ea · 100-run average
Ultimate Breakout System
🏆 9 wins / 100 · Profit rank #7 · DD rank #7
$8.80
2.93%
11.02%
29.58%
9 / 100
55.75%
$880.18
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 — 9 wins, $8.80 average profit, 25 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 29.58%, spread 22.25%), though 53 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $163.90).
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 | -42.07 | -14.02% | 21.51% | 19.08% | 566 | #10 |
| #2 | -38.14 | -12.71% | 14.08% | 26.21% | 660 | #7 |
| #3 | 4.07 | 1.36% | 8.79% | 45.63% | 618 | #5 |
| #4 | 72.58 | 24.19% | 11.06% | 85.19% | 682 | #2 |
| #5 | -49.82 | -16.61% | 17.11% | 11.68% | 659 | #10 |
| #6 | 61.70 | 20.57% | 8.03% | 88.58% | 648 | Winner |
| #7 | 35.90 | 11.97% | 9.14% | 75.66% | 456 | #4 |
| #8 | 19.04 | 6.35% | 7.62% | 79.15% | 662 | #4 |
| #9 | -17.22 | -5.74% | 10.47% | 47.49% | 756 | #7 |
| #10 | 44.33 | 14.78% | 9.86% | 85.93% | 668 | #4 |
| #11 | 61.01 | 20.34% | 11.06% | 83.84% | 730 | Winner |
| #12 | 18.34 | 6.11% | 8.83% | 92.27% | 647 | #5 |
| #13 | 44.64 | 14.88% | 7.66% | 82.95% | 733 | #2 |
| #14 | -11.86 | -3.95% | 10.26% | 22.00% | 591 | #8 |
| #15 | -46.16 | -15.39% | 17.62% | 43.17% | 556 | #9 |
| #16 | 64.06 | 21.35% | 8.37% | 84.05% | 809 | #2 |
| #17 | 10.28 | 3.43% | 8.55% | 77.09% | 550 | #6 |
| #18 | 25.50 | 8.50% | 11.23% | 80.96% | 688 | #5 |
| #19 | -44.18 | -14.73% | 16.09% | 39.73% | 740 | #10 |
| #20 | 26.55 | 8.85% | 8.40% | 80.08% | 723 | #5 |
| #21 | -7.20 | -2.40% | 7.78% | 38.07% | 675 | #6 |
| #22 | 103.83 | 34.61% | 14.51% | 83.38% | 716 | Winner |
| #23 | -42.88 | -14.29% | 14.29% | 37.24% | 529 | #9 |
| #24 | -15.55 | -5.18% | 9.10% | 36.47% | 532 | #8 |
| #25 | -29.08 | -9.69% | 13.64% | 43.59% | 686 | #10 |
| #26 | 15.99 | 5.33% | 10.04% | 80.41% | 684 | #5 |
| #27 | -8.45 | -2.82% | 8.69% | 20.86% | 700 | #7 |
| #28 | 24.13 | 8.04% | 10.15% | 95.46% | 705 | #4 |
| #29 | -31.39 | -10.46% | 13.97% | 9.00% | 633 | #8 |
| #30 | 52.86 | 17.62% | 8.13% | 84.73% | 583 | #2 |
| #31 | -5.49 | -1.83% | 15.03% | 23.53% | 714 | #6 |
| #32 | 14.31 | 4.77% | 8.10% | 81.98% | 716 | #5 |
| #33 | 57.05 | 19.02% | 8.38% | 83.87% | 682 | #2 |
| #34 | -21.10 | -7.03% | 8.16% | 37.58% | 628 | #8 |
| #35 | -22.74 | -7.58% | 10.89% | 44.73% | 740 | #7 |
| #36 | 41.33 | 13.78% | 8.62% | 82.95% | 704 | #5 |
| #37 | 60.40 | 20.13% | 12.07% | 89.78% | 646 | #3 |
| #38 | 28.31 | 9.44% | 7.96% | 80.24% | 658 | #6 |
| #39 | -11.19 | -3.73% | 10.70% | 15.35% | 619 | #6 |
| #40 | -54.30 | -18.10% | 19.72% | 19.04% | 520 | #10 |
| #41 | 20.04 | 6.68% | 8.47% | 63.56% | 686 | #6 |
| #42 | -10.39 | -3.46% | 9.30% | 25.79% | 636 | #6 |
| #43 | -17.15 | -5.72% | 12.62% | 21.90% | 749 | #9 |
| #44 | -56.77 | -18.92% | 19.32% | 40.56% | 540 | #10 |
| #45 | -35.16 | -11.72% | 15.20% | 43.46% | 619 | #8 |
| #46 | -37.22 | -12.41% | 12.58% | 43.78% | 635 | #8 |
| #47 | -40.26 | -13.42% | 14.63% | 7.11% | 703 | #9 |
| #48 | 72.87 | 24.29% | 11.97% | 86.11% | 763 | Winner |
| #49 | 17.70 | 5.90% | 7.57% | 79.97% | 684 | #5 |
| #50 | -9.28 | -3.09% | 11.27% | 18.67% | 616 | #6 |
| #51 | 50.39 | 16.80% | 10.36% | 82.53% | 498 | #3 |
| #52 | 17.38 | 5.79% | 8.23% | 66.04% | 692 | #7 |
| #53 | -9.55 | -3.18% | 9.99% | 24.69% | 648 | #6 |
| #54 | -40.94 | -13.65% | 14.57% | 29.62% | 746 | #9 |
| #55 | -4.73 | -1.58% | 7.75% | 41.81% | 763 | #7 |
| #56 | 5.67 | 1.89% | 7.33% | 78.87% | 497 | #7 |
| #57 | 5.61 | 1.87% | 11.29% | 44.60% | 722 | #5 |
| #58 | -9.71 | -3.24% | 10.52% | 5.19% | 597 | #7 |
| #59 | -2.84 | -0.95% | 9.74% | 34.55% | 738 | #7 |
| #60 | 45.03 | 15.01% | 8.43% | 84.40% | 545 | #3 |
| #61 | 45.93 | 15.31% | 8.03% | 82.76% | 696 | #3 |
| #62 | 37.67 | 12.56% | 13.90% | 79.47% | 380 | #3 |
| #63 | 19.74 | 6.58% | 8.18% | 82.94% | 686 | #8 |
| #64 | 48.40 | 16.13% | 7.95% | 85.44% | 522 | #2 |
| #65 | 47.58 | 15.86% | 9.60% | 95.77% | 710 | #3 |
| #66 | -11.38 | -3.79% | 11.65% | 45.73% | 737 | #9 |
| #67 | -11.61 | -3.87% | 10.62% | 35.15% | 623 | #7 |
| #68 | 9.13 | 3.04% | 8.05% | 58.40% | 637 | #6 |
| #69 | 7.16 | 2.39% | 10.17% | 54.94% | 577 | #3 |
| #70 | -19.36 | -6.45% | 11.66% | 7.41% | 499 | #6 |
| #71 | 15.76 | 5.25% | 8.21% | 78.88% | 748 | #5 |
| #72 | -19.44 | -6.48% | 11.99% | 12.10% | 686 | #7 |
| #73 | -13.91 | -4.64% | 9.10% | 37.42% | 660 | #10 |
| #74 | 19.83 | 6.61% | 10.79% | 75.99% | 683 | #3 |
| #75 | -40.26 | -13.42% | 18.75% | 7.69% | 689 | #8 |
| #76 | 70.15 | 23.38% | 9.18% | 88.63% | 739 | Winner |
| #77 | 81.65 | 27.22% | 8.08% | 82.02% | 712 | Winner |
| #78 | -28.76 | -9.59% | 13.75% | 23.73% | 708 | #10 |
| #79 | 54.19 | 18.06% | 8.25% | 81.56% | 743 | Winner |
| #80 | -4.77 | -1.59% | 9.57% | 20.07% | 613 | #7 |
| #81 | -57.44 | -19.15% | 29.58% | 29.54% | 677 | #10 |
| #82 | 106.46 | 35.49% | 8.56% | 88.37% | 722 | Winner |
| #83 | 34.37 | 11.46% | 7.69% | 79.32% | 672 | #3 |
| #84 | 28.26 | 9.42% | 8.86% | 80.63% | 630 | #5 |
| #85 | 51.44 | 17.15% | 8.58% | 87.07% | 665 | #4 |
| #86 | -6.00 | -2.00% | 7.98% | 35.99% | 628 | #6 |
| #87 | -46.61 | -15.54% | 19.53% | 22.71% | 643 | #8 |
| #88 | 38.63 | 12.88% | 9.93% | 84.11% | 579 | #4 |
| #89 | 38.10 | 12.70% | 8.28% | 82.61% | 690 | #5 |
| #90 | 9.86 | 3.29% | 7.94% | 75.22% | 581 | #7 |
| #91 | -5.65 | -1.88% | 10.52% | 16.46% | 717 | #6 |
| #92 | -7.09 | -2.36% | 8.68% | 35.20% | 713 | #8 |
| #93 | -25.42 | -8.47% | 9.79% | 43.77% | 811 | #8 |
| #94 | 18.49 | 6.16% | 8.23% | 78.72% | 719 | #4 |
| #95 | 33.17 | 11.06% | 9.70% | 86.22% | 675 | #4 |
| #96 | -5.51 | -1.84% | 9.42% | 34.39% | 602 | #9 |
| #97 | 26.24 | 8.75% | 8.29% | 82.29% | 785 | #3 |
| #98 | -15.46 | -5.15% | 9.45% | 40.76% | 628 | #9 |
| #99 | -50.64 | -16.88% | 28.25% | 12.17% | 715 | #9 |
| #100 | 59.20 | 19.73% | 8.08% | 81.30% | 722 | Winner |