ea · 100-run average
Range Breakout EA with Range Filters
🏆 9 wins / 100 · Profit rank #5 · DD rank #10
$17.33
1.73%
10.72%
25.23%
9 / 100
51.67%
$1733.36
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 landed in the upper half at rank #5, posting 9 wins and $17.33 average profit.
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 25.23% when trends ran without sufficient recovery — a defining risk characteristic of this batch.
Path variation: Only 9 outright wins, but frequently stayed within reach of the leaders.
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 | 35.57 | 3.56% | 10.39% | 75.40% | 378 | #7 |
| #2 | 165.99 | 16.60% | 7.69% | 85.75% | 442 | #3 |
| #3 | -171.00 | -17.10% | 18.72% | 15.64% | 358 | #10 |
| #4 | -100.69 | -10.07% | 14.76% | 21.22% | 344 | #8 |
| #5 | 174.20 | 17.42% | 6.71% | 78.44% | 385 | Winner |
| #6 | 160.65 | 16.07% | 7.96% | 69.90% | 309 | #2 |
| #7 | -173.32 | -17.33% | 17.85% | 21.37% | 234 | #10 |
| #8 | 146.59 | 14.66% | 7.72% | 82.96% | 405 | Winner |
| #9 | 6.52 | 0.65% | 10.15% | 34.21% | 266 | #5 |
| #10 | 207.50 | 20.75% | 7.67% | 84.44% | 315 | Winner |
| #11 | 95.56 | 9.56% | 5.65% | 72.11% | 294 | #4 |
| #12 | 71.46 | 7.15% | 8.43% | 86.18% | 304 | #4 |
| #13 | -179.26 | -17.93% | 19.60% | 14.16% | 219 | #10 |
| #14 | -53.66 | -5.37% | 8.16% | 18.60% | 328 | #10 |
| #15 | -46.23 | -4.62% | 8.52% | 20.34% | 472 | #5 |
| #16 | 7.48 | 0.75% | 8.30% | 43.40% | 265 | #6 |
| #17 | 28.84 | 2.88% | 8.51% | 78.38% | 259 | #4 |
| #18 | -173.71 | -17.37% | 18.50% | 8.10% | 247 | #9 |
| #19 | 74.47 | 7.45% | 8.21% | 87.65% | 340 | #3 |
| #20 | -87.43 | -8.74% | 10.91% | 3.61% | 249 | #8 |
| #21 | 150.88 | 15.09% | 6.09% | 81.07% | 428 | #3 |
| #22 | 166.55 | 16.66% | 8.08% | 83.80% | 358 | #3 |
| #23 | 135.92 | 13.59% | 7.76% | 83.99% | 406 | #2 |
| #24 | 127.01 | 12.70% | 7.50% | 82.76% | 261 | Winner |
| #25 | 167.97 | 16.80% | 6.94% | 85.53% | 228 | #2 |
| #26 | 108.56 | 10.86% | 8.18% | 70.53% | 207 | Winner |
| #27 | -16.94 | -1.69% | 9.96% | 14.04% | 342 | #6 |
| #28 | 19.71 | 1.97% | 7.83% | 75.91% | 303 | #5 |
| #29 | -90.34 | -9.03% | 12.28% | 9.58% | 313 | #6 |
| #30 | 8.45 | 0.85% | 8.49% | 43.94% | 371 | #4 |
| #31 | -11.24 | -1.12% | 9.17% | 18.95% | 401 | #6 |
| #32 | 261.55 | 26.16% | 8.47% | 84.65% | 404 | #3 |
| #33 | -148.46 | -14.85% | 18.15% | 5.41% | 388 | #9 |
| #34 | 24.68 | 2.47% | 8.05% | 78.93% | 299 | #5 |
| #35 | 35.12 | 3.51% | 9.25% | 64.96% | 234 | #5 |
| #36 | -77.28 | -7.73% | 10.54% | 40.29% | 345 | #7 |
| #37 | 187.95 | 18.79% | 7.54% | 84.21% | 380 | #3 |
| #38 | -75.98 | -7.60% | 10.13% | 17.02% | 235 | #10 |
| #39 | -189.75 | -18.98% | 21.71% | 18.90% | 328 | #10 |
| #40 | 171.32 | 17.13% | 7.46% | 85.32% | 402 | Winner |
| #41 | 113.87 | 11.39% | 9.91% | 88.32% | 488 | #3 |
| #42 | -163.61 | -16.36% | 16.96% | 7.57% | 317 | #10 |
| #43 | 90.26 | 9.03% | 8.41% | 85.77% | 485 | #2 |
| #44 | -118.11 | -11.81% | 12.78% | 12.35% | 413 | #10 |
| #45 | 98.46 | 9.85% | 7.97% | 77.01% | 261 | #2 |
| #46 | 39.93 | 3.99% | 9.23% | 75.83% | 331 | #5 |
| #47 | -115.01 | -11.50% | 12.47% | 16.90% | 432 | #7 |
| #48 | -165.83 | -16.58% | 25.23% | 12.16% | 436 | #10 |
| #49 | -151.06 | -15.11% | 20.67% | 25.81% | 372 | #10 |
| #50 | -72.33 | -7.23% | 11.78% | 35.47% | 437 | #7 |
| #51 | 251.41 | 25.14% | 8.69% | 82.88% | 473 | #3 |
| #52 | 62.18 | 6.22% | 7.54% | 82.47% | 388 | #7 |
| #53 | 145.11 | 14.51% | 5.84% | 74.13% | 433 | #6 |
| #54 | 18.85 | 1.89% | 9.78% | 69.23% | 221 | #6 |
| #55 | 126.19 | 12.62% | 10.50% | 69.63% | 517 | #3 |
| #56 | 62.83 | 6.28% | 7.86% | 71.71% | 350 | #7 |
| #57 | -155.56 | -15.56% | 16.37% | 17.77% | 377 | #9 |
| #58 | -61.17 | -6.12% | 9.72% | 37.93% | 232 | #6 |
| #59 | -97.28 | -9.73% | 11.74% | 14.66% | 464 | #8 |
| #60 | -36.63 | -3.66% | 8.86% | 20.05% | 399 | #7 |
| #61 | -13.55 | -1.36% | 8.03% | 22.34% | 470 | #6 |
| #62 | 87.36 | 8.74% | 6.18% | 76.61% | 295 | #2 |
| #63 | -174.52 | -17.45% | 19.59% | 29.78% | 507 | #7 |
| #64 | 19.72 | 1.97% | 6.31% | 71.98% | 339 | #5 |
| #65 | 1.86 | 0.19% | 7.50% | 41.19% | 369 | #8 |
| #66 | -5.65 | -0.57% | 8.79% | 21.28% | 376 | #7 |
| #67 | 139.42 | 13.94% | 9.03% | 70.22% | 403 | #3 |
| #68 | 86.19 | 8.62% | 7.80% | 61.08% | 334 | #4 |
| #69 | -98.60 | -9.86% | 9.96% | 12.04% | 465 | #5 |
| #70 | 176.71 | 17.67% | 7.65% | 84.95% | 372 | #2 |
| #71 | -148.47 | -14.85% | 16.42% | 10.34% | 406 | #10 |
| #72 | 94.03 | 9.40% | 6.65% | 75.50% | 351 | #6 |
| #73 | 152.10 | 15.21% | 9.37% | 84.10% | 390 | #4 |
| #74 | 31.16 | 3.12% | 8.15% | 70.13% | 375 | #6 |
| #75 | 84.78 | 8.48% | 8.03% | 71.20% | 382 | #7 |
| #76 | 148.44 | 14.84% | 8.06% | 76.78% | 379 | #3 |
| #77 | -154.71 | -15.47% | 15.72% | 10.50% | 400 | #10 |
| #78 | 5.40 | 0.54% | 9.62% | 40.67% | 445 | #4 |
| #79 | -206.06 | -20.61% | 22.04% | 15.22% | 427 | #10 |
| #80 | 199.28 | 19.93% | 9.57% | 82.72% | 353 | Winner |
| #81 | -2.16 | -0.22% | 7.88% | 19.53% | 425 | #5 |
| #82 | 194.97 | 19.50% | 11.57% | 82.16% | 342 | #2 |
| #83 | -128.55 | -12.86% | 13.77% | 41.91% | 470 | #10 |
| #84 | 82.20 | 8.22% | 7.95% | 88.46% | 338 | #5 |
| #85 | 164.70 | 16.47% | 6.00% | 70.38% | 368 | #2 |
| #86 | -38.63 | -3.86% | 11.89% | 19.17% | 360 | #4 |
| #87 | -145.04 | -14.50% | 18.05% | 21.97% | 396 | #10 |
| #88 | -156.29 | -15.63% | 18.94% | 11.11% | 342 | #9 |
| #89 | -75.35 | -7.54% | 12.04% | 28.77% | 285 | #8 |
| #90 | 89.96 | 9.00% | 8.33% | 81.42% | 339 | #4 |
| #91 | -139.92 | -13.99% | 15.07% | 35.56% | 405 | #8 |
| #92 | 150.65 | 15.07% | 12.99% | 64.47% | 304 | Winner |
| #93 | 121.93 | 12.19% | 6.99% | 68.07% | 285 | #3 |
| #94 | -95.18 | -9.52% | 16.72% | 19.30% | 316 | #9 |
| #95 | -76.57 | -7.66% | 10.87% | 36.94% | 268 | #8 |
| #96 | 90.99 | 9.10% | 7.49% | 84.76% | 361 | #3 |
| #97 | 65.34 | 6.53% | 8.12% | 72.80% | 261 | #5 |
| #98 | 203.63 | 20.36% | 6.42% | 79.23% | 284 | Winner |
| #99 | -177.62 | -17.76% | 18.12% | 21.76% | 432 | #10 |
| #100 | 161.70 | 16.17% | 7.85% | 81.79% | 346 | #2 |