ea · 100-run average
Range Breakout EA with Range Filters
🏆 4 wins / 100 · Profit rank #9 · DD rank #5
$0.73
0.07%
10.11%
24.47%
4 / 100
49.35%
$72.72
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 #9 of 10 — 4 wins, $0.73 average profit, 25 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 24.47% 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 | -80.61 | -8.06% | 9.39% | 28.68% | 408 | #7 |
| #2 | -77.53 | -7.75% | 8.09% | 41.96% | 336 | #4 |
| #3 | -173.36 | -17.34% | 17.50% | 7.97% | 389 | #8 |
| #4 | -49.10 | -4.91% | 8.94% | 17.28% | 353 | #8 |
| #5 | -234.96 | -23.50% | 24.47% | 22.91% | 467 | #8 |
| #6 | 158.42 | 15.84% | 7.15% | 80.75% | 452 | #2 |
| #7 | 26.66 | 2.67% | 7.79% | 71.17% | 281 | #4 |
| #8 | 94.04 | 9.40% | 9.24% | 75.53% | 331 | #2 |
| #9 | -89.12 | -8.91% | 9.12% | 10.25% | 322 | #7 |
| #10 | -14.12 | -1.41% | 11.50% | 7.37% | 339 | #5 |
| #11 | -188.91 | -18.89% | 20.23% | 18.68% | 273 | #10 |
| #12 | -203.39 | -20.34% | 21.45% | 20.36% | 329 | #9 |
| #13 | 53.78 | 5.38% | 7.64% | 73.45% | 339 | #3 |
| #14 | 220.58 | 22.06% | 4.75% | 85.25% | 366 | Winner |
| #15 | 28.46 | 2.85% | 7.86% | 74.87% | 394 | #3 |
| #16 | 154.50 | 15.45% | 7.05% | 87.15% | 397 | #4 |
| #17 | 89.04 | 8.90% | 7.11% | 80.67% | 238 | #4 |
| #18 | 108.81 | 10.88% | 7.79% | 84.30% | 414 | #2 |
| #19 | 101.69 | 10.17% | 6.76% | 70.68% | 266 | #2 |
| #20 | -113.97 | -11.40% | 13.69% | 16.79% | 393 | #9 |
| #21 | 53.08 | 5.31% | 7.63% | 74.56% | 338 | #8 |
| #22 | 0.84 | 0.08% | 8.33% | 23.49% | 430 | #4 |
| #23 | 70.26 | 7.03% | 8.75% | 79.65% | 339 | #2 |
| #24 | 3.12 | 0.31% | 7.49% | 38.67% | 256 | #5 |
| #25 | 69.08 | 6.91% | 6.95% | 69.49% | 272 | #4 |
| #26 | -89.41 | -8.94% | 9.00% | 15.21% | 217 | #9 |
| #27 | -35.35 | -3.54% | 7.26% | 16.54% | 260 | #6 |
| #28 | -81.90 | -8.19% | 13.47% | 19.36% | 377 | #5 |
| #29 | 131.67 | 13.17% | 7.34% | 73.40% | 297 | #3 |
| #30 | -127.36 | -12.74% | 15.99% | 29.41% | 323 | #7 |
| #31 | 45.87 | 4.59% | 8.73% | 69.03% | 268 | #5 |
| #32 | -32.10 | -3.21% | 9.27% | 13.94% | 459 | #5 |
| #33 | -84.63 | -8.46% | 11.89% | 34.63% | 257 | #7 |
| #34 | -52.85 | -5.29% | 10.69% | 6.41% | 499 | #4 |
| #35 | 61.58 | 6.16% | 6.23% | 79.59% | 245 | #3 |
| #36 | -83.84 | -8.38% | 9.97% | 26.57% | 414 | #7 |
| #37 | 135.24 | 13.52% | 7.25% | 76.26% | 219 | #2 |
| #38 | 99.69 | 9.97% | 8.81% | 81.03% | 369 | #5 |
| #39 | -188.33 | -18.83% | 22.85% | 13.39% | 351 | #9 |
| #40 | -44.14 | -4.41% | 7.79% | 10.07% | 457 | #4 |
| #41 | -134.69 | -13.47% | 16.47% | 7.14% | 238 | #9 |
| #42 | -81.07 | -8.11% | 10.87% | 30.56% | 432 | #7 |
| #43 | -0.95 | -0.10% | 6.09% | 19.31% | 202 | #6 |
| #44 | 20.95 | 2.10% | 8.24% | 69.80% | 394 | #3 |
| #45 | -142.90 | -14.29% | 16.07% | 38.50% | 213 | #7 |
| #46 | -86.00 | -8.60% | 11.39% | 42.45% | 318 | #8 |
| #47 | 144.07 | 14.41% | 7.58% | 70.06% | 314 | #3 |
| #48 | 184.47 | 18.45% | 8.21% | 82.86% | 385 | #2 |
| #49 | -6.00 | -0.60% | 7.76% | 35.96% | 406 | #8 |
| #50 | 92.59 | 9.26% | 7.17% | 86.41% | 390 | #4 |
| #51 | -24.45 | -2.45% | 9.77% | 12.82% | 273 | #4 |
| #52 | 109.73 | 10.97% | 7.60% | 84.62% | 390 | #4 |
| #53 | 133.01 | 13.30% | 7.10% | 81.71% | 328 | #3 |
| #54 | 46.03 | 4.60% | 8.47% | 83.59% | 451 | #7 |
| #55 | -161.80 | -16.18% | 16.18% | 22.09% | 335 | #9 |
| #56 | 26.41 | 2.64% | 7.87% | 71.36% | 405 | #6 |
| #57 | 119.42 | 11.94% | 8.33% | 78.33% | 406 | #4 |
| #58 | 156.97 | 15.70% | 7.21% | 87.91% | 397 | #2 |
| #59 | -82.25 | -8.23% | 8.42% | 14.91% | 389 | #7 |
| #60 | 38.04 | 3.80% | 8.43% | 68.24% | 340 | #5 |
| #61 | 79.64 | 7.96% | 8.01% | 81.55% | 336 | #5 |
| #62 | -63.72 | -6.37% | 9.20% | 13.76% | 545 | #6 |
| #63 | -68.36 | -6.84% | 15.44% | 17.33% | 352 | #8 |
| #64 | -143.15 | -14.32% | 16.28% | 12.26% | 465 | #10 |
| #65 | 173.09 | 17.31% | 5.95% | 85.19% | 439 | Winner |
| #66 | 124.40 | 12.44% | 9.36% | 79.31% | 261 | Winner |
| #67 | 173.14 | 17.31% | 7.06% | 84.51% | 368 | #2 |
| #68 | 12.85 | 1.29% | 9.53% | 44.17% | 480 | #5 |
| #69 | -116.03 | -11.60% | 11.76% | 36.43% | 258 | #7 |
| #70 | 188.19 | 18.82% | 9.08% | 74.86% | 370 | #2 |
| #71 | -53.19 | -5.32% | 8.29% | 13.15% | 327 | #6 |
| #72 | 23.94 | 2.39% | 10.80% | 67.41% | 270 | #3 |
| #73 | -109.70 | -10.97% | 15.60% | 11.11% | 360 | #10 |
| #74 | -163.71 | -16.37% | 17.39% | 20.27% | 291 | #9 |
| #75 | 62.13 | 6.21% | 8.57% | 73.22% | 366 | #5 |
| #76 | 73.90 | 7.39% | 7.80% | 86.05% | 423 | #2 |
| #77 | 24.42 | 2.44% | 8.10% | 71.75% | 400 | #5 |
| #78 | -112.90 | -11.29% | 12.39% | 5.19% | 366 | #9 |
| #79 | -31.55 | -3.16% | 8.01% | 25.18% | 409 | #8 |
| #80 | -126.16 | -12.62% | 13.83% | 39.37% | 381 | #9 |
| #81 | -74.44 | -7.44% | 12.18% | 29.02% | 224 | #9 |
| #82 | 136.31 | 13.63% | 7.51% | 85.36% | 362 | #4 |
| #83 | 7.01 | 0.70% | 10.02% | 71.24% | 386 | #6 |
| #84 | 200.48 | 20.05% | 8.39% | 78.39% | 347 | Winner |
| #85 | -82.47 | -8.25% | 9.63% | 36.32% | 391 | #7 |
| #86 | -85.67 | -8.57% | 11.70% | 44.85% | 330 | #10 |
| #87 | 43.47 | 4.35% | 9.49% | 69.66% | 234 | #4 |
| #88 | -132.10 | -13.21% | 17.02% | 20.96% | 458 | #7 |
| #89 | -36.69 | -3.67% | 8.59% | 19.64% | 336 | #8 |
| #90 | 24.59 | 2.46% | 12.37% | 77.33% | 450 | #5 |
| #91 | 163.50 | 16.35% | 7.31% | 85.22% | 291 | #2 |
| #92 | 1.27 | 0.13% | 8.44% | 37.80% | 291 | #6 |
| #93 | 77.98 | 7.80% | 5.58% | 74.79% | 234 | #4 |
| #94 | 7.57 | 0.76% | 7.68% | 76.79% | 336 | #8 |
| #95 | -36.82 | -3.68% | 9.01% | 15.29% | 327 | #7 |
| #96 | 151.09 | 15.11% | 6.48% | 80.29% | 345 | #3 |
| #97 | -94.20 | -9.42% | 12.86% | 42.86% | 462 | #10 |
| #98 | -124.56 | -12.46% | 14.34% | 36.10% | 313 | #7 |
| #99 | -73.85 | -7.39% | 9.85% | 11.61% | 379 | #7 |
| #100 | 40.01 | 4.00% | 7.98% | 84.01% | 344 | #6 |