ea · 100-run average
Range Breakout EA with Range Filters
🏆 6 wins / 100 · Profit rank #8 · DD rank #5
$6.15
2.05%
10.47%
27.31%
6 / 100
53.48%
$614.62
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 #8 of 10 — 6 wins, $6.15 average profit, 24 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: Peak drawdown hit 27.31% when trends ran without sufficient recovery — a defining risk characteristic of this 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 | -34.02 | -11.34% | 13.89% | 4.88% | 328 | #8 |
| #2 | -11.59 | -3.86% | 8.49% | 18.11% | 359 | #8 |
| #3 | 39.71 | 13.24% | 11.76% | 89.42% | 312 | #5 |
| #4 | 76.00 | 25.33% | 9.15% | 87.36% | 356 | Winner |
| #5 | -32.56 | -10.85% | 18.61% | 42.90% | 324 | #10 |
| #6 | 41.11 | 13.70% | 8.05% | 81.10% | 344 | #4 |
| #7 | 25.25 | 8.42% | 8.58% | 80.78% | 385 | #4 |
| #8 | 72.93 | 24.31% | 8.27% | 85.01% | 347 | Winner |
| #9 | -19.25 | -6.42% | 8.28% | 7.92% | 442 | #10 |
| #10 | 12.84 | 4.28% | 7.92% | 80.85% | 282 | #7 |
| #11 | 46.66 | 15.55% | 7.30% | 79.39% | 359 | #5 |
| #12 | -55.79 | -18.60% | 19.82% | 41.59% | 428 | #8 |
| #13 | -0.54 | -0.18% | 6.73% | 28.51% | 249 | #5 |
| #14 | -11.35 | -3.78% | 8.64% | 8.68% | 334 | #8 |
| #15 | -47.51 | -15.84% | 16.34% | 39.17% | 360 | #8 |
| #16 | 4.77 | 1.59% | 10.06% | 65.94% | 320 | #7 |
| #17 | -45.57 | -15.19% | 15.29% | 14.04% | 235 | #9 |
| #18 | -16.00 | -5.33% | 9.43% | 41.67% | 372 | #10 |
| #19 | 45.78 | 15.26% | 7.57% | 78.65% | 370 | #3 |
| #20 | 18.44 | 6.15% | 8.09% | 81.82% | 231 | #2 |
| #21 | 30.76 | 10.25% | 8.23% | 80.32% | 315 | #2 |
| #22 | 22.10 | 7.37% | 8.05% | 88.27% | 341 | #4 |
| #23 | 29.78 | 9.93% | 8.02% | 79.54% | 347 | #2 |
| #24 | 14.32 | 4.77% | 7.66% | 71.73% | 329 | #6 |
| #25 | -28.93 | -9.64% | 12.69% | 18.40% | 413 | #8 |
| #26 | -3.85 | -1.28% | 11.81% | 14.46% | 249 | #8 |
| #27 | 10.57 | 3.52% | 8.84% | 90.00% | 330 | #5 |
| #28 | -43.47 | -14.49% | 16.27% | 5.61% | 481 | #7 |
| #29 | -39.58 | -13.19% | 17.35% | 1.17% | 429 | #10 |
| #30 | 47.94 | 15.98% | 8.26% | 79.35% | 368 | #2 |
| #31 | -21.22 | -7.07% | 10.53% | 18.74% | 427 | #8 |
| #32 | 13.70 | 4.57% | 8.09% | 71.66% | 314 | #2 |
| #33 | -4.60 | -1.53% | 10.38% | 10.72% | 345 | #7 |
| #34 | -28.78 | -9.59% | 15.05% | 44.93% | 296 | #9 |
| #35 | -18.98 | -6.33% | 8.68% | 35.82% | 402 | #8 |
| #36 | 14.30 | 4.77% | 8.59% | 67.95% | 365 | #5 |
| #37 | 8.25 | 2.75% | 8.97% | 92.26% | 336 | #5 |
| #38 | -36.36 | -12.12% | 16.16% | 44.16% | 351 | #10 |
| #39 | -18.19 | -6.06% | 7.47% | 25.31% | 324 | #6 |
| #40 | 60.36 | 20.12% | 8.67% | 87.38% | 214 | Winner |
| #41 | 70.68 | 23.56% | 7.84% | 86.45% | 310 | Winner |
| #42 | 19.49 | 6.50% | 8.02% | 94.09% | 389 | #5 |
| #43 | -65.27 | -21.76% | 26.06% | 17.49% | 343 | #10 |
| #44 | 16.01 | 5.34% | 15.53% | 87.26% | 361 | #7 |
| #45 | -8.40 | -2.80% | 10.03% | 39.55% | 268 | #7 |
| #46 | 48.95 | 16.32% | 11.46% | 90.22% | 276 | #5 |
| #47 | -7.50 | -2.50% | 8.46% | 4.37% | 458 | #8 |
| #48 | -21.44 | -7.15% | 16.65% | 26.32% | 247 | #9 |
| #49 | -27.63 | -9.21% | 9.21% | 2.38% | 252 | #10 |
| #50 | 41.83 | 13.94% | 8.49% | 85.90% | 383 | #4 |
| #51 | 5.08 | 1.69% | 8.80% | 47.99% | 398 | #5 |
| #52 | 57.06 | 19.02% | 6.55% | 82.63% | 334 | #3 |
| #53 | 40.00 | 13.33% | 7.16% | 88.07% | 218 | #2 |
| #54 | 31.03 | 10.34% | 9.22% | 78.45% | 427 | #4 |
| #55 | 42.98 | 14.33% | 9.79% | 80.71% | 368 | #2 |
| #56 | 44.79 | 14.93% | 10.75% | 79.40% | 335 | #3 |
| #57 | 0.78 | 0.26% | 9.92% | 31.06% | 264 | #5 |
| #58 | -14.73 | -4.91% | 8.81% | 33.64% | 324 | #8 |
| #59 | -19.50 | -6.50% | 9.82% | 20.58% | 447 | #6 |
| #60 | -0.24 | -0.08% | 11.49% | 8.93% | 336 | #8 |
| #61 | 27.09 | 9.03% | 9.16% | 83.04% | 454 | #3 |
| #62 | 11.79 | 3.93% | 8.52% | 83.40% | 253 | #6 |
| #63 | -12.01 | -4.00% | 10.15% | 13.03% | 284 | #8 |
| #64 | 17.11 | 5.70% | 7.89% | 78.49% | 251 | #5 |
| #65 | 10.09 | 3.36% | 8.50% | 78.99% | 395 | #7 |
| #66 | 15.72 | 5.24% | 8.02% | 80.52% | 349 | #4 |
| #67 | 6.22 | 2.07% | 8.16% | 42.52% | 214 | #5 |
| #68 | 69.79 | 23.26% | 10.16% | 87.43% | 342 | Winner |
| #69 | 17.87 | 5.96% | 8.32% | 83.18% | 434 | #4 |
| #70 | 8.98 | 2.99% | 9.64% | 48.42% | 190 | #4 |
| #71 | -71.55 | -23.85% | 27.31% | 14.32% | 426 | #10 |
| #72 | -26.18 | -8.73% | 9.96% | 24.90% | 241 | #7 |
| #73 | -23.35 | -7.78% | 12.06% | 45.37% | 421 | #8 |
| #74 | 32.01 | 10.67% | 7.96% | 80.30% | 401 | #5 |
| #75 | -49.81 | -16.60% | 17.84% | 14.91% | 275 | #10 |
| #76 | -7.51 | -2.50% | 8.34% | 17.14% | 210 | #8 |
| #77 | -24.34 | -8.11% | 12.39% | 37.23% | 376 | #7 |
| #78 | 24.57 | 8.19% | 8.79% | 81.14% | 350 | #7 |
| #79 | 25.56 | 8.52% | 8.73% | 83.30% | 491 | #4 |
| #80 | -14.37 | -4.79% | 8.62% | 35.74% | 319 | #6 |
| #81 | 37.46 | 12.49% | 11.16% | 83.09% | 544 | #3 |
| #82 | 50.35 | 16.78% | 10.78% | 81.87% | 386 | #2 |
| #83 | -30.69 | -10.23% | 17.71% | 42.52% | 428 | #6 |
| #84 | 59.69 | 19.90% | 7.71% | 89.85% | 453 | Winner |
| #85 | 60.41 | 20.14% | 7.69% | 85.78% | 415 | #2 |
| #86 | 22.92 | 7.64% | 8.74% | 79.41% | 408 | #3 |
| #87 | -16.04 | -5.35% | 10.47% | 13.49% | 304 | #8 |
| #88 | -13.30 | -4.43% | 9.66% | 7.26% | 372 | #8 |
| #89 | -18.02 | -6.01% | 12.85% | 20.21% | 376 | #10 |
| #90 | 62.67 | 20.89% | 4.38% | 88.35% | 249 | #2 |
| #91 | 8.47 | 2.82% | 8.19% | 56.27% | 343 | #6 |
| #92 | 24.55 | 8.18% | 8.79% | 87.84% | 329 | #2 |
| #93 | -27.05 | -9.02% | 9.71% | 15.13% | 423 | #7 |
| #94 | -9.38 | -3.13% | 10.98% | 15.25% | 341 | #10 |
| #95 | -6.03 | -2.01% | 8.16% | 41.44% | 473 | #5 |
| #96 | -39.59 | -13.20% | 13.63% | 39.40% | 368 | #9 |
| #97 | -14.36 | -4.79% | 12.23% | 35.65% | 446 | #8 |
| #98 | 49.91 | 16.64% | 9.06% | 85.19% | 351 | #3 |
| #99 | 21.59 | 7.20% | 8.54% | 82.98% | 282 | #5 |
| #100 | -18.02 | -6.01% | 10.09% | 12.31% | 333 | #9 |