ea · 100-run average
Range Breakout EA with Range Filters
🏆 11 wins / 100 · Profit rank #3 · DD rank #5
$85.62
1.71%
8.39%
17.28%
11 / 100
47.96%
$8562.24
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 (11 wins, $85.62 average) and stayed competitive in 31 simulations.
Strategy-family context: Responded to the market conditions present during this simulation with comparatively controlled drawdowns across diverse regimes.
Observed risk across the sample: Capital preservation remained strong — none of the simulations exceeded a 20% drawdown threshold.
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 | 90.36 | 1.81% | 8.41% | 59.52% | 331 | #5 |
| #2 | -30.40 | -0.61% | 7.03% | 5.41% | 370 | #5 |
| #3 | 256.59 | 5.13% | 6.49% | 65.19% | 339 | #3 |
| #4 | 573.28 | 11.47% | 6.53% | 55.26% | 228 | #4 |
| #5 | -861.52 | -17.23% | 17.28% | 26.70% | 352 | #10 |
| #6 | 325.32 | 6.51% | 6.26% | 44.94% | 336 | #4 |
| #7 | 981.35 | 19.63% | 5.03% | 66.18% | 414 | Winner |
| #8 | 39.44 | 0.79% | 8.27% | 41.12% | 338 | #5 |
| #9 | 534.97 | 10.70% | 6.76% | 70.89% | 481 | #2 |
| #10 | 27.74 | 0.55% | 8.24% | 36.08% | 388 | #6 |
| #11 | 123.13 | 2.46% | 7.68% | 59.84% | 386 | #2 |
| #12 | 136.26 | 2.73% | 7.91% | 66.26% | 412 | #5 |
| #13 | 978.17 | 19.56% | 5.46% | 72.02% | 436 | Winner |
| #14 | 581.43 | 11.63% | 6.38% | 67.23% | 354 | #5 |
| #15 | -513.94 | -10.28% | 11.10% | 45.24% | 420 | #7 |
| #16 | -588.17 | -11.76% | 12.25% | 37.09% | 364 | #9 |
| #17 | -78.67 | -1.57% | 6.10% | 12.70% | 370 | #5 |
| #18 | -829.58 | -16.59% | 16.67% | 26.64% | 259 | #10 |
| #19 | 347.36 | 6.95% | 6.54% | 67.70% | 421 | #2 |
| #20 | 52.24 | 1.04% | 8.05% | 68.55% | 442 | #5 |
| #21 | 907.81 | 18.16% | 4.96% | 72.90% | 476 | Winner |
| #22 | 513.85 | 10.28% | 6.40% | 60.63% | 254 | Winner |
| #23 | 67.08 | 1.34% | 7.86% | 63.45% | 290 | #7 |
| #24 | -650.72 | -13.01% | 13.18% | 36.62% | 426 | #7 |
| #25 | 862.56 | 17.25% | 5.93% | 71.36% | 447 | Winner |
| #26 | -275.40 | -5.51% | 8.44% | 7.72% | 259 | #6 |
| #27 | -847.85 | -16.96% | 17.10% | 30.83% | 399 | #9 |
| #28 | -479.30 | -9.59% | 10.10% | 46.60% | 412 | #8 |
| #29 | 924.43 | 18.49% | 6.16% | 72.55% | 419 | #2 |
| #30 | 595.29 | 11.91% | 5.51% | 65.05% | 309 | #3 |
| #31 | 183.38 | 3.67% | 7.24% | 65.81% | 313 | #3 |
| #32 | -721.88 | -14.44% | 15.54% | 36.70% | 267 | #8 |
| #33 | 724.01 | 14.48% | 4.58% | 68.78% | 362 | Winner |
| #34 | 617.95 | 12.36% | 5.19% | 68.68% | 364 | #2 |
| #35 | 555.71 | 11.11% | 6.80% | 62.35% | 324 | #2 |
| #36 | -78.12 | -1.56% | 7.92% | 40.55% | 434 | #6 |
| #37 | 581.98 | 11.64% | 5.93% | 71.09% | 543 | #2 |
| #38 | 210.81 | 4.22% | 6.66% | 68.75% | 336 | #4 |
| #39 | 633.10 | 12.66% | 7.04% | 71.80% | 383 | Winner |
| #40 | 376.03 | 7.52% | 6.40% | 64.90% | 359 | #4 |
| #41 | 747.19 | 14.94% | 5.41% | 63.06% | 425 | #3 |
| #42 | 1111.16 | 22.22% | 6.67% | 67.31% | 413 | Winner |
| #43 | -154.50 | -3.09% | 8.40% | 44.19% | 430 | #6 |
| #44 | 50.57 | 1.01% | 8.13% | 54.86% | 350 | #6 |
| #45 | 299.56 | 5.99% | 7.39% | 62.20% | 254 | #3 |
| #46 | -373.89 | -7.48% | 8.97% | 33.73% | 252 | #5 |
| #47 | -26.02 | -0.52% | 6.02% | 8.24% | 255 | #8 |
| #48 | 274.30 | 5.49% | 6.12% | 60.96% | 333 | #6 |
| #49 | -193.67 | -3.87% | 8.04% | 38.33% | 240 | #6 |
| #50 | -679.44 | -13.59% | 13.61% | 29.59% | 267 | #9 |
| #51 | -5.22 | -0.10% | 7.28% | 41.44% | 485 | #4 |
| #52 | 296.19 | 5.92% | 6.18% | 63.49% | 252 | #5 |
| #53 | -195.75 | -3.91% | 6.61% | 5.41% | 370 | #7 |
| #54 | 126.79 | 2.54% | 7.74% | 33.66% | 202 | #6 |
| #55 | -622.09 | -12.44% | 12.55% | 29.31% | 331 | #9 |
| #56 | -581.22 | -11.62% | 11.82% | 8.50% | 294 | #9 |
| #57 | 805.90 | 16.12% | 6.30% | 65.18% | 247 | #2 |
| #58 | 236.32 | 4.73% | 6.12% | 68.59% | 433 | #6 |
| #59 | 217.88 | 4.36% | 8.92% | 63.13% | 396 | #6 |
| #60 | 279.26 | 5.59% | 5.96% | 76.20% | 353 | #6 |
| #61 | -504.71 | -10.09% | 10.29% | 39.52% | 334 | #8 |
| #62 | -355.82 | -7.12% | 8.24% | 22.02% | 336 | #6 |
| #63 | -10.39 | -0.21% | 10.32% | 24.94% | 421 | #9 |
| #64 | -825.94 | -16.52% | 16.52% | 22.56% | 266 | #9 |
| #65 | 750.63 | 15.01% | 6.77% | 71.81% | 408 | #3 |
| #66 | -39.17 | -0.78% | 7.80% | 38.44% | 320 | #7 |
| #67 | -148.52 | -2.97% | 8.76% | 38.08% | 365 | #6 |
| #68 | -86.88 | -1.74% | 7.98% | 33.60% | 247 | #5 |
| #69 | 407.76 | 8.16% | 6.36% | 44.40% | 464 | #4 |
| #70 | 736.55 | 14.73% | 6.20% | 57.09% | 268 | Winner |
| #71 | -732.40 | -14.65% | 14.68% | 30.88% | 408 | #7 |
| #72 | 130.40 | 2.61% | 7.33% | 64.51% | 355 | #5 |
| #73 | 993.65 | 19.87% | 5.19% | 66.35% | 315 | Winner |
| #74 | -46.73 | -0.93% | 7.98% | 37.36% | 364 | #5 |
| #75 | -658.21 | -13.16% | 13.28% | 37.47% | 419 | #7 |
| #76 | -463.67 | -9.27% | 9.27% | 39.73% | 224 | #10 |
| #77 | -22.45 | -0.45% | 7.87% | 34.94% | 269 | #6 |
| #78 | -539.23 | -10.78% | 11.15% | 23.45% | 307 | #10 |
| #79 | -98.56 | -1.97% | 7.56% | 42.38% | 269 | #6 |
| #80 | -3.88 | -0.08% | 7.90% | 31.83% | 311 | #2 |
| #81 | -521.81 | -10.44% | 10.48% | 41.69% | 415 | #8 |
| #82 | 718.33 | 14.37% | 5.90% | 54.75% | 358 | #3 |
| #83 | -608.79 | -12.18% | 12.87% | 38.68% | 380 | #9 |
| #84 | -258.11 | -5.16% | 9.60% | 9.89% | 374 | #6 |
| #85 | -669.15 | -13.38% | 13.38% | 30.05% | 376 | #9 |
| #86 | 442.06 | 8.84% | 6.23% | 51.34% | 261 | #4 |
| #87 | 507.21 | 10.14% | 6.22% | 70.14% | 422 | #3 |
| #88 | -70.43 | -1.41% | 8.24% | 37.59% | 399 | #6 |
| #89 | 585.43 | 11.71% | 7.17% | 69.07% | 333 | #4 |
| #90 | 241.62 | 4.83% | 6.60% | 68.06% | 382 | #6 |
| #91 | 245.80 | 4.92% | 7.35% | 59.50% | 321 | #3 |
| #92 | 763.46 | 15.27% | 5.51% | 60.31% | 257 | #3 |
| #93 | -735.09 | -14.70% | 14.90% | 21.26% | 254 | #10 |
| #94 | -426.58 | -8.53% | 10.01% | 44.99% | 369 | #7 |
| #95 | -16.73 | -0.33% | 8.41% | 42.72% | 323 | #6 |
| #96 | 925.29 | 18.51% | 6.56% | 68.05% | 385 | Winner |
| #97 | -662.49 | -13.25% | 13.39% | 28.80% | 250 | #8 |
| #98 | 543.94 | 10.88% | 6.34% | 68.96% | 364 | #4 |
| #99 | 631.55 | 12.63% | 7.08% | 63.14% | 255 | #2 |
| #100 | -15.10 | -0.30% | 5.59% | 6.47% | 309 | #5 |