ea · 100-run average
Ultimate Breakout System
🏆 9 wins / 100 · Profit rank #5 · DD rank #7
$13.30
4.43%
10.97%
31.78%
9 / 100
61.40%
$1330.35
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 $13.30 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 31.78%, spread 27.52%), though 65 of 100 paths still finished profitable.
Path variation: Only 9 outright wins, but frequently stayed within reach of the leaders.
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 | 62.29 | 20.76% | 8.42% | 83.17% | 719 | #2 |
| #2 | 21.20 | 7.07% | 8.10% | 81.32% | 696 | #9 |
| #3 | -46.93 | -15.64% | 17.60% | 31.29% | 735 | #10 |
| #4 | 23.90 | 7.97% | 8.41% | 83.96% | 692 | #2 |
| #5 | -37.93 | -12.64% | 12.64% | 24.59% | 732 | #10 |
| #6 | 57.42 | 19.14% | 10.11% | 83.25% | 627 | #3 |
| #7 | 18.77 | 6.26% | 9.79% | 81.59% | 516 | #4 |
| #8 | 15.07 | 5.02% | 10.66% | 76.99% | 691 | #6 |
| #9 | 45.61 | 15.20% | 8.44% | 96.80% | 688 | #4 |
| #10 | 37.67 | 12.56% | 9.11% | 81.69% | 650 | #3 |
| #11 | 9.61 | 3.20% | 8.58% | 62.61% | 575 | #9 |
| #12 | 16.71 | 5.57% | 10.10% | 78.70% | 803 | #6 |
| #13 | 65.59 | 21.86% | 7.32% | 84.98% | 699 | #2 |
| #14 | 52.73 | 17.58% | 12.46% | 88.24% | 612 | #4 |
| #15 | 26.97 | 8.99% | 7.86% | 78.31% | 664 | #6 |
| #16 | 56.52 | 18.84% | 11.90% | 86.00% | 693 | #2 |
| #17 | -2.10 | -0.70% | 9.97% | 41.67% | 732 | #9 |
| #18 | -53.77 | -17.92% | 19.29% | 25.28% | 716 | #10 |
| #19 | 20.47 | 6.82% | 8.39% | 78.51% | 619 | #4 |
| #20 | 34.05 | 11.35% | 8.35% | 80.34% | 524 | #4 |
| #21 | -24.42 | -8.14% | 9.26% | 29.67% | 664 | #8 |
| #22 | -27.00 | -9.00% | 9.40% | 32.12% | 660 | #9 |
| #23 | 28.18 | 9.39% | 8.86% | 79.02% | 572 | #5 |
| #24 | 43.69 | 14.56% | 10.19% | 86.03% | 630 | #2 |
| #25 | 32.51 | 10.84% | 8.72% | 86.31% | 431 | #5 |
| #26 | 12.29 | 4.10% | 8.34% | 83.48% | 666 | #7 |
| #27 | 82.64 | 27.55% | 8.33% | 83.05% | 755 | Winner |
| #28 | 64.55 | 21.52% | 8.67% | 93.50% | 769 | #2 |
| #29 | -18.45 | -6.15% | 9.78% | 36.53% | 750 | #10 |
| #30 | 39.30 | 13.10% | 7.88% | 88.63% | 739 | #3 |
| #31 | -3.73 | -1.24% | 9.86% | 20.83% | 648 | #8 |
| #32 | 56.31 | 18.77% | 9.33% | 85.57% | 679 | #3 |
| #33 | 47.78 | 15.93% | 7.91% | 90.30% | 567 | #3 |
| #34 | 25.25 | 8.42% | 8.21% | 78.68% | 755 | #4 |
| #35 | 52.62 | 17.54% | 9.44% | 85.63% | 682 | #4 |
| #36 | -33.52 | -11.17% | 11.17% | 13.73% | 517 | #10 |
| #37 | -8.35 | -2.78% | 11.81% | 22.37% | 657 | #7 |
| #38 | 6.61 | 2.20% | 7.65% | 79.18% | 682 | #9 |
| #39 | -32.81 | -10.94% | 13.40% | 38.48% | 751 | #10 |
| #40 | 69.74 | 23.25% | 10.27% | 79.58% | 754 | #3 |
| #41 | 44.71 | 14.90% | 13.42% | 82.11% | 654 | #3 |
| #42 | 37.80 | 12.60% | 8.35% | 80.54% | 668 | #2 |
| #43 | 20.57 | 6.86% | 6.46% | 80.63% | 568 | #6 |
| #44 | -41.76 | -13.92% | 14.08% | 9.94% | 634 | #10 |
| #45 | 4.77 | 1.59% | 10.45% | 25.35% | 635 | #7 |
| #46 | -21.16 | -7.05% | 20.74% | 6.48% | 540 | #8 |
| #47 | -54.02 | -18.01% | 19.30% | 19.88% | 659 | #8 |
| #48 | 21.51 | 7.17% | 7.83% | 94.58% | 757 | #5 |
| #49 | -21.74 | -7.25% | 10.43% | 30.26% | 532 | #9 |
| #50 | -47.11 | -15.70% | 18.41% | 21.55% | 789 | #10 |
| #51 | 50.03 | 16.68% | 12.91% | 80.65% | 677 | #2 |
| #52 | 21.20 | 7.07% | 8.41% | 79.20% | 702 | #6 |
| #53 | 23.64 | 7.88% | 7.62% | 86.13% | 721 | #4 |
| #54 | 64.47 | 21.49% | 8.01% | 86.07% | 596 | Winner |
| #55 | 5.11 | 1.70% | 6.66% | 74.52% | 471 | #5 |
| #56 | -21.53 | -7.18% | 8.99% | 40.67% | 595 | #8 |
| #57 | 48.54 | 16.18% | 10.76% | 97.20% | 750 | Winner |
| #58 | 8.68 | 2.89% | 8.62% | 53.89% | 655 | #8 |
| #59 | 85.80 | 28.60% | 10.15% | 84.40% | 705 | Winner |
| #60 | 41.83 | 13.94% | 9.39% | 81.40% | 726 | #3 |
| #61 | -12.91 | -4.30% | 8.93% | 42.90% | 690 | #7 |
| #62 | 61.48 | 20.49% | 11.30% | 80.40% | 745 | Winner |
| #63 | 26.77 | 8.92% | 9.70% | 80.54% | 591 | #5 |
| #64 | 49.01 | 16.34% | 8.25% | 82.88% | 625 | #2 |
| #65 | 25.52 | 8.51% | 6.83% | 82.19% | 702 | #7 |
| #66 | 39.58 | 13.19% | 11.20% | 79.06% | 721 | #3 |
| #67 | 17.71 | 5.90% | 8.74% | 84.30% | 707 | #3 |
| #68 | 10.33 | 3.44% | 9.18% | 79.03% | 701 | #3 |
| #69 | 3.00 | 1.00% | 9.86% | 43.38% | 657 | #5 |
| #70 | -37.36 | -12.45% | 17.03% | 30.98% | 694 | #8 |
| #71 | 49.27 | 16.42% | 7.65% | 87.61% | 573 | #3 |
| #72 | 10.75 | 3.58% | 9.43% | 77.61% | 670 | #8 |
| #73 | -25.79 | -8.60% | 13.02% | 20.82% | 706 | #10 |
| #74 | 17.98 | 5.99% | 10.89% | 79.29% | 729 | #8 |
| #75 | -9.92 | -3.31% | 8.28% | 17.86% | 644 | #8 |
| #76 | -10.97 | -3.66% | 11.08% | 14.12% | 701 | #6 |
| #77 | -69.13 | -23.04% | 24.68% | 22.78% | 663 | #9 |
| #78 | 65.52 | 21.84% | 13.33% | 81.07% | 692 | Winner |
| #79 | -11.83 | -3.94% | 8.33% | 42.21% | 687 | #8 |
| #80 | -91.37 | -30.46% | 31.78% | 24.69% | 814 | #9 |
| #81 | -1.71 | -0.57% | 7.87% | 25.28% | 791 | #8 |
| #82 | 20.55 | 6.85% | 10.70% | 79.91% | 463 | #4 |
| #83 | -19.35 | -6.45% | 10.84% | 2.11% | 664 | #9 |
| #84 | 97.43 | 32.48% | 13.09% | 80.06% | 682 | Winner |
| #85 | -22.75 | -7.58% | 14.93% | 37.52% | 693 | #9 |
| #86 | -17.35 | -5.78% | 10.77% | 28.03% | 692 | #8 |
| #87 | 32.67 | 10.89% | 7.19% | 77.91% | 602 | #4 |
| #88 | -65.23 | -21.74% | 22.32% | 38.64% | 735 | #10 |
| #89 | 53.90 | 17.97% | 20.88% | 82.53% | 641 | Winner |
| #90 | -27.15 | -9.05% | 14.50% | 42.94% | 652 | #9 |
| #91 | -37.53 | -12.51% | 17.90% | 18.28% | 536 | #10 |
| #92 | -35.23 | -11.74% | 12.12% | 44.44% | 639 | #8 |
| #93 | 0.38 | 0.13% | 4.26% | 31.83% | 641 | #6 |
| #94 | 6.53 | 2.18% | 9.05% | 76.19% | 672 | #5 |
| #95 | 50.21 | 16.74% | 7.69% | 86.94% | 743 | #3 |
| #96 | 46.28 | 15.43% | 7.73% | 83.21% | 554 | #3 |
| #97 | -45.18 | -15.06% | 20.06% | 5.31% | 715 | #9 |
| #98 | 65.77 | 21.92% | 8.74% | 84.58% | 642 | Winner |
| #99 | -30.75 | -10.25% | 11.78% | 40.71% | 533 | #10 |
| #100 | 42.84 | 14.28% | 8.59% | 82.24% | 760 | #3 |