ea · 100-run average
Straddle
🏆 4 wins / 100 · Profit rank #7 · DD rank #2
$-11.08
-1.11%
7.70%
55.24%
4 / 100
53.14%
$-1108.43
0
Simulation Analysis
How this EA behaved across all 100 independent market paths.
Observed across 100 independent market paths: Straddle ranked #7 of 10 — 4 wins, $-11.08 average profit, 20 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 55.24%, spread 55.24%), though 51 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $528.01).
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 | -155.10 | -15.51% | 16.33% | 59.46% | 37 | #5 |
| #2 | 28.63 | 2.86% | 3.09% | 48.61% | 72 | #2 |
| #3 | -266.13 | -26.61% | 33.00% | 65.52% | 29 | #8 |
| #4 | -229.91 | -22.99% | 32.56% | 64.71% | 68 | #7 |
| #5 | 129.38 | 12.94% | 6.86% | 40.74% | 27 | #3 |
| #6 | 91.58 | 9.16% | 2.01% | 51.47% | 68 | #3 |
| #7 | 26.84 | 2.68% | 2.92% | 45.95% | 37 | #3 |
| #8 | -29.85 | -2.99% | 4.37% | 67.47% | 83 | #6 |
| #9 | -398.62 | -39.86% | 55.24% | 66.00% | 50 | #10 |
| #10 | 129.38 | 12.94% | 3.34% | 57.43% | 101 | #2 |
| #11 | 109.58 | 10.96% | 0.13% | 94.44% | 18 | #4 |
| #12 | -95.30 | -9.53% | 9.53% | 59.26% | 81 | #4 |
| #13 | -284.00 | -28.40% | 37.23% | 59.09% | 22 | #10 |
| #14 | 87.30 | 8.73% | 2.04% | 58.67% | 75 | #5 |
| #15 | -45.25 | -4.52% | 6.19% | 62.50% | 32 | #6 |
| #16 | 115.01 | 11.50% | 2.56% | 53.73% | 67 | #2 |
| #17 | 106.52 | 10.65% | 4.55% | 48.84% | 43 | #4 |
| #18 | -125.06 | -12.51% | 12.58% | 58.33% | 48 | #8 |
| #19 | 110.51 | 11.05% | 0.12% | 92.31% | 13 | #3 |
| #20 | -66.89 | -6.69% | 7.55% | 65.43% | 81 | #5 |
| #21 | 129.39 | 12.94% | 0.46% | 83.33% | 18 | Winner |
| #22 | -101.57 | -10.16% | 10.16% | 61.36% | 88 | #9 |
| #23 | 126.75 | 12.68% | 0.03% | 92.31% | 13 | #3 |
| #24 | 37.86 | 3.79% | 2.47% | 49.41% | 85 | #6 |
| #25 | 89.96 | 9.00% | 4.31% | 44.44% | 27 | #7 |
| #26 | -278.55 | -27.86% | 28.29% | 64.62% | 65 | #9 |
| #27 | 110.69 | 11.07% | 0.14% | 90.91% | 11 | #6 |
| #28 | -334.32 | -33.43% | 33.63% | 60.47% | 86 | #10 |
| #29 | 111.37 | 11.14% | 5.02% | 38.10% | 21 | #5 |
| #30 | 87.54 | 8.75% | 1.96% | 57.81% | 64 | #5 |
| #31 | 23.35 | 2.34% | 2.12% | 48.15% | 27 | #5 |
| #32 | 111.70 | 11.17% | 1.88% | 54.79% | 73 | #4 |
| #33 | -189.91 | -18.99% | 18.99% | 9.09% | 11 | #10 |
| #34 | -132.33 | -13.23% | 14.85% | 59.22% | 103 | #8 |
| #35 | 90.20 | 9.02% | 0.00% | 100.00% | 7 | #4 |
| #36 | -115.83 | -11.58% | 11.58% | 66.32% | 95 | #7 |
| #37 | -113.94 | -11.39% | 11.73% | 63.64% | 22 | #8 |
| #38 | -13.33 | -1.33% | 3.42% | 52.54% | 59 | #5 |
| #39 | 50.78 | 5.08% | 0.32% | 66.67% | 12 | #3 |
| #40 | -215.29 | -21.53% | 22.23% | 57.97% | 69 | #9 |
| #41 | -150.10 | -15.01% | 15.99% | 68.00% | 25 | #8 |
| #42 | 74.93 | 7.49% | 4.50% | 44.83% | 29 | #6 |
| #43 | -46.94 | -4.69% | 4.69% | 0.00% | 4 | #5 |
| #44 | 63.38 | 6.34% | 2.66% | 53.25% | 77 | #5 |
| #45 | -130.02 | -13.00% | 13.00% | 0.00% | 6 | #10 |
| #46 | -208.95 | -20.90% | 21.51% | 57.43% | 101 | #9 |
| #47 | -177.68 | -17.77% | 17.77% | 0.00% | 5 | #9 |
| #48 | 129.38 | 12.94% | 3.69% | 57.47% | 87 | #4 |
| #49 | 117.93 | 11.79% | 0.14% | 94.12% | 17 | #5 |
| #50 | 115.27 | 11.53% | 1.84% | 51.43% | 70 | #5 |
| #51 | 11.88 | 1.19% | 0.39% | 62.50% | 16 | #6 |
| #52 | -254.25 | -25.42% | 25.42% | 67.16% | 67 | #9 |
| #53 | 0.00 | 0.00% | 0.00% | 0.00% | 0 | #6 |
| #54 | 25.22 | 2.52% | 2.12% | 53.73% | 67 | #9 |
| #55 | -98.35 | -9.83% | 10.77% | 21.43% | 14 | #7 |
| #56 | 103.57 | 10.36% | 1.72% | 51.25% | 80 | #4 |
| #57 | 129.38 | 12.94% | 0.00% | 100.00% | 2 | #4 |
| #58 | -287.07 | -28.71% | 29.79% | 66.28% | 86 | #10 |
| #59 | 46.00 | 4.60% | 0.16% | 85.71% | 7 | #4 |
| #60 | -45.20 | -4.52% | 6.07% | 61.54% | 78 | #10 |
| #61 | 119.00 | 11.90% | 0.00% | 100.00% | 3 | #5 |
| #62 | 81.91 | 8.19% | 3.45% | 47.46% | 59 | #5 |
| #63 | 0.00 | 0.00% | 0.00% | 0.00% | 0 | #4 |
| #64 | -81.59 | -8.16% | 8.16% | 63.89% | 36 | #6 |
| #65 | 129.38 | 12.94% | 0.00% | 100.00% | 4 | #2 |
| #66 | -107.12 | -10.71% | 11.30% | 61.76% | 34 | #8 |
| #67 | 0.00 | 0.00% | 0.00% | 0.00% | 0 | #8 |
| #68 | 120.46 | 12.05% | 3.07% | 49.37% | 79 | #5 |
| #69 | 65.15 | 6.52% | 0.16% | 92.86% | 14 | #4 |
| #70 | -24.41 | -2.44% | 4.20% | 56.16% | 73 | #5 |
| #71 | 0.00 | 0.00% | 0.00% | 0.00% | 0 | #5 |
| #72 | -78.15 | -7.82% | 7.96% | 60.26% | 78 | #7 |
| #73 | 0.00 | 0.00% | 0.00% | 0.00% | 0 | #7 |
| #74 | -350.80 | -35.08% | 39.68% | 67.27% | 55 | #10 |
| #75 | 0.00 | 0.00% | 0.00% | 0.00% | 0 | #4 |
| #76 | -274.93 | -27.49% | 27.49% | 63.16% | 38 | #10 |
| #77 | 0.00 | 0.00% | 0.00% | 0.00% | 0 | #6 |
| #78 | -161.99 | -16.20% | 17.93% | 58.49% | 53 | #6 |
| #79 | 0.00 | 0.00% | 0.00% | 0.00% | 0 | #6 |
| #80 | 114.67 | 11.47% | 4.90% | 58.82% | 85 | #3 |
| #81 | 0.00 | 0.00% | 0.00% | 0.00% | 0 | #7 |
| #82 | 109.81 | 10.98% | 2.56% | 55.43% | 92 | #4 |
| #83 | 0.00 | 0.00% | 0.00% | 0.00% | 0 | #5 |
| #84 | 129.38 | 12.94% | 3.16% | 48.48% | 66 | #2 |
| #85 | 0.00 | 0.00% | 0.00% | 0.00% | 0 | #8 |
| #86 | 129.38 | 12.94% | 3.40% | 56.16% | 73 | #2 |
| #87 | 28.40 | 2.84% | 0.21% | 66.67% | 3 | #6 |
| #88 | 18.35 | 1.84% | 2.58% | 50.91% | 55 | #4 |
| #89 | 129.38 | 12.94% | 0.00% | 100.00% | 4 | Winner |
| #90 | 129.38 | 12.94% | 2.62% | 50.00% | 56 | #2 |
| #91 | -44.25 | -4.43% | 4.43% | 0.00% | 3 | #8 |
| #92 | 124.40 | 12.44% | 5.01% | 55.41% | 74 | #2 |
| #93 | 129.39 | 12.94% | 0.14% | 88.89% | 9 | Winner |
| #94 | 129.38 | 12.94% | 3.03% | 50.82% | 61 | #3 |
| #95 | 112.45 | 11.25% | 0.16% | 92.31% | 13 | #5 |
| #96 | 119.11 | 11.91% | 2.93% | 60.47% | 86 | #4 |
| #97 | -228.42 | -22.84% | 23.23% | 10.00% | 10 | #9 |
| #98 | 129.38 | 12.94% | 4.22% | 52.54% | 59 | Winner |
| #99 | 102.23 | 10.22% | 0.00% | 100.00% | 5 | #4 |
| #100 | -39.28 | -3.93% | 5.72% | 59.52% | 42 | #6 |