价格跌到0.66789时,净值=预付款。预付款维持率=100%

9 一月 2019, 06:00
Li Liu
0
921
什么报价使 预付款维持率=100%?
爆仓前 账户结余:19855.08
以2019年01月03日 AUDUSD开盘价0.69832来计算。
由于平台给的爆仓价格为0.65467,所以应该加上0.04365。得到开盘价0.69832时的利润
2018.10.04 10:46 Buy 0.37 0.70864 2019.01.03 00:38 0.65467+0.04365 40.17 -1996.89+1615.05=-381.84
2018.10.02 04:30 Buy 0.37 0.72343 2019.01.03 00:38 0.65467+0.04365 41.94 -2544.12+1615.05=-929.07
2018.08.16 23:57 Buy 0.37 0.72624 2019.01.03 00:38 0.65467+0.04365 61.80 -2648.09+1615.05=-1033.04
2018.08.16 15:30 Buy 0.37 0.72670 2019.01.03 00:38 0.65467+0.04365 61.80 -2665.11+1615.05=-1050.06
2018.08.07 03:59 Buy 0.37 0.73929 2019.01.03 00:38 0.65467+0.04365 66.66 -3130.94+1615.05=-1515.89
2018.06.21 16:10 Buy 0.35 0.73863 2019.01.03 00:38 0.65467+0.04365 82.32 -2938.60+1527.75=-1410.85
2018.06.19 00:39 Buy 0.35 0.74252 2019.01.03 00:38 0.65467+0.04365 84.00 -3074.75+1527.75=-1547.00
2018.06.07 23:31 Buy 0.35 0.76234 2019.01.03 00:38 0.65467+0.04365 88.20 -3768.45+1527.75=-2240.70
利润=-381.84-929.07-1033.04-1050.06-1515.89-1410.85-1547.00-2240.70=-10108.45
库存费= 40.17+41.94+61.80+61.80+66.66+82.32+84.00+88.20=+526.89
净值= 结余+利润+库存费=19855.08-10108.45+526.89=+10273.52
持仓=0.37*5+0.35*3=2.90
杠杆=200
预付款=2.90*500=1450
以开盘价0.69832来计算,再亏损
+10273.52-
1450=8823.52
净值=预付款。
设x为净值=预付款时的价格。可以列出方程:
(0.69832-x)*100000*2.90=8823.52

(0.69832-x)=8823.52/2.90/100000
所以
x=
0.69832-8823.52/2.90/100000=0.69832-0.0304259310344828=0.66789
也就是说价格下跌到0.66789时,净值=预付款。预付款维持率=100%