ea · 100-run average
Straddle
🏆 6 wins / 100 · Profit rank #6 · DD rank #10
$-17.44
-1.74%
10.63%
22.98%
6 / 100
42.12%
$-1743.83
0
Simulation Analysis
How this EA behaved across all 100 independent market paths.
Observed across 100 independent market paths: Straddle ranked #6 of 10 — 6 wins, $-17.44 average profit, 14 top-three finishes.
Strategy-family context: Hostile regime combinations limited the benefit of responded to the market conditions present during this simulation.
Observed risk across the sample: Large equity declines clustered in prolonged one-directional markets (peak 22.98%, spread 18.31%), though 46 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $421.44).
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 | -155.28 | -15.53% | 18.88% | 38.98% | 118 | #10 |
| #2 | -62.60 | -6.26% | 7.59% | 3.33% | 150 | #8 |
| #3 | -40.81 | -4.08% | 9.56% | 12.09% | 91 | #9 |
| #4 | 171.61 | 17.16% | 7.35% | 67.07% | 164 | Winner |
| #5 | 162.28 | 16.23% | 7.36% | 57.14% | 105 | Winner |
| #6 | -161.19 | -16.12% | 19.22% | 26.00% | 150 | #10 |
| #7 | -173.04 | -17.30% | 18.68% | 23.60% | 89 | #10 |
| #8 | 2.08 | 0.21% | 7.48% | 55.49% | 164 | #8 |
| #9 | -67.79 | -6.78% | 9.79% | 37.50% | 136 | #9 |
| #10 | -119.49 | -11.95% | 12.98% | 13.38% | 157 | #9 |
| #11 | 163.05 | 16.31% | 5.92% | 50.74% | 136 | #5 |
| #12 | -41.27 | -4.13% | 9.31% | 26.27% | 118 | #8 |
| #13 | -184.61 | -18.46% | 19.91% | 21.60% | 125 | #10 |
| #14 | -135.92 | -13.59% | 15.07% | 34.06% | 138 | #10 |
| #15 | 144.23 | 14.42% | 4.67% | 54.55% | 99 | #4 |
| #16 | -157.48 | -15.75% | 15.75% | 4.55% | 154 | #10 |
| #17 | 162.21 | 16.22% | 5.30% | 68.60% | 86 | Winner |
| #18 | 106.31 | 10.63% | 8.35% | 57.14% | 147 | #5 |
| #19 | -46.91 | -4.69% | 8.44% | 35.45% | 110 | #9 |
| #20 | 44.07 | 4.41% | 7.26% | 65.03% | 143 | #5 |
| #21 | -66.61 | -6.66% | 8.94% | 37.93% | 116 | #8 |
| #22 | -184.79 | -18.48% | 19.34% | 36.03% | 136 | #9 |
| #23 | 88.68 | 8.87% | 5.19% | 61.47% | 109 | #5 |
| #24 | -23.34 | -2.33% | 6.80% | 31.25% | 144 | #8 |
| #25 | -30.85 | -3.09% | 9.09% | 28.48% | 151 | #7 |
| #26 | 38.27 | 3.83% | 8.85% | 60.65% | 155 | #7 |
| #27 | 98.10 | 9.81% | 5.75% | 65.96% | 94 | Winner |
| #28 | -154.77 | -15.48% | 16.10% | 36.99% | 146 | #10 |
| #29 | -182.88 | -18.29% | 18.55% | 27.85% | 79 | #10 |
| #30 | -40.23 | -4.02% | 8.70% | 32.33% | 133 | #9 |
| #31 | 108.67 | 10.87% | 6.76% | 68.31% | 142 | #5 |
| #32 | 55.44 | 5.54% | 8.84% | 57.87% | 197 | #5 |
| #33 | -179.50 | -17.95% | 19.75% | 26.72% | 116 | #10 |
| #34 | -115.57 | -11.56% | 12.95% | 4.32% | 162 | #9 |
| #35 | -80.45 | -8.05% | 13.47% | 43.17% | 139 | #9 |
| #36 | 81.15 | 8.12% | 6.66% | 57.14% | 140 | #6 |
| #37 | -166.96 | -16.70% | 18.06% | 45.39% | 152 | #10 |
| #38 | -229.77 | -22.98% | 22.98% | 17.06% | 170 | #10 |
| #39 | 72.46 | 7.25% | 6.62% | 56.25% | 112 | #3 |
| #40 | 53.19 | 5.32% | 5.28% | 72.67% | 161 | #3 |
| #41 | 32.48 | 3.25% | 8.88% | 56.67% | 90 | #5 |
| #42 | 163.30 | 16.33% | 6.69% | 65.85% | 164 | #3 |
| #43 | -175.32 | -17.53% | 22.12% | 48.81% | 84 | #10 |
| #44 | -20.00 | -2.00% | 5.62% | 30.43% | 115 | #5 |
| #45 | -136.71 | -13.67% | 17.31% | 26.42% | 159 | #8 |
| #46 | -93.31 | -9.33% | 13.08% | 40.94% | 127 | #9 |
| #47 | -160.58 | -16.06% | 18.74% | 13.56% | 118 | #10 |
| #48 | -26.79 | -2.68% | 7.99% | 28.78% | 139 | #6 |
| #49 | -61.89 | -6.19% | 13.02% | 3.10% | 129 | #7 |
| #50 | -4.91 | -0.49% | 5.68% | 29.59% | 169 | #5 |
| #51 | 33.21 | 3.32% | 8.04% | 45.67% | 127 | #4 |
| #52 | 121.65 | 12.17% | 5.91% | 63.46% | 156 | #5 |
| #53 | -162.66 | -16.27% | 16.49% | 18.89% | 90 | #9 |
| #54 | 34.78 | 3.48% | 7.73% | 63.64% | 143 | #5 |
| #55 | 57.81 | 5.78% | 6.64% | 60.80% | 125 | #3 |
| #56 | -66.50 | -6.65% | 8.38% | 13.82% | 152 | #9 |
| #57 | 169.95 | 16.99% | 5.72% | 73.24% | 142 | #3 |
| #58 | -4.53 | -0.45% | 5.58% | 27.07% | 133 | #6 |
| #59 | 28.92 | 2.89% | 7.64% | 56.83% | 139 | #4 |
| #60 | 19.83 | 1.98% | 7.32% | 61.18% | 152 | #6 |
| #61 | -115.50 | -11.55% | 11.55% | 13.53% | 133 | #9 |
| #62 | 16.02 | 1.60% | 9.94% | 43.80% | 137 | #4 |
| #63 | 18.41 | 1.84% | 7.73% | 60.77% | 130 | #8 |
| #64 | 49.01 | 4.90% | 8.29% | 67.05% | 176 | #8 |
| #65 | -34.93 | -3.49% | 8.58% | 35.06% | 77 | #7 |
| #66 | 10.06 | 1.01% | 6.47% | 50.31% | 163 | #6 |
| #67 | 131.30 | 13.13% | 5.49% | 52.21% | 136 | #4 |
| #68 | 27.89 | 2.79% | 10.96% | 65.19% | 158 | #5 |
| #69 | 43.48 | 4.35% | 9.34% | 50.98% | 153 | #6 |
| #70 | 159.21 | 15.92% | 8.75% | 59.82% | 112 | Winner |
| #71 | -99.33 | -9.93% | 10.76% | 10.74% | 149 | #10 |
| #72 | 89.51 | 8.95% | 8.16% | 54.84% | 124 | #5 |
| #73 | 177.67 | 17.77% | 6.38% | 62.32% | 138 | #3 |
| #74 | 121.11 | 12.11% | 9.81% | 52.59% | 116 | #6 |
| #75 | -165.38 | -16.54% | 19.84% | 30.41% | 148 | #10 |
| #76 | -162.52 | -16.25% | 16.84% | 17.45% | 149 | #9 |
| #77 | -112.54 | -11.25% | 12.70% | 3.60% | 111 | #9 |
| #78 | -5.34 | -0.53% | 4.98% | 29.71% | 138 | #8 |
| #79 | -134.93 | -13.49% | 15.46% | 37.14% | 105 | #10 |
| #80 | 69.85 | 6.98% | 6.86% | 58.93% | 112 | #6 |
| #81 | 23.13 | 2.31% | 8.98% | 40.15% | 137 | #6 |
| #82 | -58.02 | -5.80% | 8.04% | 38.61% | 158 | #7 |
| #83 | 129.60 | 12.96% | 8.13% | 58.39% | 137 | #5 |
| #84 | 61.12 | 6.11% | 7.68% | 63.76% | 149 | #6 |
| #85 | -165.52 | -16.55% | 17.51% | 46.67% | 120 | #10 |
| #86 | -25.59 | -2.56% | 8.60% | 28.23% | 124 | #7 |
| #87 | 51.33 | 5.13% | 8.58% | 44.44% | 117 | #5 |
| #88 | 170.39 | 17.04% | 5.53% | 58.28% | 151 | #2 |
| #89 | -71.83 | -7.18% | 10.90% | 32.77% | 119 | #9 |
| #90 | -180.05 | -18.01% | 22.74% | 38.85% | 157 | #10 |
| #91 | -19.98 | -2.00% | 9.51% | 35.83% | 120 | #8 |
| #92 | 191.67 | 19.17% | 7.42% | 57.14% | 119 | Winner |
| #93 | -195.69 | -19.57% | 20.89% | 33.54% | 158 | #10 |
| #94 | 41.75 | 4.18% | 6.54% | 62.50% | 136 | #7 |
| #95 | -127.36 | -12.74% | 14.40% | 37.07% | 116 | #10 |
| #96 | -176.00 | -17.60% | 18.51% | 33.33% | 108 | #10 |
| #97 | 139.38 | 13.94% | 6.50% | 66.92% | 130 | #3 |
| #98 | -33.43 | -3.34% | 8.08% | 39.29% | 140 | #6 |
| #99 | -116.41 | -11.64% | 12.29% | 30.38% | 79 | #9 |
| #100 | 36.21 | 3.62% | 7.17% | 60.38% | 159 | #7 |