ea · 100-run average
Range Breakout EA with Range Filters
🏆 5 wins / 100 · Profit rank #7 · DD rank #9
$-9.05
-0.90%
10.80%
26.24%
5 / 100
43.81%
$-904.77
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 #7 of 10 — 5 wins, $-9.05 average profit, 18 top-three finishes.
Strategy-family context: Responded to the market conditions present during this simulation, but hostile regime mixes outweighed favourable opportunities.
Observed risk across the sample: Peak drawdown hit 26.24% 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 | -92.18 | -9.22% | 14.54% | 5.85% | 496 | #8 |
| #2 | 89.22 | 8.92% | 6.11% | 85.52% | 297 | #4 |
| #3 | -123.77 | -12.38% | 15.31% | 16.87% | 486 | #9 |
| #4 | -163.06 | -16.31% | 18.12% | 33.16% | 386 | #10 |
| #5 | -228.37 | -22.84% | 25.31% | 16.49% | 485 | #9 |
| #6 | -155.68 | -15.57% | 17.01% | 44.47% | 416 | #9 |
| #7 | 199.10 | 19.91% | 6.29% | 87.13% | 474 | Winner |
| #8 | -53.93 | -5.39% | 8.93% | 12.73% | 275 | #8 |
| #9 | -131.42 | -13.14% | 13.90% | 16.03% | 499 | #9 |
| #10 | 20.10 | 2.01% | 7.93% | 50.65% | 231 | #5 |
| #11 | -76.86 | -7.69% | 14.05% | 45.03% | 453 | #9 |
| #12 | 57.03 | 5.70% | 8.18% | 80.00% | 195 | #4 |
| #13 | 23.89 | 2.39% | 6.39% | 75.97% | 308 | #6 |
| #14 | 51.39 | 5.14% | 8.13% | 76.58% | 222 | #5 |
| #15 | -88.12 | -8.81% | 12.43% | 12.26% | 359 | #10 |
| #16 | 39.08 | 3.91% | 8.21% | 74.25% | 365 | #5 |
| #17 | -204.56 | -20.46% | 20.57% | 9.26% | 421 | #10 |
| #18 | -150.04 | -15.00% | 16.24% | 38.54% | 371 | #9 |
| #19 | -139.36 | -13.94% | 15.62% | 10.00% | 330 | #10 |
| #20 | 76.21 | 7.62% | 7.84% | 82.73% | 278 | #5 |
| #21 | 164.69 | 16.47% | 7.66% | 77.78% | 315 | #4 |
| #22 | 305.47 | 30.55% | 6.21% | 85.71% | 448 | Winner |
| #23 | 123.20 | 12.32% | 7.19% | 86.86% | 487 | #6 |
| #24 | -25.21 | -2.52% | 10.84% | 20.49% | 405 | #8 |
| #25 | -45.98 | -4.60% | 9.82% | 5.73% | 436 | #9 |
| #26 | -119.63 | -11.96% | 16.41% | 8.00% | 275 | #10 |
| #27 | -168.79 | -16.88% | 17.20% | 7.16% | 405 | #10 |
| #28 | 241.23 | 24.12% | 10.23% | 85.87% | 460 | #2 |
| #29 | -154.03 | -15.40% | 17.10% | 12.50% | 368 | #9 |
| #30 | -152.85 | -15.28% | 19.04% | 35.17% | 290 | #10 |
| #31 | 138.75 | 13.88% | 5.54% | 78.25% | 377 | #2 |
| #32 | -138.21 | -13.82% | 14.80% | 4.39% | 342 | #10 |
| #33 | 183.38 | 18.34% | 11.93% | 81.19% | 303 | #2 |
| #34 | 124.70 | 12.47% | 6.76% | 80.51% | 236 | Winner |
| #35 | -62.07 | -6.21% | 10.09% | 27.24% | 268 | #8 |
| #36 | -40.39 | -4.04% | 9.52% | 23.12% | 333 | #10 |
| #37 | -67.13 | -6.71% | 10.19% | 4.96% | 242 | #9 |
| #38 | -32.95 | -3.30% | 11.03% | 17.69% | 390 | #6 |
| #39 | 62.65 | 6.27% | 8.16% | 84.46% | 354 | #2 |
| #40 | 177.67 | 17.77% | 8.74% | 73.76% | 404 | Winner |
| #41 | 79.42 | 7.94% | 7.62% | 78.98% | 352 | #6 |
| #42 | -245.71 | -24.57% | 26.24% | 15.96% | 451 | #9 |
| #43 | 128.66 | 12.87% | 7.06% | 60.19% | 324 | #6 |
| #44 | 11.48 | 1.15% | 7.99% | 71.37% | 234 | #7 |
| #45 | -139.30 | -13.93% | 14.72% | 22.99% | 348 | #9 |
| #46 | 73.21 | 7.32% | 8.17% | 55.79% | 233 | #7 |
| #47 | -191.26 | -19.13% | 22.14% | 16.94% | 366 | #9 |
| #48 | 73.20 | 7.32% | 7.96% | 81.57% | 331 | #4 |
| #49 | -142.02 | -14.20% | 14.94% | 39.94% | 358 | #9 |
| #50 | 134.54 | 13.45% | 8.64% | 76.10% | 251 | #2 |
| #51 | -56.37 | -5.64% | 8.41% | 9.32% | 365 | #7 |
| #52 | -144.20 | -14.42% | 17.29% | 34.64% | 358 | #10 |
| #53 | 73.01 | 7.30% | 8.26% | 76.56% | 337 | #6 |
| #54 | 42.41 | 4.24% | 7.46% | 75.93% | 295 | #6 |
| #55 | -23.29 | -2.33% | 9.23% | 13.49% | 304 | #8 |
| #56 | 133.33 | 13.33% | 7.17% | 76.86% | 350 | #2 |
| #57 | 41.54 | 4.15% | 8.10% | 77.39% | 398 | #6 |
| #58 | -27.24 | -2.72% | 8.30% | 23.87% | 222 | #9 |
| #59 | -114.23 | -11.42% | 12.01% | 8.71% | 356 | #9 |
| #60 | 81.23 | 8.12% | 7.94% | 80.80% | 349 | #5 |
| #61 | -18.13 | -1.81% | 6.76% | 1.40% | 356 | #9 |
| #62 | -5.93 | -0.59% | 9.48% | 17.89% | 313 | #5 |
| #63 | 152.31 | 15.23% | 7.58% | 81.99% | 433 | #3 |
| #64 | 47.11 | 4.71% | 7.92% | 76.21% | 248 | #5 |
| #65 | -118.24 | -11.82% | 12.13% | 15.06% | 312 | #10 |
| #66 | -73.78 | -7.38% | 10.00% | 39.08% | 348 | #10 |
| #67 | 172.58 | 17.26% | 6.12% | 87.27% | 322 | #2 |
| #68 | -86.81 | -8.68% | 12.80% | 5.87% | 341 | #9 |
| #69 | -41.60 | -4.16% | 9.33% | 11.56% | 225 | #9 |
| #70 | -49.11 | -4.91% | 9.38% | 19.68% | 315 | #9 |
| #71 | -106.90 | -10.69% | 12.70% | 14.53% | 234 | #9 |
| #72 | 21.15 | 2.11% | 8.42% | 63.69% | 325 | #5 |
| #73 | -111.20 | -11.12% | 16.30% | 26.85% | 257 | #8 |
| #74 | -42.91 | -4.29% | 9.83% | 15.10% | 404 | #7 |
| #75 | 75.33 | 7.53% | 8.49% | 68.18% | 374 | #7 |
| #76 | -47.59 | -4.76% | 8.65% | 8.29% | 410 | #7 |
| #77 | -104.73 | -10.47% | 10.87% | 1.73% | 231 | #9 |
| #78 | 20.72 | 2.07% | 7.20% | 71.71% | 258 | #3 |
| #79 | -58.88 | -5.89% | 8.09% | 23.39% | 218 | #9 |
| #80 | 196.91 | 19.69% | 6.24% | 87.93% | 348 | #2 |
| #81 | 103.99 | 10.40% | 8.72% | 85.80% | 352 | #3 |
| #82 | 129.09 | 12.91% | 6.78% | 68.25% | 252 | #3 |
| #83 | -86.91 | -8.69% | 9.16% | 17.56% | 279 | #7 |
| #84 | -60.99 | -6.10% | 8.66% | 9.72% | 391 | #8 |
| #85 | -34.55 | -3.45% | 8.89% | 21.65% | 351 | #7 |
| #86 | -122.70 | -12.27% | 15.73% | 12.57% | 350 | #9 |
| #87 | 123.64 | 12.36% | 10.69% | 75.28% | 356 | #5 |
| #88 | -32.79 | -3.28% | 8.28% | 5.57% | 323 | #6 |
| #89 | -13.73 | -1.37% | 8.28% | 16.62% | 349 | #8 |
| #90 | 131.08 | 13.11% | 8.02% | 71.90% | 395 | #4 |
| #91 | -124.01 | -12.40% | 16.91% | 14.36% | 390 | #9 |
| #92 | 75.91 | 7.59% | 8.25% | 74.62% | 457 | #3 |
| #93 | 6.34 | 0.63% | 8.18% | 43.32% | 307 | #4 |
| #94 | -65.28 | -6.53% | 10.63% | 34.02% | 435 | #8 |
| #95 | 20.34 | 2.03% | 7.05% | 86.79% | 371 | #4 |
| #96 | -129.97 | -13.00% | 14.28% | 33.80% | 358 | #10 |
| #97 | 201.95 | 20.20% | 7.03% | 82.95% | 434 | Winner |
| #98 | 67.55 | 6.76% | 8.58% | 81.48% | 351 | #4 |
| #99 | -155.76 | -15.58% | 20.31% | 9.71% | 309 | #9 |
| #100 | -9.85 | -0.99% | 8.22% | 26.05% | 215 | #6 |