ea · 100-run average
Ultimate Breakout System
🏆 7 wins / 100 · Profit rank #5 · DD rank #6
$21.72
2.17%
10.20%
23.73%
7 / 100
55.92%
$2172.45
0
Simulation Analysis
How this EA behaved across all 100 independent market paths.
Observed across 100 independent market paths: Ultimate Breakout System landed in the upper half at rank #5, posting 7 wins and $21.72 average profit.
Strategy-family context: Overall gains reflected responded to the market conditions present during this simulation when market conditions aligned with its design.
Observed risk across the sample: Large equity declines clustered in prolonged one-directional markets (peak 23.73%, spread 18.83%), though 58 of 100 paths still finished profitable.
Path variation: Only 7 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 | -65.91 | -6.59% | 8.19% | 43.82% | 623 | #7 |
| #2 | 189.65 | 18.97% | 9.48% | 79.51% | 659 | #2 |
| #3 | 133.58 | 13.36% | 10.33% | 82.29% | 672 | #3 |
| #4 | -13.35 | -1.34% | 7.94% | 42.61% | 589 | #5 |
| #5 | -103.28 | -10.33% | 10.90% | 18.62% | 666 | #9 |
| #6 | 118.26 | 11.83% | 9.84% | 84.42% | 552 | #3 |
| #7 | 137.62 | 13.76% | 8.04% | 87.04% | 594 | #3 |
| #8 | -98.66 | -9.87% | 11.16% | 44.99% | 689 | #9 |
| #9 | 91.27 | 9.13% | 7.71% | 79.45% | 725 | #4 |
| #10 | 114.92 | 11.49% | 7.00% | 84.63% | 722 | #2 |
| #11 | -181.44 | -18.14% | 21.55% | 1.75% | 513 | #10 |
| #12 | 36.38 | 3.64% | 8.36% | 74.57% | 637 | #3 |
| #13 | -185.55 | -18.56% | 20.25% | 26.88% | 666 | #9 |
| #14 | 161.01 | 16.10% | 8.49% | 87.29% | 661 | #3 |
| #15 | -196.04 | -19.60% | 21.54% | 20.11% | 746 | #9 |
| #16 | 0.49 | 0.05% | 4.90% | 23.85% | 587 | #7 |
| #17 | -20.41 | -2.04% | 8.17% | 35.66% | 488 | #6 |
| #18 | 95.73 | 9.57% | 8.05% | 91.69% | 650 | #4 |
| #19 | -32.69 | -3.27% | 8.03% | 22.61% | 690 | #8 |
| #20 | 217.33 | 21.73% | 8.77% | 88.84% | 663 | Winner |
| #21 | -85.67 | -8.57% | 10.32% | 44.58% | 765 | #10 |
| #22 | 144.26 | 14.43% | 6.35% | 84.73% | 452 | Winner |
| #23 | 115.57 | 11.56% | 7.12% | 82.47% | 485 | #3 |
| #24 | -135.15 | -13.51% | 14.23% | 34.85% | 726 | #9 |
| #25 | -127.71 | -12.77% | 13.92% | 22.37% | 608 | #10 |
| #26 | 227.60 | 22.76% | 7.82% | 84.91% | 570 | Winner |
| #27 | 0.75 | 0.08% | 18.85% | 27.40% | 697 | #5 |
| #28 | 86.26 | 8.63% | 8.18% | 59.31% | 553 | #5 |
| #29 | -111.99 | -11.20% | 12.77% | 30.82% | 717 | #6 |
| #30 | -92.56 | -9.26% | 9.87% | 27.30% | 619 | #10 |
| #31 | 191.38 | 19.14% | 8.56% | 90.49% | 673 | #2 |
| #32 | 129.75 | 12.98% | 7.75% | 86.06% | 667 | #2 |
| #33 | -115.52 | -11.55% | 13.46% | 32.59% | 629 | #8 |
| #34 | 107.49 | 10.75% | 12.88% | 80.56% | 468 | #2 |
| #35 | -156.00 | -15.60% | 16.72% | 38.87% | 746 | #9 |
| #36 | 13.47 | 1.35% | 8.64% | 82.00% | 711 | #5 |
| #37 | -179.89 | -17.99% | 23.73% | 10.71% | 588 | #9 |
| #38 | -44.38 | -4.44% | 6.88% | 16.28% | 688 | #9 |
| #39 | -160.26 | -16.03% | 17.65% | 33.20% | 729 | #10 |
| #40 | 162.54 | 16.25% | 8.38% | 81.72% | 662 | #2 |
| #41 | 30.04 | 3.00% | 7.65% | 83.78% | 752 | #3 |
| #42 | -49.35 | -4.94% | 8.86% | 4.01% | 699 | #9 |
| #43 | -29.56 | -2.96% | 10.01% | 18.25% | 696 | #8 |
| #44 | 120.39 | 12.04% | 8.08% | 90.98% | 676 | #4 |
| #45 | 32.21 | 3.22% | 8.00% | 80.62% | 707 | #3 |
| #46 | 145.46 | 14.55% | 10.40% | 85.67% | 719 | #2 |
| #47 | 204.57 | 20.46% | 9.61% | 91.65% | 707 | Winner |
| #48 | 179.09 | 17.91% | 8.71% | 87.48% | 711 | #3 |
| #49 | 86.89 | 8.69% | 5.84% | 88.15% | 523 | #3 |
| #50 | 41.41 | 4.14% | 8.23% | 79.19% | 663 | #4 |
| #51 | 175.47 | 17.55% | 7.01% | 74.89% | 681 | Winner |
| #52 | -18.14 | -1.81% | 10.64% | 18.13% | 728 | #7 |
| #53 | -140.75 | -14.08% | 14.52% | 23.37% | 753 | #8 |
| #54 | -149.33 | -14.93% | 15.02% | 20.00% | 735 | #10 |
| #55 | 32.44 | 3.24% | 8.36% | 78.54% | 755 | #5 |
| #56 | 123.73 | 12.37% | 7.49% | 76.23% | 610 | #3 |
| #57 | 107.77 | 10.78% | 8.15% | 78.86% | 596 | #2 |
| #58 | 110.99 | 11.10% | 10.56% | 83.38% | 674 | #3 |
| #59 | -7.89 | -0.79% | 9.24% | 40.61% | 554 | #7 |
| #60 | 124.04 | 12.40% | 7.84% | 80.77% | 697 | #2 |
| #61 | 13.96 | 1.40% | 7.50% | 47.51% | 522 | #6 |
| #62 | 97.93 | 9.79% | 7.77% | 83.98% | 699 | #4 |
| #63 | 116.60 | 11.66% | 8.28% | 76.14% | 658 | #5 |
| #64 | 134.24 | 13.42% | 7.02% | 89.93% | 705 | #3 |
| #65 | -129.26 | -12.93% | 15.70% | 37.77% | 699 | #9 |
| #66 | -74.47 | -7.45% | 10.30% | 30.94% | 488 | #9 |
| #67 | -46.22 | -4.62% | 7.83% | 3.07% | 684 | #8 |
| #68 | -151.04 | -15.10% | 15.42% | 25.42% | 653 | #8 |
| #69 | -108.16 | -10.82% | 11.95% | 43.65% | 669 | #8 |
| #70 | -82.30 | -8.23% | 9.57% | 14.26% | 540 | #8 |
| #71 | -5.46 | -0.55% | 10.18% | 18.71% | 700 | #5 |
| #72 | -159.31 | -15.93% | 16.91% | 18.53% | 696 | #10 |
| #73 | 22.14 | 2.21% | 8.05% | 81.58% | 733 | #4 |
| #74 | 7.55 | 0.75% | 8.17% | 33.43% | 724 | #6 |
| #75 | -78.47 | -7.85% | 8.42% | 44.43% | 682 | #8 |
| #76 | 110.28 | 11.03% | 7.30% | 85.33% | 552 | #3 |
| #77 | -162.47 | -16.25% | 16.25% | 6.14% | 603 | #9 |
| #78 | -89.14 | -8.91% | 11.56% | 23.59% | 657 | #8 |
| #79 | -29.66 | -2.97% | 8.77% | 33.61% | 595 | #5 |
| #80 | 198.86 | 19.89% | 8.73% | 86.03% | 730 | #2 |
| #81 | 9.78 | 0.98% | 9.34% | 76.24% | 728 | #8 |
| #82 | 88.39 | 8.84% | 8.04% | 88.60% | 535 | #3 |
| #83 | 53.32 | 5.33% | 6.60% | 77.76% | 499 | #7 |
| #84 | 30.72 | 3.07% | 9.30% | 74.12% | 452 | #3 |
| #85 | 169.55 | 16.96% | 9.78% | 89.89% | 663 | #4 |
| #86 | -176.85 | -17.69% | 18.39% | 29.81% | 718 | #9 |
| #87 | -55.24 | -5.52% | 9.64% | 21.95% | 647 | #8 |
| #88 | -178.41 | -17.84% | 21.17% | 17.24% | 609 | #10 |
| #89 | -50.68 | -5.07% | 8.88% | 6.72% | 774 | #9 |
| #90 | 36.88 | 3.69% | 8.38% | 86.30% | 606 | #6 |
| #91 | 175.47 | 17.55% | 7.70% | 85.86% | 764 | #4 |
| #92 | -16.59 | -1.66% | 8.24% | 19.47% | 647 | #7 |
| #93 | 1.18 | 0.12% | 6.63% | 28.07% | 538 | #6 |
| #94 | 11.39 | 1.14% | 10.90% | 56.52% | 644 | #4 |
| #95 | 237.56 | 23.76% | 5.59% | 85.53% | 774 | Winner |
| #96 | 36.77 | 3.68% | 8.77% | 76.15% | 545 | #4 |
| #97 | 70.96 | 7.10% | 8.39% | 77.70% | 740 | #3 |
| #98 | 215.10 | 21.51% | 7.54% | 81.67% | 671 | Winner |
| #99 | 225.69 | 22.57% | 8.29% | 83.83% | 668 | #2 |
| #100 | 213.53 | 21.35% | 6.24% | 87.68% | 820 | #3 |