ea · 100-run average
Straddle
🏆 3 wins / 100 · Profit rank #10 · DD rank #10
$-37.88
-3.79%
11.84%
30.73%
3 / 100
41.61%
$-3788.18
0
Simulation Analysis
How this EA behaved across all 100 independent market paths.
Observed across 100 independent market paths: Straddle ranked #10 of 10 — 3 wins, $-37.88 average profit, 15 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 30.73%, spread 26.15%), though 40 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $534.42).
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 | -29.89 | -2.99% | 8.87% | 31.71% | 123 | #9 |
| #2 | -232.07 | -23.21% | 24.16% | 36.28% | 113 | #10 |
| #3 | -90.38 | -9.04% | 10.18% | 46.76% | 139 | #7 |
| #4 | -94.53 | -9.45% | 14.83% | 28.85% | 104 | #6 |
| #5 | -14.89 | -1.49% | 9.42% | 19.69% | 127 | #9 |
| #6 | 13.29 | 1.33% | 8.19% | 51.61% | 93 | #6 |
| #7 | -204.01 | -20.40% | 21.70% | 27.13% | 129 | #10 |
| #8 | 74.50 | 7.45% | 5.75% | 65.96% | 94 | #4 |
| #9 | -129.94 | -12.99% | 15.60% | 38.68% | 106 | #9 |
| #10 | 178.05 | 17.81% | 6.10% | 65.71% | 140 | Winner |
| #11 | -94.80 | -9.48% | 9.64% | 24.24% | 132 | #10 |
| #12 | -74.87 | -7.49% | 9.97% | 35.96% | 114 | #6 |
| #13 | -45.69 | -4.57% | 7.70% | 10.66% | 122 | #10 |
| #14 | 118.44 | 11.84% | 5.87% | 69.77% | 129 | #3 |
| #15 | -289.77 | -28.98% | 30.73% | 34.19% | 117 | #10 |
| #16 | -71.99 | -7.20% | 9.17% | 46.67% | 75 | #9 |
| #17 | -163.26 | -16.33% | 18.35% | 9.48% | 116 | #10 |
| #18 | -35.84 | -3.58% | 6.17% | 1.47% | 136 | #8 |
| #19 | 49.05 | 4.90% | 6.22% | 61.32% | 106 | #6 |
| #20 | 77.04 | 7.70% | 9.07% | 55.75% | 113 | #6 |
| #21 | -152.42 | -15.24% | 17.30% | 13.11% | 122 | #10 |
| #22 | 30.82 | 3.08% | 9.11% | 50.91% | 110 | #7 |
| #23 | 126.89 | 12.69% | 7.20% | 60.66% | 122 | #2 |
| #24 | 89.37 | 8.94% | 5.01% | 52.74% | 146 | #5 |
| #25 | -23.24 | -2.32% | 7.43% | 34.86% | 175 | #6 |
| #26 | 19.14 | 1.91% | 9.18% | 56.06% | 66 | #6 |
| #27 | 193.01 | 19.30% | 6.63% | 66.44% | 149 | #2 |
| #28 | -129.07 | -12.91% | 16.95% | 39.81% | 103 | #10 |
| #29 | -220.78 | -22.08% | 22.37% | 34.40% | 125 | #10 |
| #30 | -192.54 | -19.25% | 23.45% | 43.51% | 131 | #9 |
| #31 | -70.49 | -7.05% | 9.60% | 4.41% | 136 | #8 |
| #32 | -161.10 | -16.11% | 18.93% | 31.90% | 116 | #10 |
| #33 | -184.88 | -18.49% | 21.55% | 32.23% | 121 | #10 |
| #34 | -145.65 | -14.57% | 16.08% | 38.41% | 138 | #10 |
| #35 | -192.37 | -19.24% | 22.42% | 29.01% | 131 | #10 |
| #36 | -217.46 | -21.75% | 23.55% | 42.36% | 144 | #10 |
| #37 | -229.94 | -22.99% | 22.99% | 29.75% | 121 | #10 |
| #38 | -43.72 | -4.37% | 7.33% | 28.09% | 89 | #8 |
| #39 | -189.57 | -18.96% | 19.42% | 36.61% | 112 | #10 |
| #40 | 9.06 | 0.91% | 8.23% | 45.12% | 82 | #4 |
| #41 | 126.44 | 12.64% | 5.86% | 64.10% | 117 | #5 |
| #42 | 63.12 | 6.31% | 7.54% | 44.44% | 81 | #4 |
| #43 | 44.88 | 4.49% | 8.32% | 62.14% | 103 | #4 |
| #44 | 146.43 | 14.64% | 7.15% | 60.42% | 144 | #3 |
| #45 | -80.71 | -8.07% | 11.10% | 43.00% | 100 | #8 |
| #46 | 99.64 | 9.96% | 7.81% | 63.25% | 117 | #2 |
| #47 | 101.76 | 10.18% | 9.13% | 64.34% | 129 | #3 |
| #48 | -14.18 | -1.42% | 6.85% | 27.62% | 105 | #6 |
| #49 | -55.49 | -5.55% | 8.31% | 4.32% | 162 | #8 |
| #50 | -116.73 | -11.67% | 12.26% | 28.57% | 112 | #9 |
| #51 | -213.77 | -21.38% | 25.74% | 30.82% | 146 | #10 |
| #52 | -83.31 | -8.33% | 9.00% | 39.25% | 107 | #9 |
| #53 | -124.12 | -12.41% | 13.20% | 36.52% | 115 | #10 |
| #54 | 36.40 | 3.64% | 6.50% | 70.89% | 79 | #6 |
| #55 | -205.98 | -20.60% | 21.85% | 40.65% | 123 | #10 |
| #56 | -184.48 | -18.45% | 19.01% | 35.81% | 148 | #10 |
| #57 | 95.20 | 9.52% | 4.58% | 82.35% | 119 | #6 |
| #58 | 36.42 | 3.64% | 6.31% | 54.26% | 94 | #5 |
| #59 | 27.81 | 2.78% | 8.45% | 59.15% | 164 | #8 |
| #60 | 100.33 | 10.03% | 6.35% | 79.37% | 126 | #6 |
| #61 | -115.35 | -11.54% | 11.54% | 2.72% | 147 | #10 |
| #62 | -220.61 | -22.06% | 24.52% | 42.20% | 109 | #9 |
| #63 | -200.84 | -20.08% | 21.51% | 11.82% | 110 | #10 |
| #64 | 156.95 | 15.69% | 5.98% | 64.63% | 82 | Winner |
| #65 | -76.35 | -7.64% | 10.03% | 13.04% | 138 | #9 |
| #66 | 115.39 | 11.54% | 4.97% | 58.33% | 108 | #4 |
| #67 | -47.73 | -4.77% | 8.32% | 31.33% | 150 | #4 |
| #68 | 166.96 | 16.70% | 6.32% | 64.52% | 124 | #3 |
| #69 | -3.71 | -0.37% | 6.69% | 30.72% | 153 | #6 |
| #70 | -190.99 | -19.10% | 21.87% | 35.71% | 98 | #10 |
| #71 | 70.61 | 7.06% | 7.75% | 59.06% | 127 | #6 |
| #72 | -188.99 | -18.90% | 21.18% | 21.51% | 93 | #9 |
| #73 | 21.86 | 2.19% | 7.04% | 66.94% | 121 | #6 |
| #74 | -106.38 | -10.64% | 14.92% | 28.47% | 137 | #8 |
| #75 | 137.88 | 13.79% | 5.76% | 67.97% | 128 | #4 |
| #76 | 97.13 | 9.71% | 6.99% | 55.05% | 109 | #5 |
| #77 | -10.91 | -1.09% | 11.28% | 36.30% | 135 | #7 |
| #78 | -220.22 | -22.02% | 24.08% | 36.81% | 144 | #10 |
| #79 | -65.31 | -6.53% | 8.27% | 4.93% | 142 | #6 |
| #80 | -125.54 | -12.55% | 14.77% | 22.47% | 89 | #10 |
| #81 | -23.30 | -2.33% | 7.97% | 33.33% | 147 | #8 |
| #82 | -82.06 | -8.21% | 10.07% | 34.17% | 120 | #8 |
| #83 | -122.00 | -12.20% | 13.00% | 40.25% | 159 | #10 |
| #84 | -63.70 | -6.37% | 11.03% | 18.88% | 143 | #10 |
| #85 | 2.70 | 0.27% | 7.94% | 52.21% | 113 | #7 |
| #86 | -17.00 | -1.70% | 7.88% | 30.00% | 130 | #6 |
| #87 | 97.71 | 9.77% | 6.56% | 52.86% | 140 | #2 |
| #88 | -167.80 | -16.78% | 17.50% | 6.56% | 122 | #10 |
| #89 | 71.29 | 7.13% | 6.62% | 58.79% | 165 | #3 |
| #90 | 244.65 | 24.47% | 5.95% | 63.75% | 80 | Winner |
| #91 | -72.93 | -7.29% | 9.46% | 9.58% | 167 | #9 |
| #92 | -18.94 | -1.89% | 9.84% | 12.77% | 94 | #7 |
| #93 | 87.81 | 8.78% | 7.48% | 63.03% | 165 | #2 |
| #94 | 27.40 | 2.74% | 5.91% | 67.18% | 131 | #6 |
| #95 | 150.22 | 15.02% | 6.89% | 64.62% | 212 | #3 |
| #96 | 100.27 | 10.03% | 7.44% | 68.21% | 151 | #4 |
| #97 | -228.14 | -22.81% | 23.72% | 41.22% | 131 | #10 |
| #98 | 92.75 | 9.28% | 5.16% | 57.63% | 118 | #3 |
| #99 | -239.82 | -23.98% | 24.49% | 43.26% | 141 | #10 |
| #100 | 125.70 | 12.57% | 7.34% | 64.13% | 92 | #5 |