ea · 100-run average
Straddle
🏆 2 wins / 100 · Profit rank #10 · DD rank #7
$-37.09
-3.71%
9.68%
47.31%
2 / 100
49.45%
$-3709.26
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, $-37.09 average profit, 17 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 47.31%, spread 47.31%), though 43 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $493.35).
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 | -10.72 | -1.07% | 3.63% | 47.89% | 71 | #8 |
| #2 | -28.26 | -2.83% | 3.26% | 42.86% | 14 | #7 |
| #3 | -323.18 | -32.32% | 32.32% | 63.38% | 71 | #10 |
| #4 | -10.37 | -1.04% | 1.45% | 33.33% | 3 | #6 |
| #5 | -328.08 | -32.81% | 33.65% | 60.71% | 56 | #10 |
| #6 | 0.00 | 0.00% | 0.00% | 0.00% | 0 | #8 |
| #7 | -5.08 | -0.51% | 6.93% | 58.21% | 67 | #4 |
| #8 | -286.00 | -28.60% | 28.60% | 0.00% | 3 | #9 |
| #9 | -6.13 | -0.61% | 3.81% | 63.33% | 90 | #7 |
| #10 | 0.00 | 0.00% | 0.00% | 0.00% | 0 | #6 |
| #11 | 129.38 | 12.94% | 2.20% | 50.70% | 71 | #4 |
| #12 | 0.00 | 0.00% | 0.00% | 0.00% | 0 | #6 |
| #13 | 75.16 | 7.52% | 2.21% | 57.53% | 73 | #6 |
| #14 | 0.00 | 0.00% | 0.00% | 0.00% | 0 | #9 |
| #15 | 129.38 | 12.94% | 3.61% | 48.98% | 49 | #2 |
| #16 | 0.00 | 0.00% | 0.00% | 0.00% | 0 | #6 |
| #17 | 58.74 | 5.87% | 3.95% | 50.00% | 72 | #5 |
| #18 | 0.00 | 0.00% | 0.00% | 0.00% | 0 | #6 |
| #19 | -73.10 | -7.31% | 9.82% | 64.71% | 85 | #8 |
| #20 | 0.00 | 0.00% | 0.00% | 0.00% | 0 | #6 |
| #21 | 55.27 | 5.53% | 2.66% | 53.85% | 78 | #5 |
| #22 | 0.00 | 0.00% | 0.00% | 0.00% | 0 | #4 |
| #23 | 115.52 | 11.55% | 2.35% | 47.83% | 69 | #4 |
| #24 | 18.00 | 1.80% | 0.00% | 100.00% | 1 | #6 |
| #25 | -168.09 | -16.81% | 22.09% | 64.37% | 87 | #6 |
| #26 | 0.00 | 0.00% | 0.00% | 0.00% | 0 | #2 |
| #27 | -300.98 | -30.10% | 30.10% | 60.38% | 53 | #10 |
| #28 | -43.20 | -4.32% | 4.32% | 0.00% | 3 | #6 |
| #29 | -157.46 | -15.75% | 16.43% | 66.67% | 51 | #9 |
| #30 | 129.38 | 12.94% | 0.00% | 100.00% | 2 | #3 |
| #31 | -7.10 | -0.71% | 4.46% | 51.85% | 54 | #7 |
| #32 | 113.54 | 11.35% | 0.12% | 88.89% | 9 | #7 |
| #33 | 126.64 | 12.66% | 4.36% | 45.65% | 46 | #4 |
| #34 | 14.26 | 1.43% | 1.36% | 54.55% | 11 | #5 |
| #35 | 124.85 | 12.49% | 3.12% | 55.74% | 61 | #3 |
| #36 | 129.39 | 12.94% | 0.14% | 90.91% | 11 | #3 |
| #37 | -332.04 | -33.20% | 34.51% | 62.30% | 61 | #10 |
| #38 | -291.39 | -29.14% | 29.14% | 10.00% | 10 | #10 |
| #39 | 129.38 | 12.94% | 1.92% | 51.61% | 31 | Winner |
| #40 | -192.71 | -19.27% | 19.41% | 7.14% | 14 | #10 |
| #41 | 113.57 | 11.36% | 3.26% | 48.72% | 39 | #4 |
| #42 | 129.37 | 12.94% | 0.13% | 92.31% | 13 | #2 |
| #43 | 112.80 | 11.28% | 1.74% | 51.56% | 64 | #5 |
| #44 | -39.82 | -3.98% | 6.40% | 38.89% | 18 | #8 |
| #45 | -147.38 | -14.74% | 14.74% | 57.53% | 73 | #10 |
| #46 | -186.32 | -18.63% | 25.97% | 68.18% | 22 | #10 |
| #47 | -197.49 | -19.75% | 20.10% | 64.10% | 78 | #10 |
| #48 | -177.08 | -17.71% | 17.71% | 6.25% | 16 | #8 |
| #49 | 118.72 | 11.87% | 4.35% | 51.52% | 66 | Winner |
| #50 | 129.38 | 12.94% | 0.00% | 100.00% | 6 | #2 |
| #51 | 34.15 | 3.42% | 5.24% | 55.81% | 43 | #8 |
| #52 | -224.79 | -22.48% | 24.25% | 66.67% | 24 | #8 |
| #53 | 122.84 | 12.28% | 2.82% | 52.54% | 59 | #2 |
| #54 | -40.44 | -4.04% | 4.43% | 35.00% | 20 | #8 |
| #55 | 17.49 | 1.75% | 3.73% | 47.27% | 55 | #4 |
| #56 | 54.03 | 5.40% | 1.79% | 50.00% | 32 | #2 |
| #57 | -78.67 | -7.87% | 7.87% | 66.13% | 62 | #5 |
| #58 | -255.31 | -25.53% | 31.10% | 65.12% | 43 | #9 |
| #59 | 123.32 | 12.33% | 2.81% | 51.72% | 58 | #4 |
| #60 | 38.83 | 3.88% | 0.14% | 94.44% | 18 | #5 |
| #61 | 47.32 | 4.73% | 1.91% | 47.46% | 59 | #6 |
| #62 | -28.46 | -2.85% | 4.19% | 42.86% | 7 | #8 |
| #63 | -85.31 | -8.53% | 10.33% | 65.71% | 35 | #8 |
| #64 | -140.94 | -14.09% | 15.03% | 62.07% | 29 | #8 |
| #65 | -224.20 | -22.42% | 22.95% | 61.22% | 49 | #8 |
| #66 | -258.17 | -25.82% | 25.96% | 57.89% | 38 | #10 |
| #67 | -101.04 | -10.10% | 10.17% | 58.14% | 43 | #8 |
| #68 | -363.96 | -36.40% | 47.31% | 66.67% | 42 | #10 |
| #69 | -320.99 | -32.10% | 33.07% | 64.00% | 50 | #10 |
| #70 | -121.25 | -12.13% | 12.26% | 63.16% | 38 | #10 |
| #71 | -131.90 | -13.19% | 13.22% | 59.52% | 42 | #9 |
| #72 | 116.24 | 11.62% | 3.73% | 34.78% | 23 | #5 |
| #73 | 26.41 | 2.64% | 2.49% | 50.00% | 38 | #3 |
| #74 | -310.48 | -31.05% | 46.51% | 63.64% | 22 | #9 |
| #75 | 46.14 | 4.61% | 2.89% | 50.00% | 34 | #7 |
| #76 | -173.77 | -17.38% | 17.38% | 11.11% | 18 | #10 |
| #77 | -5.76 | -0.58% | 3.44% | 43.18% | 44 | #7 |
| #78 | 108.62 | 10.86% | 3.10% | 47.73% | 44 | #5 |
| #79 | 127.68 | 12.77% | 1.85% | 55.74% | 61 | #4 |
| #80 | -195.61 | -19.56% | 19.98% | 63.64% | 44 | #10 |
| #81 | 42.00 | 4.20% | 1.72% | 51.06% | 47 | #5 |
| #82 | 129.38 | 12.94% | 2.84% | 46.15% | 39 | #4 |
| #83 | 49.44 | 4.94% | 3.16% | 47.22% | 36 | #6 |
| #84 | 129.38 | 12.94% | 5.37% | 41.67% | 24 | #3 |
| #85 | -237.12 | -23.71% | 23.71% | 64.41% | 59 | #9 |
| #86 | 105.69 | 10.57% | 3.14% | 46.88% | 32 | #6 |
| #87 | -312.95 | -31.30% | 39.14% | 60.66% | 61 | #10 |
| #88 | 110.96 | 11.10% | 2.22% | 52.27% | 44 | #2 |
| #89 | -231.65 | -23.17% | 24.88% | 56.25% | 32 | #10 |
| #90 | -23.79 | -2.38% | 8.97% | 53.33% | 45 | #7 |
| #91 | 124.09 | 12.41% | 3.41% | 51.16% | 43 | #4 |
| #92 | -146.70 | -14.67% | 15.20% | 62.30% | 61 | #8 |
| #93 | -166.09 | -16.61% | 17.14% | 60.78% | 51 | #8 |
| #94 | 69.84 | 6.98% | 2.01% | 50.00% | 54 | #5 |
| #95 | 129.38 | 12.94% | 2.42% | 52.50% | 40 | #3 |
| #96 | 1.77 | 0.18% | 0.34% | 47.22% | 36 | #7 |
| #97 | 129.38 | 12.94% | 3.18% | 50.94% | 53 | #3 |
| #98 | -96.43 | -9.64% | 9.64% | 59.26% | 27 | #8 |
| #99 | -85.16 | -8.52% | 8.52% | 59.65% | 57 | #6 |
| #100 | 126.55 | 12.66% | 2.83% | 45.61% | 57 | #3 |