ea · 100-run average
Ultimate Breakout System
🏆 5 wins / 100 · Profit rank #7 · DD rank #9
$6.75
2.25%
11.42%
31.18%
5 / 100
56.92%
$674.67
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 — 5 wins, $6.75 average profit, 23 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 31.18%, spread 24.57%), though 59 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $196.31).
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 | 17.04 | 5.68% | 8.91% | 80.45% | 532 | #5 |
| #2 | 25.09 | 8.36% | 8.19% | 81.67% | 491 | #4 |
| #3 | 14.61 | 4.87% | 7.55% | 81.25% | 720 | #6 |
| #4 | -25.06 | -8.35% | 12.03% | 34.63% | 693 | #10 |
| #5 | 64.74 | 21.58% | 10.48% | 82.81% | 797 | Winner |
| #6 | 9.07 | 3.02% | 8.08% | 78.44% | 756 | #5 |
| #7 | -6.79 | -2.26% | 8.64% | 24.74% | 574 | #6 |
| #8 | 43.85 | 14.62% | 15.28% | 81.42% | 748 | #3 |
| #9 | 14.41 | 4.80% | 7.53% | 79.12% | 747 | #7 |
| #10 | 27.01 | 9.00% | 8.52% | 85.00% | 640 | #4 |
| #11 | 15.94 | 5.31% | 10.66% | 75.89% | 730 | #8 |
| #12 | -23.51 | -7.84% | 16.61% | 10.56% | 720 | #10 |
| #13 | -2.29 | -0.76% | 8.72% | 19.29% | 648 | #7 |
| #14 | 20.14 | 6.71% | 8.99% | 96.17% | 626 | #5 |
| #15 | 44.35 | 14.78% | 8.66% | 80.56% | 715 | #3 |
| #16 | 33.08 | 11.03% | 7.96% | 81.79% | 659 | #3 |
| #17 | -68.71 | -22.90% | 24.70% | 29.53% | 674 | #9 |
| #18 | -69.00 | -23.00% | 31.10% | 30.02% | 603 | #10 |
| #19 | -58.55 | -19.52% | 24.23% | 17.42% | 689 | #10 |
| #20 | 62.36 | 20.79% | 11.43% | 81.76% | 625 | #2 |
| #21 | 27.10 | 9.03% | 8.76% | 90.54% | 497 | #3 |
| #22 | 41.94 | 13.98% | 7.65% | 87.20% | 672 | #5 |
| #23 | 73.37 | 24.46% | 7.39% | 85.11% | 712 | #2 |
| #24 | 4.18 | 1.39% | 8.98% | 69.41% | 474 | #7 |
| #25 | 29.25 | 9.75% | 8.42% | 91.15% | 780 | #6 |
| #26 | -2.76 | -0.92% | 8.18% | 16.09% | 721 | #6 |
| #27 | 41.05 | 13.68% | 8.57% | 83.84% | 464 | #4 |
| #28 | -26.22 | -8.74% | 17.21% | 25.74% | 645 | #9 |
| #29 | 76.55 | 25.52% | 13.47% | 85.69% | 671 | #2 |
| #30 | -38.58 | -12.86% | 13.23% | 45.10% | 683 | #9 |
| #31 | 1.57 | 0.52% | 6.67% | 29.93% | 745 | #6 |
| #32 | -29.53 | -9.84% | 22.12% | 8.33% | 684 | #10 |
| #33 | -9.04 | -3.01% | 11.09% | 43.93% | 783 | #8 |
| #34 | -54.17 | -18.06% | 20.91% | 41.47% | 516 | #8 |
| #35 | 23.97 | 7.99% | 8.66% | 81.71% | 700 | #5 |
| #36 | 2.26 | 0.75% | 11.67% | 46.31% | 799 | #8 |
| #37 | -19.22 | -6.41% | 11.61% | 20.40% | 755 | #7 |
| #38 | 122.25 | 40.75% | 10.02% | 87.17% | 787 | Winner |
| #39 | 24.28 | 8.09% | 8.13% | 81.11% | 741 | #3 |
| #40 | 37.69 | 12.56% | 6.61% | 81.26% | 699 | #3 |
| #41 | -29.38 | -9.79% | 11.94% | 39.96% | 558 | #9 |
| #42 | 11.08 | 3.69% | 8.47% | 58.62% | 679 | #8 |
| #43 | -74.06 | -24.69% | 24.90% | 41.49% | 670 | #10 |
| #44 | 55.16 | 18.39% | 10.90% | 82.15% | 689 | #5 |
| #45 | -14.72 | -4.91% | 8.65% | 36.39% | 698 | #9 |
| #46 | -43.75 | -14.58% | 20.61% | 5.74% | 697 | #9 |
| #47 | 21.38 | 7.13% | 9.47% | 80.42% | 618 | #5 |
| #48 | 5.40 | 1.80% | 9.04% | 48.20% | 749 | #6 |
| #49 | 16.43 | 5.48% | 7.56% | 77.86% | 795 | #5 |
| #50 | -15.14 | -5.05% | 11.21% | 21.87% | 654 | #10 |
| #51 | -30.79 | -10.26% | 16.03% | 20.87% | 709 | #10 |
| #52 | 44.06 | 14.69% | 8.19% | 84.60% | 682 | #2 |
| #53 | 29.44 | 9.81% | 8.79% | 78.10% | 749 | #7 |
| #54 | 49.87 | 16.62% | 9.72% | 83.33% | 654 | #3 |
| #55 | 35.84 | 11.95% | 9.68% | 82.31% | 718 | #2 |
| #56 | -66.76 | -22.25% | 31.18% | 35.98% | 717 | #10 |
| #57 | -12.60 | -4.20% | 8.70% | 13.95% | 860 | #7 |
| #58 | -35.37 | -11.79% | 17.90% | 21.60% | 662 | #10 |
| #59 | -43.29 | -14.43% | 16.49% | 7.60% | 737 | #8 |
| #60 | 49.87 | 16.62% | 9.16% | 83.36% | 751 | #3 |
| #61 | -63.39 | -21.13% | 21.47% | 22.44% | 771 | #10 |
| #62 | -11.25 | -3.75% | 9.76% | 15.49% | 697 | #8 |
| #63 | 17.54 | 5.85% | 8.31% | 90.07% | 806 | #4 |
| #64 | -15.43 | -5.14% | 8.68% | 21.80% | 679 | #8 |
| #65 | -53.60 | -17.87% | 17.87% | 8.07% | 756 | #10 |
| #66 | -23.57 | -7.86% | 12.58% | 34.33% | 670 | #6 |
| #67 | 10.71 | 3.57% | 8.17% | 57.12% | 765 | #8 |
| #68 | 42.72 | 14.24% | 9.22% | 83.70% | 718 | #4 |
| #69 | -6.69 | -2.23% | 8.53% | 45.38% | 758 | #7 |
| #70 | 46.84 | 15.61% | 8.36% | 82.83% | 635 | #3 |
| #71 | 35.17 | 11.72% | 7.64% | 82.05% | 713 | #3 |
| #72 | -36.35 | -12.12% | 13.35% | 22.22% | 468 | #10 |
| #73 | 16.00 | 5.33% | 7.68% | 79.80% | 698 | #6 |
| #74 | 0.73 | 0.24% | 6.66% | 30.93% | 805 | #8 |
| #75 | 46.32 | 15.44% | 9.99% | 84.26% | 705 | #5 |
| #76 | -43.80 | -14.60% | 15.38% | 15.96% | 520 | #9 |
| #77 | 14.77 | 4.92% | 9.68% | 79.72% | 784 | #6 |
| #78 | -25.54 | -8.51% | 12.22% | 44.43% | 646 | #8 |
| #79 | -35.76 | -11.92% | 16.95% | 25.97% | 828 | #10 |
| #80 | 47.18 | 15.73% | 10.50% | 89.16% | 526 | Winner |
| #81 | -22.85 | -7.62% | 8.35% | 32.41% | 611 | #10 |
| #82 | -35.32 | -11.77% | 15.25% | 29.60% | 669 | #9 |
| #83 | 41.45 | 13.82% | 8.50% | 94.05% | 622 | #3 |
| #84 | 9.64 | 3.21% | 9.12% | 53.58% | 545 | #4 |
| #85 | -11.69 | -3.90% | 8.04% | 30.47% | 745 | #6 |
| #86 | -22.53 | -7.51% | 13.82% | 37.72% | 684 | #7 |
| #87 | 12.86 | 4.29% | 8.07% | 83.72% | 645 | #8 |
| #88 | -25.61 | -8.54% | 13.50% | 46.29% | 607 | #10 |
| #89 | 42.88 | 14.29% | 9.65% | 82.65% | 634 | #3 |
| #90 | 63.91 | 21.30% | 10.80% | 85.29% | 673 | Winner |
| #91 | 13.33 | 4.44% | 8.56% | 85.67% | 628 | #5 |
| #92 | -0.17 | -0.06% | 8.83% | 21.20% | 651 | #7 |
| #93 | 14.82 | 4.94% | 8.26% | 78.58% | 789 | #4 |
| #94 | 2.78 | 0.93% | 9.73% | 42.47% | 664 | #7 |
| #95 | 21.98 | 7.33% | 8.19% | 78.82% | 609 | #7 |
| #96 | 38.19 | 12.73% | 8.05% | 84.42% | 693 | #4 |
| #97 | 30.55 | 10.18% | 12.31% | 84.89% | 523 | #4 |
| #98 | -4.66 | -1.55% | 9.58% | 19.17% | 720 | #8 |
| #99 | 84.43 | 28.14% | 7.22% | 84.00% | 550 | Winner |
| #100 | 41.69 | 13.90% | 6.82% | 82.87% | 654 | #2 |