ea · 100-run average
Ultimate Breakout System
🏆 4 wins / 100 · Profit rank #10 · DD rank #5
$7.44
0.74%
10.09%
28.34%
4 / 100
50.89%
$744.07
0
Simulation Analysis
How this EA behaved across all 100 independent market paths.
Observed across 100 independent market paths: Ultimate Breakout System ranked #10 of 10 — 4 wins, $7.44 average profit, 22 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 28.34%, spread 24.10%), though 49 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $509.57).
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 | -42.50 | -4.25% | 8.27% | 20.22% | 732 | #6 |
| #2 | 15.69 | 1.57% | 7.31% | 64.79% | 852 | #8 |
| #3 | 205.34 | 20.53% | 8.88% | 78.97% | 585 | #2 |
| #4 | 206.34 | 20.63% | 11.77% | 88.56% | 682 | #2 |
| #5 | -265.95 | -26.59% | 27.49% | 23.48% | 771 | #10 |
| #6 | -133.39 | -13.34% | 16.94% | 6.15% | 781 | #9 |
| #7 | -92.28 | -9.23% | 15.71% | 25.99% | 735 | #8 |
| #8 | 146.32 | 14.63% | 8.12% | 88.54% | 820 | #4 |
| #9 | 188.03 | 18.80% | 6.45% | 85.53% | 698 | #4 |
| #10 | -165.59 | -16.56% | 17.30% | 38.26% | 703 | #10 |
| #11 | 21.34 | 2.13% | 8.79% | 92.84% | 726 | #5 |
| #12 | 50.51 | 5.05% | 8.31% | 84.52% | 840 | #3 |
| #13 | 27.35 | 2.74% | 7.89% | 77.85% | 614 | #6 |
| #14 | -88.88 | -8.89% | 10.83% | 32.82% | 847 | #7 |
| #15 | 203.38 | 20.34% | 6.97% | 86.89% | 679 | Winner |
| #16 | -103.96 | -10.40% | 11.17% | 12.48% | 633 | #7 |
| #17 | -144.45 | -14.45% | 15.48% | 27.77% | 623 | #9 |
| #18 | 159.18 | 15.92% | 7.53% | 83.41% | 627 | #2 |
| #19 | 38.92 | 3.89% | 9.74% | 67.11% | 748 | #5 |
| #20 | -41.89 | -4.19% | 8.00% | 6.82% | 733 | #6 |
| #21 | -96.03 | -9.60% | 9.62% | 17.55% | 507 | #10 |
| #22 | 77.55 | 7.75% | 8.22% | 87.66% | 786 | #7 |
| #23 | 80.67 | 8.07% | 7.15% | 75.90% | 556 | #5 |
| #24 | 214.37 | 21.44% | 5.63% | 87.18% | 788 | #3 |
| #25 | -49.61 | -4.96% | 8.92% | 22.59% | 673 | #5 |
| #26 | 13.25 | 1.33% | 8.90% | 74.13% | 804 | #5 |
| #27 | 35.04 | 3.50% | 7.65% | 79.21% | 635 | #6 |
| #28 | -6.54 | -0.65% | 9.16% | 19.71% | 751 | #7 |
| #29 | -48.36 | -4.84% | 8.37% | 9.50% | 537 | #7 |
| #30 | 181.13 | 18.11% | 10.75% | 85.40% | 733 | #2 |
| #31 | -153.82 | -15.38% | 16.88% | 12.72% | 731 | #10 |
| #32 | 92.12 | 9.21% | 8.42% | 78.57% | 658 | #3 |
| #33 | 207.20 | 20.72% | 7.52% | 88.91% | 685 | #2 |
| #34 | -171.72 | -17.17% | 17.58% | 2.81% | 640 | #10 |
| #35 | 53.62 | 5.36% | 8.10% | 86.65% | 674 | #4 |
| #36 | -64.22 | -6.42% | 8.74% | 15.58% | 475 | #9 |
| #37 | 123.53 | 12.35% | 6.95% | 60.38% | 525 | #6 |
| #38 | 196.76 | 19.68% | 7.64% | 89.25% | 651 | Winner |
| #39 | 89.69 | 8.97% | 8.84% | 85.04% | 722 | #4 |
| #40 | -106.06 | -10.61% | 12.98% | 36.76% | 710 | #7 |
| #41 | -105.96 | -10.60% | 15.02% | 42.52% | 515 | #8 |
| #42 | -30.04 | -3.00% | 10.20% | 24.68% | 701 | #7 |
| #43 | -1.79 | -0.18% | 7.60% | 37.48% | 739 | #6 |
| #44 | 21.11 | 2.11% | 7.58% | 76.97% | 456 | #5 |
| #45 | -24.01 | -2.40% | 9.21% | 5.76% | 764 | #6 |
| #46 | -25.06 | -2.51% | 9.07% | 18.64% | 660 | #7 |
| #47 | -25.10 | -2.51% | 10.88% | 16.70% | 521 | #6 |
| #48 | 98.61 | 9.86% | 7.69% | 91.80% | 732 | #4 |
| #49 | -48.39 | -4.84% | 8.15% | 4.64% | 668 | #8 |
| #50 | -29.97 | -3.00% | 9.73% | 5.38% | 651 | #7 |
| #51 | -119.55 | -11.96% | 13.40% | 2.84% | 564 | #9 |
| #52 | 145.76 | 14.58% | 7.01% | 70.20% | 745 | #4 |
| #53 | -58.78 | -5.88% | 10.06% | 38.23% | 531 | #9 |
| #54 | -0.49 | -0.05% | 4.24% | 4.71% | 700 | #9 |
| #55 | 82.60 | 8.26% | 7.07% | 84.38% | 512 | #3 |
| #56 | 95.98 | 9.60% | 8.63% | 87.52% | 617 | #2 |
| #57 | -71.54 | -7.15% | 10.16% | 21.66% | 637 | #8 |
| #58 | -108.31 | -10.83% | 11.06% | 46.08% | 714 | #9 |
| #59 | 126.18 | 12.62% | 7.20% | 89.91% | 585 | #2 |
| #60 | -168.18 | -16.82% | 18.11% | 4.23% | 685 | #10 |
| #61 | -125.37 | -12.54% | 15.28% | 39.53% | 688 | #9 |
| #62 | 107.82 | 10.78% | 11.74% | 86.85% | 715 | #2 |
| #63 | -42.01 | -4.20% | 9.53% | 22.77% | 694 | #7 |
| #64 | -282.31 | -28.23% | 28.34% | 26.89% | 729 | #9 |
| #65 | -72.89 | -7.29% | 11.67% | 19.73% | 522 | #8 |
| #66 | 84.39 | 8.44% | 7.13% | 78.73% | 583 | #6 |
| #67 | 52.81 | 5.28% | 7.75% | 88.06% | 645 | #3 |
| #68 | 44.82 | 4.48% | 8.69% | 83.62% | 647 | #5 |
| #69 | 63.59 | 6.36% | 8.18% | 78.58% | 761 | #5 |
| #70 | -68.82 | -6.88% | 9.43% | 16.27% | 590 | #10 |
| #71 | 82.14 | 8.21% | 9.26% | 87.91% | 695 | #5 |
| #72 | -4.67 | -0.47% | 8.28% | 39.07% | 535 | #7 |
| #73 | -56.54 | -5.65% | 8.13% | 1.61% | 623 | #5 |
| #74 | 90.06 | 9.01% | 7.31% | 80.13% | 453 | #2 |
| #75 | -150.87 | -15.09% | 17.26% | 36.60% | 754 | #10 |
| #76 | 10.50 | 1.05% | 8.41% | 76.34% | 486 | #5 |
| #77 | -52.66 | -5.27% | 11.40% | 17.89% | 570 | #8 |
| #78 | -66.97 | -6.70% | 8.48% | 42.18% | 588 | #7 |
| #79 | -59.51 | -5.95% | 8.39% | 48.81% | 463 | #8 |
| #80 | -44.01 | -4.40% | 8.17% | 26.45% | 654 | #9 |
| #81 | 121.41 | 12.14% | 7.36% | 90.11% | 748 | #3 |
| #82 | 24.07 | 2.41% | 8.02% | 75.52% | 674 | #5 |
| #83 | 103.58 | 10.36% | 9.37% | 78.31% | 604 | #3 |
| #84 | -69.88 | -6.99% | 9.17% | 8.22% | 608 | #8 |
| #85 | 154.49 | 15.45% | 11.36% | 87.78% | 712 | #3 |
| #86 | 45.95 | 4.60% | 8.33% | 81.72% | 793 | #5 |
| #87 | 33.80 | 3.38% | 6.81% | 65.80% | 462 | #7 |
| #88 | 190.48 | 19.05% | 6.28% | 91.63% | 669 | Winner |
| #89 | 227.26 | 22.73% | 8.94% | 87.56% | 659 | Winner |
| #90 | 50.45 | 5.05% | 7.92% | 88.41% | 673 | #5 |
| #91 | -24.06 | -2.41% | 8.68% | 14.95% | 562 | #6 |
| #92 | -3.11 | -0.31% | 8.15% | 20.31% | 768 | #6 |
| #93 | -34.65 | -3.47% | 10.84% | 17.33% | 733 | #5 |
| #94 | -4.45 | -0.45% | 7.33% | 20.38% | 633 | #5 |
| #95 | -156.47 | -15.65% | 18.17% | 5.87% | 732 | #10 |
| #96 | -140.43 | -14.04% | 16.49% | 3.99% | 676 | #10 |
| #97 | 138.29 | 13.83% | 7.48% | 88.75% | 649 | #2 |
| #98 | 38.14 | 3.81% | 6.35% | 86.51% | 667 | #7 |
| #99 | -141.89 | -14.19% | 15.49% | 10.65% | 695 | #9 |
| #100 | 76.44 | 7.64% | 10.12% | 83.95% | 592 | #6 |