ea · 100-run average
Ultimate Breakout System
🏆 3 wins / 100 · Profit rank #9 · DD rank #5
$11.09
1.11%
10.18%
23.08%
3 / 100
54.64%
$1108.92
0
Simulation Analysis
How this EA behaved across all 100 independent market paths.
Observed across 100 independent market paths: Ultimate Breakout System ranked #9 of 10 — 3 wins, $11.09 average profit, 32 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 23.08%, spread 18.80%), though 51 of 100 paths still finished profitable.
Path variation: Only 3 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 | 67.88 | 6.79% | 7.26% | 89.79% | 568 | #6 |
| #2 | 161.16 | 16.12% | 8.91% | 82.63% | 616 | #3 |
| #3 | 189.17 | 18.92% | 8.88% | 87.24% | 815 | #3 |
| #4 | 162.46 | 16.25% | 7.63% | 89.58% | 566 | #3 |
| #5 | 163.73 | 16.37% | 6.40% | 87.26% | 840 | #3 |
| #6 | 47.34 | 4.73% | 8.22% | 76.28% | 468 | #3 |
| #7 | -103.69 | -10.37% | 13.43% | 31.62% | 778 | #9 |
| #8 | -132.15 | -13.22% | 13.22% | 23.68% | 646 | #9 |
| #9 | 48.45 | 4.85% | 8.27% | 88.43% | 778 | #4 |
| #10 | 40.44 | 4.04% | 8.14% | 80.56% | 648 | #7 |
| #11 | 24.26 | 2.43% | 7.99% | 74.97% | 735 | #5 |
| #12 | 10.60 | 1.06% | 10.23% | 51.30% | 729 | #4 |
| #13 | 40.84 | 4.08% | 7.94% | 82.72% | 793 | #3 |
| #14 | 69.33 | 6.93% | 8.13% | 55.12% | 713 | #4 |
| #15 | 48.81 | 4.88% | 7.20% | 77.74% | 647 | #5 |
| #16 | 151.41 | 15.14% | 8.77% | 73.85% | 566 | #3 |
| #17 | -79.21 | -7.92% | 10.26% | 18.21% | 780 | #7 |
| #18 | 80.20 | 8.02% | 6.70% | 80.10% | 598 | #3 |
| #19 | -26.97 | -2.70% | 7.58% | 13.25% | 604 | #5 |
| #20 | 83.07 | 8.31% | 7.97% | 82.56% | 493 | #2 |
| #21 | -167.98 | -16.80% | 21.47% | 11.40% | 860 | #8 |
| #22 | -173.86 | -17.39% | 19.25% | 9.09% | 693 | #10 |
| #23 | -137.31 | -13.73% | 15.26% | 31.11% | 794 | #10 |
| #24 | 108.25 | 10.83% | 8.00% | 83.37% | 860 | #3 |
| #25 | 174.58 | 17.46% | 9.65% | 77.35% | 777 | #2 |
| #26 | 148.11 | 14.81% | 11.51% | 89.09% | 706 | #4 |
| #27 | -119.76 | -11.98% | 12.93% | 40.81% | 615 | #10 |
| #28 | -4.53 | -0.45% | 8.57% | 19.41% | 675 | #8 |
| #29 | 120.73 | 12.07% | 8.96% | 89.99% | 859 | #2 |
| #30 | 48.35 | 4.84% | 7.89% | 76.92% | 481 | #4 |
| #31 | 109.75 | 10.98% | 8.66% | 85.16% | 802 | #5 |
| #32 | -139.45 | -13.94% | 15.13% | 35.19% | 665 | #8 |
| #33 | -72.05 | -7.21% | 8.70% | 20.88% | 680 | #5 |
| #34 | 29.67 | 2.97% | 9.19% | 71.62% | 680 | #5 |
| #35 | -48.50 | -4.85% | 8.22% | 26.35% | 740 | #9 |
| #36 | -136.58 | -13.66% | 16.22% | 35.08% | 821 | #9 |
| #37 | -23.67 | -2.37% | 4.28% | 0.30% | 660 | #6 |
| #38 | -59.14 | -5.91% | 8.86% | 23.51% | 587 | #9 |
| #39 | 231.05 | 23.11% | 7.40% | 82.22% | 675 | Winner |
| #40 | -6.76 | -0.68% | 8.78% | 36.97% | 733 | #4 |
| #41 | 104.65 | 10.47% | 12.16% | 84.79% | 835 | #4 |
| #42 | -127.90 | -12.79% | 13.72% | 8.67% | 623 | #9 |
| #43 | 63.16 | 6.32% | 8.02% | 75.73% | 758 | #3 |
| #44 | 80.18 | 8.02% | 6.83% | 77.83% | 636 | #3 |
| #45 | -8.51 | -0.85% | 7.85% | 33.17% | 624 | #7 |
| #46 | 176.13 | 17.61% | 8.02% | 91.85% | 798 | Winner |
| #47 | -47.35 | -4.74% | 8.91% | 47.84% | 487 | #5 |
| #48 | 63.03 | 6.30% | 8.31% | 85.24% | 630 | #7 |
| #49 | -145.20 | -14.52% | 15.61% | 33.82% | 621 | #10 |
| #50 | 114.76 | 11.48% | 8.55% | 89.64% | 666 | #3 |
| #51 | -134.18 | -13.42% | 17.56% | 20.24% | 761 | #9 |
| #52 | -58.57 | -5.86% | 9.19% | 8.40% | 607 | #6 |
| #53 | -6.81 | -0.68% | 7.91% | 18.93% | 782 | #6 |
| #54 | 111.35 | 11.14% | 8.46% | 80.22% | 647 | #2 |
| #55 | -135.66 | -13.57% | 13.94% | 29.01% | 810 | #9 |
| #56 | -20.27 | -2.03% | 9.75% | 17.17% | 431 | #9 |
| #57 | 250.09 | 25.01% | 7.80% | 72.93% | 798 | #2 |
| #58 | -73.85 | -7.39% | 10.59% | 40.71% | 818 | #7 |
| #59 | -149.91 | -14.99% | 15.00% | 36.25% | 640 | #10 |
| #60 | 229.17 | 22.92% | 11.32% | 83.03% | 760 | #2 |
| #61 | -200.64 | -20.06% | 23.08% | 20.93% | 755 | #10 |
| #62 | 126.59 | 12.66% | 6.63% | 89.17% | 674 | #3 |
| #63 | 262.76 | 26.28% | 8.06% | 87.48% | 823 | #2 |
| #64 | -117.17 | -11.72% | 13.48% | 26.89% | 688 | #10 |
| #65 | 119.76 | 11.98% | 8.23% | 83.83% | 699 | #2 |
| #66 | -127.42 | -12.74% | 16.22% | 40.04% | 507 | #8 |
| #67 | 137.29 | 13.73% | 8.39% | 89.56% | 699 | #2 |
| #68 | 117.07 | 11.71% | 8.20% | 86.72% | 655 | #2 |
| #69 | -75.65 | -7.57% | 9.84% | 39.24% | 739 | #7 |
| #70 | -59.06 | -5.91% | 11.08% | 20.43% | 783 | #7 |
| #71 | 103.97 | 10.40% | 8.94% | 86.63% | 718 | #2 |
| #72 | -93.45 | -9.35% | 10.23% | 15.72% | 649 | #6 |
| #73 | -131.81 | -13.18% | 13.21% | 42.72% | 639 | #9 |
| #74 | -108.99 | -10.90% | 11.85% | 26.99% | 715 | #9 |
| #75 | 33.57 | 3.36% | 8.28% | 85.71% | 532 | #5 |
| #76 | 218.76 | 21.88% | 7.84% | 86.26% | 713 | Winner |
| #77 | -120.27 | -12.03% | 12.08% | 44.60% | 731 | #7 |
| #78 | 68.84 | 6.88% | 8.95% | 84.58% | 590 | #6 |
| #79 | -95.95 | -9.60% | 10.93% | 18.15% | 777 | #8 |
| #80 | 115.74 | 11.57% | 8.86% | 80.16% | 645 | #4 |
| #81 | -106.93 | -10.69% | 12.02% | 18.46% | 596 | #9 |
| #82 | -61.82 | -6.18% | 11.05% | 30.28% | 710 | #8 |
| #83 | -26.42 | -2.64% | 8.03% | 25.74% | 676 | #6 |
| #84 | -200.78 | -20.08% | 20.08% | 24.01% | 754 | #10 |
| #85 | 38.59 | 3.86% | 7.14% | 80.16% | 630 | #4 |
| #86 | -158.29 | -15.83% | 17.72% | 20.06% | 623 | #10 |
| #87 | 134.70 | 13.47% | 7.62% | 77.07% | 724 | #2 |
| #88 | 69.18 | 6.92% | 8.06% | 83.97% | 686 | #3 |
| #89 | 115.98 | 11.60% | 7.68% | 85.71% | 693 | #3 |
| #90 | 15.56 | 1.56% | 8.50% | 76.52% | 673 | #6 |
| #91 | -85.13 | -8.51% | 11.24% | 44.38% | 703 | #8 |
| #92 | -27.51 | -2.75% | 9.20% | 38.59% | 666 | #4 |
| #93 | -26.04 | -2.60% | 7.90% | 31.76% | 721 | #6 |
| #94 | -4.03 | -0.40% | 7.54% | 17.99% | 678 | #5 |
| #95 | 27.05 | 2.71% | 9.37% | 77.29% | 678 | #4 |
| #96 | -141.54 | -14.15% | 15.50% | 32.91% | 702 | #8 |
| #97 | -5.01 | -0.50% | 7.11% | 23.66% | 579 | #3 |
| #98 | -65.95 | -6.60% | 8.39% | 22.24% | 535 | #8 |
| #99 | 177.99 | 17.80% | 8.39% | 86.31% | 621 | #3 |
| #100 | 53.04 | 5.30% | 9.57% | 83.23% | 650 | #4 |