I want to plot a figure like this one:
but with only sketched data curves. The x and y axes should not be sketched.
Is this possible using Gnuplot?
I think you may find this link useful, since it's exactly what you are asking for :)
http://rfonseca.github.io/xkcd-gnuplot/
Essentially, it applies a function to jiggle the line and make it pseudo-hand-drawn:
jiggle(x) = x*(1+(2*rand(0)-0.5)*0.015)
plot jiggle(sin(x))
And this is the result:
You may also want to increase samples with set samples 1000
to have better results avoiding spikes in jiggled lines.
(As a curiosity, that page is inspired by a StackExchange answer, that contains a very advanced (and amazing, IMHO) approach to this problem, unfortunately only for Mathematica users.)