"""FTMO・The5ers・Fintokei・Hantec の2ステップ系を、同じ前提で1年間まわして比べるモンテカルロ。 ルール（2026-09-27 に各社公式で確認） - FTMO 2-Step: 10%→5%／日次5%（当日0時の残高−初期の5%）／最大10%静的（出金しても動かない）／最低4取引日／分配80%／ 参加費は初回報酬で100%返金。€540 → $619 - FTMO 1-Step: 10%／日次3%／最大10%は日末の最高残高に追従、報酬で新口座になると初期の90%に戻る／ベストデイ50%／分配90%／返金なし。€499 → $572 - The5ers High Stakes $100K Classic: 8%→5%／New: 10%→5%／日次4%・最大8%（初期残高基準、出金で余裕が減る）／各ステップ 0.5%以上の利益日×3／ 分配80%／出金は1回$4,000まで・最低$500／参加費はステップ1通過で10%・ステップ2通過で20%がハブクレジット（次の購入にだけ使える）、 ファンド到達で70%が口座残高に加算。Classic $455 / New $405 - Fintokei チャレンジ（サファイヤ 2,000万円 ¥109,800＝口座の0.549%）: 8%→6%／日次5%／最大10%静的／最低3取引日／分配80%／ スケーリング道場の白帯（取引20日＋報酬2回、2026-06-03開始）で購入時と同額の契約金＝2回目の報酬で参加費が戻る - Hantec Enhanced: 10%→5%／日次5%／最大10%静的だが初回出金で初期残高に固定／各ステージと出金ごとに0.5%以上の利益日×3／分配80%。$599 - Hantec Endurance: 6%×3／日次4%／最大8%静的（出金しても動かない）／各ステージ3取引日／分配80%。$299 前提（固定）: 1日の損失は全プラン共通で初期残高の2.5%まで（超えそうならその日は張らない）・口座$100K相当・250営業日・1日3トレード・RR1:1・ロットは初期残高の r% 固定・ポジションは1つずつ （同時に持たないので含み損3%系のルールには当たらない）・コスト0.05R/トレード・失格したら同じプランを買い直す・ スケーリングなし・年末に口座に残った利益は数えない・出金サイクル14日（10営業日）。 動かすもの: プラン、勝率、r、出金時に口座へ残す余裕 B（全額出金の決まりがある FTMO 1-Step は 0 固定）。 """ import sys import json import numpy as np from numba import njit, prange DAYS, K, CYCLE = 250, 3, 10 DAILY_STOP = 0.025 # 全プラン共通: 1日の損失は初期残高の2.5%まで（会社の日次損失がもっと厳しければそちら） PLANS = { # price targets ns mdd daily doi lock trail reset md mdn cons cm full split refund cr1 cr2 fcash cap pmin pdays "FTMO 2-Step": (619, (0.10, 0.05, 0.0), 2, 0.10, 0.05, 1, 0, 0, 0, 2, 4, 0.0, 0, 0, 0.8, 1, 0.0, 0.0, 0.0, 9.0, 0.0002, 0), "FTMO 1-Step": (572, (0.10, 0.0, 0.0), 1, 0.10, 0.03, 1, 0, 2, 1, 0, 0, 0.5, 1, 1, 0.9, 0, 0.0, 0.0, 0.0, 9.0, 0.0002, 0), "The5ers Classic": (455, (0.08, 0.05, 0.0), 2, 0.08, 0.04, 0, 0, 0, 0, 1, 3, 0.0, 0, 0, 0.8, 0, 0.1, 0.2, 0.7, 0.04, 0.005, 3), "The5ers New": (405, (0.10, 0.05, 0.0), 2, 0.08, 0.04, 0, 0, 0, 0, 1, 3, 0.0, 0, 0, 0.8, 0, 0.1, 0.2, 0.7, 0.04, 0.005, 3), "Fintokei": (549, (0.08, 0.06, 0.0), 2, 0.10, 0.05, 0, 0, 0, 0, 2, 3, 0.0, 0, 0, 0.8, 2, 0.0, 0.0, 0.0, 9.0, 0.0002, 0), "Hantec Enhanced": (599, (0.10, 0.05, 0.0), 2, 0.10, 0.05, 0, 1, 0, 0, 1, 3, 0.0, 0, 0, 0.8, 0, 0.0, 0.0, 0.0, 9.0, 0.0002, 3), "Hantec Endurance": (299, (0.06, 0.06, 0.06), 3, 0.08, 0.04, 0, 0, 0, 0, 2, 3, 0.0, 0, 0, 0.8, 0, 0.0, 0.0, 0.0, 9.0, 0.0002, 0), } KEYS = ["price", "tg", "ns", "mdd", "daily", "doi", "lock", "trail", "reset", "md", "mdn", "cons", "cm", "full", "split", "refund", "cr1", "cr2", "fcash", "cap", "pmin", "pdays"] PLANS = {k: dict(zip(KEYS, v)) for k, v in PLANS.items()} DAILY_FULL = {"FTMO 2-Step": 0.015, "FTMO 1-Step": 0.009, "The5ers Classic": 0.0125, "The5ers New": 0.0125, "Fintokei": 0.015, "Hantec Enhanced": 0.015, "Hantec Endurance": 0.0125} @njit(parallel=True, cache=True) def run(n, seed, p, r, cost, price, targets, n_stages, mdd, daily, doi, lock, trail, reset, mdkind, mdn, cons, cm, full, split, refund, cr1, cr2, fcash, cap, pmin, pdays_req, buf): """price は口座比（$100K なら 0.00619 など）。戻り値は口座比。""" paid = np.zeros(n) fees = np.zeros(n) funded_n = np.zeros(n) for i in prange(n): np.random.seed(seed + i) credit = 0.0 fees[i] = price mode = 0; stage = 0 bal = 1.0; line = 1.0 - mdd; eodhigh = 1.0 pdays = 0; tdays = 0; best = 0.0; possum = 0.0 since = 0; paidthis = 0; npay = 0; fdays = 0 for d in range(DAYS): start = bal dead = False reached = False dl = start - daily if doi == 1 else start * (1.0 - daily) for k in range(K): if reached: break # 自分で決めた1日の損失上限（全プラン共通で初期残高の2.5%）と会社の日次損失の、厳しいほうを超えそうならその日は張らない stopline = start - DAILY_STOP if dl > stopline: stopline = dl if bal - r * (1.0 + cost) < stopline - 1e-12: break if np.random.random() < p: bal += r * (1.0 - cost) else: bal -= r * (1.0 + cost) if bal < line - 1e-12 or bal < dl - 1e-12: dead = True break if mode == 0 and bal >= 1.0 + targets[stage] - 1e-12: reached = True if dead: use = credit if credit < price else price fees[i] += price - use credit -= use mode = 0; stage = 0; bal = 1.0; line = 1.0 - mdd; eodhigh = 1.0 pdays = 0; tdays = 0; best = 0.0; possum = 0.0; since = 0; paidthis = 0; npay = 0; fdays = 0 continue dp = bal - start tdays += 1 if dp >= 0.005 - 1e-12: pdays += 1 if dp > best: best = dp if dp > 0: possum += dp if trail == 2: if bal > eodhigh: eodhigh = bal nl = eodhigh - mdd if nl > line: line = nl if mode == 0: if bal >= 1.0 + targets[stage] - 1e-12: ok = True if mdkind == 1 and pdays < mdn: ok = False if mdkind == 2 and tdays < mdn: ok = False if cons > 0 and best > cons * possum + 1e-12: ok = False if ok: if stage == 0: credit += cr1 * price elif stage == 1: credit += cr2 * price stage += 1 bal = 1.0; line = 1.0 - mdd; eodhigh = 1.0 pdays = 0; tdays = 0; best = 0.0; possum = 0.0 if stage >= n_stages: mode = 1; since = 0; paidthis = 0; npay = 0; fdays = 0 bal += fcash * price # The5ers: ファンド到達で参加費の70%が口座残高に加算 funded_n[i] += 1.0 else: since += 1 fdays += 1 if since >= CYCLE: profit = bal - 1.0 ok = True if pdays_req > 0 and pdays < pdays_req: ok = False if cons > 0 and profit > 0 and best > cons * possum + 1e-12: ok = False if full == 1: amt = profit else: amt = bal - (1.0 + buf) if amt > cap: amt = cap if ok and amt >= pmin: paid[i] += amt * split npay += 1 # refund = 参加費が戻る報酬の回数（FTMO 2-Step は1回目、Fintokei は道場の白帯＝2回目かつ取引20日） if paidthis == 0 and refund > 0 and npay >= refund and (refund < 2 or fdays >= 20): paid[i] += price paidthis = 1 bal -= amt since = 0; pdays = 0; best = 0.0; possum = 0.0 if lock == 1: line = 1.0 if reset == 1: bal = 1.0; line = 1.0 - mdd; eodhigh = 1.0 return paid, fees, funded_n def main(): n = int(sys.argv[1]) if len(sys.argv) > 1 else 20000 out = sys.argv[2] if len(sys.argv) > 2 else "sim_4firms.json" edges = [("ゼロ", 0.50), ("小", 0.52), ("中", 0.55), ("強", 0.58)] risks = [0.005, 0.01, 0.015] bufs = [0.0, 0.02, 0.04, 0.06, 0.08, 0.10, 0.12, 0.16] rows = [] for name, P in PLANS.items(): for ename, p in edges: for r in risks: for b in ([0.0] if P["full"] else bufs): paid, fees, fn = run(n, 12345, p, r, 0.05, P["price"] / 100000, np.array(P["tg"]), P["ns"], P["mdd"], P["daily"], P["doi"], P["lock"], P["trail"], P["reset"], P["md"], P["mdn"], P["cons"], P["cm"], P["full"], P["split"], P["refund"], P["cr1"], P["cr2"], P["fcash"], P["cap"], P["pmin"], P["pdays"], b) net = (paid - fees) * 100000 rows.append(dict(plan=name, edge=ename, r=r, buf=b, net=float(net.mean()), pos=float((net > 0).mean()), paid=float(paid.mean() * 100000), fee=float(fees.mean() * 100000), funded=float((fn > 0).mean()))) json.dump(rows, open(out, "w", encoding="utf-8"), ensure_ascii=False) for title, rf in (("1回0.5%", lambda p: 0.005), ("1回1.0%", lambda p: 0.01), ("1回1.5%", lambda p: 0.015)): print(f"\n## {title}") for ename, _ in edges: cells = [] for pl in PLANS: c = [x for x in rows if x["plan"] == pl and x["edge"] == ename and abs(x["r"] - rf(pl)) < 1e-9] b = max(c, key=lambda x: x["net"]) cells.append(f"{pl[:12]:12s}{b['net']:+8.0f}({b['pos']*100:3.0f}% B{b['buf']*100:.0f})") print(f"{ename:3s} " + " ".join(cells)) if __name__ == "__main__": main()