ea · 100-run average
Ultimate Breakout System
🏆 6 wins / 100 · Profit rank #5 · DD rank #5
$29.87
2.99%
9.75%
23.92%
6 / 100
57.23%
$2987.35
0
Simulation Analysis
How this EA behaved across all 100 independent market paths.
Observed across 100 independent market paths: Ultimate Breakout System landed in the upper half at rank #5, posting 6 wins and $29.87 average profit.
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 23.92%, spread 18.27%), though 58 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $421.22).
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 | 74.46 | 7.45% | 8.08% | 89.90% | 673 | #4 |
| #2 | -2.75 | -0.27% | 10.44% | 22.07% | 716 | #8 |
| #3 | 122.65 | 12.27% | 9.07% | 87.90% | 661 | #4 |
| #4 | 113.05 | 11.31% | 11.40% | 89.49% | 571 | #4 |
| #5 | -47.75 | -4.78% | 8.26% | 13.60% | 706 | #9 |
| #6 | 184.44 | 18.44% | 6.40% | 93.20% | 779 | #2 |
| #7 | 52.96 | 5.30% | 8.18% | 81.32% | 562 | #7 |
| #8 | -123.52 | -12.35% | 13.62% | 37.89% | 665 | #8 |
| #9 | -60.91 | -6.09% | 10.52% | 10.86% | 654 | #10 |
| #10 | 58.26 | 5.83% | 9.78% | 75.68% | 625 | #5 |
| #11 | -185.73 | -18.57% | 23.92% | 7.36% | 666 | #10 |
| #12 | 28.20 | 2.82% | 9.72% | 74.37% | 632 | #6 |
| #13 | -155.37 | -15.54% | 17.39% | 27.85% | 632 | #8 |
| #14 | 161.58 | 16.16% | 8.37% | 89.25% | 577 | #2 |
| #15 | 146.22 | 14.62% | 8.98% | 62.32% | 629 | #5 |
| #16 | -73.42 | -7.34% | 8.28% | 7.44% | 672 | #7 |
| #17 | -5.37 | -0.54% | 7.89% | 14.41% | 805 | #4 |
| #18 | 80.82 | 8.08% | 10.44% | 54.25% | 623 | #6 |
| #19 | -93.15 | -9.32% | 12.69% | 41.74% | 690 | #10 |
| #20 | 124.76 | 12.48% | 8.35% | 86.14% | 664 | #3 |
| #21 | 107.19 | 10.72% | 8.05% | 90.58% | 743 | #4 |
| #22 | 175.08 | 17.51% | 9.26% | 86.48% | 577 | Winner |
| #23 | 18.22 | 1.82% | 8.27% | 75.10% | 506 | #8 |
| #24 | 98.71 | 9.87% | 10.79% | 91.76% | 752 | #3 |
| #25 | 36.41 | 3.64% | 9.16% | 78.83% | 463 | #7 |
| #26 | -16.03 | -1.60% | 9.28% | 41.55% | 580 | #8 |
| #27 | 136.63 | 13.66% | 7.88% | 84.03% | 670 | #3 |
| #28 | -101.51 | -10.15% | 10.88% | 0.54% | 745 | #10 |
| #29 | 50.82 | 5.08% | 7.60% | 87.52% | 705 | #4 |
| #30 | 162.59 | 16.26% | 8.54% | 89.78% | 636 | #2 |
| #31 | 145.25 | 14.52% | 8.95% | 90.36% | 581 | #2 |
| #32 | -155.37 | -15.54% | 16.08% | 21.02% | 609 | #8 |
| #33 | 75.41 | 7.54% | 9.65% | 74.59% | 732 | #3 |
| #34 | 159.02 | 15.90% | 9.31% | 78.84% | 534 | #2 |
| #35 | 30.81 | 3.08% | 8.06% | 60.56% | 819 | #6 |
| #36 | -135.92 | -13.59% | 14.49% | 19.24% | 473 | #10 |
| #37 | -133.70 | -13.37% | 13.49% | 13.38% | 523 | #9 |
| #38 | 93.12 | 9.31% | 8.22% | 80.12% | 694 | #4 |
| #39 | 105.80 | 10.58% | 8.85% | 68.34% | 537 | #2 |
| #40 | 107.44 | 10.74% | 9.95% | 88.27% | 767 | #3 |
| #41 | 187.25 | 18.73% | 6.58% | 80.44% | 639 | #2 |
| #42 | -44.96 | -4.50% | 8.68% | 38.27% | 729 | #5 |
| #43 | 133.80 | 13.38% | 8.03% | 73.59% | 746 | #4 |
| #44 | -168.75 | -16.88% | 17.63% | 21.36% | 632 | #10 |
| #45 | 151.31 | 15.13% | 5.90% | 87.00% | 646 | #3 |
| #46 | -108.57 | -10.86% | 13.69% | 33.28% | 610 | #8 |
| #47 | -98.18 | -9.82% | 12.71% | 28.73% | 797 | #8 |
| #48 | 22.28 | 2.23% | 8.41% | 75.80% | 595 | #7 |
| #49 | -36.11 | -3.61% | 8.17% | 19.42% | 726 | #6 |
| #50 | -49.85 | -4.98% | 7.27% | 1.45% | 619 | #9 |
| #51 | 35.81 | 3.58% | 7.58% | 89.86% | 513 | #8 |
| #52 | 20.65 | 2.07% | 6.65% | 88.19% | 491 | #8 |
| #53 | 45.07 | 4.51% | 8.01% | 83.36% | 613 | #5 |
| #54 | 198.08 | 19.81% | 8.23% | 91.03% | 691 | #2 |
| #55 | 86.16 | 8.62% | 8.11% | 80.51% | 790 | #6 |
| #56 | 4.31 | 0.43% | 8.43% | 54.99% | 511 | #4 |
| #57 | -48.15 | -4.81% | 9.86% | 25.61% | 824 | #7 |
| #58 | 59.43 | 5.94% | 9.32% | 86.36% | 667 | #5 |
| #59 | 57.84 | 5.78% | 8.07% | 91.12% | 608 | #6 |
| #60 | 146.58 | 14.66% | 7.16% | 73.55% | 673 | #2 |
| #61 | 176.66 | 17.67% | 7.09% | 88.61% | 755 | #2 |
| #62 | -11.95 | -1.19% | 10.13% | 17.90% | 704 | #6 |
| #63 | -194.58 | -19.46% | 21.13% | 27.27% | 803 | #10 |
| #64 | -66.94 | -6.69% | 10.67% | 5.12% | 684 | #6 |
| #65 | -50.40 | -5.04% | 8.14% | 17.70% | 548 | #7 |
| #66 | 96.74 | 9.67% | 8.40% | 85.17% | 661 | #2 |
| #67 | 224.39 | 22.44% | 6.33% | 84.31% | 835 | #2 |
| #68 | -66.96 | -6.70% | 9.98% | 41.23% | 604 | #8 |
| #69 | -53.89 | -5.39% | 8.84% | 28.21% | 780 | #6 |
| #70 | -136.40 | -13.64% | 20.35% | 22.53% | 759 | #9 |
| #71 | 178.06 | 17.81% | 7.23% | 69.77% | 731 | #3 |
| #72 | 163.73 | 16.37% | 5.65% | 92.23% | 656 | Winner |
| #73 | 181.42 | 18.14% | 6.10% | 88.95% | 760 | Winner |
| #74 | 18.16 | 1.82% | 8.06% | 78.42% | 723 | #6 |
| #75 | -29.92 | -2.99% | 10.71% | 12.39% | 549 | #6 |
| #76 | -123.83 | -12.38% | 14.08% | 41.49% | 576 | #8 |
| #77 | -100.55 | -10.06% | 13.27% | 3.72% | 807 | #8 |
| #78 | 84.28 | 8.43% | 6.04% | 82.50% | 537 | #4 |
| #79 | -119.64 | -11.96% | 12.09% | 29.88% | 860 | #9 |
| #80 | -21.17 | -2.12% | 9.63% | 18.86% | 472 | #8 |
| #81 | 180.27 | 18.03% | 8.14% | 89.22% | 742 | #2 |
| #82 | 226.64 | 22.66% | 7.50% | 84.59% | 675 | #2 |
| #83 | 15.12 | 1.51% | 7.59% | 77.13% | 564 | #6 |
| #84 | 92.91 | 9.29% | 8.10% | 88.09% | 781 | #4 |
| #85 | -13.82 | -1.38% | 10.05% | 17.14% | 525 | #6 |
| #86 | 200.53 | 20.05% | 7.14% | 77.01% | 757 | #2 |
| #87 | 133.14 | 13.31% | 7.92% | 88.17% | 769 | #3 |
| #88 | 96.75 | 9.68% | 7.74% | 75.33% | 673 | #5 |
| #89 | -143.41 | -14.34% | 14.39% | 24.45% | 818 | #10 |
| #90 | -49.78 | -4.98% | 10.26% | 48.11% | 663 | #5 |
| #91 | -46.63 | -4.66% | 8.08% | 42.36% | 838 | #8 |
| #92 | -45.29 | -4.53% | 8.29% | 18.85% | 663 | #7 |
| #93 | -86.94 | -8.69% | 10.49% | 25.00% | 736 | #9 |
| #94 | 103.28 | 10.33% | 7.62% | 89.55% | 641 | #4 |
| #95 | -37.63 | -3.76% | 7.88% | 5.05% | 812 | #9 |
| #96 | 211.49 | 21.15% | 8.00% | 87.15% | 646 | Winner |
| #97 | 98.62 | 9.86% | 10.30% | 82.55% | 722 | Winner |
| #98 | 145.60 | 14.56% | 8.23% | 85.25% | 678 | Winner |
| #99 | -76.80 | -7.68% | 11.69% | 25.12% | 629 | #8 |
| #100 | -117.31 | -11.73% | 14.88% | 44.60% | 556 | #10 |