+340
|
||||
2025-12-05,1010,25.6,止盈清仓,1025 / 1010,,2,0,0,980,199712,浮盈触发,清2手空单
|
||||
2025-12-08,996,25.4,开空,996,,1,0,0,,199712,持有1手,未实现-180
|
||||
2025-12-09,1000,23.4,止盈清仓,996 / 1000,,2,0,0,800,200512,浮盈触发,清2手空单
|
||||
2025-12-10,982,23.4,止盈清仓,982,,1,0,0,480,200992,浮盈触发,清1手空单
|
||||
2025-12-11,968,23.8,开空,968,,1,0,0,,200992,持有1手,未实现+140
|
||||
2025-12-12,957,22.4,止盈清仓,968 / 957,,2,0,0,1140,202132,浮盈触发,清2手空单
|
||||
2025-12-15,938,22.8,开空,938,,1,0,0,,202132,持有1手,未实现-180
|
||||
2025-12-16,1039,22.2,锁仓,1039,938→961,1,1,1,,202132,938→961,累计1锁
|
||||
2025-12-17,1033,22.4,开空,1039 / 1033,938→961,2,1,1,,202132,持有2手,未实现-536
|
||||
2025-12-18,1039,21.2,3锁清仓,,938→961 / 1039→1061 / 1033→1055 / 1039→1060,0,4,4,-456,201676,累计4锁熔断,1039→1061 1033→1055 1039→1060
|
||||
2025-12-19,1058,26.4,开空,1058,,1,0,0,,201676,持有1手,未实现+220
|
||||
2025-12-22,1037,27.0,止盈清仓,1058 / 1037,,2,0,0,1060,202736,浮盈触发,清2手空单
|
||||
2025-12-23,1033,27.6,开空,1033,,1,0,0,,202736,持有1手,未实现+120
|
||||
2025-12-24,1029,27.0,锁仓,1033,1029→1056,1,1,1,,202736,1029→1056,累计1锁
|
||||
2025-12-25,1050,29.4,开空,1033 / 1050,1029→1056,2,1,1,,202736,持有2手,未实现-880
|
||||
2025-12-26,1045,24.0,锁仓,1050 / 1045,1029→1056 / 1033→1061,2,2,2,,202736,1033→1061,累计2锁
|
||||
2025-12-29,1052,26.4,开空,1050 / 1045 / 1052,1029→1056 / 1033→1061,3,2,2,,202736,持有3手,未实现-1332
|
||||
2025-12-30,1050,26.0,3锁清仓,,1029→1056 / 1033→1061 / 1050→1079 / 1045→1069 / 1052→1078 / 1050→1076,0,6,6,-1092,201644,累计6锁熔断,1050→1079 1045→1069 1052→1078 1050→1076
|
||||
2025-12-31,1091,30.2,开空,1091,,1,0,0,,201644,持有1手,未实现+60
|
||||
2026-01-05,1094,27.4,止盈清仓,1091 / 1094,,2,0,0,660,202304,浮盈触发,清2手空单
|
||||
2026-01-06,1080,28.2,开空,1080,,1,0,0,,202304,持有1手,未实现-40
|
||||
2026-01-07,1097,25.2,锁仓,,1080→1108 / 1097→1122,0,2,2,,202304,1080→1108 1097→1122,累计2锁
|
||||
2026-01-08,1147,35.4,开空,1147,1080→1108 / 1097→1122,1,2,2,,202304,持有1手,未实现-1148
|
||||
2026-01-09,1165,33.6,开空,1147 / 1165,1080→1108 / 1097→1122,2,2,2,,202304,持有2手,未实现-588
|
||||
2026-01-12,1145,37.8,止盈清仓,1147 / 1165 / 1145,1080→1108 / 1097→1122,3,2,2,932,203236,浮盈触发,清5手空单+2组锁仓
|
||||
2026-01-13,1143,39.6,止盈清仓,1143,,1,0,0,940,204176,浮盈触发,清1手空单
|
||||
2026-01-14,1099,44.2,开空,1099,,1,0,0,,204176,持有1手,未实现+140
|
||||
2026-01-15,1098,34.6,止盈清仓,1099 / 1098,,2,0,0,700,204876,浮盈触发,清2手空单
|
||||
2026-01-16,1091,31.8,锁仓,,1091→1123,0,1,1,,204876,1091→1123,累计1锁
|
||||
2026-01-19,1103,32.2,开空,1103,1091→1123,1,1,1,,204876,持有1手,未实现-376
|
||||
2026-01-20,1070,36.2,开空,1103 / 1070,1091→1123,2,1,1,,204876,持有2手,未实现+264
|
||||
2026-01-21,1056,30.0,止盈清仓,1103 / 1070 / 1056,1091→1123,3,1,1,1844,206720,浮盈触发,清4手空单+1组锁仓
|
||||
2026-01-22,1042,31.0,开空,1042,,1,0,0,,206720,持有1手,未实现-160
|
||||
2026-01-23,1060,31.4,锁仓,1060,1042→1073,1,1,1,,206720,1042→1073,累计1锁
|
||||
2026-01-26,1067,27.6,锁仓,1067,1042→1073 / 1060→1091,1,2,2,,206720,1060→1091,累计2锁
|
||||
2026-01-27,1090,24.2,开空,1067 / 1090,1042→1073 / 1060→1091,2,2,2,,206720,持有2手,未实现-1028
|
||||
2026-01-28,1067,26.6,开空,1067 / 1090 / 1067,1042→1073 / 1060→1091,3,2,2,,206720,持有3手,未实现-848
|
||||
2026-01-29,1067,25.8,开空,1067 / 1090 / 1067 / 1067,1042→1073 / 1060→1091,4,2,2,,206720,持有4手,未实现-1588
|
||||
2026-01-30,1090,26.8,止盈清仓,1067 / 1090 / 1067 / 1067 / 1090,1042→1073 / 1060→1091,5,2,2,1272,207992,浮盈触发,清7手空单+2组锁仓
|
||||
2026-02-02,1054,30.6,锁仓,,1054→1085,0,1,1,,207992,1054→1085,累计1锁
|
||||
2026-02-03,1063,32.2,开空,1063,1054→1085,1,1,1,,207992,持有1手,未实现-812
|
||||
2026-02-04,1085,30.8,3锁清仓,,1054→1085 / 1063→1095 / 1085→1116,0,3,3,-612,207380,累计3锁熔断,1063→1095 1085→1116
|
||||
2026-02-05,1108,33.4,开空,1108,,1,0,0,,207380,持有1手,未实现+320
|
||||
2026-02-06,1083,34.0,止盈清仓,1108 / 1083,,2,0,0,1260,208640,浮盈触发,清2手空单
|
||||
2026-02-09,1070,29.6,开空,1070,,1,0,0,,208640,持有1手,未实现-60
|
||||
2026-02-10,1087,29.6,开空,1070 / 1087,,2,0,0,,208640,持有2手,未实现-20
|
||||
2026-02-11,1070,29.8,止盈清仓,1070 / 1087 / 1070,,3,0,0,820,209460,浮盈触发,清3手空单
|
||||
2026-02-12,1069,26.8,开空,1069,,1,0,0,,209460,持有1手,未实现+40
|
||||
2026-02-13,1064,25.0,止盈清仓,1069 / 1064,,2,0,0,1060,210520,浮盈触发,清2手空单
|
||||
2026-02-24,1050,26.6,开空,1050,,1,0,0,,210520,持有1手,未实现+40
|
||||
2026-02-25,1049,23.0,锁仓,1050,1049→1072,1,1,1,,210520,1049→1072,累计1锁
|
||||
2026-02-26,1066,23.2,开空,1050 / 1066,1049→1072,2,1,1,,210520,持有2手,未实现-340
|
||||
2026-02-27,1054,23.0,开空,1050 / 1066 / 1054,1049→1072,3,1,1,,210520,持有3手,未实现-180
|
||||
2026-03-02,1067,22.6,止盈清仓,1050 / 1066 / 1054 / 1067,1049→1072,4,1,1,2040,212560,浮盈触发,清5手空单+1组锁仓
|
||||
2026-03-03,1039,26.8,开空,1039,,1,0,0,,212560,持有1手,未实现+0
|
||||
2026-03-04,1055,27.8,开空,1039 / 1055,,2,0,0,,212560,持有2手,未实现+0
|
||||
2026-03-05,1039,26.6,开空,1039 / 1055 / 1039,,3,0,0,,212560,持有3手,未实现-400
|
||||
2026-03-06,1056,28.2,3锁清仓,,1039→1066 / 1055→1083 / 1039→1066 / 1056→1084,0,4,4,0,212560,累计4锁熔断,1039→1066 1055→1083 1039→1066 1056→1084
|
||||
2026-03-09,1098,32.4,锁仓,,1098→1130,0,1,1,,212560,1098→1130,累计1锁
|
||||
2026-03-10,1103,37.4,开空,1103,1098→1130,1,1,1,,212560,持有1手,未实现-208
|
||||
2026-03-11,1079,42.6,开空,1103 / 1079,1098→1130,2,1,1,,212560,持有2手,未实现-728
|
||||
2026-03-12,1120,47.0,3锁清仓,1120,1098→1130 / 1103→1140 / 1079→1122,1,3,3,-768,211792,累计3锁熔断,1103→1140 1079→1122,剩余1手结算平仓
|
||||
2026-03-13,1120,50.8,开空,1120,,1,0,0,,211792,持有1手,未实现-260
|
||||
2026-03-16,1130,48.8,止盈清仓,1120 / 1130,,2,0,0,1160,212952,浮盈触发,清2手空单
|
||||
2026-03-17,1095,41.8,开空,1095,,1,0,0,,212952,持有1手,未实现-20
|
||||
2026-03-18,1091,35.4,止盈清仓,1095 / 1091,,2,0,0,1160,214112,浮盈触发,清2手空单
|
||||
2026-03-19,1079,34.6,开空,1079,,1,0,0,,214112,持有1手,未实现+220
|
||||
2026-03-20,1061,31.6,止盈清仓,1079 / 1061,,2,0,0,760,214872,浮盈触发,清2手空单
|
||||
2026-03-23,1052,28.8,锁仓,,1052→1081,0,1,1,,214872,1052→1081,累计1锁
|
||||
2026-03-24,1061,31.0,开空,1061,1052→1081,1,1,1,,214872,持有1手,未实现-696
|
||||
2026-03-25,1068,31.2,开空,1061 / 1068,1052→1081,2,1,1,,214872,持有2手,未实现-356
|
||||
2026-03-26,1058,28.6,止盈清仓,1061 / 1068 / 1058,1052→1081,3,1,1,1784,216656,浮盈触发,清4手空单+1组锁仓
|
||||
2026-03-27,1038,29.6,开空,1038,,1,0,0,,216656,持有1手,未实现+40
|
||||
2026-03-30,1046,30.4,开空,1038 / 1046,,2,0,0,,216656,持有2手,未实现+0
|
||||
2026-03-31,1039,23.8,止盈清仓,1038 / 1046 / 1039,,3,0,0,1440,218096,浮盈触发,清3手空单
|
||||
2026-04-01,1017,23.8,开空,1017,,1,0,0,,218096,持有1手,未实现+160
|
||||
2026-04-02,1003,24.2,止盈清仓,1017 / 1003,,2,0,0,960,219056,浮盈触发,清2手空单
|
||||
2026-04-03,1003,21.0,止盈清仓,1003,,1,0,0,520,219576,浮盈触发,清1手空单
|
||||
2026-04-07,977,22.4,开空,977,,1,0,0,,219576,持有1手,未实现+20
|
||||
2026-04-08,974,23.0,止盈清仓,977 / 974,,2,0,0,540,220116,浮盈触发,清2手空单
|
||||
2026-04-09,972,24.2,开空,972,,1,0,0,,220116,持有1手,未实现-80
|
||||
2026-04-10,973,22.2,止盈清仓,972 / 973,,2,0,0,660,220776,浮盈触发,清2手空单
|
||||
2026-04-13,965,22.0,开空,965,,1,0,0,,220776,持有1手,未实现+20
|
||||
2026-04-14,957,21.0,开空,965 / 957,,2,0,0,,220776,持有2手,未实现-200
|
||||
2026-04-15,964,20.0,开空,965 / 957 / 964,,3,0,0,,220776,持有3手,未实现-420
|
||||
2026-04-16,1072,17.0,3锁清仓,1072,965→987 / 957→978 / 964→984,1,3,3,200,220976,累计3锁熔断,965→987 957→978 964→984,剩余1手结算平仓
|
||||
2026-04-17,1062,18.4,锁仓,,1062→1080,0,1,1,,220976,1062→1080,累计1锁
|
||||
2026-04-20,1078,22.2,开空,1078,1062→1080,1,1,1,,220976,持有1手,未实现-488
|
||||
2026-04-21,1086,21.6,开空,1078 / 1086,1062→1080,2,1,1,,220976,持有2手,未实现-368
|
||||
2026-04-22,1077,23.6,开空,1078 / 1086 / 1077,1062→1080,3,1,1,,220976,持有3手,未实现-468
|
||||
2026-04-23,1094,24.2,3锁清仓,1086 / 1094,1062→1080 / 1078→1100 / 1077→1101,2,3,3,-528,220448,累计3锁熔断,1078→1100 1077→1101,剩余2手结算平仓
|
||||
2026-04-24,1085,24.2,开空,1085,,1,0,0,,220448,持有1手,未实现+0
|
||||
2026-04-27,1078,19.4,止盈清仓,1085 / 1078,,2,0,0,420,220868,浮盈触发,清2手空单
|
||||
2026-04-28,1073,19.2,止盈清仓,1073,,1,0,0,720,221588,浮盈触发,清1手空单
|
||||
2026-04-29,1045,22.2,开空,1045,,1,0,0,,221588,持有1手,未实现+120
|
||||
2026-04-30,1036,21.4,锁仓,1045,1036→1057,1,1,1,,221588,1036→1057,累计1锁
|
||||
2026-05-06,1060,23.4,锁仓,1060,1036→1057 / 1045→1067,1,2,2,,221588,1045→1067,累计2锁
|
||||
2026-05-07,1065,24.2,3锁清仓,1065,1036→1057 / 1045→1067 / 1060→1083,1,3,3,-992,220596,累计3锁熔断,1060→1083,剩余1手结算平仓
|
||||
2026-05-08,1075,25.2,开空,1075,,1,0,0,,220596,持有1手,未实现+200
|
||||
2026-05-11,1053,23.2,止盈清仓,1075 / 1053,,2,0,0,560,221156,浮盈触发,清2手空单
|
||||
2026-05-12,1068,25.6,开空,1068,,1,0,0,,221156,持有1手,未实现+140
|
||||
2026-05-13,1056,23.6,开空,1068 / 1056,,2,0,0,,221156,持有2手,未实现-80
|
||||
2026-05-14,1064,24.6,止盈清仓,1068 / 1056 / 1064,,3,0,0,1300,222456,浮盈触发,清3手空单
|
||||
2026-05-15,1051,25.2,开空,1051,,1,0,0,,222456,持有1手,未实现+100
|
||||
2026-05-18,1039,23.6,止盈清仓,1051 / 1039,,2,0,0,960,223416,浮盈触发,清2手空单
|
||||
2026-05-19,1040,23.4,开空,1040,,1,0,0,,223416,持有1手,未实现+260
|
||||
2026-05-20,1025,23.6,止盈清仓,1040 / 1025,,2,0,0,1020,224436,浮盈触发,清2手空单
|
||||
2026-05-21,1011,23.0,锁仓,,1011→1034,0,1,1,,224436,1011→1034,累计1锁
|
||||
2026-05-22,1028,23.4,开空,1028,1011→1034,1,1,1,,224436,持有1手,未实现-360
|
||||
2026-05-25,1023,23.2,3锁清仓,,1011→1034 / 1028→1051 / 1023→1046,0,3,3,-460,223976,累计3锁熔断,1028→1051 1023→1046
|
||||
2026-05-26,1043,26.8,开空,1043,,1,0,0,,223976,持有1手,未实现+340
|
||||
2026-05-27,1022,28.0,开空,1043 / 1022,,2,0,0,,223976,持有2手,未实现-20
|
||||
2026-05-28,1037,28.6,开空,1043 / 1022 / 1037,,3,0,0,,223976,持有3手,未实现-240
|
||||
2026-05-29,1036,25.2,锁仓,1043 / 1037,1022→1050 / 1036→1061,2,2,2,,223976,1022→1050 1036→1061,累计2锁
|
||||
2026-06-01,1059,26.4,开空,1043 / 1037 / 1059,1022→1050 / 1036→1061,3,2,2,,223976,持有3手,未实现-1584
|
||||
2026-06-02,1058,22.0,开空,1043 / 1037 / 1059 / 1058,1022→1050 / 1036→1061,4,2,2,,223976,持有4手,未实现-724
|
||||
2026-06-03,1041,20.6,开空,1043 / 1037 / 1059 / 1058 / 1041,1022→1050 / 1036→1061,5,2,2,,223976,持有5手,未实现-1104
|
||||
2026-06-04,1048,18.6,止盈清仓,1043 / 1037 / 1059 / 1058 / 1041 / 1048,1022→1050 / 1036→1061,6,2,2,1776,225752,浮盈触发,清8手空单+2组锁仓
|
||||
2026-06-05,1030,21.8,止盈清仓,1030,,1,0,0,520,226272,浮盈触发,清1手空单
|
||||
2026-06-08,1008,22.6,开空,1008,,1,0,0,,226272,持有1手,未实现+40
|
||||
2026-06-09,1001,21.0,止盈清仓,1008 / 1001,,2,0,0,460,226732,浮盈触发,清2手空单
|
||||
2026-06-10,994,18.8,开空,994,,1,0,0,,226732,持有1手,未实现+60
|
||||
2026-06-11,990,19.4,止盈清仓,994 / 990,,2,0,0,400,227132,浮盈触发,清2手空单
|
||||
2026-06-12,989,17.0,开空,989,,1,0,0,,227132,持有1手,未实现+0
|
||||
2026-06-15,988,13.4,锁仓,,989→1006 / 988→1001,0,2,2,,227132,989→1006 988→1001,累计2锁
|
||||
2026-06-16,1015,17.6,开空,1015,989→1006 / 988→1001,1,2,2,,227132,持有1手,未实现-468
|
||||
2026-06-17,1004,19.2,开空,1015 / 1004,989→1006 / 988→1001,2,2,2,,227132,持有2手,未实现-428
|
||||
2026-06-18,994,20.2,止盈清仓,1015 / 1004 / 994,989→1006 / 988→1001,3,2,2,1152,228284,浮盈触发,清5手空单+2组锁仓
|
||||
2026-06-22,976,21.2,开空,976,,1,0,0,,228284,持有1手,未实现-60
|
||||
2026-06-23,975,21.2,止盈清仓,976 / 975,,2,0,0,540,228824,浮盈触发,清2手空单
|
||||
2026-06-24,967,18.0,开空,967,,1,0,0,,228824,持有1手,未实现-140
|
||||
2026-06-25,975,17.8,开空,967 / 975,,2,0,0,,228824,持有2手,未实现-240
|
||||
2026-06-26,975,16.0,止盈清仓,967 / 975 / 975,,3,0,0,860,229684,浮盈触发,清3手空单
|
||||
2026-06-29,970,15.8,开空,970,,1,0,0,,229684,持有1手,未实现-60
|
||||
2026-06-30,979,16.2,止盈清仓,970 / 979,,2,0,0,420,230104,浮盈触发,清2手空单
|
||||
2026-07-01,972,16.0,止盈清仓,972,,1,0,0,320,230424,浮盈触发,清1手空单
|
||||
2026-07-02,960,15.6,开空,960,,1,0,0,,230424,持有1手,未实现-60
|
||||
2026-07-03,965,16.2,锁仓,965,960→976,1,1,1,,230424,960→976,累计1锁
|
||||
2026-07-06,977,15.6,锁仓,977,960→976 / 965→981,1,2,2,,230424,965→981,累计2锁
|
||||
2026-07-07,966,16.4,开空,977 / 966,960→976 / 965→981,2,2,2,,230424,持有2手,未实现-56
|
||||
2026-07-08,954,16.2,开空,977 / 966 / 954,960→976 / 965→981,3,2,2,,230424,持有3手,未实现-236
|
||||
2026-07-09,963,16.0,止盈清仓,977 / 966 / 954 / 963,960→976 / 965→981,4,2,2,644,231068,浮盈触发,清6手空单+2组锁仓
|
||||
2026-07-10,956,16.0,锁仓,,956→972,0,1,1,,231068,956→972,累计1锁
|
||||
2026-07-13,965,17.0,开空,965,956→972,1,1,1,,231068,持有1手,未实现-180
|
||||
2026-07-14,954,16.8,开空,965 / 954,956→972,2,1,1,,231068,持有2手,未实现+20
|
||||
2026-07-15,950,16.2,止盈清仓,965 / 954 / 950,956→972,3,1,1,420,231488,浮盈触发,清4手空单+1组锁仓
|
||||
2026-07-16,949,16.0,止盈清仓,949,,1,0,0,440,231928,浮盈触发,清1手空单
|
||||
2026-07-17,931,18.0,止盈清仓,931,,1,0,0,640,232568,浮盈触发,清1手空单
|
||||
2026-07-20,902,20.0,开空,902,,1,0,0,,232568,持有1手,未实现+40
|
||||
2026-07-21,891,20.4,开空,902 / 891,,2,0,0,,232568,持有2手,未实现-180
|
||||
2026-07-22,908,21.8,锁仓,902 / 908,891→911,2,1,1,,232568,891→911,累计1锁
|
||||
YYYY-MM-DD,,,,,,,,,,,← 模板行,按此格式填入
|
||||
|
File diff suppressed because one or more lines are too long
@@ -0,0 +1,2 @@
|
||||
交易日期,开盘价,近5日均振幅,操作,开仓价,锁仓触发价,活跃空单手数,锁仓手数,累计锁仓,本日盈亏,累计已实现盈亏,备注
|
||||
2026/7/23,938,20.4,开空,931,951,1,0,0,,0,尾盘开空@931 锁阈951 合约FG2611
|
||||
|
File diff suppressed because one or more lines are too long
+150
@@ -0,0 +1,150 @@
|
||||
# 振幅锁仓策略 · 操作流程
|
||||
|
||||
> 玻璃期货 FG 主力合约 · 每日累仓做空 + 振幅止盈 + 3 锁熔断
|
||||
|
||||
---
|
||||
|
||||
## 一、策略思想
|
||||
|
||||
玻璃期货受地产下行拖累,长期空头趋势明确。不做方向判断,**默认每天做空**,用近 5 日均振幅作为动态止盈/锁仓阈值。回调是利润,反弹锁仓扛,连扛 3 次认输出局。
|
||||
|
||||
---
|
||||
|
||||
## 二、核心参数
|
||||
|
||||
| 参数 | 取值 | 说明 |
|
||||
|------|------|------|
|
||||
| 交易方向 | 空 | 每天开盘无条件做空 |
|
||||
| 每手规模 | 1 手(20 吨) | 可等比放大 |
|
||||
| 每点价值 | 20 元 | 玻璃期货合约规格 |
|
||||
| 振幅阈值 | 近 5 日 (最高−最低) 均值 | 每日盘前重新计算 |
|
||||
| 锁仓上限 | 3 次 | 累计触发后清仓重来 |
|
||||
| 初始资金 | 10,000 元 | 约 5-6 手保证金 |
|
||||
|
||||
---
|
||||
|
||||
## 三、每日操作流程
|
||||
|
||||
### 盘前(1 分钟)
|
||||
|
||||
1. 取前 5 个交易日的 (最高 − 最低),计算均值 → **当日振幅阈值 A**
|
||||
2. 检查当前持仓状态:
|
||||
- 无持仓 → 新 Episode 开始
|
||||
- 有活跃空单 → 继续累仓
|
||||
- 有锁仓 → 继续累仓(锁仓不阻止开新空单)
|
||||
|
||||
### 开盘
|
||||
|
||||
**无条件开 1 手空单**,记录开仓价和该手对应的锁仓阈值(= 当日振幅阈值 A)。
|
||||
|
||||
```
|
||||
第 N 手空单: 开仓价 = 今日开盘价, 锁仓阈值 = 当日 A
|
||||
```
|
||||
|
||||
### 盘中监控
|
||||
|
||||
用日内最高价、最低价判断触发:
|
||||
|
||||
| 条件 | 触发 | 动作 |
|
||||
|------|------|------|
|
||||
| **总浮盈 ≥ A 点** | 🟢 止盈 | 全部清仓(活跃空单 + 锁仓对),获利了结,Episode 结束 |
|
||||
| **某空单亏损 ≥ 该手开仓时的振幅阈值** | 🔒 锁仓 | 对该手开多单锁仓,冻结亏损。该手从"活跃"移入"锁仓" |
|
||||
| **累计锁仓 ≥ 3 次** | 🔴 3 锁熔断 | 全部清仓(活跃空单按结算价平仓 + 锁仓对平仓),认输重来 |
|
||||
| 以上均未触发 | — 持仓 | 所有活跃空单和锁仓对继续持有至次日 |
|
||||
|
||||
### 盘中判断细节
|
||||
|
||||
- 如果止盈和锁仓同时可能触发(日内振幅足够大),用**收盘方向**判断哪个先触发:收盘 > 开盘 → 锁仓先触发,反之止盈先触发。
|
||||
- 当天新开的空单和昨天留下的活跃空单**平等对待**——任何一笔活跃空单亏损达到它自己的锁仓阈值,就锁那一笔。
|
||||
|
||||
---
|
||||
|
||||
## 四、锁仓机制
|
||||
|
||||
锁仓 = 对亏损达到阈值的空单,**额外开一手多单**,形成锁仓对。
|
||||
|
||||
```
|
||||
锁仓对 = 空单@开仓价 + 多单@(开仓价 + 阈值)
|
||||
锁仓对盈亏 = (开仓价 − 现价) + (现价 − (开仓价 + 阈值))
|
||||
= −阈值 (固定,不再随价格变动)
|
||||
```
|
||||
|
||||
**一旦锁仓,该笔亏损被冻结,不会扩大。** 但锁仓对也不贡献利润——只有活跃空单才能在价格下跌时产生收益。
|
||||
|
||||
锁仓对在两种情况下平仓:
|
||||
1. 后续总浮盈触发止盈 → 和所有头寸一起清仓
|
||||
2. 累计 3 锁触发熔断 → 和所有头寸一起清仓
|
||||
|
||||
---
|
||||
|
||||
## 五、清仓规则
|
||||
|
||||
### 🟢 止盈清仓
|
||||
|
||||
**触发条件**:当日最低价对应的总浮盈 ≥ 当日振幅阈值 A
|
||||
|
||||
总浮盈 = 所有活跃空单浮盈 + 所有锁仓对冻结盈亏
|
||||
|
||||
- 清仓所有活跃空单(按 trigger 价格平仓)
|
||||
- 清仓所有锁仓对(空单和多单同时平仓)
|
||||
- Episode 结束,锁仓计数器归零,次日重新开始
|
||||
|
||||
### 🔴 3 锁熔断
|
||||
|
||||
**触发条件**:累计锁仓次数 ≥ 3(跨日累计,不清零直到 Episode 结束)
|
||||
|
||||
- 活跃空单按当日结算价平仓
|
||||
- 锁仓对同步平仓
|
||||
- 认输出局,Episode 结束,计数器归零
|
||||
|
||||
---
|
||||
|
||||
## 六、回测结果
|
||||
|
||||
| 指标 | 数值 |
|
||||
|------|------|
|
||||
| 回测区间 | 2024-01-02 → 2026-07-22(617 个交易日) |
|
||||
| 累计盈亏 | **+232,568 元**(+23.26 万) |
|
||||
| 初始资金 | 10,000 元 |
|
||||
| 总收益率 | **+2,325.7%** |
|
||||
| 年化收益 | ~9.3 万/年 |
|
||||
| 最大回撤 | 3,056 元(发生在 2024-05) |
|
||||
| 总 Episode | 219 轮 |
|
||||
| 止盈清仓 | 184 次(84.0%) |
|
||||
| 3 锁清仓 | 35 次(16.0%) |
|
||||
| 平均每轮 | 2.8 天,盈利 +1,062 元 |
|
||||
| 平均止盈 | +1,439 元 |
|
||||
| 平均熔断 | −921 元 |
|
||||
|
||||
### 年度表现
|
||||
|
||||
| 年份 | 盈亏 | 止盈 | 熔断 |
|
||||
|------|------|------|------|
|
||||
| 2024 | +11.74 万 | 73 次 | 15 次 |
|
||||
| 2025 | +8.42 万 | 73 次 | 13 次 |
|
||||
| 2026 (YTD) | +3.09 万 | 38 次 | 7 次 |
|
||||
|
||||
---
|
||||
|
||||
## 七、风控要点
|
||||
|
||||
1. **3 锁熔断是最后防线**:限制连续逆势加仓的亏损上限。回测中单次熔断最大亏损 −3,056 元。
|
||||
2. **振幅阈值自适应**:波动大时阈值宽(少触发但单笔大),波动小时阈值窄(多触发但单笔小),天然适配市场节奏。
|
||||
3. **不止损单笔,只熔断累计**:单笔锁仓冻结亏损但不退出,给后续空单留翻盘机会。
|
||||
4. **不加倍加仓**:每手固定 1 手,不 Martingale。亏损靠多手同时盈利覆盖,而非重仓赌反弹。
|
||||
|
||||
---
|
||||
|
||||
## 八、适用条件
|
||||
|
||||
| 条件 | 说明 |
|
||||
|------|------|
|
||||
| ✅ 长期空头趋势 | 每日默认做空有正期望 |
|
||||
| ✅ 日均振幅 > 15 点 | 阈值足够覆盖交易成本 |
|
||||
| ✅ 无极端单边上涨 | 连续锁仓是最怕的场景 |
|
||||
| ❌ 趋势反转(熊→牛) | 会连续 3 锁出局,建议暂停 |
|
||||
| ❌ 振幅 < 10 点 | 利润不够覆盖滑点 |
|
||||
|
||||
---
|
||||
|
||||
> 生成日期:2026-07-23 · 数据来源:akshare / Sina FG0 主连
|
||||
Reference in New Issue
Block a user