ea · 100-run average
Ultimate Breakout System
🏆 6 wins / 100 · Profit rank #7 · DD rank #6
$21.56
2.16%
10.04%
24.84%
6 / 100
57.87%
$2155.75
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 — 6 wins, $21.56 average profit, 26 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 24.84%, spread 21.82%), though 59 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $462.69).
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 | 79.72 | 7.97% | 7.66% | 75.24% | 719 | #4 |
| #2 | -8.80 | -0.88% | 8.33% | 37.50% | 840 | #6 |
| #3 | -210.24 | -21.02% | 22.26% | 26.80% | 694 | #10 |
| #4 | -117.59 | -11.76% | 12.15% | 30.27% | 773 | #7 |
| #5 | 133.10 | 13.31% | 9.12% | 73.94% | 637 | #6 |
| #6 | -35.45 | -3.55% | 8.58% | 19.05% | 693 | #8 |
| #7 | -38.04 | -3.80% | 8.10% | 27.32% | 571 | #8 |
| #8 | 50.60 | 5.06% | 9.15% | 94.15% | 821 | #5 |
| #9 | 31.53 | 3.15% | 6.81% | 89.04% | 602 | #4 |
| #10 | 39.31 | 3.93% | 8.26% | 80.18% | 777 | #5 |
| #11 | 119.49 | 11.95% | 12.89% | 86.56% | 759 | #5 |
| #12 | 125.36 | 12.54% | 6.90% | 83.21% | 524 | #3 |
| #13 | 212.65 | 21.27% | 10.35% | 88.57% | 761 | Winner |
| #14 | -153.14 | -15.31% | 16.43% | 29.20% | 702 | #8 |
| #15 | 58.60 | 5.86% | 8.52% | 90.72% | 528 | #5 |
| #16 | 81.31 | 8.13% | 9.01% | 81.21% | 628 | #6 |
| #17 | -114.69 | -11.47% | 13.07% | 29.92% | 605 | #8 |
| #18 | 174.85 | 17.49% | 8.68% | 90.04% | 803 | #3 |
| #19 | 148.90 | 14.89% | 6.90% | 85.62% | 633 | #3 |
| #20 | -114.41 | -11.44% | 12.01% | 6.67% | 510 | #9 |
| #21 | -8.67 | -0.87% | 7.61% | 37.83% | 637 | #9 |
| #22 | 141.16 | 14.12% | 8.00% | 85.64% | 724 | #2 |
| #23 | 183.55 | 18.36% | 7.20% | 80.39% | 714 | #2 |
| #24 | 97.16 | 9.72% | 7.61% | 90.76% | 693 | #4 |
| #25 | 161.30 | 16.13% | 7.20% | 87.41% | 699 | #3 |
| #26 | -11.06 | -1.11% | 9.50% | 19.69% | 706 | #6 |
| #27 | -88.22 | -8.82% | 10.12% | 5.38% | 688 | #10 |
| #28 | 72.13 | 7.21% | 8.06% | 91.02% | 735 | #5 |
| #29 | 153.02 | 15.30% | 7.79% | 83.33% | 756 | Winner |
| #30 | 157.48 | 15.75% | 7.43% | 89.28% | 746 | #4 |
| #31 | -163.56 | -16.36% | 18.89% | 15.50% | 529 | #8 |
| #32 | 107.27 | 10.73% | 9.62% | 79.59% | 735 | #4 |
| #33 | 152.69 | 15.27% | 10.88% | 88.32% | 505 | Winner |
| #34 | -139.06 | -13.91% | 15.83% | 34.23% | 742 | #9 |
| #35 | -113.89 | -11.39% | 12.72% | 44.96% | 734 | #8 |
| #36 | 208.95 | 20.90% | 8.47% | 83.51% | 558 | Winner |
| #37 | 221.46 | 22.15% | 6.69% | 88.22% | 696 | #2 |
| #38 | 6.86 | 0.69% | 8.54% | 44.78% | 670 | #6 |
| #39 | 44.58 | 4.46% | 8.09% | 89.88% | 642 | #6 |
| #40 | 41.93 | 4.19% | 7.12% | 79.10% | 713 | #2 |
| #41 | -137.85 | -13.79% | 15.85% | 21.77% | 620 | #10 |
| #42 | -36.26 | -3.63% | 8.70% | 19.20% | 724 | #8 |
| #43 | 16.72 | 1.67% | 8.53% | 73.40% | 767 | #9 |
| #44 | 136.60 | 13.66% | 7.97% | 84.34% | 594 | #4 |
| #45 | 143.84 | 14.38% | 8.22% | 86.44% | 671 | #2 |
| #46 | -6.67 | -0.67% | 9.78% | 38.51% | 496 | #5 |
| #47 | 90.23 | 9.02% | 8.43% | 76.26% | 775 | #7 |
| #48 | 151.94 | 15.19% | 7.20% | 76.56% | 674 | Winner |
| #49 | 45.42 | 4.54% | 8.30% | 76.50% | 451 | #4 |
| #50 | 17.08 | 1.71% | 8.14% | 74.42% | 649 | #6 |
| #51 | 32.28 | 3.23% | 9.01% | 75.97% | 616 | #7 |
| #52 | 70.17 | 7.02% | 8.73% | 92.65% | 721 | #5 |
| #53 | 96.93 | 9.69% | 8.15% | 89.15% | 636 | #5 |
| #54 | 120.48 | 12.05% | 7.47% | 88.42% | 734 | #2 |
| #55 | 35.88 | 3.59% | 5.83% | 76.52% | 477 | #3 |
| #56 | 0.21 | 0.02% | 3.02% | 8.02% | 723 | #6 |
| #57 | 115.85 | 11.58% | 9.64% | 69.90% | 701 | #4 |
| #58 | -52.89 | -5.29% | 9.55% | 44.28% | 463 | #9 |
| #59 | -44.48 | -4.45% | 8.52% | 17.58% | 751 | #8 |
| #60 | 68.38 | 6.84% | 8.15% | 77.01% | 535 | #5 |
| #61 | 155.42 | 15.54% | 8.26% | 87.48% | 727 | #2 |
| #62 | -102.27 | -10.23% | 12.18% | 33.61% | 729 | #8 |
| #63 | 189.82 | 18.98% | 11.91% | 90.20% | 735 | #2 |
| #64 | -121.58 | -12.16% | 13.97% | 39.63% | 641 | #8 |
| #65 | -104.45 | -10.45% | 13.72% | 14.87% | 632 | #9 |
| #66 | -124.01 | -12.40% | 12.42% | 5.23% | 708 | #7 |
| #67 | -56.68 | -5.67% | 8.15% | 16.31% | 466 | #9 |
| #68 | -128.36 | -12.84% | 14.15% | 27.66% | 593 | #10 |
| #69 | -127.78 | -12.78% | 15.69% | 18.15% | 628 | #9 |
| #70 | 204.34 | 20.43% | 10.09% | 90.83% | 731 | #3 |
| #71 | -52.69 | -5.27% | 8.61% | 20.64% | 722 | #9 |
| #72 | 43.44 | 4.34% | 8.83% | 79.92% | 523 | #6 |
| #73 | -163.31 | -16.33% | 18.17% | 23.11% | 688 | #10 |
| #74 | -103.88 | -10.39% | 12.15% | 23.77% | 711 | #7 |
| #75 | 114.98 | 11.50% | 9.38% | 85.71% | 672 | #3 |
| #76 | -101.28 | -10.13% | 14.00% | 25.11% | 669 | #8 |
| #77 | -26.83 | -2.68% | 8.10% | 19.54% | 655 | #9 |
| #78 | 20.10 | 2.01% | 8.12% | 87.28% | 723 | #7 |
| #79 | 103.58 | 10.36% | 7.89% | 86.66% | 577 | #3 |
| #80 | -0.61 | -0.06% | 6.33% | 18.45% | 737 | #6 |
| #81 | -79.37 | -7.94% | 11.92% | 23.93% | 723 | #9 |
| #82 | 26.78 | 2.68% | 7.94% | 81.61% | 533 | #4 |
| #83 | 166.86 | 16.69% | 9.95% | 87.50% | 592 | #3 |
| #84 | -50.02 | -5.00% | 8.27% | 23.30% | 455 | #9 |
| #85 | 56.67 | 5.67% | 8.17% | 78.89% | 649 | #3 |
| #86 | 68.44 | 6.84% | 6.18% | 93.01% | 572 | #7 |
| #87 | 89.80 | 8.98% | 7.84% | 86.04% | 709 | #4 |
| #88 | 201.04 | 20.10% | 6.40% | 84.45% | 566 | #2 |
| #89 | 213.66 | 21.37% | 8.57% | 76.61% | 543 | Winner |
| #90 | -105.48 | -10.55% | 13.11% | 25.59% | 719 | #9 |
| #91 | 17.21 | 1.72% | 7.36% | 73.36% | 473 | #7 |
| #92 | 86.01 | 8.60% | 7.59% | 88.79% | 749 | #4 |
| #93 | 4.89 | 0.49% | 8.76% | 41.89% | 666 | #4 |
| #94 | -167.24 | -16.72% | 17.59% | 8.31% | 650 | #9 |
| #95 | -151.57 | -15.16% | 19.45% | 30.11% | 754 | #9 |
| #96 | -241.23 | -24.12% | 24.84% | 18.81% | 771 | #10 |
| #97 | 161.44 | 16.14% | 7.19% | 81.50% | 638 | #3 |
| #98 | -23.96 | -2.40% | 8.34% | 21.12% | 696 | #6 |
| #99 | -154.95 | -15.49% | 15.82% | 21.42% | 733 | #7 |
| #100 | -133.18 | -13.32% | 15.17% | 35.87% | 736 | #8 |