ea · 100-run average
Ultimate Breakout System
🏆 12 wins / 100 · Profit rank #5 · DD rank #8
$12.11
4.04%
11.64%
32.77%
12 / 100
61.63%
$1211.38
0
Simulation Analysis
How this EA behaved across all 100 independent market paths.
Observed across 100 independent market paths: Ultimate Breakout System landed in the upper half at rank #5, posting 12 wins and $12.11 average profit.
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 32.77%, spread 26.05%), though 64 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $177.21).
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 | 27.53 | 9.18% | 7.55% | 80.28% | 507 | #5 |
| #2 | -61.84 | -20.61% | 22.47% | 25.63% | 714 | #10 |
| #3 | 67.76 | 22.59% | 13.84% | 84.36% | 697 | Winner |
| #4 | 27.42 | 9.14% | 10.36% | 80.86% | 653 | #2 |
| #5 | 26.51 | 8.84% | 8.39% | 76.44% | 607 | #5 |
| #6 | 66.87 | 22.29% | 14.10% | 84.53% | 711 | Winner |
| #7 | 23.40 | 7.80% | 7.67% | 79.29% | 647 | #6 |
| #8 | 32.77 | 10.92% | 6.72% | 83.74% | 701 | #4 |
| #9 | 52.20 | 17.40% | 12.25% | 79.97% | 679 | #2 |
| #10 | -45.67 | -15.22% | 15.22% | 45.23% | 723 | #10 |
| #11 | -43.32 | -14.44% | 14.44% | 25.75% | 734 | #9 |
| #12 | 23.78 | 7.93% | 9.00% | 77.98% | 613 | #4 |
| #13 | -40.31 | -13.44% | 15.49% | 44.08% | 676 | #9 |
| #14 | -22.81 | -7.60% | 9.02% | 22.76% | 703 | #9 |
| #15 | -25.36 | -8.45% | 12.48% | 42.49% | 706 | #8 |
| #16 | 12.01 | 4.00% | 8.70% | 68.61% | 704 | #4 |
| #17 | -19.85 | -6.62% | 9.52% | 45.82% | 694 | #10 |
| #18 | -8.01 | -2.67% | 9.76% | 21.42% | 733 | #8 |
| #19 | -64.11 | -21.37% | 27.62% | 34.79% | 756 | #8 |
| #20 | 53.40 | 17.80% | 8.56% | 96.61% | 649 | Winner |
| #21 | 83.23 | 27.74% | 10.96% | 81.33% | 573 | #2 |
| #22 | -50.00 | -16.67% | 17.96% | 41.45% | 538 | #10 |
| #23 | -18.49 | -6.16% | 12.14% | 40.08% | 711 | #9 |
| #24 | 37.88 | 12.63% | 9.30% | 82.46% | 610 | #3 |
| #25 | 5.14 | 1.71% | 8.03% | 48.47% | 522 | #7 |
| #26 | -63.14 | -21.05% | 27.16% | 44.22% | 683 | #10 |
| #27 | 38.73 | 12.91% | 10.72% | 81.72% | 640 | #7 |
| #28 | 38.43 | 12.81% | 8.23% | 84.48% | 715 | #4 |
| #29 | 45.38 | 15.13% | 7.85% | 83.79% | 654 | #5 |
| #30 | 73.73 | 24.58% | 13.65% | 84.87% | 833 | #2 |
| #31 | 0.72 | 0.24% | 12.37% | 32.42% | 620 | #5 |
| #32 | 6.46 | 2.15% | 8.28% | 48.35% | 635 | #5 |
| #33 | -7.82 | -2.61% | 8.52% | 41.38% | 708 | #7 |
| #34 | 49.46 | 16.49% | 8.96% | 82.14% | 672 | #3 |
| #35 | 35.32 | 11.77% | 8.57% | 88.91% | 505 | #2 |
| #36 | 12.55 | 4.18% | 7.97% | 77.99% | 627 | #5 |
| #37 | -56.59 | -18.86% | 18.91% | 18.63% | 773 | #10 |
| #38 | -26.04 | -8.68% | 14.79% | 45.09% | 672 | #9 |
| #39 | 17.07 | 5.69% | 8.33% | 81.48% | 621 | #5 |
| #40 | -0.22 | -0.07% | 18.68% | 17.46% | 733 | #6 |
| #41 | 77.89 | 25.96% | 8.30% | 82.83% | 664 | Winner |
| #42 | 45.10 | 15.03% | 8.19% | 81.55% | 824 | #2 |
| #43 | 82.96 | 27.65% | 8.10% | 83.98% | 718 | Winner |
| #44 | -36.71 | -12.24% | 15.59% | 29.44% | 710 | #10 |
| #45 | 51.72 | 17.24% | 8.70% | 78.34% | 757 | #2 |
| #46 | 57.64 | 19.21% | 8.68% | 79.34% | 634 | Winner |
| #47 | -6.06 | -2.02% | 8.73% | 19.20% | 625 | #8 |
| #48 | 36.38 | 12.13% | 8.16% | 78.83% | 737 | #3 |
| #49 | -27.10 | -9.03% | 10.09% | 37.10% | 717 | #8 |
| #50 | -12.51 | -4.17% | 8.48% | 17.54% | 781 | #8 |
| #51 | -54.71 | -18.24% | 19.46% | 18.72% | 737 | #10 |
| #52 | 29.05 | 9.68% | 9.18% | 86.69% | 676 | #4 |
| #53 | 97.44 | 32.48% | 7.85% | 86.90% | 710 | Winner |
| #54 | 34.11 | 11.37% | 8.38% | 78.60% | 855 | #3 |
| #55 | 30.86 | 10.29% | 8.31% | 79.94% | 683 | #3 |
| #56 | 10.57 | 3.52% | 8.21% | 76.71% | 584 | #6 |
| #57 | -37.03 | -12.34% | 16.47% | 13.08% | 795 | #7 |
| #58 | 9.36 | 3.12% | 8.05% | 76.05% | 597 | #6 |
| #59 | 31.46 | 10.49% | 8.13% | 78.91% | 787 | #3 |
| #60 | -21.18 | -7.06% | 10.68% | 40.48% | 630 | #7 |
| #61 | -33.91 | -11.30% | 14.90% | 43.09% | 687 | #9 |
| #62 | -10.64 | -3.55% | 11.34% | 26.96% | 612 | #7 |
| #63 | -67.18 | -22.39% | 22.45% | 27.91% | 781 | #8 |
| #64 | 48.88 | 16.29% | 13.15% | 82.63% | 754 | #4 |
| #65 | 40.24 | 13.41% | 7.19% | 95.99% | 774 | #3 |
| #66 | 11.24 | 3.75% | 6.95% | 83.08% | 467 | #4 |
| #67 | 71.42 | 23.81% | 8.29% | 80.82% | 808 | #2 |
| #68 | 59.13 | 19.71% | 8.23% | 81.79% | 703 | #3 |
| #69 | 13.73 | 4.58% | 8.80% | 65.91% | 789 | #5 |
| #70 | -62.56 | -20.85% | 21.17% | 34.11% | 730 | #8 |
| #71 | 44.31 | 14.77% | 10.86% | 86.51% | 793 | #2 |
| #72 | 23.83 | 7.94% | 8.25% | 81.45% | 512 | #4 |
| #73 | 44.35 | 14.78% | 10.14% | 85.06% | 857 | #3 |
| #74 | -34.11 | -11.37% | 12.35% | 1.40% | 715 | #9 |
| #75 | 44.20 | 14.73% | 8.78% | 90.36% | 550 | Winner |
| #76 | 44.34 | 14.78% | 10.50% | 79.49% | 751 | #4 |
| #77 | -49.19 | -16.40% | 18.05% | 34.73% | 740 | #10 |
| #78 | 6.16 | 2.05% | 10.22% | 69.67% | 689 | #6 |
| #79 | 18.06 | 6.02% | 8.35% | 80.32% | 757 | #8 |
| #80 | -57.04 | -19.01% | 32.77% | 4.32% | 555 | #10 |
| #81 | 26.73 | 8.91% | 8.69% | 84.23% | 799 | #4 |
| #82 | 54.85 | 18.28% | 12.01% | 82.69% | 722 | #2 |
| #83 | -43.35 | -14.45% | 19.07% | 21.42% | 817 | #10 |
| #84 | 18.41 | 6.14% | 8.32% | 76.60% | 705 | #3 |
| #85 | 64.82 | 21.61% | 11.04% | 95.38% | 845 | Winner |
| #86 | 41.80 | 13.93% | 9.24% | 80.54% | 704 | Winner |
| #87 | 8.65 | 2.88% | 8.77% | 54.29% | 805 | #6 |
| #88 | -79.77 | -26.59% | 26.80% | 35.94% | 779 | #10 |
| #89 | -3.37 | -1.12% | 7.67% | 24.07% | 752 | #8 |
| #90 | -13.80 | -4.60% | 8.26% | 30.38% | 734 | #10 |
| #91 | 49.37 | 16.46% | 8.55% | 86.26% | 757 | Winner |
| #92 | 49.63 | 16.54% | 12.15% | 83.15% | 653 | Winner |
| #93 | 20.98 | 6.99% | 9.66% | 79.86% | 839 | #4 |
| #94 | 36.96 | 12.32% | 9.57% | 92.82% | 696 | #2 |
| #95 | -51.62 | -17.21% | 18.79% | 38.56% | 765 | #8 |
| #96 | -5.68 | -1.89% | 8.68% | 33.96% | 477 | #5 |
| #97 | 39.12 | 13.04% | 8.02% | 80.03% | 666 | #2 |
| #98 | 57.98 | 19.33% | 11.25% | 81.90% | 779 | #3 |
| #99 | 3.37 | 1.12% | 8.25% | 46.92% | 503 | #3 |
| #100 | 77.63 | 25.88% | 14.41% | 86.86% | 609 | #2 |