ea · 100-run average
Straddle
🏆 2 wins / 100 · Profit rank #10 · DD rank #10
$-22.46
-2.25%
10.78%
29.89%
2 / 100
42.29%
$-2246.22
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, $-22.46 average profit, 17 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 29.89%, spread 27.05%), though 46 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $466.77).
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 | -105.05 | -10.50% | 11.76% | 10.28% | 107 | #8 |
| #2 | -264.95 | -26.49% | 28.61% | 30.77% | 130 | #10 |
| #3 | 72.60 | 7.26% | 6.25% | 76.79% | 112 | #2 |
| #4 | -34.01 | -3.40% | 9.98% | 33.33% | 123 | #8 |
| #5 | 84.94 | 8.49% | 7.91% | 58.82% | 68 | #3 |
| #6 | -22.47 | -2.25% | 8.54% | 32.30% | 161 | #6 |
| #7 | 50.50 | 5.05% | 6.54% | 57.82% | 147 | #5 |
| #8 | -200.23 | -20.02% | 20.67% | 36.96% | 184 | #10 |
| #9 | 25.78 | 2.58% | 7.00% | 49.64% | 137 | #4 |
| #10 | -291.17 | -29.12% | 29.89% | 29.37% | 126 | #10 |
| #11 | 58.70 | 5.87% | 9.37% | 67.31% | 104 | #3 |
| #12 | 77.82 | 7.78% | 7.38% | 60.65% | 155 | #2 |
| #13 | -13.82 | -1.38% | 7.27% | 29.87% | 77 | #5 |
| #14 | 27.22 | 2.72% | 7.28% | 64.74% | 156 | #6 |
| #15 | -20.02 | -2.00% | 9.15% | 35.83% | 120 | #7 |
| #16 | 51.85 | 5.19% | 8.63% | 60.00% | 115 | #6 |
| #17 | 27.25 | 2.73% | 7.19% | 50.00% | 84 | #5 |
| #18 | -212.41 | -21.24% | 29.34% | 46.33% | 177 | #10 |
| #19 | 135.38 | 13.54% | 7.09% | 63.83% | 94 | #5 |
| #20 | -229.36 | -22.94% | 23.71% | 43.84% | 146 | #10 |
| #21 | 8.64 | 0.86% | 10.14% | 56.52% | 115 | #7 |
| #22 | 133.36 | 13.34% | 5.94% | 55.28% | 123 | #4 |
| #23 | 67.28 | 6.73% | 7.64% | 49.46% | 93 | #5 |
| #24 | 45.03 | 4.50% | 7.11% | 65.25% | 118 | #6 |
| #25 | 42.23 | 4.22% | 8.70% | 52.94% | 85 | #4 |
| #26 | -64.06 | -6.41% | 8.32% | 42.57% | 101 | #10 |
| #27 | -53.68 | -5.37% | 8.81% | 28.74% | 87 | #9 |
| #28 | 157.61 | 15.76% | 6.59% | 68.53% | 143 | Winner |
| #29 | -22.08 | -2.21% | 7.18% | 21.13% | 71 | #8 |
| #30 | -71.92 | -7.19% | 10.74% | 40.33% | 181 | #7 |
| #31 | -162.40 | -16.24% | 16.24% | 12.99% | 77 | #10 |
| #32 | -38.29 | -3.83% | 8.53% | 44.68% | 141 | #6 |
| #33 | -153.55 | -15.36% | 15.36% | 3.10% | 129 | #8 |
| #34 | -75.61 | -7.56% | 8.84% | 8.39% | 143 | #9 |
| #35 | -237.73 | -23.77% | 27.86% | 37.00% | 100 | #10 |
| #36 | 89.33 | 8.93% | 6.16% | 45.89% | 146 | #7 |
| #37 | 75.71 | 7.57% | 5.93% | 55.88% | 68 | #6 |
| #38 | -36.60 | -3.66% | 10.77% | 33.60% | 125 | #7 |
| #39 | 132.98 | 13.30% | 6.12% | 64.47% | 76 | #6 |
| #40 | -9.67 | -0.97% | 8.13% | 39.69% | 131 | #4 |
| #41 | -107.78 | -10.78% | 10.83% | 8.70% | 115 | #9 |
| #42 | 47.57 | 4.76% | 8.14% | 73.91% | 161 | #3 |
| #43 | 148.61 | 14.86% | 9.67% | 46.51% | 86 | #2 |
| #44 | -98.68 | -9.87% | 13.48% | 28.71% | 101 | #10 |
| #45 | -167.86 | -16.79% | 18.56% | 9.45% | 127 | #10 |
| #46 | -88.94 | -8.89% | 13.35% | 12.42% | 161 | #7 |
| #47 | -166.32 | -16.63% | 17.75% | 25.00% | 132 | #10 |
| #48 | 89.18 | 8.92% | 8.87% | 50.36% | 139 | #6 |
| #49 | 155.24 | 15.52% | 5.17% | 68.14% | 113 | #3 |
| #50 | 106.96 | 10.70% | 5.84% | 68.52% | 108 | #6 |
| #51 | 66.96 | 6.70% | 6.74% | 65.09% | 106 | #5 |
| #52 | 130.65 | 13.07% | 6.05% | 74.29% | 175 | #3 |
| #53 | -3.49 | -0.35% | 2.84% | 26.51% | 83 | #9 |
| #54 | -51.38 | -5.14% | 9.75% | 9.70% | 165 | #8 |
| #55 | 131.79 | 13.18% | 7.12% | 65.12% | 129 | #2 |
| #56 | -167.96 | -16.80% | 16.80% | 4.73% | 169 | #10 |
| #57 | 36.25 | 3.62% | 7.10% | 53.15% | 111 | #8 |
| #58 | -15.60 | -1.56% | 3.28% | 3.80% | 158 | #8 |
| #59 | 38.63 | 3.86% | 9.68% | 48.45% | 97 | #7 |
| #60 | 81.86 | 8.19% | 6.72% | 60.93% | 151 | Winner |
| #61 | -20.19 | -2.02% | 10.14% | 7.69% | 91 | #5 |
| #62 | -225.77 | -22.58% | 23.90% | 38.86% | 175 | #10 |
| #63 | -176.83 | -17.68% | 17.68% | 20.00% | 90 | #10 |
| #64 | 35.20 | 3.52% | 6.30% | 69.01% | 171 | #5 |
| #65 | -200.51 | -20.05% | 22.08% | 35.11% | 94 | #10 |
| #66 | 50.97 | 5.10% | 8.42% | 55.70% | 158 | #4 |
| #67 | 138.88 | 13.89% | 7.27% | 59.00% | 100 | #2 |
| #68 | -94.32 | -9.43% | 11.14% | 39.53% | 129 | #8 |
| #69 | 64.87 | 6.49% | 7.30% | 50.89% | 112 | #4 |
| #70 | -16.98 | -1.70% | 5.56% | 35.94% | 128 | #8 |
| #71 | -81.21 | -8.12% | 8.12% | 27.61% | 134 | #7 |
| #72 | -106.09 | -10.61% | 12.59% | 38.36% | 146 | #10 |
| #73 | 70.63 | 7.06% | 5.74% | 62.39% | 109 | #5 |
| #74 | -92.38 | -9.24% | 9.42% | 26.55% | 113 | #9 |
| #75 | 175.60 | 17.56% | 4.78% | 65.81% | 117 | #2 |
| #76 | -76.79 | -7.68% | 11.26% | 38.61% | 158 | #9 |
| #77 | -35.64 | -3.56% | 8.28% | 31.82% | 110 | #6 |
| #78 | -86.01 | -8.60% | 10.11% | 44.69% | 179 | #7 |
| #79 | -223.61 | -22.36% | 25.89% | 36.07% | 122 | #9 |
| #80 | 51.63 | 5.16% | 6.66% | 68.32% | 161 | #7 |
| #81 | 24.40 | 2.44% | 8.39% | 61.68% | 107 | #7 |
| #82 | 24.06 | 2.41% | 8.31% | 61.07% | 149 | #3 |
| #83 | 24.01 | 2.40% | 8.20% | 53.60% | 125 | #7 |
| #84 | 139.21 | 13.92% | 6.59% | 65.63% | 128 | #2 |
| #85 | 2.37 | 0.24% | 10.57% | 52.17% | 115 | #8 |
| #86 | -183.98 | -18.40% | 20.54% | 4.88% | 164 | #10 |
| #87 | -109.50 | -10.95% | 14.65% | 33.33% | 99 | #10 |
| #88 | -248.67 | -24.87% | 24.88% | 35.77% | 123 | #10 |
| #89 | -78.94 | -7.89% | 8.85% | 37.50% | 96 | #10 |
| #90 | -120.58 | -12.06% | 12.41% | 12.10% | 157 | #9 |
| #91 | -12.86 | -1.29% | 7.79% | 26.47% | 136 | #6 |
| #92 | -89.37 | -8.94% | 10.15% | 9.30% | 129 | #10 |
| #93 | 12.94 | 1.29% | 8.17% | 58.33% | 120 | #5 |
| #94 | 161.59 | 16.16% | 8.09% | 59.52% | 126 | #3 |
| #95 | -66.29 | -6.63% | 11.77% | 41.96% | 143 | #7 |
| #96 | -20.62 | -2.06% | 8.71% | 29.06% | 117 | #8 |
| #97 | -36.20 | -3.62% | 9.14% | 25.42% | 59 | #9 |
| #98 | 40.87 | 4.09% | 6.82% | 59.88% | 172 | #7 |
| #99 | -152.07 | -15.21% | 16.76% | 34.75% | 141 | #10 |
| #100 | 81.14 | 8.11% | 8.48% | 45.96% | 161 | #3 |