ea · 100-run average
Ultimate Breakout System
🏆 9 wins / 100 · Profit rank #7 · DD rank #6
$16.75
5.58%
10.15%
25.93%
9 / 100
62.24%
$1674.84
0
Simulation Analysis
How this EA behaved across all 100 independent market paths.
Observed across 100 independent market paths: Ultimate Breakout System ranked #7 of 10 — 9 wins, $16.75 average profit, 35 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 25.93%, spread 20.25%), though 66 of 100 paths still finished profitable.
Path variation: Only 9 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 | 20.87 | 6.96% | 8.55% | 78.99% | 595 | #5 |
| #2 | 21.72 | 7.24% | 10.51% | 79.34% | 518 | #4 |
| #3 | 73.67 | 24.56% | 11.02% | 84.77% | 604 | #2 |
| #4 | -29.00 | -9.67% | 14.55% | 35.71% | 686 | #8 |
| #5 | 84.91 | 28.30% | 8.51% | 91.06% | 716 | Winner |
| #6 | -43.46 | -14.49% | 15.59% | 33.06% | 720 | #10 |
| #7 | -1.91 | -0.64% | 10.11% | 31.75% | 611 | #8 |
| #8 | 2.34 | 0.78% | 9.14% | 47.06% | 595 | #5 |
| #9 | -15.90 | -5.30% | 9.40% | 35.07% | 670 | #8 |
| #10 | 31.95 | 10.65% | 8.32% | 84.15% | 675 | #5 |
| #11 | -14.37 | -4.79% | 10.24% | 40.00% | 760 | #7 |
| #12 | 37.60 | 12.53% | 8.67% | 84.91% | 656 | #5 |
| #13 | 61.94 | 20.65% | 8.08% | 94.83% | 677 | #2 |
| #14 | -47.87 | -15.96% | 18.92% | 39.74% | 692 | #9 |
| #15 | 87.01 | 29.00% | 8.50% | 81.66% | 687 | Winner |
| #16 | 13.24 | 4.41% | 7.97% | 82.48% | 702 | #4 |
| #17 | 21.01 | 7.00% | 7.54% | 78.14% | 677 | #7 |
| #18 | -37.08 | -12.36% | 17.13% | 42.56% | 712 | #7 |
| #19 | 15.51 | 5.17% | 8.12% | 64.18% | 536 | #5 |
| #20 | -0.31 | -0.10% | 6.18% | 7.70% | 649 | #7 |
| #21 | 19.26 | 6.42% | 8.80% | 79.21% | 712 | #4 |
| #22 | -19.82 | -6.61% | 9.64% | 43.98% | 714 | #7 |
| #23 | -76.70 | -25.57% | 25.93% | 22.56% | 585 | #8 |
| #24 | 12.39 | 4.13% | 8.32% | 94.03% | 737 | #3 |
| #25 | -27.16 | -9.05% | 9.79% | 41.28% | 545 | #6 |
| #26 | 11.20 | 3.73% | 9.75% | 96.12% | 695 | #7 |
| #27 | 94.38 | 31.46% | 10.66% | 84.70% | 693 | #2 |
| #28 | 17.18 | 5.73% | 8.02% | 78.92% | 536 | #7 |
| #29 | 44.08 | 14.69% | 11.58% | 81.97% | 721 | #7 |
| #30 | 52.05 | 17.35% | 9.08% | 80.95% | 714 | #2 |
| #31 | 44.04 | 14.68% | 7.96% | 77.91% | 661 | #3 |
| #32 | 22.99 | 7.66% | 8.48% | 79.37% | 606 | #3 |
| #33 | -27.11 | -9.04% | 12.70% | 45.67% | 589 | #8 |
| #34 | 12.56 | 4.19% | 10.05% | 78.66% | 567 | #6 |
| #35 | -3.89 | -1.30% | 9.75% | 8.81% | 658 | #9 |
| #36 | -36.44 | -12.15% | 13.11% | 47.52% | 705 | #9 |
| #37 | 54.23 | 18.08% | 10.64% | 84.91% | 729 | #2 |
| #38 | 21.92 | 7.31% | 8.01% | 82.61% | 690 | #5 |
| #39 | 69.31 | 23.10% | 7.19% | 86.91% | 634 | Winner |
| #40 | 10.12 | 3.37% | 9.52% | 59.30% | 661 | #6 |
| #41 | 15.34 | 5.11% | 8.64% | 77.27% | 739 | #5 |
| #42 | 35.17 | 11.72% | 8.09% | 95.30% | 660 | #3 |
| #43 | -56.66 | -18.89% | 21.34% | 27.90% | 663 | #9 |
| #44 | 40.90 | 13.63% | 7.54% | 85.36% | 731 | #4 |
| #45 | 46.30 | 15.43% | 8.56% | 85.37% | 670 | #2 |
| #46 | 28.37 | 9.46% | 9.00% | 81.46% | 669 | #5 |
| #47 | 86.43 | 28.81% | 10.44% | 83.26% | 705 | Winner |
| #48 | 14.08 | 4.69% | 8.03% | 77.27% | 594 | #3 |
| #49 | 6.72 | 2.24% | 7.90% | 47.61% | 775 | #4 |
| #50 | 1.18 | 0.39% | 8.58% | 30.66% | 411 | #9 |
| #51 | -0.70 | -0.23% | 9.08% | 6.35% | 740 | #9 |
| #52 | 29.76 | 9.92% | 8.39% | 80.27% | 583 | #3 |
| #53 | -26.37 | -8.79% | 10.40% | 35.72% | 753 | #9 |
| #54 | 16.38 | 5.46% | 7.98% | 83.53% | 674 | #4 |
| #55 | 65.37 | 21.79% | 8.76% | 81.87% | 706 | Winner |
| #56 | 63.28 | 21.09% | 10.05% | 96.67% | 750 | #2 |
| #57 | 46.66 | 15.55% | 7.76% | 80.00% | 560 | #3 |
| #58 | 36.88 | 12.29% | 8.38% | 82.91% | 708 | #4 |
| #59 | -11.86 | -3.95% | 8.20% | 44.02% | 727 | #5 |
| #60 | -14.98 | -4.99% | 13.63% | 23.86% | 658 | #7 |
| #61 | 58.50 | 19.50% | 11.97% | 79.91% | 682 | Winner |
| #62 | 46.23 | 15.41% | 8.33% | 83.02% | 689 | #2 |
| #63 | 58.38 | 19.46% | 9.77% | 83.50% | 806 | #3 |
| #64 | 40.63 | 13.54% | 11.56% | 86.93% | 597 | #3 |
| #65 | 8.91 | 2.97% | 8.17% | 48.45% | 547 | #7 |
| #66 | 63.01 | 21.00% | 21.71% | 86.96% | 721 | #4 |
| #67 | 11.94 | 3.98% | 7.78% | 61.76% | 612 | #5 |
| #68 | -9.70 | -3.23% | 8.46% | 33.39% | 599 | #9 |
| #69 | 70.07 | 23.36% | 10.08% | 85.68% | 468 | Winner |
| #70 | -20.38 | -6.79% | 12.13% | 26.50% | 717 | #9 |
| #71 | -11.82 | -3.94% | 10.49% | 17.35% | 686 | #6 |
| #72 | -12.63 | -4.21% | 8.18% | 21.56% | 450 | #7 |
| #73 | -14.34 | -4.78% | 10.30% | 28.09% | 598 | #5 |
| #74 | 17.98 | 5.99% | 8.38% | 79.28% | 584 | #3 |
| #75 | -37.63 | -12.54% | 14.43% | 46.06% | 775 | #8 |
| #76 | -47.88 | -15.96% | 18.72% | 42.50% | 633 | #8 |
| #77 | 20.43 | 6.81% | 8.25% | 67.14% | 706 | #5 |
| #78 | 89.79 | 29.93% | 8.13% | 83.38% | 692 | #2 |
| #79 | -0.90 | -0.30% | 5.68% | 36.51% | 756 | #6 |
| #80 | 20.80 | 6.93% | 7.78% | 79.14% | 719 | #5 |
| #81 | 21.49 | 7.16% | 7.84% | 70.47% | 613 | #6 |
| #82 | 29.46 | 9.82% | 8.55% | 79.71% | 690 | #5 |
| #83 | -22.22 | -7.41% | 8.82% | 1.94% | 773 | #7 |
| #84 | 30.71 | 10.24% | 10.60% | 61.88% | 669 | #3 |
| #85 | -2.71 | -0.90% | 8.31% | 30.48% | 794 | #7 |
| #86 | 33.32 | 11.11% | 9.92% | 77.10% | 668 | #3 |
| #87 | 10.28 | 3.43% | 8.76% | 70.57% | 581 | #7 |
| #88 | 54.88 | 18.29% | 8.82% | 87.12% | 629 | #2 |
| #89 | 19.65 | 6.55% | 8.03% | 77.70% | 592 | #3 |
| #90 | 57.16 | 19.05% | 8.43% | 85.58% | 617 | #3 |
| #91 | -44.77 | -14.92% | 16.68% | 43.13% | 800 | #9 |
| #92 | 48.61 | 16.20% | 8.78% | 85.33% | 743 | #3 |
| #93 | 62.74 | 20.91% | 7.87% | 85.58% | 721 | #2 |
| #94 | 60.24 | 20.08% | 11.74% | 82.45% | 678 | Winner |
| #95 | 61.94 | 20.65% | 8.03% | 86.22% | 813 | Winner |
| #96 | -20.12 | -6.71% | 8.46% | 1.07% | 656 | #9 |
| #97 | -46.62 | -15.54% | 20.27% | 21.69% | 793 | #9 |
| #98 | -15.34 | -5.11% | 9.61% | 41.31% | 685 | #7 |
| #99 | -23.83 | -7.94% | 10.38% | 3.11% | 740 | #9 |
| #100 | 9.87 | 3.29% | 7.89% | 74.80% | 623 | #6 |