帕努奇交易记第19周：0.3%, 年-23.1%

   第19周交易57次共96手，盈利1.4K，0.3%（1.3，2.3，1.4，-5.2，1.6），原仓6.1，新仓-7.6，交易2.3。YTD -145.1K，-23.1%。现账户资金483.0K，杠杆0.97，净仓1，波动率0.77%（0.47%～1.66%），风险正常。

   本周股市一度暴跌，周五部分反弹。目前账户持有1手GC与1手GC-SI多仓。风险正常。

   本周交易试图积极止损与止赢，交易增多，但效果欠佳。

   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	8	8	0	0	($255)	($255)	$0	$0
6BM22	1	1	0	1	($119)	$0	$369	($488)
ESM22	16	16	0	0	$1,763	$1,763	$0	$0
GCM22	15	15	2	(1)	($1,470)	($4,489)	($4,231)	$7,250
RSM22	4	4	0	0	($4,445)	($4,445)	$0	$0
SIN22	12	12	(1)	1	($3,075)	$3,650	($500)	($6,225)
YMM22	22	22	0	0	$6,285	$6,285	$0	$0
ZBM22	6	6	0	2	$1,969	($344)	($3,250)	$5,563
ZSN22	6	6	0	0	$2,138	$2,138	$0	$0
ZWN22	6	6	0	0	($1,975)	($1,975)	$0	$0
Total	96	96	1	3	$816	$2,328	($7,612)	$6,100

 

SID	Contract/Pair	RV	WV	WM	PE	MV	ATR	PV%	V%	WN	DateTime	Pos
42	PTF	32.90	2.24	5.74	-	$483,047	$3,702	0.77%	0.77%	73.9	05/13 19:32	1
41	ZWN22-ZCN22	4.18	1.17	(5.23)	17.01%	$19,913	$1,878	0.39%	3.18%	77	03/16 23:47	0
40	ZSN22-ZWN22	(3.04)	2.48	5.65	8.04%	$23,313	$2,081	0.43%	3.53%	88	03/16 23:47	0
39	ZSN22-ZCN22	(1.32)	3.39	(6.33)	26.65%	$43,225	$1,252	0.26%	1.52%	73	04/01 06:59	0
38	ZBM22-6JM22	(1.36)	(1.32)	(4.68)	14.82%	$42,388	$1,794	0.37%	1.29%	62	04/06 10:59	0
37	YMM22-RSM22	0.60	1.21	(4.85)	47.69%	$71,025	$1,662	0.34%	1.04%	64	04/25 12:19	0
36	RBM22-HOM22	4.65	2.10	6.34	36.71%	$1,319	$4,979	1.03%	3.03%	74	05/12 10:39	0
35	RBM22-CLM22	5.15	(1.04)	5.31	57.14%	$55,698	$2,732	0.57%	1.65%	107	04/27 14:07	0
34	NQM22-YMM22	(0.54)	3.29	4.45	30.05%	$86,845	$5,892	1.22%	2.38%	79	03/21 09:42	0
33	NQM22-RSM22	(0.12)	3.25	(4.99)	27.89%	$157,870	$6,074	1.26%	2.46%	75	04/25 07:19	0
32	NQM22-ESM22	(0.74)	2.97	(4.38)	50.74%	$46,580	$4,149	0.86%	1.68%	75	04/06 12:46	0
31	HOM22-CLM22	(0.79)	(2.37)	(5.57)	35.17%	$54,379	$5,101	1.06%	3.10%	67	05/06 10:03	0
30	HGN22-SIN22	0.62	3.08	5.64	4.95%	($1,512)	$3,292	0.68%	3.12%	74	03/29 09:06	0
29	GCM22-SIN22	1.11	(4.75)	6.37	39.80%	$75,405	$2,085	0.43%	1.97%	77	04/22 05:05	1
28	ESM22-YMM22	0.18	4.02	5.32	59.98%	$40,265	$1,891	0.39%	0.94%	61	03/21 11:58	0
27	ESM22-RSM22	0.98	1.01	(6.62)	45.66%	$111,290	$2,567	0.53%	1.28%	62	04/25 11:49	0
26	CLM22-CLN22	0.00	2.27	3.65	88.83%	$1,860	$635	0.13%	0.58%	421	03/16 18:50	0
25	6EM22-6CM22	(0.07)	(1.80)	(6.03)	12.42%	$52,905	$1,027	0.21%	0.79%	67	04/06 02:13	0
24	6EM22-6AM22	(0.69)	(3.90)	(7.55)	11.91%	$60,930	$1,033	0.21%	0.79%	53	04/06 03:12	0
23	6CM22-6AM22	(0.43)	1.12	4.69	33.57%	$8,025	$588	0.12%	0.85%	74	05/12 09:38	0
22	6BM22-6CM22	(2.04)	1.02	(4.28)	15.52%	($820)	$580	0.12%	0.76%	72	05/05 08:28	0
21	6BM22-6AM22	(2.06)	(2.16)	(5.18)	22.92%	$7,205	$683	0.14%	0.98%	59	03/28 08:39	0
20	ZWN22	4.66	(1.68)	(5.72)	1,180.00	$59,000	$2,263	0.47%	3.83%	72	03/29 09:50	0
19	ZSN22	(1.31)	2.68	(5.61)	1,646.25	$82,313	$1,707	0.35%	2.07%	61	04/03 21:17	0
18	ZCN22	(0.82)	(2.52)	5.51	781.75	$39,088	$902	0.19%	2.31%	62	04/19 02:24	0
17	ZBM22	(2.87)	(2.05)	(5.02)	139'070	$139,219	$2,106	0.44%	1.51%	56	04/06 06:50	0
16	YMM22	(0.22)	1.12	(6.78)	32,087.00	$160,435	$3,176	0.66%	1.98%	65	04/25 11:53	0
15	SIN22	(0.90)	1.83	(5.89)	21.13	$105,625	$3,463	0.72%	3.28%	53	03/29 08:51	-1
14	RSM22	(0.99)	(1.10)	(5.82)	1,788.20	$89,410	$2,679	0.55%	3.00%	54	04/25 11:53	0
13	RBM22	5.41	4.66	5.81	3.95	$165,858	$6,374	1.32%	3.84%	59	04/17 21:10	0
12	NQM22	(0.64)	3.46	(5.19)	12,364.00	$247,280	$8,423	1.74%	3.41%	59	04/25 07:19	0
11	NGM22	2.63	(1.65)	(7.22)	7.62	$76,220	$4,710	0.98%	6.18%	50	05/10 08:48	0
10	HOM22	(1.46)	(1.13)	5.20	3.92	$164,539	$7,867	1.63%	4.78%	60	04/13 18:00	0
9	HGN22	(0.25)	2.31	(5.80)	4.16	$104,113	$2,672	0.55%	2.57%	59	05/09 07:27	0
8	GCM22	2.52	1.18	(5.64)	1,810.30	$181,030	$2,984	0.62%	1.65%	53	03/15 10:40	2
7	ESM22	0.32	1.03	(6.58)	4,014.00	$200,700	$4,724	0.98%	2.35%	59	04/25 11:53	0
6	CLN22	(1.88)	2.79	5.83	108.30	$108,300	$5,354	1.11%	4.94%	49	04/18 13:07	0
5	CLM22	(1.88)	2.73	5.75	110.16	$110,160	$5,686	1.18%	5.16%	53	04/18 13:07	0
4	6JM22	(1.05)	(1.36)	(6.45)	0.01	$96,831	$1,031	0.21%	1.06%	56	04/19 18:30	0
3	6EM22	(0.79)	1.36	(7.00)	1.04	$130,350	$1,173	0.24%	0.90%	72	04/27 10:59	0
2	6CM22	(1.60)	3.55	(6.96)	0.77	$77,445	$574	0.12%	0.74%	61	04/25 11:53	0
1	6BM22	(2.44)	1.80	(7.12)	1.23	$76,625	$687	0.14%	0.90%	76	04/25 12:02	0
0	6AM22	(0.14)	2.49	(6.97)	0.69	$69,420	$886	0.18%	1.28%	55	04/25 02:59	0