ea · 100-run average
Straddle
🏆 2 wins / 100 · Profit rank #10 · DD rank #10
$-48.40
-4.84%
11.43%
28.45%
2 / 100
36.04%
$-4840.33
0
Simulation Analysis
How this EA behaved across all 100 independent market paths.
Observed across 100 independent market paths: Straddle ranked #10 of 10 — 2 wins, $-48.40 average profit, 8 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 28.45%, spread 25.19%), though 35 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $476.25).
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 | -194.60 | -19.46% | 22.18% | 38.24% | 102 | #10 |
| #2 | 57.13 | 5.71% | 6.94% | 46.62% | 133 | #5 |
| #3 | 67.58 | 6.76% | 7.60% | 71.29% | 101 | #7 |
| #4 | 21.42 | 2.14% | 8.05% | 69.60% | 125 | #7 |
| #5 | 115.04 | 11.50% | 6.95% | 54.17% | 96 | #3 |
| #6 | 53.87 | 5.39% | 7.73% | 48.55% | 138 | #5 |
| #7 | -209.66 | -20.97% | 23.10% | 38.83% | 103 | #10 |
| #8 | -239.69 | -23.97% | 24.63% | 41.18% | 136 | #10 |
| #9 | 190.30 | 19.03% | 7.19% | 71.13% | 142 | #4 |
| #10 | -50.16 | -5.02% | 8.74% | 17.50% | 160 | #8 |
| #11 | 109.01 | 10.90% | 4.89% | 50.43% | 117 | #5 |
| #12 | -175.97 | -17.60% | 17.60% | 6.87% | 131 | #10 |
| #13 | 14.72 | 1.47% | 7.15% | 65.18% | 112 | #6 |
| #14 | -76.71 | -7.67% | 8.53% | 7.03% | 128 | #8 |
| #15 | 78.90 | 7.89% | 8.80% | 52.80% | 161 | #6 |
| #16 | 106.41 | 10.64% | 8.34% | 44.76% | 143 | #5 |
| #17 | -127.81 | -12.78% | 14.09% | 45.38% | 130 | #7 |
| #18 | -170.58 | -17.06% | 18.25% | 41.06% | 151 | #9 |
| #19 | -79.98 | -8.00% | 11.91% | 29.09% | 110 | #9 |
| #20 | -187.78 | -18.78% | 20.48% | 43.61% | 133 | #10 |
| #21 | 86.04 | 8.60% | 8.02% | 47.06% | 102 | #3 |
| #22 | -171.77 | -17.18% | 18.69% | 22.30% | 148 | #10 |
| #23 | -15.38 | -1.54% | 4.39% | 5.32% | 94 | #7 |
| #24 | 20.01 | 2.00% | 10.63% | 53.64% | 151 | #6 |
| #25 | 175.86 | 17.59% | 5.14% | 64.10% | 117 | Winner |
| #26 | -16.37 | -1.64% | 10.32% | 9.20% | 163 | #7 |
| #27 | -57.09 | -5.71% | 9.27% | 32.71% | 107 | #4 |
| #28 | -30.60 | -3.06% | 8.21% | 29.55% | 176 | #8 |
| #29 | -0.66 | -0.07% | 3.26% | 25.69% | 109 | #7 |
| #30 | -108.79 | -10.88% | 12.75% | 23.23% | 99 | #10 |
| #31 | -48.71 | -4.87% | 12.07% | 37.89% | 95 | #6 |
| #32 | 1.57 | 0.16% | 6.79% | 52.80% | 125 | #6 |
| #33 | -85.27 | -8.53% | 8.89% | 37.90% | 124 | #10 |
| #34 | -116.17 | -11.62% | 12.42% | 42.74% | 124 | #10 |
| #35 | 50.59 | 5.06% | 6.08% | 64.60% | 113 | #3 |
| #36 | 72.40 | 7.24% | 7.42% | 56.25% | 128 | #6 |
| #37 | -18.10 | -1.81% | 7.72% | 26.77% | 127 | #6 |
| #38 | -157.54 | -15.75% | 17.76% | 22.36% | 161 | #10 |
| #39 | -10.16 | -1.02% | 8.32% | 39.69% | 131 | #6 |
| #40 | 20.29 | 2.03% | 7.64% | 58.45% | 142 | #7 |
| #41 | -208.32 | -20.83% | 22.59% | 35.34% | 116 | #10 |
| #42 | 5.85 | 0.59% | 8.43% | 38.39% | 112 | #4 |
| #43 | 59.15 | 5.92% | 7.64% | 53.40% | 103 | #5 |
| #44 | -118.42 | -11.84% | 12.08% | 42.22% | 135 | #7 |
| #45 | -144.07 | -14.41% | 14.52% | 40.18% | 112 | #10 |
| #46 | -80.66 | -8.07% | 8.07% | 2.08% | 144 | #9 |
| #47 | -1.69 | -0.17% | 3.53% | 31.40% | 121 | #7 |
| #48 | -112.71 | -11.27% | 14.35% | 34.50% | 171 | #10 |
| #49 | 25.79 | 2.58% | 9.26% | 50.46% | 109 | #7 |
| #50 | 21.74 | 2.17% | 7.01% | 64.12% | 131 | #6 |
| #51 | -41.57 | -4.16% | 9.51% | 23.93% | 117 | #6 |
| #52 | 5.53 | 0.55% | 8.37% | 52.76% | 127 | #6 |
| #53 | 28.60 | 2.86% | 6.79% | 65.67% | 134 | #8 |
| #54 | -40.90 | -4.09% | 8.48% | 16.33% | 147 | #5 |
| #55 | 21.40 | 2.14% | 8.06% | 60.92% | 87 | #7 |
| #56 | -75.44 | -7.54% | 11.33% | 0.77% | 130 | #9 |
| #57 | -168.62 | -16.86% | 18.42% | 33.33% | 105 | #10 |
| #58 | 155.78 | 15.58% | 7.56% | 62.00% | 150 | #3 |
| #59 | -116.10 | -11.61% | 12.68% | 45.37% | 108 | #10 |
| #60 | -131.76 | -13.18% | 13.42% | 6.80% | 147 | #9 |
| #61 | -189.55 | -18.96% | 18.95% | 37.30% | 126 | #9 |
| #62 | -148.17 | -14.82% | 16.77% | 3.80% | 158 | #10 |
| #63 | -66.34 | -6.63% | 9.86% | 26.00% | 100 | #9 |
| #64 | -169.89 | -16.99% | 18.07% | 12.94% | 201 | #9 |
| #65 | 135.38 | 13.54% | 7.45% | 56.52% | 161 | #3 |
| #66 | 20.24 | 2.02% | 7.49% | 52.80% | 125 | #5 |
| #67 | -210.43 | -21.04% | 21.69% | 35.19% | 108 | #10 |
| #68 | -104.45 | -10.45% | 10.85% | 16.67% | 156 | #9 |
| #69 | -47.05 | -4.70% | 9.12% | 23.13% | 134 | #7 |
| #70 | 0.55 | 0.06% | 6.29% | 47.27% | 165 | #7 |
| #71 | -27.57 | -2.76% | 7.64% | 21.05% | 95 | #6 |
| #72 | 90.50 | 9.05% | 5.89% | 62.76% | 145 | #3 |
| #73 | -189.43 | -18.94% | 20.65% | 38.89% | 108 | #10 |
| #74 | -96.83 | -9.68% | 12.29% | 3.19% | 188 | #9 |
| #75 | 127.77 | 12.78% | 10.87% | 63.08% | 130 | #4 |
| #76 | -38.45 | -3.85% | 10.79% | 4.49% | 178 | #6 |
| #77 | -250.35 | -25.04% | 27.07% | 38.17% | 131 | #10 |
| #78 | -3.82 | -0.38% | 4.28% | 25.47% | 106 | #6 |
| #79 | 49.83 | 4.98% | 8.63% | 59.48% | 153 | #4 |
| #80 | -207.03 | -20.70% | 21.97% | 22.83% | 184 | #10 |
| #81 | -44.99 | -4.50% | 8.53% | 27.27% | 66 | #7 |
| #82 | -284.26 | -28.43% | 28.45% | 25.00% | 112 | #10 |
| #83 | -181.34 | -18.13% | 18.73% | 25.30% | 83 | #10 |
| #84 | -1.04 | -0.10% | 4.02% | 23.08% | 156 | #9 |
| #85 | 38.94 | 3.89% | 8.08% | 57.69% | 104 | #5 |
| #86 | -87.18 | -8.72% | 8.72% | 5.95% | 168 | #6 |
| #87 | -107.82 | -10.78% | 10.78% | 9.30% | 129 | #8 |
| #88 | -177.90 | -17.79% | 17.79% | 9.94% | 161 | #10 |
| #89 | -162.84 | -16.28% | 20.92% | 27.67% | 159 | #10 |
| #90 | -154.63 | -15.46% | 15.46% | 8.20% | 183 | #9 |
| #91 | -26.03 | -2.60% | 7.76% | 26.56% | 128 | #7 |
| #92 | 191.99 | 19.20% | 8.17% | 59.38% | 160 | Winner |
| #93 | 83.77 | 8.38% | 8.03% | 70.00% | 120 | #4 |
| #94 | 19.65 | 1.96% | 7.28% | 62.64% | 182 | #7 |
| #95 | -100.37 | -10.04% | 10.04% | 23.85% | 109 | #9 |
| #96 | -84.85 | -8.49% | 9.89% | 41.48% | 176 | #7 |
| #97 | -159.40 | -15.94% | 16.48% | 35.16% | 128 | #10 |
| #98 | -185.75 | -18.58% | 18.58% | 3.49% | 172 | #10 |
| #99 | -47.61 | -4.76% | 10.65% | 4.29% | 140 | #8 |
| #100 | -18.75 | -1.88% | 7.25% | 11.04% | 154 | #5 |