ea · 100-run average
Straddle
🏆 2 wins / 100 · Profit rank #10 · DD rank #8
$-13.38
-1.34%
10.45%
24.42%
2 / 100
43.00%
$-1338.09
0
Simulation Analysis
How this EA behaved across all 100 independent market paths.
Observed across 100 independent market paths: Straddle ranked #10 of 10 — 2 wins, $-13.38 average profit, 18 top-three finishes.
Strategy-family context: Hostile regime combinations limited the benefit of responded to the market conditions present during this simulation.
Observed risk across the sample: Large equity declines clustered in prolonged one-directional markets (peak 24.42%, spread 20.21%), though 46 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $399.87).
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 | -182.52 | -18.25% | 20.42% | 22.60% | 177 | #10 |
| #2 | -38.13 | -3.81% | 8.16% | 35.88% | 131 | #6 |
| #3 | 45.41 | 4.54% | 8.01% | 51.91% | 131 | #3 |
| #4 | 77.24 | 7.72% | 6.11% | 65.85% | 82 | #5 |
| #5 | 101.88 | 10.19% | 4.77% | 56.34% | 142 | #5 |
| #6 | 13.90 | 1.39% | 8.85% | 53.64% | 110 | #7 |
| #7 | 148.65 | 14.87% | 4.86% | 69.94% | 163 | #4 |
| #8 | -162.45 | -16.24% | 17.18% | 12.50% | 96 | #8 |
| #9 | 70.96 | 7.10% | 9.03% | 47.69% | 130 | #7 |
| #10 | -145.91 | -14.59% | 14.67% | 22.77% | 101 | #8 |
| #11 | 100.47 | 10.05% | 7.85% | 55.28% | 123 | #5 |
| #12 | -11.52 | -1.15% | 4.21% | 31.78% | 107 | #7 |
| #13 | -104.99 | -10.50% | 11.05% | 6.13% | 163 | #9 |
| #14 | -8.33 | -0.83% | 9.34% | 24.66% | 73 | #3 |
| #15 | 80.20 | 8.02% | 5.31% | 57.97% | 138 | #5 |
| #16 | 56.47 | 5.65% | 6.72% | 54.12% | 85 | #6 |
| #17 | -203.87 | -20.39% | 20.54% | 39.88% | 173 | #9 |
| #18 | 124.80 | 12.48% | 7.28% | 59.09% | 110 | Winner |
| #19 | -199.76 | -19.98% | 21.39% | 38.24% | 136 | #10 |
| #20 | 148.90 | 14.89% | 7.18% | 64.81% | 108 | #5 |
| #21 | 118.56 | 11.86% | 7.04% | 58.82% | 119 | #8 |
| #22 | -178.89 | -17.89% | 18.21% | 6.21% | 145 | #9 |
| #23 | -89.35 | -8.94% | 10.53% | 25.53% | 141 | #6 |
| #24 | 72.28 | 7.23% | 7.16% | 50.00% | 118 | #6 |
| #25 | -45.90 | -4.59% | 8.91% | 31.20% | 125 | #6 |
| #26 | -112.51 | -11.25% | 12.54% | 41.43% | 70 | #10 |
| #27 | -162.25 | -16.23% | 17.28% | 39.23% | 130 | #10 |
| #28 | -39.19 | -3.92% | 9.14% | 32.11% | 109 | #6 |
| #29 | 118.82 | 11.88% | 6.89% | 58.39% | 161 | #5 |
| #30 | -20.59 | -2.06% | 5.57% | 25.93% | 81 | #9 |
| #31 | 23.02 | 2.30% | 11.64% | 61.69% | 154 | #5 |
| #32 | -154.11 | -15.41% | 18.28% | 45.64% | 149 | #10 |
| #33 | 46.12 | 4.61% | 8.28% | 44.60% | 139 | #5 |
| #34 | -65.47 | -6.55% | 7.40% | 2.86% | 105 | #8 |
| #35 | -105.82 | -10.58% | 11.30% | 8.13% | 160 | #6 |
| #36 | -169.79 | -16.98% | 23.63% | 42.53% | 87 | #9 |
| #37 | 12.06 | 1.21% | 8.45% | 60.48% | 124 | Winner |
| #38 | 153.78 | 15.38% | 7.12% | 64.63% | 82 | #2 |
| #39 | 34.60 | 3.46% | 8.81% | 46.89% | 177 | #5 |
| #40 | -37.60 | -3.76% | 8.08% | 42.86% | 105 | #7 |
| #41 | 26.56 | 2.66% | 9.61% | 40.14% | 142 | #4 |
| #42 | -20.10 | -2.01% | 6.61% | 35.05% | 97 | #9 |
| #43 | -47.79 | -4.78% | 8.42% | 14.37% | 160 | #6 |
| #44 | -35.12 | -3.51% | 7.83% | 26.83% | 123 | #7 |
| #45 | -112.88 | -11.29% | 17.92% | 34.68% | 173 | #9 |
| #46 | 114.04 | 11.40% | 7.50% | 58.27% | 127 | #3 |
| #47 | -158.63 | -15.86% | 20.10% | 48.03% | 152 | #9 |
| #48 | 98.04 | 9.80% | 8.13% | 69.47% | 131 | #4 |
| #49 | -4.61 | -0.46% | 4.44% | 26.72% | 131 | #4 |
| #50 | -137.82 | -13.78% | 14.25% | 14.29% | 119 | #9 |
| #51 | -60.84 | -6.08% | 8.38% | 42.03% | 138 | #7 |
| #52 | -20.88 | -2.09% | 8.50% | 33.66% | 101 | #7 |
| #53 | -72.50 | -7.25% | 9.50% | 38.62% | 189 | #8 |
| #54 | 4.00 | 0.40% | 9.26% | 58.33% | 144 | #5 |
| #55 | 46.94 | 4.69% | 10.81% | 51.03% | 145 | #5 |
| #56 | -192.24 | -19.22% | 20.63% | 31.06% | 132 | #8 |
| #57 | 143.46 | 14.35% | 8.15% | 66.39% | 122 | #6 |
| #58 | -91.93 | -9.19% | 13.15% | 31.16% | 138 | #9 |
| #59 | -166.00 | -16.60% | 18.65% | 18.38% | 136 | #9 |
| #60 | -26.46 | -2.65% | 8.10% | 34.15% | 123 | #9 |
| #61 | 107.56 | 10.76% | 7.13% | 69.17% | 133 | #3 |
| #62 | -88.79 | -8.88% | 11.54% | 38.62% | 145 | #8 |
| #63 | 132.39 | 13.24% | 5.72% | 57.53% | 146 | #3 |
| #64 | 63.43 | 6.34% | 7.48% | 63.27% | 98 | #4 |
| #65 | 91.72 | 9.17% | 10.90% | 65.94% | 138 | #3 |
| #66 | 149.02 | 14.90% | 6.14% | 78.71% | 155 | #2 |
| #67 | -150.96 | -15.10% | 15.40% | 14.38% | 146 | #10 |
| #68 | -98.29 | -9.83% | 10.85% | 36.18% | 152 | #9 |
| #69 | -184.01 | -18.40% | 18.65% | 21.01% | 138 | #9 |
| #70 | 137.71 | 13.77% | 5.20% | 80.30% | 132 | #3 |
| #71 | 16.53 | 1.65% | 6.92% | 72.06% | 136 | #5 |
| #72 | -22.74 | -2.27% | 9.13% | 28.46% | 130 | #8 |
| #73 | 80.38 | 8.04% | 6.31% | 72.36% | 123 | #2 |
| #74 | -116.88 | -11.69% | 11.69% | 7.41% | 108 | #9 |
| #75 | -57.95 | -5.80% | 8.78% | 18.67% | 150 | #8 |
| #76 | -96.50 | -9.65% | 9.94% | 26.09% | 92 | #9 |
| #77 | 82.94 | 8.29% | 8.02% | 51.15% | 131 | #2 |
| #78 | 46.47 | 4.65% | 8.37% | 59.29% | 113 | #6 |
| #79 | 30.68 | 3.07% | 9.35% | 60.58% | 137 | #8 |
| #80 | -154.35 | -15.43% | 16.73% | 12.77% | 141 | #10 |
| #81 | -138.07 | -13.81% | 13.81% | 8.70% | 115 | #8 |
| #82 | 111.43 | 11.14% | 5.98% | 65.41% | 133 | #3 |
| #83 | 87.85 | 8.79% | 8.67% | 55.12% | 127 | #6 |
| #84 | -230.50 | -23.05% | 24.42% | 39.52% | 124 | #10 |
| #85 | -11.48 | -1.15% | 7.27% | 23.53% | 136 | #8 |
| #86 | 123.82 | 12.38% | 7.36% | 51.49% | 101 | #2 |
| #87 | -42.37 | -4.24% | 8.31% | 29.12% | 182 | #6 |
| #88 | 128.41 | 12.84% | 5.77% | 56.74% | 141 | #4 |
| #89 | 151.68 | 15.17% | 7.02% | 70.12% | 164 | #3 |
| #90 | -215.75 | -21.58% | 23.09% | 37.69% | 130 | #10 |
| #91 | -4.40 | -0.44% | 7.54% | 10.74% | 121 | #6 |
| #92 | -10.38 | -1.04% | 5.66% | 30.08% | 133 | #6 |
| #93 | 52.57 | 5.26% | 8.63% | 60.47% | 86 | #4 |
| #94 | 169.37 | 16.94% | 7.06% | 61.24% | 129 | #2 |
| #95 | 108.63 | 10.86% | 9.30% | 68.80% | 125 | #4 |
| #96 | 104.80 | 10.48% | 5.31% | 80.58% | 103 | #4 |
| #97 | -189.93 | -18.99% | 21.61% | 34.48% | 87 | #9 |
| #98 | 147.11 | 14.71% | 5.27% | 60.14% | 138 | #3 |
| #99 | -64.23 | -6.42% | 9.31% | 44.59% | 157 | #8 |
| #100 | -179.42 | -17.94% | 20.38% | 44.35% | 124 | #8 |