ea · 100-run average
Ultimate Breakout System
🏆 6 wins / 100 · Profit rank #6 · DD rank #6
$4.80
1.60%
11.05%
28.84%
6 / 100
56.23%
$480.30
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, $4.80 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 28.84%, spread 23.46%), though 56 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $175.47).
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 | -20.79 | -6.93% | 10.61% | 32.29% | 542 | #10 |
| #2 | 26.82 | 8.94% | 7.83% | 92.33% | 613 | #3 |
| #3 | -3.68 | -1.23% | 8.48% | 38.01% | 742 | #7 |
| #4 | 68.45 | 22.82% | 6.62% | 84.45% | 656 | Winner |
| #5 | -18.09 | -6.03% | 15.59% | 29.11% | 663 | #7 |
| #6 | 24.89 | 8.30% | 8.62% | 95.18% | 664 | #3 |
| #7 | -24.29 | -8.10% | 17.23% | 20.94% | 659 | #8 |
| #8 | -8.14 | -2.71% | 8.25% | 36.63% | 729 | #7 |
| #9 | 9.84 | 3.28% | 9.03% | 84.91% | 583 | #6 |
| #10 | 13.32 | 4.44% | 9.91% | 80.08% | 773 | #5 |
| #11 | -7.50 | -2.50% | 8.67% | 21.38% | 697 | #6 |
| #12 | -84.72 | -28.24% | 28.84% | 23.52% | 744 | #9 |
| #13 | 17.40 | 5.80% | 8.40% | 80.54% | 591 | #7 |
| #14 | 45.96 | 15.32% | 9.33% | 79.73% | 661 | #3 |
| #15 | -8.38 | -2.79% | 8.35% | 35.08% | 650 | #9 |
| #16 | 44.08 | 14.69% | 12.52% | 82.50% | 520 | #2 |
| #17 | 2.75 | 0.92% | 7.52% | 44.56% | 570 | #8 |
| #18 | -39.58 | -13.19% | 15.20% | 41.70% | 693 | #8 |
| #19 | -8.04 | -2.68% | 11.06% | 18.75% | 512 | #5 |
| #20 | 44.09 | 14.70% | 9.55% | 63.99% | 722 | #3 |
| #21 | 16.85 | 5.62% | 7.60% | 80.70% | 653 | #3 |
| #22 | 24.04 | 8.01% | 11.70% | 77.79% | 671 | #4 |
| #23 | 77.47 | 25.82% | 8.19% | 83.08% | 668 | #3 |
| #24 | 63.59 | 21.20% | 8.80% | 85.67% | 586 | #2 |
| #25 | 90.75 | 30.25% | 8.06% | 86.90% | 748 | Winner |
| #26 | -22.78 | -7.59% | 10.98% | 46.41% | 627 | #8 |
| #27 | 1.95 | 0.65% | 7.06% | 35.27% | 655 | #9 |
| #28 | 64.54 | 21.51% | 10.79% | 80.77% | 546 | Winner |
| #29 | -23.59 | -7.86% | 10.88% | 45.47% | 651 | #8 |
| #30 | -24.62 | -8.21% | 8.48% | 9.38% | 736 | #9 |
| #31 | 34.10 | 11.37% | 7.50% | 80.76% | 707 | #5 |
| #32 | -62.00 | -20.67% | 25.60% | 37.22% | 712 | #10 |
| #33 | -53.03 | -17.68% | 27.35% | 5.30% | 679 | #8 |
| #34 | -62.64 | -20.88% | 20.88% | 30.83% | 665 | #10 |
| #35 | 43.20 | 14.40% | 9.40% | 84.29% | 592 | #3 |
| #36 | 4.58 | 1.53% | 7.60% | 83.55% | 468 | #6 |
| #37 | -23.28 | -7.76% | 9.82% | 40.15% | 807 | #8 |
| #38 | 28.62 | 9.54% | 9.37% | 81.46% | 685 | #5 |
| #39 | -10.23 | -3.41% | 8.72% | 15.26% | 557 | #7 |
| #40 | -42.08 | -14.03% | 18.25% | 22.93% | 423 | #8 |
| #41 | -59.66 | -19.89% | 22.51% | 29.45% | 669 | #9 |
| #42 | 50.19 | 16.73% | 10.16% | 78.85% | 676 | #4 |
| #43 | 43.12 | 14.37% | 8.52% | 83.29% | 730 | #3 |
| #44 | -49.03 | -16.34% | 17.62% | 37.30% | 823 | #8 |
| #45 | -5.84 | -1.95% | 8.81% | 38.34% | 652 | #7 |
| #46 | -39.66 | -13.22% | 13.22% | 3.53% | 708 | #8 |
| #47 | -31.99 | -10.66% | 18.86% | 2.53% | 712 | #8 |
| #48 | -34.91 | -11.64% | 12.63% | 41.13% | 744 | #8 |
| #49 | 38.27 | 12.76% | 8.31% | 86.22% | 682 | #2 |
| #50 | 52.11 | 17.37% | 10.07% | 83.94% | 685 | #2 |
| #51 | 54.27 | 18.09% | 8.28% | 83.67% | 649 | #3 |
| #52 | -47.25 | -15.75% | 16.21% | 27.65% | 716 | #6 |
| #53 | 8.12 | 2.71% | 8.84% | 86.74% | 641 | #5 |
| #54 | -1.01 | -0.34% | 9.56% | 18.58% | 678 | #8 |
| #55 | 25.83 | 8.61% | 8.71% | 82.03% | 718 | #5 |
| #56 | 24.55 | 8.18% | 8.15% | 83.31% | 665 | #5 |
| #57 | -21.18 | -7.06% | 21.56% | 23.03% | 647 | #9 |
| #58 | 0.05 | 0.02% | 5.38% | 2.71% | 700 | #7 |
| #59 | 81.40 | 27.13% | 7.90% | 72.31% | 726 | #2 |
| #60 | -21.10 | -7.03% | 10.39% | 10.38% | 684 | #6 |
| #61 | 9.70 | 3.23% | 8.41% | 81.74% | 679 | #6 |
| #62 | -20.58 | -6.86% | 8.32% | 36.26% | 637 | #6 |
| #63 | -22.50 | -7.50% | 17.62% | 20.85% | 777 | #9 |
| #64 | 8.87 | 2.96% | 9.44% | 76.85% | 691 | #2 |
| #65 | -0.88 | -0.29% | 9.30% | 16.41% | 524 | #6 |
| #66 | 27.38 | 9.13% | 9.67% | 81.77% | 702 | #4 |
| #67 | 8.96 | 2.99% | 7.35% | 77.43% | 669 | #6 |
| #68 | 32.79 | 10.93% | 6.88% | 85.46% | 681 | #4 |
| #69 | -30.03 | -10.01% | 11.89% | 24.11% | 705 | #8 |
| #70 | 82.03 | 27.34% | 9.40% | 84.08% | 735 | Winner |
| #71 | 9.33 | 3.11% | 8.08% | 55.66% | 645 | #3 |
| #72 | 15.74 | 5.25% | 8.95% | 76.24% | 463 | #5 |
| #73 | 69.89 | 23.30% | 7.94% | 82.07% | 764 | Winner |
| #74 | 20.78 | 6.93% | 7.98% | 78.48% | 683 | #5 |
| #75 | 10.02 | 3.34% | 9.62% | 48.93% | 793 | #7 |
| #76 | -28.91 | -9.64% | 11.85% | 35.60% | 691 | #8 |
| #77 | 12.61 | 4.20% | 5.83% | 78.63% | 510 | #6 |
| #78 | -21.68 | -7.23% | 13.39% | 16.64% | 667 | #10 |
| #79 | -24.80 | -8.27% | 10.81% | 23.83% | 663 | #7 |
| #80 | 22.72 | 7.57% | 8.59% | 84.19% | 487 | #5 |
| #81 | 11.68 | 3.89% | 9.75% | 76.78% | 745 | #3 |
| #82 | -2.45 | -0.82% | 8.63% | 29.74% | 659 | #7 |
| #83 | 19.81 | 6.60% | 9.96% | 81.51% | 557 | #3 |
| #84 | 18.93 | 6.31% | 8.84% | 87.95% | 531 | #5 |
| #85 | -29.08 | -9.69% | 10.62% | 35.94% | 715 | #7 |
| #86 | 35.26 | 11.75% | 8.39% | 83.77% | 653 | #2 |
| #87 | 10.41 | 3.47% | 9.17% | 75.27% | 651 | #5 |
| #88 | 23.45 | 7.82% | 7.46% | 80.82% | 657 | #4 |
| #89 | 33.56 | 11.19% | 8.75% | 79.59% | 725 | #5 |
| #90 | 12.78 | 4.26% | 8.52% | 79.16% | 523 | #4 |
| #91 | -50.08 | -16.69% | 23.74% | 43.03% | 646 | #10 |
| #92 | -26.25 | -8.75% | 12.27% | 45.44% | 691 | #10 |
| #93 | -49.36 | -16.45% | 18.02% | 26.82% | 604 | #5 |
| #94 | -35.95 | -11.98% | 13.63% | 44.88% | 644 | #8 |
| #95 | 43.13 | 14.38% | 6.55% | 83.47% | 726 | #2 |
| #96 | 38.52 | 12.84% | 9.24% | 93.99% | 466 | #3 |
| #97 | 31.92 | 10.64% | 8.24% | 88.52% | 575 | Winner |
| #98 | 18.85 | 6.28% | 7.87% | 85.02% | 654 | #5 |
| #99 | -27.39 | -9.13% | 14.07% | 34.03% | 858 | #7 |
| #100 | -44.99 | -15.00% | 15.68% | 28.38% | 733 | #7 |