帕努奇交易记第45周：-0.1%, 年-10.5%

  第45周交易29次共44手，亏损-0.9K（-0.3，-0.4，0.7,  1.6，-3.1），-0.1%。原仓-0.4，新仓-2.9，交易2.6。YTD -$68.4K，-10.5%。现账户资金625.7K，马金87.6K，杠杆2.80，净仓2，波动率1.39%（0.81%～1.63%），风险非常高。

   本周股市下跌。账户亏损是因为ES-YM背离继续扩大与做多天然气。目前账户仅持有2手NG多仓，4手ES-YM空仓。由于单边持有2手天然气多仓，风险非常高。

   以下是目前账户的持仓情况，

SID	Contract/Pair	RV	WV	WM	PE	MV	ATR	SR	V%	WN	DateTime	Pos
0	6AZ21	0.51	1.86	5.25	0.00%	$73,320	$629	1	0.86%	65	10/20/2021 23:03	0
1	6BZ21	-2.9	1.55	-6.72	0.00%	$83,806	$588	1	0.70%	52	9/29/2021 12:39	0
2	6CZ21	-0.49	1.41	-5.77	0.00%	$79,665	$538	1	0.67%	62	9/20/2021 8:34	0
3	6EZ21	0.61	-4.96	-5.57	0.00%	$143,119	$703	1	0.49%	62	10/29/2021 12:41	0
4	6JZ21	1.42	1.59	-8.04	0.00%	$109,756	$644	1	0.59%	50	9/28/2021 8:48	0
5	CLF22	-0.53	-1.12	6.71	0.00%	$79,530	$2,081	1	2.62%	65	9/28/2021 2:27	0
6	ESZ21	4.01	2.15	5.39	0.00%	$234,050	$2,726	1	1.16%	60	10/17/2021 18:01	-4
7	GCZ21	0.17	1.93	6.8	0.00%	$186,770	$2,410	1	1.29%	56	11/10/2021 9:40	0
8	HGZ21	-0.4	1.63	7.57	0.00%	$111,338	$3,124	1	2.81%	83	10/15/2021 9:22	0
9	HOZ21	1.33	-1.51	6.68	0.00%	$100,762	$2,457	1	2.44%	84	10/6/2021 2:53	0
10	NGZ21	-0.72	-2.12	7.84	0.00%	$47,780	$3,933	1	8.23%	55	9/27/2021 23:30	2
11	NQZ21	-1.67	2.57	7.32	0.00%	$324,000	$4,675	1	1.44%	64	10/20/2021 10:34	0
12	RBZ21	0.11	2	5.48	0.00%	$96,999	$2,577	1	2.66%	64	10/6/2021 2:54	0
13	RSZ21	-0.11	1.88	5.47	0.00%	$120,635	$2,095	1	1.74%	57	11/2/2021 8:37	0
14	SIZ21	-1.31	1.72	-4.53	0.00%	$127,050	$3,060	1	2.41%	59	9/16/2021 10:47	0
15	YMZ21	-5.44	1.09	5.88	0.00%	$180,140	$2,076	1	1.15%	60	10/17/2021 18:07	4
16	ZBZ21	-1.8	-1.61	-4.53	0.00%	$161,750	$1,395	1	0.86%	61	9/23/2021 23:56	0
17	ZCZ21	1.25	2.59	5.05	0.00%	$28,875	$579	1	2.01%	57	9/16/2021 7:59	0
18	ZSF22	-2.97	3.61	5.66	0.00%	$62,163	$1,038	1	1.67%	59	11/9/2021 12:00	0
19	ZWZ21	2.69	-1.1	6.94	0.00%	$40,850	$861	1	2.11%	57	11/11/2021 10:38	0
20	6BZ21-6AZ21	-2.71	-1.3	-4.05	25.32%	$10,486	$470	1	0.64%	72	10/12/2021 7:19	0
21	6CZ21-6AZ21	-0.56	-1.46	-4.82	32.35%	$6,345	$425	1	0.58%	73	10/20/2021 22:03	0
22	6CZ21-HGZ21	0.34	-3.26	-4.97	10.29%	($31,673)	$2,802	1	2.52%	61	10/13/2021 23:23	0
23	6EZ21-6AZ21	0.42	-2.63	-5.54	14.84%	$69,799	$599	1	0.42%	60	10/29/2021 13:00	0
24	6EZ21-6BZ21	1.5	-2.22	4.43	20.53%	$59,313	$559	1	0.39%	68	11/5/2021 4:46	0
25	6EZ21-6CZ21	0.8	-2.26	-5.23	10.52%	$63,454	$629	1	0.44%	66	10/29/2021 12:45	0
26	ESZ21-RSZ21	0.74	2.27	8.69	34.95%	$113,415	$1,773	1	0.76%	62	10/20/2021 9:51	0
27	ESZ21-YMZ21	5.7	2.4	5.43	60.74%	$53,910	$1,070	1	0.46%	72	11/5/2021 6:58	-4
28	GCZ21-SIZ21	1.25	-1.12	-5.11	37.33%	$59,720	$1,918	1	1.51%	59	10/18/2021 4:15	0
29	HOZ21-CLF22	1.22	-2.57	6.05	57.11%	$21,232	$1,054	1	1.05%	91	10/6/2021 4:41	0
30	NQZ21-ESZ21	1.76	1.87	5.64	48.01%	$89,950	$2,430	1	0.75%	62	11/4/2021 14:46	0
31	NQZ21-RSZ21	-1.47	2.15	7.21	21.20%	$203,365	$3,684	1	1.14%	62	10/20/2021 9:40	0
32	NQZ21-YMZ21	3.44	2.01	5.67	27.77%	$143,860	$3,376	1	1.04%	64	11/4/2021 14:46	0
33	RBZ21-CLF22	0.24	2.93	4.81	52.57%	$17,469	$1,222	1	1.26%	81	11/2/2021 14:15	0
34	RBZ21-HOZ21	-0.54	-1.18	4.71	58.71%	($3,763)	$1,064	1	1.10%	83	11/2/2021 14:30	0
35	YMZ21-RSZ21	-3.75	1.67	-4.75	32.66%	$59,505	$1,410	1	1.17%	68	10/13/2021 11:26	0
36	ZBZ21-6JZ21	-2.21	-2.09	7.55	15.02%	$51,994	$1,185	1	0.73%	59	10/15/2021 8:40	0
37	ZSF22-ZCZ21	-2.96	2.99	-6.87	24.23%	$33,288	$786	1	1.27%	55	11/9/2021 8:00	1
38	ZSF22-ZWZ21	-3.38	2.71	-9.63	2.16%	$21,313	$1,015	1	1.63%	51	10/4/2021 9:32	-1
39	ZWZ21-ZCZ21	1.71	-1.52	4.47	27.29%	$11,975	$626	1	1.53%	75	10/4/2021 9:30	-1
40	PTF	30.44	-2.53	6.56	0.00%	$625,735	$8,670	1	1.39%	67	9/27/2021 23:30	2