【Weekly Report】7/20-24｜Unrealized loss of Shōkinryū temporarily over 1,000,000 yen (Behind the scene of weekly realized profit +57,817 yen)
This week (7/20–7/24) for Shoukinryu saw realized profits accumulate from Monday to Wednesday in the first half, but in the latter part of the week, Thursday and Friday, there were zero settlements, ending the week with an unrealized loss. There were moments where unrealized losses temporarily exceeded1,000,000 yen, and the position at that time was only0.03 lots. Despite the small lot size, the fluctuation in mark-to-market value was by no means small. This week, we will report not only the good results but also the tough results as they are.
From Monday (7/20) to Wednesday (7/22) at the start of the week, profits were realized steadily every day. However, from Thursday (7/23) the trend changed, and for two days, Thursday and Friday, there were no settlements, ending the week with unrealized losses.
The reason settlements were zero on Thursday and Friday is that, due to a grid strategy design called napin, positions with unrealized losses are kept open and not cut, remaining open until settlement conditions are met. During this period, evaluation profit and loss worsened, and within the week there weremoments where unrealized losses exceeded 1,000,000 yen. The positions were very small at 0.03 lot, yet the amount was still significant. This was a week that reminded us of how much variability can occur when increasing the lot size.
In the backtest published on the product page for Shoukinryu, the maximum drawdown (DD) is 12%. This week, unrealized losses temporarily exceeded this level.
Unrealized losses are not realized until positions are settled. However, it cannot be promised that they will necessarily shrink or recover in the future. Past backtests include scenarios where evaluation losses became large, but there is no guarantee that the future will behave identically for any EA.
Whether the week is good or tough, the policy remains to report actual numbers as they are. Please judge within your own financial situation and risk tolerance, doing so within a range that is manageable for you.
- Weekly realized profit of +57,817 yen (Mon–Wed three days)
- Thu–Fri settlements were zero, ending the week with unrealized losses
- During the week, unrealized lossesexceeded 1,000,000 yen. Holdings were only 0.03 lot.
- Above the maximum DD (12%) shown in the product page backtest
- Recovery or shrinking is not guaranteed, but actual figures will continue to be published without hiding them
