实盘日记⑽——掷飞镖
2012-01-24 14:06阅读：
掷飞镖
……陈宏杰博客
blog.sina.com.cn/timesbaby……
“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
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blog.sina.com.cn/TimesBaby
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》
