帕努奇交易记第16周：-0.9%, 年-14.0%

   第16周交易23次共38手，亏损-4.8K，-0.9%（-3.0，-4.1，-2.8，8.6，-3.5），原仓1.1，新仓-5.8，交易0.4。YTD -88.2K，-14.0%。现账户资金540.0K，杠杆1.52，净仓2，波动率2.08%（1.00%～2.96%），风险超高。

   在美联储准备大幅度增息的阴影下，本周股市期指债卷大跌。账户亏损主要来自做多RB-HO，HO异乎寻常的坚挺致使RB-HO大跌。目前账户持有1手6A与1手ZB，2手RB-HO多仓。风险超高。

   下面是账户交易与持仓详细情况，

Contract	Trd	Vol	Pos	Ori	G/L	Trd	New	Old
6AM22	-	-	1	1	($1,805)	$0	$0	($1,805)
CLM22	2	2	0	(2)	$10,340	$0	$1,740	$8,600
CLN22	3	3	0	1	($8,050)	($2,720)	($1,100)	($4,230)
GCM22	2	2	0	0	$2,060	$2,060	$0	$0
HOK22	10	10	(2)	0	($4,204)	$3,423	($7,627)	$0
RBK22	8	8	2	0	($206)	($1,308)	$1,103	$0
RSM22	5	5	0	1	($6,755)	($3,525)	$360	($3,590)
SIK22	2	2	0	0	($1,900)	($1,900)	$0	$0
YMM22	5	5	0	(1)	$7,425	$4,325	($790)	$3,890
ZBM22	1	1	1	2	($1,281)	$0	$469	($1,750)
Total	38	38	2	2	($4,376)	$355	($5,845)	$1,115

 

SID	Contract/Pair	RV	WV	WM	PE	MV	ATR	PV%	V%	WN	DateTime	Pos
46	PTF	32.34	2.49	6.01	0.00%	$539,916	$11,219	2.08%	2.08%	81.1	04/22 17:40	2
45	ZWN22-ZCN22	1.45	1.19	4.98	14.88%	$14,288	$2,484	0.46%	4.63%	80	03/04 01:38	0
44	ZSN22-ZWN22	(0.06)	(1.83)	(5.98)	5.36%	$30,663	$2,762	0.51%	5.15%	82	03/04 03:55	0
43	ZSN22-ZCN22	0.76	(2.99)	(6.15)	34.40%	$44,950	$1,290	0.24%	1.53%	104	04/01 06:59	0
42	ZBM22-6JM22	(1.75)	1.66	(4.72)	16.24%	$42,750	$1,777	0.33%	1.27%	65	04/06 10:59	0
41	YMM22-RSM22	1.14	(4.10)	4.17	45.85%	$71,590	$1,663	0.31%	0.99%	120	04/11 09:36	0
40	RBM22-HOM22	(1.30)	(1.72)	(6.67)	50.29%	($14,406)	$4,370	0.81%	2.87%	100	03/08 19:51	0
39	RBK22-HOK22	(1.30)	(2.07)	5.13	47.98%	($27,611)	$5,564	1.03%	3.34%	74	03/09 05:06	2
38	RBM22-CLM22	1.65	1.59	5.58	60.00%	$36,081	$2,895	0.54%	2.10%	139	03/06 18:04	0
37	NQM22-YMM22	0.63	(1.68)	4.84	29.30%	$98,255	$6,011	1.11%	2.26%	69	02/24 15:59	0
36	NQM22-RSM22	0.52	(4.45)	(4.92)	28.27%	$169,845	$6,098	1.13%	2.29%	73	02/24 02:28	0
35	NQM22-ESM22	0.76	(1.52)	5.20	49.91%	$53,748	$4,258	0.79%	1.60%	67	02/25 08:33	0
34	HOM22-CLM22	3.90	2.21	(4.93)	44.33%	$50,487	$4,894	0.91%	3.21%	82	03/09 12:37	0
33	HOK22-HOM22	0.00	2.15	(6.12)	71.27%	$14,125	$3,073	0.57%	1.85%	168	03/06 18:08	0
32	HGN22-SIN22	0.96	(1.53)	(4.99)	-7.23%	($6,350)	$3,976	0.74%	3.27%	79	03/08 07:50	0
31	GCM22-SIN22	0.89	1.26	5.99	40.19%	$71,825	$2,217	0.41%	1.83%	127	04/22 05:05	0
30	ESM22-YMM22	1.42	(4.10)	5.08	57.86%	$44,508	$1,978	0.37%	0.93%	106	03/21 11:58	0
29	ESM22-RSM22	3.08	(5.64)	(5.64)	47.11%	$116,098	$2,483	0.46%	1.17%	97	04/22 16:35	0
28	CLM22-CLN22	0.00	0.88	7.94	85.33%	$1,000	$972	0.18%	0.96%	313	03/06 18:02	0
27	6EM22-6CM22	0.23	(1.19)	(6.47)	11.10%	$56,620	$1,103	0.20%	0.82%	71	03/06 20:51	0
26	6EM22-6AM22	(0.48)	1.81	(9.49)	8.13%	$62,830	$1,140	0.21%	0.84%	63	03/06 20:52	0
25	6CM22-6AM22	(0.78)	1.72	5.83	26.43%	$6,210	$564	0.10%	0.78%	75	03/14 22:58	0
24	6BM22-6CM22	(1.69)	1.04	(5.13)	8.47%	$1,601	$543	0.10%	0.68%	77	02/24 10:55	0
23	6BM22-6AM22	(1.98)	1.52	(8.60)	13.08%	$7,811	$667	0.12%	0.92%	55	03/06 20:52	0
22	ZWN22	1.43	(2.81)	5.50	107350.00%	$53,675	$2,919	0.54%	5.44%	71	03/02 03:02	0
21	ZSN22	0.78	(2.76)	7.03	168675.00%	$84,338	$1,966	0.36%	2.33%	68	02/24 04:59	0
20	ZCN22	(0.73)	0.96	5.22	78775.00%	$39,388	$1,122	0.21%	2.85%	73	02/24 02:17	0
19	ZBM22	(4.08)	1.50	(5.36)	140'050	$140,156	$2,121	0.39%	1.51%	54	03/10 10:24	1
18	YMM22	(1.57)	(5.90)	(5.90)	3361100.00%	$168,055	$3,072	0.57%	1.83%	69	04/22 16:36	0
17	SIN22	(0.72)	(3.47)	(5.50)	2428.50%	$121,425	$3,708	0.69%	3.05%	53	03/29 08:51	0
16	RSM22	(2.73)	(4.93)	(4.93)	192930.00%	$96,465	$2,688	0.50%	2.79%	55	04/22 16:36	0
15	RBM22	0.74	(0.95)	6.51	328.17%	$137,831	$7,237	1.34%	5.25%	69	03/06 18:03	0
14	RBK22	0.74	(1.03)	6.39	330.36%	$138,751	$7,755	1.44%	5.59%	71	03/06 18:03	2
13	NQM22	(0.75)	(4.61)	5.03	1331550.00%	$266,310	$8,501	1.57%	3.19%	55	02/25 08:36	0
12	NGM22	0.58	(3.96)	9.10	659.40%	$65,940	$3,289	0.61%	4.99%	53	04/18 12:56	0
11	HOM22	3.65	1.10	(5.45)	362.47%	$152,237	$8,791	1.63%	5.77%	62	03/09 12:37	0
10	HOK22	3.65	1.17	7.08	396.10%	$166,362	$10,697	1.98%	6.43%	56	03/03 02:49	-2
9	HGN22	0.86	(2.61)	(5.76)	460.30%	$115,075	$2,785	0.52%	2.42%	66	03/08 07:53	0
8	GCM22	2.00	(1.59)	(5.33)	193250.00%	$193,250	$3,503	0.65%	1.81%	70	02/24 15:06	0
7	ESM22	1.75	(5.53)	(5.53)	425125.00%	$212,563	$4,694	0.87%	2.21%	59	04/22 16:36	0
6	CLN22	(3.86)	(1.41)	6.29	10075.00%	$100,750	$6,151	1.14%	6.10%	69	03/06 18:03	0
5	CLM22	(3.86)	(1.29)	6.13	10175.00%	$101,750	$6,628	1.23%	6.51%	65	03/06 18:03	0
4	6JM22	(1.78)	(2.20)	(8.21)	0.78%	$97,406	$869	0.16%	0.89%	63	03/14 21:27	0
3	6EM22	(0.43)	(1.44)	(6.18)	108.20%	$135,250	$1,241	0.23%	0.92%	77	03/06 20:24	0
2	6CM22	(1.50)	(5.91)	(5.91)	78.63%	$78,630	$567	0.10%	0.72%	47	04/22 12:27	0
1	6BM22	(2.06)	(1.92)	(7.18)	128.37%	$80,231	$593	0.11%	0.74%	72	02/24 11:01	0
0	6AM22	0.36	(5.86)	6.59	72.42%	$72,420	$767	0.14%	1.06%	49	03/03 10:02	1