ea · 100-run average

Straddle

🏆 2 wins / 100 · Profit rank #10 · DD rank #6

$-17.72
-1.77%
8.71%
46.46%
2 / 100
51.72%
$-1772.36
0

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).

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
#10.000.00%0.00%0.00%0#5
#2118.4911.85%2.03%51.58%95#4
#30.000.00%0.00%0.00%0#4
#4115.7611.58%2.83%56.96%79#4
#50.000.00%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
#90.000.00%0.00%0.00%0#5
#10-133.04-13.30%13.30%63.64%77#7
#110.000.00%0.00%0.00%0#6
#1248.024.80%1.80%50.72%69#4
#130.000.00%0.00%0.00%0#7
#14129.3812.94%1.46%58.82%68Winner
#15110.5811.06%0.00%100.00%2#4
#16-151.02-15.10%20.60%62.92%89#7
#170.000.00%0.00%0.00%0#8
#18-191.35-19.13%19.29%59.26%54#6
#190.000.00%0.00%0.00%0#7
#20129.3812.94%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
#2544.624.46%0.46%87.50%8#3
#26-149.87-14.99%14.99%65.08%63#9
#2797.379.74%1.18%81.25%16#4
#28-161.30-16.13%17.22%61.29%62#10
#29126.0312.60%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
#3256.535.65%3.17%53.33%45#4
#33129.3912.94%0.13%94.44%18#2
#34-253.44-25.34%26.04%59.62%52#7
#3524.892.49%0.15%88.89%9#8
#3668.266.83%1.71%58.46%65#5
#37-210.21-21.02%26.36%66.67%24#8
#38129.3812.94%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
#41115.8711.59%0.13%93.33%15#4
#42-234.93-23.49%25.52%66.00%50#10
#43110.9711.10%0.14%88.89%9#4
#44129.3812.94%2.63%50.00%34#4
#45129.3812.94%6.03%39.13%23#3
#46127.9612.80%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
#4959.135.91%2.38%46.67%30#6
#50111.9711.20%2.02%50.00%58#3
#51117.8311.78%3.75%37.93%29#4
#5254.895.49%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
#55105.0910.51%4.97%39.13%23#5
#56129.3812.94%3.94%48.00%50Winner
#5746.684.67%2.86%48.57%35#5
#58-40.47-4.05%4.87%67.19%64#6
#59129.3812.94%2.41%56.67%30#3
#60115.8611.59%2.25%52.94%51#3
#6144.614.46%2.30%46.51%43#2
#62108.7410.87%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
#6657.295.73%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
#69123.5912.36%3.11%53.19%47#3
#7094.139.41%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
#73118.3011.83%1.94%48.08%52#6
#74-160.71-16.07%16.60%56.76%37#10
#75129.3812.94%2.83%51.16%43#2
#76121.5412.15%2.65%52.27%44#4
#77107.9910.80%2.66%48.84%43#5
#787.820.78%1.60%46.34%41#6
#79110.5311.05%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
#82129.3812.94%3.28%40.74%27#4
#8392.069.21%1.97%50.88%57#4
#84127.9512.80%4.57%46.81%47#3
#85129.3812.94%2.53%47.54%61#5
#8683.148.31%2.91%51.52%33#4
#87107.4910.75%4.18%52.17%46#6
#88-50.55-5.06%5.21%63.64%22#8
#89123.5912.36%4.01%42.86%28#5
#90111.3411.13%1.68%47.54%61#5
#91-10.89-1.09%4.70%52.50%40#6
#92115.9911.60%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
#98127.2312.72%3.98%48.28%29#4
#99-248.99-24.90%25.67%62.00%50#8
#100115.6211.56%3.27%44.12%34#4