ea · 100-run average
Ultimate Breakout System
🏆 6 wins / 100 · Profit rank #6 · DD rank #6
$1.28
0.13%
10.25%
25.40%
6 / 100
48.43%
$128.44
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, $1.28 average profit, 26 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 25.40%, spread 19.83%), though 44 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $519.08).
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 | -187.69 | -18.77% | 18.77% | 5.61% | 695 | #8 |
| #2 | 122.86 | 12.29% | 5.90% | 84.15% | 694 | #3 |
| #3 | 112.91 | 11.29% | 8.18% | 77.39% | 681 | Winner |
| #4 | -112.79 | -11.28% | 11.44% | 40.96% | 686 | #8 |
| #5 | 190.30 | 19.03% | 7.67% | 85.47% | 750 | #2 |
| #6 | -33.45 | -3.35% | 9.92% | 24.46% | 695 | #9 |
| #7 | 11.35 | 1.13% | 7.97% | 59.14% | 651 | #5 |
| #8 | -44.43 | -4.44% | 10.02% | 20.36% | 658 | #9 |
| #9 | -175.51 | -17.55% | 21.73% | 5.85% | 701 | #9 |
| #10 | 179.55 | 17.96% | 6.79% | 89.05% | 685 | Winner |
| #11 | -99.56 | -9.96% | 10.32% | 20.80% | 827 | #7 |
| #12 | -138.17 | -13.82% | 17.15% | 2.49% | 682 | #7 |
| #13 | -22.94 | -2.29% | 7.99% | 10.66% | 422 | #7 |
| #14 | -108.19 | -10.82% | 11.33% | 29.10% | 622 | #9 |
| #15 | 36.33 | 3.63% | 7.92% | 79.31% | 725 | #3 |
| #16 | -51.05 | -5.10% | 8.44% | 24.63% | 739 | #9 |
| #17 | -173.11 | -17.31% | 18.45% | 26.94% | 735 | #10 |
| #18 | -31.60 | -3.16% | 8.75% | 39.65% | 681 | #7 |
| #19 | 314.98 | 31.50% | 9.92% | 84.58% | 707 | Winner |
| #20 | -85.66 | -8.57% | 10.05% | 18.60% | 656 | #7 |
| #21 | 70.05 | 7.01% | 9.70% | 77.54% | 601 | #2 |
| #22 | -89.43 | -8.94% | 9.84% | 26.01% | 765 | #9 |
| #23 | 111.73 | 11.17% | 8.03% | 93.52% | 710 | #2 |
| #24 | -116.06 | -11.61% | 12.26% | 41.91% | 649 | #9 |
| #25 | 2.74 | 0.27% | 6.22% | 40.24% | 738 | #6 |
| #26 | 168.43 | 16.84% | 8.01% | 87.81% | 640 | #3 |
| #27 | 156.69 | 15.67% | 7.41% | 83.85% | 650 | #2 |
| #28 | 173.09 | 17.31% | 8.80% | 84.73% | 694 | #3 |
| #29 | 140.81 | 14.08% | 8.75% | 77.76% | 679 | #3 |
| #30 | 60.00 | 6.00% | 7.50% | 76.87% | 761 | #4 |
| #31 | -22.79 | -2.28% | 10.13% | 20.11% | 567 | #7 |
| #32 | -141.62 | -14.16% | 14.53% | 28.77% | 650 | #7 |
| #33 | -45.11 | -4.51% | 8.34% | 23.68% | 739 | #8 |
| #34 | -96.00 | -9.60% | 12.40% | 43.19% | 778 | #9 |
| #35 | 190.20 | 19.02% | 7.96% | 89.16% | 692 | #2 |
| #36 | 197.25 | 19.73% | 7.71% | 89.23% | 613 | #3 |
| #37 | -12.10 | -1.21% | 8.61% | 18.71% | 465 | #5 |
| #38 | -88.32 | -8.83% | 9.66% | 30.12% | 694 | #7 |
| #39 | -8.54 | -0.85% | 9.55% | 20.47% | 674 | #8 |
| #40 | -5.88 | -0.59% | 7.60% | 22.02% | 663 | #5 |
| #41 | -18.35 | -1.84% | 8.65% | 41.41% | 623 | #7 |
| #42 | 213.39 | 21.34% | 7.12% | 85.90% | 624 | #3 |
| #43 | -21.84 | -2.18% | 9.15% | 37.17% | 635 | #5 |
| #44 | 171.02 | 17.10% | 6.35% | 83.60% | 561 | #4 |
| #45 | -68.25 | -6.83% | 8.55% | 20.22% | 712 | #7 |
| #46 | 45.80 | 4.58% | 7.87% | 85.89% | 560 | #7 |
| #47 | -59.97 | -6.00% | 8.39% | 2.62% | 687 | #9 |
| #48 | 81.46 | 8.15% | 7.11% | 77.83% | 469 | #3 |
| #49 | 191.20 | 19.12% | 8.14% | 69.76% | 658 | Winner |
| #50 | -52.27 | -5.23% | 9.27% | 18.05% | 676 | #5 |
| #51 | 110.55 | 11.06% | 9.90% | 79.35% | 615 | #2 |
| #52 | -78.67 | -7.87% | 9.07% | 17.98% | 712 | #10 |
| #53 | 202.28 | 20.23% | 9.23% | 89.15% | 682 | #2 |
| #54 | -44.78 | -4.48% | 9.49% | 20.30% | 729 | #8 |
| #55 | 60.14 | 6.01% | 8.28% | 90.14% | 659 | #6 |
| #56 | 63.59 | 6.36% | 7.87% | 88.10% | 756 | #4 |
| #57 | -77.90 | -7.79% | 13.84% | 35.14% | 703 | #9 |
| #58 | -78.15 | -7.82% | 8.28% | 11.01% | 545 | #6 |
| #59 | -51.53 | -5.15% | 9.47% | 19.03% | 699 | #7 |
| #60 | -144.19 | -14.42% | 17.84% | 15.11% | 536 | #10 |
| #61 | 24.36 | 2.44% | 9.07% | 85.94% | 690 | #6 |
| #62 | 171.64 | 17.16% | 7.32% | 64.98% | 651 | #4 |
| #63 | -93.98 | -9.40% | 9.41% | 37.77% | 691 | #9 |
| #64 | 113.30 | 11.33% | 9.15% | 67.58% | 694 | #5 |
| #65 | -50.01 | -5.00% | 8.60% | 22.41% | 482 | #8 |
| #66 | 94.14 | 9.41% | 8.24% | 85.91% | 731 | #2 |
| #67 | -159.30 | -15.93% | 18.37% | 2.03% | 688 | #10 |
| #68 | 127.66 | 12.77% | 7.77% | 85.16% | 701 | #3 |
| #69 | 107.92 | 10.79% | 8.16% | 58.78% | 592 | Winner |
| #70 | 40.88 | 4.09% | 6.75% | 76.55% | 678 | #4 |
| #71 | 75.18 | 7.52% | 7.06% | 85.61% | 570 | #4 |
| #72 | -139.86 | -13.99% | 15.72% | 26.32% | 718 | #10 |
| #73 | 125.91 | 12.59% | 9.16% | 87.75% | 612 | #2 |
| #74 | -116.85 | -11.68% | 14.24% | 33.82% | 680 | #9 |
| #75 | -43.22 | -4.32% | 8.08% | 31.30% | 687 | #7 |
| #76 | -120.08 | -12.01% | 13.89% | 43.18% | 762 | #9 |
| #77 | -68.24 | -6.82% | 9.47% | 24.92% | 630 | #9 |
| #78 | -204.10 | -20.41% | 20.41% | 16.04% | 561 | #9 |
| #79 | -95.11 | -9.51% | 11.11% | 38.38% | 495 | #8 |
| #80 | -30.55 | -3.06% | 7.97% | 41.89% | 709 | #6 |
| #81 | -55.39 | -5.54% | 10.89% | 43.51% | 701 | #10 |
| #82 | -192.95 | -19.29% | 25.40% | 11.46% | 602 | #10 |
| #83 | 54.35 | 5.44% | 9.38% | 82.62% | 679 | #6 |
| #84 | -118.87 | -11.89% | 14.33% | 9.01% | 710 | #10 |
| #85 | -30.83 | -3.08% | 8.08% | 16.94% | 608 | #7 |
| #86 | -185.16 | -18.52% | 18.95% | 3.36% | 685 | #10 |
| #87 | 154.61 | 15.46% | 8.29% | 90.41% | 678 | Winner |
| #88 | 61.95 | 6.20% | 7.33% | 80.23% | 703 | #6 |
| #89 | -108.88 | -10.89% | 14.01% | 0.92% | 654 | #8 |
| #90 | 59.69 | 5.97% | 7.08% | 79.37% | 698 | #5 |
| #91 | 29.62 | 2.96% | 12.31% | 90.03% | 712 | #8 |
| #92 | 100.66 | 10.07% | 7.97% | 87.76% | 776 | #2 |
| #93 | -82.29 | -8.23% | 9.58% | 16.56% | 489 | #8 |
| #94 | -30.22 | -3.02% | 9.41% | 19.75% | 734 | #7 |
| #95 | -171.00 | -17.10% | 19.92% | 2.51% | 718 | #10 |
| #96 | -109.05 | -10.91% | 15.60% | 39.59% | 677 | #10 |
| #97 | 32.15 | 3.22% | 7.94% | 75.07% | 686 | #4 |
| #98 | 148.89 | 14.89% | 8.54% | 90.73% | 777 | #3 |
| #99 | 19.39 | 1.94% | 8.39% | 76.55% | 631 | #4 |
| #100 | -0.72 | -0.07% | 5.57% | 17.66% | 708 | #7 |