ea · 100-run average
Ultimate Breakout System
🏆 5 wins / 100 · Profit rank #9 · DD rank #8
$-10.21
-1.02%
10.47%
24.80%
5 / 100
48.34%
$-1020.61
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 — 5 wins, $-10.21 average profit, 16 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 24.80%, spread 20.59%), though 45 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $441.79).
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 | -80.95 | -8.10% | 8.34% | 43.44% | 663 | #7 |
| #2 | 64.70 | 6.47% | 8.11% | 91.05% | 581 | #5 |
| #3 | -157.23 | -15.72% | 17.37% | 8.12% | 764 | #7 |
| #4 | -234.97 | -23.50% | 24.80% | 15.28% | 746 | #9 |
| #5 | 108.84 | 10.88% | 6.36% | 65.29% | 605 | #3 |
| #6 | -95.67 | -9.57% | 16.32% | 22.43% | 789 | #8 |
| #7 | 84.31 | 8.43% | 6.98% | 84.97% | 539 | #4 |
| #8 | -87.93 | -8.79% | 14.95% | 21.75% | 570 | #9 |
| #9 | -59.03 | -5.90% | 8.14% | 31.08% | 679 | #5 |
| #10 | -42.71 | -4.27% | 8.25% | 33.43% | 676 | #5 |
| #11 | 32.37 | 3.24% | 7.97% | 86.97% | 729 | #5 |
| #12 | 79.87 | 7.99% | 8.25% | 89.58% | 691 | #3 |
| #13 | -126.60 | -12.66% | 13.91% | 18.96% | 575 | #9 |
| #14 | 113.77 | 11.38% | 9.59% | 89.83% | 698 | #4 |
| #15 | -165.74 | -16.57% | 19.24% | 21.81% | 651 | #10 |
| #16 | -24.67 | -2.47% | 10.78% | 19.92% | 798 | #9 |
| #17 | 52.54 | 5.25% | 10.90% | 77.66% | 788 | #4 |
| #18 | 10.54 | 1.05% | 7.33% | 63.67% | 611 | #9 |
| #19 | 68.10 | 6.81% | 8.21% | 89.66% | 609 | #5 |
| #20 | -0.07 | -0.01% | 4.21% | 11.53% | 720 | #4 |
| #21 | 169.46 | 16.95% | 8.03% | 81.79% | 626 | #2 |
| #22 | -108.99 | -10.90% | 12.78% | 10.98% | 665 | #7 |
| #23 | -129.77 | -12.98% | 17.54% | 24.70% | 575 | #10 |
| #24 | -16.28 | -1.63% | 8.37% | 18.23% | 746 | #7 |
| #25 | -196.99 | -19.70% | 20.53% | 13.58% | 545 | #10 |
| #26 | -93.05 | -9.31% | 13.30% | 42.20% | 583 | #9 |
| #27 | -132.13 | -13.21% | 15.19% | 42.86% | 672 | #9 |
| #28 | 25.46 | 2.55% | 7.73% | 77.69% | 659 | #4 |
| #29 | 1.30 | 0.13% | 9.90% | 35.69% | 496 | #5 |
| #30 | 55.65 | 5.56% | 10.31% | 72.89% | 557 | #4 |
| #31 | -25.93 | -2.59% | 8.82% | 27.31% | 714 | #7 |
| #32 | 16.05 | 1.61% | 8.03% | 44.34% | 636 | #7 |
| #33 | 39.71 | 3.97% | 8.63% | 77.60% | 701 | #4 |
| #34 | -107.39 | -10.74% | 12.65% | 20.36% | 658 | #10 |
| #35 | -84.39 | -8.44% | 9.82% | 24.71% | 599 | #9 |
| #36 | 147.81 | 14.78% | 8.28% | 85.21% | 656 | #3 |
| #37 | 23.64 | 2.36% | 7.75% | 74.87% | 561 | #5 |
| #38 | -158.86 | -15.89% | 15.89% | 13.88% | 605 | #10 |
| #39 | 117.08 | 11.71% | 7.17% | 74.97% | 747 | #3 |
| #40 | -25.56 | -2.56% | 14.22% | 15.78% | 729 | #4 |
| #41 | -113.29 | -11.33% | 13.17% | 13.01% | 692 | #9 |
| #42 | -29.38 | -2.94% | 9.43% | 34.19% | 430 | #9 |
| #43 | 137.57 | 13.76% | 7.95% | 88.81% | 813 | #2 |
| #44 | -89.34 | -8.93% | 10.73% | 18.42% | 646 | #10 |
| #45 | -119.40 | -11.94% | 14.07% | 37.05% | 772 | #8 |
| #46 | -15.25 | -1.53% | 7.68% | 19.13% | 596 | #7 |
| #47 | 125.13 | 12.51% | 7.97% | 86.37% | 521 | #2 |
| #48 | -181.23 | -18.12% | 18.87% | 1.94% | 619 | #10 |
| #49 | 8.29 | 0.83% | 8.69% | 58.21% | 780 | #5 |
| #50 | 56.64 | 5.66% | 7.37% | 84.64% | 768 | #5 |
| #51 | -134.75 | -13.48% | 13.50% | 13.87% | 649 | #10 |
| #52 | -51.99 | -5.20% | 8.32% | 38.91% | 658 | #8 |
| #53 | -44.40 | -4.44% | 8.54% | 2.00% | 500 | #8 |
| #54 | 44.15 | 4.42% | 9.42% | 78.56% | 597 | #4 |
| #55 | -94.17 | -9.42% | 12.10% | 6.86% | 860 | #7 |
| #56 | 0.37 | 0.04% | 4.48% | 25.00% | 516 | #5 |
| #57 | -83.75 | -8.38% | 9.32% | 27.03% | 603 | #7 |
| #58 | -43.35 | -4.34% | 14.28% | 20.72% | 748 | #7 |
| #59 | 52.05 | 5.21% | 7.90% | 82.12% | 755 | #4 |
| #60 | 21.42 | 2.14% | 7.35% | 79.07% | 731 | #5 |
| #61 | 104.09 | 10.41% | 7.91% | 87.13% | 839 | #6 |
| #62 | -11.27 | -1.13% | 8.34% | 39.19% | 717 | #6 |
| #63 | 83.05 | 8.31% | 7.98% | 86.72% | 768 | #5 |
| #64 | 177.95 | 17.79% | 8.23% | 86.78% | 658 | #2 |
| #65 | 140.38 | 14.04% | 7.98% | 91.27% | 813 | Winner |
| #66 | -189.50 | -18.95% | 19.90% | 18.50% | 654 | #9 |
| #67 | 40.59 | 4.06% | 7.99% | 75.83% | 629 | #5 |
| #68 | 179.06 | 17.91% | 9.45% | 85.97% | 713 | Winner |
| #69 | -122.63 | -12.26% | 14.26% | 44.34% | 654 | #8 |
| #70 | 100.49 | 10.05% | 7.47% | 86.02% | 644 | #5 |
| #71 | -83.39 | -8.34% | 8.34% | 41.90% | 809 | #10 |
| #72 | -46.69 | -4.67% | 10.27% | 20.77% | 833 | #5 |
| #73 | -113.63 | -11.36% | 15.89% | 41.97% | 772 | #9 |
| #74 | -127.64 | -12.76% | 14.59% | 46.31% | 732 | #8 |
| #75 | 143.56 | 14.36% | 12.55% | 83.51% | 776 | #3 |
| #76 | -35.11 | -3.51% | 8.60% | 24.44% | 671 | #8 |
| #77 | 153.71 | 15.37% | 9.68% | 90.14% | 791 | Winner |
| #78 | 169.17 | 16.92% | 8.68% | 85.78% | 633 | #5 |
| #79 | -82.21 | -8.22% | 11.50% | 5.49% | 637 | #10 |
| #80 | 136.53 | 13.65% | 8.21% | 81.41% | 694 | #2 |
| #81 | 125.50 | 12.55% | 7.67% | 85.80% | 796 | #4 |
| #82 | -153.47 | -15.35% | 15.62% | 35.62% | 730 | #9 |
| #83 | -55.29 | -5.53% | 8.61% | 19.18% | 563 | #9 |
| #84 | -126.28 | -12.63% | 13.84% | 39.54% | 650 | #7 |
| #85 | 83.99 | 8.40% | 7.64% | 77.72% | 772 | #6 |
| #86 | -84.57 | -8.46% | 8.63% | 3.13% | 702 | #6 |
| #87 | -175.29 | -17.53% | 20.09% | 28.34% | 801 | #9 |
| #88 | -69.44 | -6.94% | 9.33% | 14.98% | 741 | #8 |
| #89 | -69.06 | -6.91% | 8.37% | 46.05% | 721 | #8 |
| #90 | 141.31 | 14.13% | 9.42% | 81.24% | 437 | #2 |
| #91 | 62.64 | 6.26% | 8.36% | 79.60% | 755 | #4 |
| #92 | 195.37 | 19.54% | 5.51% | 87.16% | 670 | Winner |
| #93 | -8.42 | -0.84% | 8.83% | 17.59% | 597 | #8 |
| #94 | -48.88 | -4.89% | 8.22% | 3.70% | 459 | #6 |
| #95 | 12.46 | 1.25% | 8.39% | 76.26% | 674 | #6 |
| #96 | -79.63 | -7.96% | 9.13% | 15.12% | 681 | #6 |
| #97 | 19.03 | 1.90% | 9.66% | 92.82% | 724 | #9 |
| #98 | 206.82 | 20.68% | 6.00% | 87.79% | 606 | Winner |
| #99 | -79.83 | -7.98% | 11.20% | 14.00% | 607 | #7 |
| #100 | -35.69 | -3.57% | 8.90% | 22.94% | 763 | #7 |