ea · 100-run average
Range Breakout EA with Range Filters
🏆 12 wins / 100 · Profit rank #3 · DD rank #6
$28.67
2.87%
9.41%
21.71%
12 / 100
53.88%
$2867.04
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 took third place (12 wins, $28.67 average) and stayed competitive in 33 simulations.
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 9.41% 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 | -142.04 | -14.20% | 16.35% | 16.91% | 414 | #9 |
| #2 | -55.03 | -5.50% | 12.85% | 19.06% | 341 | #6 |
| #3 | -78.71 | -7.87% | 11.17% | 7.00% | 457 | #6 |
| #4 | 41.46 | 4.15% | 6.75% | 80.26% | 385 | #5 |
| #5 | 15.61 | 1.56% | 7.99% | 40.73% | 329 | #5 |
| #6 | 84.99 | 8.50% | 9.94% | 75.85% | 410 | #4 |
| #7 | 5.71 | 0.57% | 9.26% | 70.34% | 263 | #4 |
| #8 | 103.04 | 10.30% | 7.77% | 77.82% | 239 | #3 |
| #9 | -105.67 | -10.57% | 13.25% | 40.82% | 343 | #9 |
| #10 | 53.23 | 5.32% | 7.36% | 86.73% | 294 | #3 |
| #11 | -46.74 | -4.67% | 8.57% | 33.18% | 214 | #8 |
| #12 | -31.56 | -3.16% | 8.50% | 19.25% | 452 | #6 |
| #13 | 4.36 | 0.44% | 7.71% | 43.23% | 384 | #7 |
| #14 | 87.66 | 8.77% | 8.12% | 87.69% | 398 | #4 |
| #15 | 26.30 | 2.63% | 7.29% | 78.79% | 495 | #4 |
| #16 | 130.20 | 13.02% | 10.09% | 77.82% | 275 | #3 |
| #17 | -89.62 | -8.96% | 12.64% | 44.06% | 345 | #8 |
| #18 | 57.04 | 5.70% | 7.11% | 81.11% | 307 | #6 |
| #19 | -45.53 | -4.55% | 6.99% | 47.72% | 197 | #6 |
| #20 | 144.41 | 14.44% | 8.14% | 81.92% | 343 | #4 |
| #21 | 167.47 | 16.75% | 8.75% | 84.40% | 327 | Winner |
| #22 | -175.16 | -17.52% | 21.71% | 16.44% | 505 | #9 |
| #23 | 158.14 | 15.81% | 7.00% | 67.98% | 431 | Winner |
| #24 | 106.68 | 10.67% | 9.20% | 82.74% | 365 | #4 |
| #25 | -151.53 | -15.15% | 16.28% | 32.71% | 373 | #10 |
| #26 | 227.37 | 22.74% | 6.04% | 82.75% | 400 | #2 |
| #27 | 42.45 | 4.25% | 7.97% | 72.99% | 385 | #4 |
| #28 | -99.60 | -9.96% | 10.10% | 15.04% | 399 | #7 |
| #29 | -104.31 | -10.43% | 11.72% | 15.18% | 224 | #10 |
| #30 | 133.40 | 13.34% | 7.46% | 84.79% | 388 | #2 |
| #31 | 67.30 | 6.73% | 7.38% | 83.61% | 427 | #4 |
| #32 | 194.31 | 19.43% | 9.10% | 72.68% | 399 | #2 |
| #33 | 42.95 | 4.30% | 7.97% | 81.10% | 365 | #4 |
| #34 | 16.58 | 1.66% | 7.67% | 67.32% | 462 | #5 |
| #35 | 75.12 | 7.51% | 7.48% | 73.12% | 398 | #4 |
| #36 | -117.46 | -11.75% | 18.20% | 21.97% | 264 | #9 |
| #37 | 163.88 | 16.39% | 9.58% | 71.55% | 232 | Winner |
| #38 | 139.77 | 13.98% | 8.01% | 63.77% | 276 | #3 |
| #39 | -68.23 | -6.82% | 9.97% | 31.37% | 271 | #7 |
| #40 | -157.07 | -15.71% | 17.59% | 17.49% | 303 | #10 |
| #41 | 20.51 | 2.05% | 8.04% | 73.30% | 352 | #3 |
| #42 | -66.74 | -6.67% | 8.29% | 17.53% | 405 | #9 |
| #43 | -50.55 | -5.06% | 8.67% | 14.23% | 239 | #7 |
| #44 | 12.47 | 1.25% | 8.72% | 68.05% | 338 | #4 |
| #45 | -138.42 | -13.84% | 14.76% | 25.00% | 196 | #10 |
| #46 | -45.24 | -4.52% | 9.32% | 21.81% | 431 | #9 |
| #47 | 264.05 | 26.41% | 6.43% | 82.91% | 392 | Winner |
| #48 | -30.65 | -3.07% | 8.08% | 43.26% | 356 | #6 |
| #49 | -24.53 | -2.45% | 8.37% | 14.25% | 414 | #8 |
| #50 | 221.65 | 22.17% | 7.65% | 85.84% | 438 | Winner |
| #51 | -36.86 | -3.69% | 7.09% | 9.76% | 338 | #6 |
| #52 | 181.96 | 18.20% | 8.27% | 78.86% | 246 | Winner |
| #53 | 45.06 | 4.51% | 7.72% | 73.81% | 252 | #5 |
| #54 | 70.20 | 7.02% | 8.83% | 82.67% | 427 | #2 |
| #55 | 119.60 | 11.96% | 7.54% | 77.51% | 338 | #2 |
| #56 | 68.40 | 6.84% | 10.17% | 75.97% | 362 | #5 |
| #57 | 43.99 | 4.40% | 7.59% | 74.80% | 377 | #7 |
| #58 | 172.96 | 17.30% | 6.62% | 80.32% | 315 | Winner |
| #59 | 143.74 | 14.37% | 6.67% | 74.40% | 336 | #2 |
| #60 | -47.90 | -4.79% | 9.82% | 15.22% | 335 | #9 |
| #61 | -45.71 | -4.57% | 9.29% | 19.46% | 370 | #5 |
| #62 | 20.60 | 2.06% | 8.05% | 63.39% | 254 | #6 |
| #63 | -126.07 | -12.61% | 15.67% | 38.77% | 472 | #7 |
| #64 | 94.44 | 9.44% | 7.49% | 75.99% | 354 | #3 |
| #65 | -77.78 | -7.78% | 12.67% | 45.18% | 363 | #9 |
| #66 | 132.09 | 13.21% | 10.92% | 72.12% | 208 | #2 |
| #67 | 111.57 | 11.16% | 6.98% | 78.21% | 335 | #2 |
| #68 | 100.07 | 10.01% | 9.28% | 77.19% | 456 | #2 |
| #69 | 96.84 | 9.68% | 7.97% | 76.05% | 334 | #2 |
| #70 | -31.74 | -3.17% | 7.61% | 12.35% | 243 | #6 |
| #71 | 168.57 | 16.86% | 9.70% | 72.24% | 371 | #2 |
| #72 | 129.78 | 12.98% | 7.71% | 52.13% | 328 | #3 |
| #73 | -26.33 | -2.63% | 11.43% | 6.14% | 342 | #7 |
| #74 | 26.38 | 2.64% | 7.88% | 69.37% | 284 | #3 |
| #75 | 98.57 | 9.86% | 7.84% | 71.35% | 342 | #4 |
| #76 | 213.01 | 21.30% | 6.78% | 86.49% | 444 | Winner |
| #77 | 254.53 | 25.45% | 7.25% | 81.17% | 324 | Winner |
| #78 | 65.32 | 6.53% | 6.91% | 75.97% | 308 | #5 |
| #79 | -29.23 | -2.92% | 8.53% | 23.53% | 408 | #4 |
| #80 | 108.20 | 10.82% | 6.42% | 78.57% | 238 | Winner |
| #81 | 24.81 | 2.48% | 8.64% | 52.07% | 363 | #5 |
| #82 | -131.78 | -13.18% | 13.18% | 16.39% | 366 | #10 |
| #83 | -73.59 | -7.36% | 13.52% | 10.57% | 350 | #5 |
| #84 | -107.73 | -10.77% | 11.39% | 38.21% | 369 | #9 |
| #85 | -107.99 | -10.80% | 12.50% | 33.90% | 351 | #7 |
| #86 | 39.67 | 3.97% | 6.19% | 73.70% | 327 | #3 |
| #87 | 56.73 | 5.67% | 8.94% | 69.08% | 359 | #6 |
| #88 | -46.21 | -4.62% | 8.75% | 10.48% | 372 | #7 |
| #89 | -79.27 | -7.93% | 12.57% | 43.60% | 383 | #5 |
| #90 | 4.23 | 0.42% | 7.93% | 69.75% | 443 | #6 |
| #91 | -33.48 | -3.35% | 9.82% | 13.14% | 274 | #4 |
| #92 | -76.28 | -7.63% | 12.90% | 34.70% | 317 | #9 |
| #93 | 22.04 | 2.20% | 7.93% | 69.97% | 373 | #6 |
| #94 | -45.18 | -4.52% | 12.07% | 9.92% | 252 | #5 |
| #95 | 121.84 | 12.18% | 7.33% | 84.72% | 386 | #4 |
| #96 | -85.82 | -8.58% | 9.74% | 8.21% | 341 | #5 |
| #97 | 16.20 | 1.62% | 9.31% | 65.59% | 247 | #3 |
| #98 | 241.91 | 24.19% | 6.89% | 71.17% | 385 | Winner |
| #99 | -99.69 | -9.97% | 11.36% | 14.85% | 303 | #8 |
| #100 | 198.65 | 19.87% | 7.67% | 83.51% | 382 | Winner |