ea · 100-run average
Range Breakout EA with Range Filters
🏆 5 wins / 100 · Profit rank #9 · DD rank #5
$19.81
1.98%
9.95%
22.16%
5 / 100
49.24%
$1981.44
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 — 5 wins, $19.81 average profit, 23 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 22.16% 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 | 20.03 | 2.00% | 10.08% | 73.00% | 363 | #8 |
| #2 | -22.23 | -2.22% | 9.39% | 21.24% | 259 | #7 |
| #3 | -31.53 | -3.15% | 10.17% | 16.82% | 333 | #5 |
| #4 | -10.01 | -1.00% | 8.71% | 15.61% | 378 | #3 |
| #5 | 92.94 | 9.29% | 8.48% | 80.00% | 240 | #4 |
| #6 | 125.12 | 12.51% | 6.67% | 80.74% | 296 | #2 |
| #7 | 84.03 | 8.40% | 7.85% | 76.25% | 379 | #4 |
| #8 | -152.88 | -15.29% | 16.45% | 33.17% | 416 | #7 |
| #9 | -39.36 | -3.94% | 9.00% | 16.47% | 340 | #7 |
| #10 | 22.02 | 2.20% | 8.28% | 69.59% | 411 | #3 |
| #11 | -34.77 | -3.48% | 9.45% | 17.44% | 281 | #9 |
| #12 | 53.58 | 5.36% | 7.01% | 86.17% | 311 | #4 |
| #13 | -59.96 | -6.00% | 8.45% | 24.30% | 395 | #8 |
| #14 | 210.30 | 21.03% | 10.54% | 84.73% | 393 | Winner |
| #15 | -141.96 | -14.20% | 14.52% | 4.35% | 345 | #9 |
| #16 | 143.69 | 14.37% | 6.77% | 83.28% | 329 | #3 |
| #17 | -76.72 | -7.67% | 11.34% | 44.53% | 384 | #9 |
| #18 | -53.67 | -5.37% | 8.42% | 40.89% | 450 | #9 |
| #19 | -166.27 | -16.63% | 18.00% | 22.94% | 231 | #9 |
| #20 | -8.56 | -0.86% | 9.42% | 15.34% | 378 | #7 |
| #21 | 50.74 | 5.07% | 8.48% | 86.54% | 327 | #5 |
| #22 | 181.21 | 18.12% | 8.50% | 81.48% | 324 | #2 |
| #23 | 176.38 | 17.64% | 8.78% | 85.94% | 441 | #3 |
| #24 | 36.49 | 3.65% | 7.71% | 80.65% | 429 | #6 |
| #25 | 122.20 | 12.22% | 8.06% | 86.58% | 365 | #4 |
| #26 | -97.68 | -9.77% | 10.45% | 34.38% | 413 | #8 |
| #27 | -115.91 | -11.59% | 12.43% | 11.34% | 335 | #9 |
| #28 | -81.25 | -8.13% | 9.73% | 3.36% | 446 | #9 |
| #29 | -14.22 | -1.42% | 3.09% | 0.72% | 277 | #6 |
| #30 | 112.85 | 11.28% | 9.89% | 64.14% | 488 | #6 |
| #31 | -143.59 | -14.36% | 16.19% | 11.08% | 325 | #8 |
| #32 | -74.77 | -7.48% | 13.72% | 17.41% | 224 | #10 |
| #33 | -40.03 | -4.00% | 8.82% | 27.89% | 251 | #8 |
| #34 | -115.05 | -11.51% | 12.68% | 18.78% | 362 | #8 |
| #35 | 101.58 | 10.16% | 7.71% | 83.06% | 301 | #6 |
| #36 | -42.59 | -4.26% | 8.86% | 21.21% | 363 | #9 |
| #37 | 54.15 | 5.42% | 9.91% | 85.49% | 448 | #3 |
| #38 | -86.95 | -8.70% | 12.87% | 43.01% | 365 | #6 |
| #39 | -76.97 | -7.70% | 10.02% | 23.92% | 439 | #7 |
| #40 | 21.35 | 2.14% | 8.82% | 69.76% | 334 | #6 |
| #41 | 151.51 | 15.15% | 8.32% | 77.91% | 344 | #4 |
| #42 | 57.97 | 5.80% | 8.04% | 87.71% | 423 | #4 |
| #43 | 205.69 | 20.57% | 8.89% | 69.35% | 460 | #3 |
| #44 | 57.39 | 5.74% | 7.98% | 85.47% | 406 | #5 |
| #45 | 171.72 | 17.17% | 7.06% | 87.71% | 415 | #4 |
| #46 | 82.14 | 8.21% | 7.91% | 89.50% | 343 | #7 |
| #47 | -158.20 | -15.82% | 16.78% | 25.17% | 441 | #7 |
| #48 | -41.56 | -4.16% | 8.41% | 7.12% | 379 | #7 |
| #49 | -3.12 | -0.31% | 8.89% | 12.65% | 340 | #5 |
| #50 | -50.46 | -5.05% | 8.09% | 1.31% | 381 | #9 |
| #51 | -42.98 | -4.30% | 9.62% | 22.33% | 309 | #7 |
| #52 | 63.01 | 6.30% | 8.16% | 77.64% | 407 | #7 |
| #53 | -65.45 | -6.55% | 8.24% | 24.66% | 365 | #8 |
| #54 | -51.96 | -5.20% | 8.96% | 23.59% | 462 | #6 |
| #55 | 126.38 | 12.64% | 7.36% | 83.73% | 418 | Winner |
| #56 | -157.67 | -15.77% | 17.69% | 17.53% | 348 | #10 |
| #57 | -80.79 | -8.08% | 9.06% | 4.71% | 255 | #8 |
| #58 | -36.21 | -3.62% | 12.81% | 35.14% | 461 | #7 |
| #59 | -83.40 | -8.34% | 10.31% | 2.68% | 373 | #6 |
| #60 | -168.46 | -16.85% | 20.75% | 27.21% | 283 | #9 |
| #61 | 172.00 | 17.20% | 8.70% | 69.08% | 456 | #4 |
| #62 | -14.91 | -1.49% | 9.95% | 29.53% | 430 | #6 |
| #63 | 133.62 | 13.36% | 7.29% | 74.20% | 407 | #3 |
| #64 | 160.40 | 16.04% | 7.57% | 85.85% | 410 | Winner |
| #65 | 97.96 | 9.80% | 6.47% | 73.22% | 239 | #3 |
| #66 | -21.95 | -2.20% | 8.33% | 29.09% | 440 | #7 |
| #67 | 213.90 | 21.39% | 7.08% | 81.10% | 328 | #2 |
| #68 | 214.23 | 21.42% | 5.84% | 83.29% | 359 | #2 |
| #69 | 206.90 | 20.69% | 7.69% | 88.58% | 429 | #6 |
| #70 | 146.55 | 14.66% | 7.15% | 83.05% | 478 | #6 |
| #71 | 24.49 | 2.45% | 8.19% | 75.93% | 403 | #4 |
| #72 | 130.91 | 13.09% | 7.71% | 75.74% | 441 | #3 |
| #73 | -10.04 | -1.00% | 9.59% | 14.68% | 252 | #6 |
| #74 | 42.35 | 4.23% | 8.77% | 72.95% | 244 | #6 |
| #75 | -106.05 | -10.60% | 13.14% | 18.15% | 314 | #8 |
| #76 | 176.42 | 17.64% | 7.14% | 64.90% | 359 | #4 |
| #77 | -6.52 | -0.65% | 9.47% | 13.67% | 373 | #7 |
| #78 | -102.52 | -10.25% | 10.76% | 11.58% | 423 | #8 |
| #79 | -124.46 | -12.45% | 18.04% | 38.36% | 232 | #8 |
| #80 | -48.51 | -4.85% | 9.84% | 15.67% | 466 | #9 |
| #81 | 116.53 | 11.65% | 6.18% | 87.02% | 262 | #4 |
| #82 | 184.14 | 18.41% | 7.54% | 87.02% | 393 | #5 |
| #83 | 110.00 | 11.00% | 9.26% | 80.36% | 387 | #2 |
| #84 | 86.99 | 8.70% | 9.72% | 78.06% | 237 | #3 |
| #85 | -36.02 | -3.60% | 10.20% | 27.07% | 229 | #7 |
| #86 | 220.99 | 22.10% | 9.93% | 82.61% | 437 | Winner |
| #87 | -75.58 | -7.56% | 10.75% | 7.69% | 325 | #9 |
| #88 | -112.94 | -11.29% | 12.02% | 6.94% | 346 | #8 |
| #89 | 91.42 | 9.14% | 7.70% | 75.86% | 377 | #5 |
| #90 | 106.04 | 10.60% | 8.47% | 83.23% | 477 | #4 |
| #91 | -118.39 | -11.84% | 13.89% | 43.29% | 462 | #8 |
| #92 | 167.13 | 16.71% | 10.27% | 81.45% | 275 | #2 |
| #93 | 149.92 | 14.99% | 8.89% | 71.86% | 366 | #3 |
| #94 | -192.55 | -19.26% | 19.62% | 8.10% | 321 | #10 |
| #95 | -104.56 | -10.46% | 14.75% | 15.94% | 345 | #9 |
| #96 | 120.28 | 12.03% | 8.62% | 63.57% | 258 | #5 |
| #97 | -158.20 | -15.82% | 22.16% | 38.95% | 267 | #10 |
| #98 | -127.17 | -12.72% | 12.87% | 12.81% | 281 | #8 |
| #99 | 210.52 | 21.05% | 6.12% | 88.40% | 457 | Winner |
| #100 | 160.84 | 16.08% | 8.71% | 77.98% | 277 | #3 |