帕努奇交易记第12周：-2.2%, 年-14.8%

   第12周交易3次共4手，亏损-11.8K，-2.2%（-8.5，0.1，-6.2，2.3，0.4），原仓-2.4，新仓-3.9，交易-5.8。YTD -92.7K，-14.8%。现账户资金535.4K，杠杆0.76，净仓2，波动率1.38%（0.48%～1.39%），风险非常高。

   本周股市继续上涨，黄金原油亦上涨，债卷大跌。亏损主要来自做空原油与做多债卷。目前账户持有1手6B-6A与1手ZB多仓。1手CLM与5手CLK-CLM空仓。本周交易非常少，主要是因为周一做多1手ZB与做空1手CLM后被套，风险大涨。

   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
42	PTF	33.29	1.90	6.38	0.00%	$535,473	$7,410	1.38%	1.38%	85.1	03/25 18:00	0
41	ZWK22-ZCK22	2.67	1.28	7.58	1.73%	$17,300	$2,234	0.42%	4.06%	84	03/08 13:43	-2
40	ZSK22-ZWK22	(1.11)	(1.17)	8.11	-22.21%	$30,500	$2,778	0.52%	5.05%	76	02/03 10:54	-2
39	ZSK22-ZCK22	0.15	1.37	6.65	34.11%	$47,800	$1,354	0.25%	1.58%	87	02/02 08:15	2
38	ZBM22-6JM22	(2.43)	(3.55)	3.96	13.00%	$44,719	$1,649	0.31%	1.12%	81	02/27 18:00	0
37	YMM22-RSM22	0.68	2.15	4.32	41.25%	$69,990	$2,039	0.38%	1.17%	161	03/16 08:24	0
36	RBK22-HOK22	(0.25)	1.27	7.64	52.88%	($13,411)	$3,731	0.70%	2.39%	116	03/09 05:06	0
35	RBK22-CLK22	0.98	1.12	5.46	63.61%	$29,847	$2,237	0.42%	1.57%	165	03/06 18:07	0
34	NQM22-YMM22	1.30	(1.28)	4.81	28.94%	$121,280	$6,701	1.25%	2.27%	72	02/25 08:36	0
33	NQM22-RSM22	0.10	(1.16)	(4.85)	24.98%	$191,270	$7,076	1.32%	2.40%	76	02/14 07:15	0
32	NQM22-ESM22	1.46	(1.47)	4.70	50.08%	$68,250	$4,708	0.88%	1.60%	68	02/25 08:33	0
31	HOK22-CLK22	1.64	(1.25)	(6.48)	47.62%	$43,258	$4,147	0.77%	2.66%	93	03/09 05:06	0
30	HGK22-SIK22	(0.05)	1.10	(5.28)	-4.77%	($11,375)	$3,779	0.71%	2.94%	71	03/08 07:50	0
29	GCM22-SIK22	0.14	1.71	4.07	40.44%	$67,695	$2,148	0.40%	1.67%	102	03/07 15:40	0
28	ESM22-YMM22	2.93	5.87	5.87	52.94%	$53,030	$2,493	0.47%	1.10%	143	03/25 16:25	0
27	ESM22-RSM22	4.37	6.10	6.10	41.96%	$123,020	$3,074	0.57%	1.36%	115	03/25 15:59	0
26	CLK22-CLM22	0.00	(1.12)	(9.79)	87.45%	$2,910	$676	0.13%	0.60%	179	03/14 01:38	-5
25	6EM22-6CM22	(0.01)	(2.01)	(6.76)	9.09%	$57,543	$1,055	0.20%	0.77%	75	03/06 20:51	0
24	6EM22-6AM22	(1.34)	(1.51)	(10.48)	11.01%	$62,443	$1,033	0.19%	0.75%	71	03/06 20:52	0
23	6CM22-6AM22	(1.77)	1.84	5.72	21.86%	$4,900	$575	0.11%	0.76%	84	03/14 22:58	0
22	6BM22-6CM22	(1.91)	(2.11)	(4.85)	-0.59%	$2,211	$574	0.11%	0.70%	79	02/24 10:55	0
21	6BM22-6AM22	(2.82)	(4.14)	(8.86)	11.99%	$7,111	$648	0.12%	0.86%	71	03/06 20:52	1
20	ZWK22	2.82	1.72	10.28	109975.00%	$54,988	$2,273	0.42%	4.13%	98	03/07 20:01	0
19	ZSK22	0.15	1.38	8.55	170975.00%	$85,488	$2,054	0.38%	2.40%	71	02/02 08:15	0
18	ZCK22	(0.92)	1.13	5.35	75375.00%	$37,688	$1,088	0.20%	2.89%	78	02/23 23:25	0
17	ZBM22	(4.08)	(2.93)	(6.00)	147'110	$147,344	$1,895	0.35%	1.29%	67	03/10 10:24	1
16	YMM22	(3.30)	1.79	5.37	3475400.00%	$173,770	$3,471	0.65%	2.00%	81	02/02 16:59	0
15	SIK22	(0.04)	(1.77)	5.39	2572.50%	$128,625	$3,607	0.67%	2.80%	48	02/24 05:42	0
14	RSM22	(3.41)	1.22	5.24	207560.00%	$103,780	$3,047	0.57%	2.94%	61	02/02 05:35	0
13	RBK22	0.77	1.93	8.06	339.16%	$142,447	$6,149	1.15%	4.32%	79	03/06 18:03	0
12	NQM22	(1.62)	(1.08)	6.00	1475250.00%	$295,050	$9,431	1.76%	3.20%	64	02/02 07:31	0
11	NGK22	(0.48)	3.20	(4.83)	557.70%	$55,770	$2,674	0.50%	4.79%	78	03/08 08:03	0
10	HOK22	1.62	1.39	7.71	371.09%	$155,858	$7,917	1.48%	5.08%	62	03/06 18:02	0
9	HGK22	(0.20)	(2.15)	(5.78)	469.00%	$117,250	$3,041	0.57%	2.59%	62	03/07 11:37	0
8	GCM22	1.03	1.16	(5.89)	196320.00%	$196,320	$3,175	0.59%	1.62%	72	02/24 15:06	0
7	ESM22	3.62	1.76	4.91	453600.00%	$226,800	$5,297	0.99%	2.34%	78	02/02 15:20	0
6	CLM22	(1.23)	2.10	7.08	10969.00%	$109,690	$5,017	0.94%	4.57%	96	03/06 18:02	4
5	CLK22	(1.23)	1.95	6.81	11260.00%	$112,600	$5,388	1.01%	4.79%	94	03/06 18:01	-5
4	6JM22	(0.67)	(1.18)	(7.66)	0.82%	$102,625	$625	0.12%	0.61%	59	03/14 21:27	0
3	6EM22	(1.08)	(1.20)	(6.61)	110.15%	$137,688	$1,161	0.22%	0.84%	72	03/06 20:24	0
2	6CM22	(2.42)	2.06	(4.87)	80.15%	$80,145	$538	0.10%	0.67%	57	03/08 11:50	0
1	6BM22	(2.56)	1.31	(7.46)	131.77%	$82,356	$571	0.11%	0.69%	73	02/24 11:01	1
0	6AM22	1.26	(1.02)	5.64	75.25%	$75,245	$736	0.14%	0.98%	54	03/03 10:02	-1