帕努奇交易记第47周：1.2%, 年-10.2%

  第47周交易36次共62手，盈利7.7K（2.6，1.9，-0.6,  0.0，3.8），1.2%。原仓5.3，新仓-0.2，交易1.9。YTD -$66.5K，-10.2%。现账户资金627.6K，马金88.0K，杠杆4.33，净仓0，波动率1.16%（0.96%～1.39%），风险很高。

   本周股市周五暴跌，但所持期指配对空仓盈利并不多，仓位也没有变化。账户已清空了谷物期货仓位，获利甚微。石油爆跌，账户新开了一手HO/CL多仓，一手ZB/6J空仓。目前账户持有一手HO/CL多仓和2手ES/RS，4手ES-YM，1手ZB/6J空仓。风险很高。

   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	1.55	-1.26	5.49	0.00	$71,210	$601	2	0.84%	69	10/20/2021 23:03	0
1	6BZ21	-3.53	1.48	-6.99	0.00	$83,313	$565	2	0.68%	52	9/29/2021 12:39	0
2	6CZ21	-1.21	1.16	-5.74	0.00	$78,255	$481	2	0.61%	64	11/12/2021 4:18	0
3	6EZ21	0.34	-1.01	-10.15	0.00	$141,363	$746	2	0.53%	58	11/16/2021 22:42	0
4	6JZ21	1.7	1.41	-5.93	0.00	$110,400	$658	2	0.60%	61	10/11/2021 20:29	1
5	CLF22	-1.28	-1.14	-5.71	0.00	$68,170	$2,234	2	3.28%	69	11/26/2021 4:35	-1
6	ESZ21	5.53	-1.57	6.07	0.00	$228,950	$2,424	1	1.06%	68	10/17/2021 18:01	-6
7	GCG22	0	-2.95	-7.57	0.00	$179,340	$2,266	2	1.26%	57	11/23/2021 11:58	0
8	HGH22	-0.13	-3.92	4.53	0.00	$107,175	$2,861	2	2.67%	58	10/13/2021 23:23	0
9	HOF22	2.05	-1.35	-9.81	0.00	$87,713	$2,612	2	2.98%	79	11/26/2021 11:55	1
10	NGF22	-1.13	1.98	-5.76	0.00	$54,940	$3,888	2	7.08%	56	11/10/2021 9:36	0
11	NQZ21	-2.5	-2.41	5.88	0.00	$320,870	$4,551	2	1.42%	60	11/22/2021 10:16	0
12	RBF22	-0.32	-5.77	-5.77	0.00	$83,383	$2,636	2	3.16%	77	11/26/2021 13:41	0
13	RSZ21	-2.36	-1.28	-6.9	0.00	$111,050	$1,971	2	1.77%	66	11/26/2021 3:29	2
14	SIH22	-1.82	-2.2	-5.9	0.00	$115,625	$2,847	2	2.46%	65	11/23/2021 11:30	0
15	YMZ21	-6.33	-1.8	6.58	0.00	$173,150	$1,854	2	1.07%	71	10/17/2021 18:07	4
16	ZBH22	-2.92	2.26	6.61	0.00	$161,375	$1,135	2	0.70%	49	10/27/2021 14:30	-1
17	ZCH22	1.26	3.48	4.41	0.00	$29,588	$567	1	1.92%	58	11/11/2021 10:40	0
18	ZSF22	-1.78	1.21	-7.09	0.00	$62,675	$1,097	1	1.75%	56	11/9/2021 11:43	0
19	ZWH22	2.22	1.52	6.5	0.00	$42,250	$908	1	2.15%	63	11/11/2021 10:38	0
20	6BZ21-6AZ21	-3.74	3.52	6.69	0.21	$12,103	$475	2	0.67%	69	11/17/2021 20:54	0
21	6CZ21-6AZ21	-1.6	2	5.29	0.33	$7,045	$405	2	0.57%	74	11/25/2021 22:07	0
22	6CZ21-HGH22	0.01	3.63	-5.14	0.05	($28,920)	$2,710	2	2.53%	60	11/23/2021 9:46	0
23	6EZ21-6AZ21	-0.11	-1.35	-9.19	0.13	$70,153	$650	2	0.46%	50	11/16/2021 22:42	0
24	6EZ21-6BZ21	1.52	-1.06	-6.49	0.20	$58,050	$599	2	0.42%	62	11/16/2021 4:38	0
25	6EZ21-6CZ21	0.86	0	-7.65	0.10	$63,108	$674	2	0.48%	59	11/16/2021 22:42	0
26	ESZ21-RSZ21	3.13	-1.9	-6.2	0.31	$117,900	$1,667	2	0.73%	56	9/28/2021 13:04	-2
27	ESZ21-YMZ21	5.91	-2.73	5.37	0.55	$55,800	$1,082	2	0.47%	70	11/5/2021 6:58	-4
28	GCG22-SIH22	1.72	-1.17	5.42	0.33	$63,715	$1,914	2	1.66%	94	9/29/2021 11:44	0
29	HOF22-CLF22	1.99	-1.37	4.89	0.52	$19,543	$1,243	2	1.42%	101	9/30/2021 23:16	1
30	NQZ21-ESZ21	2.15	-2.32	6.33	0.44	$91,920	$2,570	2	0.80%	56	11/4/2021 14:46	0
31	NQZ21-RSZ21	-1.05	-2.45	7.85	0.18	$209,820	$3,736	2	1.16%	52	11/22/2021 9:44	0
32	NQZ21-YMZ21	3.36	-2.51	5.52	0.22	$147,720	$3,543	2	1.10%	58	11/22/2021 10:16	0
33	RBF22-CLF22	0.06	-1.13	3.88	0.51	$15,213	$1,302	2	1.56%	92	11/3/2021 1:40	0
34	RBF22-HOF22	-1.21	0	4.73	0.56	($4,330)	$1,148	2	1.38%	127	11/15/2021 8:04	0
35	YMZ21-RSZ21	-2.59	-1.58	-4.75	0.28	$62,100	$1,409	2	1.27%	66	10/13/2021 11:26	0
36	ZBH22-6JZ21	-3.16	1.1	8.04	(0.02)	$50,975	$1,161	2	0.72%	57	10/15/2021 9:00	-1
37	ZSF22-ZCH22	-1.78	-1.9	-6.78	0.26	$33,088	$815	1	1.30%	61	11/9/2021 8:00	0
38	ZSF22-ZWH22	-2.29	0.97	-9.58	0.08	$20,425	$1,010	1	1.61%	50	10/4/2021 9:31	0
39	ZWH22-ZCH22	1.34	-2.57	4.29	0.29	$12,663	$641	1	1.52%	98	10/4/2021 9:30	0
40	PTF	39.97	2.01	-7.88	0.00	$627,596	$7,264	2	1.16%	52	11/22/2021 10:40	0