ea · 100-run average
Ultimate Breakout System
🏆 10 wins / 100 · Profit rank #6 · DD rank #6
$15.95
5.32%
10.58%
28.13%
10 / 100
59.67%
$1594.60
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 — 10 wins, $15.95 average profit, 33 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 28.13%, spread 21.83%), though 62 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $178.92).
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 | -3.34 | -1.11% | 7.26% | 39.03% | 720 | #9 |
| #2 | -34.27 | -11.42% | 11.52% | 26.98% | 682 | #9 |
| #3 | -14.34 | -4.78% | 9.13% | 36.15% | 697 | #6 |
| #4 | 47.03 | 15.68% | 8.11% | 81.12% | 715 | #5 |
| #5 | -11.10 | -3.70% | 8.84% | 14.45% | 678 | #9 |
| #6 | 28.10 | 9.37% | 9.38% | 78.90% | 711 | #2 |
| #7 | 99.13 | 33.04% | 8.51% | 86.40% | 684 | Winner |
| #8 | -55.81 | -18.60% | 21.09% | 28.05% | 663 | #9 |
| #9 | -49.91 | -16.64% | 20.17% | 7.39% | 541 | #9 |
| #10 | 64.85 | 21.62% | 9.34% | 80.40% | 694 | #2 |
| #11 | 9.76 | 3.25% | 8.41% | 58.47% | 691 | #6 |
| #12 | 45.69 | 15.23% | 7.44% | 84.98% | 719 | #3 |
| #13 | 60.42 | 20.14% | 9.12% | 89.77% | 557 | #2 |
| #14 | -25.46 | -8.49% | 8.49% | 22.28% | 781 | #8 |
| #15 | -56.27 | -18.76% | 28.13% | 7.79% | 616 | #9 |
| #16 | -67.95 | -22.65% | 23.18% | 29.72% | 710 | #10 |
| #17 | 23.34 | 7.78% | 8.04% | 97.15% | 632 | #4 |
| #18 | 54.07 | 18.02% | 9.79% | 80.26% | 684 | #3 |
| #19 | -8.09 | -2.70% | 7.72% | 41.10% | 781 | #8 |
| #20 | 20.14 | 6.71% | 7.66% | 85.04% | 655 | #4 |
| #21 | 20.54 | 6.85% | 8.05% | 80.63% | 733 | #3 |
| #22 | -13.24 | -4.41% | 9.57% | 15.11% | 708 | #8 |
| #23 | 76.34 | 25.45% | 9.18% | 85.56% | 755 | #2 |
| #24 | 11.24 | 3.75% | 8.86% | 92.12% | 622 | #5 |
| #25 | 49.34 | 16.45% | 10.35% | 86.52% | 712 | #3 |
| #26 | 35.29 | 11.76% | 8.05% | 87.14% | 661 | #4 |
| #27 | 108.70 | 36.23% | 8.23% | 85.31% | 769 | #2 |
| #28 | -18.38 | -6.13% | 9.53% | 11.53% | 642 | #8 |
| #29 | 21.94 | 7.31% | 8.25% | 81.96% | 726 | #3 |
| #30 | 71.41 | 23.80% | 10.84% | 83.63% | 623 | #2 |
| #31 | -3.27 | -1.09% | 6.89% | 19.03% | 725 | #7 |
| #32 | -22.76 | -7.59% | 15.93% | 25.77% | 489 | #9 |
| #33 | -9.54 | -3.18% | 10.14% | 1.37% | 730 | #5 |
| #34 | -23.65 | -7.88% | 8.84% | 30.97% | 662 | #7 |
| #35 | 68.00 | 22.67% | 9.03% | 90.04% | 703 | Winner |
| #36 | -28.96 | -9.65% | 10.12% | 40.04% | 452 | #9 |
| #37 | -28.30 | -9.43% | 15.88% | 44.39% | 669 | #9 |
| #38 | 38.15 | 12.72% | 8.45% | 78.52% | 661 | #3 |
| #39 | -2.47 | -0.82% | 13.79% | 11.89% | 715 | #8 |
| #40 | 10.11 | 3.37% | 7.48% | 76.55% | 580 | #7 |
| #41 | -13.16 | -4.39% | 9.24% | 32.50% | 637 | #8 |
| #42 | 37.31 | 12.44% | 8.97% | 89.39% | 537 | #2 |
| #43 | 19.19 | 6.40% | 7.99% | 80.33% | 737 | #4 |
| #44 | 61.39 | 20.46% | 14.22% | 85.65% | 662 | #2 |
| #45 | 40.07 | 13.36% | 10.22% | 79.42% | 622 | #2 |
| #46 | 46.72 | 15.57% | 16.52% | 85.34% | 730 | #3 |
| #47 | 28.13 | 9.38% | 8.91% | 82.91% | 585 | #4 |
| #48 | -12.35 | -4.12% | 7.99% | 36.39% | 665 | #7 |
| #49 | 89.30 | 29.77% | 8.44% | 85.32% | 695 | Winner |
| #50 | 60.26 | 20.09% | 8.13% | 91.29% | 746 | Winner |
| #51 | 9.11 | 3.04% | 9.18% | 79.14% | 748 | #4 |
| #52 | 13.22 | 4.41% | 8.90% | 82.66% | 594 | #4 |
| #53 | 72.91 | 24.30% | 9.59% | 91.82% | 660 | Winner |
| #54 | 31.53 | 10.51% | 8.24% | 82.56% | 757 | #4 |
| #55 | 3.90 | 1.30% | 8.87% | 44.24% | 721 | #7 |
| #56 | 63.97 | 21.32% | 10.74% | 81.84% | 512 | Winner |
| #57 | -21.72 | -7.24% | 8.91% | 29.88% | 666 | #9 |
| #58 | 60.70 | 20.23% | 7.89% | 81.29% | 700 | #2 |
| #59 | -8.51 | -2.84% | 8.34% | 36.96% | 487 | #7 |
| #60 | 1.98 | 0.66% | 9.33% | 28.40% | 683 | #4 |
| #61 | 21.67 | 7.22% | 7.73% | 82.90% | 497 | #2 |
| #62 | 80.49 | 26.83% | 8.07% | 86.02% | 758 | #2 |
| #63 | 72.14 | 24.05% | 7.73% | 87.50% | 696 | #2 |
| #64 | -49.98 | -16.66% | 17.49% | 29.85% | 804 | #10 |
| #65 | -12.25 | -4.08% | 8.99% | 16.71% | 706 | #9 |
| #66 | -70.22 | -23.41% | 27.41% | 37.45% | 705 | #9 |
| #67 | 46.80 | 15.60% | 8.38% | 82.67% | 675 | #4 |
| #68 | -15.40 | -5.13% | 8.77% | 35.14% | 629 | #7 |
| #69 | 39.21 | 13.07% | 6.30% | 83.51% | 740 | #4 |
| #70 | -32.77 | -10.92% | 14.38% | 29.26% | 704 | #9 |
| #71 | 42.56 | 14.19% | 8.71% | 83.18% | 672 | #4 |
| #72 | 22.01 | 7.34% | 12.69% | 97.09% | 652 | #5 |
| #73 | 47.11 | 15.70% | 9.64% | 87.46% | 614 | #2 |
| #74 | 1.39 | 0.46% | 10.67% | 30.18% | 603 | #4 |
| #75 | -4.07 | -1.36% | 10.38% | 21.99% | 682 | #8 |
| #76 | -19.14 | -6.38% | 16.65% | 19.19% | 860 | #6 |
| #77 | 6.82 | 2.27% | 8.96% | 48.20% | 722 | #6 |
| #78 | 26.88 | 8.96% | 9.23% | 82.32% | 611 | #6 |
| #79 | -6.71 | -2.24% | 13.78% | 27.43% | 751 | #7 |
| #80 | 55.90 | 18.63% | 8.36% | 85.69% | 587 | Winner |
| #81 | 71.39 | 23.80% | 8.09% | 84.38% | 685 | Winner |
| #82 | 1.68 | 0.56% | 8.11% | 32.82% | 719 | #7 |
| #83 | 79.78 | 26.59% | 6.84% | 84.90% | 616 | Winner |
| #84 | 23.19 | 7.73% | 7.81% | 81.67% | 742 | #7 |
| #85 | -4.29 | -1.43% | 7.86% | 26.64% | 503 | #6 |
| #86 | 32.26 | 10.75% | 8.01% | 93.69% | 840 | #6 |
| #87 | 10.88 | 3.63% | 10.31% | 75.08% | 614 | #6 |
| #88 | 39.52 | 13.17% | 13.94% | 79.91% | 846 | #4 |
| #89 | 76.24 | 25.41% | 7.16% | 80.21% | 672 | Winner |
| #90 | -43.49 | -14.50% | 19.35% | 25.55% | 767 | #8 |
| #91 | 6.76 | 2.25% | 7.55% | 81.59% | 516 | #5 |
| #92 | 9.44 | 3.15% | 7.77% | 53.34% | 823 | #8 |
| #93 | 27.13 | 9.04% | 9.53% | 81.56% | 694 | #3 |
| #94 | 11.02 | 3.67% | 10.18% | 88.67% | 812 | #2 |
| #95 | -28.53 | -9.51% | 13.50% | 45.38% | 639 | #10 |
| #96 | -7.74 | -2.58% | 12.68% | 14.29% | 826 | #4 |
| #97 | 63.13 | 21.04% | 13.24% | 92.89% | 703 | #4 |
| #98 | -38.87 | -12.96% | 13.60% | 32.85% | 758 | #7 |
| #99 | -25.00 | -8.33% | 15.18% | 22.43% | 682 | #8 |
| #100 | -32.77 | -10.92% | 13.20% | 44.52% | 694 | #7 |