ea · 100-run average
Ultimate Breakout System
🏆 9 wins / 100 · Profit rank #6 · DD rank #8
$5.42
0.54%
10.39%
24.46%
9 / 100
54.90%
$542.43
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 — 9 wins, $5.42 average profit, 25 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 24.46%, spread 18.39%), though 52 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $479.63).
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 | -88.85 | -8.89% | 10.93% | 42.56% | 672 | #10 |
| #2 | -44.40 | -4.44% | 8.15% | 28.27% | 573 | #8 |
| #3 | -67.38 | -6.74% | 11.27% | 47.90% | 689 | #9 |
| #4 | -145.83 | -14.58% | 17.42% | 19.51% | 528 | #9 |
| #5 | 247.01 | 24.70% | 7.40% | 88.10% | 714 | Winner |
| #6 | 124.67 | 12.47% | 10.65% | 83.98% | 668 | #3 |
| #7 | 41.72 | 4.17% | 9.13% | 74.38% | 484 | #7 |
| #8 | 186.26 | 18.63% | 8.09% | 82.13% | 677 | #2 |
| #9 | 107.52 | 10.75% | 6.55% | 88.20% | 729 | #2 |
| #10 | -175.69 | -17.57% | 18.02% | 22.82% | 710 | #10 |
| #11 | 132.87 | 13.29% | 7.03% | 90.48% | 704 | #3 |
| #12 | 79.28 | 7.93% | 7.43% | 76.65% | 668 | #3 |
| #13 | -220.14 | -22.01% | 22.61% | 23.76% | 564 | #10 |
| #14 | 178.73 | 17.87% | 7.70% | 76.99% | 704 | Winner |
| #15 | -80.07 | -8.01% | 11.73% | 41.28% | 579 | #7 |
| #16 | -170.90 | -17.09% | 17.09% | 20.18% | 679 | #10 |
| #17 | 27.51 | 2.75% | 10.58% | 76.92% | 780 | #5 |
| #18 | -156.74 | -15.67% | 17.08% | 19.16% | 663 | #10 |
| #19 | -12.47 | -1.25% | 8.87% | 18.40% | 701 | #4 |
| #20 | -15.81 | -1.58% | 8.30% | 19.18% | 563 | #8 |
| #21 | 24.67 | 2.47% | 7.20% | 75.76% | 660 | #5 |
| #22 | -88.98 | -8.90% | 12.12% | 45.39% | 694 | #8 |
| #23 | 60.02 | 6.00% | 8.13% | 81.08% | 539 | #5 |
| #24 | 31.72 | 3.17% | 8.41% | 77.52% | 703 | #5 |
| #25 | -136.40 | -13.64% | 19.22% | 37.02% | 705 | #9 |
| #26 | 84.01 | 8.40% | 7.77% | 87.06% | 595 | #5 |
| #27 | 136.88 | 13.69% | 8.23% | 88.58% | 674 | Winner |
| #28 | -78.37 | -7.84% | 11.64% | 5.68% | 687 | #6 |
| #29 | 146.38 | 14.64% | 6.74% | 78.55% | 662 | #2 |
| #30 | 63.92 | 6.39% | 7.92% | 80.83% | 605 | #3 |
| #31 | -86.63 | -8.66% | 9.65% | 3.77% | 769 | #10 |
| #32 | -90.62 | -9.06% | 10.98% | 41.58% | 647 | #9 |
| #33 | -84.62 | -8.46% | 10.09% | 40.00% | 670 | #9 |
| #34 | -185.48 | -18.55% | 18.82% | 24.58% | 533 | #10 |
| #35 | 23.23 | 2.32% | 8.15% | 73.77% | 690 | #7 |
| #36 | 235.88 | 23.59% | 6.67% | 88.28% | 819 | Winner |
| #37 | 72.01 | 7.20% | 9.06% | 87.06% | 773 | #5 |
| #38 | 46.46 | 4.65% | 9.30% | 80.23% | 521 | #3 |
| #39 | 112.77 | 11.28% | 7.58% | 74.84% | 612 | #3 |
| #40 | -155.92 | -15.59% | 15.89% | 4.55% | 682 | #10 |
| #41 | 9.59 | 0.96% | 11.04% | 70.91% | 526 | #5 |
| #42 | -30.74 | -3.07% | 13.57% | 25.17% | 715 | #7 |
| #43 | 31.46 | 3.15% | 7.90% | 77.78% | 720 | #8 |
| #44 | -97.63 | -9.76% | 12.90% | 39.20% | 574 | #6 |
| #45 | -87.36 | -8.74% | 8.74% | 17.58% | 745 | #8 |
| #46 | -63.09 | -6.31% | 12.95% | 23.98% | 713 | #8 |
| #47 | 36.59 | 3.66% | 8.26% | 75.16% | 628 | #5 |
| #48 | -61.78 | -6.18% | 8.42% | 43.73% | 702 | #7 |
| #49 | 15.99 | 1.60% | 7.80% | 74.68% | 707 | #7 |
| #50 | 212.79 | 21.28% | 7.26% | 85.77% | 724 | Winner |
| #51 | 17.81 | 1.78% | 8.48% | 58.05% | 596 | #6 |
| #52 | -123.37 | -12.34% | 12.37% | 42.66% | 715 | #9 |
| #53 | -34.20 | -3.42% | 13.08% | 25.00% | 796 | #5 |
| #54 | 194.38 | 19.44% | 8.51% | 84.86% | 733 | #2 |
| #55 | -93.26 | -9.33% | 11.79% | 16.44% | 675 | #9 |
| #56 | -121.16 | -12.12% | 13.19% | 45.82% | 694 | #9 |
| #57 | -21.31 | -2.13% | 9.04% | 17.11% | 754 | #7 |
| #58 | 172.54 | 17.25% | 6.93% | 85.40% | 582 | Winner |
| #59 | -122.55 | -12.25% | 13.83% | 5.64% | 709 | #10 |
| #60 | -157.46 | -15.75% | 15.80% | 13.70% | 635 | #8 |
| #61 | -154.75 | -15.48% | 15.64% | 10.84% | 655 | #10 |
| #62 | 149.23 | 14.92% | 7.82% | 76.08% | 786 | #2 |
| #63 | 57.62 | 5.76% | 8.07% | 87.11% | 714 | #5 |
| #64 | 161.82 | 16.18% | 8.24% | 92.30% | 701 | Winner |
| #65 | 51.93 | 5.19% | 7.94% | 78.59% | 794 | #5 |
| #66 | 79.00 | 7.90% | 9.08% | 76.19% | 672 | #6 |
| #67 | 132.19 | 13.22% | 7.10% | 86.15% | 758 | #4 |
| #68 | -42.47 | -4.25% | 9.00% | 26.05% | 714 | #6 |
| #69 | -93.88 | -9.39% | 11.70% | 45.45% | 792 | #7 |
| #70 | -63.18 | -6.32% | 10.05% | 22.98% | 692 | #8 |
| #71 | -74.90 | -7.49% | 9.23% | 39.89% | 697 | #9 |
| #72 | -34.72 | -3.47% | 8.20% | 45.88% | 534 | #8 |
| #73 | -47.89 | -4.79% | 8.70% | 43.27% | 832 | #7 |
| #74 | -85.01 | -8.50% | 9.81% | 34.67% | 825 | #8 |
| #75 | -101.71 | -10.17% | 13.46% | 26.46% | 805 | #7 |
| #76 | 156.37 | 15.64% | 6.99% | 79.04% | 649 | #4 |
| #77 | 184.72 | 18.47% | 7.41% | 90.76% | 790 | #2 |
| #78 | 107.00 | 10.70% | 8.14% | 86.16% | 549 | #5 |
| #79 | -119.89 | -11.99% | 15.84% | 19.19% | 860 | #10 |
| #80 | -132.84 | -13.28% | 16.62% | 30.65% | 633 | #10 |
| #81 | 217.81 | 21.78% | 9.24% | 86.28% | 860 | Winner |
| #82 | -87.94 | -8.79% | 10.37% | 42.68% | 663 | #8 |
| #83 | -160.67 | -16.07% | 18.21% | 18.18% | 726 | #9 |
| #84 | -93.00 | -9.30% | 10.30% | 44.73% | 693 | #9 |
| #85 | -18.42 | -1.84% | 8.70% | 17.21% | 767 | #7 |
| #86 | 4.04 | 0.40% | 7.80% | 47.14% | 681 | #5 |
| #87 | 10.00 | 1.00% | 8.28% | 58.66% | 670 | #7 |
| #88 | 151.81 | 15.18% | 8.14% | 89.69% | 553 | #4 |
| #89 | -101.45 | -10.15% | 11.31% | 5.16% | 678 | #9 |
| #90 | 233.52 | 23.35% | 8.57% | 86.68% | 698 | Winner |
| #91 | 5.87 | 0.59% | 6.74% | 59.32% | 794 | #5 |
| #92 | 54.39 | 5.44% | 8.75% | 84.10% | 610 | #2 |
| #93 | 155.60 | 15.56% | 7.53% | 89.10% | 725 | #3 |
| #94 | 154.52 | 15.45% | 7.12% | 90.79% | 684 | #4 |
| #95 | 63.57 | 6.36% | 12.18% | 88.14% | 531 | #4 |
| #96 | -232.62 | -23.26% | 24.46% | 31.34% | 785 | #10 |
| #97 | 165.36 | 16.54% | 6.07% | 89.45% | 834 | #3 |
| #98 | 6.89 | 0.69% | 8.32% | 44.23% | 572 | #4 |
| #99 | 56.93 | 5.69% | 9.51% | 90.15% | 548 | #3 |
| #100 | 72.12 | 7.21% | 7.38% | 83.15% | 730 | #5 |