ea · 100-run average

Range Breakout EA with Range Filters

🏆 5 wins / 100 · Profit rank #6 · DD rank #5

$15.40
1.54%
10.83%
20.59%
5 / 100
50.39%
$1540.03
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 #6 of 10 — 5 wins, $15.40 average profit, 37 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 10.83% with wider peaks, acceptable given net profitability across the batch.

Path variation: Only 5 outright wins, but frequently stayed within reach of the leaders.

Best EnvironmentBalanced conditions · Moderate volatility · Mixed regimes
Weakest EnvironmentExtreme trends · High volatility · Low liquidity phases
Suitable ForAppropriate as one component within a broader multi-EA approach.

Performance across 100 markets

Per-run results showing how this EA behaved in each independent market scenario.

RunNet P/LReturnMax DDWin %TradesPosition
#1155.0415.50%10.52%80.66%517#2
#2-102.02-10.20%12.45%10.57%672#8
#3-94.29-9.43%12.46%13.54%790#8
#4-49.13-4.91%10.00%14.40%903#7
#5168.6816.87%10.03%85.09%825#2
#6133.7913.38%10.46%88.85%870#2
#741.934.19%10.32%74.79%821#5
#874.657.47%12.66%81.18%951#2
#953.815.38%9.78%76.66%664#4
#10-103.51-10.35%11.65%15.89%799#8
#11-52.62-5.26%11.99%11.47%811#8
#12119.6311.96%10.04%80.05%827#2
#13185.3618.54%13.31%81.53%628#3
#14-118.57-11.86%12.49%27.51%676#8
#15-59.49-5.95%11.22%13.48%779#4
#1634.633.46%10.19%73.77%690#4
#1722.862.29%10.06%71.64%684#7
#18-182.07-18.21%20.59%27.14%737#10
#19164.3516.44%10.06%79.21%837Winner
#20-31.98-3.20%10.03%10.04%717#5
#21-85.85-8.58%12.17%25.96%497#8
#2221.172.12%9.77%58.06%844#4
#23205.6120.56%8.34%83.48%799Winner
#2416.251.63%10.16%46.58%468#5
#25131.0213.10%9.77%78.81%670#3
#2664.116.41%9.49%75.04%653#4
#2783.478.35%7.98%81.83%633#2
#28-16.37-1.64%10.22%9.82%672#5
#29141.4214.14%9.85%84.24%660#2
#30-105.27-10.53%12.15%15.75%457#8
#31161.0616.11%11.35%83.78%783Winner
#32-4.72-0.47%9.80%15.18%771#5
#33-88.53-8.85%10.70%7.05%624#10
#34-20.47-2.05%10.22%42.97%896#5
#3513.721.37%10.84%45.15%793#6
#3684.338.43%10.92%86.38%859#2
#37132.1113.21%9.47%81.61%484#3
#38-93.84-9.38%12.72%15.44%745#6
#39-78.65-7.87%12.45%8.27%871#5
#40-33.67-3.37%9.82%15.18%817#6
#41120.8012.08%11.64%87.32%694#3
#42-52.27-5.23%10.25%10.74%726#7
#43-33.05-3.30%12.09%12.50%608#4
#44-84.19-8.42%10.20%16.41%579#8
#4552.865.29%8.81%75.04%641#5
#46-62.99-6.30%10.09%16.90%917#7
#47-19.65-1.96%9.66%39.64%661#4
#48100.3210.03%9.27%80.00%725#3
#49167.4916.75%10.01%86.30%781#2
#50-145.39-14.54%15.84%14.72%856#8
#5148.164.82%8.50%77.98%495#2
#5240.594.06%10.01%73.58%757#3
#53-27.40-2.74%10.32%39.94%686#4
#5473.817.38%9.75%82.76%754#3
#55-114.21-11.42%19.36%47.75%467#8
#5613.011.30%10.48%75.95%740#7
#57-29.63-2.96%10.88%14.81%790#6
#5888.138.81%9.97%78.18%669#3
#5935.413.54%10.25%75.15%507#5
#6039.243.92%10.41%53.47%750#3
#61149.8114.98%9.74%82.52%818#2
#62-11.83-1.18%9.71%5.97%486#7
#6369.977.00%10.13%87.35%822#2
#64-95.69-9.57%16.24%17.66%668#8
#65-85.71-8.57%12.46%12.88%784#8
#6642.824.28%8.95%77.19%605Winner
#67102.2110.22%10.23%81.87%673#2
#6876.717.67%9.23%88.73%479#2
#6951.085.11%8.94%85.88%708#5
#70-105.68-10.57%10.57%15.44%790#8
#71-71.43-7.14%10.12%23.51%553#6
#7219.801.98%10.63%68.21%475#3
#73-52.91-5.29%11.05%15.92%534#6
#74107.8010.78%10.31%86.04%709#3
#75158.6315.86%10.90%78.97%680#2
#7670.947.09%10.17%90.90%846#3
#7754.055.40%11.04%77.64%662#4
#78-10.41-1.04%9.59%40.14%573#4
#7987.398.74%9.19%79.89%522#5
#8012.581.26%11.28%75.91%801#5
#81-75.71-7.57%10.44%7.95%629#8
#82-14.08-1.41%10.91%23.55%692#6
#83-14.04-1.40%9.03%42.70%534#9
#84-154.82-15.48%16.18%16.67%750#9
#85121.3512.14%8.45%87.67%819#2
#86-77.28-7.73%11.10%13.30%752#10
#8743.654.37%10.09%78.31%650#5
#888.290.83%9.35%40.00%685#4
#89100.6210.06%10.04%84.51%426#2
#90-15.17-1.52%12.09%19.69%838#3
#9147.644.76%9.16%79.35%644#2
#92-55.59-5.56%12.01%13.63%851#8
#9370.977.10%9.69%77.37%676#2
#9429.372.94%9.91%69.86%690#4
#95146.1814.62%9.55%91.37%904Winner
#96-120.27-12.03%14.92%14.57%494#7
#97-61.72-6.17%12.92%4.18%455#8
#98-21.40-2.14%10.10%19.01%826#4
#99-66.22-6.62%12.07%24.21%694#8
#100-20.86-2.09%8.21%1.62%802#8