ea · 100-run average
Ultimate Breakout System
🏆 7 wins / 100 · Profit rank #8 · DD rank #6
$15.38
5.13%
10.00%
28.83%
7 / 100
62.13%
$1538.04
0
Simulation Analysis
How this EA behaved across all 100 independent market paths.
Observed across 100 independent market paths: Ultimate Breakout System ranked #8 of 10 — 7 wins, $15.38 average profit, 26 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 28.83%, spread 25.60%), though 68 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $161.62).
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 | 38.73 | 12.91% | 6.92% | 92.36% | 589 | #5 |
| #2 | -0.06 | -0.02% | 3.23% | 1.06% | 754 | #4 |
| #3 | 50.18 | 16.73% | 7.78% | 93.83% | 632 | Winner |
| #4 | -41.61 | -13.87% | 13.90% | 25.87% | 688 | #9 |
| #5 | 28.69 | 9.56% | 8.70% | 80.72% | 529 | #3 |
| #6 | -29.62 | -9.87% | 11.89% | 26.57% | 670 | #7 |
| #7 | 24.08 | 8.03% | 7.85% | 80.37% | 591 | #6 |
| #8 | -31.26 | -10.42% | 12.12% | 41.34% | 670 | #9 |
| #9 | 12.72 | 4.24% | 8.56% | 79.48% | 575 | #6 |
| #10 | -8.36 | -2.79% | 8.64% | 35.35% | 594 | #8 |
| #11 | 1.99 | 0.66% | 9.22% | 43.23% | 650 | #9 |
| #12 | 21.50 | 7.17% | 8.91% | 78.99% | 733 | #6 |
| #13 | 44.61 | 14.87% | 7.84% | 86.58% | 641 | #2 |
| #14 | -38.53 | -12.84% | 13.47% | 2.53% | 750 | #10 |
| #15 | -36.23 | -12.08% | 17.49% | 28.13% | 686 | #9 |
| #16 | 29.06 | 9.69% | 7.35% | 85.45% | 481 | #4 |
| #17 | -25.81 | -8.60% | 13.70% | 42.18% | 633 | #8 |
| #18 | 66.64 | 22.21% | 11.41% | 86.50% | 622 | #2 |
| #19 | 56.77 | 18.92% | 8.58% | 86.92% | 665 | #3 |
| #20 | 11.67 | 3.89% | 7.94% | 76.14% | 503 | #6 |
| #21 | -31.95 | -10.65% | 12.21% | 31.67% | 720 | #8 |
| #22 | 25.45 | 8.48% | 7.99% | 78.22% | 730 | #3 |
| #23 | 30.15 | 10.05% | 7.94% | 84.38% | 608 | #7 |
| #24 | 36.48 | 12.16% | 10.02% | 80.53% | 493 | #2 |
| #25 | -19.72 | -6.57% | 8.78% | 41.35% | 578 | #8 |
| #26 | 61.51 | 20.50% | 10.82% | 84.22% | 697 | Winner |
| #27 | 78.71 | 26.24% | 18.56% | 79.91% | 697 | Winner |
| #28 | 32.60 | 10.87% | 10.43% | 84.48% | 741 | #4 |
| #29 | 37.07 | 12.36% | 11.81% | 94.38% | 730 | #4 |
| #30 | 20.47 | 6.82% | 8.69% | 78.91% | 659 | #5 |
| #31 | -16.71 | -5.57% | 12.24% | 26.45% | 586 | #7 |
| #32 | 42.36 | 14.12% | 9.12% | 82.17% | 757 | #4 |
| #33 | 58.79 | 19.60% | 10.42% | 93.49% | 768 | #4 |
| #34 | 15.59 | 5.20% | 8.59% | 65.37% | 722 | #5 |
| #35 | 24.37 | 8.12% | 9.00% | 95.68% | 694 | #4 |
| #36 | 17.68 | 5.89% | 8.82% | 64.55% | 739 | #7 |
| #37 | 61.86 | 20.62% | 8.13% | 80.68% | 647 | #2 |
| #38 | -2.33 | -0.78% | 4.23% | 0.40% | 746 | #7 |
| #39 | 81.18 | 27.06% | 13.42% | 83.00% | 694 | Winner |
| #40 | -9.07 | -3.02% | 8.37% | 17.99% | 795 | #6 |
| #41 | -80.44 | -26.81% | 28.83% | 42.29% | 506 | #10 |
| #42 | -27.56 | -9.19% | 13.72% | 24.69% | 814 | #8 |
| #43 | 48.99 | 16.33% | 11.14% | 84.03% | 689 | #2 |
| #44 | -11.72 | -3.91% | 11.19% | 25.55% | 634 | #7 |
| #45 | 35.34 | 11.78% | 12.01% | 83.83% | 668 | #3 |
| #46 | 4.90 | 1.63% | 7.82% | 48.48% | 592 | #10 |
| #47 | 71.56 | 23.85% | 14.56% | 83.49% | 757 | Winner |
| #48 | 37.44 | 12.48% | 9.74% | 83.23% | 638 | #4 |
| #49 | 1.22 | 0.41% | 11.61% | 28.53% | 722 | #7 |
| #50 | 5.37 | 1.79% | 9.69% | 65.84% | 688 | #7 |
| #51 | 5.43 | 1.81% | 8.30% | 47.96% | 638 | #8 |
| #52 | -16.02 | -5.34% | 9.10% | 2.38% | 671 | #7 |
| #53 | -2.51 | -0.84% | 7.81% | 19.03% | 578 | #7 |
| #54 | -1.94 | -0.65% | 9.46% | 36.88% | 667 | #7 |
| #55 | 63.04 | 21.01% | 7.68% | 83.58% | 670 | Winner |
| #56 | 25.73 | 8.58% | 8.34% | 87.77% | 458 | #3 |
| #57 | -28.23 | -9.41% | 12.52% | 42.53% | 696 | #6 |
| #58 | -36.33 | -12.11% | 15.06% | 46.29% | 620 | #9 |
| #59 | 55.13 | 18.38% | 6.48% | 87.93% | 704 | #3 |
| #60 | -15.46 | -5.15% | 8.41% | 33.70% | 644 | #10 |
| #61 | 1.16 | 0.39% | 8.41% | 25.52% | 572 | #6 |
| #62 | 4.65 | 1.55% | 8.27% | 42.74% | 620 | #7 |
| #63 | -15.68 | -5.23% | 8.49% | 21.59% | 690 | #8 |
| #64 | 20.32 | 6.77% | 8.37% | 79.10% | 579 | #5 |
| #65 | -26.85 | -8.95% | 11.22% | 27.78% | 630 | #8 |
| #66 | 41.19 | 13.73% | 8.03% | 82.19% | 713 | #2 |
| #67 | 14.14 | 4.71% | 8.79% | 78.47% | 511 | #7 |
| #68 | 20.65 | 6.88% | 8.57% | 78.24% | 602 | #6 |
| #69 | 11.34 | 3.78% | 8.14% | 74.47% | 701 | #7 |
| #70 | 26.75 | 8.92% | 8.60% | 84.60% | 578 | #6 |
| #71 | 55.46 | 18.49% | 11.01% | 82.65% | 686 | #3 |
| #72 | 26.17 | 8.72% | 11.30% | 81.90% | 674 | #7 |
| #73 | 22.84 | 7.61% | 7.60% | 82.52% | 761 | #3 |
| #74 | 47.97 | 15.99% | 10.79% | 89.92% | 595 | #4 |
| #75 | 48.44 | 16.15% | 10.00% | 92.79% | 707 | #2 |
| #76 | -13.85 | -4.62% | 10.13% | 19.38% | 712 | #10 |
| #77 | -0.88 | -0.29% | 13.94% | 30.94% | 682 | #5 |
| #78 | 25.23 | 8.41% | 7.32% | 93.03% | 502 | #4 |
| #79 | 31.18 | 10.39% | 7.86% | 85.01% | 814 | #4 |
| #80 | -13.20 | -4.40% | 8.08% | 42.21% | 552 | #9 |
| #81 | 25.25 | 8.42% | 9.67% | 79.83% | 813 | #5 |
| #82 | 3.66 | 1.22% | 9.21% | 54.94% | 597 | #3 |
| #83 | -25.38 | -8.46% | 15.07% | 43.65% | 740 | #7 |
| #84 | 47.53 | 15.84% | 7.80% | 91.77% | 644 | #2 |
| #85 | -58.31 | -19.44% | 20.73% | 32.66% | 744 | #10 |
| #86 | 46.65 | 15.55% | 8.03% | 87.23% | 705 | #5 |
| #87 | -5.64 | -1.88% | 7.76% | 33.06% | 744 | #7 |
| #88 | 38.97 | 12.99% | 8.44% | 80.39% | 770 | #2 |
| #89 | 17.54 | 5.85% | 8.36% | 79.50% | 522 | #4 |
| #90 | 58.50 | 19.50% | 10.83% | 84.17% | 619 | Winner |
| #91 | 15.85 | 5.28% | 7.91% | 85.62% | 779 | #5 |
| #92 | 63.42 | 21.14% | 8.60% | 84.20% | 690 | #2 |
| #93 | 57.77 | 19.26% | 11.02% | 84.76% | 761 | #5 |
| #94 | 22.98 | 7.66% | 8.57% | 78.94% | 622 | #7 |
| #95 | -11.25 | -3.75% | 7.99% | 20.12% | 825 | #8 |
| #96 | 15.56 | 5.19% | 8.80% | 74.27% | 688 | #7 |
| #97 | 23.54 | 7.85% | 11.61% | 75.09% | 578 | #7 |
| #98 | 13.10 | 4.37% | 7.99% | 78.28% | 511 | #9 |
| #99 | 13.98 | 4.66% | 10.37% | 67.95% | 830 | #6 |
| #100 | -6.30 | -2.10% | 8.08% | 22.43% | 749 | #8 |