ea · 100-run average
Ultimate Breakout System
🏆 9 wins / 100 · Profit rank #5 · DD rank #8
$20.84
2.08%
10.18%
24.74%
9 / 100
56.17%
$2084.34
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 9 wins and $20.84 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 24.74%, spread 22.52%), though 58 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $517.34).
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 | 111.67 | 11.17% | 9.87% | 86.74% | 671 | #3 |
| #2 | -119.90 | -11.99% | 16.03% | 24.85% | 652 | #9 |
| #3 | 167.37 | 16.74% | 6.38% | 81.80% | 665 | Winner |
| #4 | -21.62 | -2.16% | 8.39% | 33.33% | 672 | #9 |
| #5 | 156.74 | 15.67% | 7.00% | 88.48% | 729 | #2 |
| #6 | -142.44 | -14.24% | 19.62% | 18.46% | 650 | #9 |
| #7 | 198.35 | 19.84% | 7.75% | 92.24% | 722 | Winner |
| #8 | -183.23 | -18.32% | 19.67% | 11.01% | 690 | #10 |
| #9 | 206.27 | 20.63% | 6.63% | 86.80% | 674 | Winner |
| #10 | 130.27 | 13.03% | 8.12% | 84.30% | 618 | #4 |
| #11 | 61.80 | 6.18% | 7.27% | 90.23% | 727 | #3 |
| #12 | -103.94 | -10.39% | 14.42% | 17.67% | 696 | #8 |
| #13 | 162.64 | 16.26% | 10.68% | 83.78% | 709 | Winner |
| #14 | 116.21 | 11.62% | 8.01% | 58.48% | 802 | #5 |
| #15 | 147.83 | 14.78% | 7.36% | 88.95% | 715 | #3 |
| #16 | -54.68 | -5.47% | 11.02% | 21.45% | 676 | #7 |
| #17 | -100.28 | -10.03% | 13.91% | 21.62% | 680 | #9 |
| #18 | 84.14 | 8.41% | 8.71% | 85.37% | 615 | #6 |
| #19 | 36.51 | 3.65% | 7.74% | 87.19% | 718 | #5 |
| #20 | -40.45 | -4.05% | 10.02% | 34.65% | 759 | #4 |
| #21 | 68.18 | 6.82% | 7.87% | 88.28% | 725 | #4 |
| #22 | -89.38 | -8.94% | 11.30% | 35.41% | 658 | #7 |
| #23 | 7.64 | 0.76% | 6.98% | 78.29% | 677 | #5 |
| #24 | -247.36 | -24.74% | 24.74% | 20.10% | 766 | #10 |
| #25 | 23.22 | 2.32% | 8.32% | 86.01% | 586 | #6 |
| #26 | -117.94 | -11.79% | 13.31% | 4.45% | 651 | #9 |
| #27 | 46.86 | 4.69% | 10.49% | 74.97% | 719 | #8 |
| #28 | -172.75 | -17.28% | 20.21% | 20.20% | 698 | #10 |
| #29 | -100.49 | -10.05% | 11.21% | 22.19% | 730 | #10 |
| #30 | 173.16 | 17.32% | 7.59% | 71.02% | 728 | #3 |
| #31 | -22.26 | -2.23% | 8.07% | 45.19% | 655 | #8 |
| #32 | 158.70 | 15.87% | 8.08% | 75.36% | 702 | Winner |
| #33 | 127.13 | 12.71% | 9.94% | 82.20% | 719 | #5 |
| #34 | 178.44 | 17.84% | 8.00% | 90.03% | 652 | #2 |
| #35 | -71.84 | -7.18% | 8.32% | 45.97% | 707 | #7 |
| #36 | -102.61 | -10.26% | 13.22% | 27.27% | 726 | #7 |
| #37 | -127.51 | -12.75% | 17.28% | 8.35% | 707 | #9 |
| #38 | 168.99 | 16.90% | 5.60% | 82.12% | 643 | Winner |
| #39 | -173.68 | -17.37% | 19.52% | 20.82% | 586 | #10 |
| #40 | -65.65 | -6.57% | 10.07% | 20.34% | 708 | #7 |
| #41 | -46.42 | -4.64% | 12.12% | 23.08% | 702 | #9 |
| #42 | 32.00 | 3.20% | 7.42% | 77.42% | 527 | #6 |
| #43 | -16.63 | -1.66% | 9.98% | 6.37% | 738 | #4 |
| #44 | -88.13 | -8.81% | 12.53% | 42.23% | 573 | #9 |
| #45 | 53.61 | 5.36% | 8.38% | 90.67% | 568 | #6 |
| #46 | 8.62 | 0.86% | 11.48% | 80.71% | 705 | #6 |
| #47 | 71.40 | 7.14% | 8.16% | 84.14% | 763 | #5 |
| #48 | 134.34 | 13.43% | 8.10% | 85.20% | 716 | #3 |
| #49 | -86.23 | -8.62% | 11.92% | 28.32% | 632 | #9 |
| #50 | 104.81 | 10.48% | 9.17% | 92.83% | 642 | #6 |
| #51 | 0.04 | 0.00% | 2.22% | 16.82% | 440 | #8 |
| #52 | 112.84 | 11.28% | 8.82% | 87.55% | 498 | #4 |
| #53 | -99.21 | -9.92% | 13.12% | 21.08% | 688 | #9 |
| #54 | -142.09 | -14.21% | 15.05% | 40.03% | 722 | #10 |
| #55 | 97.70 | 9.77% | 8.83% | 80.94% | 509 | #3 |
| #56 | 148.45 | 14.85% | 9.92% | 85.98% | 642 | #3 |
| #57 | 98.47 | 9.85% | 9.29% | 83.57% | 694 | #3 |
| #58 | -182.39 | -18.24% | 18.24% | 4.64% | 668 | #10 |
| #59 | -11.20 | -1.12% | 6.44% | 19.50% | 764 | #7 |
| #60 | -50.07 | -5.01% | 8.47% | 4.24% | 637 | #7 |
| #61 | 269.98 | 27.00% | 7.41% | 76.69% | 712 | #2 |
| #62 | -145.59 | -14.56% | 18.37% | 26.04% | 745 | #10 |
| #63 | -106.95 | -10.70% | 13.40% | 19.17% | 480 | #10 |
| #64 | 27.05 | 2.71% | 7.84% | 76.25% | 522 | #7 |
| #65 | 107.88 | 10.79% | 8.04% | 87.27% | 707 | #7 |
| #66 | 157.18 | 15.72% | 8.22% | 87.83% | 641 | #3 |
| #67 | 190.49 | 19.05% | 7.06% | 89.64% | 685 | #2 |
| #68 | 159.63 | 15.96% | 7.38% | 83.93% | 672 | Winner |
| #69 | -168.38 | -16.84% | 17.82% | 32.78% | 723 | #9 |
| #70 | 26.29 | 2.63% | 8.16% | 63.56% | 634 | #5 |
| #71 | 98.91 | 9.89% | 8.43% | 85.64% | 766 | #4 |
| #72 | -85.46 | -8.55% | 12.28% | 18.05% | 698 | #9 |
| #73 | 38.45 | 3.85% | 7.68% | 82.75% | 655 | #7 |
| #74 | -181.03 | -18.10% | 18.43% | 32.13% | 834 | #9 |
| #75 | -114.76 | -11.48% | 16.22% | 45.11% | 685 | #9 |
| #76 | 4.30 | 0.43% | 8.61% | 52.73% | 732 | #6 |
| #77 | 219.16 | 21.92% | 7.17% | 89.97% | 598 | Winner |
| #78 | -2.73 | -0.27% | 7.49% | 32.85% | 691 | #7 |
| #79 | -58.00 | -5.80% | 13.04% | 19.44% | 715 | #7 |
| #80 | -31.69 | -3.17% | 8.75% | 22.39% | 536 | #4 |
| #81 | 89.94 | 8.99% | 5.80% | 81.43% | 490 | #3 |
| #82 | 39.02 | 3.90% | 7.70% | 90.38% | 530 | #6 |
| #83 | 67.80 | 6.78% | 8.50% | 79.12% | 685 | #7 |
| #84 | 121.03 | 12.10% | 7.29% | 85.94% | 747 | #2 |
| #85 | 4.05 | 0.40% | 7.36% | 40.40% | 698 | #5 |
| #86 | -60.08 | -6.01% | 8.24% | 12.92% | 565 | #6 |
| #87 | 208.83 | 20.88% | 7.96% | 86.51% | 719 | #2 |
| #88 | 26.39 | 2.64% | 8.50% | 75.81% | 583 | #7 |
| #89 | -38.27 | -3.83% | 8.43% | 30.80% | 685 | #9 |
| #90 | 105.37 | 10.54% | 6.47% | 83.50% | 618 | #7 |
| #91 | 1.04 | 0.10% | 9.17% | 27.44% | 503 | #8 |
| #92 | 216.10 | 21.61% | 5.77% | 83.79% | 654 | Winner |
| #93 | 163.96 | 16.40% | 7.70% | 79.84% | 774 | #3 |
| #94 | 43.71 | 4.37% | 7.79% | 89.40% | 783 | #4 |
| #95 | -67.06 | -6.71% | 10.14% | 3.26% | 705 | #10 |
| #96 | -168.19 | -16.82% | 18.48% | 18.86% | 806 | #10 |
| #97 | -59.43 | -5.94% | 8.39% | 21.77% | 441 | #10 |
| #98 | 218.40 | 21.84% | 5.73% | 89.59% | 663 | #2 |
| #99 | 100.11 | 10.01% | 8.15% | 76.38% | 618 | #3 |
| #100 | 52.87 | 5.29% | 10.70% | 83.85% | 811 | #4 |