ea · 100-run average
Range Breakout EA with Range Filters
🏆 14 wins / 100 · Profit rank #2 · DD rank #6
$36.63
3.66%
9.67%
34.30%
14 / 100
55.83%
$3662.68
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 finished second with 14 wins and an average return of $36.63 across 100 paths.
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 34.30% 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 | 35.19 | 3.52% | 8.49% | 77.02% | 248 | #4 |
| #2 | -144.28 | -14.43% | 17.46% | 28.86% | 350 | #9 |
| #3 | 136.72 | 13.67% | 6.11% | 77.70% | 453 | #2 |
| #4 | 131.47 | 13.15% | 7.39% | 68.33% | 360 | #3 |
| #5 | -13.92 | -1.39% | 9.87% | 47.07% | 393 | #6 |
| #6 | -79.13 | -7.91% | 13.13% | 15.41% | 344 | #7 |
| #7 | -0.13 | -0.01% | 5.21% | 19.48% | 267 | #6 |
| #8 | -132.19 | -13.22% | 14.63% | 8.18% | 379 | #9 |
| #9 | 104.16 | 10.42% | 5.88% | 82.89% | 339 | #2 |
| #10 | 124.05 | 12.41% | 6.79% | 84.47% | 264 | #2 |
| #11 | 60.35 | 6.04% | 8.45% | 76.24% | 362 | #3 |
| #12 | -97.69 | -9.77% | 12.74% | 35.59% | 354 | #7 |
| #13 | -104.67 | -10.47% | 12.31% | 23.20% | 319 | #8 |
| #14 | 195.98 | 19.60% | 7.42% | 83.38% | 337 | Winner |
| #15 | -80.18 | -8.02% | 11.59% | 30.14% | 355 | #6 |
| #16 | 140.17 | 14.02% | 5.52% | 67.23% | 296 | Winner |
| #17 | -15.43 | -1.54% | 9.17% | 20.98% | 348 | #4 |
| #18 | -103.08 | -10.31% | 11.04% | 18.53% | 367 | #9 |
| #19 | 136.68 | 13.67% | 8.64% | 80.40% | 347 | Winner |
| #20 | 95.02 | 9.50% | 8.03% | 79.76% | 336 | #6 |
| #21 | 199.50 | 19.95% | 7.58% | 83.20% | 363 | #2 |
| #22 | -30.72 | -3.07% | 10.36% | 11.50% | 400 | #7 |
| #23 | 216.09 | 21.61% | 5.20% | 84.76% | 374 | Winner |
| #24 | 139.33 | 13.93% | 8.39% | 75.07% | 369 | #2 |
| #25 | 74.43 | 7.44% | 8.33% | 70.98% | 348 | #5 |
| #26 | 152.04 | 15.20% | 7.32% | 84.25% | 273 | Winner |
| #27 | 158.38 | 15.84% | 7.40% | 71.39% | 388 | Winner |
| #28 | -113.73 | -11.37% | 12.69% | 22.70% | 326 | #9 |
| #29 | 178.36 | 17.84% | 8.31% | 82.34% | 385 | Winner |
| #30 | -123.20 | -12.32% | 14.53% | 43.21% | 280 | #9 |
| #31 | -7.93 | -0.79% | 8.19% | 31.83% | 333 | #3 |
| #32 | 34.73 | 3.47% | 6.80% | 73.88% | 425 | #7 |
| #33 | 25.20 | 2.52% | 8.18% | 64.65% | 331 | #5 |
| #34 | -99.83 | -9.98% | 10.34% | 33.04% | 227 | #8 |
| #35 | 193.70 | 19.37% | 7.64% | 85.58% | 416 | Winner |
| #36 | -83.50 | -8.35% | 10.99% | 1.80% | 333 | #9 |
| #37 | -9.28 | -0.93% | 12.00% | 16.22% | 413 | #8 |
| #38 | 204.25 | 20.42% | 7.35% | 81.16% | 361 | Winner |
| #39 | 112.79 | 11.28% | 6.99% | 81.23% | 293 | #4 |
| #40 | 143.31 | 14.33% | 7.89% | 64.35% | 331 | #5 |
| #41 | 215.13 | 21.51% | 6.82% | 85.29% | 435 | Winner |
| #42 | -166.98 | -16.70% | 17.12% | 19.52% | 374 | #9 |
| #43 | -2.14 | -0.21% | 9.10% | 17.23% | 412 | #7 |
| #44 | 115.37 | 11.54% | 9.34% | 66.35% | 318 | #3 |
| #45 | -76.89 | -7.69% | 10.72% | 42.57% | 350 | #7 |
| #46 | -15.50 | -1.55% | 8.30% | 28.65% | 363 | #8 |
| #47 | -90.18 | -9.02% | 14.97% | 44.05% | 395 | #9 |
| #48 | -303.64 | -30.36% | 34.30% | 19.16% | 428 | #10 |
| #49 | -34.69 | -3.47% | 8.32% | 6.35% | 189 | #8 |
| #50 | -56.64 | -5.66% | 8.01% | 6.01% | 233 | #7 |
| #51 | 124.00 | 12.40% | 7.68% | 81.96% | 327 | #3 |
| #52 | 184.79 | 18.48% | 8.19% | 78.65% | 342 | Winner |
| #53 | -24.91 | -2.49% | 8.49% | 15.77% | 241 | #8 |
| #54 | -50.90 | -5.09% | 9.69% | 8.11% | 407 | #7 |
| #55 | 143.53 | 14.35% | 8.93% | 53.39% | 251 | #3 |
| #56 | 122.47 | 12.25% | 6.28% | 88.27% | 307 | #3 |
| #57 | -89.87 | -8.99% | 12.04% | 43.91% | 230 | #8 |
| #58 | 102.54 | 10.25% | 7.46% | 86.51% | 430 | #5 |
| #59 | -132.08 | -13.21% | 15.25% | 19.88% | 347 | #9 |
| #60 | 157.17 | 15.72% | 8.70% | 76.62% | 325 | Winner |
| #61 | -94.39 | -9.44% | 15.31% | 33.94% | 327 | #9 |
| #62 | -47.28 | -4.73% | 9.86% | 6.20% | 387 | #7 |
| #63 | -128.83 | -12.88% | 14.23% | 40.83% | 218 | #6 |
| #64 | 201.43 | 20.14% | 7.98% | 71.99% | 432 | #2 |
| #65 | 144.15 | 14.42% | 7.09% | 79.87% | 308 | #3 |
| #66 | 25.80 | 2.58% | 8.13% | 75.11% | 442 | #6 |
| #67 | -123.04 | -12.30% | 12.44% | 35.91% | 337 | #9 |
| #68 | 27.74 | 2.77% | 6.94% | 74.29% | 420 | #2 |
| #69 | 55.04 | 5.50% | 10.01% | 81.19% | 388 | #4 |
| #70 | 77.06 | 7.71% | 6.31% | 74.12% | 313 | #5 |
| #71 | 11.20 | 1.12% | 7.95% | 74.25% | 233 | #9 |
| #72 | 85.33 | 8.53% | 9.63% | 83.33% | 360 | #4 |
| #73 | 186.34 | 18.63% | 7.11% | 80.25% | 314 | Winner |
| #74 | -143.28 | -14.33% | 15.72% | 35.92% | 284 | #10 |
| #75 | 64.26 | 6.43% | 9.95% | 79.84% | 387 | #4 |
| #76 | 12.17 | 1.22% | 8.25% | 75.17% | 435 | #5 |
| #77 | 107.64 | 10.76% | 8.21% | 70.46% | 369 | #4 |
| #78 | 192.92 | 19.29% | 4.72% | 85.84% | 226 | Winner |
| #79 | 111.88 | 11.19% | 9.46% | 71.72% | 343 | #4 |
| #80 | -26.48 | -2.65% | 9.28% | 19.44% | 288 | #6 |
| #81 | 103.46 | 10.35% | 8.18% | 77.45% | 377 | #6 |
| #82 | 210.00 | 21.00% | 4.95% | 84.27% | 375 | #2 |
| #83 | 95.13 | 9.51% | 7.81% | 82.49% | 354 | #4 |
| #84 | 126.09 | 12.61% | 8.40% | 79.78% | 361 | #4 |
| #85 | 10.31 | 1.03% | 8.19% | 70.09% | 234 | #5 |
| #86 | 162.14 | 16.21% | 8.84% | 70.16% | 382 | #2 |
| #87 | 126.15 | 12.62% | 7.62% | 85.38% | 342 | #3 |
| #88 | -85.10 | -8.51% | 14.16% | 13.60% | 419 | #6 |
| #89 | 132.88 | 13.29% | 8.56% | 83.38% | 343 | #3 |
| #90 | -66.04 | -6.60% | 8.80% | 42.67% | 232 | #5 |
| #91 | -163.03 | -16.30% | 17.91% | 30.65% | 323 | #10 |
| #92 | -18.11 | -1.81% | 8.02% | 47.01% | 385 | #5 |
| #93 | 69.16 | 6.92% | 7.77% | 90.39% | 437 | #4 |
| #94 | -44.51 | -4.45% | 10.87% | 30.90% | 424 | #6 |
| #95 | -23.36 | -2.34% | 8.36% | 17.25% | 429 | #6 |
| #96 | 156.70 | 15.67% | 5.11% | 89.34% | 469 | #4 |
| #97 | 206.01 | 20.60% | 8.23% | 80.81% | 344 | #2 |
| #98 | 153.11 | 15.31% | 8.14% | 67.40% | 408 | #3 |
| #99 | -243.61 | -24.36% | 24.65% | 30.75% | 465 | #8 |
| #100 | 142.05 | 14.21% | 7.83% | 83.69% | 325 | #2 |