ea · 100-run average
Ultimate Breakout System
🏆 6 wins / 100 · Profit rank #6 · DD rank #6
$-2.96
-0.30%
10.42%
25.50%
6 / 100
49.88%
$-295.99
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 — 6 wins, $-2.96 average profit, 22 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 25.50%, spread 19.54%), though 47 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $509.81).
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 | -155.65 | -15.57% | 16.86% | 5.19% | 674 | #10 |
| #2 | -58.66 | -5.87% | 9.26% | 45.77% | 662 | #7 |
| #3 | -115.79 | -11.58% | 17.37% | 32.63% | 708 | #9 |
| #4 | 9.20 | 0.92% | 8.26% | 30.71% | 723 | #6 |
| #5 | -60.03 | -6.00% | 11.58% | 24.59% | 728 | #7 |
| #6 | -159.64 | -15.96% | 15.96% | 28.71% | 721 | #9 |
| #7 | -72.45 | -7.25% | 9.33% | 28.39% | 701 | #9 |
| #8 | -101.90 | -10.19% | 14.58% | 14.72% | 659 | #10 |
| #9 | -85.37 | -8.54% | 9.55% | 8.40% | 667 | #10 |
| #10 | 46.35 | 4.64% | 9.70% | 77.87% | 705 | #5 |
| #11 | -73.76 | -7.38% | 10.13% | 6.73% | 698 | #7 |
| #12 | 20.42 | 2.04% | 9.31% | 80.37% | 703 | #6 |
| #13 | -142.98 | -14.30% | 15.34% | 27.70% | 704 | #10 |
| #14 | 31.22 | 3.12% | 9.46% | 76.55% | 516 | #3 |
| #15 | 173.14 | 17.31% | 7.20% | 84.99% | 706 | #2 |
| #16 | 62.76 | 6.28% | 9.14% | 77.15% | 547 | #6 |
| #17 | -127.15 | -12.72% | 13.44% | 15.44% | 641 | #8 |
| #18 | 81.90 | 8.19% | 9.78% | 86.20% | 710 | #4 |
| #19 | 115.09 | 11.51% | 7.64% | 84.45% | 669 | #2 |
| #20 | 127.36 | 12.74% | 8.41% | 91.97% | 735 | #2 |
| #21 | 202.03 | 20.20% | 8.22% | 89.00% | 718 | Winner |
| #22 | -44.67 | -4.47% | 11.38% | 18.82% | 457 | #8 |
| #23 | 173.17 | 17.32% | 5.96% | 88.29% | 632 | Winner |
| #24 | 159.28 | 15.93% | 8.47% | 90.53% | 665 | #3 |
| #25 | -62.45 | -6.25% | 11.84% | 27.27% | 550 | #5 |
| #26 | 157.71 | 15.77% | 6.60% | 79.79% | 559 | #3 |
| #27 | -130.56 | -13.06% | 14.78% | 30.50% | 646 | #8 |
| #28 | 12.28 | 1.23% | 7.50% | 40.69% | 553 | #5 |
| #29 | -63.15 | -6.31% | 8.95% | 28.71% | 606 | #7 |
| #30 | -37.61 | -3.76% | 9.37% | 47.00% | 566 | #5 |
| #31 | 138.80 | 13.88% | 9.66% | 82.14% | 560 | #3 |
| #32 | -82.65 | -8.27% | 10.70% | 23.11% | 476 | #9 |
| #33 | 117.42 | 11.74% | 9.37% | 85.46% | 681 | #2 |
| #34 | 149.17 | 14.92% | 8.12% | 85.02% | 721 | #2 |
| #35 | -214.57 | -21.46% | 22.17% | 18.47% | 563 | #10 |
| #36 | -125.69 | -12.57% | 13.07% | 38.69% | 566 | #9 |
| #37 | 16.83 | 1.68% | 6.10% | 74.40% | 461 | #5 |
| #38 | -114.60 | -11.46% | 11.88% | 17.93% | 697 | #8 |
| #39 | -33.05 | -3.30% | 9.62% | 14.53% | 716 | #7 |
| #40 | 18.87 | 1.89% | 8.49% | 76.03% | 701 | #6 |
| #41 | 107.44 | 10.74% | 7.27% | 83.51% | 661 | #5 |
| #42 | -93.11 | -9.31% | 9.95% | 43.88% | 695 | #9 |
| #43 | 9.83 | 0.98% | 8.36% | 71.45% | 557 | #7 |
| #44 | 1.60 | 0.16% | 9.95% | 34.01% | 785 | #7 |
| #45 | -1.70 | -0.17% | 7.35% | 39.53% | 635 | #9 |
| #46 | -40.77 | -4.08% | 9.99% | 18.53% | 556 | #6 |
| #47 | -1.73 | -0.17% | 7.35% | 33.69% | 567 | #8 |
| #48 | -97.36 | -9.74% | 13.57% | 21.84% | 522 | #6 |
| #49 | 106.69 | 10.67% | 13.82% | 81.59% | 690 | #2 |
| #50 | -81.33 | -8.13% | 9.04% | 41.02% | 529 | #8 |
| #51 | 171.89 | 17.19% | 9.36% | 76.73% | 735 | #4 |
| #52 | -124.95 | -12.50% | 13.53% | 32.78% | 665 | #7 |
| #53 | 209.46 | 20.95% | 6.22% | 89.80% | 706 | Winner |
| #54 | 131.04 | 13.10% | 8.55% | 89.45% | 711 | #4 |
| #55 | -115.50 | -11.55% | 12.72% | 31.36% | 676 | #8 |
| #56 | 109.39 | 10.94% | 7.54% | 87.45% | 725 | #4 |
| #57 | -91.27 | -9.13% | 10.72% | 37.06% | 653 | #9 |
| #58 | 19.14 | 1.91% | 7.83% | 75.75% | 668 | #7 |
| #59 | -247.30 | -24.73% | 25.50% | 18.38% | 718 | #9 |
| #60 | -140.93 | -14.09% | 18.03% | 4.59% | 654 | #8 |
| #61 | 0.94 | 0.09% | 7.55% | 26.55% | 678 | #6 |
| #62 | -20.74 | -2.07% | 10.60% | 20.28% | 641 | #8 |
| #63 | -99.00 | -9.90% | 11.55% | 8.70% | 690 | #7 |
| #64 | -121.35 | -12.14% | 13.29% | 38.43% | 484 | #10 |
| #65 | -19.89 | -1.99% | 9.76% | 20.21% | 668 | #5 |
| #66 | -78.72 | -7.87% | 9.14% | 45.51% | 701 | #10 |
| #67 | 53.41 | 5.34% | 8.07% | 79.83% | 714 | #3 |
| #68 | -0.25 | -0.03% | 8.35% | 18.35% | 692 | #4 |
| #69 | -121.38 | -12.14% | 14.21% | 25.76% | 687 | #9 |
| #70 | 96.32 | 9.63% | 7.66% | 90.48% | 557 | #2 |
| #71 | -73.92 | -7.39% | 9.63% | 15.82% | 670 | #10 |
| #72 | -155.34 | -15.53% | 16.33% | 37.70% | 695 | #9 |
| #73 | 8.11 | 0.81% | 8.83% | 27.80% | 482 | #5 |
| #74 | 67.27 | 6.73% | 8.10% | 89.04% | 648 | #5 |
| #75 | 208.78 | 20.88% | 7.55% | 84.68% | 731 | Winner |
| #76 | 127.81 | 12.78% | 8.17% | 85.71% | 553 | #4 |
| #77 | 2.82 | 0.28% | 7.08% | 33.73% | 759 | #8 |
| #78 | 42.24 | 4.22% | 8.29% | 74.14% | 464 | #5 |
| #79 | -24.25 | -2.43% | 7.93% | 29.89% | 696 | #6 |
| #80 | -135.56 | -13.56% | 13.87% | 27.56% | 675 | #8 |
| #81 | -130.68 | -13.07% | 15.60% | 35.00% | 660 | #7 |
| #82 | -39.91 | -3.99% | 9.77% | 22.99% | 757 | #8 |
| #83 | 262.51 | 26.25% | 8.46% | 88.90% | 739 | Winner |
| #84 | -168.86 | -16.89% | 17.12% | 18.24% | 751 | #9 |
| #85 | -30.72 | -3.07% | 8.18% | 44.14% | 555 | #5 |
| #86 | 102.20 | 10.22% | 8.95% | 90.70% | 667 | #3 |
| #87 | -20.78 | -2.08% | 8.31% | 42.11% | 684 | #6 |
| #88 | -119.59 | -11.96% | 14.60% | 33.28% | 682 | #8 |
| #89 | -158.05 | -15.81% | 16.63% | 0.97% | 829 | #8 |
| #90 | -60.52 | -6.05% | 9.40% | 33.77% | 690 | #8 |
| #91 | 144.43 | 14.44% | 8.20% | 88.98% | 581 | Winner |
| #92 | -109.04 | -10.90% | 12.53% | 20.00% | 685 | #7 |
| #93 | 79.01 | 7.90% | 10.03% | 84.01% | 638 | #4 |
| #94 | -31.48 | -3.15% | 8.02% | 20.33% | 738 | #5 |
| #95 | 20.77 | 2.08% | 8.25% | 77.76% | 607 | #8 |
| #96 | 46.47 | 4.65% | 7.44% | 86.34% | 637 | #5 |
| #97 | 14.69 | 1.47% | 7.89% | 75.04% | 677 | #8 |
| #98 | 187.71 | 18.77% | 8.29% | 73.42% | 681 | #2 |
| #99 | 169.79 | 16.98% | 7.99% | 87.02% | 701 | #3 |
| #100 | 207.61 | 20.76% | 9.49% | 87.68% | 779 | #2 |