ea · 100-run average
Ultimate Breakout System
🏆 16 wins / 100 · Profit rank #2 · DD rank #8
$14.74
4.91%
11.60%
32.52%
16 / 100
63.68%
$1474.17
0
Simulation Analysis
How this EA behaved across all 100 independent market paths.
Observed across 100 independent market paths: Ultimate Breakout System finished second with 16 wins and an average return of $14.74 across 100 paths.
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 32.52%, spread 26.24%), though 68 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $193.35).
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 | 36.06 | 12.02% | 8.68% | 88.78% | 784 | Winner |
| #2 | 2.33 | 0.78% | 9.05% | 26.13% | 643 | #6 |
| #3 | -12.74 | -4.25% | 8.48% | 19.71% | 700 | #10 |
| #4 | -72.11 | -24.04% | 24.52% | 22.83% | 692 | #10 |
| #5 | -1.15 | -0.38% | 8.89% | 20.83% | 528 | #7 |
| #6 | 13.71 | 4.57% | 9.13% | 78.14% | 590 | #7 |
| #7 | 74.15 | 24.72% | 7.91% | 81.84% | 705 | Winner |
| #8 | 46.11 | 15.37% | 10.99% | 80.98% | 715 | #3 |
| #9 | 29.10 | 9.70% | 8.44% | 80.06% | 662 | #5 |
| #10 | 33.78 | 11.26% | 7.84% | 81.62% | 653 | #4 |
| #11 | 75.64 | 25.21% | 14.19% | 88.65% | 758 | #3 |
| #12 | -61.52 | -20.51% | 23.36% | 39.59% | 485 | #10 |
| #13 | -33.72 | -11.24% | 15.23% | 3.03% | 726 | #8 |
| #14 | 6.22 | 2.07% | 9.00% | 75.27% | 655 | #7 |
| #15 | -25.74 | -8.58% | 9.64% | 37.09% | 639 | #8 |
| #16 | -54.46 | -18.15% | 20.68% | 38.38% | 667 | #10 |
| #17 | 8.33 | 2.78% | 8.49% | 78.72% | 672 | #7 |
| #18 | -5.71 | -1.90% | 9.15% | 37.65% | 733 | #7 |
| #19 | 4.20 | 1.40% | 8.85% | 51.42% | 739 | #3 |
| #20 | 32.74 | 10.91% | 9.10% | 78.76% | 739 | #4 |
| #21 | 56.02 | 18.67% | 9.40% | 82.88% | 695 | Winner |
| #22 | 107.17 | 35.72% | 8.53% | 86.42% | 729 | Winner |
| #23 | 69.44 | 23.15% | 12.26% | 79.76% | 657 | Winner |
| #24 | -32.54 | -10.85% | 11.44% | 43.65% | 669 | #10 |
| #25 | 11.15 | 3.72% | 12.57% | 80.12% | 649 | #8 |
| #26 | 8.37 | 2.79% | 8.31% | 48.44% | 675 | #5 |
| #27 | 60.58 | 20.19% | 11.04% | 82.43% | 734 | #4 |
| #28 | 29.56 | 9.85% | 7.87% | 84.29% | 783 | #7 |
| #29 | 16.92 | 5.64% | 7.50% | 79.61% | 726 | #5 |
| #30 | 23.31 | 7.77% | 8.74% | 82.35% | 748 | #4 |
| #31 | -14.04 | -4.68% | 8.33% | 19.94% | 687 | #6 |
| #32 | 20.86 | 6.95% | 6.97% | 82.77% | 505 | #5 |
| #33 | -66.10 | -22.03% | 22.41% | 37.23% | 728 | #10 |
| #34 | 18.37 | 6.12% | 6.39% | 73.95% | 453 | #6 |
| #35 | 14.93 | 4.98% | 8.71% | 84.87% | 760 | #7 |
| #36 | 1.17 | 0.39% | 6.62% | 42.50% | 720 | #4 |
| #37 | 40.48 | 13.49% | 7.68% | 83.50% | 715 | #4 |
| #38 | 63.82 | 21.27% | 17.61% | 84.30% | 637 | Winner |
| #39 | 38.31 | 12.77% | 9.59% | 85.73% | 778 | #3 |
| #40 | 86.50 | 28.83% | 8.84% | 83.97% | 705 | Winner |
| #41 | 8.18 | 2.73% | 8.66% | 48.40% | 717 | #5 |
| #42 | -45.67 | -15.22% | 15.32% | 45.28% | 742 | #9 |
| #43 | -4.16 | -1.39% | 8.24% | 32.22% | 571 | #8 |
| #44 | -61.19 | -20.40% | 21.66% | 28.08% | 698 | #10 |
| #45 | 28.39 | 9.46% | 8.58% | 86.54% | 661 | #5 |
| #46 | 39.78 | 13.26% | 8.44% | 81.71% | 563 | #4 |
| #47 | 73.69 | 24.56% | 8.07% | 87.23% | 705 | #2 |
| #48 | 8.94 | 2.98% | 7.53% | 78.46% | 664 | #6 |
| #49 | 68.85 | 22.95% | 15.24% | 84.76% | 643 | Winner |
| #50 | 18.13 | 6.04% | 10.11% | 81.42% | 748 | #6 |
| #51 | 5.53 | 1.84% | 6.28% | 73.44% | 610 | #8 |
| #52 | 90.51 | 30.17% | 14.58% | 83.41% | 663 | Winner |
| #53 | 53.46 | 17.82% | 7.03% | 85.80% | 486 | #2 |
| #54 | 43.46 | 14.49% | 8.11% | 80.83% | 772 | #5 |
| #55 | 52.46 | 17.49% | 8.90% | 97.67% | 731 | #3 |
| #56 | -36.59 | -12.20% | 17.60% | 40.80% | 728 | #9 |
| #57 | 95.58 | 31.86% | 13.10% | 88.20% | 839 | Winner |
| #58 | 61.63 | 20.54% | 14.09% | 82.65% | 663 | Winner |
| #59 | -25.19 | -8.40% | 12.98% | 38.63% | 774 | #10 |
| #60 | 45.30 | 15.10% | 10.30% | 80.20% | 697 | Winner |
| #61 | -35.10 | -11.70% | 12.07% | 43.51% | 547 | #10 |
| #62 | 61.63 | 20.54% | 8.33% | 85.79% | 725 | #3 |
| #63 | 46.07 | 15.36% | 8.05% | 89.34% | 741 | #6 |
| #64 | 61.28 | 20.43% | 11.01% | 96.18% | 681 | Winner |
| #65 | -15.59 | -5.20% | 10.22% | 32.37% | 729 | #6 |
| #66 | -29.51 | -9.84% | 10.12% | 32.99% | 685 | #9 |
| #67 | 24.17 | 8.06% | 7.98% | 92.56% | 820 | #5 |
| #68 | 65.12 | 21.71% | 8.58% | 80.15% | 660 | Winner |
| #69 | -31.10 | -10.37% | 10.62% | 18.98% | 743 | #10 |
| #70 | 4.12 | 1.37% | 8.48% | 56.31% | 650 | #4 |
| #71 | 44.66 | 14.89% | 8.43% | 84.36% | 761 | #4 |
| #72 | -86.18 | -28.73% | 32.52% | 36.75% | 713 | #10 |
| #73 | 47.74 | 15.91% | 12.13% | 84.94% | 790 | #3 |
| #74 | 37.85 | 12.62% | 11.59% | 80.00% | 625 | #4 |
| #75 | 4.40 | 1.47% | 7.70% | 68.94% | 499 | #7 |
| #76 | -17.82 | -5.94% | 8.22% | 45.79% | 677 | #7 |
| #77 | -74.57 | -24.86% | 28.75% | 25.70% | 782 | #10 |
| #78 | 8.58 | 2.86% | 8.68% | 79.48% | 853 | #5 |
| #79 | 67.46 | 22.49% | 11.86% | 83.20% | 750 | #2 |
| #80 | 81.67 | 27.22% | 9.48% | 86.11% | 648 | Winner |
| #81 | -37.21 | -12.40% | 17.58% | 46.04% | 795 | #8 |
| #82 | 36.70 | 12.23% | 7.17% | 85.23% | 684 | #2 |
| #83 | 50.76 | 16.92% | 8.34% | 89.56% | 776 | #4 |
| #84 | 51.58 | 17.19% | 8.69% | 83.41% | 452 | #2 |
| #85 | 74.05 | 24.68% | 6.80% | 84.61% | 773 | #3 |
| #86 | 34.57 | 11.52% | 9.16% | 81.57% | 635 | #3 |
| #87 | -55.27 | -18.42% | 22.15% | 23.33% | 793 | #7 |
| #88 | 56.66 | 18.89% | 8.48% | 80.88% | 753 | #3 |
| #89 | 1.44 | 0.48% | 6.94% | 27.56% | 809 | #6 |
| #90 | -51.28 | -17.09% | 17.97% | 41.43% | 700 | #10 |
| #91 | -49.09 | -16.36% | 18.78% | 38.42% | 786 | #8 |
| #92 | -63.36 | -21.12% | 30.63% | 38.83% | 618 | #10 |
| #93 | -47.77 | -15.92% | 16.10% | 7.73% | 763 | #10 |
| #94 | -30.75 | -10.25% | 22.55% | 10.60% | 698 | #7 |
| #95 | 56.16 | 18.72% | 7.63% | 83.69% | 834 | #6 |
| #96 | -32.65 | -10.88% | 15.58% | 45.13% | 616 | #9 |
| #97 | -38.14 | -12.71% | 17.23% | 7.52% | 678 | #10 |
| #98 | 29.62 | 9.87% | 8.70% | 81.82% | 583 | Winner |
| #99 | 22.79 | 7.60% | 8.85% | 81.21% | 596 | #4 |
| #100 | 29.89 | 9.96% | 8.53% | 81.92% | 802 | #5 |