ea · 100-run average
Ultimate Breakout System
🏆 5 wins / 100 · Profit rank #6 · DD rank #7
$19.31
1.93%
10.42%
24.83%
5 / 100
56.00%
$1931.13
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 — 5 wins, $19.31 average profit, 27 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 24.83%, spread 19.04%), though 55 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $448.17).
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 | 118.08 | 11.81% | 8.35% | 89.70% | 689 | #4 |
| #2 | -99.48 | -9.95% | 14.43% | 29.79% | 668 | #9 |
| #3 | 21.22 | 2.12% | 12.79% | 78.15% | 682 | #4 |
| #4 | -14.79 | -1.48% | 8.32% | 20.39% | 716 | #7 |
| #5 | -17.64 | -1.76% | 7.28% | 5.88% | 731 | #6 |
| #6 | -48.75 | -4.88% | 11.65% | 22.90% | 677 | #8 |
| #7 | -43.66 | -4.37% | 8.74% | 18.41% | 630 | #7 |
| #8 | -82.96 | -8.30% | 10.75% | 6.12% | 735 | #5 |
| #9 | 12.48 | 1.25% | 8.90% | 76.59% | 534 | #8 |
| #10 | -55.94 | -5.59% | 8.06% | 28.39% | 620 | #7 |
| #11 | 0.38 | 0.04% | 15.62% | 14.41% | 708 | #6 |
| #12 | 183.58 | 18.36% | 8.92% | 87.41% | 691 | #2 |
| #13 | 219.59 | 21.96% | 9.69% | 87.70% | 699 | #2 |
| #14 | 219.64 | 21.96% | 8.57% | 84.17% | 676 | Winner |
| #15 | 53.29 | 5.33% | 7.68% | 87.41% | 707 | #7 |
| #16 | -198.17 | -19.82% | 21.70% | 23.37% | 719 | #9 |
| #17 | 181.52 | 18.15% | 10.83% | 89.05% | 685 | #2 |
| #18 | -117.63 | -11.76% | 13.89% | 25.64% | 784 | #9 |
| #19 | 47.03 | 4.70% | 8.06% | 78.35% | 559 | #4 |
| #20 | 121.26 | 12.13% | 8.80% | 85.71% | 686 | #2 |
| #21 | 74.93 | 7.49% | 8.04% | 84.21% | 684 | #3 |
| #22 | 108.41 | 10.84% | 8.27% | 83.69% | 607 | #3 |
| #23 | 88.58 | 8.86% | 8.03% | 87.55% | 691 | #4 |
| #24 | 57.37 | 5.74% | 9.12% | 76.99% | 691 | #7 |
| #25 | -6.14 | -0.61% | 7.95% | 38.30% | 684 | #7 |
| #26 | 99.49 | 9.95% | 8.43% | 77.45% | 470 | #4 |
| #27 | -121.67 | -12.17% | 13.44% | 43.10% | 659 | #10 |
| #28 | 32.42 | 3.24% | 7.84% | 91.84% | 711 | #7 |
| #29 | -1.13 | -0.11% | 8.25% | 30.00% | 560 | #6 |
| #30 | 132.91 | 13.29% | 9.67% | 81.70% | 634 | #4 |
| #31 | -25.44 | -2.54% | 7.28% | 18.17% | 655 | #7 |
| #32 | 73.12 | 7.31% | 9.27% | 91.62% | 728 | #5 |
| #33 | -0.96 | -0.10% | 7.62% | 16.16% | 619 | #6 |
| #34 | -26.46 | -2.65% | 8.61% | 19.42% | 757 | #7 |
| #35 | 106.17 | 10.62% | 13.18% | 83.38% | 668 | #3 |
| #36 | -22.36 | -2.24% | 8.42% | 23.11% | 740 | #8 |
| #37 | 100.10 | 10.01% | 11.42% | 83.36% | 685 | #2 |
| #38 | 130.68 | 13.07% | 8.74% | 88.31% | 753 | #3 |
| #39 | 106.99 | 10.70% | 7.95% | 91.63% | 753 | #5 |
| #40 | 100.02 | 10.00% | 7.96% | 84.62% | 559 | #4 |
| #41 | 123.68 | 12.37% | 9.67% | 66.76% | 740 | #3 |
| #42 | 46.21 | 4.62% | 6.79% | 89.99% | 729 | #8 |
| #43 | 52.54 | 5.25% | 6.83% | 76.87% | 601 | #3 |
| #44 | -169.63 | -16.96% | 18.84% | 26.22% | 740 | #10 |
| #45 | -137.61 | -13.76% | 17.43% | 13.38% | 665 | #9 |
| #46 | 117.91 | 11.79% | 7.31% | 82.60% | 770 | #3 |
| #47 | -148.93 | -14.89% | 18.08% | 19.68% | 696 | #9 |
| #48 | 60.39 | 6.04% | 8.01% | 70.13% | 539 | #5 |
| #49 | -25.67 | -2.57% | 13.03% | 18.75% | 736 | #7 |
| #50 | -47.95 | -4.80% | 11.07% | 20.45% | 660 | #8 |
| #51 | -133.62 | -13.36% | 15.50% | 38.50% | 709 | #9 |
| #52 | -117.49 | -11.75% | 14.52% | 42.54% | 811 | #7 |
| #53 | -148.81 | -14.88% | 16.70% | 39.85% | 522 | #8 |
| #54 | 74.13 | 7.41% | 8.17% | 93.23% | 753 | #6 |
| #55 | -161.57 | -16.16% | 16.24% | 40.61% | 756 | #7 |
| #56 | 93.02 | 9.30% | 9.89% | 68.64% | 660 | #5 |
| #57 | 140.39 | 14.04% | 10.31% | 84.03% | 714 | #2 |
| #58 | 199.17 | 19.92% | 8.25% | 88.39% | 758 | Winner |
| #59 | -114.78 | -11.48% | 12.08% | 28.11% | 651 | #9 |
| #60 | 18.10 | 1.81% | 7.69% | 48.94% | 754 | #6 |
| #61 | -154.47 | -15.45% | 17.06% | 26.53% | 622 | #10 |
| #62 | 24.88 | 2.49% | 8.50% | 90.31% | 702 | #6 |
| #63 | 173.90 | 17.39% | 7.89% | 81.96% | 787 | Winner |
| #64 | -112.55 | -11.25% | 13.09% | 4.68% | 769 | #10 |
| #65 | -44.50 | -4.45% | 8.15% | 30.74% | 540 | #5 |
| #66 | 174.25 | 17.42% | 9.36% | 89.81% | 618 | #3 |
| #67 | 106.05 | 10.60% | 9.63% | 79.76% | 657 | #4 |
| #68 | -114.52 | -11.45% | 17.63% | 40.23% | 773 | #9 |
| #69 | 164.35 | 16.44% | 9.42% | 85.84% | 678 | Winner |
| #70 | 76.59 | 7.66% | 7.15% | 86.90% | 771 | #3 |
| #71 | -137.42 | -13.74% | 14.85% | 37.14% | 665 | #8 |
| #72 | -79.41 | -7.94% | 10.54% | 39.83% | 600 | #8 |
| #73 | 170.62 | 17.06% | 7.52% | 75.10% | 715 | #2 |
| #74 | 141.82 | 14.18% | 8.67% | 75.13% | 784 | #2 |
| #75 | -216.85 | -21.69% | 21.91% | 21.88% | 754 | #8 |
| #76 | -2.95 | -0.30% | 8.61% | 18.77% | 746 | #5 |
| #77 | 34.16 | 3.42% | 7.46% | 75.82% | 736 | #7 |
| #78 | 40.33 | 4.03% | 5.79% | 91.40% | 767 | #6 |
| #79 | 7.05 | 0.71% | 7.55% | 51.55% | 644 | #5 |
| #80 | 63.12 | 6.31% | 9.85% | 84.75% | 531 | #6 |
| #81 | 78.71 | 7.87% | 7.57% | 80.81% | 615 | #5 |
| #82 | -16.06 | -1.61% | 7.71% | 40.79% | 787 | #7 |
| #83 | 155.92 | 15.59% | 6.59% | 82.55% | 573 | #3 |
| #84 | 231.32 | 23.13% | 8.21% | 87.68% | 779 | Winner |
| #85 | -0.74 | -0.07% | 8.89% | 24.87% | 796 | #5 |
| #86 | 137.57 | 13.76% | 8.29% | 88.39% | 827 | #2 |
| #87 | 183.48 | 18.35% | 9.47% | 85.21% | 683 | #2 |
| #88 | -52.51 | -5.25% | 13.22% | 6.02% | 747 | #4 |
| #89 | -206.08 | -20.61% | 24.83% | 18.63% | 805 | #9 |
| #90 | 95.78 | 9.58% | 7.35% | 80.90% | 602 | #5 |
| #91 | -97.42 | -9.74% | 11.92% | 27.24% | 646 | #9 |
| #92 | 97.40 | 9.74% | 8.45% | 85.21% | 764 | #3 |
| #93 | -14.94 | -1.49% | 8.45% | 40.48% | 630 | #6 |
| #94 | -5.79 | -0.58% | 9.01% | 37.89% | 776 | #7 |
| #95 | -5.18 | -0.52% | 7.10% | 20.49% | 698 | #7 |
| #96 | 128.80 | 12.88% | 7.25% | 84.90% | 735 | #3 |
| #97 | -166.76 | -16.68% | 17.09% | 1.86% | 753 | #10 |
| #98 | -139.39 | -13.94% | 14.94% | 39.39% | 683 | #9 |
| #99 | 29.98 | 3.00% | 8.15% | 78.81% | 590 | #6 |
| #100 | -42.97 | -4.30% | 8.07% | 7.83% | 766 | #7 |