ea · 100-run average
Ultimate Breakout System
🏆 9 wins / 100 · Profit rank #5 · DD rank #6
$30.19
3.02%
9.87%
24.70%
9 / 100
57.03%
$3019.49
0
Simulation Analysis
How this EA behaved across all 100 independent market paths.
Observed across 100 independent market paths: Ultimate Breakout System landed in the upper half at rank #5, posting 9 wins and $30.19 average profit.
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 24.70%, spread 19.39%), though 55 of 100 paths still finished profitable.
Path variation: Only 9 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 | -85.17 | -8.52% | 9.05% | 24.21% | 665 | #8 |
| #2 | -94.61 | -9.46% | 12.42% | 23.21% | 685 | #8 |
| #3 | 108.45 | 10.85% | 8.89% | 84.80% | 691 | #5 |
| #4 | -80.17 | -8.02% | 10.49% | 42.50% | 673 | #10 |
| #5 | -41.91 | -4.19% | 8.46% | 10.61% | 594 | #6 |
| #6 | 36.81 | 3.68% | 8.34% | 78.55% | 760 | #5 |
| #7 | 190.72 | 19.07% | 8.22% | 86.01% | 586 | #3 |
| #8 | -30.51 | -3.05% | 8.79% | 21.04% | 594 | #4 |
| #9 | 86.79 | 8.68% | 8.10% | 85.08% | 724 | #3 |
| #10 | -22.85 | -2.29% | 9.24% | 22.19% | 694 | #6 |
| #11 | 163.07 | 16.31% | 10.02% | 86.54% | 587 | Winner |
| #12 | -28.26 | -2.83% | 8.33% | 20.32% | 802 | #7 |
| #13 | 104.05 | 10.41% | 7.69% | 82.96% | 710 | #4 |
| #14 | 178.78 | 17.88% | 7.89% | 90.87% | 635 | Winner |
| #15 | -10.55 | -1.06% | 8.28% | 15.82% | 828 | #7 |
| #16 | -103.97 | -10.40% | 15.62% | 23.84% | 730 | #9 |
| #17 | 42.34 | 4.23% | 7.25% | 79.07% | 688 | #4 |
| #18 | -158.19 | -15.82% | 15.85% | 18.85% | 695 | #8 |
| #19 | 168.55 | 16.86% | 7.50% | 87.98% | 674 | #2 |
| #20 | -134.09 | -13.41% | 14.66% | 20.06% | 683 | #9 |
| #21 | -35.41 | -3.54% | 8.70% | 29.11% | 718 | #7 |
| #22 | -67.02 | -6.70% | 13.54% | 23.31% | 532 | #8 |
| #23 | -52.93 | -5.29% | 10.99% | 27.92% | 720 | #6 |
| #24 | 49.05 | 4.90% | 8.19% | 76.37% | 512 | #5 |
| #25 | -84.26 | -8.43% | 9.24% | 18.85% | 695 | #8 |
| #26 | -135.17 | -13.52% | 14.69% | 19.71% | 619 | #9 |
| #27 | 193.61 | 19.36% | 7.56% | 82.14% | 711 | #3 |
| #28 | 58.95 | 5.90% | 8.30% | 92.04% | 791 | #6 |
| #29 | -106.87 | -10.69% | 12.07% | 36.33% | 779 | #7 |
| #30 | 89.99 | 9.00% | 10.94% | 91.56% | 735 | #4 |
| #31 | 210.35 | 21.03% | 8.51% | 86.73% | 663 | Winner |
| #32 | -90.24 | -9.02% | 11.53% | 20.08% | 782 | #9 |
| #33 | 41.35 | 4.14% | 8.41% | 82.32% | 611 | #3 |
| #34 | 90.86 | 9.09% | 7.81% | 83.45% | 701 | #2 |
| #35 | 139.27 | 13.93% | 7.73% | 83.29% | 760 | Winner |
| #36 | 76.65 | 7.67% | 9.62% | 85.36% | 642 | #5 |
| #37 | -7.30 | -0.73% | 9.87% | 18.55% | 733 | #5 |
| #38 | 151.76 | 15.18% | 7.24% | 65.53% | 673 | #2 |
| #39 | 64.60 | 6.46% | 11.56% | 85.36% | 567 | #5 |
| #40 | 173.61 | 17.36% | 8.52% | 80.43% | 608 | Winner |
| #41 | -174.14 | -17.41% | 21.06% | 19.07% | 561 | #10 |
| #42 | -8.63 | -0.86% | 9.45% | 18.78% | 724 | #9 |
| #43 | -69.26 | -6.93% | 10.49% | 23.77% | 673 | #8 |
| #44 | -191.35 | -19.13% | 22.32% | 9.68% | 754 | #10 |
| #45 | -49.88 | -4.99% | 9.08% | 21.53% | 576 | #10 |
| #46 | 153.03 | 15.30% | 8.45% | 65.91% | 748 | #2 |
| #47 | 48.71 | 4.87% | 10.17% | 88.48% | 677 | #2 |
| #48 | 15.77 | 1.58% | 7.62% | 76.13% | 662 | #7 |
| #49 | -67.32 | -6.73% | 8.90% | 3.02% | 629 | #9 |
| #50 | -17.99 | -1.80% | 7.97% | 33.29% | 769 | #4 |
| #51 | -33.06 | -3.31% | 8.80% | 21.25% | 673 | #7 |
| #52 | 32.85 | 3.29% | 8.12% | 80.32% | 747 | #4 |
| #53 | 108.40 | 10.84% | 7.65% | 82.94% | 633 | #7 |
| #54 | 188.30 | 18.83% | 8.90% | 86.98% | 799 | Winner |
| #55 | 68.36 | 6.84% | 8.11% | 83.58% | 682 | #2 |
| #56 | 232.80 | 23.28% | 12.95% | 88.49% | 860 | #2 |
| #57 | 122.18 | 12.22% | 8.31% | 88.24% | 672 | #3 |
| #58 | -23.67 | -2.37% | 8.70% | 16.69% | 719 | #7 |
| #59 | -46.69 | -4.67% | 10.22% | 32.25% | 676 | #6 |
| #60 | 98.70 | 9.87% | 8.43% | 88.82% | 760 | #6 |
| #61 | -148.85 | -14.88% | 16.05% | 36.91% | 745 | #9 |
| #62 | 81.20 | 8.12% | 8.38% | 81.42% | 662 | #2 |
| #63 | 178.66 | 17.87% | 7.64% | 91.19% | 647 | #3 |
| #64 | 104.50 | 10.45% | 7.33% | 78.88% | 658 | #3 |
| #65 | -95.89 | -9.59% | 10.26% | 32.05% | 677 | #8 |
| #66 | 201.58 | 20.16% | 8.05% | 86.95% | 797 | Winner |
| #67 | -169.24 | -16.92% | 17.35% | 32.33% | 631 | #10 |
| #68 | -88.64 | -8.86% | 9.87% | 34.42% | 825 | #9 |
| #69 | 130.81 | 13.08% | 7.94% | 81.38% | 478 | Winner |
| #70 | -7.58 | -0.76% | 8.18% | 34.33% | 504 | #7 |
| #71 | 202.82 | 20.28% | 7.38% | 89.26% | 689 | Winner |
| #72 | -139.27 | -13.93% | 15.41% | 4.52% | 774 | #9 |
| #73 | -242.15 | -24.22% | 24.70% | 23.88% | 825 | #10 |
| #74 | 58.55 | 5.85% | 10.19% | 92.37% | 760 | #4 |
| #75 | -30.93 | -3.09% | 8.14% | 37.22% | 661 | #7 |
| #76 | 124.27 | 12.43% | 7.38% | 81.13% | 795 | #4 |
| #77 | -123.52 | -12.35% | 18.82% | 38.28% | 653 | #10 |
| #78 | 146.54 | 14.65% | 7.57% | 90.31% | 650 | #2 |
| #79 | -80.62 | -8.06% | 9.00% | 44.46% | 695 | #8 |
| #80 | 93.68 | 9.37% | 9.64% | 83.89% | 751 | #5 |
| #81 | -8.28 | -0.83% | 9.51% | 17.14% | 636 | #6 |
| #82 | 67.54 | 6.75% | 7.85% | 83.55% | 699 | #5 |
| #83 | 48.41 | 4.84% | 5.31% | 84.12% | 529 | #4 |
| #84 | 243.74 | 24.37% | 6.73% | 88.62% | 782 | #3 |
| #85 | 100.74 | 10.07% | 8.88% | 86.41% | 677 | #2 |
| #86 | -47.77 | -4.78% | 10.65% | 8.16% | 441 | #8 |
| #87 | 191.01 | 19.10% | 7.26% | 85.45% | 694 | #3 |
| #88 | 64.20 | 6.42% | 12.03% | 83.50% | 794 | #5 |
| #89 | 101.84 | 10.18% | 9.92% | 89.68% | 649 | #6 |
| #90 | 175.59 | 17.56% | 7.85% | 86.35% | 784 | #2 |
| #91 | -61.14 | -6.11% | 8.14% | 16.86% | 510 | #8 |
| #92 | 111.62 | 11.16% | 12.47% | 90.07% | 725 | #2 |
| #93 | 131.62 | 13.16% | 7.64% | 77.68% | 663 | #2 |
| #94 | 105.23 | 10.52% | 7.32% | 90.41% | 657 | #3 |
| #95 | -18.58 | -1.86% | 9.48% | 22.11% | 701 | #6 |
| #96 | -25.53 | -2.55% | 7.91% | 20.19% | 738 | #5 |
| #97 | -110.12 | -11.01% | 11.54% | 43.80% | 774 | #9 |
| #98 | 155.72 | 15.57% | 6.54% | 80.59% | 644 | #2 |
| #99 | 138.12 | 13.81% | 7.17% | 76.43% | 645 | #3 |
| #100 | 22.37 | 2.24% | 8.07% | 74.48% | 576 | #4 |