ea · 100-run average
Ultimate Breakout System
🏆 1 wins / 100 · Profit rank #9 · DD rank #7
$-5.20
-1.73%
11.82%
38.99%
1 / 100
51.02%
$-520.49
0
Simulation Analysis
How this EA behaved across all 100 independent market paths.
Observed across 100 independent market paths: Ultimate Breakout System ranked #9 of 10 — 1 wins, $-5.20 average profit, 24 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 38.99%, spread 35.27%), though 53 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $139.84).
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 | -49.57 | -16.52% | 16.61% | 50.00% | 264 | #8 |
| #2 | -39.88 | -13.29% | 13.58% | 48.25% | 114 | #8 |
| #3 | -85.43 | -28.48% | 28.52% | 56.91% | 246 | #10 |
| #4 | 38.81 | 12.94% | 8.23% | 50.36% | 139 | #4 |
| #5 | 37.27 | 12.42% | 7.27% | 52.76% | 163 | #2 |
| #6 | -72.50 | -24.17% | 31.60% | 50.78% | 193 | #10 |
| #7 | -83.40 | -27.80% | 27.80% | 48.84% | 215 | #9 |
| #8 | -44.45 | -14.82% | 14.82% | 47.12% | 208 | #8 |
| #9 | -5.22 | -1.74% | 8.43% | 55.95% | 168 | #9 |
| #10 | 38.81 | 12.94% | 5.12% | 50.79% | 191 | #3 |
| #11 | -22.26 | -7.42% | 7.72% | 52.05% | 219 | #8 |
| #12 | 32.14 | 10.71% | 9.63% | 50.00% | 148 | #3 |
| #13 | 36.26 | 12.09% | 6.09% | 45.61% | 239 | #3 |
| #14 | -36.10 | -12.03% | 15.66% | 57.14% | 168 | #8 |
| #15 | -20.36 | -6.79% | 7.85% | 54.89% | 235 | #6 |
| #16 | 19.35 | 6.45% | 3.94% | 52.25% | 178 | #5 |
| #17 | -62.57 | -20.86% | 20.90% | 51.21% | 207 | #10 |
| #18 | -84.48 | -28.16% | 28.16% | 48.82% | 211 | #10 |
| #19 | -36.69 | -12.23% | 12.23% | 46.89% | 241 | #8 |
| #20 | 31.53 | 10.51% | 6.29% | 53.46% | 217 | #5 |
| #21 | 38.81 | 12.94% | 9.15% | 54.26% | 188 | #3 |
| #22 | -52.26 | -17.42% | 17.65% | 51.95% | 231 | #10 |
| #23 | -60.74 | -20.25% | 20.25% | 50.17% | 287 | #8 |
| #24 | -81.76 | -27.25% | 27.37% | 48.13% | 214 | #10 |
| #25 | 11.78 | 3.93% | 4.07% | 56.99% | 286 | #5 |
| #26 | -58.70 | -19.57% | 19.74% | 55.00% | 220 | #9 |
| #27 | 15.40 | 5.13% | 5.67% | 52.73% | 275 | #6 |
| #28 | 32.65 | 10.88% | 5.44% | 50.69% | 217 | #5 |
| #29 | 34.66 | 11.55% | 12.48% | 49.25% | 199 | #5 |
| #30 | 3.85 | 1.28% | 4.26% | 46.63% | 193 | #7 |
| #31 | 38.81 | 12.94% | 6.39% | 52.76% | 199 | #3 |
| #32 | 4.33 | 1.44% | 5.45% | 51.79% | 280 | #7 |
| #33 | 22.97 | 7.66% | 6.22% | 49.37% | 239 | #5 |
| #34 | -52.78 | -17.59% | 20.64% | 50.20% | 251 | #8 |
| #35 | 38.81 | 12.94% | 4.84% | 47.84% | 255 | #5 |
| #36 | 2.41 | 0.80% | 4.58% | 54.27% | 234 | #5 |
| #37 | 38.81 | 12.94% | 7.27% | 52.80% | 286 | #3 |
| #38 | -4.53 | -1.51% | 11.78% | 50.43% | 232 | #7 |
| #39 | -50.17 | -16.72% | 16.74% | 50.94% | 267 | #8 |
| #40 | -28.89 | -9.63% | 10.06% | 49.23% | 195 | #7 |
| #41 | 15.55 | 5.18% | 23.76% | 46.90% | 226 | #6 |
| #42 | 38.81 | 12.94% | 5.86% | 54.01% | 287 | #3 |
| #43 | 29.05 | 9.68% | 5.90% | 51.30% | 230 | #2 |
| #44 | -54.27 | -18.09% | 28.48% | 52.05% | 244 | #9 |
| #45 | 12.57 | 4.19% | 6.11% | 47.89% | 261 | #5 |
| #46 | 35.25 | 11.75% | 9.16% | 45.99% | 287 | Winner |
| #47 | 38.81 | 12.94% | 5.48% | 54.25% | 212 | #2 |
| #48 | -101.03 | -33.68% | 33.75% | 55.05% | 287 | #9 |
| #49 | -42.76 | -14.25% | 14.34% | 52.96% | 287 | #8 |
| #50 | -10.85 | -3.62% | 8.68% | 50.83% | 240 | #4 |
| #51 | 38.81 | 12.94% | 10.48% | 48.99% | 247 | #3 |
| #52 | 37.78 | 12.59% | 4.51% | 46.61% | 221 | #6 |
| #53 | -58.19 | -19.40% | 19.47% | 56.09% | 230 | #10 |
| #54 | 16.80 | 5.60% | 8.32% | 51.92% | 287 | #6 |
| #55 | 38.81 | 12.94% | 8.76% | 49.38% | 241 | #3 |
| #56 | 33.98 | 11.33% | 3.72% | 50.00% | 258 | #4 |
| #57 | -31.10 | -10.37% | 13.40% | 48.34% | 211 | #9 |
| #58 | 38.81 | 12.94% | 10.37% | 55.05% | 287 | #5 |
| #59 | -4.78 | -1.59% | 4.75% | 54.77% | 199 | #5 |
| #60 | -10.84 | -3.61% | 6.63% | 53.16% | 237 | #5 |
| #61 | 38.81 | 12.94% | 6.67% | 51.09% | 276 | #3 |
| #62 | -54.15 | -18.05% | 18.26% | 49.15% | 234 | #9 |
| #63 | 38.81 | 12.94% | 13.61% | 44.95% | 287 | #3 |
| #64 | -34.11 | -11.37% | 11.37% | 56.03% | 257 | #6 |
| #65 | -39.30 | -13.10% | 17.43% | 54.07% | 270 | #9 |
| #66 | -11.18 | -3.73% | 7.70% | 49.58% | 236 | #7 |
| #67 | 35.61 | 11.87% | 12.74% | 47.37% | 228 | #3 |
| #68 | 32.14 | 10.71% | 6.06% | 45.79% | 273 | #3 |
| #69 | 38.81 | 12.94% | 8.35% | 54.62% | 260 | #3 |
| #70 | -90.69 | -30.23% | 38.99% | 54.96% | 262 | #10 |
| #71 | 38.81 | 12.94% | 7.05% | 53.02% | 232 | #3 |
| #72 | 24.71 | 8.24% | 6.01% | 48.34% | 211 | #5 |
| #73 | 38.81 | 12.94% | 10.80% | 46.98% | 281 | #2 |
| #74 | 33.38 | 11.13% | 7.19% | 46.48% | 256 | #7 |
| #75 | 32.78 | 10.93% | 6.33% | 56.10% | 287 | #5 |
| #76 | 38.11 | 12.70% | 7.25% | 51.82% | 274 | #3 |
| #77 | -85.51 | -28.50% | 28.75% | 51.80% | 222 | #10 |
| #78 | -69.96 | -23.32% | 23.32% | 50.17% | 287 | #9 |
| #79 | 33.91 | 11.30% | 7.60% | 45.22% | 230 | #4 |
| #80 | 38.81 | 12.94% | 5.63% | 55.05% | 287 | #3 |
| #81 | -15.85 | -5.28% | 8.72% | 55.03% | 189 | #9 |
| #82 | -45.32 | -15.11% | 15.85% | 52.96% | 287 | #8 |
| #83 | -29.49 | -9.83% | 9.86% | 51.18% | 211 | #10 |
| #84 | -74.82 | -24.94% | 25.71% | 48.81% | 252 | #9 |
| #85 | 12.43 | 4.14% | 6.60% | 44.79% | 259 | #5 |
| #86 | -15.49 | -5.16% | 5.75% | 55.85% | 265 | #5 |
| #87 | 32.09 | 10.70% | 6.67% | 53.94% | 254 | #5 |
| #88 | 1.50 | 0.50% | 4.00% | 49.37% | 237 | #5 |
| #89 | 38.81 | 12.94% | 10.99% | 50.18% | 275 | #2 |
| #90 | -4.13 | -1.38% | 10.19% | 45.53% | 235 | #6 |
| #91 | 6.98 | 2.33% | 5.53% | 54.17% | 216 | #4 |
| #92 | 8.57 | 2.86% | 6.59% | 52.79% | 233 | #6 |
| #93 | 20.63 | 6.88% | 9.18% | 48.92% | 139 | #4 |
| #94 | -30.78 | -10.26% | 12.88% | 50.87% | 287 | #7 |
| #95 | -9.44 | -3.15% | 6.39% | 45.96% | 198 | #7 |
| #96 | -5.18 | -1.73% | 10.02% | 44.71% | 255 | #5 |
| #97 | -70.72 | -23.57% | 24.02% | 56.03% | 257 | #10 |
| #98 | -11.37 | -3.79% | 5.11% | 53.92% | 217 | #6 |
| #99 | 7.75 | 2.58% | 6.85% | 49.57% | 230 | #6 |
| #100 | 38.81 | 12.94% | 7.77% | 50.23% | 213 | #3 |