Straddle
🏆 2 wins / 100 · Profit rank #10 · DD rank #6
Simulation Analysis
How this EA behaved across all 100 independent market paths.
Observed across 100 independent market paths: Straddle ranked #10 of 10 — 2 wins, $-17.72 average profit, 14 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 46.46%, spread 46.46%), though 50 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $469.69).
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 | 0.00 | 0.00% | 0.00% | 0.00% | 0 | #5 |
| #2 | 118.49 | 11.85% | 2.03% | 51.58% | 95 | #4 |
| #3 | 0.00 | 0.00% | 0.00% | 0.00% | 0 | #4 |
| #4 | 115.76 | 11.58% | 2.83% | 56.96% | 79 | #4 |
| #5 | 0.00 | 0.00% | 0.00% | 0.00% | 0 | #9 |
| #6 | -231.92 | -23.19% | 23.26% | 61.82% | 55 | #9 |
| #7 | -278.58 | -27.86% | 27.86% | 0.00% | 6 | #10 |
| #8 | -230.66 | -23.07% | 23.42% | 57.63% | 59 | #9 |
| #9 | 0.00 | 0.00% | 0.00% | 0.00% | 0 | #5 |
| #10 | -133.04 | -13.30% | 13.30% | 63.64% | 77 | #7 |
| #11 | 0.00 | 0.00% | 0.00% | 0.00% | 0 | #6 |
| #12 | 48.02 | 4.80% | 1.80% | 50.72% | 69 | #4 |
| #13 | 0.00 | 0.00% | 0.00% | 0.00% | 0 | #7 |
| #14 | 129.38 | 12.94% | 1.46% | 58.82% | 68 | Winner |
| #15 | 110.58 | 11.06% | 0.00% | 100.00% | 2 | #4 |
| #16 | -151.02 | -15.10% | 20.60% | 62.92% | 89 | #7 |
| #17 | 0.00 | 0.00% | 0.00% | 0.00% | 0 | #8 |
| #18 | -191.35 | -19.13% | 19.29% | 59.26% | 54 | #6 |
| #19 | 0.00 | 0.00% | 0.00% | 0.00% | 0 | #7 |
| #20 | 129.38 | 12.94% | 3.49% | 50.00% | 40 | #4 |
| #21 | -21.31 | -2.13% | 2.13% | 33.33% | 3 | #6 |
| #22 | -27.20 | -2.72% | 3.71% | 62.16% | 37 | #4 |
| #23 | -250.40 | -25.04% | 25.15% | 7.14% | 14 | #8 |
| #24 | -210.24 | -21.02% | 21.36% | 58.49% | 53 | #10 |
| #25 | 44.62 | 4.46% | 0.46% | 87.50% | 8 | #3 |
| #26 | -149.87 | -14.99% | 14.99% | 65.08% | 63 | #9 |
| #27 | 97.37 | 9.74% | 1.18% | 81.25% | 16 | #4 |
| #28 | -161.30 | -16.13% | 17.22% | 61.29% | 62 | #10 |
| #29 | 126.03 | 12.60% | 0.00% | 100.00% | 7 | #5 |
| #30 | -98.33 | -9.83% | 10.39% | 57.63% | 59 | #6 |
| #31 | -238.34 | -23.83% | 23.83% | 0.00% | 2 | #10 |
| #32 | 56.53 | 5.65% | 3.17% | 53.33% | 45 | #4 |
| #33 | 129.39 | 12.94% | 0.13% | 94.44% | 18 | #2 |
| #34 | -253.44 | -25.34% | 26.04% | 59.62% | 52 | #7 |
| #35 | 24.89 | 2.49% | 0.15% | 88.89% | 9 | #8 |
| #36 | 68.26 | 6.83% | 1.71% | 58.46% | 65 | #5 |
| #37 | -210.21 | -21.02% | 26.36% | 66.67% | 24 | #8 |
| #38 | 129.38 | 12.94% | 2.70% | 53.45% | 58 | #3 |
| #39 | -142.31 | -14.23% | 14.54% | 59.09% | 22 | #8 |
| #40 | -204.32 | -20.43% | 20.43% | 59.42% | 69 | #10 |
| #41 | 115.87 | 11.59% | 0.13% | 93.33% | 15 | #4 |
| #42 | -234.93 | -23.49% | 25.52% | 66.00% | 50 | #10 |
| #43 | 110.97 | 11.10% | 0.14% | 88.89% | 9 | #4 |
| #44 | 129.38 | 12.94% | 2.63% | 50.00% | 34 | #4 |
| #45 | 129.38 | 12.94% | 6.03% | 39.13% | 23 | #3 |
| #46 | 127.96 | 12.80% | 2.42% | 45.65% | 46 | #5 |
| #47 | -340.30 | -34.03% | 46.46% | 65.71% | 35 | #10 |
| #48 | -229.67 | -22.97% | 23.70% | 65.31% | 49 | #9 |
| #49 | 59.13 | 5.91% | 2.38% | 46.67% | 30 | #6 |
| #50 | 111.97 | 11.20% | 2.02% | 50.00% | 58 | #3 |
| #51 | 117.83 | 11.78% | 3.75% | 37.93% | 29 | #4 |
| #52 | 54.89 | 5.49% | 4.53% | 44.90% | 49 | #7 |
| #53 | -95.32 | -9.53% | 10.26% | 68.00% | 25 | #9 |
| #54 | -300.02 | -30.00% | 30.00% | 64.62% | 65 | #10 |
| #55 | 105.09 | 10.51% | 4.97% | 39.13% | 23 | #5 |
| #56 | 129.38 | 12.94% | 3.94% | 48.00% | 50 | Winner |
| #57 | 46.68 | 4.67% | 2.86% | 48.57% | 35 | #5 |
| #58 | -40.47 | -4.05% | 4.87% | 67.19% | 64 | #6 |
| #59 | 129.38 | 12.94% | 2.41% | 56.67% | 30 | #3 |
| #60 | 115.86 | 11.59% | 2.25% | 52.94% | 51 | #3 |
| #61 | 44.61 | 4.46% | 2.30% | 46.51% | 43 | #2 |
| #62 | 108.74 | 10.87% | 2.55% | 45.83% | 48 | #4 |
| #63 | -185.30 | -18.53% | 18.53% | 58.06% | 31 | #10 |
| #64 | -259.08 | -25.91% | 27.70% | 65.22% | 46 | #10 |
| #65 | -221.87 | -22.19% | 22.68% | 63.64% | 22 | #10 |
| #66 | 57.29 | 5.73% | 3.90% | 48.94% | 47 | #7 |
| #67 | -87.31 | -8.73% | 9.31% | 59.38% | 32 | #9 |
| #68 | -18.44 | -1.84% | 3.82% | 38.46% | 26 | #7 |
| #69 | 123.59 | 12.36% | 3.11% | 53.19% | 47 | #3 |
| #70 | 94.13 | 9.41% | 1.81% | 51.22% | 41 | #6 |
| #71 | -157.11 | -15.71% | 16.15% | 61.76% | 34 | #9 |
| #72 | -35.13 | -3.51% | 4.98% | 62.16% | 37 | #6 |
| #73 | 118.30 | 11.83% | 1.94% | 48.08% | 52 | #6 |
| #74 | -160.71 | -16.07% | 16.60% | 56.76% | 37 | #10 |
| #75 | 129.38 | 12.94% | 2.83% | 51.16% | 43 | #2 |
| #76 | 121.54 | 12.15% | 2.65% | 52.27% | 44 | #4 |
| #77 | 107.99 | 10.80% | 2.66% | 48.84% | 43 | #5 |
| #78 | 7.82 | 0.78% | 1.60% | 46.34% | 41 | #6 |
| #79 | 110.53 | 11.05% | 5.65% | 31.82% | 22 | #4 |
| #80 | -141.70 | -14.17% | 14.55% | 66.67% | 30 | #9 |
| #81 | -160.73 | -16.07% | 18.46% | 65.12% | 43 | #10 |
| #82 | 129.38 | 12.94% | 3.28% | 40.74% | 27 | #4 |
| #83 | 92.06 | 9.21% | 1.97% | 50.88% | 57 | #4 |
| #84 | 127.95 | 12.80% | 4.57% | 46.81% | 47 | #3 |
| #85 | 129.38 | 12.94% | 2.53% | 47.54% | 61 | #5 |
| #86 | 83.14 | 8.31% | 2.91% | 51.52% | 33 | #4 |
| #87 | 107.49 | 10.75% | 4.18% | 52.17% | 46 | #6 |
| #88 | -50.55 | -5.06% | 5.21% | 63.64% | 22 | #8 |
| #89 | 123.59 | 12.36% | 4.01% | 42.86% | 28 | #5 |
| #90 | 111.34 | 11.13% | 1.68% | 47.54% | 61 | #5 |
| #91 | -10.89 | -1.09% | 4.70% | 52.50% | 40 | #6 |
| #92 | 115.99 | 11.60% | 0.07% | 94.44% | 18 | #2 |
| #93 | -325.07 | -32.51% | 32.51% | 62.67% | 75 | #10 |
| #94 | -16.55 | -1.66% | 9.71% | 62.00% | 50 | #4 |
| #95 | -114.77 | -11.48% | 12.85% | 58.82% | 68 | #8 |
| #96 | -19.52 | -1.95% | 4.85% | 37.50% | 24 | #8 |
| #97 | -233.03 | -23.30% | 23.30% | 65.67% | 67 | #10 |
| #98 | 127.23 | 12.72% | 3.98% | 48.28% | 29 | #4 |
| #99 | -248.99 | -24.90% | 25.67% | 62.00% | 50 | #8 |
| #100 | 115.62 | 11.56% | 3.27% | 44.12% | 34 | #4 |