ea · 100-run average
Ultimate Breakout System
🏆 5 wins / 100 · Profit rank #6 · DD rank #7
$-0.11
-0.01%
10.59%
26.61%
5 / 100
51.38%
$-10.65
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, $-0.11 average profit, 24 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 26.61%, spread 20.63%), though 48 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $484.24).
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 | -147.31 | -14.73% | 15.13% | 29.49% | 719 | #7 |
| #2 | 10.43 | 1.04% | 7.91% | 53.15% | 523 | #5 |
| #3 | 111.77 | 11.18% | 8.99% | 86.52% | 660 | #5 |
| #4 | -109.54 | -10.95% | 12.43% | 25.15% | 672 | #9 |
| #5 | -57.83 | -5.78% | 9.40% | 48.05% | 693 | #6 |
| #6 | -38.27 | -3.83% | 10.30% | 20.36% | 442 | #8 |
| #7 | -92.80 | -9.28% | 14.15% | 36.55% | 714 | #6 |
| #8 | -45.45 | -4.55% | 8.03% | 32.20% | 618 | #5 |
| #9 | -131.26 | -13.13% | 15.99% | 42.94% | 694 | #7 |
| #10 | -25.58 | -2.56% | 9.35% | 23.94% | 706 | #5 |
| #11 | -70.66 | -7.07% | 11.61% | 24.62% | 589 | #8 |
| #12 | -50.03 | -5.00% | 9.38% | 18.88% | 694 | #7 |
| #13 | -81.96 | -8.20% | 10.02% | 11.29% | 558 | #8 |
| #14 | -55.64 | -5.56% | 12.83% | 21.31% | 624 | #7 |
| #15 | -163.84 | -16.38% | 16.38% | 1.82% | 603 | #10 |
| #16 | -85.97 | -8.60% | 11.91% | 31.62% | 702 | #7 |
| #17 | -180.19 | -18.02% | 19.44% | 17.26% | 649 | #9 |
| #18 | 32.18 | 3.22% | 8.03% | 89.68% | 591 | #6 |
| #19 | -97.73 | -9.77% | 12.21% | 20.00% | 465 | #8 |
| #20 | 63.95 | 6.40% | 7.85% | 75.09% | 558 | #4 |
| #21 | -46.93 | -4.69% | 8.48% | 10.30% | 602 | #9 |
| #22 | 2.77 | 0.28% | 9.75% | 27.84% | 528 | #4 |
| #23 | 160.43 | 16.04% | 8.09% | 91.12% | 687 | #2 |
| #24 | -222.35 | -22.24% | 26.61% | 18.77% | 794 | #10 |
| #25 | 20.71 | 2.07% | 11.30% | 91.44% | 549 | #7 |
| #26 | -84.78 | -8.48% | 13.52% | 34.26% | 578 | #9 |
| #27 | -185.55 | -18.56% | 18.92% | 28.45% | 724 | #10 |
| #28 | 4.21 | 0.42% | 7.41% | 63.36% | 494 | #6 |
| #29 | -10.64 | -1.06% | 9.02% | 18.01% | 644 | #4 |
| #30 | 85.45 | 8.55% | 8.05% | 81.95% | 709 | #4 |
| #31 | -207.27 | -20.73% | 21.17% | 32.49% | 671 | #10 |
| #32 | -43.62 | -4.36% | 9.59% | 45.51% | 712 | #9 |
| #33 | -116.36 | -11.64% | 12.17% | 43.96% | 687 | #9 |
| #34 | 31.29 | 3.13% | 9.69% | 76.92% | 442 | #6 |
| #35 | 61.63 | 6.16% | 7.12% | 88.76% | 765 | #5 |
| #36 | 133.70 | 13.37% | 8.73% | 85.07% | 804 | #4 |
| #37 | -21.49 | -2.15% | 9.60% | 19.62% | 688 | #8 |
| #38 | -36.23 | -3.62% | 7.53% | 22.24% | 742 | #6 |
| #39 | -95.42 | -9.54% | 10.24% | 11.56% | 450 | #9 |
| #40 | -123.89 | -12.39% | 14.76% | 17.17% | 792 | #9 |
| #41 | -179.62 | -17.96% | 19.46% | 25.62% | 609 | #10 |
| #42 | 160.67 | 16.07% | 8.26% | 74.60% | 689 | #4 |
| #43 | 23.39 | 2.34% | 7.34% | 79.58% | 769 | #5 |
| #44 | -97.56 | -9.76% | 15.97% | 8.46% | 721 | #10 |
| #45 | -40.03 | -4.00% | 7.42% | 19.51% | 569 | #7 |
| #46 | 100.61 | 10.06% | 7.79% | 82.07% | 552 | #3 |
| #47 | 120.46 | 12.05% | 7.50% | 77.23% | 716 | #4 |
| #48 | -31.16 | -3.12% | 8.21% | 21.95% | 697 | #4 |
| #49 | 30.02 | 3.00% | 8.04% | 79.31% | 720 | #2 |
| #50 | -9.72 | -0.97% | 9.14% | 37.55% | 735 | #6 |
| #51 | 48.94 | 4.89% | 6.77% | 86.20% | 616 | #5 |
| #52 | 182.49 | 18.25% | 6.33% | 75.51% | 637 | Winner |
| #53 | -90.69 | -9.07% | 9.73% | 11.75% | 587 | #8 |
| #54 | -156.83 | -15.68% | 17.20% | 38.37% | 701 | #9 |
| #55 | 187.94 | 18.79% | 7.61% | 88.98% | 717 | Winner |
| #56 | -124.36 | -12.44% | 16.94% | 42.72% | 639 | #8 |
| #57 | 134.40 | 13.44% | 7.35% | 75.95% | 524 | #3 |
| #58 | 145.07 | 14.51% | 9.51% | 85.37% | 540 | #2 |
| #59 | 141.79 | 14.18% | 8.02% | 87.65% | 745 | #3 |
| #60 | 230.81 | 23.08% | 8.33% | 88.06% | 762 | Winner |
| #61 | 65.02 | 6.50% | 8.02% | 86.61% | 672 | #6 |
| #62 | 98.39 | 9.84% | 8.04% | 75.77% | 710 | #3 |
| #63 | 178.92 | 17.89% | 9.83% | 88.20% | 551 | #2 |
| #64 | 145.99 | 14.60% | 5.98% | 60.07% | 581 | #2 |
| #65 | 29.59 | 2.96% | 9.30% | 74.58% | 661 | #3 |
| #66 | -184.60 | -18.46% | 18.63% | 20.26% | 701 | #10 |
| #67 | 40.33 | 4.03% | 7.97% | 74.96% | 659 | #5 |
| #68 | -87.53 | -8.75% | 12.17% | 17.16% | 711 | #8 |
| #69 | 145.41 | 14.54% | 9.70% | 85.97% | 613 | #2 |
| #70 | 182.29 | 18.23% | 7.73% | 93.22% | 664 | Winner |
| #71 | -35.19 | -3.52% | 8.18% | 3.28% | 732 | #8 |
| #72 | -87.55 | -8.76% | 11.65% | 22.90% | 620 | #9 |
| #73 | 95.61 | 9.56% | 6.95% | 78.47% | 613 | #4 |
| #74 | 54.87 | 5.49% | 8.38% | 78.53% | 545 | #3 |
| #75 | -129.38 | -12.94% | 17.37% | 11.18% | 635 | #10 |
| #76 | 43.27 | 4.33% | 7.86% | 78.99% | 557 | #4 |
| #77 | 141.88 | 14.19% | 8.13% | 86.95% | 728 | #2 |
| #78 | -38.77 | -3.88% | 9.58% | 37.55% | 759 | #6 |
| #79 | 181.43 | 18.14% | 9.03% | 84.80% | 612 | #4 |
| #80 | -19.25 | -1.93% | 9.15% | 20.66% | 605 | #7 |
| #81 | 126.36 | 12.64% | 7.91% | 90.32% | 589 | #3 |
| #82 | 152.29 | 15.23% | 7.13% | 85.90% | 858 | #6 |
| #83 | -118.80 | -11.88% | 12.51% | 20.26% | 765 | #7 |
| #84 | 52.87 | 5.29% | 7.90% | 88.60% | 816 | #6 |
| #85 | -181.09 | -18.11% | 18.93% | 26.59% | 677 | #10 |
| #86 | 148.06 | 14.81% | 9.64% | 81.62% | 604 | #2 |
| #87 | -55.09 | -5.51% | 9.12% | 38.52% | 649 | #7 |
| #88 | 261.89 | 26.19% | 6.57% | 82.91% | 860 | Winner |
| #89 | 71.61 | 7.16% | 7.70% | 86.45% | 657 | #3 |
| #90 | -162.14 | -16.21% | 17.49% | 20.63% | 824 | #9 |
| #91 | 88.26 | 8.83% | 6.96% | 88.86% | 709 | #4 |
| #92 | 115.46 | 11.55% | 7.78% | 88.07% | 654 | #5 |
| #93 | -176.36 | -17.64% | 17.73% | 31.39% | 771 | #10 |
| #94 | 148.42 | 14.84% | 6.95% | 86.58% | 641 | #3 |
| #95 | -143.96 | -14.40% | 15.66% | 23.98% | 734 | #8 |
| #96 | -73.86 | -7.39% | 8.24% | 23.96% | 768 | #7 |
| #97 | 114.53 | 11.45% | 6.94% | 75.81% | 678 | #3 |
| #98 | -51.17 | -5.12% | 7.26% | 17.55% | 775 | #6 |
| #99 | -121.93 | -12.19% | 14.30% | 11.42% | 692 | #9 |
| #100 | 106.72 | 10.67% | 8.63% | 83.24% | 513 | #3 |