ea · 100-run average
Ultimate Breakout System
🏆 3 wins / 100 · Profit rank #7 · DD rank #9
$-1.45
-0.48%
11.65%
58.65%
3 / 100
51.04%
$-145.07
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 — 3 wins, $-1.45 average profit, 22 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 58.65%, spread 55.24%), though 55 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $134.50).
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 | 20.63 | 6.88% | 10.66% | 50.87% | 287 | #6 |
| #2 | 23.40 | 7.80% | 6.38% | 45.76% | 118 | #4 |
| #3 | 36.62 | 12.21% | 11.58% | 48.98% | 245 | #3 |
| #4 | 31.95 | 10.65% | 8.36% | 47.17% | 159 | #5 |
| #5 | -92.69 | -30.90% | 58.65% | 55.96% | 218 | #9 |
| #6 | -15.61 | -5.20% | 6.39% | 54.27% | 164 | #8 |
| #7 | 19.31 | 6.44% | 12.18% | 51.68% | 149 | #7 |
| #8 | -6.75 | -2.25% | 6.18% | 50.27% | 183 | #6 |
| #9 | -15.63 | -5.21% | 5.21% | 48.12% | 239 | #7 |
| #10 | 28.39 | 9.46% | 8.22% | 52.94% | 153 | Winner |
| #11 | -44.19 | -14.73% | 14.76% | 55.05% | 287 | #9 |
| #12 | -32.09 | -10.70% | 10.94% | 53.18% | 173 | #10 |
| #13 | 23.37 | 7.79% | 5.55% | 48.78% | 287 | #5 |
| #14 | 6.63 | 2.21% | 5.25% | 48.92% | 139 | #3 |
| #15 | 38.81 | 12.94% | 6.44% | 44.35% | 230 | #3 |
| #16 | -14.02 | -4.67% | 6.15% | 56.11% | 180 | #7 |
| #17 | -41.03 | -13.68% | 24.95% | 54.12% | 255 | #7 |
| #18 | -79.96 | -26.65% | 29.69% | 51.81% | 166 | #9 |
| #19 | 38.81 | 12.94% | 8.99% | 47.09% | 206 | #4 |
| #20 | -10.48 | -3.49% | 7.01% | 48.22% | 197 | #8 |
| #21 | 34.41 | 11.47% | 5.33% | 56.87% | 262 | #3 |
| #22 | -42.84 | -14.28% | 22.63% | 55.06% | 158 | #7 |
| #23 | 31.82 | 10.61% | 5.64% | 50.87% | 287 | #4 |
| #24 | -12.25 | -4.08% | 7.26% | 51.08% | 139 | #7 |
| #25 | -26.80 | -8.93% | 9.24% | 48.95% | 286 | #4 |
| #26 | 36.66 | 12.22% | 7.01% | 40.78% | 103 | #5 |
| #27 | -25.17 | -8.39% | 8.87% | 56.02% | 266 | #8 |
| #28 | -4.22 | -1.41% | 8.34% | 50.59% | 170 | #7 |
| #29 | -20.64 | -6.88% | 7.00% | 52.43% | 206 | #7 |
| #30 | -52.37 | -17.46% | 18.64% | 50.00% | 194 | #8 |
| #31 | 0.42 | 0.14% | 3.41% | 48.07% | 233 | #6 |
| #32 | 35.96 | 11.99% | 5.81% | 57.22% | 187 | #3 |
| #33 | 30.66 | 10.22% | 6.86% | 52.59% | 232 | #3 |
| #34 | 21.76 | 7.25% | 7.17% | 50.23% | 213 | #5 |
| #35 | -62.15 | -20.72% | 20.72% | 50.91% | 275 | #10 |
| #36 | -62.67 | -20.89% | 23.49% | 48.62% | 109 | #8 |
| #37 | 38.81 | 12.94% | 11.19% | 44.95% | 287 | #4 |
| #38 | 23.18 | 7.73% | 6.43% | 55.67% | 97 | #5 |
| #39 | -46.56 | -15.52% | 16.76% | 53.97% | 252 | #8 |
| #40 | -36.88 | -12.29% | 12.78% | 52.17% | 184 | #10 |
| #41 | 38.81 | 12.94% | 14.68% | 50.20% | 249 | #4 |
| #42 | -2.56 | -0.85% | 14.97% | 44.51% | 173 | #6 |
| #43 | 35.62 | 11.87% | 6.73% | 56.82% | 264 | #5 |
| #44 | -38.40 | -12.80% | 12.84% | 54.90% | 204 | #8 |
| #45 | -82.91 | -27.64% | 28.19% | 52.89% | 225 | #9 |
| #46 | 34.45 | 11.48% | 7.90% | 50.80% | 187 | #3 |
| #47 | 31.12 | 10.37% | 6.96% | 46.98% | 281 | #2 |
| #48 | -36.88 | -12.29% | 12.82% | 47.22% | 108 | #10 |
| #49 | -51.22 | -17.07% | 17.23% | 56.15% | 260 | #9 |
| #50 | 37.62 | 12.54% | 7.42% | 53.76% | 173 | #3 |
| #51 | -1.37 | -0.46% | 6.74% | 49.34% | 229 | #6 |
| #52 | 38.81 | 12.94% | 8.53% | 49.79% | 235 | #5 |
| #53 | 24.15 | 8.05% | 12.73% | 44.22% | 147 | #4 |
| #54 | 37.05 | 12.35% | 6.33% | 54.55% | 242 | #2 |
| #55 | 34.32 | 11.44% | 4.96% | 55.22% | 201 | #4 |
| #56 | -59.15 | -19.72% | 19.72% | 52.85% | 246 | #8 |
| #57 | -29.12 | -9.71% | 11.06% | 51.22% | 205 | #9 |
| #58 | -84.70 | -28.23% | 28.41% | 48.77% | 162 | #10 |
| #59 | -9.92 | -3.31% | 13.54% | 47.39% | 287 | #8 |
| #60 | -31.11 | -10.37% | 10.40% | 55.95% | 227 | #7 |
| #61 | -46.43 | -15.48% | 16.93% | 54.07% | 270 | #7 |
| #62 | -78.97 | -26.32% | 26.32% | 51.95% | 231 | #10 |
| #63 | 38.81 | 12.94% | 9.95% | 47.35% | 226 | #3 |
| #64 | 6.54 | 2.18% | 5.71% | 45.67% | 254 | #4 |
| #65 | -26.00 | -8.67% | 10.46% | 57.14% | 217 | #6 |
| #66 | 29.15 | 9.72% | 6.48% | 54.74% | 285 | #6 |
| #67 | 11.44 | 3.81% | 8.60% | 50.00% | 200 | #6 |
| #68 | 38.81 | 12.94% | 11.54% | 48.85% | 260 | #3 |
| #69 | 19.13 | 6.38% | 6.06% | 49.13% | 287 | #6 |
| #70 | 38.81 | 12.94% | 11.27% | 44.02% | 209 | #2 |
| #71 | 38.81 | 12.94% | 6.15% | 54.01% | 287 | Winner |
| #72 | 38.81 | 12.94% | 9.33% | 51.97% | 279 | #3 |
| #73 | -84.25 | -28.08% | 28.08% | 51.92% | 287 | #10 |
| #74 | 37.43 | 12.48% | 11.86% | 46.96% | 181 | #4 |
| #75 | 34.70 | 11.57% | 6.67% | 44.69% | 179 | #4 |
| #76 | 34.32 | 11.44% | 5.60% | 55.05% | 287 | #7 |
| #77 | -53.64 | -17.88% | 17.88% | 55.00% | 280 | #8 |
| #78 | 32.57 | 10.86% | 5.72% | 50.90% | 277 | #6 |
| #79 | 38.81 | 12.94% | 6.03% | 48.47% | 229 | #3 |
| #80 | -38.09 | -12.70% | 12.74% | 48.78% | 287 | #7 |
| #81 | -6.67 | -2.22% | 6.45% | 46.86% | 271 | #7 |
| #82 | -73.75 | -24.58% | 25.04% | 56.15% | 260 | #9 |
| #83 | 32.59 | 10.86% | 6.18% | 51.64% | 244 | #4 |
| #84 | 38.81 | 12.94% | 10.62% | 52.12% | 236 | #4 |
| #85 | 34.59 | 11.53% | 7.09% | 50.20% | 249 | Winner |
| #86 | 17.20 | 5.73% | 6.71% | 45.25% | 221 | #3 |
| #87 | 38.81 | 12.94% | 9.58% | 54.71% | 276 | #5 |
| #88 | 34.37 | 11.46% | 8.28% | 55.05% | 287 | #3 |
| #89 | 38.81 | 12.94% | 8.60% | 50.00% | 210 | #4 |
| #90 | -49.45 | -16.48% | 16.74% | 50.90% | 279 | #9 |
| #91 | 38.81 | 12.94% | 5.13% | 49.09% | 275 | #3 |
| #92 | 38.81 | 12.94% | 8.61% | 44.95% | 287 | #5 |
| #93 | -95.69 | -31.90% | 45.57% | 55.84% | 231 | #9 |
| #94 | 36.46 | 12.15% | 6.85% | 54.02% | 261 | #4 |
| #95 | 3.58 | 1.19% | 6.68% | 51.92% | 287 | #3 |
| #96 | -36.88 | -12.29% | 12.29% | 50.19% | 257 | #10 |
| #97 | -13.72 | -4.57% | 8.53% | 48.08% | 287 | #8 |
| #98 | -36.74 | -12.25% | 12.29% | 56.95% | 223 | #10 |
| #99 | 33.28 | 11.09% | 4.62% | 54.95% | 273 | #6 |
| #100 | 9.74 | 3.25% | 5.70% | 50.58% | 257 | #5 |