ea · 100-run average
Straddle
🏆 2 wins / 100 · Profit rank #10 · DD rank #10
$-15.97
-1.60%
10.95%
28.79%
2 / 100
44.59%
$-1596.89
0
Simulation Analysis
How this EA behaved across all 100 independent market paths.
Observed across 100 independent market paths: Straddle ranked #10 of 10 — 2 wins, $-15.97 average profit, 13 top-three finishes.
Strategy-family context: Hostile regime combinations limited the benefit of responded to the market conditions present during this simulation.
Observed risk across the sample: Large equity declines clustered in prolonged one-directional markets (peak 28.79%, spread 23.93%), though 52 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $491.51).
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 | -88.44 | -8.84% | 9.82% | 9.60% | 125 | #5 |
| #2 | 151.49 | 15.15% | 7.65% | 59.13% | 115 | #2 |
| #3 | 102.65 | 10.27% | 7.06% | 52.67% | 150 | #4 |
| #4 | 24.55 | 2.46% | 8.52% | 52.17% | 115 | #5 |
| #5 | -224.01 | -22.40% | 26.40% | 40.77% | 130 | #10 |
| #6 | -83.74 | -8.37% | 12.01% | 44.33% | 97 | #10 |
| #7 | 99.21 | 9.92% | 8.33% | 62.83% | 113 | #4 |
| #8 | -129.05 | -12.91% | 13.40% | 20.22% | 89 | #10 |
| #9 | -38.54 | -3.85% | 8.70% | 32.88% | 146 | #10 |
| #10 | 130.69 | 13.07% | 5.09% | 67.24% | 116 | #3 |
| #11 | -46.92 | -4.69% | 9.33% | 33.93% | 168 | #9 |
| #12 | -43.65 | -4.37% | 8.16% | 30.19% | 106 | #7 |
| #13 | 19.49 | 1.95% | 7.86% | 63.59% | 195 | #4 |
| #14 | 49.89 | 4.99% | 6.32% | 58.73% | 126 | #6 |
| #15 | 72.87 | 7.29% | 5.76% | 51.03% | 145 | #6 |
| #16 | 42.49 | 4.25% | 7.25% | 61.73% | 162 | #5 |
| #17 | -200.96 | -20.10% | 22.26% | 33.06% | 121 | #9 |
| #18 | 94.75 | 9.48% | 8.15% | 56.05% | 157 | #6 |
| #19 | -29.05 | -2.91% | 8.11% | 28.06% | 139 | #8 |
| #20 | 19.27 | 1.93% | 6.55% | 60.23% | 88 | #7 |
| #21 | 29.42 | 2.94% | 6.79% | 70.11% | 174 | #6 |
| #22 | 157.79 | 15.78% | 5.94% | 71.21% | 132 | Winner |
| #23 | -33.87 | -3.39% | 9.22% | 6.11% | 180 | #7 |
| #24 | -187.73 | -18.77% | 18.83% | 12.36% | 89 | #10 |
| #25 | -183.79 | -18.38% | 18.38% | 27.34% | 139 | #10 |
| #26 | -193.23 | -19.32% | 24.81% | 38.96% | 154 | #10 |
| #27 | -83.62 | -8.36% | 10.39% | 42.42% | 99 | #10 |
| #28 | -93.38 | -9.34% | 9.97% | 43.45% | 168 | #8 |
| #29 | 6.01 | 0.60% | 7.86% | 50.00% | 116 | #6 |
| #30 | -262.75 | -26.28% | 27.21% | 39.66% | 116 | #10 |
| #31 | 144.14 | 14.41% | 7.71% | 52.48% | 141 | #4 |
| #32 | -112.04 | -11.20% | 12.03% | 36.45% | 107 | #10 |
| #33 | -211.18 | -21.12% | 24.27% | 40.94% | 127 | #10 |
| #34 | -182.24 | -18.22% | 19.41% | 22.33% | 103 | #10 |
| #35 | 45.35 | 4.54% | 6.46% | 67.11% | 149 | #5 |
| #36 | -132.29 | -13.23% | 16.39% | 16.44% | 146 | #10 |
| #37 | -96.21 | -9.62% | 9.67% | 4.35% | 138 | #9 |
| #38 | -136.89 | -13.69% | 14.20% | 42.64% | 129 | #10 |
| #39 | 187.99 | 18.80% | 6.72% | 66.67% | 123 | #2 |
| #40 | 144.71 | 14.47% | 6.16% | 67.90% | 162 | #4 |
| #41 | -15.49 | -1.55% | 8.29% | 31.07% | 103 | #5 |
| #42 | 90.76 | 9.08% | 8.00% | 50.78% | 128 | #5 |
| #43 | 106.25 | 10.63% | 7.67% | 61.59% | 151 | #4 |
| #44 | 148.12 | 14.81% | 7.17% | 58.25% | 103 | #5 |
| #45 | -151.97 | -15.20% | 16.61% | 35.19% | 162 | #10 |
| #46 | 55.12 | 5.51% | 8.33% | 56.69% | 127 | #5 |
| #47 | -179.29 | -17.93% | 17.93% | 41.13% | 124 | #10 |
| #48 | 66.24 | 6.62% | 5.41% | 69.16% | 107 | #6 |
| #49 | 52.35 | 5.24% | 9.62% | 46.15% | 130 | #3 |
| #50 | -100.85 | -10.08% | 10.09% | 26.38% | 163 | #9 |
| #51 | 17.19 | 1.72% | 6.24% | 61.11% | 90 | #7 |
| #52 | -253.51 | -25.35% | 28.79% | 43.48% | 138 | #10 |
| #53 | 203.99 | 20.40% | 7.11% | 70.83% | 96 | #3 |
| #54 | 100.72 | 10.07% | 7.33% | 62.50% | 144 | #4 |
| #55 | -176.76 | -17.68% | 19.63% | 27.66% | 94 | #10 |
| #56 | 117.19 | 11.72% | 5.78% | 54.90% | 102 | #4 |
| #57 | 15.13 | 1.51% | 7.75% | 56.83% | 139 | #4 |
| #58 | -203.09 | -20.31% | 22.91% | 40.88% | 137 | #10 |
| #59 | 97.01 | 9.70% | 7.07% | 51.05% | 143 | #2 |
| #60 | 28.35 | 2.84% | 10.58% | 55.08% | 118 | #6 |
| #61 | 98.58 | 9.86% | 8.41% | 64.04% | 114 | #6 |
| #62 | -83.96 | -8.40% | 8.79% | 3.70% | 162 | #9 |
| #63 | 62.55 | 6.25% | 8.15% | 49.33% | 75 | #4 |
| #64 | -92.39 | -9.24% | 9.45% | 15.60% | 141 | #7 |
| #65 | -132.37 | -13.24% | 13.89% | 41.74% | 115 | #9 |
| #66 | 97.41 | 9.74% | 5.93% | 56.69% | 127 | #5 |
| #67 | 151.09 | 15.11% | 6.70% | 72.58% | 124 | #2 |
| #68 | -99.47 | -9.95% | 9.95% | 4.63% | 108 | #9 |
| #69 | -26.30 | -2.63% | 6.33% | 4.58% | 131 | #9 |
| #70 | 75.42 | 7.54% | 7.65% | 52.27% | 88 | #3 |
| #71 | 11.73 | 1.17% | 7.43% | 59.57% | 141 | #5 |
| #72 | -126.22 | -12.62% | 13.25% | 7.95% | 151 | #10 |
| #73 | 30.47 | 3.05% | 10.97% | 54.20% | 131 | #5 |
| #74 | 100.17 | 10.02% | 10.77% | 59.29% | 140 | #4 |
| #75 | -232.67 | -23.27% | 23.46% | 42.39% | 92 | #10 |
| #76 | 76.55 | 7.65% | 7.16% | 61.90% | 126 | #5 |
| #77 | -105.15 | -10.52% | 10.52% | 35.16% | 128 | #8 |
| #78 | -50.86 | -5.09% | 8.27% | 37.50% | 104 | #9 |
| #79 | 10.36 | 1.04% | 8.40% | 43.22% | 118 | #6 |
| #80 | 52.15 | 5.22% | 8.08% | 48.67% | 113 | #6 |
| #81 | 210.27 | 21.03% | 5.93% | 75.53% | 94 | #3 |
| #82 | 228.76 | 22.88% | 6.96% | 68.04% | 97 | Winner |
| #83 | 26.82 | 2.68% | 8.95% | 60.19% | 103 | #5 |
| #84 | -66.27 | -6.63% | 7.66% | 2.94% | 136 | #10 |
| #85 | 17.27 | 1.73% | 6.27% | 70.63% | 143 | #4 |
| #86 | 61.28 | 6.13% | 9.53% | 56.83% | 139 | #4 |
| #87 | -189.43 | -18.94% | 20.47% | 29.67% | 91 | #10 |
| #88 | -181.57 | -18.16% | 18.16% | 28.95% | 152 | #10 |
| #89 | -7.77 | -0.78% | 4.86% | 30.00% | 110 | #6 |
| #90 | 127.37 | 12.74% | 7.11% | 60.17% | 118 | #4 |
| #91 | 85.10 | 8.51% | 7.96% | 52.69% | 93 | #3 |
| #92 | -83.49 | -8.35% | 10.56% | 45.08% | 122 | #9 |
| #93 | -195.69 | -19.57% | 22.12% | 41.18% | 136 | #10 |
| #94 | -76.73 | -7.67% | 9.64% | 41.12% | 107 | #9 |
| #95 | -174.52 | -17.45% | 18.71% | 19.01% | 142 | #10 |
| #96 | -65.85 | -6.58% | 9.65% | 18.38% | 136 | #9 |
| #97 | 72.87 | 7.29% | 6.67% | 58.59% | 99 | #3 |
| #98 | 100.97 | 10.10% | 8.40% | 56.43% | 140 | #4 |
| #99 | 134.19 | 13.42% | 8.01% | 62.39% | 117 | #5 |
| #100 | -184.20 | -18.42% | 22.68% | 28.24% | 131 | #10 |