ea · 100-run average
Ultimate Breakout System
🏆 5 wins / 100 · Profit rank #8 · DD rank #6
$-19.83
-1.98%
9.99%
46.89%
5 / 100
50.69%
$-1983.02
0
Simulation Analysis
How this EA behaved across all 100 independent market paths.
Observed across 100 independent market paths: Ultimate Breakout System ranked #8 of 10 — 5 wins, $-19.83 average profit, 27 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 46.89%, spread 45.24%), though 55 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $547.52).
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 | -72.15 | -7.22% | 7.27% | 56.07% | 214 | #8 |
| #2 | -260.75 | -26.08% | 26.08% | 54.14% | 157 | #8 |
| #3 | 108.98 | 10.90% | 2.88% | 49.83% | 287 | #5 |
| #4 | -9.36 | -0.94% | 4.08% | 46.05% | 152 | #6 |
| #5 | -238.63 | -23.86% | 23.86% | 47.94% | 267 | #10 |
| #6 | 106.90 | 10.69% | 6.63% | 52.67% | 150 | #2 |
| #7 | -79.58 | -7.96% | 8.92% | 55.05% | 287 | #5 |
| #8 | 104.25 | 10.42% | 1.95% | 49.74% | 195 | #4 |
| #9 | -41.05 | -4.10% | 4.85% | 51.02% | 196 | #8 |
| #10 | -85.44 | -8.54% | 9.25% | 49.32% | 148 | #6 |
| #11 | -108.31 | -10.83% | 11.06% | 46.98% | 232 | #4 |
| #12 | 12.01 | 1.20% | 6.83% | 56.54% | 237 | #6 |
| #13 | 113.72 | 11.37% | 3.36% | 51.43% | 245 | #2 |
| #14 | 124.94 | 12.49% | 1.65% | 47.62% | 126 | #4 |
| #15 | -61.54 | -6.15% | 8.56% | 50.00% | 268 | #6 |
| #16 | -311.60 | -31.16% | 31.16% | 48.17% | 164 | #10 |
| #17 | -197.26 | -19.73% | 19.83% | 56.87% | 262 | #8 |
| #18 | 129.38 | 12.94% | 2.31% | 50.75% | 134 | #2 |
| #19 | 129.38 | 12.94% | 4.18% | 50.57% | 265 | Winner |
| #20 | -269.50 | -26.95% | 27.14% | 50.79% | 189 | #10 |
| #21 | -206.58 | -20.66% | 20.66% | 49.01% | 202 | #10 |
| #22 | 129.38 | 12.94% | 4.19% | 44.04% | 218 | #4 |
| #23 | -308.72 | -30.87% | 31.15% | 55.84% | 197 | #9 |
| #24 | -295.97 | -29.60% | 31.76% | 54.02% | 174 | #10 |
| #25 | 115.32 | 11.53% | 6.66% | 48.59% | 177 | Winner |
| #26 | -106.56 | -10.66% | 10.66% | 50.00% | 216 | #5 |
| #27 | 106.14 | 10.61% | 3.21% | 45.99% | 287 | #2 |
| #28 | -108.29 | -10.83% | 11.34% | 56.69% | 157 | #8 |
| #29 | 66.13 | 6.61% | 2.28% | 52.96% | 287 | #4 |
| #30 | -74.27 | -7.43% | 7.58% | 52.94% | 102 | #7 |
| #31 | -63.78 | -6.38% | 8.69% | 50.87% | 287 | #6 |
| #32 | 37.12 | 3.71% | 2.89% | 45.34% | 161 | #6 |
| #33 | 120.85 | 12.08% | 5.19% | 44.79% | 259 | #2 |
| #34 | 129.38 | 12.94% | 5.83% | 56.16% | 146 | #2 |
| #35 | 58.84 | 5.88% | 1.75% | 51.67% | 240 | #4 |
| #36 | -308.33 | -30.83% | 30.87% | 52.15% | 163 | #9 |
| #37 | 129.38 | 12.94% | 8.42% | 47.81% | 251 | Winner |
| #38 | -26.98 | -2.70% | 6.63% | 48.17% | 164 | #6 |
| #39 | 104.64 | 10.46% | 4.23% | 53.51% | 185 | #4 |
| #40 | 52.56 | 5.26% | 1.69% | 50.68% | 148 | #3 |
| #41 | -418.14 | -41.81% | 46.89% | 52.96% | 287 | #9 |
| #42 | -109.09 | -10.91% | 13.09% | 50.79% | 191 | #8 |
| #43 | -90.58 | -9.06% | 9.40% | 48.81% | 252 | #9 |
| #44 | 104.44 | 10.44% | 5.80% | 43.88% | 196 | #4 |
| #45 | -337.17 | -33.72% | 33.97% | 56.18% | 267 | #10 |
| #46 | 37.69 | 3.77% | 2.76% | 51.24% | 201 | #6 |
| #47 | -296.69 | -29.67% | 29.80% | 51.91% | 235 | #10 |
| #48 | 129.38 | 12.94% | 4.79% | 47.62% | 252 | Winner |
| #49 | -127.39 | -12.74% | 12.74% | 48.18% | 247 | #7 |
| #50 | -96.12 | -9.61% | 9.72% | 56.94% | 216 | #8 |
| #51 | 108.76 | 10.88% | 3.97% | 55.16% | 281 | #6 |
| #52 | -109.88 | -10.99% | 11.02% | 53.06% | 196 | #6 |
| #53 | 116.13 | 11.61% | 3.68% | 48.78% | 287 | #4 |
| #54 | -10.22 | -1.02% | 3.82% | 45.56% | 169 | #5 |
| #55 | 129.38 | 12.94% | 1.84% | 44.95% | 287 | #4 |
| #56 | 9.73 | 0.97% | 3.67% | 53.33% | 210 | #6 |
| #57 | 116.31 | 11.63% | 5.49% | 54.03% | 248 | #3 |
| #58 | -206.20 | -20.62% | 20.74% | 51.84% | 245 | #8 |
| #59 | 105.32 | 10.53% | 3.12% | 47.68% | 237 | #3 |
| #60 | -115.79 | -11.58% | 11.63% | 47.98% | 198 | #9 |
| #61 | 115.85 | 11.58% | 1.97% | 53.63% | 179 | #4 |
| #62 | 104.24 | 10.42% | 4.54% | 52.63% | 247 | #3 |
| #63 | -232.51 | -23.25% | 23.51% | 52.96% | 287 | #9 |
| #64 | -250.60 | -25.06% | 25.28% | 50.99% | 202 | #10 |
| #65 | 129.38 | 12.94% | 9.15% | 46.29% | 229 | #2 |
| #66 | -100.45 | -10.05% | 11.15% | 47.14% | 227 | #4 |
| #67 | 56.98 | 5.70% | 3.06% | 52.20% | 159 | #4 |
| #68 | 74.58 | 7.46% | 3.34% | 51.72% | 261 | #5 |
| #69 | 68.20 | 6.82% | 4.45% | 52.14% | 234 | #2 |
| #70 | 129.38 | 12.94% | 6.03% | 47.96% | 269 | #2 |
| #71 | -195.62 | -19.56% | 19.56% | 47.98% | 198 | #9 |
| #72 | 89.70 | 8.97% | 5.65% | 54.21% | 214 | #2 |
| #73 | 52.51 | 5.25% | 3.56% | 51.81% | 193 | #6 |
| #74 | 109.19 | 10.92% | 2.98% | 50.59% | 255 | #4 |
| #75 | 127.05 | 12.71% | 2.41% | 48.95% | 286 | #5 |
| #76 | -206.31 | -20.63% | 22.35% | 48.97% | 243 | #8 |
| #77 | 117.59 | 11.76% | 6.97% | 44.09% | 220 | #4 |
| #78 | -44.03 | -4.40% | 5.49% | 55.93% | 177 | #6 |
| #79 | 120.36 | 12.04% | 1.86% | 51.92% | 287 | #2 |
| #80 | 129.38 | 12.94% | 2.85% | 49.62% | 260 | #3 |
| #81 | 105.94 | 10.59% | 3.09% | 46.84% | 190 | #3 |
| #82 | 112.77 | 11.28% | 6.16% | 45.99% | 287 | #3 |
| #83 | 129.38 | 12.94% | 4.18% | 54.55% | 253 | #2 |
| #84 | -256.10 | -25.61% | 27.57% | 55.00% | 260 | #10 |
| #85 | -234.92 | -23.49% | 23.51% | 53.13% | 224 | #8 |
| #86 | -66.00 | -6.60% | 8.06% | 50.84% | 179 | #6 |
| #87 | -191.16 | -19.12% | 19.12% | 49.13% | 287 | #9 |
| #88 | 129.38 | 12.94% | 8.51% | 44.72% | 199 | #2 |
| #89 | 100.70 | 10.07% | 1.78% | 54.01% | 287 | #3 |
| #90 | 127.07 | 12.71% | 3.41% | 51.48% | 237 | Winner |
| #91 | -138.54 | -13.85% | 14.08% | 51.92% | 287 | #8 |
| #92 | 38.05 | 3.81% | 1.77% | 48.04% | 281 | #4 |
| #93 | 23.98 | 2.40% | 6.00% | 47.96% | 221 | #5 |
| #94 | 11.83 | 1.18% | 3.01% | 55.05% | 287 | #4 |
| #95 | -240.35 | -24.04% | 24.37% | 55.08% | 256 | #8 |
| #96 | 97.09 | 9.71% | 3.15% | 50.87% | 287 | #4 |
| #97 | -77.08 | -7.71% | 7.71% | 51.07% | 233 | #6 |
| #98 | 129.38 | 12.94% | 1.92% | 47.04% | 287 | #2 |
| #99 | 106.79 | 10.68% | 4.74% | 47.17% | 265 | #5 |
| #100 | 129.38 | 12.94% | 5.35% | 53.66% | 246 | #4 |