ea · 100-run average
Ultimate Breakout System
🏆 6 wins / 100 · Profit rank #7 · DD rank #6
$2.43
0.81%
11.64%
25.87%
6 / 100
53.39%
$242.66
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 — 6 wins, $2.43 average profit, 20 top-three finishes.
Strategy-family context: Overall gains reflected responded to the market conditions present during this simulation when market conditions aligned with its design.
Observed risk across the sample: Large equity declines clustered in prolonged one-directional markets (peak 25.87%, spread 18.71%), though 48 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $160.06).
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 | -38.90 | -12.97% | 16.97% | 22.76% | 725 | #9 |
| #2 | -8.33 | -2.78% | 8.65% | 42.41% | 665 | #7 |
| #3 | -30.83 | -10.28% | 10.62% | 44.01% | 609 | #8 |
| #4 | 48.38 | 16.13% | 8.33% | 79.13% | 551 | #3 |
| #5 | -3.90 | -1.30% | 8.60% | 39.97% | 688 | #7 |
| #6 | 16.95 | 5.65% | 9.51% | 78.77% | 669 | #4 |
| #7 | -15.00 | -5.00% | 12.18% | 20.91% | 569 | #7 |
| #8 | 37.32 | 12.44% | 7.16% | 82.75% | 568 | #4 |
| #9 | 55.20 | 18.40% | 9.77% | 81.27% | 630 | Winner |
| #10 | -11.20 | -3.73% | 8.02% | 25.56% | 759 | #5 |
| #11 | 50.48 | 16.83% | 8.59% | 81.42% | 662 | #4 |
| #12 | -13.44 | -4.48% | 12.51% | 19.97% | 701 | #7 |
| #13 | 80.92 | 26.97% | 9.27% | 81.75% | 630 | Winner |
| #14 | 61.06 | 20.35% | 7.36% | 79.51% | 693 | Winner |
| #15 | 40.68 | 13.56% | 8.69% | 80.40% | 699 | #2 |
| #16 | -48.74 | -16.25% | 16.59% | 9.37% | 619 | #10 |
| #17 | -18.87 | -6.29% | 9.20% | 43.89% | 606 | #9 |
| #18 | -10.03 | -3.34% | 12.24% | 20.00% | 770 | #7 |
| #19 | -36.98 | -12.33% | 19.94% | 29.25% | 653 | #9 |
| #20 | 57.64 | 19.21% | 12.33% | 86.91% | 726 | #3 |
| #21 | 10.30 | 3.43% | 8.86% | 79.44% | 720 | #8 |
| #22 | -24.93 | -8.31% | 10.63% | 17.79% | 607 | #7 |
| #23 | 53.61 | 17.87% | 9.92% | 85.39% | 623 | #3 |
| #24 | 15.33 | 5.11% | 7.66% | 76.58% | 679 | #6 |
| #25 | -14.57 | -4.86% | 8.96% | 39.31% | 519 | #6 |
| #26 | 82.30 | 27.43% | 7.76% | 83.47% | 726 | Winner |
| #27 | -28.92 | -9.64% | 10.37% | 26.27% | 731 | #8 |
| #28 | -75.06 | -25.02% | 25.87% | 42.17% | 600 | #10 |
| #29 | -13.09 | -4.36% | 10.99% | 20.31% | 704 | #10 |
| #30 | 37.40 | 12.47% | 8.97% | 78.75% | 607 | #3 |
| #31 | 22.25 | 7.42% | 8.49% | 81.59% | 690 | #6 |
| #32 | -29.41 | -9.80% | 12.14% | 37.97% | 661 | #7 |
| #33 | -15.33 | -5.11% | 15.26% | 14.60% | 685 | #7 |
| #34 | -23.10 | -7.70% | 9.91% | 6.22% | 659 | #5 |
| #35 | 5.08 | 1.69% | 8.44% | 62.39% | 654 | #7 |
| #36 | 26.35 | 8.78% | 8.22% | 69.60% | 694 | #4 |
| #37 | 26.12 | 8.71% | 13.73% | 95.59% | 657 | #4 |
| #38 | 22.53 | 7.51% | 7.88% | 79.06% | 678 | #5 |
| #39 | 9.47 | 3.16% | 8.27% | 75.43% | 521 | #6 |
| #40 | -7.82 | -2.61% | 8.38% | 36.17% | 517 | #5 |
| #41 | -15.59 | -5.20% | 8.19% | 28.63% | 709 | #9 |
| #42 | -23.92 | -7.97% | 11.09% | 28.61% | 706 | #9 |
| #43 | -45.45 | -15.15% | 20.63% | 24.46% | 744 | #9 |
| #44 | 51.96 | 17.32% | 8.34% | 78.79% | 745 | #2 |
| #45 | 4.93 | 1.64% | 9.79% | 61.80% | 678 | #6 |
| #46 | 43.92 | 14.64% | 8.04% | 85.12% | 672 | #3 |
| #47 | 24.48 | 8.16% | 10.63% | 78.14% | 636 | #6 |
| #48 | -2.42 | -0.81% | 8.40% | 35.39% | 664 | #6 |
| #49 | -16.77 | -5.59% | 11.91% | 41.03% | 797 | #9 |
| #50 | -31.95 | -10.65% | 11.20% | 46.79% | 669 | #9 |
| #51 | 55.92 | 18.64% | 10.75% | 82.34% | 736 | #3 |
| #52 | -17.11 | -5.70% | 8.72% | 19.44% | 746 | #7 |
| #53 | -11.98 | -3.99% | 12.20% | 27.07% | 724 | #7 |
| #54 | -49.56 | -16.52% | 22.59% | 6.05% | 529 | #10 |
| #55 | -0.05 | -0.02% | 8.51% | 19.60% | 699 | #9 |
| #56 | 30.58 | 10.19% | 8.49% | 81.90% | 735 | #4 |
| #57 | -45.75 | -15.25% | 17.76% | 43.85% | 520 | #9 |
| #58 | -12.39 | -4.13% | 8.53% | 17.02% | 793 | #6 |
| #59 | -42.28 | -14.09% | 15.80% | 1.73% | 693 | #10 |
| #60 | -39.93 | -13.31% | 14.39% | 32.37% | 692 | #10 |
| #61 | 85.00 | 28.33% | 14.85% | 78.97% | 818 | Winner |
| #62 | -39.09 | -13.03% | 20.21% | 42.05% | 692 | #10 |
| #63 | 24.60 | 8.20% | 11.71% | 82.09% | 776 | #3 |
| #64 | -27.90 | -9.30% | 12.82% | 41.25% | 606 | #8 |
| #65 | -34.04 | -11.35% | 11.73% | 41.68% | 595 | #9 |
| #66 | 16.65 | 5.55% | 8.19% | 79.07% | 688 | #4 |
| #67 | 26.30 | 8.77% | 8.07% | 80.59% | 778 | #7 |
| #68 | -24.21 | -8.07% | 14.67% | 36.66% | 641 | #10 |
| #69 | 18.19 | 6.06% | 8.47% | 80.34% | 758 | #4 |
| #70 | 18.86 | 6.29% | 8.58% | 78.32% | 632 | #7 |
| #71 | 17.03 | 5.68% | 8.93% | 92.62% | 759 | #2 |
| #72 | 79.56 | 26.52% | 20.53% | 84.98% | 739 | Winner |
| #73 | 37.42 | 12.47% | 8.15% | 80.61% | 846 | #5 |
| #74 | -54.31 | -18.10% | 20.07% | 21.95% | 656 | #10 |
| #75 | 68.45 | 22.82% | 10.76% | 85.02% | 761 | #2 |
| #76 | -37.58 | -12.53% | 13.69% | 43.32% | 681 | #7 |
| #77 | 0.44 | 0.15% | 8.29% | 47.72% | 855 | #8 |
| #78 | 13.21 | 4.40% | 10.12% | 77.60% | 750 | #5 |
| #79 | -26.05 | -8.68% | 9.89% | 43.57% | 677 | #9 |
| #80 | 19.24 | 6.41% | 8.03% | 83.99% | 787 | #5 |
| #81 | 60.25 | 20.08% | 9.27% | 84.59% | 740 | #3 |
| #82 | 43.82 | 14.61% | 10.96% | 97.57% | 700 | #3 |
| #83 | -61.02 | -20.34% | 20.72% | 39.58% | 518 | #9 |
| #84 | 45.42 | 15.14% | 8.82% | 82.24% | 642 | #4 |
| #85 | -17.55 | -5.85% | 16.49% | 39.95% | 826 | #9 |
| #86 | 25.28 | 8.43% | 12.05% | 79.94% | 648 | #5 |
| #87 | -47.97 | -15.99% | 20.12% | 39.42% | 860 | #10 |
| #88 | 29.20 | 9.73% | 9.77% | 88.25% | 664 | #4 |
| #89 | -33.25 | -11.08% | 15.51% | 43.83% | 746 | #10 |
| #90 | -31.23 | -10.41% | 13.39% | 0.14% | 726 | #10 |
| #91 | -4.55 | -1.52% | 8.29% | 34.17% | 641 | #9 |
| #92 | -53.98 | -17.99% | 24.81% | 3.76% | 611 | #10 |
| #93 | 18.47 | 6.16% | 8.96% | 79.23% | 775 | #6 |
| #94 | -17.13 | -5.71% | 9.19% | 33.60% | 738 | #7 |
| #95 | 23.13 | 7.71% | 9.59% | 84.34% | 747 | #3 |
| #96 | -25.27 | -8.42% | 18.64% | 18.31% | 628 | #8 |
| #97 | 24.01 | 8.00% | 8.60% | 81.84% | 749 | #6 |
| #98 | -21.04 | -7.01% | 8.88% | 24.27% | 647 | #8 |
| #99 | 5.42 | 1.81% | 8.28% | 56.51% | 860 | #6 |
| #100 | -48.68 | -16.23% | 20.45% | 26.80% | 597 | #10 |