ea · 100-run average
Range Breakout EA with Range Filters
🏆 15 wins / 100 · Profit rank #3 · DD rank #9
$14.07
1.41%
10.11%
28.47%
15 / 100
49.80%
$1406.66
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 took third place (15 wins, $14.07 average) and stayed competitive in 34 simulations.
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 28.47% 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 | -132.15 | -13.22% | 14.62% | 29.80% | 396 | #10 |
| #2 | -12.00 | -1.20% | 9.26% | 15.45% | 479 | #4 |
| #3 | -102.61 | -10.26% | 11.50% | 39.00% | 341 | #9 |
| #4 | 9.53 | 0.95% | 12.27% | 69.79% | 341 | #6 |
| #5 | -62.87 | -6.29% | 11.57% | 12.24% | 237 | #8 |
| #6 | -125.74 | -12.57% | 16.75% | 22.95% | 366 | #9 |
| #7 | 75.71 | 7.57% | 8.83% | 80.66% | 212 | Winner |
| #8 | 1.30 | 0.13% | 8.96% | 40.00% | 225 | #6 |
| #9 | 99.96 | 10.00% | 6.32% | 86.44% | 435 | #4 |
| #10 | -65.76 | -6.58% | 11.38% | 14.92% | 382 | #7 |
| #11 | 194.38 | 19.44% | 7.18% | 82.45% | 359 | #2 |
| #12 | 24.58 | 2.46% | 8.32% | 82.12% | 386 | #8 |
| #13 | -83.81 | -8.38% | 8.41% | 36.77% | 378 | #8 |
| #14 | 63.66 | 6.37% | 8.02% | 67.80% | 236 | #2 |
| #15 | 146.93 | 14.69% | 7.98% | 84.00% | 325 | #2 |
| #16 | -109.04 | -10.90% | 11.43% | 44.29% | 289 | #9 |
| #17 | -94.66 | -9.47% | 11.63% | 15.31% | 307 | #9 |
| #18 | 129.34 | 12.93% | 11.29% | 81.54% | 363 | #2 |
| #19 | -150.71 | -15.07% | 15.07% | 5.90% | 271 | #10 |
| #20 | -117.27 | -11.73% | 13.95% | 42.86% | 357 | #9 |
| #21 | 46.56 | 4.66% | 7.51% | 66.80% | 247 | #5 |
| #22 | -31.57 | -3.16% | 8.32% | 16.22% | 333 | #7 |
| #23 | 159.44 | 15.94% | 6.24% | 86.51% | 415 | Winner |
| #24 | -167.87 | -16.79% | 20.89% | 43.41% | 364 | #10 |
| #25 | 65.43 | 6.54% | 8.24% | 70.45% | 352 | #4 |
| #26 | -116.52 | -11.65% | 15.62% | 29.90% | 408 | #10 |
| #27 | 9.42 | 0.94% | 7.71% | 70.94% | 320 | #9 |
| #28 | 108.88 | 10.89% | 8.27% | 86.06% | 330 | #2 |
| #29 | -74.50 | -7.45% | 8.76% | 9.86% | 213 | #10 |
| #30 | -115.24 | -11.52% | 14.88% | 39.61% | 356 | #10 |
| #31 | 106.61 | 10.66% | 8.02% | 75.32% | 231 | #3 |
| #32 | 138.50 | 13.85% | 7.92% | 82.12% | 397 | #2 |
| #33 | -3.80 | -0.38% | 7.80% | 17.49% | 406 | #6 |
| #34 | -90.13 | -9.01% | 9.26% | 30.43% | 345 | #10 |
| #35 | -18.38 | -1.84% | 8.41% | 13.65% | 315 | #6 |
| #36 | -24.77 | -2.48% | 8.05% | 14.45% | 339 | #8 |
| #37 | 143.98 | 14.40% | 9.50% | 79.10% | 311 | #2 |
| #38 | 142.03 | 14.20% | 8.18% | 87.02% | 339 | #2 |
| #39 | 27.01 | 2.70% | 7.92% | 82.39% | 426 | #5 |
| #40 | 119.79 | 11.98% | 8.55% | 71.57% | 415 | #3 |
| #41 | -103.43 | -10.34% | 12.37% | 3.52% | 341 | #9 |
| #42 | 78.32 | 7.83% | 7.79% | 70.59% | 306 | #4 |
| #43 | -39.57 | -3.96% | 8.00% | 3.23% | 433 | #8 |
| #44 | -204.15 | -20.42% | 28.47% | 18.14% | 430 | #10 |
| #45 | 106.37 | 10.64% | 8.53% | 80.00% | 400 | #4 |
| #46 | 11.31 | 1.13% | 8.93% | 41.87% | 332 | #7 |
| #47 | -118.39 | -11.84% | 14.45% | 15.17% | 356 | #9 |
| #48 | 96.16 | 9.62% | 7.97% | 86.96% | 391 | #3 |
| #49 | -125.82 | -12.58% | 14.14% | 35.77% | 246 | #10 |
| #50 | -64.85 | -6.48% | 11.76% | 19.25% | 322 | #8 |
| #51 | 78.59 | 7.86% | 6.54% | 80.09% | 231 | #4 |
| #52 | -167.83 | -16.78% | 21.75% | 19.58% | 337 | #10 |
| #53 | -5.26 | -0.53% | 10.32% | 16.11% | 416 | #6 |
| #54 | 179.44 | 17.94% | 6.18% | 88.63% | 387 | Winner |
| #55 | -60.96 | -6.10% | 9.57% | 19.16% | 334 | #7 |
| #56 | 87.58 | 8.76% | 7.59% | 74.36% | 273 | #3 |
| #57 | 135.43 | 13.54% | 7.30% | 69.46% | 334 | Winner |
| #58 | 137.12 | 13.71% | 7.65% | 76.00% | 325 | Winner |
| #59 | 4.94 | 0.49% | 8.31% | 69.25% | 387 | #6 |
| #60 | -155.70 | -15.57% | 22.13% | 29.80% | 396 | #10 |
| #61 | -3.11 | -0.31% | 8.64% | 17.00% | 253 | #5 |
| #62 | 144.69 | 14.47% | 8.38% | 82.33% | 317 | Winner |
| #63 | 170.55 | 17.06% | 8.55% | 67.22% | 360 | Winner |
| #64 | 85.82 | 8.58% | 7.18% | 76.92% | 221 | #3 |
| #65 | 62.64 | 6.26% | 8.59% | 88.03% | 401 | #6 |
| #66 | 172.60 | 17.26% | 9.90% | 78.46% | 260 | Winner |
| #67 | 172.54 | 17.25% | 8.20% | 82.71% | 266 | Winner |
| #68 | -139.01 | -13.90% | 18.05% | 12.53% | 423 | #10 |
| #69 | 1.38 | 0.14% | 9.01% | 34.06% | 229 | #7 |
| #70 | 120.17 | 12.02% | 6.99% | 68.89% | 315 | #2 |
| #71 | 89.67 | 8.97% | 8.10% | 74.33% | 483 | #4 |
| #72 | -57.32 | -5.73% | 9.08% | 13.42% | 380 | #9 |
| #73 | 204.56 | 20.46% | 7.51% | 84.62% | 364 | Winner |
| #74 | 161.38 | 16.14% | 8.20% | 83.51% | 388 | #2 |
| #75 | 169.81 | 16.98% | 7.60% | 82.87% | 251 | Winner |
| #76 | -75.30 | -7.53% | 8.39% | 11.47% | 279 | #9 |
| #77 | 166.59 | 16.66% | 8.17% | 85.30% | 415 | #2 |
| #78 | -78.65 | -7.87% | 10.49% | 8.13% | 209 | #9 |
| #79 | -105.11 | -10.51% | 13.46% | 3.84% | 365 | #10 |
| #80 | -157.43 | -15.74% | 17.81% | 17.53% | 405 | #10 |
| #81 | -111.71 | -11.17% | 14.90% | 37.15% | 358 | #9 |
| #82 | 146.91 | 14.69% | 7.09% | 88.25% | 417 | Winner |
| #83 | 82.39 | 8.24% | 5.34% | 87.97% | 424 | #4 |
| #84 | -82.86 | -8.29% | 13.14% | 39.80% | 294 | #8 |
| #85 | -64.03 | -6.40% | 8.62% | 18.21% | 368 | #7 |
| #86 | 152.33 | 15.23% | 6.50% | 73.29% | 438 | #3 |
| #87 | -123.38 | -12.34% | 14.38% | 6.42% | 405 | #10 |
| #88 | -37.69 | -3.77% | 7.78% | 8.91% | 404 | #7 |
| #89 | -46.36 | -4.64% | 8.99% | 19.55% | 312 | #6 |
| #90 | 118.87 | 11.89% | 6.03% | 87.12% | 396 | Winner |
| #91 | 180.54 | 18.05% | 10.10% | 83.02% | 371 | Winner |
| #92 | -80.53 | -8.05% | 8.26% | 41.37% | 336 | #8 |
| #93 | -3.37 | -0.34% | 7.43% | 25.17% | 433 | #4 |
| #94 | -46.41 | -4.64% | 8.30% | 13.62% | 257 | #7 |
| #95 | -41.82 | -4.18% | 10.25% | 23.66% | 262 | #9 |
| #96 | 175.47 | 17.55% | 8.77% | 86.62% | 441 | Winner |
| #97 | 124.56 | 12.46% | 8.20% | 80.00% | 345 | #3 |
| #98 | -107.50 | -10.75% | 15.76% | 39.58% | 379 | #10 |
| #99 | -44.63 | -4.46% | 8.05% | 14.05% | 306 | #10 |
| #100 | 126.47 | 12.65% | 6.36% | 88.46% | 364 | #2 |