ea · 100-run average
Range Breakout EA with Range Filters
🏆 4 wins / 100 · Profit rank #9 · DD rank #8
$3.06
0.31%
10.25%
24.04%
4 / 100
48.84%
$305.84
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, $3.06 average profit, 30 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 24.04% when trends ran without sufficient recovery — a defining risk characteristic of this batch.
Path variation: Only 4 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 | -18.09 | -1.81% | 9.47% | 12.45% | 233 | #7 |
| #2 | -95.48 | -9.55% | 11.12% | 19.15% | 402 | #6 |
| #3 | 41.27 | 4.13% | 9.78% | 71.88% | 345 | #6 |
| #4 | -105.17 | -10.52% | 13.14% | 32.51% | 366 | #8 |
| #5 | -104.12 | -10.41% | 12.80% | 19.34% | 424 | #8 |
| #6 | -102.18 | -10.22% | 11.92% | 41.50% | 253 | #9 |
| #7 | -119.85 | -11.99% | 13.71% | 28.76% | 306 | #9 |
| #8 | 111.51 | 11.15% | 5.96% | 75.13% | 386 | #4 |
| #9 | 26.09 | 2.61% | 8.94% | 73.29% | 423 | #6 |
| #10 | 101.71 | 10.17% | 7.72% | 80.29% | 350 | #2 |
| #11 | -32.47 | -3.25% | 7.49% | 18.52% | 216 | #8 |
| #12 | -82.30 | -8.23% | 13.05% | 37.24% | 333 | #7 |
| #13 | 54.40 | 5.44% | 8.08% | 85.82% | 402 | #5 |
| #14 | -54.52 | -5.45% | 10.30% | 15.03% | 306 | #6 |
| #15 | 146.26 | 14.63% | 7.14% | 77.32% | 485 | #3 |
| #16 | -122.84 | -12.28% | 12.82% | 9.20% | 435 | #7 |
| #17 | -31.50 | -3.15% | 8.90% | 19.46% | 221 | #7 |
| #18 | 84.14 | 8.41% | 10.05% | 77.84% | 370 | #3 |
| #19 | 68.91 | 6.89% | 8.65% | 81.69% | 344 | #3 |
| #20 | -2.49 | -0.25% | 7.61% | 12.70% | 252 | #7 |
| #21 | -15.25 | -1.53% | 8.10% | 15.29% | 340 | #5 |
| #22 | 139.65 | 13.97% | 6.82% | 76.08% | 347 | #3 |
| #23 | 111.92 | 11.19% | 9.54% | 72.90% | 214 | #2 |
| #24 | -8.35 | -0.84% | 8.41% | 19.92% | 236 | #6 |
| #25 | -9.10 | -0.91% | 8.90% | 13.90% | 331 | #6 |
| #26 | -160.07 | -16.01% | 18.71% | 39.02% | 264 | #9 |
| #27 | 125.57 | 12.56% | 8.13% | 88.57% | 350 | #3 |
| #28 | -199.06 | -19.91% | 21.34% | 10.71% | 448 | #10 |
| #29 | 38.85 | 3.89% | 7.97% | 89.53% | 363 | #3 |
| #30 | -43.61 | -4.36% | 8.08% | 16.74% | 460 | #7 |
| #31 | 9.85 | 0.99% | 8.62% | 70.65% | 402 | #3 |
| #32 | 131.74 | 13.17% | 8.55% | 79.69% | 320 | #3 |
| #33 | -228.86 | -22.89% | 24.04% | 22.36% | 416 | #9 |
| #34 | 129.18 | 12.92% | 7.59% | 81.86% | 215 | #2 |
| #35 | -57.36 | -5.74% | 8.91% | 43.66% | 339 | #8 |
| #36 | 196.25 | 19.63% | 8.44% | 87.63% | 396 | #3 |
| #37 | 213.18 | 21.32% | 6.67% | 82.46% | 342 | #2 |
| #38 | -158.33 | -15.83% | 16.81% | 39.95% | 368 | #10 |
| #39 | 189.50 | 18.95% | 7.43% | 85.41% | 418 | #2 |
| #40 | -130.24 | -13.02% | 13.04% | 39.94% | 308 | #6 |
| #41 | 210.24 | 21.02% | 8.07% | 81.79% | 379 | Winner |
| #42 | 80.64 | 8.06% | 6.20% | 90.09% | 434 | #5 |
| #43 | -60.24 | -6.02% | 9.59% | 2.25% | 355 | #6 |
| #44 | -193.38 | -19.34% | 19.38% | 16.57% | 338 | #10 |
| #45 | 60.69 | 6.07% | 7.46% | 87.04% | 355 | #4 |
| #46 | -157.86 | -15.79% | 17.70% | 19.63% | 321 | #10 |
| #47 | -63.57 | -6.36% | 8.80% | 5.10% | 255 | #8 |
| #48 | 15.32 | 1.53% | 9.74% | 58.85% | 226 | #5 |
| #49 | 208.33 | 20.83% | 7.73% | 85.10% | 416 | Winner |
| #50 | -74.42 | -7.44% | 8.69% | 41.25% | 417 | #8 |
| #51 | -116.71 | -11.67% | 14.03% | 14.48% | 442 | #7 |
| #52 | 4.12 | 0.41% | 7.50% | 38.61% | 373 | #8 |
| #53 | 56.26 | 5.63% | 7.83% | 70.00% | 340 | #5 |
| #54 | 50.07 | 5.01% | 8.07% | 81.75% | 400 | #6 |
| #55 | 179.77 | 17.98% | 8.65% | 81.01% | 358 | #2 |
| #56 | 67.15 | 6.72% | 7.29% | 73.12% | 398 | #4 |
| #57 | 49.01 | 4.90% | 9.79% | 75.34% | 373 | Winner |
| #58 | -151.43 | -15.14% | 16.57% | 13.14% | 312 | #9 |
| #59 | -69.08 | -6.91% | 12.75% | 20.66% | 392 | #7 |
| #60 | -52.41 | -5.24% | 8.70% | 30.43% | 322 | #10 |
| #61 | -124.48 | -12.45% | 12.45% | 7.38% | 244 | #9 |
| #62 | 195.35 | 19.54% | 6.71% | 83.66% | 257 | #2 |
| #63 | -31.91 | -3.19% | 10.71% | 17.62% | 369 | #7 |
| #64 | 120.90 | 12.09% | 8.57% | 58.68% | 317 | #2 |
| #65 | 70.95 | 7.10% | 7.61% | 80.29% | 208 | #5 |
| #66 | -172.26 | -17.23% | 20.28% | 31.08% | 370 | #9 |
| #67 | -3.28 | -0.33% | 8.00% | 15.51% | 374 | #7 |
| #68 | -107.12 | -10.71% | 11.74% | 6.76% | 370 | #10 |
| #69 | -39.86 | -3.99% | 8.02% | 42.11% | 418 | #6 |
| #70 | 90.68 | 9.07% | 7.67% | 82.70% | 341 | #5 |
| #71 | -92.45 | -9.25% | 11.70% | 12.31% | 268 | #8 |
| #72 | 36.16 | 3.62% | 8.12% | 75.89% | 253 | #5 |
| #73 | -71.26 | -7.13% | 10.25% | 17.30% | 393 | #9 |
| #74 | 38.54 | 3.85% | 7.92% | 73.02% | 252 | #7 |
| #75 | -72.15 | -7.22% | 9.66% | 3.33% | 270 | #9 |
| #76 | 3.09 | 0.31% | 9.39% | 71.92% | 349 | #5 |
| #77 | -71.82 | -7.18% | 8.89% | 33.94% | 386 | #7 |
| #78 | -86.00 | -8.60% | 13.20% | 3.08% | 389 | #9 |
| #79 | -147.41 | -14.74% | 19.30% | 44.82% | 444 | #9 |
| #80 | 12.86 | 1.29% | 9.52% | 38.92% | 370 | #5 |
| #81 | -151.38 | -15.14% | 17.71% | 27.62% | 362 | #8 |
| #82 | 49.46 | 4.95% | 7.81% | 68.68% | 182 | #2 |
| #83 | 26.16 | 2.62% | 9.83% | 57.46% | 228 | #5 |
| #84 | 198.35 | 19.84% | 6.62% | 79.38% | 291 | #2 |
| #85 | 179.96 | 18.00% | 7.29% | 82.40% | 409 | #2 |
| #86 | 41.04 | 4.10% | 8.20% | 81.82% | 220 | #2 |
| #87 | 181.76 | 18.18% | 8.61% | 80.85% | 376 | Winner |
| #88 | -130.66 | -13.07% | 14.73% | 15.12% | 291 | #9 |
| #89 | 56.85 | 5.69% | 7.09% | 65.52% | 232 | #2 |
| #90 | 135.51 | 13.55% | 7.52% | 75.98% | 383 | #3 |
| #91 | -2.69 | -0.27% | 8.81% | 17.74% | 389 | #4 |
| #92 | 106.46 | 10.65% | 6.56% | 71.36% | 391 | #3 |
| #93 | -143.36 | -14.34% | 14.67% | 39.78% | 372 | #9 |
| #94 | 107.39 | 10.74% | 9.59% | 81.20% | 468 | #6 |
| #95 | 12.20 | 1.22% | 8.16% | 70.87% | 309 | #5 |
| #96 | -42.33 | -4.23% | 9.03% | 6.70% | 224 | #9 |
| #97 | 113.31 | 11.33% | 7.48% | 85.65% | 453 | #3 |
| #98 | -165.38 | -16.54% | 22.17% | 26.38% | 307 | #10 |
| #99 | 160.69 | 16.07% | 6.41% | 74.22% | 419 | #2 |
| #100 | -57.27 | -5.73% | 8.13% | 23.82% | 403 | #8 |