ea · 100-run average
Ultimate Breakout System
🏆 10 wins / 100 · Profit rank #7 · DD rank #5
$18.06
6.02%
10.64%
30.34%
10 / 100
63.07%
$1806.08
0
Simulation Analysis
How this EA behaved across all 100 independent market paths.
Observed across 100 independent market paths: Ultimate Breakout System ranked #7 of 10 — 10 wins, $18.06 average profit, 34 top-three finishes.
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 30.34%, spread 25.13%), though 66 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $175.07).
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 | 65.36 | 21.79% | 9.33% | 83.08% | 650 | #2 |
| #2 | 14.45 | 4.82% | 7.15% | 80.34% | 524 | #5 |
| #3 | 30.48 | 10.16% | 7.96% | 93.34% | 661 | #4 |
| #4 | -12.23 | -4.08% | 10.48% | 22.69% | 520 | #7 |
| #5 | 75.91 | 25.30% | 23.74% | 82.96% | 628 | #2 |
| #6 | 57.90 | 19.30% | 10.39% | 84.45% | 701 | #2 |
| #7 | 36.31 | 12.10% | 11.23% | 85.14% | 518 | #3 |
| #8 | -5.07 | -1.69% | 9.66% | 43.70% | 691 | #7 |
| #9 | 36.88 | 12.29% | 8.41% | 79.53% | 645 | #4 |
| #10 | -23.42 | -7.81% | 10.94% | 23.39% | 744 | #10 |
| #11 | 44.61 | 14.87% | 9.35% | 86.34% | 571 | #6 |
| #12 | -1.61 | -0.54% | 9.83% | 16.77% | 650 | #8 |
| #13 | -37.97 | -12.66% | 13.99% | 17.06% | 504 | #10 |
| #14 | -16.61 | -5.54% | 13.93% | 21.13% | 724 | #9 |
| #15 | 57.20 | 19.07% | 8.91% | 93.49% | 707 | #2 |
| #16 | 47.27 | 15.76% | 9.41% | 82.88% | 701 | #4 |
| #17 | 34.31 | 11.44% | 8.43% | 79.68% | 743 | #5 |
| #18 | 59.92 | 19.97% | 7.79% | 85.14% | 700 | #3 |
| #19 | -14.64 | -4.88% | 8.29% | 36.53% | 646 | #7 |
| #20 | -49.44 | -16.48% | 17.87% | 42.60% | 676 | #10 |
| #21 | -52.66 | -17.55% | 19.15% | 7.28% | 604 | #8 |
| #22 | -80.68 | -26.89% | 27.93% | 24.52% | 726 | #10 |
| #23 | 48.05 | 16.02% | 7.55% | 87.86% | 667 | Winner |
| #24 | 29.33 | 9.78% | 8.07% | 80.49% | 769 | #3 |
| #25 | -65.13 | -21.71% | 23.38% | 27.40% | 657 | #9 |
| #26 | 31.11 | 10.37% | 9.15% | 83.20% | 619 | #5 |
| #27 | 13.59 | 4.53% | 9.01% | 78.22% | 753 | #7 |
| #28 | -13.97 | -4.66% | 7.63% | 18.24% | 455 | #9 |
| #29 | 58.72 | 19.57% | 13.17% | 90.55% | 614 | #3 |
| #30 | -16.59 | -5.53% | 8.49% | 28.55% | 774 | #9 |
| #31 | 71.70 | 23.90% | 10.82% | 81.84% | 738 | Winner |
| #32 | 31.91 | 10.64% | 7.43% | 83.33% | 480 | #3 |
| #33 | 38.02 | 12.67% | 8.99% | 87.27% | 589 | Winner |
| #34 | 70.46 | 23.49% | 8.48% | 66.57% | 703 | #4 |
| #35 | -21.37 | -7.12% | 9.97% | 34.91% | 464 | #8 |
| #36 | -1.88 | -0.63% | 9.37% | 22.08% | 711 | #8 |
| #37 | 19.71 | 6.57% | 9.69% | 65.35% | 762 | #6 |
| #38 | 19.36 | 6.45% | 8.67% | 78.39% | 759 | #4 |
| #39 | 15.17 | 5.06% | 10.15% | 66.73% | 499 | #5 |
| #40 | 76.10 | 25.37% | 13.71% | 80.49% | 533 | Winner |
| #41 | 45.72 | 15.24% | 5.25% | 94.72% | 663 | #3 |
| #42 | 50.90 | 16.97% | 8.06% | 83.97% | 599 | #4 |
| #43 | -5.08 | -1.69% | 9.47% | 18.07% | 703 | #7 |
| #44 | 17.30 | 5.77% | 8.47% | 78.84% | 482 | #5 |
| #45 | 15.34 | 5.11% | 8.57% | 95.08% | 712 | #7 |
| #46 | -5.43 | -1.81% | 7.48% | 21.05% | 779 | #8 |
| #47 | 32.28 | 10.76% | 8.01% | 78.68% | 755 | #4 |
| #48 | -89.50 | -29.83% | 30.34% | 27.33% | 644 | #10 |
| #49 | 12.82 | 4.27% | 11.33% | 80.53% | 683 | #6 |
| #50 | -48.26 | -16.09% | 18.03% | 35.43% | 683 | #10 |
| #51 | 43.78 | 14.59% | 11.71% | 82.45% | 695 | #4 |
| #52 | 22.13 | 7.38% | 8.48% | 81.88% | 817 | #6 |
| #53 | 44.42 | 14.81% | 12.88% | 78.56% | 667 | #2 |
| #54 | -15.22 | -5.07% | 8.18% | 5.58% | 609 | #7 |
| #55 | 62.29 | 20.76% | 8.69% | 81.23% | 506 | Winner |
| #56 | -5.39 | -1.80% | 10.91% | 19.92% | 713 | #7 |
| #57 | 73.76 | 24.59% | 11.01% | 83.81% | 735 | #3 |
| #58 | 23.37 | 7.79% | 11.08% | 78.96% | 618 | #4 |
| #59 | 41.18 | 13.73% | 11.79% | 92.23% | 489 | #4 |
| #60 | 30.60 | 10.20% | 8.59% | 84.65% | 860 | Winner |
| #61 | 63.72 | 21.24% | 11.45% | 84.70% | 673 | #3 |
| #62 | -22.32 | -7.44% | 11.03% | 46.96% | 805 | #9 |
| #63 | 47.22 | 15.74% | 7.46% | 81.67% | 633 | #2 |
| #64 | 3.49 | 1.16% | 10.81% | 44.73% | 787 | #7 |
| #65 | 58.62 | 19.54% | 8.77% | 80.46% | 614 | #4 |
| #66 | -5.65 | -1.88% | 8.56% | 38.13% | 813 | #7 |
| #67 | -1.20 | -0.40% | 9.15% | 8.78% | 683 | #6 |
| #68 | 26.70 | 8.90% | 8.47% | 80.92% | 671 | #6 |
| #69 | -9.05 | -3.02% | 9.08% | 2.62% | 686 | #9 |
| #70 | 38.88 | 12.96% | 11.45% | 92.34% | 783 | Winner |
| #71 | 20.74 | 6.91% | 10.20% | 77.70% | 686 | #5 |
| #72 | -16.33 | -5.44% | 9.26% | 35.70% | 860 | #5 |
| #73 | 47.18 | 15.73% | 5.21% | 87.87% | 676 | #2 |
| #74 | -13.44 | -4.48% | 8.78% | 30.63% | 764 | #7 |
| #75 | 7.77 | 2.59% | 8.17% | 50.55% | 724 | #6 |
| #76 | 46.56 | 15.52% | 8.40% | 80.53% | 673 | #2 |
| #77 | 52.99 | 17.66% | 11.36% | 79.56% | 587 | #3 |
| #78 | 67.76 | 22.59% | 10.43% | 81.54% | 791 | #2 |
| #79 | -36.23 | -12.08% | 19.02% | 38.45% | 775 | #9 |
| #80 | 8.51 | 2.84% | 6.75% | 83.47% | 623 | #6 |
| #81 | -23.77 | -7.92% | 12.49% | 17.62% | 681 | #9 |
| #82 | 50.96 | 16.99% | 8.28% | 81.60% | 761 | #3 |
| #83 | 55.38 | 18.46% | 10.30% | 81.69% | 792 | Winner |
| #84 | 85.57 | 28.52% | 9.79% | 81.03% | 817 | Winner |
| #85 | -26.18 | -8.73% | 13.20% | 45.03% | 704 | #6 |
| #86 | 47.13 | 15.71% | 7.58% | 83.31% | 755 | #3 |
| #87 | 39.00 | 13.00% | 8.74% | 95.87% | 678 | Winner |
| #88 | 41.95 | 13.98% | 7.82% | 87.01% | 785 | #4 |
| #89 | 58.00 | 19.33% | 11.67% | 83.51% | 679 | #2 |
| #90 | 13.99 | 4.66% | 8.99% | 76.82% | 755 | #8 |
| #91 | -29.40 | -9.80% | 11.14% | 20.40% | 642 | #7 |
| #92 | -18.64 | -6.21% | 8.93% | 45.22% | 732 | #9 |
| #93 | -30.22 | -10.07% | 10.29% | 34.25% | 765 | #9 |
| #94 | 36.67 | 12.22% | 8.05% | 91.39% | 778 | #4 |
| #95 | -46.96 | -15.65% | 18.90% | 39.48% | 689 | #10 |
| #96 | 38.30 | 12.77% | 7.95% | 82.26% | 789 | #3 |
| #97 | 52.26 | 17.42% | 13.06% | 80.18% | 661 | #3 |
| #98 | 30.94 | 10.31% | 7.85% | 80.45% | 839 | #3 |
| #99 | 13.19 | 4.40% | 10.43% | 75.86% | 642 | #7 |
| #100 | 14.42 | 4.81% | 8.07% | 79.97% | 599 | #6 |