ea · 100-run average
Ultimate Breakout System
🏆 8 wins / 100 · Profit rank #7 · DD rank #7
$8.24
2.75%
11.10%
30.20%
8 / 100
55.91%
$823.68
0
Simulation Analysis
How this EA behaved across all 100 independent market paths.
Observed across 100 independent market paths: Ultimate Breakout System ranked #7 of 10 — 8 wins, $8.24 average profit, 30 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 30.20%, spread 24.12%), though 58 of 100 paths still finished profitable.
Path variation: Only 8 outright wins, but frequently stayed within reach of the leaders.
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 | 6.81 | 2.27% | 7.78% | 55.34% | 656 | #8 |
| #2 | 58.34 | 19.45% | 7.75% | 80.92% | 739 | #2 |
| #3 | -37.15 | -12.38% | 17.67% | 1.25% | 641 | #10 |
| #4 | -0.72 | -0.24% | 9.70% | 17.06% | 727 | #7 |
| #5 | -38.83 | -12.94% | 14.96% | 33.77% | 693 | #7 |
| #6 | 6.25 | 2.08% | 9.26% | 46.64% | 744 | #5 |
| #7 | -16.36 | -5.45% | 8.53% | 41.43% | 700 | #10 |
| #8 | 26.06 | 8.69% | 8.43% | 82.32% | 526 | #6 |
| #9 | 29.31 | 9.77% | 8.97% | 82.56% | 671 | #5 |
| #10 | 13.59 | 4.53% | 8.73% | 82.84% | 472 | #3 |
| #11 | 27.49 | 9.16% | 8.67% | 82.81% | 669 | #3 |
| #12 | 45.72 | 15.24% | 8.43% | 91.25% | 686 | #2 |
| #13 | -34.68 | -11.56% | 16.05% | 21.59% | 593 | #9 |
| #14 | 1.30 | 0.43% | 8.40% | 30.89% | 709 | #4 |
| #15 | -29.42 | -9.81% | 12.43% | 26.03% | 680 | #7 |
| #16 | -36.75 | -12.25% | 12.37% | 33.22% | 611 | #8 |
| #17 | -28.92 | -9.64% | 13.96% | 31.45% | 655 | #9 |
| #18 | -44.66 | -14.89% | 17.44% | 34.42% | 767 | #10 |
| #19 | -0.34 | -0.11% | 9.70% | 21.05% | 608 | #5 |
| #20 | 59.87 | 19.96% | 8.56% | 81.47% | 680 | Winner |
| #21 | -34.37 | -11.46% | 16.77% | 3.10% | 678 | #9 |
| #22 | 41.42 | 13.81% | 9.51% | 93.95% | 694 | #3 |
| #23 | 1.79 | 0.60% | 6.80% | 41.32% | 634 | #8 |
| #24 | -12.77 | -4.26% | 9.65% | 34.13% | 671 | #9 |
| #25 | 48.34 | 16.11% | 12.26% | 82.44% | 558 | #2 |
| #26 | 33.89 | 11.30% | 9.58% | 83.29% | 712 | #3 |
| #27 | 77.16 | 25.72% | 11.71% | 82.75% | 713 | Winner |
| #28 | 44.93 | 14.98% | 9.76% | 80.80% | 724 | #2 |
| #29 | 30.38 | 10.13% | 7.82% | 91.79% | 585 | #3 |
| #30 | -48.72 | -16.24% | 22.37% | 21.19% | 708 | #9 |
| #31 | 5.61 | 1.87% | 10.77% | 75.82% | 521 | #5 |
| #32 | 34.79 | 11.60% | 13.98% | 91.18% | 726 | #5 |
| #33 | 32.92 | 10.97% | 8.09% | 81.42% | 705 | Winner |
| #34 | 24.52 | 8.17% | 8.01% | 78.54% | 713 | #5 |
| #35 | 28.26 | 9.42% | 9.93% | 78.20% | 757 | #4 |
| #36 | 23.80 | 7.93% | 8.15% | 85.56% | 637 | #6 |
| #37 | -47.88 | -15.96% | 16.70% | 38.41% | 565 | #9 |
| #38 | 84.24 | 28.08% | 9.70% | 82.90% | 655 | Winner |
| #39 | 35.63 | 11.88% | 10.81% | 83.02% | 477 | #7 |
| #40 | 21.57 | 7.19% | 8.56% | 86.18% | 644 | #4 |
| #41 | 0.71 | 0.24% | 6.08% | 19.08% | 671 | #8 |
| #42 | -12.24 | -4.08% | 8.68% | 44.33% | 697 | #8 |
| #43 | 45.05 | 15.02% | 11.47% | 91.52% | 566 | #3 |
| #44 | -79.47 | -26.49% | 30.20% | 36.24% | 654 | #10 |
| #45 | -39.61 | -13.20% | 13.43% | 43.81% | 662 | #9 |
| #46 | 35.55 | 11.85% | 10.03% | 78.05% | 706 | #2 |
| #47 | -45.76 | -15.25% | 18.91% | 17.71% | 689 | #9 |
| #48 | 2.68 | 0.89% | 7.24% | 46.64% | 654 | #10 |
| #49 | 26.64 | 8.88% | 9.67% | 85.05% | 776 | #4 |
| #50 | 29.98 | 9.99% | 9.59% | 82.57% | 763 | #6 |
| #51 | 45.73 | 15.24% | 8.69% | 82.70% | 734 | #5 |
| #52 | -28.75 | -9.58% | 10.94% | 44.94% | 672 | #8 |
| #53 | 87.94 | 29.31% | 9.76% | 85.86% | 686 | Winner |
| #54 | 50.70 | 16.90% | 12.58% | 81.30% | 818 | #2 |
| #55 | -13.12 | -4.37% | 9.09% | 24.28% | 692 | #7 |
| #56 | -76.75 | -25.58% | 29.00% | 27.82% | 719 | #8 |
| #57 | 68.83 | 22.94% | 16.17% | 83.16% | 487 | #3 |
| #58 | 63.69 | 21.23% | 9.02% | 80.15% | 660 | #2 |
| #59 | 55.61 | 18.54% | 9.69% | 81.89% | 784 | #3 |
| #60 | 4.57 | 1.52% | 7.95% | 48.10% | 684 | #7 |
| #61 | -4.25 | -1.42% | 8.54% | 20.68% | 740 | #7 |
| #62 | -16.39 | -5.46% | 12.61% | 29.79% | 725 | #8 |
| #63 | 25.15 | 8.38% | 7.88% | 67.20% | 689 | #4 |
| #64 | -41.33 | -13.78% | 18.53% | 9.69% | 795 | #8 |
| #65 | -13.22 | -4.41% | 8.50% | 37.76% | 678 | #9 |
| #66 | 2.31 | 0.77% | 9.78% | 34.19% | 743 | #5 |
| #67 | 7.34 | 2.45% | 11.42% | 61.96% | 857 | #5 |
| #68 | -19.42 | -6.47% | 11.98% | 16.39% | 427 | #6 |
| #69 | -47.93 | -15.98% | 18.89% | 39.36% | 841 | #7 |
| #70 | 12.69 | 4.23% | 10.13% | 92.91% | 677 | #7 |
| #71 | 12.80 | 4.27% | 7.75% | 79.43% | 778 | #4 |
| #72 | 88.73 | 29.58% | 12.09% | 83.40% | 759 | Winner |
| #73 | -30.78 | -10.26% | 14.67% | 42.35% | 784 | #8 |
| #74 | -12.67 | -4.22% | 9.28% | 37.11% | 512 | #8 |
| #75 | -8.46 | -2.82% | 8.12% | 40.59% | 776 | #8 |
| #76 | -7.25 | -2.42% | 9.01% | 35.22% | 761 | #9 |
| #77 | 35.59 | 11.86% | 8.58% | 78.81% | 826 | #3 |
| #78 | 66.65 | 22.22% | 8.00% | 83.90% | 739 | Winner |
| #79 | 43.30 | 14.43% | 8.18% | 95.97% | 818 | #3 |
| #80 | -5.05 | -1.68% | 8.13% | 26.56% | 704 | #8 |
| #81 | 15.51 | 5.17% | 9.29% | 79.87% | 775 | #4 |
| #82 | -26.05 | -8.68% | 9.33% | 43.25% | 548 | #9 |
| #83 | -3.62 | -1.21% | 8.56% | 37.57% | 708 | #6 |
| #84 | 62.34 | 20.78% | 13.33% | 87.89% | 487 | Winner |
| #85 | 41.47 | 13.82% | 8.20% | 81.80% | 566 | #2 |
| #86 | -23.97 | -7.99% | 9.08% | 41.56% | 563 | #9 |
| #87 | -15.43 | -5.14% | 10.30% | 14.67% | 702 | #10 |
| #88 | 44.51 | 14.84% | 8.79% | 82.31% | 769 | #3 |
| #89 | 26.60 | 8.87% | 7.97% | 85.55% | 692 | #2 |
| #90 | 38.83 | 12.94% | 7.92% | 86.51% | 697 | #3 |
| #91 | 24.19 | 8.06% | 8.65% | 86.80% | 773 | #3 |
| #92 | 29.37 | 9.79% | 8.69% | 82.12% | 660 | #4 |
| #93 | -71.04 | -23.68% | 24.57% | 34.68% | 744 | #10 |
| #94 | -7.45 | -2.48% | 11.96% | 11.16% | 672 | #5 |
| #95 | 1.27 | 0.42% | 7.08% | 28.93% | 553 | #6 |
| #96 | -18.63 | -6.21% | 14.05% | 15.79% | 646 | #9 |
| #97 | -7.16 | -2.39% | 9.59% | 35.45% | 708 | #9 |
| #98 | 8.10 | 2.70% | 9.07% | 48.36% | 608 | #6 |
| #99 | -34.59 | -11.53% | 14.03% | 15.86% | 498 | #8 |
| #100 | -2.78 | -0.93% | 10.86% | 17.84% | 482 | #8 |