ea · 100-run average
Range Breakout EA with Range Filters
🏆 6 wins / 100 · Profit rank #9 · DD rank #9
$3.67
0.37%
10.10%
20.59%
6 / 100
50.41%
$366.93
0
Simulation Analysis
How this EA behaved across all 100 independent market paths.
Observed across 100 independent market paths: Range Breakout EA with Range Filters ranked #9 of 10 — 6 wins, $3.67 average profit, 25 top-three finishes.
Strategy-family context: Responded to the market conditions present during this simulation, producing positive average returns despite uneven paths.
Observed risk across the sample: Drawdown averaged 10.10% with wider peaks, acceptable given net profitability across the batch.
Path variation: Performance depended heavily on which market path appeared — strong in some, weak in others.
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 | 60.67 | 6.07% | 8.54% | 83.92% | 367 | #5 |
| #2 | 114.95 | 11.50% | 7.10% | 84.77% | 243 | #2 |
| #3 | -56.17 | -5.62% | 9.29% | 2.16% | 371 | #8 |
| #4 | 42.56 | 4.26% | 6.40% | 84.38% | 365 | #4 |
| #5 | 153.35 | 15.33% | 6.96% | 70.20% | 349 | #2 |
| #6 | -14.75 | -1.47% | 8.09% | 19.79% | 389 | #2 |
| #7 | -128.60 | -12.86% | 13.28% | 10.32% | 281 | #9 |
| #8 | -98.45 | -9.85% | 11.98% | 24.04% | 470 | #5 |
| #9 | 166.28 | 16.63% | 7.82% | 88.89% | 441 | #4 |
| #10 | -47.42 | -4.74% | 9.77% | 6.47% | 340 | #8 |
| #11 | 188.70 | 18.87% | 7.83% | 86.07% | 488 | #2 |
| #12 | -137.84 | -13.78% | 15.96% | 23.35% | 394 | #10 |
| #13 | -54.70 | -5.47% | 11.69% | 27.87% | 427 | #7 |
| #14 | -139.60 | -13.96% | 14.71% | 41.71% | 362 | #8 |
| #15 | 65.59 | 6.56% | 6.70% | 74.68% | 233 | #5 |
| #16 | -156.74 | -15.67% | 15.67% | 18.11% | 243 | #8 |
| #17 | 31.04 | 3.10% | 8.09% | 85.64% | 390 | #6 |
| #18 | 104.74 | 10.47% | 10.41% | 84.55% | 330 | #2 |
| #19 | -177.47 | -17.75% | 18.21% | 5.66% | 459 | #10 |
| #20 | 161.21 | 16.12% | 7.50% | 72.68% | 377 | Winner |
| #21 | -186.03 | -18.60% | 18.60% | 5.00% | 380 | #9 |
| #22 | 280.90 | 28.09% | 7.30% | 75.06% | 453 | Winner |
| #23 | 163.23 | 16.32% | 7.69% | 79.32% | 295 | #2 |
| #24 | -198.12 | -19.81% | 20.59% | 17.23% | 441 | #10 |
| #25 | 233.79 | 23.38% | 6.15% | 89.22% | 473 | #2 |
| #26 | 93.61 | 9.36% | 8.09% | 79.54% | 391 | #4 |
| #27 | -115.31 | -11.53% | 13.34% | 7.97% | 477 | #9 |
| #28 | 71.33 | 7.13% | 6.51% | 69.70% | 231 | #4 |
| #29 | 87.31 | 8.73% | 5.83% | 77.81% | 338 | #6 |
| #30 | -97.93 | -9.79% | 12.99% | 38.04% | 276 | #8 |
| #31 | -146.51 | -14.65% | 16.14% | 3.57% | 364 | #8 |
| #32 | -28.18 | -2.82% | 8.68% | 5.26% | 361 | #4 |
| #33 | 4.09 | 0.41% | 6.79% | 70.64% | 453 | #6 |
| #34 | -21.13 | -2.11% | 9.47% | 18.78% | 426 | #5 |
| #35 | -81.81 | -8.18% | 9.13% | 11.09% | 478 | #7 |
| #36 | 134.16 | 13.42% | 8.29% | 63.41% | 328 | #3 |
| #37 | -179.38 | -17.94% | 19.53% | 6.41% | 281 | #9 |
| #38 | -156.68 | -15.67% | 16.93% | 1.51% | 331 | #10 |
| #39 | 185.29 | 18.53% | 7.53% | 83.20% | 387 | Winner |
| #40 | 12.64 | 1.26% | 8.01% | 72.09% | 258 | #8 |
| #41 | 14.82 | 1.48% | 8.55% | 76.86% | 389 | #6 |
| #42 | -168.40 | -16.84% | 19.56% | 5.48% | 347 | #10 |
| #43 | 114.77 | 11.48% | 6.12% | 74.21% | 221 | #3 |
| #44 | -87.43 | -8.74% | 11.00% | 40.25% | 400 | #8 |
| #45 | 80.53 | 8.05% | 8.78% | 70.34% | 236 | #4 |
| #46 | 137.19 | 13.72% | 8.21% | 82.40% | 250 | #2 |
| #47 | 44.91 | 4.49% | 9.80% | 76.04% | 480 | #4 |
| #48 | 0.21 | 0.02% | 7.79% | 17.93% | 329 | #6 |
| #49 | -90.85 | -9.09% | 13.74% | 42.49% | 233 | #9 |
| #50 | 88.82 | 8.88% | 8.43% | 69.33% | 225 | #3 |
| #51 | 32.63 | 3.26% | 9.33% | 63.43% | 391 | #4 |
| #52 | -44.50 | -4.45% | 8.06% | 9.70% | 237 | #9 |
| #53 | -119.00 | -11.90% | 12.07% | 18.57% | 447 | #9 |
| #54 | -58.80 | -5.88% | 10.45% | 15.15% | 264 | #9 |
| #55 | 60.90 | 6.09% | 8.37% | 84.31% | 427 | #4 |
| #56 | 18.16 | 1.82% | 8.42% | 78.38% | 222 | #5 |
| #57 | 203.62 | 20.36% | 5.47% | 88.13% | 379 | Winner |
| #58 | -158.92 | -15.89% | 18.26% | 36.92% | 409 | #9 |
| #59 | -22.75 | -2.28% | 8.24% | 37.88% | 499 | #5 |
| #60 | 42.81 | 4.28% | 8.10% | 74.56% | 342 | #4 |
| #61 | -66.71 | -6.67% | 9.95% | 15.21% | 263 | #10 |
| #62 | 39.27 | 3.93% | 10.18% | 86.32% | 424 | #4 |
| #63 | -192.67 | -19.27% | 19.27% | 19.73% | 446 | #9 |
| #64 | 182.92 | 18.29% | 7.11% | 85.53% | 387 | #2 |
| #65 | 105.72 | 10.57% | 8.51% | 85.85% | 410 | #3 |
| #66 | 24.92 | 2.49% | 10.91% | 86.78% | 454 | #5 |
| #67 | -74.06 | -7.41% | 11.75% | 38.22% | 348 | #8 |
| #68 | -41.97 | -4.20% | 10.58% | 26.76% | 340 | #2 |
| #69 | -144.78 | -14.48% | 18.81% | 11.58% | 380 | #9 |
| #70 | -164.39 | -16.44% | 17.20% | 34.41% | 340 | #10 |
| #71 | -93.07 | -9.31% | 11.13% | 40.00% | 405 | #9 |
| #72 | -63.70 | -6.37% | 8.29% | 8.00% | 300 | #9 |
| #73 | 108.78 | 10.88% | 7.85% | 81.01% | 358 | Winner |
| #74 | -108.96 | -10.90% | 12.34% | 5.31% | 320 | #6 |
| #75 | 48.29 | 4.83% | 8.14% | 69.01% | 242 | #4 |
| #76 | -110.36 | -11.04% | 11.59% | 4.94% | 445 | #6 |
| #77 | 112.75 | 11.28% | 8.11% | 87.79% | 385 | #3 |
| #78 | -26.62 | -2.66% | 8.17% | 24.66% | 223 | #6 |
| #79 | 181.13 | 18.11% | 7.31% | 89.20% | 361 | #2 |
| #80 | 31.50 | 3.15% | 8.15% | 75.12% | 422 | #6 |
| #81 | -13.57 | -1.36% | 8.11% | 32.13% | 249 | #6 |
| #82 | 39.55 | 3.95% | 9.10% | 70.39% | 412 | #4 |
| #83 | 25.34 | 2.53% | 8.22% | 80.82% | 417 | #6 |
| #84 | -120.77 | -12.08% | 14.54% | 42.50% | 280 | #7 |
| #85 | 84.47 | 8.45% | 8.62% | 66.40% | 247 | #5 |
| #86 | -59.60 | -5.96% | 9.50% | 3.96% | 379 | #7 |
| #87 | 91.51 | 9.15% | 6.79% | 88.14% | 371 | #3 |
| #88 | 39.98 | 4.00% | 7.21% | 67.73% | 251 | #6 |
| #89 | -117.60 | -11.76% | 14.48% | 27.55% | 392 | #9 |
| #90 | 29.71 | 2.97% | 7.36% | 74.38% | 281 | #7 |
| #91 | -22.89 | -2.29% | 10.79% | 26.97% | 267 | #5 |
| #92 | -60.38 | -6.04% | 8.93% | 14.75% | 278 | #5 |
| #93 | 60.35 | 6.04% | 5.96% | 85.75% | 393 | #6 |
| #94 | 79.89 | 7.99% | 7.94% | 74.48% | 388 | #3 |
| #95 | -37.45 | -3.75% | 9.12% | 42.30% | 383 | #7 |
| #96 | 102.82 | 10.28% | 7.33% | 78.90% | 365 | #4 |
| #97 | 49.21 | 4.92% | 6.53% | 75.27% | 368 | #3 |
| #98 | -55.42 | -5.54% | 7.44% | 13.41% | 261 | #6 |
| #99 | 180.72 | 18.07% | 6.37% | 81.07% | 243 | Winner |
| #100 | 101.73 | 10.17% | 7.90% | 86.21% | 348 | #5 |