ea · 100-run average
Ultimate Breakout System
🏆 11 wins / 100 · Profit rank #5 · DD rank #5
$13.46
4.49%
10.40%
25.61%
11 / 100
59.51%
$1346.34
0
Simulation Analysis
How this EA behaved across all 100 independent market paths.
Observed across 100 independent market paths: Ultimate Breakout System landed in the upper half at rank #5, posting 11 wins and $13.46 average profit.
Strategy-family context: Overall gains reflected responded to the market conditions present during this simulation when market conditions aligned with its design.
Observed risk across the sample: Large equity declines clustered in prolonged one-directional markets (peak 25.61%, spread 20.20%), though 63 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $158.27).
Best Environment
Weakest Environment
Suitable For
Performance across 100 markets
Per-run results showing how this EA behaved in each independent market scenario.
| Run | Net P/L | Return | Max DD | Win % | Trades | Position |
|---|---|---|---|---|---|---|
| #1 | 26.09 | 8.70% | 6.45% | 79.47% | 760 | #5 |
| #2 | 4.72 | 1.57% | 9.38% | 64.80% | 588 | #4 |
| #3 | 41.17 | 13.72% | 8.10% | 88.76% | 783 | Winner |
| #4 | 34.22 | 11.41% | 11.75% | 78.28% | 663 | #5 |
| #5 | -58.37 | -19.46% | 25.61% | 26.69% | 637 | #9 |
| #6 | 12.44 | 4.15% | 8.00% | 74.37% | 515 | #7 |
| #7 | 18.34 | 6.11% | 11.80% | 91.43% | 537 | #7 |
| #8 | 9.63 | 3.21% | 8.79% | 77.26% | 752 | #7 |
| #9 | -20.55 | -6.85% | 9.92% | 31.97% | 588 | #8 |
| #10 | 9.34 | 3.11% | 7.85% | 82.39% | 585 | #5 |
| #11 | -40.12 | -13.37% | 14.59% | 27.18% | 721 | #9 |
| #12 | 6.67 | 2.22% | 8.39% | 48.86% | 704 | #9 |
| #13 | -10.72 | -3.57% | 8.29% | 34.56% | 625 | #7 |
| #14 | 10.19 | 3.40% | 8.09% | 87.70% | 634 | #4 |
| #15 | 26.51 | 8.84% | 8.42% | 72.65% | 618 | #4 |
| #16 | 6.58 | 2.19% | 8.85% | 44.40% | 723 | #7 |
| #17 | -23.35 | -7.78% | 13.04% | 2.44% | 697 | #6 |
| #18 | -31.40 | -10.47% | 13.80% | 33.91% | 690 | #9 |
| #19 | 80.31 | 26.77% | 9.20% | 82.67% | 606 | #3 |
| #20 | 5.30 | 1.77% | 9.58% | 46.30% | 717 | #6 |
| #21 | 49.32 | 16.44% | 10.04% | 81.14% | 684 | #3 |
| #22 | -26.15 | -8.72% | 12.48% | 9.30% | 645 | #7 |
| #23 | 36.36 | 12.12% | 9.90% | 83.61% | 671 | #4 |
| #24 | 20.00 | 6.67% | 10.80% | 79.04% | 649 | #6 |
| #25 | 1.89 | 0.63% | 9.56% | 32.33% | 761 | #4 |
| #26 | 31.35 | 10.45% | 13.10% | 77.26% | 541 | #7 |
| #27 | -4.84 | -1.61% | 11.02% | 21.64% | 795 | #7 |
| #28 | 1.82 | 0.61% | 11.65% | 48.01% | 704 | #8 |
| #29 | -21.73 | -7.24% | 10.98% | 28.96% | 594 | #8 |
| #30 | -32.09 | -10.70% | 11.62% | 10.92% | 641 | #9 |
| #31 | -2.23 | -0.74% | 8.95% | 37.69% | 642 | #6 |
| #32 | 61.70 | 20.57% | 6.98% | 84.45% | 669 | Winner |
| #33 | 13.06 | 4.35% | 8.69% | 81.47% | 599 | #4 |
| #34 | 9.01 | 3.00% | 6.65% | 79.94% | 693 | #7 |
| #35 | -2.06 | -0.69% | 10.16% | 20.11% | 696 | #7 |
| #36 | -51.23 | -17.08% | 17.38% | 37.20% | 500 | #9 |
| #37 | 72.90 | 24.30% | 8.07% | 85.66% | 795 | #2 |
| #38 | 39.44 | 13.15% | 11.00% | 82.56% | 493 | #4 |
| #39 | -5.66 | -1.89% | 8.15% | 20.44% | 680 | #8 |
| #40 | -29.38 | -9.79% | 13.44% | 21.22% | 641 | #10 |
| #41 | 67.26 | 22.42% | 14.86% | 88.49% | 669 | #2 |
| #42 | -13.08 | -4.36% | 8.38% | 41.94% | 546 | #7 |
| #43 | 47.20 | 15.73% | 8.72% | 82.44% | 672 | #4 |
| #44 | -5.49 | -1.83% | 8.67% | 27.95% | 694 | #5 |
| #45 | -26.95 | -8.98% | 13.31% | 43.23% | 643 | #9 |
| #46 | 52.27 | 17.42% | 8.66% | 80.16% | 645 | #2 |
| #47 | 41.76 | 13.92% | 11.05% | 82.23% | 664 | Winner |
| #48 | -24.25 | -8.08% | 15.15% | 16.67% | 426 | #8 |
| #49 | -50.83 | -16.94% | 19.39% | 42.02% | 733 | #10 |
| #50 | 63.26 | 21.09% | 10.38% | 82.78% | 598 | #2 |
| #51 | -1.83 | -0.61% | 6.91% | 43.84% | 609 | #8 |
| #52 | 82.14 | 27.38% | 12.06% | 85.78% | 647 | Winner |
| #53 | 16.09 | 5.36% | 8.90% | 96.84% | 474 | #6 |
| #54 | 19.68 | 6.56% | 8.13% | 78.61% | 678 | #4 |
| #55 | 35.29 | 11.76% | 8.49% | 86.52% | 623 | #3 |
| #56 | -19.87 | -6.62% | 13.70% | 43.21% | 773 | #7 |
| #57 | -30.00 | -10.00% | 10.18% | 34.97% | 489 | #10 |
| #58 | -35.04 | -11.68% | 15.13% | 36.08% | 571 | #9 |
| #59 | 0.54 | 0.18% | 6.98% | 28.08% | 755 | #7 |
| #60 | -31.27 | -10.42% | 15.16% | 42.88% | 632 | #8 |
| #61 | -31.52 | -10.51% | 11.45% | 15.59% | 648 | #9 |
| #62 | -38.22 | -12.74% | 13.45% | 38.81% | 603 | #10 |
| #63 | 99.90 | 33.30% | 7.73% | 86.04% | 573 | Winner |
| #64 | -3.67 | -1.22% | 8.25% | 36.22% | 693 | #6 |
| #65 | -4.31 | -1.44% | 8.16% | 24.30% | 642 | #6 |
| #66 | 24.79 | 8.26% | 8.91% | 82.81% | 739 | #7 |
| #67 | 25.60 | 8.53% | 7.79% | 82.33% | 696 | #7 |
| #68 | 30.22 | 10.07% | 8.17% | 84.17% | 720 | #4 |
| #69 | 23.35 | 7.78% | 10.32% | 80.70% | 860 | #7 |
| #70 | 72.34 | 24.11% | 9.06% | 84.97% | 592 | Winner |
| #71 | 84.55 | 28.18% | 14.95% | 80.23% | 703 | Winner |
| #72 | 65.54 | 21.85% | 9.81% | 83.56% | 657 | Winner |
| #73 | -42.29 | -14.10% | 15.44% | 40.28% | 777 | #9 |
| #74 | 40.37 | 13.46% | 9.52% | 92.68% | 533 | #2 |
| #75 | 16.65 | 5.55% | 8.08% | 80.26% | 537 | #6 |
| #76 | 28.19 | 9.40% | 9.04% | 86.35% | 784 | #6 |
| #77 | -17.28 | -5.76% | 12.88% | 34.99% | 743 | #6 |
| #78 | 11.06 | 3.69% | 8.75% | 51.55% | 677 | #8 |
| #79 | 34.24 | 11.41% | 7.78% | 84.46% | 624 | #2 |
| #80 | -16.31 | -5.44% | 13.38% | 14.04% | 755 | #7 |
| #81 | 15.38 | 5.13% | 10.84% | 79.10% | 713 | #5 |
| #82 | -13.38 | -4.46% | 10.78% | 31.40% | 723 | #9 |
| #83 | 21.94 | 7.31% | 5.41% | 80.10% | 769 | #4 |
| #84 | 73.64 | 24.55% | 7.90% | 83.50% | 618 | Winner |
| #85 | 44.42 | 14.81% | 9.87% | 87.57% | 692 | #2 |
| #86 | 13.84 | 4.61% | 7.17% | 89.25% | 642 | #2 |
| #87 | 55.02 | 18.34% | 8.21% | 85.00% | 740 | #4 |
| #88 | 36.50 | 12.17% | 9.09% | 87.69% | 674 | Winner |
| #89 | 79.12 | 26.37% | 10.57% | 81.58% | 733 | Winner |
| #90 | -8.65 | -2.88% | 10.62% | 17.35% | 761 | #8 |
| #91 | 62.42 | 20.81% | 7.01% | 86.91% | 779 | #2 |
| #92 | 52.48 | 17.49% | 11.03% | 81.18% | 728 | #3 |
| #93 | -54.21 | -18.07% | 19.00% | 0.84% | 718 | #8 |
| #94 | 42.01 | 14.00% | 8.52% | 85.08% | 610 | #4 |
| #95 | 9.55 | 3.18% | 9.01% | 78.15% | 833 | #3 |
| #96 | -11.03 | -3.68% | 9.19% | 23.64% | 698 | #9 |
| #97 | 10.14 | 3.38% | 10.25% | 56.32% | 767 | #6 |
| #98 | -5.83 | -1.94% | 8.76% | 16.00% | 550 | #7 |
| #99 | 30.65 | 10.22% | 8.52% | 93.38% | 785 | #6 |
| #100 | 33.77 | 11.26% | 10.52% | 78.53% | 736 | #3 |