ea · 100-run average
Ultimate Breakout System
🏆 10 wins / 100 · Profit rank #6 · DD rank #7
$11.56
3.85%
11.23%
30.77%
10 / 100
57.21%
$1155.96
0
Simulation Analysis
How this EA behaved across all 100 independent market paths.
Observed across 100 independent market paths: Ultimate Breakout System ranked #6 of 10 — 10 wins, $11.56 average profit, 28 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 30.77%, spread 24.09%), though 61 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $159.28).
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 | 10.50 | 3.50% | 8.43% | 57.74% | 478 | #5 |
| #2 | 5.31 | 1.77% | 7.80% | 60.95% | 758 | #9 |
| #3 | 70.14 | 23.38% | 15.14% | 87.25% | 816 | Winner |
| #4 | 53.11 | 17.70% | 8.67% | 78.22% | 799 | #2 |
| #5 | -5.64 | -1.88% | 8.84% | 24.11% | 759 | #8 |
| #6 | 50.44 | 16.81% | 12.14% | 83.87% | 744 | #3 |
| #7 | 46.57 | 15.52% | 9.56% | 82.34% | 640 | #5 |
| #8 | -41.75 | -13.92% | 21.07% | 41.21% | 728 | #10 |
| #9 | 0.21 | 0.07% | 8.64% | 37.33% | 726 | #7 |
| #10 | -8.52 | -2.84% | 8.90% | 19.85% | 660 | #8 |
| #11 | -64.91 | -21.64% | 25.94% | 42.95% | 631 | #10 |
| #12 | 75.56 | 25.19% | 8.24% | 84.88% | 774 | #3 |
| #13 | -44.64 | -14.88% | 16.28% | 3.62% | 690 | #9 |
| #14 | -45.09 | -15.03% | 15.98% | 2.46% | 733 | #10 |
| #15 | -7.69 | -2.56% | 8.38% | 23.59% | 462 | #8 |
| #16 | 12.06 | 4.02% | 8.55% | 56.80% | 618 | #7 |
| #17 | -36.69 | -12.23% | 14.19% | 41.06% | 755 | #8 |
| #18 | 55.97 | 18.66% | 12.17% | 84.59% | 753 | #2 |
| #19 | 29.73 | 9.91% | 8.26% | 67.96% | 749 | #4 |
| #20 | -23.49 | -7.83% | 10.18% | 36.13% | 786 | #7 |
| #21 | 63.82 | 21.27% | 9.15% | 83.81% | 704 | #4 |
| #22 | -71.93 | -23.98% | 25.57% | 42.55% | 698 | #10 |
| #23 | 2.07 | 0.69% | 9.40% | 39.11% | 721 | #8 |
| #24 | 12.04 | 4.01% | 7.80% | 77.89% | 683 | #8 |
| #25 | 8.01 | 2.67% | 7.72% | 53.67% | 531 | #6 |
| #26 | 2.33 | 0.78% | 9.64% | 22.61% | 752 | #7 |
| #27 | -13.51 | -4.50% | 9.89% | 43.32% | 764 | #8 |
| #28 | -16.96 | -5.65% | 8.57% | 29.41% | 442 | #7 |
| #29 | -26.64 | -8.88% | 9.00% | 44.49% | 735 | #9 |
| #30 | 22.94 | 7.65% | 9.15% | 80.28% | 654 | #5 |
| #31 | -47.12 | -15.71% | 17.81% | 4.78% | 712 | #10 |
| #32 | 52.36 | 17.45% | 8.57% | 95.75% | 659 | Winner |
| #33 | -44.67 | -14.89% | 26.82% | 12.24% | 621 | #10 |
| #34 | -19.20 | -6.40% | 9.17% | 35.21% | 747 | #5 |
| #35 | 83.12 | 27.71% | 8.27% | 81.77% | 713 | Winner |
| #36 | -15.17 | -5.06% | 11.59% | 14.49% | 752 | #8 |
| #37 | 17.54 | 5.85% | 8.41% | 79.74% | 770 | #4 |
| #38 | 6.38 | 2.13% | 9.76% | 42.92% | 650 | #6 |
| #39 | 36.80 | 12.27% | 7.06% | 78.77% | 716 | #5 |
| #40 | -11.52 | -3.84% | 10.51% | 29.19% | 716 | #7 |
| #41 | 78.92 | 26.31% | 9.82% | 80.03% | 766 | #3 |
| #42 | 21.83 | 7.28% | 8.63% | 84.96% | 645 | #5 |
| #43 | -0.71 | -0.24% | 7.05% | 17.83% | 701 | #7 |
| #44 | 36.15 | 12.05% | 8.57% | 79.94% | 623 | #3 |
| #45 | -36.99 | -12.33% | 13.17% | 21.92% | 634 | #8 |
| #46 | -21.16 | -7.05% | 11.96% | 18.41% | 706 | #9 |
| #47 | -48.34 | -16.11% | 17.37% | 36.22% | 682 | #10 |
| #48 | -47.19 | -15.73% | 21.70% | 0.60% | 672 | #10 |
| #49 | 69.36 | 23.12% | 9.39% | 80.56% | 720 | #2 |
| #50 | 66.45 | 22.15% | 13.86% | 80.08% | 708 | Winner |
| #51 | 41.83 | 13.94% | 7.43% | 80.24% | 572 | #3 |
| #52 | 54.14 | 18.05% | 7.12% | 82.82% | 611 | Winner |
| #53 | 45.90 | 15.30% | 10.81% | 83.45% | 731 | #4 |
| #54 | 54.12 | 18.04% | 11.61% | 88.19% | 711 | #2 |
| #55 | 2.57 | 0.86% | 6.68% | 46.26% | 629 | #6 |
| #56 | 13.45 | 4.48% | 9.41% | 75.26% | 663 | #5 |
| #57 | 19.99 | 6.66% | 8.79% | 80.32% | 630 | #4 |
| #58 | 70.15 | 23.38% | 8.93% | 84.63% | 709 | Winner |
| #59 | 49.56 | 16.52% | 10.32% | 76.54% | 665 | #2 |
| #60 | -17.06 | -5.69% | 10.55% | 17.31% | 699 | #9 |
| #61 | 47.00 | 15.67% | 8.86% | 82.02% | 723 | #2 |
| #62 | -19.16 | -6.39% | 10.11% | 41.98% | 686 | #8 |
| #63 | -41.34 | -13.78% | 14.31% | 30.91% | 702 | #8 |
| #64 | 15.09 | 5.03% | 8.39% | 83.49% | 648 | #6 |
| #65 | 36.63 | 12.21% | 8.99% | 80.42% | 623 | #6 |
| #66 | -35.09 | -11.70% | 16.22% | 46.22% | 621 | #8 |
| #67 | 63.21 | 21.07% | 9.93% | 85.45% | 605 | Winner |
| #68 | -23.65 | -7.88% | 8.94% | 42.19% | 557 | #9 |
| #69 | 79.10 | 26.37% | 11.77% | 81.64% | 681 | Winner |
| #70 | -55.47 | -18.49% | 18.90% | 33.01% | 730 | #10 |
| #71 | -19.77 | -6.59% | 11.62% | 28.68% | 394 | #9 |
| #72 | 17.40 | 5.80% | 7.59% | 79.13% | 690 | #6 |
| #73 | 87.35 | 29.12% | 10.86% | 85.61% | 528 | Winner |
| #74 | -48.91 | -16.30% | 19.59% | 17.03% | 499 | #10 |
| #75 | 7.99 | 2.66% | 8.13% | 59.27% | 545 | #9 |
| #76 | 55.95 | 18.65% | 9.44% | 82.59% | 580 | #2 |
| #77 | -42.81 | -14.27% | 16.53% | 29.49% | 641 | #8 |
| #78 | 11.45 | 3.82% | 9.07% | 81.43% | 797 | #3 |
| #79 | 10.19 | 3.40% | 8.93% | 78.30% | 742 | #7 |
| #80 | 41.03 | 13.68% | 7.49% | 83.83% | 501 | #4 |
| #81 | 19.77 | 6.59% | 8.29% | 85.45% | 550 | #2 |
| #82 | -15.47 | -5.16% | 8.93% | 29.68% | 684 | #9 |
| #83 | 62.23 | 20.74% | 8.30% | 84.71% | 582 | #2 |
| #84 | -14.14 | -4.71% | 9.38% | 43.47% | 743 | #5 |
| #85 | 24.49 | 8.16% | 8.31% | 94.67% | 713 | #4 |
| #86 | -3.17 | -1.06% | 7.88% | 36.01% | 711 | #8 |
| #87 | 29.85 | 9.95% | 11.90% | 76.03% | 609 | #4 |
| #88 | 22.56 | 7.52% | 8.07% | 68.40% | 617 | #4 |
| #89 | -59.12 | -19.71% | 19.78% | 34.80% | 684 | #10 |
| #90 | -8.64 | -2.88% | 9.69% | 29.46% | 672 | #8 |
| #91 | -4.70 | -1.57% | 8.98% | 46.51% | 744 | #7 |
| #92 | 3.78 | 1.26% | 8.99% | 62.83% | 495 | #5 |
| #93 | 72.76 | 24.25% | 10.51% | 85.92% | 753 | #2 |
| #94 | 0.12 | 0.04% | 30.77% | 23.82% | 697 | #5 |
| #95 | 52.03 | 17.34% | 8.29% | 80.33% | 666 | #5 |
| #96 | 45.47 | 15.16% | 11.54% | 78.35% | 568 | #3 |
| #97 | 55.64 | 18.55% | 9.69% | 92.96% | 668 | #3 |
| #98 | 76.17 | 25.39% | 8.26% | 85.13% | 713 | Winner |
| #99 | 16.63 | 5.54% | 9.03% | 80.99% | 647 | #6 |
| #100 | -31.33 | -10.44% | 16.22% | 44.19% | 792 | #7 |