ea · 100-run average
Ultimate Breakout System
🏆 7 wins / 100 · Profit rank #6 · DD rank #8
$12.58
1.26%
10.64%
27.12%
7 / 100
55.74%
$1258.35
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 — 7 wins, $12.58 average profit, 32 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 27.12%, spread 21.09%), though 57 of 100 paths still finished profitable.
Path variation: Only 7 outright wins, but frequently stayed within reach of the leaders.
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 | -14.58 | -1.46% | 9.41% | 17.35% | 686 | #8 |
| #2 | 125.90 | 12.59% | 9.76% | 91.25% | 789 | #2 |
| #3 | 147.77 | 14.78% | 7.61% | 81.94% | 753 | #4 |
| #4 | 203.90 | 20.39% | 6.83% | 89.72% | 642 | Winner |
| #5 | 19.32 | 1.93% | 8.71% | 72.30% | 722 | #3 |
| #6 | -168.70 | -16.87% | 20.92% | 18.78% | 591 | #9 |
| #7 | 113.55 | 11.36% | 7.36% | 77.08% | 672 | #3 |
| #8 | 101.76 | 10.18% | 8.86% | 82.34% | 657 | #3 |
| #9 | -145.09 | -14.51% | 14.51% | 10.05% | 547 | #9 |
| #10 | 102.03 | 10.20% | 8.07% | 84.63% | 696 | #3 |
| #11 | -129.50 | -12.95% | 14.57% | 26.36% | 516 | #9 |
| #12 | -100.29 | -10.03% | 11.35% | 22.87% | 704 | #9 |
| #13 | -0.20 | -0.02% | 7.12% | 17.96% | 657 | #7 |
| #14 | -44.60 | -4.46% | 9.94% | 27.74% | 584 | #8 |
| #15 | -13.70 | -1.37% | 9.38% | 19.69% | 716 | #4 |
| #16 | -0.90 | -0.09% | 8.34% | 21.41% | 710 | #8 |
| #17 | -182.89 | -18.29% | 18.29% | 23.55% | 705 | #10 |
| #18 | 79.02 | 7.90% | 9.69% | 89.23% | 678 | Winner |
| #19 | 121.81 | 12.18% | 6.81% | 87.17% | 686 | #5 |
| #20 | 89.25 | 8.92% | 9.84% | 79.59% | 534 | #4 |
| #21 | -76.50 | -7.65% | 10.62% | 45.23% | 681 | #8 |
| #22 | -122.04 | -12.20% | 14.88% | 20.43% | 783 | #8 |
| #23 | -36.87 | -3.69% | 7.94% | 41.98% | 648 | #7 |
| #24 | -173.95 | -17.40% | 23.89% | 9.17% | 698 | #10 |
| #25 | 26.89 | 2.69% | 11.44% | 71.12% | 464 | #5 |
| #26 | -65.24 | -6.52% | 9.51% | 16.13% | 558 | #7 |
| #27 | -176.38 | -17.64% | 17.64% | 21.36% | 590 | #10 |
| #28 | 11.47 | 1.15% | 8.05% | 32.54% | 630 | #4 |
| #29 | 94.94 | 9.49% | 7.99% | 84.59% | 688 | #4 |
| #30 | 116.46 | 11.65% | 7.27% | 87.79% | 737 | #3 |
| #31 | 142.03 | 14.20% | 8.41% | 85.14% | 673 | #2 |
| #32 | 220.67 | 22.07% | 6.40% | 83.92% | 709 | Winner |
| #33 | -5.43 | -0.54% | 8.69% | 4.55% | 725 | #6 |
| #34 | -57.41 | -5.74% | 8.83% | 19.61% | 811 | #7 |
| #35 | 29.92 | 2.99% | 9.77% | 76.79% | 642 | #6 |
| #36 | 11.62 | 1.16% | 8.12% | 41.36% | 689 | #8 |
| #37 | -105.16 | -10.52% | 11.87% | 20.41% | 637 | #9 |
| #38 | -194.94 | -19.49% | 20.40% | 22.01% | 668 | #10 |
| #39 | 11.29 | 1.13% | 7.61% | 66.80% | 515 | #5 |
| #40 | 23.34 | 2.33% | 7.68% | 86.51% | 697 | #5 |
| #41 | -159.54 | -15.95% | 17.97% | 38.04% | 673 | #10 |
| #42 | 152.91 | 15.29% | 9.72% | 88.50% | 687 | #2 |
| #43 | -74.08 | -7.41% | 8.50% | 19.70% | 594 | #7 |
| #44 | 26.95 | 2.70% | 9.24% | 88.89% | 693 | #7 |
| #45 | -12.25 | -1.23% | 8.94% | 19.87% | 639 | #4 |
| #46 | 55.90 | 5.59% | 8.43% | 80.25% | 724 | #6 |
| #47 | 4.43 | 0.44% | 7.43% | 54.94% | 739 | #3 |
| #48 | 41.06 | 4.11% | 7.98% | 78.65% | 534 | #5 |
| #49 | 109.96 | 11.00% | 9.13% | 89.22% | 705 | #4 |
| #50 | -158.52 | -15.85% | 18.78% | 10.94% | 658 | #10 |
| #51 | 49.94 | 4.99% | 8.50% | 90.29% | 577 | #3 |
| #52 | -113.21 | -11.32% | 11.36% | 37.88% | 689 | #6 |
| #53 | 124.28 | 12.43% | 8.98% | 86.51% | 697 | #3 |
| #54 | 174.81 | 17.48% | 8.59% | 88.97% | 789 | #6 |
| #55 | -155.82 | -15.58% | 17.33% | 2.92% | 651 | #10 |
| #56 | 160.97 | 16.10% | 6.20% | 91.37% | 568 | Winner |
| #57 | -73.64 | -7.36% | 12.81% | 27.30% | 630 | #9 |
| #58 | -139.76 | -13.98% | 16.83% | 23.81% | 672 | #9 |
| #59 | -71.84 | -7.18% | 9.64% | 26.44% | 662 | #10 |
| #60 | 24.48 | 2.45% | 10.17% | 74.01% | 708 | #6 |
| #61 | 63.85 | 6.39% | 11.16% | 84.53% | 653 | #5 |
| #62 | 199.65 | 19.97% | 9.16% | 85.65% | 627 | #2 |
| #63 | 105.26 | 10.53% | 8.12% | 83.71% | 626 | #4 |
| #64 | -207.81 | -20.78% | 21.10% | 20.12% | 487 | #10 |
| #65 | 35.17 | 3.52% | 8.43% | 72.47% | 494 | #5 |
| #66 | 83.19 | 8.32% | 7.62% | 93.11% | 711 | #2 |
| #67 | -136.88 | -13.69% | 18.39% | 37.57% | 676 | #10 |
| #68 | -105.21 | -10.52% | 13.42% | 36.36% | 649 | #8 |
| #69 | -160.97 | -16.10% | 18.23% | 24.06% | 694 | #10 |
| #70 | 209.52 | 20.95% | 6.03% | 86.46% | 650 | Winner |
| #71 | -103.98 | -10.40% | 12.18% | 29.17% | 600 | #8 |
| #72 | 75.37 | 7.54% | 8.43% | 75.77% | 619 | #6 |
| #73 | -136.44 | -13.64% | 16.57% | 28.65% | 733 | #9 |
| #74 | 35.33 | 3.53% | 7.38% | 76.88% | 653 | #5 |
| #75 | 31.14 | 3.11% | 8.87% | 73.22% | 478 | #3 |
| #76 | 221.89 | 22.19% | 8.43% | 86.80% | 644 | Winner |
| #77 | 184.79 | 18.48% | 9.82% | 91.19% | 806 | #2 |
| #78 | 71.83 | 7.18% | 7.99% | 77.63% | 760 | #3 |
| #79 | -56.65 | -5.67% | 9.86% | 16.26% | 689 | #9 |
| #80 | 150.67 | 15.07% | 8.12% | 89.08% | 696 | #2 |
| #81 | 160.87 | 16.09% | 7.41% | 76.09% | 686 | #3 |
| #82 | 119.38 | 11.94% | 6.62% | 80.91% | 723 | #4 |
| #83 | -108.53 | -10.85% | 13.58% | 42.27% | 679 | #7 |
| #84 | 3.76 | 0.38% | 9.42% | 58.42% | 469 | #6 |
| #85 | 157.03 | 15.70% | 7.01% | 81.56% | 705 | #2 |
| #86 | -98.54 | -9.85% | 12.13% | 12.03% | 790 | #8 |
| #87 | 163.78 | 16.38% | 9.01% | 83.52% | 698 | Winner |
| #88 | -21.87 | -2.19% | 8.28% | 20.76% | 761 | #4 |
| #89 | -142.60 | -14.26% | 16.72% | 36.93% | 704 | #9 |
| #90 | 46.35 | 4.64% | 6.71% | 81.11% | 704 | #2 |
| #91 | 243.90 | 24.39% | 10.66% | 83.87% | 589 | #2 |
| #92 | 43.32 | 4.33% | 7.78% | 78.04% | 774 | #2 |
| #93 | 85.62 | 8.56% | 7.66% | 80.59% | 680 | #5 |
| #94 | 120.59 | 12.06% | 7.55% | 85.62% | 723 | #3 |
| #95 | -235.66 | -23.57% | 27.12% | 24.17% | 757 | #10 |
| #96 | 25.49 | 2.55% | 10.54% | 79.97% | 639 | #5 |
| #97 | 102.11 | 10.21% | 9.06% | 85.11% | 685 | #3 |
| #98 | -42.84 | -4.28% | 9.01% | 25.93% | 617 | #9 |
| #99 | -37.73 | -3.77% | 9.00% | 6.45% | 512 | #9 |
| #100 | 168.60 | 16.86% | 8.96% | 85.17% | 715 | #3 |