ea · 100-run average
Range Breakout EA with Range Filters
🏆 5 wins / 100 · Profit rank #8 · DD rank #10
$-19.94
-1.99%
11.25%
27.86%
5 / 100
43.17%
$-1994.21
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 #8 of 10 — 5 wins, $-19.94 average profit, 24 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: Peak drawdown hit 27.86% 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 | 161.21 | 16.12% | 7.92% | 77.26% | 409 | #2 |
| #2 | -44.74 | -4.47% | 8.29% | 17.04% | 358 | #8 |
| #3 | -83.45 | -8.34% | 9.55% | 41.56% | 308 | #9 |
| #4 | 133.93 | 13.39% | 8.52% | 68.40% | 269 | Winner |
| #5 | 92.42 | 9.24% | 8.06% | 67.35% | 340 | #3 |
| #6 | -85.79 | -8.58% | 10.31% | 28.37% | 282 | #7 |
| #7 | 138.30 | 13.83% | 7.33% | 84.70% | 366 | #2 |
| #8 | -24.12 | -2.41% | 8.43% | 26.51% | 332 | #6 |
| #9 | -51.66 | -5.17% | 11.07% | 16.25% | 363 | #7 |
| #10 | -85.00 | -8.50% | 8.50% | 5.15% | 408 | #9 |
| #11 | 42.68 | 4.27% | 8.05% | 79.84% | 248 | #7 |
| #12 | -71.08 | -7.11% | 8.44% | 25.38% | 327 | #10 |
| #13 | -102.84 | -10.28% | 12.28% | 18.89% | 434 | #8 |
| #14 | 136.37 | 13.64% | 8.53% | 82.86% | 315 | #4 |
| #15 | -162.35 | -16.24% | 17.58% | 12.64% | 451 | #7 |
| #16 | -97.15 | -9.72% | 13.38% | 21.01% | 238 | #8 |
| #17 | -27.20 | -2.72% | 8.23% | 13.75% | 240 | #7 |
| #18 | -203.37 | -20.34% | 20.36% | 33.98% | 415 | #10 |
| #19 | -99.15 | -9.92% | 9.91% | 2.02% | 347 | #9 |
| #20 | 116.08 | 11.61% | 7.04% | 76.51% | 332 | #3 |
| #21 | -33.31 | -3.33% | 9.75% | 18.87% | 461 | #9 |
| #22 | -92.33 | -9.23% | 13.10% | 19.37% | 253 | #10 |
| #23 | 65.82 | 6.58% | 6.02% | 75.72% | 243 | #4 |
| #24 | -25.92 | -2.59% | 9.08% | 42.04% | 333 | #6 |
| #25 | -38.60 | -3.86% | 8.73% | 41.18% | 374 | #8 |
| #26 | 3.32 | 0.33% | 8.42% | 70.80% | 226 | #6 |
| #27 | -175.66 | -17.57% | 18.48% | 12.75% | 408 | #10 |
| #28 | -162.35 | -16.24% | 23.15% | 21.67% | 263 | #10 |
| #29 | 94.03 | 9.40% | 8.78% | 81.61% | 397 | #2 |
| #30 | -48.34 | -4.83% | 9.90% | 12.65% | 324 | #8 |
| #31 | -165.40 | -16.54% | 17.15% | 9.76% | 369 | #9 |
| #32 | -167.45 | -16.74% | 20.76% | 13.71% | 372 | #9 |
| #33 | 153.73 | 15.37% | 9.43% | 83.97% | 418 | #3 |
| #34 | 83.95 | 8.40% | 9.51% | 69.92% | 246 | #3 |
| #35 | 38.91 | 3.89% | 7.75% | 77.40% | 416 | #4 |
| #36 | 28.21 | 2.82% | 7.89% | 73.57% | 367 | #4 |
| #37 | 110.21 | 11.02% | 8.01% | 68.98% | 303 | #3 |
| #38 | 81.59 | 8.16% | 7.42% | 71.19% | 302 | #3 |
| #39 | -79.11 | -7.91% | 11.58% | 14.56% | 515 | #8 |
| #40 | -109.02 | -10.90% | 11.11% | 11.92% | 344 | #10 |
| #41 | -173.79 | -17.38% | 21.51% | 4.21% | 475 | #8 |
| #42 | -29.11 | -2.91% | 7.87% | 24.46% | 323 | #6 |
| #43 | -55.66 | -5.57% | 8.24% | 18.82% | 356 | #9 |
| #44 | -81.82 | -8.18% | 10.89% | 37.47% | 379 | #7 |
| #45 | -59.75 | -5.98% | 8.45% | 16.43% | 420 | #7 |
| #46 | -97.68 | -9.77% | 12.91% | 31.36% | 354 | #9 |
| #47 | 63.16 | 6.32% | 12.63% | 87.84% | 444 | #6 |
| #48 | -72.68 | -7.27% | 11.30% | 6.30% | 349 | #8 |
| #49 | 120.14 | 12.01% | 10.30% | 80.43% | 276 | Winner |
| #50 | -24.01 | -2.40% | 8.81% | 15.29% | 340 | #6 |
| #51 | -149.92 | -14.99% | 16.48% | 10.02% | 419 | #9 |
| #52 | 125.37 | 12.54% | 10.45% | 85.05% | 388 | #2 |
| #53 | -165.71 | -16.57% | 20.12% | 16.63% | 475 | #9 |
| #54 | -99.72 | -9.97% | 12.86% | 17.80% | 354 | #9 |
| #55 | -121.38 | -12.14% | 14.83% | 39.70% | 461 | #9 |
| #56 | 83.80 | 8.38% | 7.62% | 85.30% | 415 | #4 |
| #57 | 54.77 | 5.48% | 8.37% | 75.00% | 264 | #3 |
| #58 | 40.29 | 4.03% | 7.68% | 70.39% | 331 | #7 |
| #59 | -143.33 | -14.33% | 14.33% | 4.36% | 275 | #10 |
| #60 | 112.06 | 11.21% | 5.48% | 75.77% | 326 | #3 |
| #61 | -16.08 | -1.61% | 10.27% | 43.06% | 281 | #8 |
| #62 | 109.45 | 10.95% | 9.43% | 79.44% | 360 | #3 |
| #63 | 17.60 | 1.76% | 8.11% | 72.28% | 368 | #7 |
| #64 | 104.55 | 10.46% | 9.66% | 79.57% | 328 | #4 |
| #65 | -48.10 | -4.81% | 8.53% | 23.00% | 426 | #8 |
| #66 | 1.56 | 0.16% | 9.55% | 49.07% | 214 | #4 |
| #67 | -39.45 | -3.95% | 9.06% | 17.12% | 333 | #7 |
| #68 | -138.75 | -13.88% | 15.60% | 2.06% | 437 | #7 |
| #69 | -173.31 | -17.33% | 19.89% | 25.24% | 309 | #10 |
| #70 | 93.21 | 9.32% | 8.41% | 75.11% | 233 | #4 |
| #71 | 64.13 | 6.41% | 6.71% | 89.71% | 379 | #2 |
| #72 | 78.84 | 7.88% | 7.24% | 71.19% | 427 | #4 |
| #73 | -66.60 | -6.66% | 10.93% | 34.34% | 530 | #7 |
| #74 | -124.00 | -12.40% | 12.47% | 44.19% | 396 | #10 |
| #75 | -115.19 | -11.52% | 18.27% | 12.91% | 364 | #9 |
| #76 | -200.61 | -20.06% | 22.63% | 12.18% | 238 | #10 |
| #77 | -109.53 | -10.95% | 13.05% | 10.16% | 364 | #8 |
| #78 | 146.00 | 14.60% | 7.92% | 84.93% | 418 | Winner |
| #79 | 185.99 | 18.60% | 8.77% | 83.87% | 279 | #2 |
| #80 | -221.05 | -22.11% | 24.56% | 11.62% | 456 | #10 |
| #81 | 143.84 | 14.38% | 7.46% | 70.24% | 373 | #2 |
| #82 | -154.84 | -15.48% | 18.51% | 35.47% | 296 | #10 |
| #83 | -104.23 | -10.42% | 12.27% | 13.74% | 262 | #10 |
| #84 | 8.44 | 0.84% | 8.14% | 67.82% | 202 | #6 |
| #85 | -144.81 | -14.48% | 15.92% | 25.73% | 342 | #10 |
| #86 | -141.44 | -14.14% | 14.45% | 16.45% | 383 | #7 |
| #87 | -42.17 | -4.22% | 9.04% | 16.76% | 352 | #6 |
| #88 | 145.76 | 14.58% | 8.91% | 83.33% | 306 | #2 |
| #89 | -29.53 | -2.95% | 8.80% | 6.62% | 423 | #8 |
| #90 | 151.68 | 15.17% | 7.97% | 85.50% | 331 | #2 |
| #91 | -256.37 | -25.64% | 27.86% | 15.16% | 376 | #10 |
| #92 | 79.44 | 7.94% | 6.97% | 85.23% | 386 | Winner |
| #93 | -12.87 | -1.29% | 9.98% | 4.59% | 196 | #7 |
| #94 | -40.03 | -4.00% | 9.63% | 20.93% | 387 | #8 |
| #95 | 95.44 | 9.54% | 7.74% | 72.02% | 386 | #4 |
| #96 | -133.11 | -13.31% | 14.54% | 21.40% | 229 | #9 |
| #97 | 12.00 | 1.20% | 7.70% | 74.42% | 430 | #6 |
| #98 | 142.31 | 14.23% | 7.19% | 83.39% | 319 | #3 |
| #99 | -116.06 | -11.61% | 14.46% | 17.35% | 340 | #9 |
| #100 | 283.28 | 28.33% | 7.39% | 85.65% | 418 | Winner |