ea · 100-run average
Ultimate Breakout System
🏆 6 wins / 100 · Profit rank #7 · DD rank #7
$10.14
3.38%
11.03%
30.19%
6 / 100
61.85%
$1013.98
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 — 6 wins, $10.14 average profit, 22 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 30.19%, spread 23.57%), though 64 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $160.66).
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 | 25.96 | 8.65% | 10.68% | 81.97% | 538 | #3 |
| #2 | -30.07 | -10.02% | 15.01% | 2.60% | 731 | #8 |
| #3 | -15.26 | -5.09% | 8.26% | 25.00% | 552 | #8 |
| #4 | -12.82 | -4.27% | 9.28% | 46.01% | 676 | #8 |
| #5 | 77.38 | 25.79% | 8.31% | 80.65% | 708 | #3 |
| #6 | 75.40 | 25.13% | 7.22% | 88.09% | 739 | Winner |
| #7 | 61.77 | 20.59% | 8.84% | 84.20% | 747 | #3 |
| #8 | 18.49 | 6.16% | 8.57% | 78.16% | 632 | #8 |
| #9 | -71.76 | -23.92% | 25.90% | 42.26% | 698 | #10 |
| #10 | 35.29 | 11.76% | 8.53% | 81.96% | 593 | #4 |
| #11 | 41.63 | 13.88% | 7.96% | 82.47% | 656 | #3 |
| #12 | 31.59 | 10.53% | 7.85% | 91.35% | 717 | #5 |
| #13 | -16.51 | -5.50% | 10.61% | 20.03% | 594 | #7 |
| #14 | 5.43 | 1.81% | 12.26% | 91.42% | 536 | #8 |
| #15 | -20.93 | -6.98% | 8.47% | 43.27% | 735 | #7 |
| #16 | -5.62 | -1.87% | 8.43% | 14.03% | 791 | #8 |
| #17 | 56.58 | 18.86% | 15.01% | 82.09% | 765 | #4 |
| #18 | 34.01 | 11.34% | 8.64% | 84.80% | 750 | #5 |
| #19 | -32.41 | -10.80% | 12.76% | 44.11% | 739 | #10 |
| #20 | -2.06 | -0.69% | 7.07% | 26.78% | 549 | #7 |
| #21 | 0.31 | 0.10% | 11.06% | 20.06% | 713 | #7 |
| #22 | 19.70 | 6.57% | 8.37% | 79.63% | 648 | #5 |
| #23 | 88.90 | 29.63% | 10.03% | 83.15% | 718 | Winner |
| #24 | 16.63 | 5.54% | 8.18% | 85.41% | 747 | #4 |
| #25 | 77.18 | 25.73% | 9.04% | 84.97% | 785 | #2 |
| #26 | 21.97 | 7.32% | 6.91% | 81.20% | 548 | #6 |
| #27 | -53.27 | -17.76% | 19.85% | 24.54% | 713 | #9 |
| #28 | -70.29 | -23.43% | 24.95% | 15.32% | 829 | #10 |
| #29 | 35.30 | 11.77% | 7.99% | 91.38% | 499 | #3 |
| #30 | 19.67 | 6.56% | 7.94% | 78.16% | 696 | #5 |
| #31 | 43.01 | 14.34% | 8.20% | 88.12% | 446 | #3 |
| #32 | 19.25 | 6.42% | 10.19% | 80.23% | 531 | #4 |
| #33 | 31.58 | 10.53% | 7.83% | 85.21% | 683 | #5 |
| #34 | 57.04 | 19.01% | 8.40% | 84.19% | 683 | #3 |
| #35 | -30.11 | -10.04% | 15.55% | 17.23% | 679 | #8 |
| #36 | -39.40 | -13.13% | 14.08% | 24.50% | 702 | #10 |
| #37 | 19.67 | 6.56% | 8.87% | 78.06% | 620 | #7 |
| #38 | 18.62 | 6.21% | 7.73% | 77.32% | 507 | #5 |
| #39 | 21.23 | 7.08% | 8.46% | 81.56% | 678 | #5 |
| #40 | 33.65 | 11.22% | 12.53% | 91.75% | 630 | #4 |
| #41 | -48.21 | -16.07% | 18.12% | 7.94% | 642 | #7 |
| #42 | 43.12 | 14.37% | 9.05% | 80.63% | 790 | #2 |
| #43 | 52.70 | 17.57% | 8.31% | 82.40% | 517 | #4 |
| #44 | 50.55 | 16.85% | 8.07% | 87.76% | 629 | #3 |
| #45 | 15.97 | 5.32% | 8.11% | 76.82% | 729 | #5 |
| #46 | 48.73 | 16.24% | 21.38% | 88.61% | 720 | #2 |
| #47 | -62.87 | -20.96% | 30.19% | 18.05% | 665 | #10 |
| #48 | 37.15 | 12.38% | 7.78% | 88.82% | 644 | #6 |
| #49 | -22.35 | -7.45% | 11.46% | 24.82% | 701 | #9 |
| #50 | 52.42 | 17.47% | 8.40% | 83.62% | 806 | #3 |
| #51 | 9.23 | 3.08% | 10.34% | 88.61% | 720 | #6 |
| #52 | 45.48 | 15.16% | 8.29% | 81.36% | 574 | #5 |
| #53 | -19.91 | -6.64% | 11.06% | 24.84% | 628 | #9 |
| #54 | 68.65 | 22.88% | 8.11% | 83.09% | 745 | Winner |
| #55 | -28.57 | -9.52% | 12.68% | 45.52% | 815 | #8 |
| #56 | 28.84 | 9.61% | 8.48% | 81.41% | 683 | #4 |
| #57 | 8.69 | 2.90% | 8.61% | 80.21% | 748 | #6 |
| #58 | -1.92 | -0.64% | 10.35% | 39.87% | 602 | #7 |
| #59 | -0.12 | -0.04% | 10.86% | 2.71% | 774 | #8 |
| #60 | -32.12 | -10.71% | 14.20% | 30.00% | 750 | #7 |
| #61 | 72.14 | 24.05% | 8.13% | 91.47% | 739 | Winner |
| #62 | -24.05 | -8.02% | 11.06% | 44.06% | 497 | #6 |
| #63 | 8.11 | 2.70% | 7.09% | 53.92% | 625 | #7 |
| #64 | 24.18 | 8.06% | 10.94% | 80.77% | 853 | #4 |
| #65 | 20.79 | 6.93% | 8.73% | 81.73% | 684 | #6 |
| #66 | -44.36 | -14.79% | 18.69% | 8.68% | 657 | #7 |
| #67 | -60.87 | -20.29% | 22.54% | 30.66% | 636 | #10 |
| #68 | 17.95 | 5.98% | 9.45% | 80.75% | 587 | #5 |
| #69 | 7.42 | 2.47% | 6.62% | 75.40% | 695 | #4 |
| #70 | -12.58 | -4.19% | 8.29% | 44.50% | 609 | #10 |
| #71 | 37.05 | 12.35% | 7.58% | 81.14% | 599 | Winner |
| #72 | 26.81 | 8.94% | 12.66% | 83.07% | 815 | #6 |
| #73 | 37.23 | 12.41% | 8.12% | 87.54% | 666 | #2 |
| #74 | -34.44 | -11.48% | 14.35% | 39.40% | 764 | #6 |
| #75 | -42.96 | -14.32% | 15.05% | 34.75% | 754 | #9 |
| #76 | 26.46 | 8.82% | 10.45% | 77.11% | 760 | #5 |
| #77 | 43.33 | 14.44% | 11.16% | 80.54% | 822 | Winner |
| #78 | 39.68 | 13.23% | 9.39% | 79.80% | 708 | #4 |
| #79 | -35.16 | -11.72% | 16.54% | 9.23% | 791 | #9 |
| #80 | -27.53 | -9.18% | 10.00% | 16.94% | 549 | #7 |
| #81 | 5.34 | 1.78% | 7.88% | 48.86% | 835 | #7 |
| #82 | -62.09 | -20.70% | 28.22% | 40.58% | 621 | #9 |
| #83 | 31.86 | 10.62% | 8.72% | 84.12% | 636 | #4 |
| #84 | -26.16 | -8.72% | 11.41% | 46.81% | 643 | #8 |
| #85 | -31.33 | -10.44% | 11.21% | 24.00% | 750 | #8 |
| #86 | -20.20 | -6.73% | 8.28% | 40.00% | 540 | #8 |
| #87 | 11.17 | 3.72% | 8.12% | 72.90% | 620 | #4 |
| #88 | -60.26 | -20.09% | 23.44% | 42.01% | 707 | #9 |
| #89 | 68.24 | 22.75% | 7.69% | 85.52% | 739 | #2 |
| #90 | 16.67 | 5.56% | 7.91% | 92.08% | 568 | #4 |
| #91 | -36.33 | -12.11% | 12.35% | 30.70% | 837 | #8 |
| #92 | 37.20 | 12.40% | 7.98% | 82.95% | 569 | #6 |
| #93 | 28.09 | 9.36% | 9.36% | 84.07% | 703 | #4 |
| #94 | 50.72 | 16.91% | 8.29% | 80.62% | 552 | #2 |
| #95 | 9.66 | 3.22% | 9.55% | 77.97% | 817 | #6 |
| #96 | -18.47 | -6.16% | 9.25% | 24.66% | 596 | #8 |
| #97 | 13.63 | 4.54% | 8.99% | 77.29% | 775 | #6 |
| #98 | 35.48 | 11.83% | 9.16% | 82.82% | 786 | #4 |
| #99 | 44.28 | 14.76% | 8.19% | 87.19% | 804 | #3 |
| #100 | 5.09 | 1.70% | 10.26% | 58.41% | 767 | #7 |