図１２　1999年以降のデータを追加したシミュレーションの結果

!Vol Breakout Buy  5120000D.TX-Daily   01/04/1990 - 09/28/2000			 

	Performance Summary:  All Trades		 

Total net profit	$ 579100.00	Open position P/L	$  26400.00
Gross profit    	$1264200.00	Gross loss      	$-685100.00

Total # of trades	      23	Percent profitable	      43%
Number winning trades	      10	Number losing trades	      13

Largest winning trade	$ 277700.00	Largest losing trade	$-133500.00
Average winning trade	$ 126420.00	Average losing trade	$ -52700.00
Ratio avg win/avg loss	       2.40	Avg trade(win & loss)	$  25178.26

Max consec. winners	       3	Max consec. losers	       4
Avg # bars in winners	     119	Avg # bars in losers	      32

Max intraday drawdown	$-310300.00		 
Profit factor   	       1.85	Max # contracts held	       1
Account size required	$ 310300.00	Return on account	     187%


	Performance Summary:  Long Trades		 

Total net profit	$ 579100.00	Open position P/L	$  26400.00
Gross profit    	$1264200.00	Gross loss      	$-685100.00

Total # of trades	      23	Percent profitable	      43%
Number winning trades	      10	Number losing trades	      13

Largest winning trade	$ 277700.00	Largest losing trade	$-133500.00
Average winning trade	$ 126420.00	Average losing trade	$ -52700.00
Ratio avg win/avg loss	       2.40	Avg trade(win & loss)	$  25178.26

Max consec. winners	       3	Max consec. losers	       4
Avg # bars in winners	     119	Avg # bars in losers	      32

Max intraday drawdown	$-310300.00		 
Profit factor   	       1.85	Max # contracts held	       1
Account size required	$ 310300.00	Return on account	     187%


	Performance Summary:  Short Trades		 

Total net profit	$      0.00	Open position P/L	$      0.00
Gross profit    	$      0.00	Gross loss      	$      0.00

Total # of trades	       0	Percent profitable	       0%
Number winning trades	       0	Number losing trades	       0

Largest winning trade	$      0.00	Largest losing trade	$      0.00
Average winning trade	$      0.00	Average losing trade	$      0.00
Ratio avg win/avg loss	     100.00	Avg trade(win & loss)	$      0.00

Max consec. winners	       0	Max consec. losers	       0
Avg # bars in winners	       0	Avg # bars in losers	       0

Max intraday drawdown	$      0.00		 
Profit factor   	     100.00	Max # contracts held	       0
Account size required	$      0.00	Return on account	       0%