ea · 100-run average
Ultimate Breakout System
🏆 8 wins / 100 · Profit rank #6 · DD rank #7
$25.30
2.53%
10.06%
31.12%
8 / 100
60.63%
$2530.32
0
Simulation Analysis
How this EA behaved across all 100 independent market paths.
Observed across 100 independent market paths: Ultimate Breakout System ranked #6 of 10 — 8 wins, $25.30 average profit, 27 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 31.12%, spread 25.04%), though 63 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $583.52).
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 | 59.04 | 5.90% | 8.21% | 86.04% | 666 | #5 |
| #2 | 187.36 | 18.74% | 6.89% | 89.61% | 568 | Winner |
| #3 | -88.52 | -8.85% | 14.16% | 41.58% | 570 | #6 |
| #4 | 116.76 | 11.68% | 6.09% | 87.69% | 707 | #6 |
| #5 | 69.07 | 6.91% | 8.83% | 77.93% | 707 | #4 |
| #6 | -103.22 | -10.32% | 11.73% | 47.73% | 660 | #8 |
| #7 | -148.62 | -14.86% | 14.86% | 1.63% | 614 | #10 |
| #8 | 66.54 | 6.65% | 7.82% | 77.04% | 710 | #7 |
| #9 | 133.73 | 13.37% | 8.81% | 84.56% | 706 | #3 |
| #10 | 171.75 | 17.18% | 8.76% | 90.57% | 689 | #3 |
| #11 | 160.89 | 16.09% | 11.70% | 86.74% | 754 | Winner |
| #12 | 82.76 | 8.28% | 6.08% | 79.62% | 579 | #2 |
| #13 | 8.20 | 0.82% | 6.57% | 71.29% | 505 | #7 |
| #14 | -49.52 | -4.95% | 11.47% | 11.47% | 558 | #8 |
| #15 | 5.76 | 0.58% | 8.13% | 64.83% | 691 | #5 |
| #16 | 106.30 | 10.63% | 8.82% | 77.98% | 704 | Winner |
| #17 | 13.99 | 1.40% | 9.01% | 77.70% | 731 | #6 |
| #18 | 37.43 | 3.74% | 8.06% | 94.65% | 617 | #3 |
| #19 | -16.89 | -1.69% | 8.27% | 43.32% | 771 | #8 |
| #20 | 209.94 | 20.99% | 6.99% | 84.24% | 679 | #2 |
| #21 | 44.26 | 4.43% | 9.08% | 92.69% | 657 | #6 |
| #22 | -33.97 | -3.40% | 8.04% | 26.44% | 503 | #6 |
| #23 | -189.07 | -18.91% | 19.61% | 13.10% | 725 | #10 |
| #24 | -19.77 | -1.98% | 7.59% | 14.40% | 625 | #7 |
| #25 | 61.20 | 6.12% | 6.71% | 93.82% | 712 | #8 |
| #26 | 112.20 | 11.22% | 8.67% | 84.14% | 580 | #4 |
| #27 | -121.52 | -12.15% | 13.15% | 1.40% | 712 | #6 |
| #28 | 183.11 | 18.31% | 9.03% | 84.33% | 753 | Winner |
| #29 | 206.45 | 20.65% | 6.96% | 83.53% | 668 | Winner |
| #30 | 36.37 | 3.64% | 9.46% | 83.67% | 447 | #7 |
| #31 | 70.45 | 7.05% | 9.53% | 88.48% | 703 | #4 |
| #32 | 17.30 | 1.73% | 9.04% | 73.24% | 654 | #7 |
| #33 | -175.36 | -17.54% | 23.33% | 16.35% | 740 | #10 |
| #34 | 123.75 | 12.38% | 7.26% | 93.06% | 720 | #3 |
| #35 | -157.95 | -15.79% | 16.91% | 21.19% | 708 | #9 |
| #36 | 44.31 | 4.43% | 7.94% | 78.27% | 773 | #3 |
| #37 | -34.78 | -3.48% | 9.74% | 19.79% | 667 | #7 |
| #38 | 45.98 | 4.60% | 8.76% | 91.67% | 792 | #6 |
| #39 | 77.40 | 7.74% | 8.65% | 84.89% | 728 | #6 |
| #40 | -133.36 | -13.34% | 16.15% | 20.45% | 665 | #8 |
| #41 | 99.34 | 9.93% | 11.03% | 89.20% | 704 | #4 |
| #42 | 48.13 | 4.81% | 7.92% | 85.54% | 733 | #5 |
| #43 | 61.02 | 6.10% | 7.88% | 78.74% | 715 | #4 |
| #44 | -154.28 | -15.43% | 17.05% | 15.55% | 598 | #8 |
| #45 | -148.43 | -14.84% | 19.15% | 19.04% | 709 | #9 |
| #46 | -60.08 | -6.01% | 8.34% | 15.68% | 676 | #8 |
| #47 | -135.57 | -13.56% | 14.85% | 16.09% | 721 | #10 |
| #48 | 1.92 | 0.19% | 9.99% | 29.55% | 467 | #6 |
| #49 | 164.58 | 16.46% | 8.21% | 87.67% | 746 | #2 |
| #50 | 29.86 | 2.99% | 8.09% | 90.00% | 750 | #6 |
| #51 | 232.03 | 23.20% | 9.09% | 88.08% | 688 | #2 |
| #52 | -109.26 | -10.93% | 15.38% | 23.81% | 651 | #10 |
| #53 | -15.21 | -1.52% | 8.73% | 12.42% | 757 | #4 |
| #54 | -22.02 | -2.20% | 7.48% | 21.26% | 668 | #6 |
| #55 | 35.06 | 3.51% | 7.63% | 75.69% | 617 | #6 |
| #56 | -299.66 | -29.97% | 31.12% | 23.51% | 706 | #9 |
| #57 | -84.39 | -8.44% | 9.87% | 40.29% | 546 | #8 |
| #58 | -67.98 | -6.80% | 8.42% | 37.24% | 709 | #7 |
| #59 | 76.38 | 7.64% | 8.02% | 88.14% | 565 | #5 |
| #60 | 105.99 | 10.60% | 6.87% | 76.71% | 687 | #3 |
| #61 | 39.55 | 3.95% | 8.42% | 62.09% | 583 | #6 |
| #62 | -4.95 | -0.50% | 7.37% | 36.34% | 743 | #6 |
| #63 | 172.63 | 17.26% | 7.05% | 85.94% | 640 | Winner |
| #64 | 115.82 | 11.58% | 7.44% | 84.82% | 527 | #3 |
| #65 | 109.52 | 10.95% | 8.08% | 88.32% | 745 | #4 |
| #66 | 145.13 | 14.51% | 7.88% | 86.56% | 677 | #3 |
| #67 | -63.78 | -6.38% | 9.29% | 20.58% | 719 | #10 |
| #68 | 187.38 | 18.74% | 10.67% | 84.46% | 650 | Winner |
| #69 | -80.82 | -8.08% | 11.66% | 31.00% | 629 | #8 |
| #70 | -14.88 | -1.49% | 7.68% | 20.15% | 541 | #7 |
| #71 | 81.76 | 8.18% | 9.28% | 90.88% | 735 | #2 |
| #72 | -65.29 | -6.53% | 9.36% | 18.25% | 674 | #6 |
| #73 | -174.91 | -17.49% | 18.03% | 22.63% | 707 | #9 |
| #74 | 200.41 | 20.04% | 7.90% | 88.40% | 707 | Winner |
| #75 | 283.86 | 28.39% | 9.10% | 86.82% | 827 | #2 |
| #76 | 125.88 | 12.59% | 7.56% | 76.39% | 665 | #4 |
| #77 | -140.23 | -14.02% | 15.11% | 35.21% | 815 | #8 |
| #78 | -146.99 | -14.70% | 17.95% | 4.58% | 720 | #10 |
| #79 | 53.14 | 5.31% | 7.96% | 85.78% | 668 | #4 |
| #80 | -6.43 | -0.64% | 10.51% | 17.57% | 626 | #3 |
| #81 | 93.98 | 9.40% | 7.02% | 85.92% | 824 | #3 |
| #82 | 73.74 | 7.37% | 8.12% | 83.86% | 663 | #5 |
| #83 | 89.00 | 8.90% | 8.01% | 85.41% | 651 | #4 |
| #84 | 170.37 | 17.04% | 8.96% | 88.93% | 732 | #3 |
| #85 | 98.40 | 9.84% | 8.20% | 82.65% | 709 | #5 |
| #86 | 58.88 | 5.89% | 7.57% | 85.81% | 747 | #7 |
| #87 | 69.89 | 6.99% | 6.50% | 90.26% | 585 | #7 |
| #88 | 104.49 | 10.45% | 7.90% | 91.02% | 668 | #3 |
| #89 | 92.92 | 9.29% | 7.68% | 81.81% | 731 | #4 |
| #90 | 155.10 | 15.51% | 7.71% | 64.06% | 690 | #4 |
| #91 | 29.52 | 2.95% | 7.49% | 78.26% | 791 | #6 |
| #92 | 31.34 | 3.13% | 8.03% | 79.07% | 664 | #6 |
| #93 | -157.09 | -15.71% | 18.85% | 23.04% | 764 | #10 |
| #94 | 48.33 | 4.83% | 7.90% | 83.09% | 692 | #7 |
| #95 | -30.58 | -3.06% | 9.51% | 18.51% | 605 | #6 |
| #96 | -157.03 | -15.70% | 17.11% | 46.46% | 790 | #10 |
| #97 | 52.89 | 5.29% | 8.93% | 86.72% | 595 | #4 |
| #98 | -88.01 | -8.80% | 13.43% | 15.08% | 537 | #9 |
| #99 | 62.25 | 6.23% | 7.88% | 88.08% | 814 | #3 |
| #100 | -22.05 | -2.21% | 8.42% | 22.46% | 641 | #7 |