ea · 100-run average
CRT Model 1
🏆 12 wins / 100 · Profit rank #3 · DD rank #9
$19.15
1.91%
9.91%
23.67%
12 / 100
49.13%
$1914.85
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, $19.15 average) and stayed competitive in 37 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 23.67%, exposing sensitivity to sustained hostile regimes.
Path variation: High path sensitivity produced wide outcome dispersion across the batch.
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 | 100.57 | 10.06% | 6.65% | 84.21% | 209 | #3 |
| #2 | 203.11 | 20.31% | 8.71% | 74.70% | 166 | Winner |
| #3 | 156.12 | 15.61% | 8.70% | 75.54% | 184 | #3 |
| #4 | 65.75 | 6.58% | 8.37% | 59.23% | 130 | #2 |
| #5 | 168.37 | 16.84% | 5.65% | 75.14% | 177 | Winner |
| #6 | -122.51 | -12.25% | 13.70% | 33.98% | 206 | #8 |
| #7 | -3.00 | -0.30% | 7.62% | 28.26% | 184 | #4 |
| #8 | 50.59 | 5.06% | 7.68% | 61.27% | 142 | #4 |
| #9 | 27.24 | 2.72% | 8.11% | 70.53% | 207 | #5 |
| #10 | 59.26 | 5.93% | 8.36% | 62.57% | 187 | #5 |
| #11 | -70.06 | -7.01% | 9.50% | 34.62% | 156 | #9 |
| #12 | -49.11 | -4.91% | 10.14% | 37.86% | 243 | #9 |
| #13 | -126.18 | -12.62% | 19.58% | 32.97% | 182 | #8 |
| #14 | 216.21 | 21.62% | 5.77% | 77.47% | 253 | Winner |
| #15 | -44.76 | -4.48% | 5.56% | 3.04% | 230 | #7 |
| #16 | -25.47 | -2.55% | 11.62% | 51.58% | 221 | #8 |
| #17 | 147.96 | 14.80% | 6.78% | 75.43% | 289 | #3 |
| #18 | -166.77 | -16.68% | 17.33% | 21.81% | 188 | #10 |
| #19 | -10.18 | -1.02% | 10.34% | 17.51% | 217 | #6 |
| #20 | 146.12 | 14.61% | 7.54% | 75.53% | 188 | Winner |
| #21 | 50.72 | 5.07% | 7.47% | 63.98% | 161 | #3 |
| #22 | 144.25 | 14.42% | 6.88% | 80.30% | 264 | #3 |
| #23 | 40.42 | 4.04% | 6.90% | 65.24% | 164 | #5 |
| #24 | -49.19 | -4.92% | 11.07% | 30.34% | 178 | #5 |
| #25 | -159.32 | -15.93% | 15.93% | 6.25% | 256 | #10 |
| #26 | -179.78 | -17.98% | 19.34% | 5.66% | 159 | #10 |
| #27 | -105.57 | -10.56% | 13.96% | 13.55% | 310 | #9 |
| #28 | -44.00 | -4.40% | 8.71% | 36.54% | 156 | #7 |
| #29 | -72.47 | -7.25% | 10.38% | 5.68% | 229 | #10 |
| #30 | -39.05 | -3.90% | 9.57% | 16.25% | 160 | #7 |
| #31 | 154.43 | 15.44% | 8.23% | 83.02% | 265 | #2 |
| #32 | 138.42 | 13.84% | 7.67% | 60.43% | 139 | #4 |
| #33 | 39.08 | 3.91% | 11.16% | 78.15% | 151 | #2 |
| #34 | -115.29 | -11.53% | 12.30% | 31.19% | 218 | #8 |
| #35 | 4.91 | 0.49% | 8.27% | 35.02% | 237 | #7 |
| #36 | 100.50 | 10.05% | 7.53% | 78.01% | 141 | Winner |
| #37 | 130.35 | 13.04% | 6.75% | 70.00% | 210 | #2 |
| #38 | -128.97 | -12.90% | 14.74% | 9.34% | 257 | #10 |
| #39 | 93.51 | 9.35% | 7.54% | 67.80% | 264 | #2 |
| #40 | 156.38 | 15.64% | 8.35% | 66.24% | 234 | #4 |
| #41 | 114.01 | 11.40% | 6.74% | 69.26% | 257 | #2 |
| #42 | -2.04 | -0.20% | 7.41% | 13.73% | 153 | #5 |
| #43 | 175.02 | 17.50% | 6.16% | 74.01% | 177 | #2 |
| #44 | -191.03 | -19.10% | 22.32% | 17.26% | 168 | #10 |
| #45 | 104.56 | 10.46% | 6.03% | 89.19% | 259 | #4 |
| #46 | -131.87 | -13.19% | 14.00% | 26.52% | 181 | #9 |
| #47 | -103.59 | -10.36% | 10.50% | 3.91% | 179 | #9 |
| #48 | -25.34 | -2.53% | 7.57% | 27.27% | 143 | #7 |
| #49 | 18.43 | 1.84% | 8.19% | 76.90% | 277 | #5 |
| #50 | 210.16 | 21.02% | 9.26% | 72.61% | 157 | #3 |
| #51 | -209.71 | -20.97% | 21.96% | 21.55% | 232 | #9 |
| #52 | 122.07 | 12.21% | 7.09% | 76.74% | 172 | #3 |
| #53 | 149.21 | 14.92% | 13.95% | 77.87% | 253 | Winner |
| #54 | 95.23 | 9.52% | 7.95% | 84.47% | 206 | #2 |
| #55 | 25.09 | 2.51% | 6.75% | 76.83% | 246 | #4 |
| #56 | -33.25 | -3.33% | 10.71% | 28.11% | 217 | #5 |
| #57 | 130.62 | 13.06% | 8.03% | 79.25% | 265 | #2 |
| #58 | 42.06 | 4.21% | 7.76% | 77.54% | 138 | #5 |
| #59 | 144.53 | 14.45% | 9.51% | 82.91% | 275 | Winner |
| #60 | -122.61 | -12.26% | 17.02% | 30.08% | 123 | #8 |
| #61 | 180.14 | 18.01% | 6.64% | 82.20% | 309 | Winner |
| #62 | 117.29 | 11.73% | 6.93% | 77.25% | 211 | Winner |
| #63 | -51.98 | -5.20% | 9.79% | 10.53% | 228 | #3 |
| #64 | -63.47 | -6.35% | 10.06% | 17.28% | 243 | #9 |
| #65 | 105.81 | 10.58% | 7.13% | 86.12% | 245 | Winner |
| #66 | 197.70 | 19.77% | 6.39% | 80.18% | 217 | Winner |
| #67 | -59.09 | -5.91% | 13.24% | 22.18% | 275 | #8 |
| #68 | -67.54 | -6.75% | 8.50% | 33.94% | 165 | #8 |
| #69 | -107.81 | -10.78% | 10.79% | 5.29% | 189 | #9 |
| #70 | 178.47 | 17.85% | 6.87% | 68.32% | 202 | #2 |
| #71 | 98.91 | 9.89% | 7.10% | 75.37% | 272 | #3 |
| #72 | -143.47 | -14.35% | 15.56% | 5.56% | 180 | #10 |
| #73 | -38.10 | -3.81% | 8.42% | 26.24% | 282 | #5 |
| #74 | 198.79 | 19.88% | 5.55% | 77.39% | 199 | #2 |
| #75 | 33.85 | 3.39% | 11.26% | 72.73% | 231 | #6 |
| #76 | 123.15 | 12.32% | 6.49% | 77.30% | 163 | Winner |
| #77 | 18.23 | 1.82% | 7.37% | 69.64% | 247 | #7 |
| #78 | -142.89 | -14.29% | 18.63% | 30.84% | 227 | #9 |
| #79 | 119.33 | 11.93% | 7.29% | 70.65% | 184 | #3 |
| #80 | -147.07 | -14.71% | 14.96% | 2.97% | 236 | #10 |
| #81 | -162.00 | -16.20% | 16.38% | 22.87% | 258 | #10 |
| #82 | 70.61 | 7.06% | 6.83% | 55.81% | 172 | #5 |
| #83 | 56.92 | 5.69% | 6.82% | 87.39% | 333 | #6 |
| #84 | -39.22 | -3.92% | 7.06% | 9.45% | 127 | #5 |
| #85 | 112.93 | 11.29% | 8.27% | 69.35% | 310 | #3 |
| #86 | -158.39 | -15.84% | 15.84% | 3.26% | 276 | #10 |
| #87 | 61.58 | 6.16% | 10.33% | 62.60% | 262 | #5 |
| #88 | -17.65 | -1.77% | 8.06% | 22.63% | 274 | #6 |
| #89 | -18.27 | -1.83% | 7.73% | 29.75% | 242 | #7 |
| #90 | 64.51 | 6.45% | 6.54% | 79.62% | 211 | #3 |
| #91 | 118.90 | 11.89% | 10.59% | 81.90% | 315 | #2 |
| #92 | -225.59 | -22.56% | 23.67% | 26.75% | 228 | #10 |
| #93 | -0.34 | -0.03% | 9.69% | 12.80% | 250 | #6 |
| #94 | 183.49 | 18.35% | 9.62% | 77.29% | 207 | #2 |
| #95 | -3.24 | -0.32% | 12.23% | 18.11% | 254 | #5 |
| #96 | 21.10 | 2.11% | 8.27% | 66.38% | 235 | #5 |
| #97 | -82.93 | -8.29% | 9.34% | 2.10% | 238 | #9 |
| #98 | 84.95 | 8.50% | 6.58% | 86.67% | 285 | #4 |
| #99 | -29.75 | -2.97% | 8.41% | 9.82% | 224 | #9 |
| #100 | -67.15 | -6.72% | 10.88% | 34.43% | 244 | #8 |