ea · 100-run average
Straddle
🏆 3 wins / 100 · Profit rank #9 · DD rank #10
$-34.02
-3.40%
11.81%
28.72%
3 / 100
41.66%
$-3402.10
0
Simulation Analysis
How this EA behaved across all 100 independent market paths.
Observed across 100 independent market paths: Straddle ranked #9 of 10 — 3 wins, $-34.02 average profit, 13 top-three finishes.
Strategy-family context: Hostile regime combinations limited the benefit of responded to the market conditions present during this simulation.
Observed risk across the sample: Large equity declines clustered in prolonged one-directional markets (peak 28.72%, spread 25.86%), though 44 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $467.52).
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 | -138.37 | -13.84% | 16.22% | 42.57% | 101 | #9 |
| #2 | 57.14 | 5.71% | 8.23% | 58.67% | 150 | #5 |
| #3 | -134.88 | -13.49% | 13.49% | 6.86% | 102 | #10 |
| #4 | 131.90 | 13.19% | 9.63% | 50.87% | 173 | #5 |
| #5 | 175.92 | 17.59% | 6.86% | 67.96% | 103 | Winner |
| #6 | -31.92 | -3.19% | 10.24% | 23.38% | 154 | #7 |
| #7 | -127.10 | -12.71% | 12.71% | 14.29% | 105 | #9 |
| #8 | -23.38 | -2.34% | 7.56% | 27.27% | 121 | #6 |
| #9 | -175.91 | -17.59% | 17.59% | 36.96% | 92 | #10 |
| #10 | 10.40 | 1.04% | 9.24% | 59.54% | 131 | #6 |
| #11 | -21.17 | -2.12% | 6.67% | 28.46% | 123 | #8 |
| #12 | -54.60 | -5.46% | 8.57% | 43.20% | 125 | #9 |
| #13 | -157.23 | -15.72% | 18.04% | 34.29% | 70 | #10 |
| #14 | -74.13 | -7.41% | 8.55% | 46.77% | 124 | #10 |
| #15 | 157.77 | 15.78% | 5.79% | 66.10% | 118 | #4 |
| #16 | -219.58 | -21.96% | 27.42% | 36.13% | 155 | #10 |
| #17 | 93.30 | 9.33% | 6.11% | 66.15% | 130 | #3 |
| #18 | -193.76 | -19.38% | 20.47% | 18.06% | 155 | #10 |
| #19 | 97.17 | 9.72% | 8.34% | 68.94% | 132 | #4 |
| #20 | 136.32 | 13.63% | 7.94% | 64.90% | 151 | Winner |
| #21 | -189.79 | -18.98% | 19.67% | 25.24% | 103 | #10 |
| #22 | 204.41 | 20.44% | 5.72% | 61.60% | 125 | #3 |
| #23 | 204.39 | 20.44% | 4.73% | 74.44% | 90 | #3 |
| #24 | -0.32 | -0.03% | 2.86% | 17.95% | 156 | #6 |
| #25 | -11.35 | -1.13% | 7.88% | 3.92% | 153 | #7 |
| #26 | 110.39 | 11.04% | 6.90% | 64.85% | 165 | #3 |
| #27 | -147.81 | -14.78% | 14.78% | 3.28% | 122 | #8 |
| #28 | -116.46 | -11.65% | 13.30% | 42.02% | 119 | #9 |
| #29 | -195.97 | -19.60% | 22.36% | 27.61% | 134 | #10 |
| #30 | 3.48 | 0.35% | 7.37% | 64.34% | 143 | #5 |
| #31 | -185.45 | -18.54% | 19.89% | 27.39% | 157 | #10 |
| #32 | -102.28 | -10.23% | 12.08% | 14.81% | 135 | #9 |
| #33 | -163.04 | -16.30% | 17.44% | 6.86% | 102 | #9 |
| #34 | 2.31 | 0.23% | 8.10% | 53.13% | 96 | #8 |
| #35 | 77.09 | 7.71% | 10.06% | 42.86% | 77 | #4 |
| #36 | 70.40 | 7.04% | 8.48% | 62.11% | 161 | #7 |
| #37 | 36.53 | 3.65% | 7.45% | 40.00% | 65 | #5 |
| #38 | -44.39 | -4.44% | 8.99% | 32.14% | 140 | #9 |
| #39 | -51.05 | -5.10% | 9.53% | 41.32% | 121 | #6 |
| #40 | 29.13 | 2.91% | 8.60% | 49.24% | 132 | #5 |
| #41 | 140.92 | 14.09% | 6.63% | 65.70% | 172 | #4 |
| #42 | -29.40 | -2.94% | 8.00% | 29.31% | 116 | #5 |
| #43 | 44.15 | 4.42% | 7.37% | 50.81% | 124 | #7 |
| #44 | -131.94 | -13.19% | 13.76% | 42.54% | 134 | #10 |
| #45 | -175.34 | -17.53% | 22.87% | 24.32% | 111 | #10 |
| #46 | -122.55 | -12.25% | 13.73% | 21.88% | 128 | #10 |
| #47 | -249.75 | -24.98% | 24.98% | 36.22% | 127 | #10 |
| #48 | -64.77 | -6.48% | 9.56% | 11.05% | 190 | #7 |
| #49 | -182.46 | -18.25% | 19.09% | 15.89% | 107 | #10 |
| #50 | -160.68 | -16.07% | 16.07% | 5.47% | 128 | #9 |
| #51 | -105.08 | -10.51% | 11.81% | 25.00% | 140 | #8 |
| #52 | 62.06 | 6.21% | 8.11% | 60.12% | 163 | #7 |
| #53 | 86.10 | 8.61% | 7.16% | 74.52% | 157 | #5 |
| #54 | -155.05 | -15.51% | 16.59% | 15.45% | 110 | #10 |
| #55 | -209.89 | -20.99% | 22.00% | 23.19% | 138 | #10 |
| #56 | 116.62 | 11.66% | 8.80% | 74.38% | 160 | #4 |
| #57 | 107.63 | 10.76% | 6.39% | 72.03% | 143 | #4 |
| #58 | -130.58 | -13.06% | 13.86% | 20.72% | 111 | #10 |
| #59 | 10.44 | 1.04% | 8.74% | 41.67% | 108 | #6 |
| #60 | 82.14 | 8.21% | 7.14% | 56.36% | 165 | #4 |
| #61 | -131.17 | -13.12% | 13.73% | 30.33% | 122 | #10 |
| #62 | -82.00 | -8.20% | 10.18% | 3.21% | 156 | #7 |
| #63 | -158.73 | -15.87% | 16.41% | 39.50% | 119 | #10 |
| #64 | 184.28 | 18.43% | 5.40% | 67.91% | 134 | #2 |
| #65 | 113.57 | 11.36% | 6.82% | 60.28% | 141 | #4 |
| #66 | -26.37 | -2.64% | 8.04% | 32.70% | 159 | #8 |
| #67 | 54.35 | 5.44% | 6.76% | 73.47% | 147 | #4 |
| #68 | -175.92 | -17.59% | 20.05% | 39.35% | 155 | #10 |
| #69 | -123.78 | -12.38% | 14.43% | 38.37% | 86 | #10 |
| #70 | 88.98 | 8.90% | 5.99% | 66.43% | 140 | #2 |
| #71 | -97.11 | -9.71% | 11.46% | 19.10% | 89 | #8 |
| #72 | -85.30 | -8.53% | 11.35% | 17.28% | 191 | #9 |
| #73 | 153.79 | 15.38% | 8.38% | 60.23% | 88 | #2 |
| #74 | -249.03 | -24.90% | 25.73% | 39.06% | 128 | #10 |
| #75 | 97.49 | 9.75% | 10.08% | 67.55% | 151 | #5 |
| #76 | -221.10 | -22.11% | 26.24% | 40.79% | 152 | #10 |
| #77 | -120.96 | -12.10% | 15.06% | 48.74% | 119 | #10 |
| #78 | -213.09 | -21.31% | 24.18% | 40.71% | 113 | #10 |
| #79 | 41.51 | 4.15% | 8.57% | 44.76% | 105 | #5 |
| #80 | 12.41 | 1.24% | 7.18% | 59.12% | 159 | #7 |
| #81 | 21.76 | 2.18% | 7.77% | 62.07% | 116 | #7 |
| #82 | 112.78 | 11.28% | 7.52% | 54.10% | 122 | #4 |
| #83 | -121.05 | -12.10% | 14.71% | 22.81% | 114 | #10 |
| #84 | -263.11 | -26.31% | 28.72% | 41.04% | 173 | #10 |
| #85 | 26.30 | 2.63% | 8.25% | 40.00% | 120 | #4 |
| #86 | 96.89 | 9.69% | 5.95% | 67.59% | 145 | #3 |
| #87 | 76.65 | 7.67% | 6.50% | 74.84% | 159 | #7 |
| #88 | -232.51 | -23.25% | 24.05% | 31.78% | 107 | #10 |
| #89 | 64.98 | 6.50% | 9.03% | 52.69% | 167 | #5 |
| #90 | -140.31 | -14.03% | 14.03% | 14.18% | 134 | #9 |
| #91 | -33.47 | -3.35% | 8.34% | 36.42% | 151 | #7 |
| #92 | -179.98 | -18.00% | 18.00% | 12.62% | 103 | #9 |
| #93 | -93.40 | -9.34% | 9.34% | 10.53% | 114 | #8 |
| #94 | -87.04 | -8.70% | 9.19% | 13.53% | 133 | #9 |
| #95 | -158.94 | -15.89% | 17.84% | 31.79% | 151 | #9 |
| #96 | 168.01 | 16.80% | 9.13% | 67.51% | 197 | #3 |
| #97 | 97.37 | 9.74% | 5.91% | 78.47% | 144 | #7 |
| #98 | 121.89 | 12.19% | 6.66% | 57.62% | 151 | #3 |
| #99 | 33.18 | 3.32% | 9.31% | 63.77% | 138 | #6 |
| #100 | 55.40 | 5.54% | 6.21% | 60.78% | 102 | Winner |