ea · 100-run average
Ultimate Breakout System
🏆 6 wins / 100 · Profit rank #6 · DD rank #5
$3.88
1.29%
11.52%
27.72%
6 / 100
54.39%
$387.78
0
Simulation Analysis
How this EA behaved across all 100 independent market paths.
Observed across 100 independent market paths: Ultimate Breakout System ranked #6 of 10 — 6 wins, $3.88 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 27.72%, spread 21.24%), though 51 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $179.18).
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 | -25.85 | -8.62% | 9.00% | 29.56% | 548 | #9 |
| #2 | 24.72 | 8.24% | 9.20% | 80.80% | 703 | #3 |
| #3 | 33.93 | 11.31% | 8.52% | 78.05% | 442 | #3 |
| #4 | 26.84 | 8.95% | 8.71% | 69.55% | 693 | #6 |
| #5 | 40.06 | 13.35% | 8.07% | 94.97% | 696 | #4 |
| #6 | -29.46 | -9.82% | 17.90% | 45.55% | 685 | #9 |
| #7 | -8.57 | -2.86% | 9.50% | 21.14% | 648 | #7 |
| #8 | 29.37 | 9.79% | 7.05% | 80.46% | 655 | #2 |
| #9 | 64.22 | 21.41% | 8.47% | 88.56% | 734 | #2 |
| #10 | -8.86 | -2.95% | 7.92% | 27.32% | 699 | #6 |
| #11 | 51.98 | 17.33% | 8.54% | 95.55% | 607 | #3 |
| #12 | 11.01 | 3.67% | 8.59% | 76.82% | 699 | #7 |
| #13 | -26.20 | -8.73% | 10.71% | 11.84% | 718 | #9 |
| #14 | 89.31 | 29.77% | 12.98% | 81.75% | 707 | Winner |
| #15 | -69.78 | -23.26% | 23.61% | 22.21% | 653 | #10 |
| #16 | -37.67 | -12.56% | 15.98% | 20.94% | 468 | #10 |
| #17 | 45.18 | 15.06% | 7.55% | 79.20% | 654 | #3 |
| #18 | 31.32 | 10.44% | 9.81% | 82.20% | 753 | #3 |
| #19 | 35.60 | 11.87% | 8.31% | 80.59% | 752 | #4 |
| #20 | 11.36 | 3.79% | 9.34% | 76.63% | 629 | #5 |
| #21 | 45.13 | 15.04% | 7.78% | 75.41% | 732 | #4 |
| #22 | 12.47 | 4.16% | 7.99% | 78.91% | 735 | #7 |
| #23 | 79.67 | 26.56% | 8.25% | 81.54% | 661 | Winner |
| #24 | -36.92 | -12.31% | 21.50% | 16.23% | 579 | #8 |
| #25 | -27.81 | -9.27% | 11.56% | 44.28% | 691 | #8 |
| #26 | 15.82 | 5.27% | 8.06% | 78.23% | 735 | #3 |
| #27 | -55.65 | -18.55% | 25.30% | 31.56% | 754 | #10 |
| #28 | 41.17 | 13.72% | 10.19% | 84.52% | 730 | #2 |
| #29 | 14.87 | 4.96% | 7.79% | 76.75% | 585 | #5 |
| #30 | -23.50 | -7.83% | 9.28% | 39.55% | 531 | #8 |
| #31 | 66.69 | 22.23% | 8.22% | 87.58% | 789 | #3 |
| #32 | 18.97 | 6.32% | 8.65% | 77.76% | 760 | #2 |
| #33 | 26.48 | 8.83% | 10.07% | 85.38% | 718 | #5 |
| #34 | 17.45 | 5.82% | 8.30% | 80.00% | 720 | #5 |
| #35 | -22.79 | -7.60% | 14.45% | 13.67% | 724 | #8 |
| #36 | -48.86 | -16.29% | 18.67% | 35.78% | 559 | #10 |
| #37 | 36.10 | 12.03% | 10.32% | 85.84% | 466 | Winner |
| #38 | -10.60 | -3.53% | 8.78% | 29.61% | 635 | #7 |
| #39 | -66.24 | -22.08% | 27.72% | 29.72% | 646 | #9 |
| #40 | 72.68 | 24.23% | 6.48% | 83.43% | 682 | Winner |
| #41 | -32.79 | -10.93% | 11.19% | 42.86% | 616 | #9 |
| #42 | -30.68 | -10.23% | 15.88% | 9.13% | 646 | #7 |
| #43 | -3.28 | -1.09% | 7.26% | 19.74% | 760 | #6 |
| #44 | -69.04 | -23.01% | 23.01% | 36.68% | 578 | #9 |
| #45 | -65.75 | -21.92% | 25.15% | 23.85% | 608 | #10 |
| #46 | 75.67 | 25.22% | 12.04% | 84.56% | 732 | Winner |
| #47 | -58.68 | -19.56% | 19.56% | 38.63% | 629 | #10 |
| #48 | -0.64 | -0.21% | 6.93% | 30.43% | 644 | #6 |
| #49 | -45.16 | -15.05% | 15.05% | 35.09% | 647 | #9 |
| #50 | -21.58 | -7.19% | 15.65% | 34.55% | 576 | #9 |
| #51 | 24.48 | 8.16% | 9.92% | 95.62% | 730 | #3 |
| #52 | 11.58 | 3.86% | 8.76% | 74.63% | 544 | #7 |
| #53 | 48.17 | 16.06% | 9.22% | 80.08% | 743 | #3 |
| #54 | 1.34 | 0.45% | 14.31% | 42.80% | 694 | #8 |
| #55 | -20.66 | -6.89% | 8.16% | 43.52% | 710 | #7 |
| #56 | -14.71 | -4.90% | 8.89% | 20.20% | 787 | #9 |
| #57 | -5.69 | -1.90% | 9.88% | 19.39% | 660 | #7 |
| #58 | 17.95 | 5.98% | 8.12% | 78.48% | 474 | #6 |
| #59 | -63.34 | -21.11% | 22.11% | 16.15% | 675 | #10 |
| #60 | -19.39 | -6.46% | 13.52% | 47.20% | 661 | #10 |
| #61 | 9.45 | 3.15% | 10.53% | 78.75% | 687 | #4 |
| #62 | -28.15 | -9.38% | 16.09% | 13.58% | 464 | #10 |
| #63 | 22.08 | 7.36% | 8.16% | 55.54% | 668 | #5 |
| #64 | 6.68 | 2.23% | 9.71% | 79.11% | 675 | #4 |
| #65 | -8.33 | -2.78% | 8.37% | 44.85% | 709 | #5 |
| #66 | -42.03 | -14.01% | 14.35% | 38.61% | 689 | #10 |
| #67 | -8.77 | -2.92% | 8.97% | 21.00% | 643 | #6 |
| #68 | 17.68 | 5.89% | 10.23% | 89.78% | 763 | #4 |
| #69 | 43.26 | 14.42% | 7.65% | 78.62% | 683 | #5 |
| #70 | -10.40 | -3.47% | 8.08% | 34.32% | 679 | #8 |
| #71 | 21.03 | 7.01% | 8.08% | 77.60% | 683 | #9 |
| #72 | 109.40 | 36.47% | 13.78% | 83.86% | 818 | Winner |
| #73 | 18.80 | 6.27% | 8.52% | 79.62% | 741 | #8 |
| #74 | 34.57 | 11.52% | 8.49% | 81.27% | 678 | #7 |
| #75 | 25.66 | 8.55% | 8.02% | 86.06% | 624 | #2 |
| #76 | 25.47 | 8.49% | 10.02% | 77.76% | 715 | #5 |
| #77 | 7.44 | 2.48% | 9.70% | 49.62% | 532 | #5 |
| #78 | 62.46 | 20.82% | 11.57% | 87.27% | 550 | #4 |
| #79 | -28.64 | -9.55% | 13.35% | 43.37% | 664 | #9 |
| #80 | 65.48 | 21.83% | 8.50% | 84.35% | 722 | #2 |
| #81 | -24.65 | -8.22% | 13.88% | 22.82% | 618 | #9 |
| #82 | -47.03 | -15.68% | 18.18% | 26.09% | 778 | #10 |
| #83 | -10.80 | -3.60% | 9.67% | 23.29% | 541 | #9 |
| #84 | 30.08 | 10.03% | 10.47% | 85.17% | 580 | #3 |
| #85 | -5.63 | -1.88% | 8.61% | 26.52% | 705 | #7 |
| #86 | -32.14 | -10.71% | 19.34% | 21.90% | 662 | #8 |
| #87 | -3.16 | -1.05% | 12.00% | 18.70% | 754 | #8 |
| #88 | -13.42 | -4.47% | 8.50% | 19.29% | 845 | #5 |
| #89 | 34.41 | 11.47% | 8.47% | 92.74% | 716 | #3 |
| #90 | -27.25 | -9.08% | 13.97% | 37.22% | 755 | #9 |
| #91 | -20.05 | -6.68% | 10.69% | 14.56% | 625 | #7 |
| #92 | -3.59 | -1.20% | 15.67% | 20.13% | 790 | #6 |
| #93 | 7.84 | 2.61% | 8.90% | 79.56% | 680 | #6 |
| #94 | 12.53 | 4.18% | 7.91% | 80.64% | 780 | #3 |
| #95 | -21.71 | -7.24% | 9.09% | 27.42% | 755 | #10 |
| #96 | -49.86 | -16.62% | 23.05% | 5.52% | 743 | #10 |
| #97 | -20.97 | -6.99% | 8.75% | 28.66% | 677 | #7 |
| #98 | 57.01 | 19.00% | 8.52% | 85.59% | 805 | #4 |
| #99 | -16.87 | -5.62% | 11.55% | 28.66% | 628 | #7 |
| #100 | 28.46 | 9.49% | 8.82% | 76.43% | 666 | #3 |