フルレバ50倍でFXシステムトレード。

※前回からすこし変化したとこもあるので、この前とちょっと数値が違います
※Spreadは EURUSD 2.5, GBPUSD 4, USDCHF 4 (oanda標準 +1p)
※実際のトレードは全て指値で行います

■総合----------------------------------------------------------------

[2001/01/01 - 2006/06/24]

TotalNet = 5329
Max Draw Down = -165
Gross profit = 10218.5
Gross loss = -4889.5
Profit factor = 2.08
Total trades = 667
Profit trades (% of total) = 335 (50.22%)
Loss trades (% of total) = 332 (49.77%)
期待値 : 7.98

■年間----------------------------------------------------------------

[2001]
TotalNet = 1032.5
Max Draw Down = -120
Gross profit = 1652
Gross loss = -619.5
Profit factor = 2.66
Total trades = 116
Profit trades (% of total) = 67 (57.75%)
Loss trades (% of total) = 49 (42.24%)
期待値 : 8.9

[2002]
TotalNet = 635
Max Draw Down = -138.5
Gross profit = 1664.5
Gross loss = -1029.5
Profit factor = 1.61
Total trades = 132
Profit trades (% of total) = 57 (43.18%)
Loss trades (% of total) = 75 (56.81%)
期待値 : 4.81

[2003]
TotalNet = 1013
Max Draw Down = -142
Gross profit = 1858
Gross loss = -845
Profit factor = 2.19
Total trades = 127
Profit trades (% of total) = 66 (51.96%)
Loss trades (% of total) = 61 (48.03%)
期待値 : 7.97

[2004]
TotalNet = 1653.5
Max Draw Down = -151.5
Gross profit = 2419.5
Gross loss = -766
Profit factor = 3.15
Total trades = 105
Profit trades (% of total) = 61 (58.09%)
Loss trades (% of total) = 44 (41.9%)
期待値 : 15.74

[2005]
TotalNet = 868.5
Max Draw Down = -150.5
Gross profit = 1794
Gross loss = -925.5
Profit factor = 1.93
Total trades = 119
Profit trades (% of total) = 58 (48.73%)
Loss trades (% of total) = 61 (51.26%)
期待値 : 7.29

[2006/06/24まで]
TotalNet = 126.5
Max Draw Down = -141
Gross profit = 830.5
Gross loss = -704
Profit factor = 1.17
Total trades = 68
Profit trades (% of total) = 26 (38.23%)
Loss trades (% of total) = 42 (61.76%)
期待値 : 1.86

■月間------------------------------------------------------------------

■2001

2001/01
TotalNet = -13
Max Draw Down = -32
Gross profit = 58.5
Gross loss = -71.5
Profit factor = 0.81
Total trades = 9
Profit trades (% of total) = 3 (33.33%)
Loss trades (% of total) = 6 (66.66%)
期待値 : -1.44

2001/02
TotalNet = -3
Max Draw Down = -15.5
Gross profit = 12.5
Gross loss = -15.5
Profit factor = 0.8
Total trades = 4
Profit trades (% of total) = 3 (75%)
Loss trades (% of total) = 1 (25%)
期待値 : -0.75

2001/03
TotalNet = 50.5
Max Draw Down = -36
Gross profit = 99.5
Gross loss = -49
Profit factor = 2.03
Total trades = 9
Profit trades (% of total) = 6 (66.66%)
Loss trades (% of total) = 3 (33.33%)
期待値 : 5.61

2001/04
TotalNet = 47
Max Draw Down = -43
Gross profit = 117
Gross loss = -70
Profit factor = 1.67
Total trades = 10
Profit trades (% of total) = 5 (50%)
Loss trades (% of total) = 5 (50%)
期待値 : 4.69

2001/05
TotalNet = 135
Max Draw Down = -32.5
Gross profit = 189.5
Gross loss = -54.5
Profit factor = 3.47
Total trades = 10
Profit trades (% of total) = 6 (60%)
Loss trades (% of total) = 4 (40%)
期待値 : 13.5

2001/06
TotalNet = 196.5
Max Draw Down = -62.5
Gross profit = 328.5
Gross loss = -132
Profit factor = 2.48
Total trades = 17
Profit trades (% of total) = 10 (58.82%)
Loss trades (% of total) = 7 (41.17%)
期待値 : 11.55

2001/07
TotalNet = 112.5
Max Draw Down = -39
Gross profit = 173
Gross loss = -60.5
Profit factor = 2.85
Total trades = 12
Profit trades (% of total) = 6 (50%)
Loss trades (% of total) = 6 (50%)
期待値 : 9.37

2001/08
TotalNet = 228.5
Max Draw Down = -6.5
Gross profit = 235
Gross loss = -6.5
Profit factor = 36.15
Total trades = 9
Profit trades (% of total) = 8 (88.88%)
Loss trades (% of total) = 1 (11.11%)
期待値 : 25.38

2001/09
TotalNet = 118.5
Max Draw Down = -4.5
Gross profit = 123
Gross loss = -4.5
Profit factor = 27.33
Total trades = 8
Profit trades (% of total) = 7 (87.5%)
Loss trades (% of total) = 1 (12.5%)
期待値 : 14.81

2001/10
TotalNet = -76
Max Draw Down = -92.5
Gross profit = 16.5
Gross loss = -92.5
Profit factor = 0.17
Total trades = 13
Profit trades (% of total) = 3 (23.07%)
Loss trades (% of total) = 10 (76.92%)
期待値 : -5.84

2001/11
TotalNet = -3.5
Max Draw Down = -27.5
Gross profit = 33
Gross loss = -36.5
Profit factor = 0.9
Total trades = 7
Profit trades (% of total) = 5 (71.42%)
Loss trades (% of total) = 2 (28.57%)
期待値 : -0.5

2001/12
TotalNet = 239.5
Max Draw Down = -16.5
Gross profit = 266
Gross loss = -26.5
Profit factor = 10.03
Total trades = 8
Profit trades (% of total) = 5 (62.5%)
Loss trades (% of total) = 3 (37.5%)
期待値 : 29.93

■2002

2002/01
TotalNet = 127.5
Max Draw Down = -78
Gross profit = 234.5
Gross loss = -107
Profit factor = 2.19
Total trades = 11
Profit trades (% of total) = 5 (45.45%)
Loss trades (% of total) = 6 (54.54%)
期待値 : 11.59

2002/02
TotalNet = 121.5
Max Draw Down = -31.5
Gross profit = 156
Gross loss = -34.5
Profit factor = 4.52
Total trades = 11
Profit trades (% of total) = 6 (54.54%)
Loss trades (% of total) = 5 (45.45%)
期待値 : 11.04

2002/03
TotalNet = 26.5
Max Draw Down = -30.5
Gross profit = 57
Gross loss = -30.5
Profit factor = 1.86
Total trades = 8
Profit trades (% of total) = 5 (62.5%)
Loss trades (% of total) = 3 (37.5%)
期待値 : 3.31

2002/04
TotalNet = -64
Max Draw Down = -101.5
Gross profit = 57.5
Gross loss = -121.5
Profit factor = 0.47
Total trades = 14
Profit trades (% of total) = 3 (21.42%)
Loss trades (% of total) = 11 (78.57%)
期待値 : -4.57

2002/05
TotalNet = 26
Max Draw Down = -87.5
Gross profit = 140
Gross loss = -114
Profit factor = 1.22
Total trades = 13
Profit trades (% of total) = 7 (53.84%)
Loss trades (% of total) = 6 (46.15%)
期待値 : 2

2002/06
TotalNet = 62.5
Max Draw Down = -36.5
Gross profit = 112
Gross loss = -49.5
Profit factor = 2.26
Total trades = 11
Profit trades (% of total) = 7 (63.63%)
Loss trades (% of total) = 4 (36.36%)
期待値 : 5.68

2002/07
TotalNet = 91
Max Draw Down = -3
Gross profit = 94
Gross loss = -3
Profit factor = 31.33
Total trades = 4
Profit trades (% of total) = 2 (50%)
Loss trades (% of total) = 2 (50%)
期待値 : 22.75

2002/08
TotalNet = 32.5
Max Draw Down = -57
Gross profit = 123
Gross loss = -90.5
Profit factor = 1.35
Total trades = 9
Profit trades (% of total) = 3 (33.33%)
Loss trades (% of total) = 6 (66.66%)
期待値 : 3.61

2002/09
TotalNet = 17
Max Draw Down = -79
Gross profit = 169.5
Gross loss = -152.5
Profit factor = 1.11
Total trades = 12
Profit trades (% of total) = 5 (41.66%)
Loss trades (% of total) = 7 (58.33%)
期待値 : 1.41

2002/10
TotalNet = -15
Max Draw Down = -96.5
Gross profit = 102.5
Gross loss = -117.5
Profit factor = 0.87
Total trades = 15
Profit trades (% of total) = 3 (20%)
Loss trades (% of total) = 12 (80%)
期待値 : -1

2002/11
TotalNet = 221.5
Max Draw Down = -20.5
Gross profit = 261.5
Gross loss = -40
Profit factor = 6.53
Total trades = 11
Profit trades (% of total) = 7 (63.63%)
Loss trades (% of total) = 4 (36.36%)
期待値 : 20.13

2002/12
TotalNet = -12
Max Draw Down = -112.5
Gross profit = 157
Gross loss = -169
Profit factor = 0.92
Total trades = 13
Profit trades (% of total) = 4 (30.76%)
Loss trades (% of total) = 9 (69.23%)
期待値 : -0.92

■2003

2003/01
TotalNet = 79.5
Max Draw Down = -60
Gross profit = 139.5
Gross loss = -60
Profit factor = 2.32
Total trades = 8
Profit trades (% of total) = 5 (62.5%)
Loss trades (% of total) = 3 (37.5%)
期待値 : 9.93

2003/02
TotalNet = -16
Max Draw Down = -35.5
Gross profit = 19.5
Gross loss = -35.5
Profit factor = 0.54
Total trades = 6
Profit trades (% of total) = 2 (33.33%)
Loss trades (% of total) = 4 (66.66%)
期待値 : -2.66

2003/03
TotalNet = 292
Max Draw Down = -13
Gross profit = 314
Gross loss = -22
Profit factor = 14.27
Total trades = 12
Profit trades (% of total) = 9 (75%)
Loss trades (% of total) = 3 (25%)
期待値 : 24.33

2003/04
TotalNet = 15
Max Draw Down = -54
Gross profit = 69
Gross loss = -54
Profit factor = 1.27
Total trades = 8
Profit trades (% of total) = 4 (50%)
Loss trades (% of total) = 4 (50%)
期待値 : 1.87

2003/05
TotalNet = 103.5
Max Draw Down = -81
Gross profit = 203.5
Gross loss = -100
Profit factor = 2.03
Total trades = 13
Profit trades (% of total) = 4 (30.76%)
Loss trades (% of total) = 9 (69.23%)
期待値 : 7.96

2003/06
TotalNet = 85.5
Max Draw Down = -55.5
Gross profit = 156.5
Gross loss = -71
Profit factor = 2.2
Total trades = 8
Profit trades (% of total) = 2 (25%)
Loss trades (% of total) = 6 (75%)
期待値 : 10.68

2003/07
TotalNet = 135
Max Draw Down = -24.5
Gross profit = 175.5
Gross loss = -40.5
Profit factor = 4.33
Total trades = 11
Profit trades (% of total) = 9 (81.81%)
Loss trades (% of total) = 2 (18.18%)
期待値 : 12.27

2003/08
TotalNet = 109
Max Draw Down = -52.5
Gross profit = 211.5
Gross loss = -102.5
Profit factor = 2.06
Total trades = 16
Profit trades (% of total) = 9 (56.25%)
Loss trades (% of total) = 7 (43.75%)
期待値 : 6.81

2003/09
TotalNet = 142.5
Max Draw Down = -24
Gross profit = 185.5
Gross loss = -43
Profit factor = 4.31
Total trades = 10
Profit trades (% of total) = 6 (60%)
Loss trades (% of total) = 4 (40%)
期待値 : 14.25

2003/10
TotalNet = 117
Max Draw Down = -70
Gross profit = 230.5
Gross loss = -113.5
Profit factor = 2.03
Total trades = 12
Profit trades (% of total) = 7 (58.33%)
Loss trades (% of total) = 5 (41.66%)
期待値 : 9.75

2003/11
TotalNet = -13.5
Max Draw Down = -56
Gross profit = 77
Gross loss = -90.5
Profit factor = 0.85
Total trades = 11
Profit trades (% of total) = 4 (36.36%)
Loss trades (% of total) = 7 (63.63%)
期待値 : -1.22

2003/12
TotalNet = -36.5
Max Draw Down = -69.5
Gross profit = 76
Gross loss = -112.5
Profit factor = 0.67
Total trades = 12
Profit trades (% of total) = 5 (41.66%)
Loss trades (% of total) = 7 (58.33%)
期待値 : -3.04

■2004

2004/01
TotalNet = 194
Max Draw Down = -31
Gross profit = 244
Gross loss = -50
Profit factor = 4.88
Total trades = 8
Profit trades (% of total) = 6 (75%)
Loss trades (% of total) = 2 (25%)
期待値 : 24.25

2004/02
TotalNet = 298.5
Max Draw Down = -58
Gross profit = 360
Gross loss = -61.5
Profit factor = 5.85
Total trades = 9
Profit trades (% of total) = 5 (55.55%)
Loss trades (% of total) = 4 (44.44%)
期待値 : 33.16

2004/03
TotalNet = 311
Max Draw Down = -12.5
Gross profit = 323.5
Gross loss = -12.5
Profit factor = 25.88
Total trades = 8
Profit trades (% of total) = 7 (87.5%)
Loss trades (% of total) = 1 (12.5%)
期待値 : 38.87

2004/04
TotalNet = 142
Max Draw Down = -35
Gross profit = 184.5
Gross loss = -42.5
Profit factor = 4.34
Total trades = 9
Profit trades (% of total) = 5 (55.55%)
Loss trades (% of total) = 4 (44.44%)
期待値 : 15.77

2004/05
TotalNet = -151.5
Max Draw Down = -151.5
Gross profit = 14.5
Gross loss = -166
Profit factor = 0.08
Total trades = 7
Profit trades (% of total) = 1 (14.28%)
Loss trades (% of total) = 6 (85.71%)
期待値 : -21.64

2004/06
TotalNet = 230.5
Max Draw Down = -19
Gross profit = 249.5
Gross loss = -19
Profit factor = 13.13
Total trades = 11
Profit trades (% of total) = 10 (90.9%)
Loss trades (% of total) = 1 (9.09%)
期待値 : 20.95

2004/07
TotalNet = 133
Max Draw Down = -43.5
Gross profit = 193.5
Gross loss = -60.5
Profit factor = 3.19
Total trades = 7
Profit trades (% of total) = 4 (57.14%)
Loss trades (% of total) = 3 (42.85%)
期待値 : 19

2004/08
TotalNet = 415
Max Draw Down = -53.5
Gross profit = 489
Gross loss = -74
Profit factor = 6.6
Total trades = 12
Profit trades (% of total) = 7 (58.33%)
Loss trades (% of total) = 5 (41.66%)
期待値 : 34.58

2004/09
TotalNet = 57
Max Draw Down = -29
Gross profit = 95.5
Gross loss = -38.5
Profit factor = 2.48
Total trades = 9
Profit trades (% of total) = 5 (55.55%)
Loss trades (% of total) = 4 (44.44%)
期待値 : 6.33

2004/10
TotalNet = -10.5
Max Draw Down = -50.5
Gross profit = 40
Gross loss = -50.5
Profit factor = 0.79
Total trades = 5
Profit trades (% of total) = 3 (60%)
Loss trades (% of total) = 2 (40%)
期待値 : -2.09

2004/11
TotalNet = 36
Max Draw Down = -90
Gross profit = 153.5
Gross loss = -117.5
Profit factor = 1.3
Total trades = 11
Profit trades (% of total) = 5 (45.45%)
Loss trades (% of total) = 6 (54.54%)
期待値 : 3.27

2004/12
TotalNet = -1.5
Max Draw Down = -64
Gross profit = 72
Gross loss = -73.5
Profit factor = 0.97
Total trades = 9
Profit trades (% of total) = 3 (33.33%)
Loss trades (% of total) = 6 (66.66%)
期待値 : -0.16

■2005

2005/01
TotalNet = 314
Max Draw Down = -30
Gross profit = 378.5
Gross loss = -64.5
Profit factor = 5.86
Total trades = 13
Profit trades (% of total) = 7 (53.84%)
Loss trades (% of total) = 6 (46.15%)
期待値 : 24.15

2005/02
TotalNet = 151
Max Draw Down = -34.5
Gross profit = 215
Gross loss = -64
Profit factor = 3.35
Total trades = 13
Profit trades (% of total) = 9 (69.23%)
Loss trades (% of total) = 4 (30.76%)
期待値 : 11.61

2005/03
TotalNet = 60
Max Draw Down = -35.5
Gross profit = 107.5
Gross loss = -47.5
Profit factor = 2.26
Total trades = 6
Profit trades (% of total) = 2 (33.33%)
Loss trades (% of total) = 4 (66.66%)
期待値 : 10

2005/04
TotalNet = 59
Max Draw Down = -125
Gross profit = 217
Gross loss = -158
Profit factor = 1.37
Total trades = 16
Profit trades (% of total) = 6 (37.5%)
Loss trades (% of total) = 10 (62.5%)
期待値 : 3.68

2005/05
TotalNet = 22.5
Max Draw Down = -43.5
Gross profit = 129
Gross loss = -106.5
Profit factor = 1.21
Total trades = 11
Profit trades (% of total) = 3 (27.27%)
Loss trades (% of total) = 8 (72.72%)
期待値 : 2.04

2005/06
TotalNet = 147.5
Max Draw Down = -23.5
Gross profit = 221
Gross loss = -73.5
Profit factor = 3
Total trades = 11
Profit trades (% of total) = 6 (54.54%)
Loss trades (% of total) = 5 (45.45%)
期待値 : 13.4

2005/07
TotalNet = 0
Max Draw Down = -32
Gross profit = 68.5
Gross loss = -68.5
Profit factor = 1
Total trades = 7
Profit trades (% of total) = 4 (57.14%)
Loss trades (% of total) = 3 (42.85%)
期待値 : 0

2005/08
TotalNet = 80.5
Max Draw Down = -16.5
Gross profit = 107
Gross loss = -26.5
Profit factor = 4.03
Total trades = 7
Profit trades (% of total) = 5 (71.42%)
Loss trades (% of total) = 2 (28.57%)
期待値 : 11.5

2005/09
TotalNet = 36.5
Max Draw Down = 0
Gross profit = 36.5
Gross loss = 0
Profit factor = 36.5
Total trades = 4
Profit trades (% of total) = 4 (100%)
Loss trades (% of total) = 0 (0%)
期待値 : 9.12

2005/10
TotalNet = 35.5
Max Draw Down = -46.5
Gross profit = 111
Gross loss = -75.5
Profit factor = 1.47
Total trades = 8
Profit trades (% of total) = 4 (50%)
Loss trades (% of total) = 4 (50%)
期待値 : 4.43

2005/11
TotalNet = -0.5
Max Draw Down = -51
Gross profit = 165.5
Gross loss = -166
Profit factor = 0.99
Total trades = 16
Profit trades (% of total) = 6 (37.5%)
Loss trades (% of total) = 10 (62.5%)
期待値 : -0.03

2005/12
TotalNet = -37.5
Max Draw Down = -43.5
Gross profit = 37.5
Gross loss = -75
Profit factor = 0.5
Total trades = 7
Profit trades (% of total) = 2 (28.57%)
Loss trades (% of total) = 5 (71.42%)
期待値 : -5.35

■2006

2006/01
TotalNet = -36.5
Max Draw Down = -89
Gross profit = 102.5
Gross loss = -139
Profit factor = 0.73
Total trades = 10
Profit trades (% of total) = 2 (20%)
Loss trades (% of total) = 8 (80%)
期待値 : -3.65

2006/02
TotalNet = 42.5
Max Draw Down = -44
Gross profit = 132
Gross loss = -89.5
Profit factor = 1.47
Total trades = 13
Profit trades (% of total) = 6 (46.15%)
Loss trades (% of total) = 7 (53.84%)
期待値 : 3.26

2006/03
TotalNet = -24
Max Draw Down = -82.5
Gross profit = 66
Gross loss = -90
Profit factor = 0.73
Total trades = 8
Profit trades (% of total) = 3 (37.5%)
Loss trades (% of total) = 5 (62.5%)
期待値 : -3

2006/04
TotalNet = 30
Max Draw Down = -67
Gross profit = 183
Gross loss = -153
Profit factor = 1.19
Total trades = 16
Profit trades (% of total) = 7 (43.75%)
Loss trades (% of total) = 9 (56.25%)
期待値 : 1.87

2006/05
TotalNet = 200.5
Max Draw Down = -61.5
Gross profit = 344
Gross loss = -143.5
Profit factor = 2.39
Total trades = 14
Profit trades (% of total) = 7 (50%)
Loss trades (% of total) = 7 (50%)
期待値 : 14.32

2006/06/24まで
TotalNet = -86
Max Draw Down = -86
Gross profit = 3
Gross loss = -89
Profit factor = 0.03
Total trades = 7
Profit trades (% of total) = 1 (14.28%)
Loss trades (% of total) = 6 (85.71%)
期待値 : -12.28

という訳で、こんなシステムをフルレバで運用していきます。
無謀です。愚の骨頂です。だがそれがいい。

--

しかし、月別で見てくと色々覚悟できていい感じだなぁ。
そうか、一月で-150p行くこともある訳か…。資産半減するなぁ、怖ぇなぁ。
ただ月間で負け越す事はそうそう無い訳か。でも微妙な月なら沢山あるらしいから、そこんとこはそんな気にしなくていい訳だな。なるほどなぁ。
これなら気分的にちゃんと向かい合えそうな気がしてきた。

しかしまぁ、2006年の成績の悪いこと悪いこと。過去最低行きそうだ。というかそもそもPF1.2以下くらいになるともうフルレバやると資産マイナスになります。かなりヤバイライン。
むしろぶっちゃけこのシステムこの年で死ぬのかも知れないです。
…まぁでも気にせず行きますともさ。

恐らくこのブログは今後、普通の堅実なシステムトレーダーが「ひょっとしたらイケるのかも…」と妄想しつつ、でも「ダメで元々…」とは開き直れない妄想部分、それを実際にやってみせる一種の自爆系シストレブログっていう路線になってくんじゃないかと思われます。
だからまぁ、それこそある種のギャンブルかと。ただ一応、元・ハイレバ裁量トレーダーとしての経験と哲学を持って「このシステムでそこそこイケるはず」とは思ってます。

まぁあまり過度に期待してると疲れるし端から見てても夢見すぎで滑稽だろうから、ノリとしてはパチスロや競馬に5万円注ぐよりこっちに放りこんだ方が楽しそうだなってくらいで行きます。
でも実際、上記の各トレードををそのままフルレバで行うと資産は 1,437,829倍くらいになるんだそうで、まぁ勿論5万が700億になるなんてそんなとんでもございませんってちゃんと思ってますが（いや、ちょっとはスケベ心あるけれど…）、まぁ狙ってみるバカが居てもオモシロイですよね。ネタ的に。

そんな感じで、FXトレーダーの皆さんにネタを提供していくべく、このブログは気長にやってきたいと思います。実は最近、またブログ続けるのに疲れて来てたんですが、やっぱ頑張って続けます。
それこそ、1回くらい資産全滅しても諦めず、なんなら毎年5万円を用意してでも長期でやって行こうと思います。
たかだか5万円でも、長い将来に1回 2003年-2005年みたいな相場が1度でも来たら6億達成しちゃう訳で、まぁ実際は指値滑ったり何なりがあってそこまで行かなくても、それでも年末ジャンボよりは夢があるんじゃないかなーとか、そう気楽に思って諦め悪くやっていきます　ノ

トンデモな夢でも見てるだけで人生少し前向きになれますからね。
楽しく気長にやっていきたいです。