ea · 100-run average
Straddle
🏆 4 wins / 100 · Profit rank #8 · DD rank #10
$-24.95
-2.49%
10.68%
27.18%
4 / 100
40.53%
$-2494.64
0
Simulation Analysis
How this EA behaved across all 100 independent market paths.
Observed across 100 independent market paths: Straddle ranked #8 of 10 — 4 wins, $-24.95 average profit, 11 top-three finishes.
Strategy-family context: Hostile regime combinations limited the benefit of responded to the market conditions present during this simulation.
Observed risk across the sample: Large equity declines clustered in prolonged one-directional markets (peak 27.18%, spread 22.71%), though 40 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $524.64).
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 | -6.07 | -0.61% | 9.15% | 10.69% | 131 | #8 |
| #2 | -33.12 | -3.31% | 7.14% | 29.13% | 127 | #7 |
| #3 | -190.29 | -19.03% | 19.18% | 18.12% | 138 | #10 |
| #4 | -77.63 | -7.76% | 11.85% | 47.09% | 172 | #8 |
| #5 | -200.06 | -20.01% | 20.47% | 15.38% | 130 | #10 |
| #6 | -181.49 | -18.15% | 18.43% | 30.97% | 113 | #10 |
| #7 | -7.46 | -0.75% | 8.19% | 30.00% | 100 | #5 |
| #8 | -205.26 | -20.53% | 20.53% | 42.37% | 118 | #10 |
| #9 | -0.70 | -0.07% | 7.08% | 32.19% | 146 | #7 |
| #10 | 102.52 | 10.25% | 5.97% | 57.97% | 138 | #4 |
| #11 | 140.99 | 14.10% | 7.05% | 60.47% | 129 | #5 |
| #12 | 158.68 | 15.87% | 6.31% | 55.75% | 113 | #4 |
| #13 | 46.35 | 4.64% | 6.85% | 64.23% | 123 | #7 |
| #14 | 174.50 | 17.45% | 5.56% | 73.88% | 134 | #5 |
| #15 | 160.82 | 16.08% | 6.51% | 72.09% | 129 | #2 |
| #16 | 7.89 | 0.79% | 10.46% | 42.67% | 150 | #8 |
| #17 | 7.93 | 0.79% | 8.32% | 43.08% | 130 | #5 |
| #18 | -106.59 | -10.66% | 11.04% | 43.07% | 137 | #10 |
| #19 | -85.75 | -8.58% | 11.26% | 42.94% | 163 | #8 |
| #20 | -164.55 | -16.46% | 16.91% | 39.53% | 86 | #9 |
| #21 | 35.15 | 3.52% | 8.53% | 55.88% | 136 | #5 |
| #22 | -190.71 | -19.07% | 24.03% | 36.94% | 111 | #10 |
| #23 | 86.63 | 8.66% | 7.55% | 68.49% | 146 | #5 |
| #24 | 38.75 | 3.88% | 6.64% | 52.17% | 115 | #7 |
| #25 | -93.30 | -9.33% | 10.84% | 3.94% | 127 | #6 |
| #26 | 66.75 | 6.68% | 7.18% | 55.43% | 92 | Winner |
| #27 | -201.59 | -20.16% | 20.46% | 34.02% | 97 | #10 |
| #28 | -59.07 | -5.91% | 8.71% | 40.41% | 146 | #8 |
| #29 | -94.94 | -9.49% | 10.40% | 24.48% | 143 | #9 |
| #30 | 120.56 | 12.06% | 8.44% | 54.55% | 110 | #3 |
| #31 | -28.49 | -2.85% | 8.40% | 34.59% | 133 | #8 |
| #32 | 32.97 | 3.30% | 7.75% | 52.00% | 125 | #9 |
| #33 | 118.48 | 11.85% | 6.48% | 62.59% | 139 | #7 |
| #34 | -20.77 | -2.08% | 6.45% | 30.28% | 109 | #6 |
| #35 | 124.36 | 12.44% | 7.72% | 59.62% | 156 | #3 |
| #36 | 175.62 | 17.56% | 8.77% | 65.35% | 101 | #4 |
| #37 | -213.98 | -21.40% | 21.40% | 31.09% | 119 | #10 |
| #38 | -179.83 | -17.98% | 18.40% | 28.57% | 105 | #10 |
| #39 | 138.73 | 13.87% | 5.57% | 68.00% | 100 | Winner |
| #40 | -143.67 | -14.37% | 18.81% | 38.66% | 119 | #10 |
| #41 | 50.90 | 5.09% | 9.61% | 53.57% | 112 | #7 |
| #42 | 264.08 | 26.41% | 7.78% | 67.89% | 109 | Winner |
| #43 | 57.31 | 5.73% | 8.29% | 64.20% | 162 | #9 |
| #44 | -20.90 | -2.09% | 4.47% | 5.33% | 75 | #9 |
| #45 | -99.36 | -9.94% | 10.75% | 18.67% | 150 | #10 |
| #46 | -112.44 | -11.24% | 12.36% | 24.64% | 69 | #10 |
| #47 | -141.71 | -14.17% | 15.91% | 33.33% | 132 | #10 |
| #48 | -148.88 | -14.89% | 16.52% | 34.88% | 86 | #10 |
| #49 | 102.83 | 10.28% | 6.05% | 64.71% | 136 | Winner |
| #50 | 132.95 | 13.29% | 6.04% | 68.00% | 100 | #4 |
| #51 | 19.17 | 1.92% | 9.01% | 58.67% | 150 | #9 |
| #52 | -147.04 | -14.70% | 16.00% | 22.31% | 130 | #10 |
| #53 | 118.31 | 11.83% | 8.07% | 68.39% | 155 | #2 |
| #54 | -68.79 | -6.88% | 9.31% | 36.28% | 113 | #10 |
| #55 | -8.40 | -0.84% | 7.72% | 28.57% | 133 | #6 |
| #56 | -47.84 | -4.78% | 8.11% | 34.92% | 126 | #7 |
| #57 | -63.62 | -6.36% | 9.65% | 18.38% | 136 | #6 |
| #58 | -143.71 | -14.37% | 15.71% | 5.10% | 98 | #10 |
| #59 | 106.74 | 10.67% | 6.60% | 71.13% | 142 | #6 |
| #60 | 25.69 | 2.57% | 7.46% | 58.56% | 111 | #5 |
| #61 | -4.87 | -0.49% | 5.11% | 31.40% | 121 | #8 |
| #62 | -49.84 | -4.98% | 8.05% | 43.75% | 96 | #9 |
| #63 | -58.00 | -5.80% | 8.26% | 28.21% | 117 | #10 |
| #64 | -130.66 | -13.07% | 14.61% | 43.09% | 123 | #10 |
| #65 | -137.55 | -13.76% | 13.93% | 12.42% | 153 | #9 |
| #66 | -146.70 | -14.67% | 14.70% | 3.73% | 134 | #10 |
| #67 | -69.43 | -6.94% | 8.63% | 28.18% | 110 | #10 |
| #68 | -260.56 | -26.06% | 27.18% | 35.43% | 127 | #10 |
| #69 | -211.63 | -21.16% | 22.92% | 17.93% | 145 | #10 |
| #70 | -115.14 | -11.51% | 12.37% | 36.59% | 82 | #10 |
| #71 | -140.23 | -14.02% | 14.84% | 40.78% | 103 | #10 |
| #72 | 90.95 | 9.10% | 6.73% | 57.28% | 103 | #6 |
| #73 | 12.58 | 1.26% | 9.13% | 56.30% | 119 | #5 |
| #74 | -187.81 | -18.78% | 19.39% | 33.33% | 69 | #9 |
| #75 | -53.26 | -5.33% | 8.13% | 39.01% | 182 | #8 |
| #76 | -98.05 | -9.81% | 10.10% | 4.60% | 87 | #10 |
| #77 | -13.00 | -1.30% | 8.58% | 9.74% | 154 | #9 |
| #78 | 28.95 | 2.90% | 8.31% | 42.59% | 108 | #6 |
| #79 | 121.80 | 12.18% | 9.03% | 60.74% | 135 | #4 |
| #80 | -158.49 | -15.85% | 16.47% | 32.98% | 94 | #10 |
| #81 | -2.13 | -0.21% | 4.88% | 29.41% | 153 | #7 |
| #82 | 135.76 | 13.58% | 7.93% | 68.09% | 94 | #4 |
| #83 | 23.73 | 2.37% | 7.73% | 65.22% | 115 | #7 |
| #84 | 139.32 | 13.93% | 8.07% | 62.90% | 124 | #6 |
| #85 | -171.44 | -17.14% | 19.21% | 27.13% | 129 | #10 |
| #86 | 38.06 | 3.81% | 8.10% | 30.34% | 89 | #8 |
| #87 | -177.18 | -17.72% | 19.25% | 5.85% | 171 | #10 |
| #88 | 65.65 | 6.57% | 7.93% | 67.72% | 127 | #2 |
| #89 | -131.12 | -13.11% | 13.43% | 2.38% | 168 | #10 |
| #90 | -20.18 | -2.02% | 9.97% | 32.69% | 104 | #6 |
| #91 | 110.71 | 11.07% | 6.13% | 63.51% | 148 | #4 |
| #92 | -106.13 | -10.61% | 10.76% | 38.52% | 135 | #9 |
| #93 | -111.70 | -11.17% | 11.17% | 31.11% | 135 | #9 |
| #94 | -11.46 | -1.15% | 4.51% | 27.17% | 92 | #9 |
| #95 | 89.44 | 8.94% | 7.76% | 55.88% | 136 | #7 |
| #96 | -0.83 | -0.08% | 4.54% | 23.08% | 117 | #7 |
| #97 | 137.17 | 13.72% | 5.46% | 66.67% | 189 | #3 |
| #98 | -80.65 | -8.07% | 10.38% | 36.97% | 119 | #10 |
| #99 | -87.83 | -8.78% | 10.82% | 17.71% | 175 | #8 |
| #100 | 119.46 | 11.95% | 7.65% | 56.60% | 106 | #3 |