ea · 100-run average
Ultimate Breakout System
🏆 14 wins / 100 · Profit rank #3 · DD rank #6
$9.98
3.33%
10.97%
32.04%
14 / 100
57.48%
$997.94
0
Simulation Analysis
How this EA behaved across all 100 independent market paths.
Observed across 100 independent market paths: Ultimate Breakout System took third place (14 wins, $9.98 average) and stayed competitive in 36 simulations.
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 32.04%, spread 27.87%), though 57 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $173.10).
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 | 37.93 | 12.64% | 10.81% | 79.64% | 771 | #4 |
| #2 | 13.93 | 4.64% | 8.36% | 78.31% | 627 | #8 |
| #3 | -18.70 | -6.23% | 8.92% | 16.85% | 742 | #6 |
| #4 | -13.69 | -4.56% | 8.60% | 40.15% | 675 | #6 |
| #5 | 8.05 | 2.68% | 7.82% | 48.45% | 679 | #2 |
| #6 | 12.58 | 4.19% | 10.21% | 76.73% | 679 | Winner |
| #7 | -19.53 | -6.51% | 15.10% | 22.29% | 682 | #8 |
| #8 | -27.28 | -9.09% | 13.85% | 37.31% | 772 | #6 |
| #9 | 15.08 | 5.03% | 9.43% | 77.11% | 734 | #5 |
| #10 | -16.18 | -5.39% | 9.17% | 43.66% | 733 | #8 |
| #11 | -20.48 | -6.83% | 10.49% | 38.10% | 643 | #6 |
| #12 | 10.24 | 3.41% | 9.08% | 79.21% | 659 | #7 |
| #13 | 9.08 | 3.03% | 9.61% | 78.50% | 693 | #3 |
| #14 | -5.61 | -1.87% | 7.89% | 0.69% | 720 | #6 |
| #15 | 47.68 | 15.89% | 9.46% | 87.54% | 690 | #3 |
| #16 | 5.02 | 1.67% | 8.07% | 76.09% | 506 | #5 |
| #17 | 29.35 | 9.78% | 11.35% | 79.94% | 668 | #3 |
| #18 | -61.11 | -20.37% | 22.77% | 31.79% | 799 | #9 |
| #19 | -25.95 | -8.65% | 11.68% | 17.22% | 453 | #9 |
| #20 | 67.77 | 22.59% | 9.00% | 85.81% | 733 | Winner |
| #21 | -74.43 | -24.81% | 32.04% | 26.30% | 616 | #9 |
| #22 | -0.09 | -0.03% | 4.79% | 42.76% | 573 | #5 |
| #23 | 1.91 | 0.64% | 7.95% | 33.62% | 693 | #7 |
| #24 | -3.20 | -1.07% | 10.86% | 20.85% | 705 | #7 |
| #25 | -45.67 | -15.22% | 17.40% | 39.15% | 728 | #9 |
| #26 | -7.68 | -2.56% | 8.38% | 30.64% | 718 | #8 |
| #27 | 12.31 | 4.10% | 8.92% | 81.52% | 774 | #6 |
| #28 | -9.38 | -3.13% | 11.70% | 27.97% | 615 | #7 |
| #29 | 14.07 | 4.69% | 7.66% | 77.37% | 676 | #6 |
| #30 | 49.34 | 16.45% | 8.88% | 80.60% | 804 | Winner |
| #31 | -14.10 | -4.70% | 8.09% | 36.91% | 485 | #7 |
| #32 | 96.78 | 32.26% | 7.61% | 88.31% | 830 | Winner |
| #33 | -1.85 | -0.62% | 7.67% | 17.59% | 688 | #7 |
| #34 | 48.79 | 16.26% | 8.54% | 85.69% | 713 | #4 |
| #35 | 19.98 | 6.66% | 7.95% | 78.04% | 674 | Winner |
| #36 | 20.91 | 6.97% | 8.91% | 81.87% | 717 | #5 |
| #37 | 27.52 | 9.17% | 8.52% | 81.03% | 775 | #3 |
| #38 | 6.16 | 2.05% | 8.58% | 69.20% | 737 | #9 |
| #39 | -18.27 | -6.09% | 8.15% | 5.90% | 593 | #10 |
| #40 | -11.62 | -3.87% | 10.90% | 18.71% | 636 | #5 |
| #41 | -9.88 | -3.29% | 8.52% | 37.99% | 637 | #7 |
| #42 | 19.76 | 6.59% | 8.70% | 79.47% | 799 | #4 |
| #43 | -2.76 | -0.92% | 14.20% | 18.30% | 683 | #7 |
| #44 | 94.67 | 31.56% | 8.55% | 96.28% | 860 | Winner |
| #45 | -76.32 | -25.44% | 26.87% | 42.12% | 660 | #10 |
| #46 | -2.39 | -0.80% | 7.23% | 19.60% | 755 | #6 |
| #47 | 10.72 | 3.57% | 9.58% | 49.73% | 736 | #2 |
| #48 | 43.78 | 14.59% | 11.23% | 80.05% | 777 | #3 |
| #49 | 22.35 | 7.45% | 8.90% | 77.70% | 722 | #4 |
| #50 | 58.61 | 19.54% | 7.97% | 80.85% | 752 | #2 |
| #51 | 41.50 | 13.83% | 7.71% | 79.87% | 780 | #4 |
| #52 | 18.91 | 6.30% | 7.73% | 79.05% | 802 | #3 |
| #53 | 44.25 | 14.75% | 7.50% | 77.94% | 612 | Winner |
| #54 | -27.24 | -9.08% | 9.23% | 38.68% | 817 | #8 |
| #55 | 64.92 | 21.64% | 8.00% | 81.51% | 611 | Winner |
| #56 | -17.42 | -5.81% | 8.42% | 34.64% | 843 | #8 |
| #57 | 55.35 | 18.45% | 9.79% | 84.64% | 664 | Winner |
| #58 | 0.36 | 0.12% | 6.43% | 9.07% | 783 | #8 |
| #59 | -57.29 | -19.10% | 27.78% | 9.96% | 693 | #10 |
| #60 | 47.54 | 15.85% | 9.22% | 84.15% | 795 | #3 |
| #61 | 23.58 | 7.86% | 8.55% | 79.36% | 717 | #2 |
| #62 | -42.19 | -14.06% | 18.07% | 41.98% | 648 | #8 |
| #63 | -6.71 | -2.24% | 13.37% | 26.59% | 756 | #7 |
| #64 | 54.52 | 18.17% | 14.10% | 79.57% | 739 | Winner |
| #65 | -52.94 | -17.65% | 20.09% | 17.78% | 658 | #9 |
| #66 | 9.45 | 3.15% | 7.49% | 77.65% | 765 | #6 |
| #67 | -43.93 | -14.64% | 14.86% | 32.54% | 676 | #8 |
| #68 | 50.01 | 16.67% | 11.40% | 86.78% | 673 | #4 |
| #69 | 73.85 | 24.62% | 11.69% | 84.26% | 699 | Winner |
| #70 | 40.66 | 13.55% | 10.06% | 81.74% | 723 | #3 |
| #71 | 33.02 | 11.01% | 8.42% | 80.73% | 633 | Winner |
| #72 | 80.16 | 26.72% | 4.52% | 83.62% | 690 | Winner |
| #73 | -15.06 | -5.02% | 9.42% | 42.42% | 745 | #9 |
| #74 | 29.77 | 9.92% | 8.13% | 84.84% | 508 | #3 |
| #75 | -14.31 | -4.77% | 9.02% | 25.29% | 684 | #9 |
| #76 | 21.77 | 7.26% | 9.63% | 91.16% | 848 | #3 |
| #77 | 26.66 | 8.89% | 8.16% | 84.19% | 677 | #6 |
| #78 | -49.06 | -16.35% | 17.44% | 40.89% | 626 | #9 |
| #79 | -53.26 | -17.75% | 19.28% | 43.69% | 689 | #10 |
| #80 | 50.96 | 16.99% | 4.17% | 86.94% | 712 | #4 |
| #81 | -23.44 | -7.81% | 12.14% | 40.77% | 677 | #7 |
| #82 | 64.42 | 21.47% | 8.26% | 84.31% | 663 | #2 |
| #83 | -36.26 | -12.09% | 20.35% | 18.10% | 431 | #7 |
| #84 | 35.65 | 11.88% | 11.84% | 95.08% | 731 | #5 |
| #85 | 19.73 | 6.58% | 8.28% | 81.22% | 671 | #3 |
| #86 | 10.89 | 3.63% | 8.92% | 76.61% | 466 | #6 |
| #87 | -24.53 | -8.18% | 16.76% | 20.37% | 648 | #8 |
| #88 | -29.66 | -9.89% | 10.02% | 41.98% | 617 | #8 |
| #89 | 27.95 | 9.32% | 8.75% | 81.27% | 662 | #3 |
| #90 | -52.58 | -17.53% | 17.64% | 37.67% | 807 | #9 |
| #91 | 62.22 | 20.74% | 8.06% | 90.01% | 681 | #2 |
| #92 | -1.21 | -0.40% | 9.10% | 19.89% | 714 | #3 |
| #93 | -3.10 | -1.03% | 8.73% | 38.21% | 691 | #9 |
| #94 | 52.96 | 17.65% | 11.19% | 83.41% | 627 | #2 |
| #95 | 66.74 | 22.25% | 13.43% | 91.08% | 762 | Winner |
| #96 | -6.66 | -2.22% | 9.25% | 22.73% | 682 | #7 |
| #97 | 60.39 | 20.13% | 15.28% | 83.23% | 674 | #2 |
| #98 | 95.71 | 31.90% | 9.78% | 87.92% | 687 | #2 |
| #99 | 26.65 | 8.88% | 8.66% | 80.90% | 623 | #5 |
| #100 | -53.96 | -17.99% | 24.09% | 20.47% | 557 | #9 |