My cross-border arbitrage trip(USDJPY)

Eddy · Published on 2023-3-10 11:44:29

This post was finally written by Eddy to 2023-3-10 11:46 edit

My cross-border arbitrage tripUSDJPY(Phase II)2023year3month10day

Arbitrage type: USD/JPY（USD/JPY）
Trading software:MetaTrader 5
Account type:ECN/STP
Total amount of arbitrage test account:4000dollar
Opening quantity:0.5hand
下单方式：手动
开仓记录：2023year3month6Complete the first deposit and open the position on

3month6日在买单持仓账户和卖单持仓账户分别买入和卖出0.5handUSDJPY。经过3month6day--9日四天(Wednesday3倍库存费,实际按六天计算)持仓过夜后，买单持仓账户结算库存费34.36美金，卖单持仓账户结算库存费-2.81美金，跨境套利合计获得库存费收益为31.55dollar.

My cross-border arbitrage trip(USDJPY)891 / author:Eddy / PostsID:1715363

My cross-border arbitrage trip(USDJPY)891 / author:Eddy / PostsID:1715363

end2023year3month9日，四天时间(实际按六天计算)的库存费收益率约0.79%，年化库存费收益率约48%

套利账户净值合计：2389.79+1633.43=4023.22dollar,3month6Solstice9日期间的套利账户净值收益率为0.5805%

Note: cross-border arbitrage isEddy的一项小测试，第二期的测试过程将会每天更新，公开发布套利账户的资金变动情况，欢迎大家持续关注！+V：EddyTradingLife

Eddy · Published on 2023-3-11 13:23:05

My cross-border arbitrage tripUSDJPY(Phase II)2023year3month11day

Arbitrage type: USD/JPY（USD/JPY）
Trading software:MetaTrader 5
Account type:ECN/STP
Total amount of arbitrage test account:4000dollar
Opening quantity:0.5hand
下单方式：手动
开仓记录：2023year3month6Complete the first deposit and open the position on

3month6日在买单持仓账户和卖单持仓账户分别买入和卖出0.5handUSDJPY。经过3month6day--10日五天(Wednesday3倍库存费,实际按7天计算)持仓过夜后，买单持仓账户结算库存费40.12美金，卖单持仓账户结算库存费-3.28美金，跨境套利合计获得库存费收益为36.84dollar.

My cross-border arbitrage trip(USDJPY)329 / author:Eddy / PostsID:1715363

My cross-border arbitrage trip(USDJPY)329 / author:Eddy / PostsID:1715363

end2023year3month10日，五天时间(实际按七天计算)的库存费收益率约0.92%，年化库存费收益率约48%

套利账户净值合计：1839.87+2183.33=4023.2dollar,3month6Solstice9日期间的套利账户净值收益率为0.58%
备注：周六截图时处于休市状态，导致市场价格与交易日正常市况相比出现了一定程度的失真，买入和卖出的点差距离增大造成净值收益无增长。

Note: cross-border arbitrage isEddy的一项小测试，第二期的测试过程将会每天更新，公开发布套利账户的资金变动情况，欢迎大家持续关注！

My cross-border arbitrage trip(USDJPY)624 / author:Eddy / PostsID:1715363

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Eddy · Published on 2023-3-14 09:43:21

This post was finally written by Eddy to 2023-3-14 09:51 edit

My cross-border arbitrage tripUSDJPY(Phase II)2023year3month14day

Arbitrage type: USD/JPY（USD/JPY）
Trading software:MetaTrader 5
Account type:ECN/STP
Total amount of arbitrage test account:4000dollar
Opening quantity:0.5hand
下单方式：手动
开仓记录：2023year3month6Complete the first deposit and open the position on

3month6日在买单持仓账户和卖单持仓账户分别买入和卖出0.5handUSDJPY。经过3month6day--13日八天持仓过夜后，买单持仓账户结算库存费45.95美金，卖单持仓账户结算库存费-3.75美金，跨境套利合计获得库存费收益为42.2.dollar.

My cross-border arbitrage trip(USDJPY)332 / author:Eddy / PostsID:1715363

My cross-border arbitrage trip(USDJPY)332 / author:Eddy / PostsID:1715363

end2023year3month13日，八天时间的库存费收益率约1.06%，年化库存费收益率约48%

套利账户净值合计：1242.07+2793.1=4035.17dollar,3month6Solstice13日期间的套利账户净值收益率为0.88%
大家可能会有疑问“为什么套利账户净值收益率小于库存费收益率？它们不是应该相同的吗”，Eddy要告诉大伙儿出现这个现象的影响因素在于：开仓时的交易成本和截取资金情况图片时的点差情况。

Note: cross-border arbitrage isEddy的一项小测试，第二期的测试过程将会每周更新，公开发布套利账户的资金变动情况，欢迎大家持续关注！

My cross-border arbitrage trip(USDJPY)178 / author:Eddy / PostsID:1715363

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Eddy · Published on 2023-3-15 17:13:39

This post was finally written by Eddy to 2023-3-15 17:26 edit

My cross-border arbitrage tripUSDJPY(Phase II)2023year3month15day

Arbitrage type: USD/JPY（USD/JPY）
Trading software:MetaTrader 5
Account type:ECN/STP
Total amount of arbitrage test account:4000dollar
Opening quantity:0.5hand
下单方式：手动
开仓记录：2023year3month6Complete the first deposit and open the position on

3month6日在买单持仓账户和卖单持仓账户分别买入和卖出0.5handUSDJPY。经过3month6day--14日九天持仓过夜后，买单持仓账户结算库存费51.74美金，卖单持仓账户结算库存费-4.22美金，跨境套利合计获得库存费收益为47.52dollar.

My cross-border arbitrage trip(USDJPY)578 / author:Eddy / PostsID:1715363

My cross-border arbitrage trip(USDJPY)578 / author:Eddy / PostsID:1715363

end2023year3month14日，九天时间的库存费收益率约1.19%，年化库存费收益率约48%

套利账户净值合计：1682.58+2358.34=4040.92dollar,3month6Solstice14日期间的套利账户净值收益率为1.02%

Note: cross-border arbitrage isEddy的一项小测试，第二期的测试过程将会每周更新，公开发布套利账户的资金变动情况，欢迎大家持续关注！

My cross-border arbitrage trip(USDJPY)681 / author:Eddy / PostsID:1715363

+V：EddyTradingLife

Eddy · Published on 2023-3-16 09:57:37

This post was finally written by Eddy to 2023-3-16 09:58 edit

My cross-border arbitrage tripUSDJPY(Phase II)2023year3month16day

Arbitrage type: USD/JPY（USD/JPY）
Trading software:MetaTrader 5
Account type:ECN/STP
Total amount of arbitrage test account:4000dollar
Opening quantity:0.5hand
下单方式：手动
开仓记录：2023year3month6Complete the first deposit and open the position on

3month6日在买单持仓账户和卖单持仓账户分别买入和卖出0.5handUSDJPY。经过3month6day--15日十天(Wednesday3倍库存费,实际按十二天)持仓过夜后，买单持仓账户结算库存费69.20美金，卖单持仓账户结算库存费-5.62美金，跨境套利合计获得库存费收益为63.58dollar.

My cross-border arbitrage trip(USDJPY)485 / author:Eddy / PostsID:1715363

My cross-border arbitrage trip(USDJPY)485 / author:Eddy / PostsID:1715363

end2023year3month15日，十天(Wednesday3倍库存费,实际按十二天)时间的库存费收益率为1.59%，年化库存费收益率约48%

套利账户净值合计：1192.52+2861.73=4054.25dollar,3month6Solstice14日期间的套利账户净值收益率为1.36%

Note: cross-border arbitrage isEddy的一项小测试，第二期的测试过程将会每周更新，公开发布套利账户的资金变动情况，欢迎大家持续关注！

My cross-border arbitrage trip(USDJPY)640 / author:Eddy / PostsID:1715363

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Eddy · Published on 2023-3-17 15:03:10

My cross-border arbitrage tripUSDJPY(Phase II)2023year3month17day

Arbitrage type: USD/JPY（USD/JPY）
Trading software:MetaTrader 5
Account type:ECN/STP
Total amount of arbitrage test account:4000dollar
Opening quantity:0.5hand
下单方式：手动
开仓记录：2023year3month6Complete the first deposit and open the position on

3month6日在买单持仓账户和卖单持仓账户分别买入和卖出0.5handUSDJPY。经过3month6day--16day(Wednesday3倍库存费,实际按十三天)持仓过夜后，买单持仓账户结算库存费75.01美金，卖单持仓账户结算库存费-6.09美金，跨境套利合计获得库存费收益为68.92dollar.

My cross-border arbitrage trip(USDJPY)874 / author:Eddy / PostsID:1715363

My cross-border arbitrage trip(USDJPY)874 / author:Eddy / PostsID:1715363

end2023year3month16日，十一天(Wednesday3倍库存费,实际按十三天)时间的库存费收益率为1.72%，年化库存费收益率约48%

套利账户净值合计：1076.27+2984.44=4060.71dollar,3month6Solstice16日期间的套利账户净值收益率为1.52%

Note: cross-border arbitrage isEddy的一项小测试，第二期的测试过程将会每周更新，公开发布套利账户的资金变动情况，欢迎大家持续关注！

My cross-border arbitrage trip(USDJPY)59 / author:Eddy / PostsID:1715363

+V：EddyTradingLife

Eddy · Published on 2023-3-20 10:54:25

My cross-border arbitrage tripUSDJPY(Phase II)2023year3month20day

Arbitrage type: USD/JPY（USD/JPY）
Trading software:MetaTrader 5
Account type:ECN/STP
Total amount of arbitrage test account:4000dollar
Opening quantity:0.5hand
下单方式：手动
开仓记录：2023year3month6Complete the first deposit and open the position on

3month6日在买单持仓账户和卖单持仓账户分别买入和卖出0.5handUSDJPY。经过3month6day--19日十四天持仓过夜后，买单持仓账户结算库存费80.90美金，卖单持仓账户结算库存费-6.56美金，跨境套利合计获得库存费收益为74.34dollar.

My cross-border arbitrage trip(USDJPY)889 / author:Eddy / PostsID:1715363

My cross-border arbitrage trip(USDJPY)889 / author:Eddy / PostsID:1715363

end2023year3month19日，十四天时间的库存费收益率为1.86%，年化库存费收益率约48%

套利账户净值合计：806.45+3258.47=4064.92dollar,3month6Solstice19日期间的套利账户净值收益率为1.62%

Note: cross-border arbitrage isEddy的一项小测试，第二期的测试过程将会每周更新，公开发布套利账户的资金变动情况，欢迎大家持续关注！

My cross-border arbitrage trip(USDJPY)583 / author:Eddy / PostsID:1715363

+V：EddyTradingLife

Eddy · Published on 2023-3-21 10:47:13

This post was finally written by Eddy to 2023-3-21 15:04 edit

My cross-border arbitrage tripUSDJPY(Phase II)2023year3month21day

Arbitrage type: USD/JPY（USD/JPY）
Trading software:MetaTrader 5
Account type:ECN/STP
Total amount of arbitrage test account:4000dollar
Opening quantity:0.5hand
下单方式：手动
开仓记录：2023year3month6Complete the first deposit and open the position on

3month6日在买单持仓账户和卖单持仓账户分别买入和卖出0.5handUSDJPY。经过3month6day--20日十五天持仓过夜后，买单持仓账户结算库存费86.81美金，卖单持仓账户结算库存费-7.03美金，跨境套利合计获得库存费收益为79.78dollar.

My cross-border arbitrage trip(USDJPY)875 / author:Eddy / PostsID:1715363

My cross-border arbitrage trip(USDJPY)875 / author:Eddy / PostsID:1715363

end2023year3month20日，十五天时间的库存费收益率为1.99%，年化库存费收益率约48%

套利账户净值合计：431.94+3639.12=4071.06dollar,3month6Solstice20日期间的套利账户净值收益率为1.78%

Note: cross-border arbitrage isEddy的一项小测试，第二期的测试过程将会每周更新，公开发布套利账户的资金变动情况，欢迎大家持续关注！

My cross-border arbitrage trip(USDJPY)265 / author:Eddy / PostsID:1715363

+V：EddyTradingLife

Eddy · Published on 2023-3-22 15:11:23

My cross-border arbitrage tripUSDJPY(Phase II)2023year3month22day

Arbitrage type: USD/JPY（USD/JPY）
Trading software:MetaTrader 5
Account type:ECN/STP
Total amount of arbitrage test account:4000dollar
Opening quantity:0.5hand
下单方式：手动
开仓记录：2023year3month6Complete the first deposit and open the position on

3month6日在买单持仓账户和卖单持仓账户分别买入和卖出0.5handUSDJPY。经过3month6day--21日十六天持仓过夜后，买单持仓账户结算库存费92.67美金，卖单持仓账户结算库存费-7.5美金，跨境套利合计获得库存费收益为85.17dollar.

My cross-border arbitrage trip(USDJPY)553 / author:Eddy / PostsID:1715363

My cross-border arbitrage trip(USDJPY)553 / author:Eddy / PostsID:1715363

end2023year3month21日，十六天时间的库存费收益率为2.13%，年化库存费收益率约48%

套利账户净值合计：851.15+3225.38=4076.53dollar,3month6Solstice21日期间的套利账户净值收益率为1.91%

Note: cross-border arbitrage isEddy的一项小测试，第二期的测试过程将会每周更新，公开发布套利账户的资金变动情况，欢迎大家持续关注！

My cross-border arbitrage trip(USDJPY)859 / author:Eddy / PostsID:1715363

+V：EddyTradingLife

Eddy · Published on 2023-3-23 14:20:57

My cross-border arbitrage tripUSDJPY(Phase II)2023year3month23day

Arbitrage type: USD/JPY（USD/JPY）
Trading software:MetaTrader 5
Account type:ECN/STP
Total amount of arbitrage test account:4000dollar
Opening quantity:0.5hand
下单方式：手动
开仓记录：2023year3month6Complete the first deposit and open the position on

3month6日在买单持仓账户和卖单持仓账户分别买入和卖出0.5handUSDJPY，经过3month6day--22日十七天持仓过夜后，北京时间2023year3month23day11spot17分左右，美元兑日元汇率报价触及预先设置的止损和止盈价位，买单账户止损且卖单持仓账户止盈。

My cross-border arbitrage trip(USDJPY)1000 / author:Eddy / PostsID:1715363

My cross-border arbitrage trip(USDJPY)1000 / author:Eddy / PostsID:1715363

截止北京时间2023year3month23day11spot17分左右，买单持仓账户止损之后结余150.35美金，卖单持仓账户结余3944.63美金，跨境套利账户结余合计：150.35+3944.63=4094.98dollar,3month6Solstice23日期间的套利账户净值收益率为2.37%

My cross-border arbitrage trip(USDJPY)555 / author:Eddy / PostsID:1715363

My cross-border arbitrage trip(USDJPY)555 / author:Eddy / PostsID:1715363

由于买单持仓账户剩余的150.35美金已无法保证0.5手的USDJPY持仓能承受一天内的市场价格波动，需将卖单持仓账户转一部分资金到买单持仓账户，北京时间2023year3month23day13spot49分在卖单持仓账户提交了1944.63美金的取款申请，等这笔资金到账之后会转入买单持仓账户，然后再重新分别开仓。

My cross-border arbitrage trip(USDJPY)564 / author:Eddy / PostsID:1715363