No. 29 ｜ Shiroyagi's EA Operation Diary ｜ FX3EA realized P/L +2,666 JPY, unrealized total changes from −49,551 JPY to −24,339 JPY (10/2〜10/9)

The updates have been spaced apart, but I will summarize the six trading days from October 2 to 9. During this period, there were 25 total settlements across the four forward-testing products, and the net profit of FX3EA was +2,666 yen. Kuroyagi-san Evolution Edition closed out the five lots bought in September, leaving zero holdings, and FX3EA’s unrealized total went from −49,551 yen on October 1 to −24,339 yen, a tightening of 25,212 yen.

■Market during this period

The US September nonfarm payrolls released on October 2 showed the number of jobs added in the private sector at +29,000, far below market expectations (+90,000), and the unemployment rate rose to 4.2% (expected 4.1%). With signs of a softening labor market, expectations for a rate hold at the October FOMC increased, and the S&P 500 on that day rose to7,722.72(previous close +56.27, +0.73%). The USD/JPY fell to 156.95 on the 2nd, and on the 5th in New York, GPIF reportedly did not discuss a revision of its basic portfolio at September’s meeting, allowing the pair to rebound to 158.30. AUD/JPY fell to the low 109s on Oct 1 due to Australia’s CPI coming in below expectations, but recovered to the 110s by Oct 5 after a three-day rally.

The S&P 500 on the 6th rose to7,818.93(+0.58%), extending a four-day rise and reaching a new high above the 7,800 level. On the 7th, profit-taking and rising long-term rates and higher crude oil prices caused7,801.77to drop (−0.22%). The minutes of the Sept FOMC released on that day (U.S. time) showed that many participants viewed further rate hikes this year as appropriate. The S&P 500 for the weekend on the 9th closed at7,811.54(vs prior close +46.18, +0.6%), a weekly gain of +88.82 (+1.2%) from the prior close. The Nikkei 225 closed on Oct 9 at69,030.92 yen(down 11.19 from the prior close) vs Oct 1’s close of 68,956.72 yen, +74.20; TOPIX at4,104.81(up 13.35). Yahoo! Finance values at 20:00–21:00 on Oct 10 (Saturday, hence reflecting Friday's New York close) showed the following: USD/JPY 9.583 yen for the Indian rupee? (ここは直訳のまま保持できるよう意図的に英訳しています) Land yen 9.583 yen, AUD/JPY 110.596 yen, NZD/JPY 88.868 yen, USD/JPY 158.271 yen. Compared to Oct 1 evening values, USD/JPY rose by +0.283 yen (157.988 → 158.271), AUD/JPY rose by +0.861 yen (109.735 → 110.596), NZD/JPY rose by +0.172 yen (88.696 → 88.868).

■EA Status by Item (Oct 2–10/9)

“Period earnings” are the sum of daily profits and losses (profits + swaps, fees separate) from the detailed statistics on each product’s page for Oct 2–9. Balances and unrealized P/L are the page values displayed from 10/10 20:00–20:45 (since markets are closed on the 9th in New York price levels). The comparison baseline is Oct 1 (Thu) 20:36–20:50 (as described in Issue 28). Annualized rates (this year / total) are indicative values based on simple interest and initial amount.

①sheep6 AUD/JPY · NZD/JPY | M30 | Long-only, up to 6 trades

During this period there were no settlements or new positions. We carried over 4 NZD/JPY longs (Buys on Aug 21 at 95.113, 0.01 lot; Sep 2 at 92.846, 0.02; Sep 8 at 90.578, 0.03; Sep 30 at 88.309, 0.05; total 0.11 lot). NZD/JPY barely recovered from 88.696 on Oct 1 night to 88.868 on Oct 9, reducing unrealized by 745 yen from −21,948 to −21,203. In balance terms about 1.2%, the maximum drawdown recorded was 226,351 yen (26.62%), which is below 10% of the balance.

②Kuroyagi-san Evolution Edition AUD/JPY | M30 | MA + BB contrarian cross, averaging & swaps

This period’s most active EA. On Oct 7 at 03:14, five positions opened Sep 21–30 (112.145, 111.377, 110.596, 109.827, 109.056, each 0.03 lots) were settled together at 110.625–110.626, yielding realized profit +381 yen and swaps +1,099 yen for a total +1,480 yen. Subsequently, positions were opened on Oct 7 at 06:30 (110.453) and Oct 8 at 03:45 (109.703) with 0.03 lot each, and both were settled at Oct 8 17:28 at 110.167 (−858 yen + swap 59 + +1,392 = +593). On Oct 9 16:00 one more 0.03 lot at 110.373 was settled at 22:55 at 110.559 for +558 yen. By Oct 9 holdings were zero, unrealized P/L is 0. At Oct 1, the five positions at 0.15 lots moved to 0.58–0.50 lots after reorganizing, with AUD/JPY returning to the 110s. The win rate shown above is 70.10% (2506/3575), the profit factor 1.17, and the maximum drawdown 29.13% (1,245,840 yen).

③kotukotu-EX ZAR/JPY | H4 | BB trend-following, averaging & swap

At 6:11 on the 6th, four positions (Sept 21 at 9.680, Oct 1 at 9.560, 9.521, 9.480, each 0.21 lot) were settled at 9.553–9.554, giving a calendar figure of +42 yen after adding swap +588 yen and minus 0 fees. At 8th 17:27, three positions (Sept 23 at 9.641, Oct 7 at 9.515 and 9.475) were settled at 9.533–9.534, giving −630 yen plus swap +623 yen = −7. Fees for 7 settlements total −1,029 yen, resulting in a net balance change of −994 yen. [Post-adjustment] The three opened Oct 1 and Sept 21/23 positions were not reflected at the time of Issue 28; settlement clarified. Unrealized moved from −3,779 to −3,136, 0.2% of balance, maximum drawdown 202,772 yen (41.61%), about 1.5% of total. Win rate 73.33% (594/810), profit factor 1.63.

④Index Seven S&P500・Nikkei 225 | D1 | 7-logic long-only

On Sep 28, settled the S&P500 long (7,733.07, 0.01 lot) at Oct 4 22:00 (transaction history display time) for 7,735.36, yielding +$2.29 (fees −$0.25; calendar shows +2 on the 4th). New entries were on Oct 5 00:00 (7,738.51) and Oct 7 00:00 (7,834.22), both 0.01 lot. From one position held as of Oct 1 to settlement of one and two new positions, holdings are now two. Account balance moved from $10,436.00 to $10,438.00, unrealized moved from −$50.00 to −$11.00. Win rate 45.83% (11/24), profit factor 1.61, max drawdown 38.91% ($428.00).

⑤Rand Builder ZAR/JPY | Swap + compounding; 3-layer decline protection

At 11:42 on the 6th, six positions (Sept 23 at 9.638, Oct 1 at 9.598, 9.556, 9.517, 9.479, each 0.05 lot; and Oct 1 at 9.439 with 0.01 lot) were settled at 9.555, yielding +198 yen as calendar figure after adding swap +147 yen. At 17:27 on the 9th, six positions (Sept 23 at 9.641, Oct 7 at 9.515 and 9.475) were settled at 9.533–9.534, yielding +496 yen after swap +106 with +601? It says +601; thus overall +601. Fees for 9 settlements amount to −287 yen, resulting in a balance change of +512 yen. At 12:05 on the 9th, opened 0.05 lot at 9.560; holdings changed from 11 lots 0.68 to 9 lots 0.58 (8 lots 0.53 from Aug 25–Sept 14 and 1 lot on Oct 9). [Post-adjustment] The three positions opened Oct 1 at 17:02, 17:32, 18:31 were not reflected at Issue 28; unrealized moved to −17,892 yen from −15,103 yen. About 1.8% of initial 1,000,000 yen, and far below the designed maximum drawdown (unrealized included) about 22.5%. Win rate 64.29% (18/28), profit factor 2.39, max drawdown 48.31% (26,917 yen).

⑥ Rand Builder (Real account)FXTF · ZAR/JPY | H4 Active | Self-measured (MT4 screen)

From here onward, this is not GogoJungle forward testing, but the MT4 screen of Rand Builder that I operate in my FXTF real account. Figures are copied exactly from MT4 display. Comparison is against the previous capture on 9/28 13:05.

In the real account as well, EA2 settled 12 times during this period. According to MT4 display, on Oct 1 at 08:15 three positions (Sept 21 at 9.678, Sept 28 at 9.598 and 9.567, each 0.12 lot) were settled at 9.632–9.634, yielding +739 yen after swapping +307 yen and fees −252 yen. At 11:42–11:43 on the 6th, six positions (Sept 23 at 9.638, Oct 1 at 9.598, 9.556, 9.525, 9.480, each 0.12 lot, plus 0.01 at 9.439) were settled at 9.556–9.557, yielding −120 yen after swap +346 and fees −427. On the 9th at 05:20, three positions opened on the 6th and 7th (9.560, 9.520, 9.480, each 0.12) were settled at 9.554, yielding +1,222 yen after swap +250 and fees −252. The total +1,841 yen matches the account balance difference (1,309,365 → 1,311,206) and the MONITOR panel’s “This month’s realized” +1,841 yen. EA2 was rebuilt at 12:02 on the 9th (MT4 display) at 9.556 yen for 0.12 lot; holdings remain 1 lot. EA1’s 8 positions (Aug 26–Sept 10, total 1.35 lots) showed no activity during the period, unrealized moved from −37,151 yen to −36,839 yen (widening by 4,900 yen since Sept 28). Margin maintenance rate rose from 1041% to 1130%, and the estimated drawdown decreased from 4.492 to 4.428.

■Period summary

FX3EA total: Period realized earnings+2,666 yen / Oct 9 unrealized P/L total−24,339 yen
Index Seven (USD denoted): Period realized earnings+$2.29 / Unrealized−$11.00
Rand Builder (Forward): Period realized earnings+799 yen / Unrealized−17,892 yen
Rand Builder (Real account · FXTF): Period realized earnings+1,841 yen / Unrealized−36,839 yen

During this period there were 25 settlements in total (Kuroyagi-san Evolution Edition 8, Kotukotu-EX 7, Index Seven 1, Rand Builder 9). Of FX3EA’s total realized +2,666 yen, +2,631 yen came from Kuroyagi-san Evolution Edition, with five positions settled on the 7th in a batch (+1,480 yen) accounting for more than half. Sheep6 had no settlements this period. As of Sep 9, FX3EA unrealized total was −24,339 yen, with breakdown: Sheep6 −21,203 yen, Evolution Edition 0 yen, Kotukotu-EX −3,136 yen; the reduction since Oct 1 amounts to 25,212 yen, largely due to rebalancing of Evolution Edition. Rand Builder Forward, however, widened unrealized by 2,789 yen as it repeatedly settled and added positions.No abnormality in any EA this period.

■Announcements

The simple daily updates from Monday to Thursday (entries ①–⑤ and a brief note) and the weekly Sunday summary remain unchanged. October’s main happenings are the US FOMC on Sep 27–28 and the Bank of Japan policy meeting on Oct 29–30 (Outlook Report release).

■EA list

• sheep6(Win rate 92.84% / PF 5.39 / max DD 26.62%)
• Carefully steady Kuroyagi-san Evolution Edition AUDJPY(Win rate 70.11% / PF 1.17 / max DD 29.17%)
• kotukotu-EX ZARJPY(Win rate 73.47% / PF 1.64 / max DD 41.61%)
• Index Seven | Nikkei 225 & S&P500(4th month of testing)
• Rand Builder Rand Builder(Forward testing, 51st day)

This article is for information only and does not constitute investment advice. The figures shown are from GogoJungle forward testing (demo account) and the real account in item ⑥ is self-measured from MT4; future results are not guaranteed.