ea · 100-run average

CRT Model 1

🏆 12 wins / 100 · Profit rank #3 · DD rank #5

$11.36
1.14%
9.97%
29.13%
12 / 100
49.45%
$1135.58
0

Simulation Analysis

How this EA behaved across all 100 independent market paths.

Observed across 100 independent market paths: CRT Model 1 took third place (12 wins, $11.36 average) and stayed competitive in 34 simulations.

Strategy-family context: trading responded to the market conditions present during this simulation, with profitability concentrated in favourable regime combinations.

Observed risk across the sample: Extended adverse movement drove drawdowns toward 29.13%, exposing sensitivity to sustained hostile regimes.

Path variation: High path sensitivity produced wide outcome dispersion across the batch.

Best EnvironmentBalanced conditions · Moderate volatility · Mixed regimes
Weakest EnvironmentExtreme trends · High volatility · Low liquidity phases
Suitable ForWorks best when paired with strategies covering different market regimes.

Performance across 100 markets

Per-run results showing how this EA behaved in each independent market scenario.

RunNet P/LReturnMax DDWin %TradesPosition
#1-124.25-12.43%13.48%2.86%245#7
#236.563.66%7.08%72.03%286#7
#3115.6211.56%6.04%76.97%152Winner
#4-127.89-12.79%13.70%32.72%217#9
#585.058.51%8.05%77.25%211#4
#6-7.92-0.79%8.08%36.42%173#6
#772.597.26%9.84%67.12%219#4
#8-125.61-12.56%12.59%30.63%160#8
#9226.0422.60%6.60%80.65%248Winner
#10-192.35-19.24%19.24%9.45%201#9
#11-61.45-6.15%8.17%30.93%236#6
#12-130.03-13.00%15.04%35.53%228#9
#1384.798.48%6.48%83.87%217#5
#14119.5911.96%6.74%69.96%243#3
#15133.0613.31%6.13%72.22%144Winner
#1682.558.25%6.13%61.17%291#3
#17-164.40-16.44%16.81%7.08%212#10
#18-290.58-29.06%29.13%22.83%184#10
#19141.3914.14%4.36%63.01%219#2
#20-27.96-2.80%9.21%30.38%260#7
#21122.7412.27%7.51%69.70%132Winner
#22-37.52-3.75%9.82%18.12%276#9
#2399.359.93%5.98%73.21%209#5
#24134.1113.41%8.74%69.92%266#4
#25-90.69-9.07%9.07%31.53%222#8
#26-91.74-9.17%9.42%27.78%288#9
#27127.6212.76%5.09%83.70%135#2
#28-142.80-14.28%14.28%2.72%257#10
#29168.1816.82%6.21%69.10%178#2
#30-39.03-3.90%9.89%7.14%238#6
#31-258.90-25.89%26.14%25.33%150#9
#3274.247.42%8.32%58.57%210#6
#33-195.54-19.55%22.47%33.81%139#9
#34-142.70-14.27%15.04%27.09%251#8
#35184.3818.44%8.54%81.41%199Winner
#367.060.71%8.43%29.15%295#5
#3780.478.05%9.38%51.63%246#2
#38115.0311.50%7.23%76.21%269#4
#39117.7311.77%7.63%77.82%266#3
#40232.3223.23%9.07%76.68%223#2
#4125.082.51%7.46%67.01%294#2
#4224.322.43%6.59%86.15%260#6
#43-137.79-13.78%13.92%6.70%179#9
#4428.992.90%8.06%70.04%267#6
#4575.207.52%6.55%76.12%201#4
#4665.276.53%8.66%80.67%238#3
#47-51.53-5.15%8.63%24.03%233#8
#48213.2021.32%6.15%82.81%285Winner
#49-55.48-5.55%9.78%29.68%155#8
#5027.092.71%8.40%69.83%232#5
#51136.5813.66%7.61%84.77%243#2
#52-166.42-16.64%17.59%25.47%212#9
#53-106.77-10.68%14.10%25.71%210#8
#54112.2211.22%9.23%77.31%216#2
#55130.7913.08%7.96%69.65%201#2
#56-72.06-7.21%8.78%7.69%247#6
#57-38.33-3.83%7.46%1.70%235#5
#5885.478.55%6.17%77.37%243#2
#59-101.13-10.11%10.11%16.58%199#6
#60-38.51-3.85%8.54%34.80%296#4
#61-158.71-15.87%17.52%31.03%203#9
#62-102.04-10.20%12.33%19.38%258#7
#63-24.98-2.50%13.87%26.06%165#5
#64-86.70-8.67%8.75%32.71%214#7
#65-28.44-2.84%7.99%24.69%162#3
#66-15.17-1.52%9.30%19.15%141#6
#67-53.78-5.38%10.67%6.54%107#9
#68-80.06-8.01%12.67%17.16%303#6
#69147.0814.71%5.05%79.46%185#3
#7053.575.36%6.87%76.66%317#6
#71-202.77-20.28%20.28%12.90%186#8
#72-72.79-7.28%8.03%38.59%241#9
#7367.416.74%7.39%78.02%273#3
#74103.8810.39%6.37%81.30%262Winner
#75187.6818.77%8.32%76.30%211Winner
#7686.658.67%6.75%76.47%272#3
#7765.636.56%7.21%70.79%202#4
#78-83.15-8.32%15.04%38.37%258#6
#79100.6110.06%7.73%69.14%269Winner
#80104.3510.44%7.82%75.87%344#2
#81-118.23-11.82%11.92%7.10%183#9
#8241.884.19%7.86%49.00%251#4
#836.700.67%8.81%75.66%267#4
#84181.1318.11%7.90%80.00%280Winner
#85-42.21-4.22%9.43%40.27%298#6
#86134.1413.41%7.24%59.32%263#4
#8768.796.88%7.09%71.67%233#6
#88212.8321.28%5.23%77.23%224Winner
#89-178.90-17.89%17.89%5.42%203#9
#90-20.05-2.01%9.49%37.26%263#7
#91146.9614.70%7.93%60.87%253#2
#92-63.97-6.40%8.20%20.87%321#8
#93-119.05-11.91%16.94%28.33%240#8
#94242.2024.22%8.06%81.08%333Winner
#95-3.55-0.36%7.86%34.77%256#8
#96-183.62-18.36%22.68%33.72%258#8
#97141.1714.12%5.42%83.14%261#3
#98122.1912.22%7.76%69.42%242#3
#9987.808.78%7.72%78.10%242#4
#1005.800.58%8.44%33.50%200#7