ea · 100-run average
Ultimate Breakout System
🏆 4 wins / 100 · Profit rank #6 · DD rank #6
$35.58
3.56%
9.27%
29.02%
4 / 100
58.81%
$3558.12
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 — 4 wins, $35.58 average profit, 25 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 29.02%, spread 24.16%), though 62 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $485.95).
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 | -17.74 | -1.77% | 8.13% | 12.24% | 678 | #5 |
| #2 | 106.33 | 10.63% | 7.53% | 83.75% | 640 | #2 |
| #3 | 147.31 | 14.73% | 8.98% | 94.88% | 820 | #3 |
| #4 | -135.14 | -13.51% | 14.78% | 39.26% | 675 | #9 |
| #5 | 133.25 | 13.33% | 8.97% | 83.14% | 783 | #2 |
| #6 | -286.06 | -28.61% | 29.02% | 19.04% | 709 | #9 |
| #7 | 69.87 | 6.99% | 9.25% | 91.22% | 854 | #6 |
| #8 | 169.16 | 16.92% | 7.76% | 88.61% | 711 | Winner |
| #9 | 75.90 | 7.59% | 8.04% | 92.23% | 605 | #5 |
| #10 | -50.95 | -5.10% | 11.38% | 12.74% | 636 | #8 |
| #11 | 12.86 | 1.29% | 7.66% | 69.35% | 535 | #6 |
| #12 | -87.15 | -8.72% | 9.30% | 21.09% | 678 | #7 |
| #13 | 111.80 | 11.18% | 7.49% | 84.87% | 714 | #5 |
| #14 | -37.24 | -3.72% | 7.88% | 20.39% | 667 | #8 |
| #15 | 128.33 | 12.83% | 5.99% | 87.47% | 766 | #4 |
| #16 | 30.98 | 3.10% | 7.99% | 79.84% | 615 | #6 |
| #17 | -75.15 | -7.52% | 8.54% | 3.26% | 552 | #9 |
| #18 | 83.53 | 8.35% | 9.08% | 91.96% | 634 | #5 |
| #19 | 0.74 | 0.07% | 5.91% | 21.96% | 592 | #5 |
| #20 | 147.38 | 14.74% | 9.08% | 73.80% | 687 | #4 |
| #21 | 160.09 | 16.01% | 7.79% | 90.79% | 695 | #4 |
| #22 | -119.09 | -11.91% | 13.29% | 44.83% | 774 | #8 |
| #23 | -14.92 | -1.49% | 8.65% | 17.19% | 605 | #6 |
| #24 | 15.17 | 1.52% | 7.47% | 72.94% | 547 | #5 |
| #25 | 108.77 | 10.88% | 9.87% | 84.69% | 725 | Winner |
| #26 | 100.79 | 10.08% | 8.33% | 84.31% | 701 | #4 |
| #27 | -55.59 | -5.56% | 8.85% | 20.11% | 746 | #7 |
| #28 | -155.61 | -15.56% | 15.84% | 5.38% | 613 | #10 |
| #29 | 79.04 | 7.90% | 8.44% | 76.15% | 696 | #5 |
| #30 | -45.96 | -4.60% | 10.05% | 20.10% | 587 | #9 |
| #31 | -42.93 | -4.29% | 8.09% | 44.82% | 763 | #7 |
| #32 | 119.46 | 11.95% | 9.01% | 88.48% | 764 | #3 |
| #33 | 193.48 | 19.35% | 4.86% | 86.38% | 712 | #2 |
| #34 | 106.56 | 10.66% | 11.45% | 77.62% | 724 | #4 |
| #35 | -150.05 | -15.01% | 16.27% | 6.89% | 697 | #10 |
| #36 | -82.37 | -8.24% | 8.79% | 25.67% | 522 | #9 |
| #37 | -4.59 | -0.46% | 8.14% | 19.28% | 726 | #7 |
| #38 | -74.64 | -7.46% | 7.58% | 0.45% | 672 | #8 |
| #39 | 94.63 | 9.46% | 9.17% | 75.48% | 734 | #6 |
| #40 | 63.78 | 6.38% | 9.45% | 82.80% | 628 | #4 |
| #41 | -92.13 | -9.21% | 12.92% | 16.64% | 601 | #9 |
| #42 | 52.06 | 5.21% | 8.02% | 84.31% | 682 | #2 |
| #43 | 68.04 | 6.80% | 6.08% | 90.24% | 758 | #5 |
| #44 | 55.03 | 5.50% | 6.57% | 87.58% | 596 | #4 |
| #45 | 145.87 | 14.59% | 7.34% | 85.27% | 679 | #2 |
| #46 | 69.51 | 6.95% | 7.59% | 75.83% | 662 | #6 |
| #47 | -24.56 | -2.46% | 8.47% | 23.27% | 666 | #7 |
| #48 | 190.14 | 19.01% | 9.47% | 89.33% | 731 | #3 |
| #49 | 6.45 | 0.65% | 8.97% | 75.65% | 657 | #5 |
| #50 | 46.26 | 4.63% | 9.22% | 84.49% | 677 | #5 |
| #51 | 124.22 | 12.42% | 7.59% | 80.59% | 747 | #2 |
| #52 | 110.90 | 11.09% | 9.75% | 89.75% | 722 | #3 |
| #53 | 183.29 | 18.33% | 10.63% | 87.54% | 642 | #2 |
| #54 | -66.40 | -6.64% | 11.81% | 15.61% | 628 | #8 |
| #55 | 108.34 | 10.83% | 8.41% | 86.74% | 694 | #5 |
| #56 | 197.13 | 19.71% | 8.33% | 90.00% | 720 | Winner |
| #57 | -201.76 | -20.18% | 20.71% | 19.18% | 511 | #10 |
| #58 | 199.89 | 19.99% | 11.56% | 85.53% | 705 | #2 |
| #59 | 141.88 | 14.19% | 6.53% | 83.50% | 697 | #4 |
| #60 | 89.91 | 8.99% | 6.71% | 84.82% | 560 | #3 |
| #61 | -57.43 | -5.74% | 8.16% | 11.56% | 744 | #9 |
| #62 | -98.76 | -9.88% | 14.40% | 24.78% | 670 | #7 |
| #63 | 57.38 | 5.74% | 8.35% | 81.00% | 700 | #6 |
| #64 | 114.43 | 11.44% | 6.64% | 85.67% | 628 | #4 |
| #65 | -11.29 | -1.13% | 7.99% | 31.21% | 535 | #8 |
| #66 | 11.03 | 1.10% | 7.68% | 75.56% | 667 | #6 |
| #67 | -67.39 | -6.74% | 9.86% | 16.53% | 714 | #8 |
| #68 | 79.34 | 7.93% | 7.08% | 77.73% | 494 | #4 |
| #69 | -17.69 | -1.77% | 7.56% | 20.12% | 641 | #9 |
| #70 | 134.07 | 13.41% | 7.98% | 81.23% | 570 | #5 |
| #71 | 180.61 | 18.06% | 8.23% | 88.21% | 585 | Winner |
| #72 | 187.50 | 18.75% | 7.98% | 86.26% | 604 | #2 |
| #73 | -51.21 | -5.12% | 8.42% | 40.92% | 716 | #9 |
| #74 | 54.59 | 5.46% | 7.06% | 81.28% | 641 | #4 |
| #75 | 156.96 | 15.70% | 8.06% | 90.00% | 710 | #3 |
| #76 | 151.78 | 15.18% | 8.50% | 87.91% | 645 | #4 |
| #77 | 163.80 | 16.38% | 7.03% | 87.73% | 644 | #2 |
| #78 | 71.62 | 7.16% | 8.22% | 89.98% | 529 | #3 |
| #79 | 38.17 | 3.82% | 7.41% | 84.88% | 774 | #6 |
| #80 | 96.58 | 9.66% | 7.69% | 90.58% | 573 | #5 |
| #81 | 140.28 | 14.03% | 7.56% | 71.07% | 636 | #2 |
| #82 | 113.65 | 11.37% | 9.35% | 87.69% | 707 | #5 |
| #83 | -73.72 | -7.37% | 9.30% | 32.34% | 708 | #6 |
| #84 | 17.00 | 1.70% | 8.15% | 53.69% | 678 | #5 |
| #85 | -110.26 | -11.03% | 11.17% | 10.11% | 475 | #9 |
| #86 | 4.43 | 0.44% | 10.67% | 52.31% | 715 | #5 |
| #87 | -8.06 | -0.81% | 7.63% | 14.24% | 583 | #7 |
| #88 | 19.85 | 1.99% | 9.45% | 77.09% | 659 | #5 |
| #89 | 73.51 | 7.35% | 8.77% | 88.61% | 632 | #3 |
| #90 | -25.62 | -2.56% | 10.70% | 21.82% | 724 | #9 |
| #91 | 177.55 | 17.76% | 8.58% | 86.83% | 691 | #3 |
| #92 | -89.46 | -8.95% | 11.49% | 41.14% | 756 | #9 |
| #93 | -24.72 | -2.47% | 8.05% | 20.03% | 704 | #8 |
| #94 | 43.83 | 4.38% | 8.35% | 76.62% | 633 | #6 |
| #95 | -42.57 | -4.26% | 9.86% | 14.71% | 700 | #8 |
| #96 | -44.28 | -4.43% | 8.61% | 19.12% | 680 | #5 |
| #97 | -1.82 | -0.18% | 10.32% | 17.30% | 636 | #6 |
| #98 | -68.95 | -6.90% | 10.42% | 17.49% | 606 | #7 |
| #99 | -86.26 | -8.63% | 15.49% | 23.55% | 739 | #9 |
| #100 | 121.55 | 12.16% | 7.62% | 90.51% | 748 | #3 |