ea · 100-run average
Range Breakout EA with Range Filters
🏆 8 wins / 100 · Profit rank #6 · DD rank #10
$-9.10
-0.91%
10.62%
19.20%
8 / 100
45.03%
$-910.18
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 #6 of 10 — 8 wins, $-9.10 average profit, 20 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: Capital preservation remained strong — none of the simulations exceeded a 20% drawdown threshold.
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 | 161.96 | 16.20% | 7.50% | 78.86% | 246 | #2 |
| #2 | -95.91 | -9.59% | 10.25% | 36.52% | 356 | #10 |
| #3 | 58.64 | 5.86% | 9.05% | 83.04% | 336 | #5 |
| #4 | -21.55 | -2.16% | 7.32% | 8.54% | 246 | #9 |
| #5 | -92.55 | -9.25% | 10.73% | 47.23% | 343 | #10 |
| #6 | -141.79 | -14.18% | 15.09% | 36.36% | 231 | #10 |
| #7 | -126.43 | -12.64% | 13.21% | 11.46% | 410 | #10 |
| #8 | -31.77 | -3.18% | 9.31% | 6.08% | 263 | #8 |
| #9 | 1.05 | 0.11% | 7.91% | 32.50% | 360 | #7 |
| #10 | 147.90 | 14.79% | 8.61% | 70.47% | 298 | #2 |
| #11 | 116.33 | 11.63% | 8.83% | 73.56% | 382 | #4 |
| #12 | 126.76 | 12.68% | 11.19% | 82.61% | 322 | #3 |
| #13 | -107.41 | -10.74% | 12.80% | 42.91% | 268 | #10 |
| #14 | 111.31 | 11.13% | 8.10% | 85.52% | 221 | #3 |
| #15 | 144.82 | 14.48% | 8.43% | 86.12% | 454 | #4 |
| #16 | 166.27 | 16.63% | 6.39% | 82.40% | 341 | Winner |
| #17 | 89.95 | 9.00% | 8.24% | 84.92% | 398 | #5 |
| #18 | -35.01 | -3.50% | 10.60% | 32.69% | 312 | #7 |
| #19 | -44.94 | -4.49% | 8.53% | 13.46% | 312 | #8 |
| #20 | 203.60 | 20.36% | 5.61% | 85.80% | 352 | Winner |
| #21 | -37.99 | -3.80% | 10.11% | 25.00% | 504 | #9 |
| #22 | -150.55 | -15.06% | 16.75% | 21.32% | 333 | #10 |
| #23 | 16.41 | 1.64% | 11.34% | 68.70% | 262 | #7 |
| #24 | 114.22 | 11.42% | 11.50% | 81.14% | 334 | Winner |
| #25 | -90.54 | -9.05% | 9.45% | 1.82% | 274 | #10 |
| #26 | -161.44 | -16.14% | 18.81% | 5.41% | 314 | #10 |
| #27 | 111.22 | 11.12% | 8.08% | 72.85% | 302 | Winner |
| #28 | -6.71 | -0.67% | 10.94% | 17.38% | 374 | #8 |
| #29 | 77.03 | 7.70% | 6.57% | 78.10% | 411 | #8 |
| #30 | 46.18 | 4.62% | 6.45% | 87.94% | 315 | #5 |
| #31 | -77.54 | -7.75% | 10.56% | 37.56% | 450 | #8 |
| #32 | 90.18 | 9.02% | 8.55% | 85.59% | 354 | #7 |
| #33 | -70.61 | -7.06% | 9.60% | 44.77% | 449 | #9 |
| #34 | -130.48 | -13.05% | 13.05% | 1.30% | 308 | #10 |
| #35 | 48.82 | 4.88% | 7.40% | 72.66% | 267 | #6 |
| #36 | -159.14 | -15.91% | 16.31% | 15.45% | 369 | #10 |
| #37 | -5.49 | -0.55% | 11.25% | 18.43% | 369 | #7 |
| #38 | -35.82 | -3.58% | 10.87% | 19.89% | 352 | #7 |
| #39 | 110.68 | 11.07% | 6.86% | 85.12% | 289 | #4 |
| #40 | -122.72 | -12.27% | 16.88% | 9.22% | 434 | #10 |
| #41 | -38.22 | -3.82% | 9.35% | 19.96% | 451 | #9 |
| #42 | 119.46 | 11.95% | 5.49% | 69.97% | 363 | #3 |
| #43 | 172.54 | 17.25% | 7.86% | 78.39% | 347 | #2 |
| #44 | -75.31 | -7.53% | 13.22% | 31.25% | 400 | #9 |
| #45 | -126.91 | -12.69% | 13.19% | 39.12% | 294 | #10 |
| #46 | -146.60 | -14.66% | 14.87% | 21.25% | 320 | #10 |
| #47 | 124.57 | 12.46% | 7.39% | 88.06% | 469 | #5 |
| #48 | 175.04 | 17.50% | 8.41% | 85.54% | 401 | #3 |
| #49 | 35.75 | 3.57% | 7.50% | 75.58% | 389 | #8 |
| #50 | -100.00 | -10.00% | 11.33% | 0.99% | 404 | #7 |
| #51 | 188.53 | 18.85% | 8.82% | 79.34% | 334 | #2 |
| #52 | -157.20 | -15.72% | 16.43% | 21.98% | 373 | #10 |
| #53 | 104.19 | 10.42% | 7.71% | 71.46% | 403 | #2 |
| #54 | 1.38 | 0.14% | 8.58% | 43.32% | 277 | #8 |
| #55 | 33.33 | 3.33% | 8.34% | 70.48% | 271 | #9 |
| #56 | -156.54 | -15.65% | 18.01% | 6.50% | 323 | #10 |
| #57 | -34.91 | -3.49% | 8.17% | 12.83% | 421 | #8 |
| #58 | 5.59 | 0.56% | 9.02% | 27.70% | 426 | #8 |
| #59 | -181.07 | -18.11% | 18.11% | 6.02% | 432 | #10 |
| #60 | -39.26 | -3.93% | 9.85% | 14.79% | 399 | #5 |
| #61 | -38.70 | -3.87% | 10.20% | 16.48% | 449 | #9 |
| #62 | 6.62 | 0.66% | 6.83% | 39.32% | 295 | #7 |
| #63 | -79.49 | -7.95% | 9.92% | 11.44% | 437 | #9 |
| #64 | -112.04 | -11.20% | 14.15% | 36.50% | 274 | #10 |
| #65 | -153.99 | -15.40% | 16.97% | 32.90% | 386 | #9 |
| #66 | 167.06 | 16.71% | 5.37% | 90.68% | 354 | Winner |
| #67 | 76.59 | 7.66% | 7.67% | 84.36% | 358 | #6 |
| #68 | -153.79 | -15.38% | 16.45% | 8.68% | 311 | #10 |
| #69 | 94.35 | 9.43% | 9.35% | 75.18% | 419 | #5 |
| #70 | -17.07 | -1.71% | 8.92% | 32.96% | 355 | #8 |
| #71 | 89.70 | 8.97% | 7.54% | 89.42% | 501 | #6 |
| #72 | -90.73 | -9.07% | 11.39% | 22.02% | 386 | #8 |
| #73 | 184.15 | 18.42% | 6.60% | 86.68% | 428 | Winner |
| #74 | -88.58 | -8.86% | 11.64% | 35.28% | 326 | #9 |
| #75 | -103.36 | -10.34% | 13.47% | 43.09% | 362 | #10 |
| #76 | -31.79 | -3.18% | 12.62% | 20.00% | 345 | #8 |
| #77 | 173.52 | 17.35% | 7.43% | 87.76% | 425 | #2 |
| #78 | -182.56 | -18.26% | 19.20% | 3.61% | 360 | #10 |
| #79 | 13.35 | 1.34% | 7.72% | 68.26% | 230 | #7 |
| #80 | -152.35 | -15.24% | 16.28% | 36.56% | 413 | #9 |
| #81 | 227.48 | 22.75% | 6.90% | 85.59% | 479 | Winner |
| #82 | -113.09 | -11.31% | 13.08% | 42.79% | 416 | #8 |
| #83 | 179.58 | 17.96% | 5.35% | 86.87% | 396 | Winner |
| #84 | 57.39 | 5.74% | 10.33% | 67.23% | 238 | #5 |
| #85 | -68.11 | -6.81% | 9.75% | 40.88% | 296 | #10 |
| #86 | -81.16 | -8.12% | 13.41% | 40.08% | 252 | #9 |
| #87 | -136.54 | -13.65% | 14.29% | 45.74% | 387 | #6 |
| #88 | -110.89 | -11.09% | 11.15% | 38.89% | 342 | #8 |
| #89 | -2.25 | -0.22% | 9.35% | 16.30% | 276 | #4 |
| #90 | -110.36 | -11.04% | 12.38% | 6.35% | 252 | #10 |
| #91 | 146.32 | 14.63% | 6.31% | 84.16% | 404 | #2 |
| #92 | -18.23 | -1.82% | 9.30% | 15.13% | 337 | #7 |
| #93 | -160.62 | -16.06% | 17.39% | 4.67% | 364 | #10 |
| #94 | 137.63 | 13.76% | 9.40% | 72.69% | 227 | #2 |
| #95 | -58.39 | -5.84% | 10.23% | 36.81% | 326 | #9 |
| #96 | -9.06 | -0.91% | 8.27% | 33.47% | 242 | #10 |
| #97 | -101.00 | -10.10% | 12.00% | 45.26% | 327 | #10 |
| #98 | -181.40 | -18.14% | 18.14% | 7.36% | 326 | #10 |
| #99 | -116.23 | -11.62% | 12.09% | 2.80% | 429 | #10 |
| #100 | -93.44 | -9.34% | 12.11% | 13.64% | 242 | #10 |