ea · 100-run average
Ultimate Breakout System
🏆 6 wins / 100 · Profit rank #6 · DD rank #9
$15.79
1.58%
10.35%
25.54%
6 / 100
53.10%
$1578.66
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 — 6 wins, $15.79 average profit, 29 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 25.54%, spread 19.37%), though 51 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $432.14).
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 | 7.39 | 0.74% | 7.91% | 43.95% | 694 | #5 |
| #2 | 14.45 | 1.44% | 7.63% | 74.78% | 563 | #7 |
| #3 | 199.46 | 19.95% | 7.85% | 90.02% | 621 | #2 |
| #4 | -62.63 | -6.26% | 10.48% | 42.00% | 719 | #7 |
| #5 | 116.32 | 11.63% | 11.62% | 89.47% | 636 | #2 |
| #6 | -4.31 | -0.43% | 8.87% | 19.69% | 640 | #5 |
| #7 | -98.11 | -9.81% | 11.02% | 18.30% | 787 | #8 |
| #8 | -16.18 | -1.62% | 10.00% | 21.41% | 668 | #6 |
| #9 | -145.78 | -14.58% | 25.54% | 4.06% | 788 | #10 |
| #10 | -30.42 | -3.04% | 10.58% | 18.45% | 504 | #6 |
| #11 | 162.53 | 16.25% | 9.02% | 88.01% | 809 | #2 |
| #12 | 197.65 | 19.77% | 9.24% | 90.13% | 719 | #3 |
| #13 | 32.94 | 3.29% | 9.43% | 90.37% | 696 | #8 |
| #14 | 193.29 | 19.33% | 7.91% | 89.07% | 750 | #2 |
| #15 | 182.45 | 18.25% | 9.14% | 90.31% | 712 | Winner |
| #16 | -141.39 | -14.14% | 15.45% | 31.86% | 722 | #10 |
| #17 | -11.08 | -1.11% | 7.81% | 37.72% | 806 | #6 |
| #18 | -126.35 | -12.64% | 12.97% | 26.91% | 498 | #10 |
| #19 | -132.68 | -13.27% | 13.61% | 41.25% | 771 | #9 |
| #20 | 124.77 | 12.48% | 10.72% | 81.81% | 698 | #3 |
| #21 | -18.90 | -1.89% | 7.89% | 20.44% | 817 | #6 |
| #22 | 182.96 | 18.30% | 10.24% | 87.25% | 714 | #2 |
| #23 | -6.29 | -0.63% | 7.49% | 34.61% | 812 | #7 |
| #24 | 135.65 | 13.57% | 7.23% | 89.15% | 553 | #2 |
| #25 | 52.50 | 5.25% | 8.45% | 78.09% | 776 | #6 |
| #26 | 156.79 | 15.68% | 6.17% | 90.97% | 786 | #3 |
| #27 | 205.19 | 20.52% | 12.12% | 81.49% | 767 | Winner |
| #28 | 121.13 | 12.11% | 6.73% | 82.40% | 693 | #3 |
| #29 | 113.38 | 11.34% | 6.49% | 88.36% | 756 | #2 |
| #30 | 160.08 | 16.01% | 8.91% | 88.23% | 688 | Winner |
| #31 | 15.54 | 1.55% | 7.50% | 80.51% | 790 | #7 |
| #32 | 132.85 | 13.29% | 8.99% | 86.56% | 521 | #4 |
| #33 | 27.73 | 2.77% | 9.42% | 78.27% | 658 | #6 |
| #34 | -80.34 | -8.03% | 8.46% | 11.02% | 717 | #7 |
| #35 | 134.60 | 13.46% | 9.04% | 87.62% | 856 | #2 |
| #36 | -75.81 | -7.58% | 11.59% | 23.32% | 596 | #7 |
| #37 | 64.51 | 6.45% | 7.73% | 79.43% | 661 | #6 |
| #38 | -83.57 | -8.36% | 8.85% | 14.94% | 676 | #9 |
| #39 | 32.99 | 3.30% | 8.80% | 78.97% | 756 | #3 |
| #40 | 47.99 | 4.80% | 7.69% | 74.77% | 551 | #4 |
| #41 | -125.50 | -12.55% | 14.08% | 40.92% | 782 | #10 |
| #42 | 150.68 | 15.07% | 8.69% | 81.80% | 654 | #2 |
| #43 | -112.17 | -11.22% | 12.02% | 6.86% | 860 | #10 |
| #44 | -86.92 | -8.69% | 9.28% | 37.69% | 666 | #8 |
| #45 | -37.20 | -3.72% | 9.28% | 19.42% | 726 | #8 |
| #46 | 171.44 | 17.14% | 6.59% | 71.36% | 667 | #2 |
| #47 | -103.39 | -10.34% | 13.35% | 35.28% | 839 | #7 |
| #48 | 156.11 | 15.61% | 6.49% | 91.17% | 566 | #3 |
| #49 | -162.53 | -16.25% | 16.65% | 15.30% | 647 | #10 |
| #50 | -77.07 | -7.71% | 12.61% | 31.40% | 516 | #8 |
| #51 | 120.26 | 12.03% | 8.11% | 79.42% | 685 | #4 |
| #52 | 158.04 | 15.80% | 8.52% | 75.58% | 643 | #2 |
| #53 | 190.56 | 19.06% | 8.28% | 86.53% | 802 | Winner |
| #54 | -166.91 | -16.69% | 16.87% | 29.92% | 655 | #10 |
| #55 | 150.38 | 15.04% | 7.59% | 63.55% | 653 | #3 |
| #56 | -121.44 | -12.14% | 15.94% | 39.76% | 669 | #9 |
| #57 | -190.29 | -19.03% | 22.08% | 3.40% | 852 | #9 |
| #58 | -110.26 | -11.03% | 12.98% | 45.70% | 663 | #9 |
| #59 | -36.60 | -3.66% | 10.25% | 16.19% | 704 | #8 |
| #60 | 11.92 | 1.19% | 7.84% | 88.94% | 696 | #7 |
| #61 | 4.52 | 0.45% | 6.94% | 45.71% | 757 | #8 |
| #62 | -36.28 | -3.63% | 8.41% | 16.26% | 732 | #9 |
| #63 | 111.09 | 11.11% | 8.65% | 60.93% | 778 | #4 |
| #64 | -30.75 | -3.08% | 8.84% | 13.58% | 744 | #4 |
| #65 | -36.83 | -3.68% | 7.98% | 22.66% | 737 | #7 |
| #66 | 198.60 | 19.86% | 6.68% | 88.63% | 651 | #3 |
| #67 | 134.86 | 13.49% | 8.18% | 86.11% | 792 | #3 |
| #68 | 166.01 | 16.60% | 8.42% | 75.11% | 679 | #2 |
| #69 | 154.86 | 15.49% | 7.60% | 85.12% | 739 | #4 |
| #70 | -87.10 | -8.71% | 11.34% | 38.39% | 633 | #8 |
| #71 | -201.99 | -20.20% | 20.29% | 13.92% | 618 | #10 |
| #72 | -104.53 | -10.45% | 12.71% | 16.47% | 607 | #9 |
| #73 | 191.99 | 19.20% | 7.83% | 86.35% | 542 | Winner |
| #74 | -115.77 | -11.58% | 16.43% | 29.00% | 662 | #9 |
| #75 | 56.95 | 5.70% | 8.36% | 79.49% | 585 | #6 |
| #76 | 14.01 | 1.40% | 8.70% | 78.14% | 668 | #4 |
| #77 | -106.24 | -10.62% | 13.02% | 7.95% | 591 | #7 |
| #78 | -93.90 | -9.39% | 11.12% | 13.64% | 711 | #7 |
| #79 | -115.13 | -11.51% | 12.83% | 43.37% | 731 | #10 |
| #80 | -155.06 | -15.51% | 16.98% | 25.00% | 548 | #10 |
| #81 | -19.06 | -1.91% | 7.32% | 20.46% | 518 | #9 |
| #82 | -111.59 | -11.16% | 14.25% | 25.53% | 658 | #8 |
| #83 | 27.72 | 2.77% | 10.43% | 80.72% | 690 | #6 |
| #84 | -88.08 | -8.81% | 10.54% | 17.35% | 761 | #10 |
| #85 | 230.15 | 23.02% | 11.87% | 83.95% | 648 | Winner |
| #86 | 29.79 | 2.98% | 7.47% | 77.62% | 697 | #5 |
| #87 | -95.17 | -9.52% | 12.33% | 45.45% | 616 | #9 |
| #88 | 153.58 | 15.36% | 8.05% | 63.76% | 676 | #4 |
| #89 | -121.77 | -12.18% | 12.24% | 43.19% | 521 | #10 |
| #90 | 80.40 | 8.04% | 6.88% | 83.33% | 570 | #5 |
| #91 | -33.79 | -3.38% | 11.72% | 21.44% | 583 | #8 |
| #92 | -158.32 | -15.83% | 17.37% | 8.83% | 668 | #10 |
| #93 | 174.94 | 17.49% | 7.99% | 86.05% | 810 | #2 |
| #94 | -1.59 | -0.16% | 8.15% | 32.21% | 565 | #7 |
| #95 | -107.54 | -10.75% | 13.00% | 22.98% | 766 | #7 |
| #96 | -155.30 | -15.53% | 17.93% | 13.92% | 582 | #10 |
| #97 | -39.76 | -3.98% | 7.53% | 20.94% | 683 | #6 |
| #98 | 163.39 | 16.34% | 7.33% | 72.87% | 715 | #2 |
| #99 | 93.13 | 9.31% | 7.55% | 77.84% | 564 | #5 |
| #100 | 47.81 | 4.78% | 9.32% | 79.95% | 733 | #8 |