ea · 100-run average
Ultimate Breakout System
🏆 13 wins / 100 · Profit rank #5 · DD rank #7
$10.41
3.47%
11.03%
30.13%
13 / 100
56.66%
$1040.99
0
Simulation Analysis
How this EA behaved across all 100 independent market paths.
Observed across 100 independent market paths: Ultimate Breakout System landed in the upper half at rank #5, posting 13 wins and $10.41 average profit.
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 30.13%, spread 23.37%), though 55 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $172.27).
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 | -0.91 | -0.30% | 6.76% | 20.73% | 656 | #4 |
| #2 | -62.39 | -20.80% | 23.88% | 38.52% | 649 | #10 |
| #3 | 78.35 | 26.12% | 10.74% | 80.28% | 639 | Winner |
| #4 | 47.92 | 15.97% | 9.47% | 80.75% | 717 | #3 |
| #5 | -5.72 | -1.91% | 8.63% | 39.16% | 692 | #9 |
| #6 | 38.25 | 12.75% | 9.87% | 83.77% | 733 | #5 |
| #7 | 38.55 | 12.85% | 10.14% | 81.75% | 652 | #3 |
| #8 | -7.77 | -2.59% | 10.36% | 18.80% | 718 | #7 |
| #9 | 43.91 | 14.64% | 8.32% | 83.03% | 725 | #2 |
| #10 | -66.32 | -22.11% | 26.18% | 29.76% | 625 | #10 |
| #11 | 8.23 | 2.74% | 8.17% | 48.29% | 702 | #8 |
| #12 | -26.23 | -8.74% | 13.89% | 30.45% | 775 | #7 |
| #13 | -33.65 | -11.22% | 11.44% | 41.57% | 611 | #9 |
| #14 | 67.43 | 22.48% | 7.26% | 85.53% | 698 | Winner |
| #15 | -55.43 | -18.48% | 19.13% | 31.98% | 666 | #9 |
| #16 | -30.44 | -10.15% | 12.77% | 40.96% | 686 | #9 |
| #17 | -49.37 | -16.46% | 16.62% | 42.81% | 570 | #10 |
| #18 | 77.59 | 25.86% | 10.03% | 84.19% | 677 | Winner |
| #19 | -12.10 | -4.03% | 10.56% | 13.85% | 686 | #8 |
| #20 | -8.74 | -2.91% | 14.51% | 20.72% | 502 | #7 |
| #21 | 21.60 | 7.20% | 8.48% | 96.17% | 652 | #3 |
| #22 | 14.36 | 4.79% | 7.78% | 62.79% | 637 | #6 |
| #23 | -9.45 | -3.15% | 8.66% | 23.48% | 690 | #9 |
| #24 | 43.46 | 14.49% | 7.83% | 91.91% | 643 | #2 |
| #25 | 88.56 | 29.52% | 9.79% | 86.82% | 774 | Winner |
| #26 | 20.77 | 6.92% | 8.09% | 83.68% | 484 | #5 |
| #27 | -24.65 | -8.22% | 13.46% | 46.06% | 673 | #8 |
| #28 | 1.02 | 0.34% | 12.81% | 25.31% | 814 | #5 |
| #29 | 58.81 | 19.60% | 15.32% | 82.56% | 780 | #2 |
| #30 | -30.80 | -10.27% | 14.16% | 40.48% | 672 | #9 |
| #31 | -18.67 | -6.22% | 14.19% | 1.46% | 685 | #7 |
| #32 | -20.49 | -6.83% | 8.63% | 41.39% | 720 | #4 |
| #33 | 21.01 | 7.00% | 7.48% | 79.03% | 682 | #5 |
| #34 | 17.63 | 5.88% | 9.35% | 81.07% | 618 | #5 |
| #35 | -11.51 | -3.84% | 9.52% | 25.21% | 702 | #7 |
| #36 | -19.87 | -6.62% | 13.15% | 22.13% | 610 | #9 |
| #37 | -31.95 | -10.65% | 11.91% | 40.65% | 706 | #8 |
| #38 | -2.03 | -0.68% | 9.55% | 23.92% | 715 | #7 |
| #39 | -81.91 | -27.30% | 30.13% | 27.68% | 654 | #10 |
| #40 | -7.18 | -2.39% | 7.88% | 32.94% | 513 | #7 |
| #41 | 67.21 | 22.40% | 8.17% | 89.63% | 588 | #2 |
| #42 | 33.52 | 11.17% | 9.66% | 79.56% | 685 | #3 |
| #43 | 45.27 | 15.09% | 9.49% | 80.44% | 680 | #2 |
| #44 | 50.41 | 16.80% | 10.33% | 87.36% | 696 | #3 |
| #45 | 50.13 | 16.71% | 8.55% | 85.76% | 632 | #3 |
| #46 | 69.25 | 23.08% | 8.20% | 82.68% | 589 | Winner |
| #47 | 16.52 | 5.51% | 7.58% | 79.10% | 737 | #7 |
| #48 | 48.17 | 16.06% | 9.61% | 79.61% | 564 | #5 |
| #49 | 29.45 | 9.82% | 9.38% | 85.94% | 562 | #5 |
| #50 | -36.04 | -12.01% | 14.38% | 43.22% | 678 | #10 |
| #51 | 9.06 | 3.02% | 8.90% | 78.69% | 671 | #3 |
| #52 | -3.91 | -1.30% | 8.35% | 17.41% | 609 | #8 |
| #53 | 24.18 | 8.06% | 7.96% | 80.35% | 463 | #6 |
| #54 | -18.09 | -6.03% | 11.64% | 28.93% | 712 | #7 |
| #55 | 23.36 | 7.79% | 8.43% | 81.97% | 699 | #6 |
| #56 | 36.77 | 12.26% | 8.47% | 81.94% | 764 | #4 |
| #57 | 26.98 | 8.99% | 7.67% | 78.23% | 565 | #3 |
| #58 | 75.32 | 25.11% | 8.06% | 86.26% | 604 | Winner |
| #59 | 50.89 | 16.96% | 8.18% | 91.88% | 714 | #2 |
| #60 | 1.36 | 0.45% | 7.41% | 28.34% | 688 | #7 |
| #61 | 3.74 | 1.25% | 7.60% | 47.84% | 765 | #6 |
| #62 | 90.36 | 30.12% | 14.27% | 86.43% | 516 | Winner |
| #63 | -4.67 | -1.56% | 10.42% | 28.76% | 591 | #7 |
| #64 | -5.60 | -1.87% | 7.86% | 30.69% | 505 | #7 |
| #65 | -8.28 | -2.76% | 8.19% | 21.67% | 660 | #8 |
| #66 | -0.42 | -0.14% | 8.24% | 11.39% | 720 | #7 |
| #67 | -14.60 | -4.87% | 9.14% | 41.38% | 493 | #9 |
| #68 | -42.37 | -14.12% | 15.46% | 40.61% | 692 | #9 |
| #69 | 70.60 | 23.53% | 13.47% | 80.64% | 718 | Winner |
| #70 | -3.81 | -1.27% | 8.47% | 35.71% | 448 | #6 |
| #71 | 87.69 | 29.23% | 9.19% | 83.82% | 748 | Winner |
| #72 | -54.90 | -18.30% | 23.05% | 35.04% | 645 | #9 |
| #73 | -8.97 | -2.99% | 9.96% | 18.80% | 766 | #5 |
| #74 | -30.98 | -10.33% | 10.50% | 46.04% | 656 | #10 |
| #75 | 19.68 | 6.56% | 8.40% | 83.84% | 594 | #6 |
| #76 | 2.26 | 0.75% | 8.55% | 46.71% | 471 | #7 |
| #77 | -52.69 | -17.56% | 21.12% | 7.54% | 623 | #10 |
| #78 | 20.40 | 6.80% | 8.87% | 80.34% | 773 | #8 |
| #79 | 47.01 | 15.67% | 10.05% | 87.90% | 727 | #2 |
| #80 | -40.40 | -13.47% | 15.59% | 34.72% | 697 | #8 |
| #81 | 39.81 | 13.27% | 8.28% | 84.08% | 716 | Winner |
| #82 | 69.94 | 23.31% | 7.80% | 84.36% | 729 | Winner |
| #83 | -38.61 | -12.87% | 18.16% | 10.44% | 709 | #7 |
| #84 | 15.86 | 5.29% | 8.54% | 79.74% | 760 | #4 |
| #85 | 59.69 | 19.90% | 8.22% | 79.09% | 703 | #3 |
| #86 | 26.40 | 8.80% | 7.47% | 80.06% | 662 | #2 |
| #87 | 12.53 | 4.18% | 8.62% | 89.55% | 603 | #5 |
| #88 | -17.16 | -5.72% | 9.46% | 22.24% | 616 | #9 |
| #89 | 17.19 | 5.73% | 8.14% | 80.89% | 654 | #6 |
| #90 | -51.76 | -17.25% | 18.47% | 41.49% | 552 | #10 |
| #91 | 31.94 | 10.65% | 8.43% | 82.47% | 713 | #4 |
| #92 | -8.86 | -2.95% | 11.00% | 35.56% | 734 | #9 |
| #93 | 57.48 | 19.16% | 13.75% | 82.30% | 627 | Winner |
| #94 | 75.65 | 25.22% | 8.17% | 86.72% | 783 | Winner |
| #95 | -10.57 | -3.52% | 9.08% | 13.51% | 718 | #6 |
| #96 | -47.89 | -15.96% | 16.18% | 25.79% | 694 | #10 |
| #97 | 48.89 | 16.30% | 10.78% | 83.20% | 625 | #3 |
| #98 | -44.03 | -14.68% | 17.47% | 36.67% | 660 | #9 |
| #99 | 18.41 | 6.14% | 8.74% | 80.65% | 553 | #6 |
| #100 | 42.35 | 14.12% | 10.09% | 78.20% | 656 | #3 |