ea · 100-run average
Ultimate Breakout System
🏆 8 wins / 100 · Profit rank #7 · DD rank #7
$8.82
2.94%
11.13%
34.14%
8 / 100
51.24%
$882.27
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 — 8 wins, $8.82 average profit, 30 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 34.14%, spread 27.26%), though 49 of 100 paths still finished profitable.
Path variation: Only 8 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 | -2.33 | -0.78% | 8.47% | 15.06% | 757 | #7 |
| #2 | -12.35 | -4.12% | 8.94% | 41.74% | 690 | #7 |
| #3 | -23.07 | -7.69% | 16.25% | 1.02% | 586 | #8 |
| #4 | 35.44 | 11.81% | 7.73% | 82.25% | 710 | #3 |
| #5 | 45.00 | 15.00% | 10.14% | 96.19% | 761 | #3 |
| #6 | -21.89 | -7.30% | 14.84% | 19.22% | 692 | #9 |
| #7 | 56.04 | 18.68% | 10.77% | 85.82% | 684 | #2 |
| #8 | -10.70 | -3.57% | 9.01% | 27.86% | 786 | #6 |
| #9 | 43.46 | 14.49% | 8.41% | 89.65% | 686 | #3 |
| #10 | -57.23 | -19.08% | 26.91% | 29.52% | 708 | #7 |
| #11 | 62.73 | 20.91% | 9.40% | 86.17% | 593 | #2 |
| #12 | 9.19 | 3.06% | 7.44% | 76.96% | 703 | #6 |
| #13 | -10.18 | -3.39% | 6.88% | 1.84% | 705 | #7 |
| #14 | -31.39 | -10.46% | 12.91% | 17.85% | 594 | #9 |
| #15 | -40.77 | -13.59% | 14.58% | 30.75% | 530 | #9 |
| #16 | 77.15 | 25.72% | 11.51% | 86.77% | 635 | #2 |
| #17 | 68.54 | 22.85% | 7.90% | 81.90% | 746 | Winner |
| #18 | -10.46 | -3.49% | 8.20% | 45.40% | 630 | #9 |
| #19 | -6.28 | -2.09% | 13.55% | 17.43% | 677 | #6 |
| #20 | 62.95 | 20.98% | 7.80% | 81.38% | 650 | Winner |
| #21 | -45.32 | -15.11% | 17.77% | 22.94% | 667 | #9 |
| #22 | 35.87 | 11.96% | 8.53% | 84.53% | 601 | #4 |
| #23 | 1.19 | 0.40% | 7.02% | 31.76% | 677 | #5 |
| #24 | 46.16 | 15.39% | 8.08% | 82.62% | 702 | Winner |
| #25 | -3.70 | -1.23% | 8.95% | 9.66% | 580 | #6 |
| #26 | -2.65 | -0.88% | 7.02% | 41.42% | 478 | #6 |
| #27 | 4.32 | 1.44% | 9.50% | 58.07% | 694 | #6 |
| #28 | 78.87 | 26.29% | 9.49% | 83.57% | 706 | Winner |
| #29 | -21.82 | -7.27% | 29.74% | 11.24% | 685 | #9 |
| #30 | -25.80 | -8.60% | 10.07% | 35.22% | 744 | #6 |
| #31 | -21.25 | -7.08% | 11.05% | 14.00% | 607 | #6 |
| #32 | -17.67 | -5.89% | 10.78% | 43.94% | 792 | #7 |
| #33 | -17.66 | -5.89% | 8.84% | 39.08% | 563 | #8 |
| #34 | -16.49 | -5.50% | 10.84% | 30.69% | 756 | #8 |
| #35 | -30.50 | -10.17% | 10.61% | 40.49% | 568 | #8 |
| #36 | -0.05 | -0.02% | 8.42% | 1.41% | 711 | #6 |
| #37 | 4.17 | 1.39% | 8.52% | 32.40% | 682 | #7 |
| #38 | -5.99 | -2.00% | 9.18% | 32.68% | 771 | #5 |
| #39 | -26.50 | -8.83% | 13.23% | 25.71% | 638 | #9 |
| #40 | -30.80 | -10.27% | 10.77% | 22.95% | 658 | #8 |
| #41 | 30.31 | 10.10% | 8.25% | 83.57% | 700 | #4 |
| #42 | -28.76 | -9.59% | 13.15% | 22.68% | 807 | #9 |
| #43 | 46.73 | 15.58% | 9.28% | 81.13% | 604 | #2 |
| #44 | 71.20 | 23.73% | 13.26% | 85.26% | 726 | #2 |
| #45 | 7.26 | 2.42% | 8.72% | 59.54% | 739 | #5 |
| #46 | 59.67 | 19.89% | 10.22% | 87.21% | 477 | #2 |
| #47 | 26.57 | 8.86% | 8.70% | 82.23% | 799 | #2 |
| #48 | 81.36 | 27.12% | 14.10% | 82.27% | 767 | Winner |
| #49 | 20.76 | 6.92% | 7.94% | 66.38% | 693 | #6 |
| #50 | 15.46 | 5.15% | 9.63% | 78.49% | 767 | #5 |
| #51 | 44.96 | 14.99% | 10.39% | 82.21% | 759 | #4 |
| #52 | -10.40 | -3.47% | 10.34% | 31.74% | 860 | #8 |
| #53 | 18.50 | 6.17% | 8.82% | 80.68% | 409 | #3 |
| #54 | 35.64 | 11.88% | 8.16% | 79.61% | 770 | #4 |
| #55 | -31.10 | -10.37% | 10.37% | 29.74% | 612 | #10 |
| #56 | -39.71 | -13.24% | 15.69% | 36.73% | 765 | #8 |
| #57 | 15.27 | 5.09% | 8.03% | 77.19% | 798 | #5 |
| #58 | 1.97 | 0.66% | 8.93% | 34.78% | 693 | #7 |
| #59 | 39.23 | 13.08% | 8.96% | 78.85% | 676 | #2 |
| #60 | -7.98 | -2.66% | 8.09% | 23.30% | 794 | #6 |
| #61 | 65.83 | 21.94% | 9.23% | 83.00% | 653 | #3 |
| #62 | 65.82 | 21.94% | 8.37% | 79.65% | 860 | #3 |
| #63 | -49.09 | -16.36% | 18.24% | 41.31% | 535 | #8 |
| #64 | -34.87 | -11.62% | 16.96% | 39.62% | 780 | #9 |
| #65 | -26.07 | -8.69% | 13.97% | 14.98% | 721 | #10 |
| #66 | 60.11 | 20.04% | 10.19% | 89.04% | 675 | Winner |
| #67 | -102.23 | -34.08% | 34.14% | 31.89% | 624 | #10 |
| #68 | -32.05 | -10.68% | 11.43% | 35.44% | 742 | #10 |
| #69 | 13.24 | 4.41% | 8.88% | 92.47% | 717 | #8 |
| #70 | 42.32 | 14.11% | 9.15% | 87.08% | 681 | #6 |
| #71 | 79.03 | 26.34% | 14.51% | 81.62% | 718 | Winner |
| #72 | -30.62 | -10.21% | 13.21% | 8.84% | 509 | #10 |
| #73 | -34.77 | -11.59% | 16.13% | 25.15% | 489 | #9 |
| #74 | -2.80 | -0.93% | 8.11% | 17.34% | 519 | #9 |
| #75 | 45.04 | 15.01% | 10.52% | 93.41% | 622 | #2 |
| #76 | -41.02 | -13.67% | 21.26% | 13.28% | 580 | #10 |
| #77 | 28.13 | 9.38% | 9.85% | 75.26% | 582 | #4 |
| #78 | -17.59 | -5.86% | 11.11% | 19.31% | 813 | #6 |
| #79 | 79.06 | 26.35% | 9.80% | 81.66% | 698 | #2 |
| #80 | -27.30 | -9.10% | 10.32% | 22.69% | 551 | #9 |
| #81 | 42.76 | 14.25% | 8.19% | 83.56% | 730 | #3 |
| #82 | -14.76 | -4.92% | 8.25% | 35.50% | 738 | #9 |
| #83 | 52.14 | 17.38% | 12.03% | 83.02% | 742 | #3 |
| #84 | 33.46 | 11.15% | 7.63% | 81.79% | 840 | #5 |
| #85 | 56.00 | 18.67% | 7.95% | 92.97% | 697 | #2 |
| #86 | -25.64 | -8.55% | 12.48% | 14.93% | 536 | #7 |
| #87 | 30.24 | 10.08% | 7.93% | 82.90% | 655 | #3 |
| #88 | 48.21 | 16.07% | 8.40% | 91.12% | 642 | #3 |
| #89 | -4.82 | -1.61% | 8.31% | 16.15% | 650 | #7 |
| #90 | 75.29 | 25.10% | 10.87% | 86.94% | 720 | #2 |
| #91 | -14.42 | -4.81% | 9.75% | 35.80% | 785 | #5 |
| #92 | 5.31 | 1.77% | 8.12% | 42.61% | 683 | #8 |
| #93 | 57.34 | 19.11% | 8.26% | 95.12% | 697 | Winner |
| #94 | 39.47 | 13.16% | 13.97% | 85.52% | 587 | #4 |
| #95 | -19.92 | -6.64% | 12.72% | 0.28% | 718 | #6 |
| #96 | -3.82 | -1.27% | 8.73% | 19.51% | 697 | #8 |
| #97 | -14.35 | -4.78% | 10.83% | 21.82% | 683 | #9 |
| #98 | -36.58 | -12.19% | 14.98% | 17.32% | 693 | #8 |
| #99 | -1.62 | -0.54% | 11.41% | 21.98% | 737 | #9 |
| #100 | -37.36 | -12.45% | 16.10% | 39.43% | 738 | #9 |