帕努奇交易記第50周：2.6%, 年-10.6%

  第50周交易44次共73手，盈利16.1K（4.7，4.7，-1.9，-2.4，10.9），2.6%。原倉7.9，新倉-0.1，交易8.2。YTD -$68.8K，-10.6%。現賬戶資金625.3K，杠杆0.41，淨倉2，波動率0.99%（0.48%～1.72%），風險正常。

   受Omicron迅速傳播與美聯儲宣布準備加息對抗通脹的影響，本周股市大起大落，非常有利於交易。賬戶的盈利是10個月以來的最大，但不抵上周的虧損。一個明顯的原因就是賬戶過早地拋掉了手中的空倉，致使盈利時的倉位低於虧損時倉位。目前賬戶僅持有2手NG多倉和1手RB-HO空倉，風險正常。

   上周的虧損讓我意識到，我目前的資金額與交易策略完全不能保證將賬戶風險控製在2%以內，因為交易的產品中有一半以上的期貨都有可能突破這個限製。當市場變化不利時，賬戶為了控製風險，隻能控製倉位與減少交易，進而影響到交易策略的實施。

   以下是目前賬戶的持倉情況，

SID	Contract/Pair	RV	WV	WM	PE	MV	ATR	SR	V%	WN	DateTime	Pos
0	6AH22	1.75	-3.65	6.98	0.00	$71,295	$553	0.09%	0.78%	61	12/9/2021 1:40	0
1	6BH22	-2.96	-3.54	-6.42	0.00	$82,800	$516	0.08%	0.62%	55	11/5/2021 6:49	0
2	6CH22	-1.39	-3.58	6.58	0.00	$77,530	$467	0.07%	0.60%	57	12/8/2021 10:00	0
3	6EH22	0.21	-3.45	-9.11	0.00	$140,788	$829	0.13%	0.59%	61	11/16/2021 22:42	0
4	6JH22	1.52	-1.9	5.43	0.00	$110,044	$638	0.10%	0.58%	63	11/26/2021 3:23	0
5	CLG22	-1.42	-2.1	-7.89	0.00	$70,140	$2,719	0.43%	3.88%	60	11/26/2021 11:55	0
6	ESH22	6.01	-1.4	6.14	0.00	$230,963	$2,745	0.44%	1.19%	76	12/8/2021 6:55	0
7	GCG22	-1.18	-1.6	-7.64	0.00	$179,860	$2,247	0.36%	1.25%	57	11/23/2021 11:58	0
8	HGH22	0.16	3.83	-4.35	0.00	$107,250	$2,743	0.44%	2.56%	68	12/15/2021 10:38	0
9	HOF22	2.85	-2.13	-8.55	0.00	$92,896	$3,092	0.49%	3.33%	66	11/26/2021 13:44	1
10	NGF22	-3.04	1.09	-6.51	0.00	$36,690	$3,158	0.50%	8.61%	63	11/30/2021 11:03	2
11	NQH22	-2.49	-0.95	6.36	0.00	$316,570	$5,383	0.86%	1.70%	57	12/8/2021 6:46	0
12	RBF22	-0.79	1.37	5.28	0.00	$89,615	$3,199	0.51%	3.57%	69	12/8/2021 5:10	-1
13	RSH22	-4.56	-1.14	7.48	0.00	$108,515	$2,315	0.37%	2.13%	65	11/4/2021 10:12	0
14	SIH22	-1.14	-1.11	-5.91	0.00	$111,800	$2,841	0.45%	2.54%	64	11/23/2021 11:30	0
15	YMH22	-5.75	-1.3	6.23	0.00	$176,720	$1,863	0.30%	1.05%	84	12/7/2021 11:02	0
16	ZBH22	-2.8	2.62	5.47	0.00	$162,594	$1,383	0.22%	0.85%	49	10/28/2021 9:34	0
17	ZCH22	0.78	-1.26	-4.56	0.00	$29,625	$576	0.09%	1.94%	59	11/30/2021 9:57	0
18	ZSF22	0.15	-1.25	-6.94	0.00	$64,225	$1,139	0.18%	1.77%	57	11/9/2021 11:43	0
19	ZWH22	0.24	2.72	5.69	0.00	$38,738	$1,038	0.17%	2.68%	58	11/11/2021 10:38	0
20	6BH22-6AH22	-3.37	-1.26	-6.47	(0.01)	$11,505	$559	0.09%	0.78%	68	12/9/2021 1:40	0
21	6BH22-6CH22	-2.36	1.19	-5.92	(0.13)	$5,270	$581	0.09%	0.70%	59	12/8/2021 10:00	0
22	6CH22-6AH22	-1.8	-1.55	5.34	0.16	$6,235	$464	0.07%	0.65%	101	12/3/2021 11:01	0
23	6CH22-HGH22	-0.28	-3.68	-4.27	0.08	($29,720)	$2,521	0.40%	2.35%	70	11/14/2021 18:11	0
24	6EH22-6AH22	-0.28	-2.47	-5.73	0.04	$69,493	$794	0.13%	0.56%	73	11/16/2021 22:42	0
25	6EH22-6CH22	0.8	-2.06	-6.61	0.01	$63,258	$823	0.13%	0.58%	71	11/16/2021 22:42	0
26	ESH22-RSH22	5.44	-4.2	5.47	0.30	$122,448	$1,915	0.31%	0.83%	82	12/13/2021 7:45	0
27	ESH22-YMH22	4.74	-1.15	5.79	0.40	$54,243	$1,650	0.26%	0.71%	88	11/22/2021 10:42	0
28	GCG22-SIH22	0.97	1.79	-4.67	0.34	$68,060	$1,875	0.30%	1.68%	73	10/19/2021 10:19	0
29	HOF22-CLG22	2.68	1.38	4.84	0.62	$22,756	$1,163	0.19%	1.25%	99	12/2/2021 9:48	0
30	NQH22-ESH22	2.84	-0.98	6.23	0.38	$85,608	$3,326	0.53%	1.05%	55	11/4/2021 14:46	0
31	NQH22-RSH22	0.06	1.04	6.8	0.16	$208,055	$4,510	0.72%	1.42%	61	11/22/2021 9:50	0
32	NQH22-YMH22	2.82	-1.03	6.34	0.13	$139,850	$4,663	0.75%	1.47%	53	11/22/2021 10:16	0
33	RBF22-CLG22	-0.31	2.35	5.04	0.59	$19,475	$1,299	0.21%	1.45%	83	12/9/2021 10:34	0
34	RBF22-HOF22	-1.96	2.25	-3.24	0.67	($3,280)	$1,052	0.17%	1.17%	150	11/5/2021 10:09	-1
35	YMH22-RSH22	-0.42	-4.55	6.46	0.25	$68,205	$1,739	0.28%	1.60%	86	12/13/2021 11:58	0
36	ZBH22-6JH22	-2.97	2.06	4.29	0.16	$52,550	$1,167	0.19%	0.72%	68	11/26/2021 1:05	0
37	ZSF22-ZCH22	0.12	-1.13	-6.77	0.28	$34,600	$816	0.13%	1.27%	60	11/9/2021 8:00	0
38	ZSF22-ZWH22	0.01	-1.2	6.82	0.08	$25,488	$1,044	0.17%	1.63%	59	12/16/2021 8:27	0
39	ZWH22-ZCH22	-0.09	-1.26	-6.59	0.29	$9,113	$732	0.12%	1.89%	64	12/10/2021 1:41	0
40	PTF	41.18	-1.24	-6.02	0.00	$625,316	$6,180	0.99%	0.99%	69	12/17/2021 17:36	2