ea · 100-run average
Ultimate Breakout System
🏆 5 wins / 100 · Profit rank #8 · DD rank #6
$10.74
1.07%
9.93%
24.85%
5 / 100
54.34%
$1073.77
0
Simulation Analysis
How this EA behaved across all 100 independent market paths.
Observed across 100 independent market paths: Ultimate Breakout System ranked #8 of 10 — 5 wins, $10.74 average profit, 24 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 24.85%, spread 20.07%), though 54 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $517.35).
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 | 15.41 | 1.54% | 7.60% | 76.65% | 651 | #4 |
| #2 | -114.54 | -11.45% | 12.94% | 37.27% | 652 | #10 |
| #3 | 32.24 | 3.22% | 7.36% | 76.08% | 669 | #3 |
| #4 | 54.74 | 5.47% | 7.83% | 84.53% | 698 | #3 |
| #5 | 30.28 | 3.03% | 8.39% | 77.82% | 717 | #7 |
| #6 | -16.51 | -1.65% | 7.45% | 17.72% | 779 | #6 |
| #7 | -103.74 | -10.37% | 12.06% | 25.08% | 634 | #8 |
| #8 | 138.70 | 13.87% | 7.33% | 84.56% | 557 | #2 |
| #9 | -69.22 | -6.92% | 8.02% | 30.92% | 692 | #8 |
| #10 | 49.74 | 4.97% | 9.66% | 80.04% | 456 | #8 |
| #11 | -162.23 | -16.22% | 16.88% | 38.62% | 712 | #10 |
| #12 | 183.05 | 18.31% | 7.66% | 67.60% | 642 | Winner |
| #13 | -67.55 | -6.76% | 11.43% | 27.10% | 668 | #8 |
| #14 | 185.23 | 18.52% | 8.14% | 75.71% | 704 | #2 |
| #15 | -143.93 | -14.39% | 15.86% | 7.05% | 752 | #8 |
| #16 | -105.20 | -10.52% | 12.62% | 25.57% | 661 | #9 |
| #17 | 33.91 | 3.39% | 7.66% | 78.68% | 713 | #7 |
| #18 | -151.25 | -15.13% | 18.83% | 24.95% | 509 | #9 |
| #19 | -215.18 | -21.52% | 24.85% | 25.20% | 758 | #9 |
| #20 | 3.24 | 0.32% | 7.28% | 40.66% | 728 | #6 |
| #21 | 110.83 | 11.08% | 7.44% | 77.12% | 673 | #5 |
| #22 | -110.94 | -11.09% | 13.14% | 42.51% | 661 | #10 |
| #23 | 91.06 | 9.11% | 7.06% | 86.20% | 652 | #4 |
| #24 | 151.54 | 15.15% | 5.69% | 86.13% | 613 | #3 |
| #25 | 104.06 | 10.41% | 8.24% | 88.28% | 708 | #4 |
| #26 | 127.26 | 12.73% | 7.02% | 90.05% | 633 | #2 |
| #27 | -132.27 | -13.23% | 15.11% | 12.66% | 616 | #9 |
| #28 | -113.82 | -11.38% | 12.41% | 40.26% | 703 | #9 |
| #29 | 190.93 | 19.09% | 8.05% | 89.15% | 590 | Winner |
| #30 | -77.06 | -7.71% | 8.03% | 16.02% | 518 | #9 |
| #31 | -244.21 | -24.42% | 24.44% | 34.71% | 703 | #9 |
| #32 | -81.53 | -8.15% | 8.84% | 19.00% | 700 | #9 |
| #33 | 198.71 | 19.87% | 9.83% | 71.33% | 694 | Winner |
| #34 | -104.44 | -10.44% | 10.83% | 22.97% | 553 | #8 |
| #35 | 187.69 | 18.77% | 7.41% | 74.70% | 747 | #3 |
| #36 | 18.84 | 1.88% | 7.83% | 75.61% | 701 | #4 |
| #37 | -76.17 | -7.62% | 10.21% | 1.24% | 646 | #9 |
| #38 | 26.24 | 2.62% | 9.66% | 75.60% | 623 | #6 |
| #39 | 85.54 | 8.55% | 6.12% | 80.58% | 623 | #5 |
| #40 | 5.67 | 0.57% | 10.29% | 66.77% | 626 | #7 |
| #41 | 152.28 | 15.23% | 7.12% | 62.62% | 725 | #3 |
| #42 | -89.60 | -8.96% | 12.14% | 41.35% | 694 | #7 |
| #43 | 87.50 | 8.75% | 9.85% | 81.10% | 730 | #6 |
| #44 | 130.07 | 13.01% | 7.39% | 87.77% | 654 | #3 |
| #45 | 70.83 | 7.08% | 7.30% | 78.59% | 509 | #5 |
| #46 | -17.00 | -1.70% | 7.71% | 32.35% | 612 | #6 |
| #47 | -125.12 | -12.51% | 12.56% | 8.38% | 716 | #8 |
| #48 | -66.57 | -6.66% | 11.15% | 43.94% | 619 | #9 |
| #49 | 158.21 | 15.82% | 8.10% | 89.89% | 752 | #2 |
| #50 | 168.96 | 16.90% | 6.86% | 87.37% | 578 | Winner |
| #51 | 88.26 | 8.83% | 8.05% | 88.93% | 759 | #3 |
| #52 | 145.25 | 14.52% | 8.15% | 89.93% | 824 | #2 |
| #53 | 135.43 | 13.54% | 8.53% | 90.83% | 731 | #3 |
| #54 | -20.85 | -2.09% | 9.32% | 20.71% | 729 | #9 |
| #55 | 183.11 | 18.31% | 7.33% | 78.40% | 750 | #2 |
| #56 | 86.74 | 8.67% | 8.19% | 81.80% | 632 | #5 |
| #57 | 42.13 | 4.21% | 7.76% | 89.01% | 764 | #7 |
| #58 | 118.29 | 11.83% | 9.04% | 79.04% | 563 | #2 |
| #59 | -82.30 | -8.23% | 11.44% | 5.05% | 495 | #9 |
| #60 | 19.67 | 1.97% | 9.19% | 73.13% | 614 | #6 |
| #61 | -63.82 | -6.38% | 10.38% | 47.84% | 763 | #8 |
| #62 | -64.88 | -6.49% | 8.92% | 14.62% | 431 | #9 |
| #63 | 273.14 | 27.31% | 4.78% | 80.60% | 768 | Winner |
| #64 | 79.50 | 7.95% | 8.88% | 79.33% | 653 | #6 |
| #65 | 160.09 | 16.01% | 6.59% | 75.13% | 599 | #4 |
| #66 | -39.07 | -3.91% | 9.56% | 18.51% | 805 | #6 |
| #67 | -73.33 | -7.33% | 12.59% | 45.05% | 728 | #8 |
| #68 | 80.22 | 8.02% | 7.59% | 75.74% | 573 | #4 |
| #69 | 26.79 | 2.68% | 7.06% | 86.20% | 819 | #4 |
| #70 | -128.30 | -12.83% | 13.64% | 39.88% | 652 | #8 |
| #71 | -125.47 | -12.55% | 13.24% | 29.22% | 794 | #8 |
| #72 | 124.73 | 12.47% | 10.37% | 73.23% | 508 | #5 |
| #73 | -125.62 | -12.56% | 13.65% | 40.29% | 767 | #9 |
| #74 | 63.07 | 6.31% | 8.33% | 77.99% | 736 | #5 |
| #75 | -57.25 | -5.73% | 8.99% | 29.78% | 779 | #7 |
| #76 | -192.59 | -19.26% | 20.14% | 22.08% | 720 | #10 |
| #77 | -74.12 | -7.41% | 8.34% | 42.91% | 762 | #9 |
| #78 | 83.19 | 8.32% | 8.06% | 80.65% | 713 | #4 |
| #79 | -142.24 | -14.22% | 16.09% | 27.93% | 802 | #9 |
| #80 | -90.73 | -9.07% | 9.32% | 3.99% | 551 | #9 |
| #81 | -112.01 | -11.20% | 11.50% | 36.10% | 831 | #8 |
| #82 | 197.59 | 19.76% | 6.93% | 83.41% | 639 | #2 |
| #83 | 41.02 | 4.10% | 7.85% | 53.26% | 860 | #8 |
| #84 | 127.64 | 12.76% | 7.68% | 71.43% | 532 | #4 |
| #85 | -146.05 | -14.61% | 15.60% | 20.65% | 736 | #9 |
| #86 | -27.26 | -2.73% | 8.61% | 19.72% | 507 | #9 |
| #87 | 5.90 | 0.59% | 8.03% | 43.08% | 780 | #7 |
| #88 | -76.32 | -7.63% | 9.34% | 21.08% | 721 | #8 |
| #89 | 115.46 | 11.55% | 7.43% | 92.20% | 833 | #5 |
| #90 | -90.12 | -9.01% | 14.70% | 40.96% | 647 | #8 |
| #91 | -8.58 | -0.86% | 8.88% | 18.67% | 798 | #8 |
| #92 | 49.58 | 4.96% | 8.57% | 79.02% | 615 | #4 |
| #93 | -37.19 | -3.72% | 7.98% | 20.23% | 702 | #5 |
| #94 | -9.65 | -0.97% | 8.35% | 14.43% | 589 | #6 |
| #95 | -67.19 | -6.72% | 9.66% | 25.30% | 830 | #7 |
| #96 | -177.48 | -17.75% | 20.45% | 25.60% | 621 | #9 |
| #97 | 138.78 | 13.88% | 6.19% | 64.55% | 787 | #3 |
| #98 | 174.70 | 17.47% | 8.75% | 85.22% | 744 | #2 |
| #99 | 87.96 | 8.80% | 7.38% | 86.41% | 736 | #3 |
| #100 | 53.27 | 5.33% | 7.57% | 78.59% | 654 | #4 |