加载中…实盘日记⑽——掷飞镖
(2012-01-24 14:06:35)
标签：
财经 |
分类： 用实盘解 |
掷飞镖
……陈宏杰博客
“按照统计学的正态分布，若我们年均收益可以稳定在15%正负10%这个均值（即收益水平5%～25%），那么以年为单位观察本基金，会看到基金增长率处于5%～25%的大约为93%（用专业一点的描述：得率93%，波动率10%），但若我们把观察期缩短到一个季度，那么前面提到的那个93%将下降到77%，也就是说您大概有两成可能觉得惊喜，而我们确信痛苦的可能性要大大高于惊喜——默菲定律。若再缩减到一个月，77%将下降到67%左右，当时间尺度缩减到一个交易日，67%将下降为54%，几乎与随机波动无异，看我们的日报等于看一只大猩猩掷飞镖——大猩猩在二十米外朝写满股票名称的报纸掷飞镖，然后按中镖者买入，也可以取得50%正确的成绩”。2007年老陈得投资年报节选。老陈以大猩猩的姿态在此掷飞镖。陈宏杰博客
持仓几日终于触发平仓系统，略有收益。现持仓1张空单、2张多单、2张限定单，多单限定价位为1.55320，空单限定价位为1.55467。浮动损益-118.18元。明天要飞一趟澳门分舵，BLOG更新可能受影响。
|
初值 |
$500,000.00 | ||
|
时间 |
终值 |
环比损益 |
总损益 |
| 2011/12/09 | $500,000.00 | ||
| 2012/01/09 | $534,078.11 | 6.82% | 6.82% |
| 2012/01/13 | $567,456.78 | 6.25% | 13.49% |
| 2012/01/14 | $569,887.18 | 0.43% | 13.98% |
| 2012/01/16 | $569,915.62 | 0.00% | 13.98% |
| 2012/01/17 | $569,963.76 | 0.01% | 13.99% |
| 2012/01/18 | $570,195.56 | 0.04% | 14.04% |
| 2012/01/19 | $570,910.56 | 0.13% | 14.18% |
| 2012/01/20 | $572,462.31 | 0.27% | 14.49% |
| 2012/01/21 | $575,101.00 | 0.46% | 15.02% |
| 2012/01/23 | $575,214.13 | 0.02% | 15.04% |
| 2012/01/24 | $577,350.87 | 0.39% | 15.47% |
| Ticket | Open Time | Type | Price | T / P | Close Time | Price |
Swap |
Profit |
| 65257053 | 2012.01.23 10:38 | buy | 1.55655 | 1.55965 | 2012.01.23 14:59 | 1.55965 |
0.00 |
137.00 |
| 65239952 | 2012.01.23 14:58 | sell | 1.55860 | 1.55500 | 2012.01.24 03:21 | 1.55500 |
-22.44 |
2 810.00 |
|
-123.07 |
77 473.94 |
|||||||
| Closed P/L: |
77 350.87 |
|||||||
| Open Trades: | ||||||||
| Ticket | Open Time | Type | Price | T / P | Price |
Swap |
Profit |
|
| 65268021 | 2012.01.23 14:59 | buy | 1.55990 | 1.56040 | 1.55467 |
0.13 |
-52.30 |
|
| 65268024 | 2012.01.23 18:53 | buy | 1.55680 | 1.55990 | 1.55467 |
0.39 |
-63.90 |
|
| 65284296 | 2012.01.24 03:21 | sell | 1.55470 | 1.55160 | 1.55495 |
0.00 |
-2.50 |
|
|
0.52 |
-118.70 |
|||||||
| Floating P/L: |
-118.18 |
|||||||
| Working Orders: | ||||||||
| Ticket | Open Time | Type | Price | T / P | Market Price |
|
||
| 65275648 | 2012.01.23 18:53 | buy limit | 1.55320 | 0.00000 | 1.55495 |
Buy.3 |
||
| 65284297 | 2012.01.24 03:21 | sell limit | 1.55830 | 0.00000 | 1.55467 |
Sell.2 |
||
| Summary: | ||||||||
|
Deposit/Withdrawal: |
500 000.00 |
Credit Facility: |
0.00 |
|
|
|
||
|
Closed Trade P/L: |
77 350.87 |
Floating P/L: |
-118.18 |
Margin: |
270.00 |
|||
|
Balance: |
577 350.87 |
Equity: |
577 232.69 |
Free Margin: |
576 962.69 |
|||
链接：
实盘日记第一篇《实盘日记⑴——刺猬》
实盘日记上一篇《实盘日记⑼——黑龙》
喜欢
0
赠金笔