ea · 100-run average
Straddle
🏆 0 wins / 100 · Profit rank #10 · DD rank #10
$-27.02
-2.70%
10.74%
29.39%
0 / 100
39.70%
$-2702.04
0
Simulation Analysis
How this EA behaved across all 100 independent market paths.
Observed across 100 independent market paths: Straddle ranked #10 of 10 — 0 wins, $-27.02 average profit, 8 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 29.39%, spread 25.45%), though 40 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $395.32).
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 | -34.63 | -3.46% | 9.69% | 23.33% | 90 | #7 |
| #2 | 65.49 | 6.55% | 6.71% | 67.72% | 127 | #7 |
| #3 | -1.95 | -0.19% | 4.57% | 30.00% | 110 | #7 |
| #4 | -165.88 | -16.59% | 17.00% | 44.79% | 163 | #10 |
| #5 | -100.60 | -10.06% | 10.39% | 3.23% | 124 | #10 |
| #6 | 164.02 | 16.40% | 6.24% | 66.90% | 145 | #3 |
| #7 | -94.68 | -9.47% | 9.47% | 5.47% | 128 | #9 |
| #8 | -39.68 | -3.97% | 9.36% | 2.96% | 135 | #7 |
| #9 | 21.46 | 2.15% | 7.71% | 70.67% | 150 | #8 |
| #10 | -78.14 | -7.81% | 9.43% | 35.56% | 135 | #8 |
| #11 | -63.78 | -6.38% | 9.57% | 5.31% | 113 | #8 |
| #12 | 162.58 | 16.26% | 7.09% | 62.73% | 161 | #4 |
| #13 | 120.38 | 12.04% | 5.65% | 59.78% | 92 | #4 |
| #14 | -163.10 | -16.31% | 16.31% | 27.64% | 123 | #10 |
| #15 | -163.26 | -16.33% | 22.76% | 23.19% | 138 | #10 |
| #16 | 70.01 | 7.00% | 5.27% | 49.56% | 113 | #7 |
| #17 | 147.66 | 14.77% | 6.85% | 60.68% | 117 | #2 |
| #18 | -164.94 | -16.49% | 19.08% | 31.19% | 202 | #10 |
| #19 | -171.87 | -17.19% | 18.93% | 16.11% | 149 | #10 |
| #20 | 125.70 | 12.57% | 7.89% | 57.82% | 147 | #2 |
| #21 | 67.96 | 6.80% | 8.63% | 49.69% | 159 | #3 |
| #22 | 19.27 | 1.93% | 8.49% | 63.41% | 164 | #6 |
| #23 | -51.62 | -5.16% | 10.42% | 36.84% | 114 | #4 |
| #24 | 71.07 | 7.11% | 7.86% | 53.13% | 160 | #4 |
| #25 | 44.49 | 4.45% | 6.67% | 52.38% | 63 | #4 |
| #26 | -51.66 | -5.17% | 8.98% | 31.48% | 108 | #8 |
| #27 | -134.83 | -13.48% | 13.48% | 3.15% | 127 | #7 |
| #28 | -27.15 | -2.72% | 11.24% | 29.52% | 166 | #7 |
| #29 | -219.82 | -21.98% | 29.39% | 39.32% | 117 | #10 |
| #30 | 32.01 | 3.20% | 8.30% | 69.94% | 163 | #8 |
| #31 | 107.73 | 10.77% | 7.14% | 67.72% | 127 | #6 |
| #32 | 108.07 | 10.81% | 8.95% | 51.77% | 141 | #4 |
| #33 | -19.05 | -1.91% | 8.02% | 5.22% | 115 | #8 |
| #34 | 67.53 | 6.75% | 7.15% | 66.39% | 122 | #5 |
| #35 | 8.74 | 0.87% | 8.41% | 57.02% | 121 | #5 |
| #36 | -192.80 | -19.28% | 22.00% | 40.52% | 116 | #10 |
| #37 | 138.94 | 13.89% | 8.82% | 58.06% | 93 | #3 |
| #38 | -89.73 | -8.97% | 10.12% | 16.99% | 153 | #9 |
| #39 | 108.22 | 10.82% | 7.90% | 58.70% | 92 | #4 |
| #40 | 44.42 | 4.44% | 6.94% | 70.91% | 165 | #7 |
| #41 | 56.55 | 5.65% | 6.50% | 68.00% | 100 | #4 |
| #42 | -86.25 | -8.63% | 10.83% | 13.18% | 129 | #10 |
| #43 | 168.57 | 16.86% | 5.73% | 60.40% | 101 | #4 |
| #44 | -161.88 | -16.19% | 16.19% | 44.19% | 129 | #10 |
| #45 | -132.66 | -13.27% | 13.57% | 19.05% | 126 | #9 |
| #46 | -63.16 | -6.32% | 8.23% | 18.12% | 138 | #9 |
| #47 | -85.71 | -8.57% | 10.77% | 38.10% | 126 | #9 |
| #48 | 162.64 | 16.26% | 8.52% | 59.06% | 127 | #4 |
| #49 | -128.41 | -12.84% | 13.14% | 38.76% | 129 | #9 |
| #50 | 148.76 | 14.88% | 8.20% | 56.64% | 143 | #4 |
| #51 | -133.58 | -13.36% | 17.07% | 39.47% | 114 | #9 |
| #52 | 118.12 | 11.81% | 10.24% | 54.61% | 141 | #4 |
| #53 | 62.22 | 6.22% | 6.13% | 66.67% | 141 | #5 |
| #54 | 175.50 | 17.55% | 6.37% | 70.00% | 190 | #3 |
| #55 | 13.03 | 1.30% | 6.91% | 64.29% | 126 | #5 |
| #56 | -4.77 | -0.48% | 4.76% | 27.27% | 88 | #7 |
| #57 | -102.63 | -10.26% | 14.37% | 4.49% | 156 | #10 |
| #58 | -150.29 | -15.03% | 15.94% | 15.49% | 142 | #7 |
| #59 | -18.19 | -1.82% | 7.27% | 41.13% | 124 | #5 |
| #60 | -169.33 | -16.93% | 20.05% | 32.77% | 177 | #10 |
| #61 | -13.94 | -1.39% | 4.33% | 23.75% | 80 | #7 |
| #62 | -132.41 | -13.24% | 13.24% | 7.56% | 172 | #9 |
| #63 | -186.27 | -18.63% | 22.19% | 29.13% | 127 | #9 |
| #64 | -54.99 | -5.50% | 8.26% | 37.31% | 193 | #7 |
| #65 | -214.12 | -21.41% | 24.67% | 35.83% | 120 | #10 |
| #66 | 67.93 | 6.79% | 6.19% | 71.13% | 142 | #3 |
| #67 | -174.71 | -17.47% | 20.20% | 25.17% | 143 | #10 |
| #68 | -68.97 | -6.90% | 10.21% | 45.52% | 145 | #7 |
| #69 | 88.22 | 8.82% | 6.20% | 71.05% | 152 | #4 |
| #70 | -2.76 | -0.28% | 3.94% | 33.33% | 111 | #8 |
| #71 | -188.66 | -18.87% | 19.13% | 18.60% | 129 | #10 |
| #72 | 8.52 | 0.85% | 7.85% | 55.56% | 153 | #7 |
| #73 | -188.13 | -18.81% | 21.12% | 37.70% | 122 | #10 |
| #74 | -104.10 | -10.41% | 11.20% | 17.90% | 162 | #9 |
| #75 | -79.10 | -7.91% | 9.17% | 36.00% | 100 | #8 |
| #76 | -51.16 | -5.12% | 9.36% | 5.23% | 172 | #6 |
| #77 | 74.78 | 7.48% | 6.03% | 55.10% | 98 | #5 |
| #78 | 75.91 | 7.59% | 7.82% | 71.15% | 156 | #4 |
| #79 | -5.03 | -0.50% | 6.08% | 4.86% | 144 | #6 |
| #80 | -24.83 | -2.48% | 6.61% | 28.69% | 122 | #6 |
| #81 | 164.14 | 16.41% | 6.67% | 68.92% | 148 | #5 |
| #82 | -22.09 | -2.21% | 9.38% | 24.81% | 129 | #8 |
| #83 | 43.09 | 4.31% | 7.92% | 56.25% | 112 | #4 |
| #84 | 118.55 | 11.86% | 6.15% | 71.43% | 133 | #3 |
| #85 | -42.43 | -4.24% | 8.58% | 9.30% | 129 | #8 |
| #86 | 21.99 | 2.20% | 7.72% | 62.50% | 152 | #4 |
| #87 | 66.73 | 6.67% | 7.53% | 73.53% | 136 | #6 |
| #88 | -176.17 | -17.62% | 18.38% | 12.77% | 141 | #10 |
| #89 | -169.81 | -16.98% | 16.98% | 6.34% | 142 | #9 |
| #90 | -182.63 | -18.26% | 18.26% | 16.67% | 120 | #10 |
| #91 | -214.86 | -21.49% | 27.20% | 47.33% | 150 | #10 |
| #92 | -4.96 | -0.50% | 6.63% | 31.78% | 107 | #5 |
| #93 | 31.12 | 3.11% | 7.41% | 63.53% | 170 | #7 |
| #94 | -70.86 | -7.09% | 9.41% | 42.45% | 106 | #9 |
| #95 | -79.89 | -7.99% | 10.10% | 25.27% | 91 | #9 |
| #96 | -123.66 | -12.37% | 15.83% | 36.81% | 163 | #10 |
| #97 | -16.23 | -1.62% | 6.98% | 26.35% | 148 | #7 |
| #98 | -158.39 | -15.84% | 16.01% | 31.76% | 170 | #10 |
| #99 | 12.80 | 1.28% | 6.27% | 50.35% | 143 | #5 |
| #100 | -59.77 | -5.98% | 6.75% | 2.44% | 123 | #10 |