ea · 100-run average

Ultimate Breakout System

🏆 6 wins / 100 · Profit rank #7 · DD rank #6

$-9.48
-0.95%
10.22%
21.87%
6 / 100
47.78%
$-947.67
0

Simulation Analysis

How this EA behaved across all 100 independent market paths.

Observed across 100 independent market paths: Ultimate Breakout System ranked #7 of 10 — 6 wins, $-9.48 average profit, 25 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: Peak drawdown of 21.87% coincided with weak recovery — risk outweighed reward in many paths.

Path variation: Results swung sharply between simulations (profit spread $404.66).

Best EnvironmentBalanced conditions · Moderate volatility · Mixed regimes
Weakest EnvironmentProlonged adverse trends · Extreme trends · High volatility
Suitable ForMore suitable for comparison benchmarking than primary deployment in this batch.

Performance across 100 markets

Per-run results showing how this EA behaved in each independent market scenario.

RunNet P/LReturnMax DDWin %TradesPosition
#1-161.04-16.10%16.62%38.13%674#10
#2132.5513.26%8.86%83.33%654Winner
#361.086.11%8.18%83.07%750#4
#498.939.89%8.17%79.76%583#3
#5-67.60-6.76%9.82%36.88%686#7
#6-102.11-10.21%15.17%20.84%523#9
#733.053.30%7.79%76.64%702#3
#896.839.68%7.48%91.17%725Winner
#975.547.55%8.96%81.55%710#3
#1067.506.75%6.55%86.37%741#4
#11126.5112.65%10.13%83.98%805#3
#12-124.34-12.43%14.97%38.41%604#8
#1341.624.16%8.77%76.79%642#5
#14-5.73-0.57%8.22%34.78%644#8
#151.760.18%6.48%40.21%654#7
#16-13.79-1.38%8.68%18.02%655#7
#17-150.57-15.06%15.26%12.68%812#9
#18142.0914.21%7.10%78.60%458Winner
#19-192.62-19.26%19.85%22.95%706#10
#20100.5510.06%8.08%86.54%728#2
#21-97.55-9.75%13.04%42.72%618#9
#22-159.81-15.98%16.37%3.68%706#10
#23-45.21-4.52%8.05%17.90%838#6
#24-76.29-7.63%10.62%29.51%793#5
#25-109.02-10.90%10.90%1.76%626#8
#26-147.75-14.77%14.78%5.10%667#9
#27141.5414.15%7.98%79.67%728#4
#28172.3317.23%8.05%88.57%630#3
#29134.9413.49%6.17%88.75%702#5
#30-83.22-8.32%9.99%21.61%634#8
#31175.5517.56%5.84%78.59%752#3
#32-70.87-7.09%12.01%21.69%521#9
#3352.305.23%8.17%75.90%697#5
#34-100.14-10.01%13.97%26.77%721#6
#35189.7918.98%9.72%85.26%658Winner
#36152.5515.26%6.78%91.30%609#3
#37-5.30-0.53%8.38%18.63%746#5
#38-56.98-5.70%8.24%19.00%621#6
#39-99.39-9.94%11.27%7.28%769#8
#40-106.20-10.62%14.38%7.73%634#6
#41-82.44-8.24%9.36%28.13%679#9
#4294.859.49%7.65%88.53%741#6
#43-120.36-12.04%16.19%20.00%730#9
#44-59.85-5.99%9.64%13.17%729#9
#45124.8112.48%7.18%87.36%783#3
#4687.428.74%9.14%82.75%661#3
#47-43.55-4.35%9.07%20.05%833#8
#48-55.26-5.53%9.30%39.97%598#7
#49-2.29-0.23%9.47%17.91%793#3
#5048.314.83%8.12%89.76%625#5
#51-89.53-8.95%9.06%32.29%768#7
#52-14.17-1.42%7.89%45.82%443#6
#53157.2615.73%9.15%87.90%727Winner
#54130.8713.09%7.81%91.31%725#2
#55-113.49-11.35%13.86%32.28%762#8
#56-66.31-6.63%8.54%5.39%724#7
#57-31.84-3.18%7.93%26.09%690#6
#58-109.43-10.94%11.78%30.66%685#7
#5928.692.87%8.09%77.23%786#8
#60-127.07-12.71%14.19%33.12%622#9
#61-77.70-7.77%12.37%22.29%628#9
#62-133.11-13.31%13.38%30.44%680#5
#63127.5112.75%6.41%86.48%769#2
#64-21.66-2.17%8.63%22.87%682#6
#65129.2612.93%8.33%81.37%687Winner
#6623.012.30%8.34%64.27%694#7
#6730.523.05%7.85%77.28%405#6
#68-0.91-0.09%5.60%18.37%773#7
#69-98.13-9.81%11.47%9.98%501#9
#70-85.55-8.56%8.66%11.85%498#10
#7144.524.45%8.71%96.33%682#4
#72-214.87-21.49%21.87%25.39%697#10
#73-14.81-1.48%8.46%20.21%668#7
#74-50.87-5.09%11.50%22.43%709#4
#7512.861.29%8.97%77.44%665#5
#7699.469.95%7.54%86.47%621#5
#77-116.65-11.67%15.32%24.96%705#8
#78-44.20-4.42%9.61%6.23%738#7
#79-66.23-6.62%10.91%40.83%654#9
#80-36.31-3.63%8.37%20.00%645#8
#81133.7913.38%7.36%88.55%655#2
#82-125.54-12.55%13.72%45.67%727#8
#837.960.80%11.18%72.95%780#7
#8481.368.14%9.47%87.04%625#3
#85136.4613.65%8.13%85.09%751#3
#86-26.63-2.66%7.00%20.61%694#7
#8724.482.45%10.28%73.17%712#5
#88-68.65-6.87%10.14%19.27%659#10
#89-70.06-7.01%11.32%18.81%638#8
#90-137.57-13.76%18.00%34.44%723#7
#91-54.23-5.42%13.21%16.32%619#7
#92163.2116.32%7.62%91.24%708#2
#93-49.06-4.91%7.80%21.49%563#9
#94116.9311.69%7.99%88.67%697#3
#9580.608.06%8.18%77.19%719#2
#96-151.33-15.13%15.67%6.12%719#6
#97-124.84-12.48%12.66%2.79%681#8
#98-112.86-11.29%12.05%35.09%493#9
#9966.426.64%8.82%75.92%710#5
#100-122.35-12.24%15.73%40.00%540#8