ea · 100-run average
Ultimate Breakout System
🏆 9 wins / 100 · Profit rank #6 · DD rank #7
$8.34
2.78%
11.05%
47.36%
9 / 100
55.59%
$833.84
0
Simulation Analysis
How this EA behaved across all 100 independent market paths.
Observed across 100 independent market paths: Ultimate Breakout System ranked #6 of 10 — 9 wins, $8.34 average profit, 29 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 47.36%, spread 41.81%), though 57 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $214.66).
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 | 25.07 | 8.36% | 8.06% | 83.72% | 565 | #3 |
| #2 | 30.48 | 10.16% | 8.08% | 81.42% | 619 | #3 |
| #3 | 53.91 | 17.97% | 8.60% | 84.66% | 580 | #4 |
| #4 | 35.23 | 11.74% | 6.16% | 83.75% | 566 | #2 |
| #5 | 91.85 | 30.62% | 8.76% | 86.02% | 644 | Winner |
| #6 | -8.78 | -2.93% | 8.26% | 36.95% | 590 | #8 |
| #7 | -5.71 | -1.90% | 6.99% | 31.79% | 670 | #8 |
| #8 | 11.75 | 3.92% | 8.12% | 78.96% | 651 | #7 |
| #9 | -29.93 | -9.98% | 14.82% | 38.77% | 632 | #8 |
| #10 | -42.70 | -14.23% | 22.80% | 4.50% | 666 | #8 |
| #11 | 0.37 | 0.12% | 5.55% | 11.19% | 751 | #7 |
| #12 | -48.38 | -16.13% | 22.03% | 2.50% | 719 | #8 |
| #13 | -51.30 | -17.10% | 18.70% | 24.89% | 671 | #10 |
| #14 | 60.66 | 20.22% | 8.66% | 84.12% | 510 | #2 |
| #15 | 46.91 | 15.64% | 8.40% | 90.40% | 646 | #5 |
| #16 | 25.87 | 8.62% | 8.10% | 79.83% | 704 | #4 |
| #17 | 11.65 | 3.88% | 8.90% | 78.75% | 673 | #5 |
| #18 | 32.80 | 10.93% | 7.42% | 81.30% | 690 | #6 |
| #19 | 39.63 | 13.21% | 8.84% | 80.58% | 726 | #7 |
| #20 | 34.06 | 11.35% | 8.11% | 83.60% | 750 | #3 |
| #21 | -3.54 | -1.18% | 9.04% | 16.81% | 684 | #7 |
| #22 | 43.77 | 14.59% | 8.65% | 82.89% | 707 | #4 |
| #23 | 27.95 | 9.32% | 7.72% | 80.00% | 725 | #2 |
| #24 | -8.72 | -2.91% | 8.67% | 38.27% | 669 | #9 |
| #25 | 35.99 | 12.00% | 7.42% | 80.10% | 603 | #5 |
| #26 | 8.43 | 2.81% | 7.71% | 80.57% | 664 | #7 |
| #27 | 55.88 | 18.63% | 7.19% | 81.29% | 695 | Winner |
| #28 | -15.76 | -5.25% | 11.03% | 19.04% | 478 | #8 |
| #29 | 77.49 | 25.83% | 10.33% | 80.75% | 717 | #2 |
| #30 | -9.74 | -3.25% | 9.63% | 39.83% | 698 | #8 |
| #31 | 39.28 | 13.09% | 8.11% | 82.34% | 504 | #3 |
| #32 | -62.60 | -20.87% | 25.24% | 26.91% | 669 | #9 |
| #33 | 1.98 | 0.66% | 7.44% | 44.22% | 683 | #7 |
| #34 | 66.55 | 22.18% | 8.53% | 81.46% | 685 | #2 |
| #35 | -41.16 | -13.72% | 14.31% | 40.72% | 641 | #8 |
| #36 | 38.20 | 12.73% | 9.83% | 88.71% | 487 | #4 |
| #37 | 14.00 | 4.67% | 7.89% | 77.49% | 702 | #5 |
| #38 | 0.44 | 0.15% | 6.27% | 23.24% | 641 | #5 |
| #39 | 30.30 | 10.10% | 8.23% | 80.92% | 676 | #5 |
| #40 | -29.95 | -9.98% | 13.43% | 45.39% | 694 | #8 |
| #41 | -19.14 | -6.38% | 8.65% | 38.36% | 683 | #8 |
| #42 | 51.79 | 17.26% | 10.10% | 79.54% | 689 | #3 |
| #43 | -122.81 | -40.94% | 47.36% | 18.95% | 707 | #10 |
| #44 | -46.02 | -15.34% | 16.07% | 42.74% | 468 | #10 |
| #45 | 17.35 | 5.78% | 9.15% | 79.50% | 717 | #4 |
| #46 | -3.73 | -1.24% | 7.31% | 37.50% | 752 | #8 |
| #47 | -43.72 | -14.57% | 21.12% | 30.28% | 677 | #8 |
| #48 | 3.03 | 1.01% | 8.67% | 48.58% | 564 | #6 |
| #49 | 53.95 | 17.98% | 12.67% | 78.90% | 711 | #3 |
| #50 | -22.34 | -7.45% | 8.29% | 42.19% | 647 | #8 |
| #51 | 72.84 | 24.28% | 11.11% | 83.38% | 680 | #2 |
| #52 | -25.24 | -8.41% | 8.73% | 42.40% | 651 | #8 |
| #53 | -7.64 | -2.55% | 8.37% | 26.99% | 730 | #7 |
| #54 | -20.61 | -6.87% | 9.15% | 41.32% | 576 | #8 |
| #55 | 41.19 | 13.73% | 8.27% | 93.25% | 696 | #2 |
| #56 | 84.05 | 28.02% | 9.95% | 82.14% | 672 | Winner |
| #57 | -7.02 | -2.34% | 10.88% | 23.27% | 666 | #8 |
| #58 | -49.19 | -16.40% | 16.88% | 40.43% | 564 | #9 |
| #59 | -21.49 | -7.16% | 9.54% | 20.04% | 519 | #9 |
| #60 | 77.21 | 25.74% | 7.63% | 84.71% | 667 | Winner |
| #61 | -4.36 | -1.45% | 8.78% | 18.64% | 676 | #7 |
| #62 | 44.29 | 14.76% | 10.03% | 80.43% | 741 | Winner |
| #63 | 11.69 | 3.90% | 10.40% | 79.11% | 723 | #5 |
| #64 | -4.59 | -1.53% | 8.47% | 21.06% | 679 | #8 |
| #65 | 78.35 | 26.12% | 11.77% | 85.59% | 680 | Winner |
| #66 | -42.61 | -14.20% | 15.95% | 4.57% | 635 | #9 |
| #67 | -21.09 | -7.03% | 17.29% | 6.29% | 572 | #9 |
| #68 | 60.18 | 20.06% | 8.40% | 83.47% | 732 | Winner |
| #69 | 14.40 | 4.80% | 8.92% | 77.64% | 635 | #5 |
| #70 | 22.85 | 7.62% | 8.19% | 63.54% | 683 | #4 |
| #71 | 47.60 | 15.87% | 7.67% | 78.37% | 661 | #3 |
| #72 | 0.31 | 0.10% | 13.12% | 16.64% | 625 | #6 |
| #73 | -30.49 | -10.16% | 10.79% | 44.48% | 589 | #9 |
| #74 | 51.47 | 17.16% | 8.25% | 83.79% | 654 | #3 |
| #75 | 16.91 | 5.64% | 9.51% | 93.63% | 754 | #6 |
| #76 | -38.75 | -12.92% | 15.50% | 31.09% | 698 | #9 |
| #77 | -4.30 | -1.43% | 16.42% | 21.35% | 801 | #6 |
| #78 | 49.68 | 16.56% | 14.23% | 88.92% | 632 | #3 |
| #79 | 13.67 | 4.56% | 7.51% | 80.83% | 673 | #4 |
| #80 | 7.42 | 2.47% | 7.05% | 43.22% | 597 | #5 |
| #81 | -21.96 | -7.32% | 13.96% | 2.09% | 669 | #7 |
| #82 | -22.72 | -7.57% | 8.08% | 43.97% | 771 | #9 |
| #83 | -29.58 | -9.86% | 10.11% | 45.76% | 695 | #8 |
| #84 | 77.31 | 25.77% | 10.00% | 84.07% | 810 | Winner |
| #85 | 71.76 | 23.92% | 8.18% | 84.62% | 689 | Winner |
| #86 | 13.58 | 4.53% | 7.95% | 78.99% | 714 | #6 |
| #87 | -40.41 | -13.47% | 19.42% | 22.04% | 744 | #9 |
| #88 | 53.94 | 17.98% | 11.41% | 80.41% | 541 | #3 |
| #89 | -22.77 | -7.59% | 11.97% | 1.69% | 710 | #8 |
| #90 | -48.36 | -16.12% | 16.15% | 27.58% | 678 | #9 |
| #91 | 29.35 | 9.78% | 8.78% | 93.19% | 705 | #3 |
| #92 | -71.47 | -23.82% | 27.23% | 36.08% | 765 | #8 |
| #93 | 5.44 | 1.81% | 8.62% | 72.13% | 470 | #5 |
| #94 | -46.36 | -15.45% | 17.69% | 43.67% | 600 | #8 |
| #95 | -24.33 | -8.11% | 10.80% | 42.43% | 674 | #6 |
| #96 | 18.42 | 6.14% | 7.71% | 80.00% | 725 | #2 |
| #97 | 6.23 | 2.08% | 8.77% | 48.76% | 726 | #7 |
| #98 | 46.25 | 15.42% | 8.04% | 81.07% | 692 | #2 |
| #99 | -10.21 | -3.40% | 11.37% | 19.68% | 747 | #5 |
| #100 | -17.59 | -5.86% | 8.82% | 15.37% | 527 | #9 |