帕努奇交易记第25周：1.0%, 年-21.0%

   第25周交易46次共67手，盈利4.8K，1.0%（-0.1，-1.9，3.0，1.5，2.2）YTD -132.2K，-21.0%。现账户资金495.9K，杠杆1.18，净仓2，波动率0.82%（0.00%～1.39%），风险正常。

   本周股市暴涨，完全收复了上周跌幅。账户盈利主要来自于期指，亏损主要来自于小麦。目前谷物期货的价格已与俄乌战争前差不多，似乎不正常。目前账户持有一手GC和一手ZW多仓，一手ES/YM空仓。风险正常。

   下面是账户交易与持仓详细情况，

Contract	Trade	Vol	P_1	Pos	Old	New	Trading	No Fee
6AU22	2	2	0	0	$0	$0	$80	$80
6EU22	2	2	0	0	$0	$0	($238)	($238)
ESU22	10	10	1	(1)	$11,550	($6,363)	$1,925	$7,113
GCQ22	7	7	0	1	$0	$270	$610	$880
SIU22	4	4	0	0	$0	$0	$350	$350
YMU22	23	23	0	1	$0	$225	($1,350)	($1,125)
ZBU22	6	6	0	0	$0	$0	$1,094	$1,094
ZCN22	2	2	(2)	0	$3,575	($1,713)	$0	$1,863
ZSU22	4	4	0	0	$0	$0	$750	$750
ZWN22	1	2	2	0	($10,900)	$5,625	$0	($5,275)
ZWU22	5	5	0	1	$0	($713)	($250)	($963)
Total	66	67	1	2	$4,225	($2,669)	$2,971	$4,529

 

SID	Contract/Pair	RV	WV	WM	PE	MV	ATR	PV%	V%	WN	DateTime	Pos
40	PTF	30.78	2.10	5.96	-	$495,936	$4,069	0.82%	0.82%	75.5	06/24 17:25	2
39	ZWU22-ZCU22	1.14	(2.59)	(5.37)	20.32%	$12,725	$1,653	0.33%	3.53%	72	06/01 11:44	0
38	ZSU22-ZWU22	(0.83)	2.19	5.04	5.35%	$25,525	$1,963	0.40%	4.19%	73	05/20 14:16	-1
37	ZSU22-ZCU22	(0.62)	1.78	(4.31)	23.14%	$38,250	$1,136	0.23%	1.57%	77	06/13 11:38	0
36	ZBU22-6JU22	0.17	(1.80)	(5.20)	14.65%	$43,006	$1,697	0.34%	1.25%	75	06/13 15:28	0
35	YMU22-RSU22	1.08	2.12	(4.66)	39.26%	$69,210	$2,116	0.43%	1.34%	126	06/13 09:30	0
34	RBN22-HON22	(0.63)	2.08	(5.20)	28.99%	($20,173)	$5,084	1.03%	2.78%	73	06/15 13:27	0
33	RBN22-CLQ22	3.08	1.79	(6.16)	35.58%	$55,782	$4,316	0.87%	2.65%	64	05/19 06:15	0
32	NQU22-YMU22	2.95	2.69	(6.00)	32.68%	$85,265	$5,736	1.16%	2.36%	90	06/14 09:51	0
31	NQU22-RSU22	2.57	3.00	(6.40)	26.39%	$154,475	$6,272	1.26%	2.58%	96	06/13 15:51	0
30	NQU22-ESU22	3.42	2.46	(4.93)	53.40%	$46,918	$3,970	0.80%	1.64%	95	06/14 09:50	0
29	HON22-CLQ22	4.72	(1.52)	7.26	31.56%	$75,955	$4,901	0.99%	2.68%	66	06/15 12:31	0
28	HGU22-SIU22	(1.23)	(1.09)	(4.39)	6.68%	($12,313)	$2,833	0.57%	2.68%	90	06/20 03:46	0
27	GCQ22-SIU22	(0.61)	(1.93)	5.72	31.88%	$76,935	$2,068	0.42%	1.95%	87	04/29 15:30	1
26	ESU22-YMU22	0.75	3.13	(6.49)	54.81%	$38,348	$2,430	0.49%	1.24%	177	06/14 15:19	-1
25	ESU22-RSU22	1.58	2.94	(6.72)	39.08%	$107,558	$3,276	0.66%	1.67%	135	06/13 15:51	0
24	6EU22-6CU22	0.80	1.52	5.28	15.04%	$55,173	$1,068	0.22%	0.80%	63	05/24 10:31	0
23	6EU22-6AU22	0.39	(1.03)	(4.46)	18.09%	$63,248	$1,029	0.21%	0.78%	90	06/13 21:34	0
22	6CU22-6AU22	(0.95)	(1.25)	4.62	26.64%	$8,075	$656	0.13%	0.94%	85	05/06 03:13	0
21	6BU22-6CU22	(1.66)	(1.78)	5.10	11.26%	($721)	$760	0.15%	0.99%	64	06/16 19:58	0
20	6BU22-6AU22	(2.10)	(1.63)	(6.49)	12.05%	$7,354	$786	0.16%	1.13%	78	05/04 14:44	0
19	ZWU22	0.83	(1.78)	(6.68)	937.00	$46,850	$2,074	0.42%	4.43%	66	06/01 11:44	1
18	ZSU22	(0.61)	1.74	(6.63)	1,447.50	$72,375	$1,478	0.30%	2.04%	63	06/23 04:55	0
17	ZCU22	(1.28)	2.72	(6.70)	682.50	$34,125	$854	0.17%	2.50%	67	06/23 11:55	0
16	ZBU22	(1.78)	(2.07)	(6.60)	135'310	$135,969	$1,989	0.40%	1.46%	59	06/13 15:28	0
15	YMU22	(0.59)	3.48	(7.72)	31,478.00	$157,390	$3,483	0.70%	2.21%	73	06/13 11:10	1
14	SIU22	0.60	1.94	(4.88)	21.18	$105,875	$3,036	0.61%	2.87%	75	05/02 09:47	0
13	RSU22	(1.91)	3.23	(8.04)	1,763.60	$88,180	$2,634	0.53%	2.99%	56	06/13 11:10	0
12	RBN22	2.20	2.27	6.35	3.88	$162,842	$6,700	1.35%	4.11%	65	05/31 13:00	0
11	NQU22	2.03	3.20	(7.10)	12,132.75	$242,655	$8,520	1.72%	3.51%	64	06/13 15:51	0
10	NGQ22	(1.58)	(2.71)	(5.81)	6.27	$62,680	$6,210	1.25%	9.91%	61	06/14 09:35	0
9	HON22	4.45	1.41	6.03	4.36	$183,015	$7,160	1.44%	3.91%	61	05/31 09:35	0
8	HGU22	(1.74)	(1.03)	5.53	3.74	$93,563	$2,854	0.58%	3.05%	56	06/02 20:33	0
7	GCQ22	(0.51)	(2.11)	(4.87)	1,828.10	$182,810	$2,784	0.56%	1.52%	56	06/13 18:03	1
6	ESU22	(0.08)	3.40	(7.66)	3,914.75	$195,738	$5,377	1.08%	2.75%	59	06/13 11:10	-1
5	CLQ22	(4.46)	2.14	4.92	107.06	$107,060	$4,489	0.91%	4.19%	61	05/31 09:29	0
4	6JU22	(2.23)	(1.44)	(7.22)	0.01	$92,963	$980	0.20%	1.05%	65	06/08 08:44	0
3	6EU22	0.78	1.44	(7.33)	1.06	$132,713	$1,257	0.25%	0.95%	55	06/13 21:56	0
2	6CU22	(0.16)	2.70	(6.68)	0.78	$77,540	$545	0.11%	0.70%	61	06/10 10:12	0
1	6BU22	(1.79)	(1.02)	(6.83)	1.23	$76,819	$857	0.17%	1.12%	52	06/13 10:55	0
0	6AU22	1.18	1.80	(4.96)	0.69	$69,465	$894	0.18%	1.29%	67	06/13 15:33	0