ea · 100-run average
Straddle
🏆 2 wins / 100 · Profit rank #10 · DD rank #10
$-22.53
-2.25%
10.88%
32.63%
2 / 100
43.06%
$-2252.96
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, $-22.53 average profit, 13 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 32.63%, spread 27.63%), though 47 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $518.13).
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 | -34.35 | -3.44% | 8.84% | 38.18% | 110 | #7 |
| #2 | 138.51 | 13.85% | 6.85% | 65.54% | 148 | #3 |
| #3 | -177.91 | -17.79% | 21.44% | 42.62% | 122 | #10 |
| #4 | 180.50 | 18.05% | 6.47% | 68.82% | 93 | #4 |
| #5 | -316.42 | -31.64% | 32.63% | 40.63% | 96 | #10 |
| #6 | -148.46 | -14.85% | 17.68% | 45.39% | 141 | #10 |
| #7 | -103.53 | -10.35% | 10.64% | 39.83% | 118 | #9 |
| #8 | -27.57 | -2.76% | 6.39% | 2.35% | 170 | #7 |
| #9 | -156.77 | -15.68% | 17.59% | 23.66% | 131 | #10 |
| #10 | -17.44 | -1.74% | 7.87% | 34.68% | 124 | #9 |
| #11 | 8.36 | 0.84% | 9.34% | 59.80% | 102 | #3 |
| #12 | 152.54 | 15.25% | 7.35% | 70.94% | 117 | #3 |
| #13 | 2.88 | 0.29% | 10.34% | 59.60% | 99 | #5 |
| #14 | 78.45 | 7.85% | 8.49% | 46.02% | 113 | #4 |
| #15 | -15.33 | -1.53% | 5.00% | 32.81% | 64 | #8 |
| #16 | -30.05 | -3.01% | 7.05% | 34.55% | 110 | #9 |
| #17 | -150.48 | -15.05% | 16.16% | 39.17% | 120 | #10 |
| #18 | 5.78 | 0.58% | 8.27% | 60.53% | 152 | #6 |
| #19 | 12.63 | 1.26% | 8.36% | 72.13% | 122 | #7 |
| #20 | -60.88 | -6.09% | 10.85% | 17.02% | 141 | #9 |
| #21 | 117.38 | 11.74% | 5.52% | 55.56% | 99 | #4 |
| #22 | -60.74 | -6.07% | 8.65% | 27.61% | 134 | #9 |
| #23 | -98.07 | -9.81% | 9.81% | 25.60% | 125 | #9 |
| #24 | -42.06 | -4.21% | 8.20% | 9.63% | 135 | #9 |
| #25 | -81.66 | -8.17% | 8.17% | 5.63% | 71 | #8 |
| #26 | 127.86 | 12.79% | 6.23% | 64.23% | 137 | #2 |
| #27 | -51.72 | -5.17% | 8.44% | 17.14% | 70 | #8 |
| #28 | 51.76 | 5.18% | 7.71% | 69.44% | 144 | #7 |
| #29 | -60.96 | -6.10% | 9.26% | 49.56% | 113 | #9 |
| #30 | -176.62 | -17.66% | 20.54% | 19.29% | 140 | #10 |
| #31 | 25.09 | 2.51% | 9.52% | 64.71% | 136 | #5 |
| #32 | 21.17 | 2.12% | 8.20% | 60.77% | 130 | #7 |
| #33 | -88.02 | -8.80% | 12.00% | 41.04% | 134 | #9 |
| #34 | -38.08 | -3.81% | 8.49% | 31.71% | 123 | #6 |
| #35 | -14.77 | -1.48% | 6.60% | 26.71% | 146 | #6 |
| #36 | -127.43 | -12.74% | 12.82% | 6.67% | 150 | #9 |
| #37 | 26.27 | 2.63% | 8.58% | 57.89% | 57 | #4 |
| #38 | -98.26 | -9.83% | 9.83% | 17.91% | 134 | #9 |
| #39 | 75.14 | 7.51% | 7.23% | 48.10% | 79 | #5 |
| #40 | -165.41 | -16.54% | 21.56% | 32.35% | 136 | #10 |
| #41 | 39.17 | 3.92% | 6.93% | 61.96% | 92 | #5 |
| #42 | -119.51 | -11.95% | 12.45% | 21.17% | 137 | #9 |
| #43 | 17.46 | 1.75% | 7.93% | 59.66% | 119 | #8 |
| #44 | 58.67 | 5.87% | 6.75% | 73.26% | 172 | #5 |
| #45 | 157.30 | 15.73% | 7.64% | 53.79% | 132 | Winner |
| #46 | -94.25 | -9.43% | 10.02% | 39.85% | 133 | #10 |
| #47 | 201.71 | 20.17% | 5.64% | 61.74% | 115 | #5 |
| #48 | 141.82 | 14.18% | 5.69% | 54.41% | 136 | #2 |
| #49 | 14.05 | 1.41% | 10.62% | 44.79% | 96 | #6 |
| #50 | 137.65 | 13.76% | 7.27% | 59.05% | 105 | #7 |
| #51 | -85.16 | -8.52% | 10.39% | 37.50% | 112 | #9 |
| #52 | -217.87 | -21.79% | 22.33% | 31.08% | 148 | #10 |
| #53 | -60.36 | -6.04% | 8.47% | 28.33% | 120 | #8 |
| #54 | -128.28 | -12.83% | 12.83% | 41.85% | 184 | #9 |
| #55 | 38.28 | 3.83% | 6.89% | 70.90% | 134 | #6 |
| #56 | 133.29 | 13.33% | 5.57% | 47.75% | 111 | #4 |
| #57 | -128.00 | -12.80% | 13.09% | 29.29% | 99 | #10 |
| #58 | -81.73 | -8.17% | 8.54% | 33.04% | 112 | #7 |
| #59 | 31.08 | 3.11% | 6.98% | 64.00% | 125 | #4 |
| #60 | 159.26 | 15.93% | 5.77% | 69.59% | 148 | #3 |
| #61 | -34.27 | -3.43% | 9.15% | 38.46% | 130 | #8 |
| #62 | -169.67 | -16.97% | 17.63% | 8.96% | 134 | #9 |
| #63 | -115.72 | -11.57% | 13.32% | 36.05% | 86 | #10 |
| #64 | 32.18 | 3.22% | 7.43% | 62.50% | 136 | #5 |
| #65 | 41.65 | 4.17% | 7.94% | 56.00% | 75 | #3 |
| #66 | -92.42 | -9.24% | 12.25% | 6.15% | 195 | #8 |
| #67 | 110.46 | 11.05% | 7.09% | 69.60% | 125 | #6 |
| #68 | -150.35 | -15.03% | 16.90% | 17.01% | 147 | #9 |
| #69 | 113.18 | 11.32% | 7.30% | 60.58% | 137 | #6 |
| #70 | 113.55 | 11.36% | 7.61% | 71.11% | 135 | #5 |
| #71 | -142.12 | -14.21% | 16.36% | 7.81% | 128 | #10 |
| #72 | 162.04 | 16.20% | 8.93% | 61.18% | 152 | Winner |
| #73 | 7.47 | 0.75% | 7.84% | 62.84% | 148 | #5 |
| #74 | -75.18 | -7.52% | 8.71% | 24.58% | 179 | #7 |
| #75 | -247.30 | -24.73% | 25.48% | 41.67% | 96 | #10 |
| #76 | 119.35 | 11.94% | 10.36% | 47.58% | 124 | #4 |
| #77 | 105.94 | 10.59% | 6.07% | 44.33% | 97 | #3 |
| #78 | -53.12 | -5.31% | 9.23% | 17.73% | 141 | #8 |
| #79 | 170.92 | 17.09% | 6.98% | 66.41% | 128 | #4 |
| #80 | -149.39 | -14.94% | 19.64% | 42.77% | 159 | #10 |
| #81 | -217.12 | -21.71% | 23.08% | 30.07% | 153 | #10 |
| #82 | 5.76 | 0.58% | 7.55% | 42.54% | 134 | #6 |
| #83 | -116.37 | -11.64% | 13.84% | 29.51% | 122 | #8 |
| #84 | 131.14 | 13.11% | 5.90% | 66.45% | 155 | #3 |
| #85 | -89.52 | -8.95% | 11.26% | 2.10% | 143 | #8 |
| #86 | -131.97 | -13.20% | 15.03% | 5.92% | 152 | #9 |
| #87 | 73.59 | 7.36% | 5.77% | 76.29% | 97 | #6 |
| #88 | -155.75 | -15.58% | 16.00% | 43.53% | 170 | #9 |
| #89 | 117.33 | 11.73% | 6.67% | 50.93% | 108 | #4 |
| #90 | -42.15 | -4.22% | 8.83% | 32.82% | 131 | #6 |
| #91 | 28.94 | 2.89% | 7.29% | 64.67% | 150 | #7 |
| #92 | 114.01 | 11.40% | 6.97% | 58.78% | 131 | #3 |
| #93 | 11.73 | 1.17% | 9.38% | 61.35% | 163 | #5 |
| #94 | 3.11 | 0.31% | 9.29% | 62.81% | 121 | #7 |
| #95 | -245.01 | -24.50% | 29.67% | 38.71% | 124 | #10 |
| #96 | -209.61 | -20.96% | 24.40% | 22.39% | 134 | #10 |
| #97 | -105.31 | -10.53% | 11.97% | 18.10% | 116 | #8 |
| #98 | 103.74 | 10.37% | 8.50% | 51.55% | 161 | #2 |
| #99 | 41.39 | 4.14% | 8.95% | 55.32% | 94 | #6 |
| #100 | -214.00 | -21.40% | 24.19% | 40.10% | 207 | #10 |