ea · 100-run average
Straddle
🏆 2 wins / 100 · Profit rank #10 · DD rank #10
$-54.51
-5.45%
12.83%
38.10%
2 / 100
39.65%
$-5451.12
0
Simulation Analysis
How this EA behaved across all 100 independent market paths.
Observed across 100 independent market paths: Straddle ranked #10 of 10 — 2 wins, $-54.51 average profit, 11 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 38.10%, spread 34.49%), though 38 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $565.03).
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 | -77.25 | -7.73% | 10.16% | 22.43% | 107 | #9 |
| #2 | -380.95 | -38.10% | 38.10% | 36.51% | 126 | #10 |
| #3 | -119.87 | -11.99% | 12.76% | 48.37% | 153 | #9 |
| #4 | -244.14 | -24.41% | 24.66% | 36.89% | 103 | #10 |
| #5 | -5.95 | -0.60% | 8.57% | 5.76% | 139 | #9 |
| #6 | 8.79 | 0.88% | 8.04% | 66.98% | 106 | #9 |
| #7 | 47.18 | 4.72% | 7.74% | 64.63% | 147 | #6 |
| #8 | -46.90 | -4.69% | 8.10% | 28.93% | 159 | #8 |
| #9 | -144.00 | -14.40% | 16.66% | 36.21% | 116 | #10 |
| #10 | -79.42 | -7.94% | 9.54% | 40.79% | 152 | #10 |
| #11 | 87.05 | 8.71% | 8.01% | 50.89% | 112 | #6 |
| #12 | 52.40 | 5.24% | 7.34% | 74.87% | 187 | #6 |
| #13 | -98.23 | -9.82% | 13.73% | 43.75% | 96 | #9 |
| #14 | 184.08 | 18.41% | 6.71% | 63.70% | 146 | #4 |
| #15 | -118.10 | -11.81% | 13.64% | 27.45% | 153 | #9 |
| #16 | -128.12 | -12.81% | 14.06% | 41.46% | 123 | #10 |
| #17 | -47.57 | -4.76% | 8.08% | 34.09% | 132 | #7 |
| #18 | 138.39 | 13.84% | 5.88% | 55.46% | 119 | #3 |
| #19 | 52.53 | 5.25% | 6.75% | 45.79% | 107 | #8 |
| #20 | -181.73 | -18.17% | 20.28% | 19.47% | 113 | #10 |
| #21 | -5.03 | -0.50% | 5.35% | 28.86% | 149 | #8 |
| #22 | 85.43 | 8.54% | 7.61% | 66.67% | 141 | #5 |
| #23 | -45.14 | -4.51% | 9.85% | 32.05% | 78 | #10 |
| #24 | 0.92 | 0.09% | 9.13% | 36.11% | 144 | #8 |
| #25 | -134.26 | -13.43% | 16.32% | 33.67% | 98 | #10 |
| #26 | -162.55 | -16.26% | 16.26% | 9.41% | 170 | #10 |
| #27 | -125.79 | -12.58% | 12.58% | 34.29% | 105 | #10 |
| #28 | -160.52 | -16.05% | 17.07% | 10.69% | 131 | #10 |
| #29 | -14.05 | -1.41% | 6.25% | 28.26% | 138 | #7 |
| #30 | -191.19 | -19.12% | 19.38% | 25.87% | 143 | #9 |
| #31 | -81.38 | -8.14% | 11.06% | 35.82% | 134 | #9 |
| #32 | -291.91 | -29.19% | 30.93% | 41.28% | 109 | #10 |
| #33 | 17.59 | 1.76% | 9.15% | 51.96% | 102 | #5 |
| #34 | 0.02 | 0.00% | 3.61% | 34.59% | 159 | #6 |
| #35 | 9.53 | 0.95% | 7.00% | 57.00% | 100 | #5 |
| #36 | -137.51 | -13.75% | 17.31% | 11.17% | 188 | #9 |
| #37 | 81.17 | 8.12% | 8.76% | 54.89% | 133 | #7 |
| #38 | -285.69 | -28.57% | 29.36% | 14.29% | 112 | #10 |
| #39 | -157.97 | -15.80% | 17.57% | 22.31% | 121 | #10 |
| #40 | 158.99 | 15.90% | 6.65% | 66.67% | 147 | #4 |
| #41 | -168.00 | -16.80% | 21.49% | 39.47% | 114 | #10 |
| #42 | -52.74 | -5.27% | 8.54% | 40.22% | 92 | #10 |
| #43 | 79.24 | 7.92% | 7.41% | 59.69% | 129 | #5 |
| #44 | -117.99 | -11.80% | 11.80% | 3.23% | 124 | #10 |
| #45 | -184.76 | -18.48% | 20.37% | 40.00% | 90 | #9 |
| #46 | -178.75 | -17.88% | 21.19% | 41.11% | 90 | #10 |
| #47 | -45.11 | -4.51% | 8.39% | 33.79% | 145 | #6 |
| #48 | -200.59 | -20.06% | 22.81% | 14.79% | 169 | #10 |
| #49 | 13.49 | 1.35% | 7.42% | 46.43% | 112 | #7 |
| #50 | -126.11 | -12.61% | 14.83% | 4.40% | 159 | #8 |
| #51 | 152.25 | 15.23% | 10.14% | 59.44% | 143 | #4 |
| #52 | -183.66 | -18.37% | 19.51% | 5.52% | 163 | #10 |
| #53 | 114.96 | 11.50% | 5.58% | 68.81% | 109 | #2 |
| #54 | 73.26 | 7.33% | 7.36% | 53.66% | 123 | #5 |
| #55 | -236.43 | -23.64% | 27.72% | 42.67% | 150 | #10 |
| #56 | -172.11 | -17.21% | 18.62% | 36.11% | 144 | #10 |
| #57 | -157.64 | -15.76% | 15.86% | 39.82% | 113 | #10 |
| #58 | -71.96 | -7.20% | 7.20% | 2.24% | 134 | #10 |
| #59 | -175.12 | -17.51% | 18.85% | 35.94% | 128 | #10 |
| #60 | 108.65 | 10.87% | 7.30% | 54.23% | 142 | #2 |
| #61 | -189.96 | -19.00% | 19.42% | 44.44% | 126 | #10 |
| #62 | 70.10 | 7.01% | 8.04% | 48.31% | 118 | #5 |
| #63 | 30.36 | 3.04% | 6.75% | 65.75% | 146 | #8 |
| #64 | 68.10 | 6.81% | 7.85% | 43.37% | 83 | #5 |
| #65 | 179.23 | 17.92% | 9.07% | 57.04% | 142 | #3 |
| #66 | 160.92 | 16.09% | 5.43% | 70.09% | 117 | Winner |
| #67 | -144.48 | -14.45% | 15.20% | 38.02% | 121 | #9 |
| #68 | -169.47 | -16.95% | 22.78% | 16.30% | 135 | #10 |
| #69 | 182.20 | 18.22% | 9.24% | 67.94% | 131 | Winner |
| #70 | -161.02 | -16.10% | 17.06% | 16.23% | 191 | #10 |
| #71 | -215.34 | -21.53% | 22.76% | 30.16% | 126 | #10 |
| #72 | 10.30 | 1.03% | 7.73% | 59.46% | 148 | #6 |
| #73 | -194.05 | -19.41% | 19.41% | 12.34% | 154 | #10 |
| #74 | 177.08 | 17.71% | 11.31% | 64.29% | 126 | #2 |
| #75 | 6.00 | 0.60% | 7.71% | 70.27% | 148 | #5 |
| #76 | 147.09 | 14.71% | 7.82% | 58.77% | 114 | #4 |
| #77 | -39.42 | -3.94% | 8.40% | 40.68% | 118 | #8 |
| #78 | -177.74 | -17.77% | 19.68% | 44.86% | 107 | #10 |
| #79 | 6.96 | 0.70% | 8.13% | 41.94% | 93 | #6 |
| #80 | -110.78 | -11.08% | 11.79% | 29.03% | 93 | #10 |
| #81 | -156.80 | -15.68% | 20.92% | 43.92% | 148 | #9 |
| #82 | -117.85 | -11.79% | 15.02% | 26.26% | 99 | #10 |
| #83 | -19.63 | -1.96% | 8.25% | 10.66% | 122 | #8 |
| #84 | 76.92 | 7.69% | 8.11% | 68.06% | 144 | #3 |
| #85 | 88.29 | 8.83% | 7.80% | 48.95% | 143 | #4 |
| #86 | -111.85 | -11.18% | 11.19% | 4.10% | 122 | #10 |
| #87 | -169.56 | -16.96% | 19.53% | 33.79% | 145 | #10 |
| #88 | 28.42 | 2.84% | 7.98% | 59.72% | 72 | #8 |
| #89 | 8.66 | 0.87% | 7.90% | 52.63% | 133 | #8 |
| #90 | -94.02 | -9.40% | 11.48% | 42.31% | 130 | #9 |
| #91 | 140.59 | 14.06% | 7.31% | 63.46% | 156 | #3 |
| #92 | 153.82 | 15.38% | 4.69% | 69.57% | 92 | #3 |
| #93 | -95.33 | -9.53% | 10.74% | 40.91% | 132 | #9 |
| #94 | -293.92 | -29.39% | 30.45% | 38.26% | 115 | #10 |
| #95 | -149.66 | -14.97% | 16.60% | 43.51% | 154 | #10 |
| #96 | -123.78 | -12.38% | 12.85% | 6.62% | 136 | #9 |
| #97 | -121.26 | -12.13% | 13.83% | 22.73% | 154 | #9 |
| #98 | -131.99 | -13.20% | 14.71% | 23.94% | 71 | #9 |
| #99 | -25.19 | -2.52% | 8.63% | 24.79% | 121 | #8 |
| #100 | 97.21 | 9.72% | 7.19% | 60.00% | 100 | #2 |