ea · 100-run average
Ultimate Breakout System
🏆 6 wins / 100 · Profit rank #7 · DD rank #7
$12.96
4.32%
10.97%
25.18%
6 / 100
61.12%
$1295.96
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, $12.96 average profit, 25 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 25.18%, spread 17.86%), though 65 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $156.39).
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 | 16.02 | 5.34% | 8.73% | 77.62% | 496 | #6 |
| #2 | 4.51 | 1.50% | 7.43% | 57.02% | 705 | #5 |
| #3 | 39.59 | 13.20% | 7.74% | 84.54% | 608 | #2 |
| #4 | 29.10 | 9.70% | 8.38% | 78.68% | 821 | #6 |
| #5 | 11.49 | 3.83% | 10.25% | 88.83% | 609 | #7 |
| #6 | 20.27 | 6.76% | 9.54% | 83.72% | 829 | #4 |
| #7 | -17.03 | -5.68% | 13.57% | 33.08% | 659 | #9 |
| #8 | 94.24 | 31.41% | 8.06% | 85.55% | 858 | Winner |
| #9 | -7.52 | -2.51% | 8.52% | 31.18% | 558 | #6 |
| #10 | -4.89 | -1.63% | 8.87% | 15.78% | 754 | #5 |
| #11 | -9.91 | -3.30% | 9.52% | 45.60% | 818 | #9 |
| #12 | 4.43 | 1.48% | 9.94% | 46.34% | 779 | #8 |
| #13 | 13.00 | 4.33% | 7.83% | 79.69% | 522 | #8 |
| #14 | 0.47 | 0.16% | 16.26% | 17.74% | 857 | #6 |
| #15 | -22.28 | -7.43% | 12.68% | 29.11% | 639 | #9 |
| #16 | 68.72 | 22.91% | 11.36% | 87.58% | 628 | #4 |
| #17 | 4.01 | 1.34% | 9.97% | 46.55% | 638 | #8 |
| #18 | -41.71 | -13.90% | 25.18% | 21.86% | 860 | #9 |
| #19 | 23.02 | 7.67% | 7.73% | 79.61% | 662 | #5 |
| #20 | -47.84 | -15.95% | 16.43% | 16.98% | 748 | #10 |
| #21 | -56.69 | -18.90% | 25.08% | 29.61% | 760 | #9 |
| #22 | -52.78 | -17.59% | 20.40% | 45.31% | 565 | #10 |
| #23 | -13.12 | -4.37% | 8.31% | 33.74% | 652 | #8 |
| #24 | 28.02 | 9.34% | 7.94% | 82.05% | 752 | #6 |
| #25 | 38.08 | 12.69% | 13.70% | 91.73% | 556 | #2 |
| #26 | 35.72 | 11.91% | 9.30% | 85.37% | 588 | #3 |
| #27 | 47.32 | 15.77% | 14.90% | 78.49% | 688 | #2 |
| #28 | 33.24 | 11.08% | 8.41% | 82.13% | 778 | #4 |
| #29 | 29.82 | 9.94% | 7.68% | 68.68% | 744 | #6 |
| #30 | 11.03 | 3.68% | 9.08% | 67.53% | 733 | #5 |
| #31 | -20.46 | -6.82% | 17.04% | 21.27% | 710 | #9 |
| #32 | 71.15 | 23.72% | 10.10% | 82.89% | 713 | Winner |
| #33 | 43.68 | 14.56% | 8.84% | 84.20% | 690 | #2 |
| #34 | 27.13 | 9.04% | 7.32% | 92.89% | 675 | #7 |
| #35 | -27.04 | -9.01% | 11.76% | 43.39% | 696 | #8 |
| #36 | 23.52 | 7.84% | 8.07% | 79.29% | 676 | #6 |
| #37 | -17.51 | -5.84% | 9.23% | 41.00% | 578 | #6 |
| #38 | 43.04 | 14.35% | 8.02% | 84.42% | 783 | #4 |
| #39 | 12.02 | 4.01% | 8.69% | 82.41% | 671 | #6 |
| #40 | -14.34 | -4.78% | 8.27% | 36.66% | 682 | #9 |
| #41 | 47.15 | 15.72% | 11.96% | 66.16% | 653 | #3 |
| #42 | 24.25 | 8.08% | 8.44% | 80.08% | 738 | #4 |
| #43 | -34.40 | -11.47% | 12.19% | 39.15% | 613 | #8 |
| #44 | -56.07 | -18.69% | 19.18% | 34.85% | 723 | #10 |
| #45 | 32.97 | 10.99% | 7.66% | 80.03% | 746 | #3 |
| #46 | 52.77 | 17.59% | 12.69% | 84.13% | 624 | Winner |
| #47 | 14.44 | 4.81% | 8.19% | 76.11% | 678 | #7 |
| #48 | 30.58 | 10.19% | 10.63% | 83.74% | 609 | #4 |
| #49 | 59.20 | 19.73% | 8.55% | 98.03% | 762 | #2 |
| #50 | 29.66 | 9.89% | 8.04% | 79.56% | 773 | #6 |
| #51 | 57.45 | 19.15% | 11.99% | 86.53% | 594 | #2 |
| #52 | -41.09 | -13.70% | 16.02% | 31.44% | 757 | #7 |
| #53 | 51.49 | 17.16% | 9.05% | 82.05% | 691 | #2 |
| #54 | 36.03 | 12.01% | 8.89% | 80.38% | 632 | #4 |
| #55 | 1.80 | 0.60% | 11.64% | 46.44% | 646 | #5 |
| #56 | -2.76 | -0.92% | 9.53% | 20.81% | 793 | #5 |
| #57 | -33.32 | -11.11% | 11.55% | 8.01% | 674 | #8 |
| #58 | 10.59 | 3.53% | 8.49% | 64.61% | 647 | #6 |
| #59 | 36.76 | 12.25% | 10.54% | 76.51% | 481 | #4 |
| #60 | 32.33 | 10.78% | 8.53% | 81.29% | 572 | #4 |
| #61 | -13.08 | -4.36% | 10.26% | 15.01% | 753 | #8 |
| #62 | 44.05 | 14.68% | 8.24% | 82.15% | 661 | #3 |
| #63 | 64.79 | 21.60% | 11.79% | 85.01% | 687 | #3 |
| #64 | -32.65 | -10.88% | 11.76% | 44.05% | 731 | #8 |
| #65 | 36.34 | 12.11% | 8.04% | 78.50% | 586 | #5 |
| #66 | 93.60 | 31.20% | 11.11% | 85.53% | 705 | Winner |
| #67 | -39.19 | -13.06% | 14.22% | 23.55% | 654 | #10 |
| #68 | 4.53 | 1.51% | 8.74% | 55.09% | 746 | #8 |
| #69 | -62.15 | -20.72% | 21.87% | 43.92% | 592 | #10 |
| #70 | 56.20 | 18.73% | 7.61% | 77.92% | 720 | #3 |
| #71 | 22.66 | 7.55% | 7.87% | 81.95% | 676 | #6 |
| #72 | -6.91 | -2.30% | 13.86% | 23.85% | 608 | #8 |
| #73 | -37.96 | -12.65% | 20.14% | 9.32% | 665 | #9 |
| #74 | 56.32 | 18.77% | 12.20% | 86.54% | 743 | #3 |
| #75 | 33.50 | 11.17% | 8.77% | 93.60% | 609 | Winner |
| #76 | -24.94 | -8.31% | 15.37% | 32.56% | 691 | #8 |
| #77 | -57.91 | -19.30% | 24.86% | 8.82% | 646 | #10 |
| #78 | -19.13 | -6.38% | 14.17% | 31.23% | 666 | #8 |
| #79 | -20.31 | -6.77% | 12.31% | 9.88% | 648 | #6 |
| #80 | 66.87 | 22.29% | 13.89% | 88.72% | 709 | #2 |
| #81 | -14.49 | -4.83% | 12.84% | 42.33% | 678 | #8 |
| #82 | 45.19 | 15.06% | 7.80% | 83.06% | 673 | #2 |
| #83 | -6.06 | -2.02% | 8.64% | 31.98% | 688 | #9 |
| #84 | -23.35 | -7.78% | 10.46% | 43.62% | 768 | #7 |
| #85 | 29.58 | 9.86% | 9.80% | 77.78% | 693 | #3 |
| #86 | 34.85 | 11.62% | 7.82% | 78.91% | 640 | #6 |
| #87 | 32.20 | 10.73% | 7.39% | 81.57% | 651 | #4 |
| #88 | -31.60 | -10.53% | 11.26% | 38.76% | 596 | #7 |
| #89 | 28.36 | 9.45% | 13.14% | 75.94% | 507 | #3 |
| #90 | 25.20 | 8.40% | 7.96% | 83.97% | 443 | #6 |
| #91 | 8.88 | 2.96% | 7.99% | 56.62% | 574 | #5 |
| #92 | -17.69 | -5.90% | 11.94% | 30.66% | 548 | #8 |
| #93 | 49.03 | 16.34% | 8.47% | 78.25% | 593 | #2 |
| #94 | 14.92 | 4.97% | 8.43% | 79.38% | 679 | #5 |
| #95 | 25.62 | 8.54% | 8.23% | 82.83% | 635 | #5 |
| #96 | 31.19 | 10.40% | 8.06% | 93.84% | 666 | #6 |
| #97 | 22.73 | 7.58% | 8.05% | 78.56% | 653 | #4 |
| #98 | 46.87 | 15.62% | 12.10% | 82.72% | 544 | #5 |
| #99 | -8.95 | -2.98% | 7.75% | 33.78% | 743 | #6 |
| #100 | 69.50 | 23.17% | 7.88% | 80.50% | 764 | Winner |