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In some current American slang it is a reference to male ejaculation; however the phrase has a very long history covering most of the time that muskets have been in use up to the present. The wad is a piece of paper put in the muzzle along with the projectile and gun powder. If the shooter is too hasty -- say in a tense battle -- they may not include the projectile. The result is a fire without the intended bullet; only the wad will fly out...a wasted shot. Hence, "shooting your wad" can mean expending your energy fruitlessly. The OED also references the wad as in a roll of paper money; in this case "shooting your wad" means blowing all your cash at once.
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What is origin of the idiom blow your wad?
The origin comes from the days of muzzle-load firearms: both big and small. To ensure a good seal for the black powder, it was common practice to place an amount of cloth (called wadding) between the powder and the projectile. If the wadding comes out of the gun after the projectile, then the gun has completed a full and proper firing, which is what you want.Thus, blowing (or shooting) one's wad (or load) comes to means a full and complete discharge or release, and the terms can be used both inside and outside of sexual circles (in the latter case, saying someone shot their load can mean they put everything they had left into an effort).
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