ea · 100-run average
Ultimate Breakout System
🏆 5 wins / 100 · Profit rank #6 · DD rank #8
$13.46
1.35%
10.79%
23.76%
5 / 100
53.04%
$1345.71
0
Simulation Analysis
How this EA behaved across all 100 independent market paths.
Observed across 100 independent market paths: Ultimate Breakout System ranked #6 of 10 — 5 wins, $13.46 average profit, 36 top-three finishes.
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 23.76%, spread 18.83%), though 50 of 100 paths still finished profitable.
Path variation: Only 5 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 | 143.00 | 14.30% | 6.84% | 76.48% | 506 | #3 |
| #2 | -63.70 | -6.37% | 14.02% | 23.14% | 605 | #6 |
| #3 | 80.89 | 8.09% | 6.30% | 81.77% | 609 | #3 |
| #4 | -73.90 | -7.39% | 8.51% | 28.42% | 644 | #8 |
| #5 | -119.95 | -12.00% | 13.33% | 12.99% | 662 | #7 |
| #6 | 101.06 | 10.11% | 7.84% | 82.88% | 730 | #4 |
| #7 | -155.66 | -15.57% | 23.14% | 33.94% | 607 | #9 |
| #8 | 90.74 | 9.07% | 7.37% | 77.75% | 746 | #5 |
| #9 | -107.76 | -10.78% | 10.82% | 26.25% | 720 | #9 |
| #10 | -54.22 | -5.42% | 10.81% | 33.64% | 755 | #8 |
| #11 | 160.86 | 16.09% | 11.39% | 89.12% | 717 | #2 |
| #12 | 205.78 | 20.58% | 6.09% | 81.03% | 717 | #2 |
| #13 | 23.04 | 2.30% | 8.09% | 75.19% | 657 | #6 |
| #14 | 16.22 | 1.62% | 8.42% | 76.23% | 732 | #4 |
| #15 | -107.74 | -10.77% | 13.30% | 44.16% | 702 | #9 |
| #16 | -48.49 | -4.85% | 8.06% | 17.15% | 624 | #8 |
| #17 | -25.03 | -2.50% | 8.79% | 38.80% | 665 | #8 |
| #18 | 237.10 | 23.71% | 7.68% | 74.83% | 743 | #2 |
| #19 | -55.28 | -5.53% | 8.27% | 40.57% | 636 | #7 |
| #20 | 169.19 | 16.92% | 10.33% | 58.84% | 656 | #2 |
| #21 | -100.48 | -10.05% | 14.10% | 22.36% | 711 | #10 |
| #22 | -112.09 | -11.21% | 14.47% | 45.87% | 606 | #7 |
| #23 | 148.40 | 14.84% | 6.83% | 84.51% | 762 | #2 |
| #24 | 67.80 | 6.78% | 11.95% | 88.66% | 573 | #6 |
| #25 | -165.62 | -16.56% | 17.79% | 8.54% | 679 | #10 |
| #26 | -75.27 | -7.53% | 11.85% | 11.62% | 637 | #8 |
| #27 | 138.57 | 13.86% | 8.75% | 81.13% | 583 | #5 |
| #28 | 206.15 | 20.62% | 10.20% | 78.80% | 684 | #2 |
| #29 | -73.28 | -7.33% | 8.13% | 31.01% | 661 | #7 |
| #30 | -155.78 | -15.58% | 15.62% | 32.24% | 611 | #10 |
| #31 | -154.36 | -15.44% | 15.80% | 17.26% | 585 | #9 |
| #32 | 119.24 | 11.92% | 6.43% | 87.54% | 674 | #2 |
| #33 | 86.82 | 8.68% | 6.89% | 81.91% | 586 | #3 |
| #34 | 169.34 | 16.93% | 6.29% | 78.78% | 608 | #2 |
| #35 | 75.56 | 7.56% | 9.76% | 71.66% | 681 | #3 |
| #36 | 128.77 | 12.88% | 13.19% | 87.57% | 692 | #3 |
| #37 | -18.11 | -1.81% | 9.99% | 15.72% | 547 | #6 |
| #38 | 14.98 | 1.50% | 8.44% | 74.37% | 554 | #5 |
| #39 | -114.30 | -11.43% | 15.31% | 12.43% | 563 | #8 |
| #40 | 104.34 | 10.43% | 9.38% | 76.89% | 766 | #3 |
| #41 | 84.79 | 8.48% | 9.32% | 72.41% | 540 | #2 |
| #42 | 138.71 | 13.87% | 7.96% | 78.25% | 731 | #4 |
| #43 | -169.45 | -16.95% | 18.01% | 42.74% | 737 | #8 |
| #44 | 83.52 | 8.35% | 7.63% | 79.82% | 669 | #5 |
| #45 | 155.16 | 15.52% | 7.88% | 78.08% | 634 | #3 |
| #46 | -208.10 | -20.81% | 21.48% | 20.79% | 731 | #10 |
| #47 | 18.29 | 1.83% | 9.42% | 75.20% | 633 | #3 |
| #48 | -230.87 | -23.09% | 23.76% | 32.44% | 709 | #9 |
| #49 | -134.95 | -13.50% | 22.74% | 34.67% | 825 | #10 |
| #50 | -77.21 | -7.72% | 11.59% | 20.96% | 668 | #8 |
| #51 | -8.45 | -0.85% | 8.51% | 20.00% | 690 | #9 |
| #52 | 4.94 | 0.49% | 9.16% | 44.59% | 740 | #6 |
| #53 | -125.56 | -12.56% | 12.56% | 4.40% | 704 | #9 |
| #54 | -0.95 | -0.10% | 8.76% | 18.56% | 738 | #6 |
| #55 | -90.05 | -9.00% | 14.11% | 43.44% | 633 | #9 |
| #56 | 182.63 | 18.26% | 6.25% | 79.17% | 696 | Winner |
| #57 | -19.42 | -1.94% | 8.28% | 20.03% | 744 | #6 |
| #58 | 130.49 | 13.05% | 8.22% | 75.38% | 593 | #2 |
| #59 | 98.25 | 9.83% | 9.06% | 83.53% | 674 | #2 |
| #60 | -95.19 | -9.52% | 13.65% | 45.13% | 472 | #10 |
| #61 | -143.17 | -14.32% | 14.92% | 17.13% | 759 | #8 |
| #62 | -45.05 | -4.51% | 8.82% | 38.54% | 519 | #9 |
| #63 | -25.39 | -2.54% | 9.75% | 18.13% | 684 | #5 |
| #64 | -148.68 | -14.87% | 15.68% | 9.15% | 667 | #10 |
| #65 | 98.99 | 9.90% | 9.15% | 77.03% | 679 | #2 |
| #66 | 145.32 | 14.53% | 7.19% | 76.42% | 687 | #3 |
| #67 | 73.25 | 7.32% | 7.35% | 73.49% | 547 | #3 |
| #68 | 270.53 | 27.05% | 7.20% | 83.09% | 769 | Winner |
| #69 | 241.16 | 24.12% | 7.37% | 85.19% | 817 | Winner |
| #70 | -79.65 | -7.97% | 8.03% | 32.73% | 553 | #7 |
| #71 | 173.81 | 17.38% | 6.23% | 82.84% | 705 | #2 |
| #72 | -112.71 | -11.27% | 13.51% | 33.81% | 624 | #9 |
| #73 | -47.40 | -4.74% | 10.99% | 39.87% | 795 | #8 |
| #74 | 215.92 | 21.59% | 6.00% | 80.06% | 717 | #2 |
| #75 | -82.62 | -8.26% | 11.55% | 14.69% | 701 | #6 |
| #76 | -67.92 | -6.79% | 9.94% | 13.14% | 647 | #6 |
| #77 | 92.03 | 9.20% | 8.37% | 81.69% | 661 | #3 |
| #78 | 48.46 | 4.85% | 9.20% | 79.95% | 773 | #3 |
| #79 | -40.75 | -4.08% | 9.50% | 21.02% | 571 | #6 |
| #80 | -32.12 | -3.21% | 10.04% | 20.58% | 695 | #5 |
| #81 | 71.61 | 7.16% | 8.21% | 80.04% | 536 | #4 |
| #82 | -173.01 | -17.30% | 18.85% | 23.67% | 638 | #9 |
| #83 | 169.25 | 16.93% | 9.69% | 81.61% | 821 | Winner |
| #84 | -44.50 | -4.45% | 8.10% | 30.90% | 589 | #7 |
| #85 | -203.43 | -20.34% | 22.45% | 21.50% | 600 | #10 |
| #86 | -129.59 | -12.96% | 14.84% | 40.72% | 582 | #8 |
| #87 | -167.12 | -16.71% | 18.06% | 44.62% | 780 | #8 |
| #88 | 104.13 | 10.41% | 9.36% | 83.43% | 718 | #3 |
| #89 | 114.80 | 11.48% | 8.62% | 86.84% | 608 | #5 |
| #90 | -105.14 | -10.51% | 12.19% | 36.96% | 717 | #10 |
| #91 | -6.40 | -0.64% | 7.98% | 15.15% | 614 | #5 |
| #92 | 225.87 | 22.59% | 8.04% | 83.66% | 557 | Winner |
| #93 | -188.37 | -18.84% | 21.62% | 45.95% | 790 | #10 |
| #94 | 20.38 | 2.04% | 9.87% | 74.93% | 686 | #5 |
| #95 | -125.20 | -12.52% | 12.86% | 37.80% | 746 | #9 |
| #96 | 251.39 | 25.14% | 4.93% | 86.73% | 686 | #2 |
| #97 | 61.19 | 6.12% | 8.21% | 74.07% | 590 | #4 |
| #98 | 231.27 | 23.13% | 10.35% | 86.43% | 663 | #3 |
| #99 | 152.15 | 15.22% | 7.65% | 81.23% | 698 | #3 |
| #100 | 109.01 | 10.90% | 7.36% | 77.80% | 500 | #3 |