ea · 100-run average
Ultimate Breakout System
🏆 9 wins / 100 · Profit rank #6 · DD rank #5
$37.15
3.72%
9.34%
26.38%
9 / 100
55.19%
$3715.04
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 — 9 wins, $37.15 average profit, 36 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 26.38%, spread 20.86%), though 57 of 100 paths still finished profitable.
Path variation: Only 9 outright wins, but frequently stayed within reach of the leaders.
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 | 162.74 | 16.27% | 7.91% | 80.49% | 738 | Winner |
| #2 | 140.75 | 14.08% | 8.59% | 84.78% | 854 | #3 |
| #3 | -22.06 | -2.21% | 8.17% | 18.71% | 759 | #9 |
| #4 | -37.77 | -3.78% | 12.46% | 21.18% | 713 | #7 |
| #5 | 15.41 | 1.54% | 7.88% | 74.63% | 749 | #5 |
| #6 | -96.93 | -9.69% | 9.69% | 4.88% | 533 | #10 |
| #7 | -106.61 | -10.66% | 11.06% | 13.99% | 722 | #9 |
| #8 | 161.44 | 16.14% | 7.68% | 80.76% | 499 | Winner |
| #9 | 203.35 | 20.34% | 6.36% | 85.48% | 799 | Winner |
| #10 | -132.87 | -13.29% | 13.97% | 27.78% | 666 | #9 |
| #11 | 16.72 | 1.67% | 8.22% | 78.32% | 761 | #3 |
| #12 | 167.03 | 16.70% | 8.24% | 91.97% | 697 | #2 |
| #13 | -0.94 | -0.09% | 9.31% | 16.12% | 490 | #5 |
| #14 | 47.30 | 4.73% | 9.06% | 77.54% | 788 | #4 |
| #15 | -73.83 | -7.38% | 12.67% | 12.87% | 668 | #9 |
| #16 | 197.75 | 19.78% | 7.91% | 84.52% | 743 | #3 |
| #17 | 68.05 | 6.81% | 9.73% | 90.63% | 683 | #4 |
| #18 | -161.10 | -16.11% | 19.01% | 42.35% | 654 | #10 |
| #19 | -11.87 | -1.19% | 8.48% | 19.72% | 710 | #6 |
| #20 | -51.30 | -5.13% | 8.71% | 15.37% | 462 | #8 |
| #21 | 54.84 | 5.48% | 7.92% | 84.71% | 628 | #4 |
| #22 | 175.59 | 17.56% | 9.22% | 89.20% | 704 | #3 |
| #23 | 86.37 | 8.64% | 7.38% | 81.25% | 736 | #4 |
| #24 | -4.67 | -0.47% | 8.22% | 15.84% | 682 | #4 |
| #25 | 66.60 | 6.66% | 8.13% | 75.15% | 664 | #5 |
| #26 | -23.30 | -2.33% | 7.91% | 14.49% | 704 | #4 |
| #27 | 143.47 | 14.35% | 6.29% | 88.11% | 597 | #3 |
| #28 | 187.39 | 18.74% | 8.68% | 73.31% | 697 | Winner |
| #29 | 169.16 | 16.92% | 8.70% | 83.23% | 656 | #3 |
| #30 | 44.16 | 4.42% | 8.02% | 70.91% | 519 | #5 |
| #31 | 37.15 | 3.71% | 10.43% | 76.18% | 655 | #6 |
| #32 | -113.58 | -11.36% | 17.82% | 5.23% | 707 | #8 |
| #33 | 6.81 | 0.68% | 7.29% | 70.83% | 648 | #9 |
| #34 | 77.11 | 7.71% | 8.22% | 78.88% | 554 | #6 |
| #35 | -124.99 | -12.50% | 12.67% | 43.38% | 627 | #7 |
| #36 | -42.08 | -4.21% | 9.10% | 21.83% | 678 | #10 |
| #37 | 142.09 | 14.21% | 8.66% | 88.34% | 583 | #5 |
| #38 | -98.69 | -9.87% | 15.14% | 29.55% | 802 | #6 |
| #39 | -171.76 | -17.18% | 19.41% | 21.83% | 646 | #9 |
| #40 | 32.44 | 3.24% | 7.58% | 86.91% | 550 | #6 |
| #41 | 84.36 | 8.44% | 9.72% | 87.41% | 691 | #3 |
| #42 | 239.19 | 23.92% | 7.72% | 86.78% | 794 | Winner |
| #43 | 186.67 | 18.67% | 8.04% | 83.12% | 705 | #2 |
| #44 | -39.72 | -3.97% | 8.48% | 27.26% | 642 | #8 |
| #45 | -67.19 | -6.72% | 8.06% | 2.65% | 754 | #7 |
| #46 | -100.04 | -10.00% | 10.00% | 24.02% | 687 | #8 |
| #47 | 201.64 | 20.16% | 11.34% | 85.47% | 716 | #2 |
| #48 | 8.43 | 0.84% | 7.79% | 24.12% | 684 | #6 |
| #49 | 155.26 | 15.53% | 6.42% | 81.97% | 660 | #3 |
| #50 | 81.44 | 8.14% | 6.96% | 89.88% | 672 | #4 |
| #51 | 1.50 | 0.15% | 8.23% | 31.95% | 532 | #7 |
| #52 | -11.01 | -1.10% | 7.93% | 25.90% | 525 | #8 |
| #53 | 107.54 | 10.75% | 8.17% | 82.87% | 508 | #2 |
| #54 | -63.11 | -6.31% | 8.77% | 18.21% | 692 | #8 |
| #55 | 120.26 | 12.03% | 9.82% | 86.89% | 717 | #3 |
| #56 | 144.17 | 14.42% | 8.05% | 82.78% | 662 | #4 |
| #57 | -2.40 | -0.24% | 7.65% | 33.84% | 662 | #3 |
| #58 | 192.87 | 19.29% | 5.52% | 85.80% | 669 | Winner |
| #59 | -146.69 | -14.67% | 15.65% | 7.20% | 639 | #10 |
| #60 | 141.59 | 14.16% | 8.98% | 86.36% | 770 | #3 |
| #61 | -69.00 | -6.90% | 8.89% | 35.75% | 677 | #8 |
| #62 | 140.65 | 14.07% | 7.12% | 86.77% | 771 | #2 |
| #63 | 143.97 | 14.40% | 8.05% | 80.95% | 693 | #3 |
| #64 | 44.44 | 4.44% | 9.46% | 77.19% | 675 | #8 |
| #65 | -9.34 | -0.93% | 8.22% | 23.14% | 687 | #2 |
| #66 | -116.54 | -11.65% | 14.02% | 19.16% | 668 | #8 |
| #67 | -54.17 | -5.42% | 10.70% | 20.52% | 497 | #10 |
| #68 | -47.13 | -4.71% | 8.67% | 22.20% | 635 | #6 |
| #69 | -103.32 | -10.33% | 13.03% | 41.68% | 547 | #8 |
| #70 | 212.43 | 21.24% | 7.98% | 86.90% | 649 | Winner |
| #71 | 124.38 | 12.44% | 7.46% | 76.38% | 686 | #5 |
| #72 | -87.05 | -8.71% | 11.31% | 39.84% | 645 | #9 |
| #73 | -13.30 | -1.33% | 8.17% | 20.69% | 749 | #5 |
| #74 | 193.91 | 19.39% | 8.90% | 86.81% | 690 | #3 |
| #75 | 53.35 | 5.34% | 10.59% | 79.19% | 663 | #5 |
| #76 | 185.57 | 18.56% | 7.24% | 91.18% | 692 | #3 |
| #77 | 84.56 | 8.46% | 8.63% | 76.57% | 525 | #3 |
| #78 | 4.58 | 0.46% | 8.10% | 53.79% | 712 | #7 |
| #79 | -54.34 | -5.43% | 8.17% | 36.05% | 516 | #8 |
| #80 | 94.80 | 9.48% | 8.10% | 82.83% | 623 | #3 |
| #81 | 149.75 | 14.98% | 9.08% | 83.89% | 565 | #2 |
| #82 | -132.95 | -13.29% | 13.74% | 23.79% | 681 | #9 |
| #83 | -24.44 | -2.44% | 7.45% | 14.12% | 701 | #8 |
| #84 | 14.57 | 1.46% | 7.48% | 72.60% | 573 | #5 |
| #85 | -12.45 | -1.24% | 9.03% | 17.46% | 733 | #4 |
| #86 | -5.60 | -0.56% | 8.23% | 20.74% | 757 | #7 |
| #87 | 59.42 | 5.94% | 8.02% | 82.27% | 688 | #3 |
| #88 | 121.48 | 12.15% | 9.19% | 86.43% | 479 | #3 |
| #89 | 151.37 | 15.14% | 6.28% | 90.59% | 627 | #3 |
| #90 | -15.17 | -1.52% | 8.91% | 19.00% | 758 | #5 |
| #91 | -40.24 | -4.02% | 9.29% | 26.84% | 626 | #8 |
| #92 | -53.17 | -5.32% | 8.18% | 14.51% | 517 | #9 |
| #93 | 205.32 | 20.53% | 6.99% | 81.76% | 762 | Winner |
| #94 | -26.85 | -2.69% | 8.98% | 11.06% | 669 | #6 |
| #95 | -228.46 | -22.85% | 26.38% | 20.17% | 580 | #10 |
| #96 | 75.60 | 7.56% | 8.44% | 86.71% | 602 | #5 |
| #97 | 84.59 | 8.46% | 7.12% | 83.28% | 658 | #4 |
| #98 | 191.28 | 19.13% | 8.40% | 80.36% | 560 | Winner |
| #99 | -24.92 | -2.49% | 7.51% | 21.33% | 675 | #7 |
| #100 | 133.33 | 13.33% | 7.05% | 89.05% | 694 | #2 |