ea · 100-run average
Ultimate Breakout System
🏆 14 wins / 100 · Profit rank #4 · DD rank #5
$14.27
4.76%
10.41%
26.95%
14 / 100
57.53%
$1426.89
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 #4, posting 14 wins and $14.27 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 26.95%, spread 23.61%), though 59 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $175.47).
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 | 33.65 | 11.22% | 9.32% | 82.00% | 550 | #2 |
| #2 | 30.72 | 10.24% | 8.75% | 80.11% | 563 | #3 |
| #3 | 23.82 | 7.94% | 8.09% | 82.62% | 564 | #4 |
| #4 | 5.51 | 1.84% | 8.15% | 46.36% | 591 | #4 |
| #5 | 31.81 | 10.60% | 8.62% | 80.56% | 607 | #4 |
| #6 | -54.81 | -18.27% | 18.34% | 36.29% | 642 | #10 |
| #7 | 33.90 | 11.30% | 8.70% | 87.83% | 641 | #3 |
| #8 | -3.36 | -1.12% | 9.27% | 18.83% | 600 | #6 |
| #9 | 54.39 | 18.13% | 8.68% | 89.10% | 532 | Winner |
| #10 | 60.39 | 20.13% | 8.11% | 82.88% | 736 | Winner |
| #11 | -13.11 | -4.37% | 11.76% | 4.45% | 651 | #6 |
| #12 | 88.41 | 29.47% | 9.28% | 86.02% | 694 | #2 |
| #13 | -6.29 | -2.10% | 8.28% | 16.24% | 671 | #7 |
| #14 | 35.11 | 11.70% | 7.72% | 78.74% | 776 | #4 |
| #15 | 61.05 | 20.35% | 8.77% | 85.93% | 590 | Winner |
| #16 | -66.56 | -22.19% | 26.95% | 45.85% | 687 | #10 |
| #17 | 51.31 | 17.10% | 8.48% | 83.60% | 500 | #2 |
| #18 | 0.08 | 0.03% | 3.34% | 24.02% | 762 | #9 |
| #19 | -9.37 | -3.12% | 8.13% | 43.80% | 653 | #7 |
| #20 | -19.17 | -6.39% | 10.09% | 17.86% | 543 | #9 |
| #21 | 2.28 | 0.76% | 6.85% | 39.80% | 588 | #5 |
| #22 | -16.09 | -5.36% | 12.47% | 11.28% | 736 | #6 |
| #23 | 57.66 | 19.22% | 8.12% | 81.84% | 435 | Winner |
| #24 | 72.89 | 24.30% | 11.18% | 83.68% | 858 | Winner |
| #25 | -31.15 | -10.38% | 11.20% | 41.75% | 594 | #10 |
| #26 | 86.97 | 28.99% | 8.45% | 82.89% | 789 | Winner |
| #27 | -72.46 | -24.15% | 24.22% | 45.03% | 724 | #10 |
| #28 | -23.93 | -7.98% | 10.09% | 41.57% | 611 | #9 |
| #29 | 68.09 | 22.70% | 10.55% | 83.12% | 711 | Winner |
| #30 | 41.81 | 13.94% | 7.20% | 82.77% | 801 | Winner |
| #31 | -3.79 | -1.26% | 12.28% | 20.26% | 691 | #7 |
| #32 | 31.11 | 10.37% | 8.35% | 81.06% | 834 | #4 |
| #33 | 20.68 | 6.89% | 7.56% | 80.39% | 714 | #7 |
| #34 | 26.28 | 8.76% | 7.78% | 88.05% | 795 | #5 |
| #35 | -8.28 | -2.76% | 9.41% | 23.42% | 619 | #6 |
| #36 | -5.29 | -1.76% | 9.20% | 21.46% | 792 | #7 |
| #37 | 18.83 | 6.28% | 7.48% | 79.09% | 684 | #4 |
| #38 | -36.06 | -12.02% | 13.56% | 40.99% | 744 | #9 |
| #39 | -14.20 | -4.73% | 8.57% | 34.58% | 723 | #9 |
| #40 | 43.73 | 14.58% | 9.12% | 87.02% | 855 | #3 |
| #41 | 2.05 | 0.68% | 7.15% | 31.31% | 693 | #7 |
| #42 | 2.71 | 0.90% | 8.07% | 45.09% | 774 | #6 |
| #43 | -13.68 | -4.56% | 12.82% | 24.04% | 628 | #6 |
| #44 | 39.20 | 13.07% | 9.58% | 80.96% | 830 | #3 |
| #45 | 52.41 | 17.47% | 7.82% | 80.45% | 660 | #2 |
| #46 | -14.15 | -4.72% | 9.33% | 30.81% | 860 | #6 |
| #47 | 6.44 | 2.15% | 8.80% | 79.84% | 615 | #3 |
| #48 | -39.52 | -13.17% | 17.34% | 5.34% | 787 | #9 |
| #49 | -36.40 | -12.13% | 13.14% | 3.19% | 595 | #10 |
| #50 | 29.66 | 9.89% | 8.17% | 79.74% | 617 | #4 |
| #51 | 20.16 | 6.72% | 7.60% | 79.43% | 773 | #4 |
| #52 | 80.48 | 26.83% | 10.78% | 84.52% | 814 | Winner |
| #53 | -13.49 | -4.50% | 8.61% | 20.23% | 608 | #7 |
| #54 | 17.29 | 5.76% | 9.24% | 78.53% | 722 | #5 |
| #55 | -38.11 | -12.70% | 14.48% | 41.24% | 628 | #9 |
| #56 | -25.09 | -8.36% | 13.03% | 46.64% | 789 | #8 |
| #57 | -52.84 | -17.61% | 18.39% | 20.26% | 543 | #10 |
| #58 | 34.96 | 11.65% | 8.11% | 77.86% | 804 | #5 |
| #59 | -3.38 | -1.13% | 8.96% | 19.73% | 446 | #9 |
| #60 | 70.89 | 23.63% | 9.06% | 83.40% | 753 | #3 |
| #61 | 45.64 | 15.21% | 9.07% | 84.04% | 495 | #2 |
| #62 | -42.82 | -14.27% | 17.23% | 17.46% | 693 | #8 |
| #63 | 24.88 | 8.29% | 7.29% | 80.55% | 622 | #4 |
| #64 | -3.22 | -1.07% | 12.99% | 19.62% | 841 | #7 |
| #65 | 22.27 | 7.42% | 7.94% | 77.11% | 712 | #3 |
| #66 | 22.72 | 7.57% | 7.22% | 79.25% | 694 | #4 |
| #67 | 8.51 | 2.84% | 8.82% | 96.76% | 463 | #5 |
| #68 | -18.69 | -6.23% | 8.23% | 18.95% | 860 | #9 |
| #69 | 35.23 | 11.74% | 10.87% | 83.20% | 518 | #2 |
| #70 | -17.97 | -5.99% | 10.83% | 34.58% | 801 | #7 |
| #71 | -17.50 | -5.83% | 9.36% | 37.82% | 669 | #8 |
| #72 | 9.73 | 3.24% | 8.79% | 95.63% | 503 | #5 |
| #73 | -33.29 | -11.10% | 11.91% | 13.29% | 692 | #9 |
| #74 | -24.99 | -8.33% | 11.90% | 24.07% | 702 | #9 |
| #75 | 89.86 | 29.95% | 13.61% | 87.14% | 591 | Winner |
| #76 | -17.41 | -5.80% | 12.14% | 25.10% | 494 | #9 |
| #77 | 56.67 | 18.89% | 17.57% | 87.19% | 601 | #2 |
| #78 | 75.65 | 25.22% | 8.04% | 83.99% | 756 | Winner |
| #79 | -32.35 | -10.78% | 11.76% | 22.29% | 628 | #8 |
| #80 | 52.98 | 17.66% | 8.18% | 81.99% | 816 | #3 |
| #81 | -9.77 | -3.26% | 8.16% | 16.54% | 647 | #8 |
| #82 | 59.73 | 19.91% | 11.11% | 84.01% | 594 | #2 |
| #83 | 103.01 | 34.34% | 8.60% | 87.00% | 654 | Winner |
| #84 | 17.86 | 5.95% | 7.93% | 79.92% | 528 | #5 |
| #85 | 52.06 | 17.35% | 7.07% | 86.00% | 500 | Winner |
| #86 | -41.22 | -13.74% | 19.64% | 0.80% | 750 | #8 |
| #87 | -10.38 | -3.46% | 7.56% | 19.40% | 696 | #8 |
| #88 | 46.08 | 15.36% | 7.83% | 89.89% | 663 | #3 |
| #89 | 53.01 | 17.67% | 9.18% | 86.29% | 525 | #3 |
| #90 | 100.94 | 33.65% | 6.96% | 86.89% | 816 | Winner |
| #91 | -56.51 | -18.84% | 23.69% | 37.56% | 639 | #8 |
| #92 | -18.13 | -6.04% | 9.59% | 15.40% | 779 | #9 |
| #93 | 39.33 | 13.11% | 8.32% | 82.98% | 658 | #4 |
| #94 | -23.69 | -7.90% | 10.74% | 45.95% | 679 | #8 |
| #95 | -41.71 | -13.90% | 18.17% | 26.45% | 726 | #8 |
| #96 | 75.11 | 25.04% | 15.66% | 85.38% | 684 | #2 |
| #97 | 48.15 | 16.05% | 9.07% | 97.39% | 766 | #2 |
| #98 | 49.11 | 16.37% | 8.53% | 79.58% | 617 | #2 |
| #99 | 16.73 | 5.58% | 8.21% | 79.69% | 645 | #5 |
| #100 | 15.13 | 5.04% | 8.46% | 80.40% | 653 | #4 |