帕努奇交易记第17周：-0.1%, 年-14.2%

   第17周交易36次共66手，亏损0.7K（-0.4，1.8，-2.5，-2.5，2.8），-0.1%。原仓-2.9，新仓-0.8，交易3.2，手续费$132。YTD -$92.4K，-14.2%。现账户资金590.2K，马金152.2K，杠杆5.8，净仓0，波动率1.5%，风险很高。

   本周股市小幅下跌。连续三周，账户陷于拉锯战之中。亏损主要是因为做空铜，与之配对的加元对冲效果PE太差。与上周相比风险稍有降低，但重仓的期指仍然没有任何交易。

   以下是目前所交易期货概况

SID	Contract/Pair	RV	WV	PE	MV	ATR	V%	WN	wMax	DateTime	Pos
0	6AM21	-2.39	-1.69	0.00%	$77,125	$721	0.93%	17	-3.96	03/25/21 11:53	2
1	6BM21	0.11	-1.87	0.00%	$86,331	$584	0.68%	14	3.63	04/19/21 23:10	2
2	6CM21	1.87	4.65	0.00%	$81,355	$525	0.65%	12	4.65	04/30/21 08:20	0
3	6EM21	0.69	-2.01	0.00%	$150,375	$837	0.56%	14	5.56	04/20/21 03:45	-3
4	6JM21	1.19	-1.6	0.00%	$114,363	$610	0.53%	14	-4.94	03/08/21 21:02	0
5	CLM21	-0.57	-1.01	0.00%	$63,490	$2,244	3.54%	18	3.82	03/07/21 21:15	2
6	ESM21	1.3	1.83	0.00%	$209,025	$2,529	1.21%	18	6.67	04/16/21 15:50	-5
7	GCM21	0.1	-1.28	0.00%	$176,880	$2,498	1.41%	18	3.26	04/08/21 10:45	0
8	HGN21	0.97	1.26	0.00%	$111,400	$2,603	2.34%	21	5.07	04/27/21 02:37	-1
9	HOM21	-1.46	-1.16	0.00%	$80,590	$2,338	2.90%	20	-3.95	03/18/21 15:37	1
10	NGM21	0.73	1.01	0.00%	$29,410	$760	2.59%	16	3.88	04/20/21 02:16	0
11	NQM21	0.05	1.3	0.00%	$277,305	$5,400	1.95%	20	5.29	04/16/21 08:15	0
12	RBM21	1.71	-1.04	0.00%	$87,007	$2,500	2.87%	20	-3.99	03/18/21 15:37	-3
13	RSM21	2.29	-1.21	0.00%	$113,310	$2,773	2.45%	17	-4.43	03/25/21 10:54	2
14	SIN21	-1.76	-1.38	0.00%	$129,950	$3,372	2.59%	16	-3.34	03/25/21 09:09	0
15	YMM21	-2.39	-1.08	0.00%	$169,035	$1,876	1.11%	19	5.8	04/16/21 15:50	3
16	ZBM21	-0.74	-2.01	0.00%	$157,313	$1,339	0.85%	12	-4.18	03/18/21 07:34	0
17	ZCN21	3.4	2.36	0.00%	$33,663	$748	2.22%	19	5.48	04/22/21 20:00	-1
18	ZSN21	0.44	1.65	0.00%	$76,788	$1,357	1.77%	17	7.34	04/27/21 06:39	-2
19	ZWN21	-1.41	1.19	0.00%	$36,738	$849	2.31%	19	5.01	04/26/21 09:35	3
20	6BM21-6AM21	1.01	-1.14	27.26%	$9,206	$524	0.68%	22	-2.88	04/16/21 03:03	0
21	6CM21-6AM21	2.48	4.05	29.31%	$4,230	$510	0.66%	18	4.05	04/30/21 14:58	-1
22	6CM21-HGN21	-1.25	1.12	9.88%	($30,045)	$2,346	2.11%	24	-3.57	04/27/21 02:37	1
23	6EM21-6AM21	1.48	-1.27	28.52%	$73,250	$598	0.40%	20	-3.42	03/16/21 12:10	-1
24	6EM21-6BM21	0.56	-1.07	22.75%	$64,044	$646	0.43%	18	4.71	04/09/21 03:05	-2
25	6EM21-6CM21	0.15	-3.29	14.69%	$69,020	$714	0.47%	16	-4.25	03/08/21 20:27	0
26	ESM21-RSM21	-1.39	1.25	30.16%	$95,715	$1,937	1.71%	16	4.87	04/13/21 12:48	-2
27	ESM21-YMM21	2.45	2.87	48.04%	$39,990	$1,314	0.63%	24	5.28	04/14/21 07:05	-3
28	GCM21-SIN21	1.6	0.99	41.66%	$46,930	$1,967	1.51%	27	4.74	03/25/21 09:07	0
29	HOM21-CLM21	-1.41	-1.06	68.96%	$17,100	$726	0.90%	24	3.55	04/12/21 06:54	0
30	NQM21-ESM21	1.84	-1.74	37.17%	$68,280	$3,392	1.22%	15	4.53	04/14/21 08:45	0
31	NQM21-RSM21	-1.16	-1.3	19.48%	$163,995	$4,348	1.57%	19	5.78	04/14/21 07:55	0
32	NQM21-YMM21	2.15	1.38	15.32%	$108,270	$4,572	1.65%	16	4.9	04/14/21 07:55	0
33	RBM21-CLM21	1.68	2.44	60.70%	$23,517	$983	1.13%	16	4.24	03/14/21 19:44	-2
34	RBM21-HOM21	2.09	2.6	61.74%	$6,418	$956	1.10%	22	-3.22	04/27/21 06:42	-1
35	YMM21-RSM21	-2.91	1.29	26.37%	$55,725	$2,042	1.80%	12	4.34	04/20/21 11:27	0
36	ZBM21-6JM21	-1.36	1.18	12.85%	$42,950	$1,167	0.74%	25	3.01	03/25/21 09:39	0
37	ZSN21-ZCN21	0.4	1.4	31.09%	$43,125	$935	1.22%	21	4.09	04/22/21 12:24	0
38	ZSN21-ZWN21	0.84	1.64	20.11%	$40,050	$1,084	1.41%	21	-4.05	04/14/21 09:39	-2
39	ZWN21-ZCN21	-2.3	-2.24	27.78%	$3,075	$613	1.67%	25	-3.51	03/21/21 21:15	1
40	PTF	0	-2.45	0.00%	$590,314	$8,717	1.48%	20	-4.97	04/13/21 13:17	1