ea · 100-run average
Ultimate Breakout System
🏆 11 wins / 100 · Profit rank #3 · DD rank #4
$47.36
4.74%
9.66%
24.01%
11 / 100
64.22%
$4735.86
0
Simulation Analysis
How this EA behaved across all 100 independent market paths.
Observed across 100 independent market paths: Ultimate Breakout System took third place (11 wins, $47.36 average) and stayed competitive in 35 simulations.
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 24.01%, spread 19.04%), though 70 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $483.48).
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 | -98.85 | -9.89% | 10.79% | 3.87% | 776 | #7 |
| #2 | 8.27 | 0.83% | 9.10% | 72.66% | 673 | #7 |
| #3 | 79.90 | 7.99% | 10.74% | 88.54% | 759 | #3 |
| #4 | 57.77 | 5.78% | 8.75% | 84.38% | 666 | #5 |
| #5 | 23.34 | 2.33% | 8.18% | 77.38% | 694 | #4 |
| #6 | -117.80 | -11.78% | 15.28% | 41.09% | 567 | #10 |
| #7 | -162.77 | -16.28% | 17.15% | 27.22% | 753 | #10 |
| #8 | -52.98 | -5.30% | 13.23% | 24.41% | 680 | #8 |
| #9 | -131.96 | -13.20% | 13.94% | 22.75% | 523 | #9 |
| #10 | 97.90 | 9.79% | 10.08% | 83.36% | 697 | #5 |
| #11 | 185.47 | 18.55% | 11.18% | 83.56% | 450 | #2 |
| #12 | 208.75 | 20.88% | 6.19% | 90.90% | 747 | Winner |
| #13 | 168.88 | 16.89% | 6.31% | 84.83% | 692 | #3 |
| #14 | 116.15 | 11.62% | 7.15% | 82.44% | 746 | #4 |
| #15 | -134.67 | -13.47% | 15.09% | 5.31% | 810 | #9 |
| #16 | 189.31 | 18.93% | 5.23% | 78.17% | 536 | #2 |
| #17 | 76.51 | 7.65% | 6.89% | 80.59% | 747 | #4 |
| #18 | 170.73 | 17.07% | 7.08% | 89.91% | 684 | #2 |
| #19 | -8.83 | -0.88% | 9.11% | 16.84% | 754 | #9 |
| #20 | -128.90 | -12.89% | 13.65% | 32.24% | 673 | #9 |
| #21 | 163.79 | 16.38% | 7.68% | 85.27% | 672 | Winner |
| #22 | -148.66 | -14.87% | 16.75% | 9.20% | 750 | #9 |
| #23 | 150.39 | 15.04% | 6.85% | 78.25% | 515 | Winner |
| #24 | 203.59 | 20.36% | 8.25% | 91.12% | 687 | Winner |
| #25 | 137.44 | 13.74% | 10.18% | 90.10% | 788 | #3 |
| #26 | -90.96 | -9.10% | 10.81% | 23.01% | 617 | #8 |
| #27 | -0.75 | -0.08% | 7.85% | 6.87% | 713 | #8 |
| #28 | 19.15 | 1.91% | 7.94% | 77.35% | 468 | #5 |
| #29 | 40.42 | 4.04% | 7.66% | 86.46% | 746 | #3 |
| #30 | 68.42 | 6.84% | 6.59% | 86.52% | 705 | #5 |
| #31 | -142.44 | -14.24% | 15.15% | 29.05% | 654 | #7 |
| #32 | 18.28 | 1.83% | 7.95% | 80.97% | 725 | #7 |
| #33 | 70.46 | 7.05% | 8.03% | 75.39% | 577 | #5 |
| #34 | -19.23 | -1.92% | 8.20% | 19.24% | 733 | #7 |
| #35 | -90.68 | -9.07% | 17.80% | 27.03% | 666 | #8 |
| #36 | -148.32 | -14.83% | 19.75% | 25.49% | 455 | #10 |
| #37 | 159.11 | 15.91% | 6.99% | 87.77% | 728 | #2 |
| #38 | -129.20 | -12.92% | 13.28% | 39.34% | 727 | #8 |
| #39 | 158.71 | 15.87% | 8.72% | 83.73% | 633 | Winner |
| #40 | 167.96 | 16.80% | 6.76% | 92.42% | 699 | #2 |
| #41 | 56.36 | 5.64% | 9.27% | 81.98% | 810 | #4 |
| #42 | 195.82 | 19.58% | 9.62% | 76.38% | 669 | Winner |
| #43 | 63.37 | 6.34% | 7.92% | 82.75% | 771 | #5 |
| #44 | -70.03 | -7.00% | 8.07% | 7.81% | 755 | #7 |
| #45 | -116.74 | -11.67% | 13.23% | 31.55% | 634 | #7 |
| #46 | -211.37 | -21.14% | 24.01% | 40.27% | 730 | #10 |
| #47 | 174.09 | 17.41% | 7.73% | 66.95% | 826 | #2 |
| #48 | -50.94 | -5.09% | 9.24% | 13.23% | 499 | #10 |
| #49 | 96.04 | 9.60% | 8.68% | 77.87% | 741 | #3 |
| #50 | -10.86 | -1.09% | 8.23% | 10.39% | 597 | #5 |
| #51 | 97.65 | 9.77% | 7.77% | 75.04% | 609 | #3 |
| #52 | -57.14 | -5.71% | 9.06% | 21.41% | 654 | #8 |
| #53 | -52.98 | -5.30% | 9.25% | 34.08% | 763 | #6 |
| #54 | 76.58 | 7.66% | 7.87% | 76.57% | 683 | #4 |
| #55 | -165.85 | -16.59% | 18.02% | 1.81% | 830 | #10 |
| #56 | 221.73 | 22.17% | 9.04% | 86.99% | 684 | Winner |
| #57 | 187.07 | 18.71% | 4.97% | 91.35% | 717 | #4 |
| #58 | 1.32 | 0.13% | 10.38% | 22.64% | 764 | #5 |
| #59 | 14.70 | 1.47% | 6.49% | 69.63% | 764 | #6 |
| #60 | 150.89 | 15.09% | 8.48% | 87.85% | 650 | #2 |
| #61 | 117.71 | 11.77% | 7.79% | 76.98% | 860 | #3 |
| #62 | 124.61 | 12.46% | 7.43% | 75.00% | 628 | #3 |
| #63 | 70.66 | 7.07% | 7.38% | 85.40% | 781 | #4 |
| #64 | 212.96 | 21.30% | 8.18% | 83.36% | 589 | #3 |
| #65 | 42.53 | 4.25% | 8.03% | 79.82% | 773 | #6 |
| #66 | 29.71 | 2.97% | 8.36% | 78.51% | 605 | #6 |
| #67 | 68.28 | 6.83% | 8.03% | 88.16% | 777 | #5 |
| #68 | 169.27 | 16.93% | 10.52% | 85.99% | 785 | #2 |
| #69 | 78.49 | 7.85% | 7.93% | 88.50% | 713 | #6 |
| #70 | 175.25 | 17.53% | 11.08% | 86.16% | 643 | #2 |
| #71 | -17.30 | -1.73% | 8.19% | 40.83% | 818 | #7 |
| #72 | 168.61 | 16.86% | 7.06% | 89.36% | 592 | Winner |
| #73 | 33.54 | 3.35% | 8.01% | 81.61% | 756 | #7 |
| #74 | 93.18 | 9.32% | 8.47% | 82.63% | 737 | #4 |
| #75 | -106.77 | -10.68% | 14.79% | 14.81% | 513 | #10 |
| #76 | 160.39 | 16.04% | 6.67% | 86.69% | 691 | #2 |
| #77 | 121.49 | 12.15% | 6.39% | 79.72% | 725 | #2 |
| #78 | 62.66 | 6.27% | 9.36% | 89.69% | 708 | #4 |
| #79 | 80.17 | 8.02% | 8.09% | 76.12% | 762 | #5 |
| #80 | 106.31 | 10.63% | 7.78% | 83.84% | 730 | #3 |
| #81 | 18.02 | 1.80% | 9.03% | 79.45% | 769 | #7 |
| #82 | 179.80 | 17.98% | 8.05% | 63.77% | 668 | Winner |
| #83 | 126.82 | 12.68% | 7.47% | 83.33% | 762 | #3 |
| #84 | -35.50 | -3.55% | 8.79% | 41.50% | 747 | #6 |
| #85 | 139.19 | 13.92% | 6.84% | 84.77% | 801 | #5 |
| #86 | 117.18 | 11.72% | 10.04% | 87.28% | 629 | #4 |
| #87 | -137.12 | -13.71% | 14.49% | 29.64% | 695 | #9 |
| #88 | 70.92 | 7.09% | 8.29% | 77.12% | 459 | #4 |
| #89 | 86.92 | 8.69% | 8.77% | 81.62% | 778 | #3 |
| #90 | 272.11 | 27.21% | 8.81% | 89.11% | 753 | Winner |
| #91 | 14.49 | 1.45% | 8.32% | 62.18% | 632 | #6 |
| #92 | 75.09 | 7.51% | 8.08% | 83.00% | 794 | #4 |
| #93 | 41.49 | 4.15% | 8.08% | 92.22% | 720 | #5 |
| #94 | 215.53 | 21.55% | 9.08% | 88.65% | 687 | Winner |
| #95 | 23.32 | 2.33% | 8.21% | 93.00% | 700 | #6 |
| #96 | 75.27 | 7.53% | 7.92% | 88.83% | 546 | #5 |
| #97 | 121.97 | 12.20% | 7.29% | 90.06% | 624 | #2 |
| #98 | -136.92 | -13.69% | 15.43% | 31.04% | 712 | #10 |
| #99 | -155.98 | -15.60% | 19.43% | 23.53% | 799 | #7 |
| #100 | 98.10 | 9.81% | 8.41% | 76.80% | 651 | #4 |