"""FTMO（2-Step / 1-Step）と Hantec（Enhanced / EnhancedX / Endurance）を1年間まわして比べるモンテカルロ。 ルール（公式で確認）: - FTMO（2026-09-27 ftmo.com/en/trading-objectives/ と比較表） 2-Step: 目標 10%→5%、日次5%（当日0時の残高 − 初期の5%）、最大10%静的（ファンド口座も同じ、出金しても動かない）、 最低4取引日、分配80%（スケールで90%）、参加費は初回報酬で100%返金 1-Step: 目標10%、日次3%（同上）、最大10%は日末の最高残高に追従（上限なし）、報酬を出して新しいファンド口座になると 初期残高の90%に戻る（報酬は口座に残せない＝全額）、ベストデイ50%（合格と各報酬）、分配90%、返金なし - Hantec（2026-09-27 公式ヘルプ）: scripts/sim-hantec-plans.py と同じ 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）・$100K・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・ コストは1トレードあたり 0.05R・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。 動かすもの: プラン、勝率、r、出金時に口座へ残す余裕 B（EnhancedX・FTMO 1-Step は全額出金なので 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） EURUSD = 1.146 # name: price, targets, n_stages, mdd, daily, daily_on_initial, lock_on_payout, trail(0なし 1確定残高追従&初期でロック 2日末最高残高追従&上限なし), # reset_on_payout, mindays(0/1利益日0.5%/2取引日), mindays_n, cons(0なし), consmode(0: best/総利益 1: best/プラス日の合計), # full_payout, split, refund PLANS = { "Hantec Enhanced": dict(price=599, tg=(0.10, 0.05, 0.0), ns=2, mdd=0.10, daily=0.05, doi=0, lock=1, trail=0, reset=0, md=1, mdn=3, cons=0.0, cm=0, full=0, split=0.8, refund=0), "Hantec EnhancedX": dict(price=599, tg=(0.08, 0.04, 0.0), ns=2, mdd=0.08, daily=0.04, doi=0, lock=0, trail=0, reset=0, md=0, mdn=0, cons=0.35, cm=0, full=1, split=0.8, refund=0), "Hantec Endurance": dict(price=299, tg=(0.06, 0.06, 0.06), ns=3, mdd=0.08, daily=0.04, doi=0, lock=0, trail=0, reset=0, md=2, mdn=3, cons=0.0, cm=0, full=0, split=0.8, refund=0), "FTMO 2-Step": dict(price=round(540 * EURUSD), tg=(0.10, 0.05, 0.0), ns=2, mdd=0.10, daily=0.05, doi=1, lock=0, trail=0, reset=0, md=2, mdn=4, cons=0.0, cm=0, full=0, split=0.8, refund=1), "FTMO 1-Step": dict(price=round(499 * EURUSD), tg=(0.10, 0.0, 0.0), ns=1, mdd=0.10, daily=0.03, doi=1, lock=0, trail=2, reset=1, md=0, mdn=0, cons=0.50, cm=1, full=1, split=0.9, refund=0), } # よく使う割引: Hantec は公式常設 NEW35（35%OFF）、FTMO は 2026-09-27 時点の公式サイトのセール価格（€439 / €399） SALE = {"Hantec Enhanced": 0.65, "Hantec EnhancedX": 0.65, "Hantec Endurance": 0.65, "FTMO 2-Step": 439 / 540, "FTMO 1-Step": 399 / 499} @njit(parallel=True, cache=True) def run(n, seed, p, r, cost, targets, n_stages, mdd, daily, doi, lock, trail, reset, mdkind, mdn, cons, cm, buf, full, split): paid = np.zeros(n) buys = np.zeros(n) firstpay = np.zeros(n) # 初回報酬を受けた回数（返金の回数） funded_n = np.zeros(n) for i in prange(n): np.random.seed(seed + i) mode = 0; stage = 0 bal = 1.0; line = 1.0 - mdd; high = 1.0; eodhigh = 1.0 buys[i] = 1.0 pdays = 0; tdays = 0; best = 0.0; possum = 0.0 since = 0; locked = 0; paidthis = 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 trail == 1 and locked == 0: if bal > high: high = bal nl = high - mdd if nl >= 1.0: nl = 1.0 if nl > line: line = nl 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: buys[i] += 1.0 mode = 0; stage = 0; bal = 1.0; line = 1.0 - mdd; high = 1.0; eodhigh = 1.0 pdays = 0; tdays = 0; best = 0.0; possum = 0.0; since = 0; locked = 0; paidthis = 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: # 日末の最高残高に追従（初期残高より下がらない、上限なし） 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: denom = (bal - 1.0) if cm == 0 else possum if best > cons * denom + 1e-12: ok = False if ok: stage += 1 bal = 1.0; line = 1.0 - mdd; high = 1.0; eodhigh = 1.0 pdays = 0; tdays = 0; best = 0.0; possum = 0.0 if stage >= n_stages: mode = 1; since = 0; locked = 0; paidthis = 0 funded_n[i] += 1.0 else: since += 1 if since >= CYCLE: profit = bal - 1.0 ok = True if mdkind == 1 and pdays < mdn: ok = False if cons > 0 and profit > 0: denom = profit if cm == 0 else possum if best > cons * denom + 1e-12: ok = False if full == 1: amt = profit if cm == 0 and cons > 0 and amt < 0.02 - 1e-12: ok = False # EnhancedX は最低2% else: amt = bal - (1.0 + buf) if ok and amt >= 0.0002: paid[i] += amt * split if paidthis == 0: firstpay[i] += 1.0 paidthis = 1 bal -= amt since = 0; pdays = 0; best = 0.0; possum = 0.0 if lock == 1: line = 1.0 locked = 1 if reset == 1: # 新しいファンド口座（初期残高・最大損失は初期の90%から） bal = 1.0; line = 1.0 - mdd; eodhigh = 1.0 return paid, buys, firstpay, 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 "ftmo_vs_hantec.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] cost = 0.05 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, buys, fp, fn = run(n, 12345, p, r, cost, 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"], b, P["full"], P["split"]) paid_usd = paid * 100000 for disc, dname in ((1.0, "定価"), (SALE[name], "割引")): price = P["price"] * disc fee = buys * price - (fp * price if P["refund"] else 0) net = paid_usd - fee rows.append(dict(plan=name, edge=ename, r=r, buf=b, price=dname, net=float(net.mean()), pos=float((net > 0).mean()), paid=float(paid_usd.mean()), fee=float(fee.mean()), buys=float(buys.mean()), funded=float((fn > 0).mean()))) json.dump(rows, open(out, "w", encoding="utf-8"), ensure_ascii=False) full = {"Hantec Enhanced": 0.015, "Hantec EnhancedX": 0.0125, "Hantec Endurance": 0.0125, "FTMO 2-Step": 0.015, "FTMO 1-Step": 0.009} for price in ("定価", "割引"): 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} [{price}]") 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 and x["price"] == price] b = max(c, key=lambda x: x["net"]) cells.append(f"{pl.split()[-1]:9s}{b['net']:+8.0f}({b['pos']*100:3.0f}% B{b['buf']*100:.0f} 買{b['buys']:.1f})") print(f"{ename:3s} " + " ".join(cells)) if __name__ == "__main__": main()