ea · 100-run average
Ultimate Breakout System
🏆 4 wins / 100 · Profit rank #8 · DD rank #5
$-22.02
-2.20%
9.85%
37.72%
4 / 100
50.53%
$-2201.91
0
Simulation Analysis
How this EA behaved across all 100 independent market paths.
Observed across 100 independent market paths: Ultimate Breakout System ranked #8 of 10 — 4 wins, $-22.02 average profit, 30 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 37.72%, spread 35.92%), though 52 of 100 paths still finished profitable.
Path variation: Only 4 outright wins, but frequently stayed within reach of the leaders.
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 | 42.76 | 4.28% | 7.03% | 46.89% | 177 | #4 |
| #2 | -43.27 | -4.33% | 4.42% | 56.19% | 210 | #7 |
| #3 | -297.05 | -29.71% | 29.77% | 53.81% | 236 | #9 |
| #4 | -290.98 | -29.10% | 29.10% | 52.16% | 232 | #10 |
| #5 | -323.00 | -32.30% | 37.72% | 50.00% | 260 | #9 |
| #6 | 72.78 | 7.28% | 4.58% | 45.45% | 253 | #4 |
| #7 | 106.95 | 10.70% | 4.46% | 53.88% | 206 | #4 |
| #8 | 123.55 | 12.35% | 3.04% | 52.63% | 266 | #2 |
| #9 | 129.38 | 12.94% | 7.76% | 49.74% | 191 | #2 |
| #10 | 31.94 | 3.19% | 5.66% | 48.78% | 287 | #3 |
| #11 | 60.59 | 6.06% | 5.00% | 49.02% | 204 | #2 |
| #12 | 14.39 | 1.44% | 3.01% | 44.40% | 241 | #5 |
| #13 | -30.06 | -3.01% | 4.42% | 56.15% | 244 | #6 |
| #14 | -6.98 | -0.70% | 2.70% | 50.56% | 180 | #4 |
| #15 | -136.44 | -13.64% | 14.21% | 51.89% | 212 | #7 |
| #16 | 46.65 | 4.67% | 4.44% | 50.20% | 251 | #5 |
| #17 | 112.50 | 11.25% | 3.73% | 45.53% | 246 | #4 |
| #18 | -133.14 | -13.31% | 23.71% | 57.02% | 228 | #6 |
| #19 | -105.34 | -10.53% | 10.77% | 54.95% | 182 | #4 |
| #20 | 129.38 | 12.94% | 3.15% | 50.87% | 287 | Winner |
| #21 | 81.92 | 8.19% | 5.28% | 48.70% | 154 | #3 |
| #22 | 104.91 | 10.49% | 2.39% | 47.04% | 287 | #5 |
| #23 | -207.51 | -20.75% | 20.82% | 47.27% | 165 | #10 |
| #24 | 108.31 | 10.83% | 5.18% | 52.49% | 181 | #2 |
| #25 | 111.34 | 11.13% | 3.04% | 51.17% | 213 | #4 |
| #26 | 120.53 | 12.05% | 3.09% | 48.86% | 176 | Winner |
| #27 | 129.38 | 12.94% | 4.57% | 46.77% | 186 | #2 |
| #28 | 35.83 | 3.58% | 2.48% | 45.41% | 229 | #6 |
| #29 | -276.63 | -27.66% | 27.76% | 56.71% | 164 | #10 |
| #30 | 50.07 | 5.01% | 4.23% | 51.43% | 175 | #5 |
| #31 | -102.46 | -10.25% | 10.31% | 53.21% | 109 | #8 |
| #32 | -163.56 | -16.36% | 16.36% | 50.87% | 287 | #9 |
| #33 | -17.78 | -1.78% | 3.97% | 49.18% | 122 | #5 |
| #34 | -145.13 | -14.51% | 16.02% | 47.04% | 287 | #5 |
| #35 | 114.34 | 11.43% | 3.54% | 52.47% | 162 | #4 |
| #36 | -216.06 | -21.61% | 21.63% | 53.91% | 256 | #10 |
| #37 | -132.95 | -13.29% | 15.46% | 52.15% | 186 | #7 |
| #38 | -182.65 | -18.27% | 18.27% | 50.20% | 251 | #7 |
| #39 | -137.48 | -13.75% | 15.43% | 47.97% | 123 | #8 |
| #40 | 25.62 | 2.56% | 4.96% | 53.96% | 202 | #5 |
| #41 | -97.97 | -9.80% | 9.83% | 55.06% | 178 | #8 |
| #42 | 22.33 | 2.23% | 3.46% | 49.40% | 166 | #2 |
| #43 | -11.40 | -1.14% | 4.28% | 44.33% | 97 | #6 |
| #44 | 3.26 | 0.33% | 1.80% | 47.00% | 283 | #4 |
| #45 | 27.47 | 2.75% | 3.71% | 42.96% | 142 | #5 |
| #46 | 129.38 | 12.94% | 2.27% | 54.01% | 287 | Winner |
| #47 | 111.90 | 11.19% | 4.50% | 53.93% | 178 | #2 |
| #48 | 107.01 | 10.70% | 5.41% | 49.80% | 253 | #5 |
| #49 | -70.39 | -7.04% | 7.13% | 50.30% | 165 | #7 |
| #50 | 129.38 | 12.94% | 4.36% | 45.96% | 272 | #3 |
| #51 | -28.15 | -2.82% | 5.25% | 56.74% | 141 | #6 |
| #52 | 63.18 | 6.32% | 2.17% | 52.19% | 228 | #6 |
| #53 | -162.97 | -16.30% | 18.23% | 53.29% | 152 | #9 |
| #54 | 129.38 | 12.94% | 12.04% | 48.26% | 230 | #3 |
| #55 | -145.34 | -14.53% | 14.60% | 49.02% | 153 | #7 |
| #56 | 129.38 | 12.94% | 6.25% | 44.61% | 269 | Winner |
| #57 | -230.90 | -23.09% | 23.24% | 56.21% | 153 | #8 |
| #58 | -26.48 | -2.65% | 6.08% | 53.97% | 239 | #6 |
| #59 | 126.77 | 12.68% | 8.94% | 47.92% | 144 | #3 |
| #60 | -94.63 | -9.46% | 9.46% | 50.00% | 244 | #9 |
| #61 | 100.88 | 10.09% | 3.88% | 44.10% | 161 | #3 |
| #62 | -105.19 | -10.52% | 10.73% | 57.00% | 207 | #7 |
| #63 | 108.38 | 10.84% | 2.09% | 49.52% | 105 | #6 |
| #64 | -16.70 | -1.67% | 2.82% | 50.62% | 243 | #7 |
| #65 | -277.08 | -27.71% | 27.71% | 51.18% | 170 | #10 |
| #66 | 129.38 | 12.94% | 6.90% | 46.49% | 228 | #2 |
| #67 | 126.16 | 12.62% | 2.50% | 43.15% | 146 | #2 |
| #68 | 17.21 | 1.72% | 7.25% | 53.30% | 212 | #7 |
| #69 | -78.80 | -7.88% | 7.89% | 54.31% | 116 | #6 |
| #70 | 15.91 | 1.59% | 3.17% | 49.02% | 204 | #4 |
| #71 | 14.21 | 1.42% | 2.97% | 45.65% | 138 | #5 |
| #72 | 129.38 | 12.94% | 1.96% | 45.99% | 287 | #2 |
| #73 | -114.96 | -11.50% | 11.55% | 57.26% | 117 | #6 |
| #74 | -100.60 | -10.06% | 10.30% | 55.23% | 172 | #8 |
| #75 | -76.92 | -7.69% | 7.69% | 52.82% | 195 | #8 |
| #76 | 129.38 | 12.94% | 5.65% | 50.90% | 222 | #2 |
| #77 | -161.30 | -16.13% | 16.13% | 49.22% | 193 | #9 |
| #78 | -86.60 | -8.66% | 12.27% | 46.96% | 181 | #9 |
| #79 | -45.70 | -4.57% | 4.72% | 55.80% | 181 | #4 |
| #80 | -198.62 | -19.86% | 19.86% | 53.76% | 186 | #10 |
| #81 | -237.71 | -23.77% | 23.89% | 51.79% | 168 | #9 |
| #82 | -101.40 | -10.14% | 10.28% | 50.18% | 281 | #7 |
| #83 | 129.38 | 12.94% | 5.54% | 47.93% | 169 | #3 |
| #84 | 129.38 | 12.94% | 2.51% | 54.71% | 276 | #2 |
| #85 | -307.37 | -30.74% | 30.75% | 55.17% | 203 | #9 |
| #86 | 127.35 | 12.74% | 6.42% | 50.45% | 224 | #3 |
| #87 | -84.27 | -8.43% | 8.68% | 50.72% | 138 | #8 |
| #88 | 129.38 | 12.94% | 13.62% | 46.19% | 223 | #2 |
| #89 | -306.38 | -30.64% | 30.71% | 46.86% | 207 | #10 |
| #90 | 118.57 | 11.86% | 3.50% | 53.41% | 249 | #2 |
| #91 | 129.38 | 12.94% | 3.75% | 50.30% | 167 | #3 |
| #92 | -137.43 | -13.74% | 15.02% | 52.14% | 257 | #6 |
| #93 | -303.19 | -30.32% | 31.47% | 50.00% | 166 | #10 |
| #94 | -157.62 | -15.76% | 15.76% | 48.07% | 285 | #9 |
| #95 | 18.36 | 1.84% | 2.62% | 52.46% | 122 | #5 |
| #96 | -208.34 | -20.83% | 29.25% | 54.84% | 248 | #10 |
| #97 | 49.74 | 4.97% | 4.06% | 53.10% | 145 | #3 |
| #98 | 127.22 | 12.72% | 4.16% | 51.18% | 211 | #2 |
| #99 | 129.38 | 12.94% | 2.92% | 45.12% | 164 | #5 |
| #100 | 129.38 | 12.94% | 5.72% | 44.39% | 196 | #2 |