ea · 100-run average
Ultimate Breakout System
🏆 12 wins / 100 · Profit rank #4 · DD rank #6
$18.02
1.80%
10.33%
25.54%
12 / 100
55.29%
$1802.47
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 #4, posting 12 wins and $18.02 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 25.54%, spread 19.15%), though 56 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $547.11).
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 | -186.11 | -18.61% | 23.02% | 16.69% | 617 | #10 |
| #2 | 85.40 | 8.54% | 7.69% | 85.42% | 720 | #4 |
| #3 | 92.98 | 9.30% | 7.11% | 81.26% | 699 | #7 |
| #4 | 133.70 | 13.37% | 9.17% | 89.64% | 608 | #3 |
| #5 | -0.26 | -0.03% | 10.53% | 15.66% | 511 | #6 |
| #6 | -23.56 | -2.36% | 7.00% | 21.22% | 707 | #8 |
| #7 | -254.48 | -25.45% | 25.54% | 5.53% | 795 | #10 |
| #8 | -48.30 | -4.83% | 13.20% | 21.76% | 625 | #5 |
| #9 | 39.85 | 3.99% | 9.43% | 88.37% | 774 | #5 |
| #10 | 9.32 | 0.93% | 8.62% | 65.24% | 725 | #7 |
| #11 | -29.38 | -2.94% | 8.15% | 18.91% | 645 | #4 |
| #12 | 34.38 | 3.44% | 9.19% | 79.13% | 623 | #4 |
| #13 | 204.12 | 20.41% | 8.82% | 86.98% | 668 | Winner |
| #14 | 191.25 | 19.13% | 8.73% | 88.69% | 787 | #2 |
| #15 | -181.99 | -18.20% | 24.04% | 3.17% | 600 | #10 |
| #16 | -87.02 | -8.70% | 11.32% | 40.48% | 709 | #7 |
| #17 | 103.63 | 10.36% | 7.97% | 79.50% | 561 | Winner |
| #18 | 37.95 | 3.80% | 8.05% | 87.27% | 746 | #6 |
| #19 | 98.26 | 9.83% | 8.29% | 77.85% | 465 | #2 |
| #20 | 15.71 | 1.57% | 9.35% | 72.47% | 523 | #4 |
| #21 | 87.85 | 8.79% | 9.32% | 84.87% | 476 | #4 |
| #22 | -176.31 | -17.63% | 20.82% | 3.90% | 539 | #9 |
| #23 | 48.40 | 4.84% | 9.78% | 85.65% | 655 | #4 |
| #24 | 134.41 | 13.44% | 7.65% | 91.14% | 632 | #3 |
| #25 | -27.81 | -2.78% | 9.42% | 20.96% | 687 | #8 |
| #26 | 169.96 | 17.00% | 8.02% | 85.24% | 698 | Winner |
| #27 | -32.40 | -3.24% | 8.14% | 15.90% | 610 | #6 |
| #28 | 71.46 | 7.15% | 8.30% | 73.52% | 491 | #2 |
| #29 | -167.91 | -16.79% | 18.76% | 16.02% | 718 | #9 |
| #30 | 189.35 | 18.94% | 7.28% | 90.92% | 716 | Winner |
| #31 | 183.88 | 18.39% | 8.05% | 82.27% | 705 | #2 |
| #32 | 222.43 | 22.24% | 7.39% | 91.56% | 794 | #2 |
| #33 | -37.63 | -3.76% | 9.28% | 20.74% | 511 | #9 |
| #34 | 187.95 | 18.79% | 7.43% | 87.57% | 684 | #2 |
| #35 | -16.03 | -1.60% | 9.66% | 14.41% | 694 | #4 |
| #36 | 5.08 | 0.51% | 6.54% | 65.74% | 610 | #6 |
| #37 | 247.38 | 24.74% | 8.43% | 88.15% | 768 | Winner |
| #38 | -57.79 | -5.78% | 7.30% | 20.63% | 703 | #9 |
| #39 | 142.03 | 14.20% | 10.26% | 81.46% | 577 | #4 |
| #40 | -124.01 | -12.40% | 15.62% | 20.57% | 661 | #8 |
| #41 | 165.94 | 16.59% | 8.78% | 88.97% | 689 | #4 |
| #42 | 111.30 | 11.13% | 7.97% | 89.13% | 828 | #4 |
| #43 | -164.83 | -16.48% | 17.83% | 29.95% | 631 | #9 |
| #44 | -5.64 | -0.56% | 7.77% | 16.91% | 615 | #5 |
| #45 | 214.02 | 21.40% | 7.58% | 86.99% | 692 | Winner |
| #46 | -122.96 | -12.30% | 16.90% | 23.72% | 645 | #8 |
| #47 | -42.59 | -4.26% | 8.17% | 14.60% | 678 | #8 |
| #48 | -147.90 | -14.79% | 19.08% | 25.61% | 660 | #9 |
| #49 | 138.66 | 13.87% | 8.24% | 82.96% | 769 | #4 |
| #50 | 217.07 | 21.71% | 11.55% | 86.12% | 569 | Winner |
| #51 | 292.63 | 29.26% | 8.81% | 86.66% | 682 | Winner |
| #52 | -80.80 | -8.08% | 8.25% | 4.54% | 683 | #8 |
| #53 | -44.16 | -4.42% | 8.94% | 23.15% | 648 | #5 |
| #54 | 110.33 | 11.03% | 10.34% | 91.60% | 583 | #5 |
| #55 | -104.72 | -10.47% | 10.68% | 21.99% | 664 | #7 |
| #56 | -121.70 | -12.17% | 13.41% | 15.85% | 574 | #9 |
| #57 | 140.84 | 14.08% | 9.35% | 77.70% | 426 | Winner |
| #58 | 30.51 | 3.05% | 8.26% | 78.78% | 641 | #5 |
| #59 | -136.37 | -13.64% | 14.28% | 25.04% | 659 | #9 |
| #60 | 72.49 | 7.25% | 8.76% | 75.97% | 566 | #5 |
| #61 | -126.00 | -12.60% | 13.43% | 16.73% | 783 | #8 |
| #62 | 24.29 | 2.43% | 7.70% | 75.94% | 694 | #5 |
| #63 | 76.94 | 7.69% | 7.91% | 85.83% | 508 | #3 |
| #64 | 15.55 | 1.56% | 9.47% | 79.63% | 653 | #6 |
| #65 | 66.32 | 6.63% | 9.23% | 85.96% | 591 | #6 |
| #66 | -125.55 | -12.56% | 15.64% | 39.97% | 683 | #9 |
| #67 | 74.26 | 7.43% | 7.31% | 76.84% | 678 | #5 |
| #68 | 45.81 | 4.58% | 9.45% | 77.57% | 651 | #4 |
| #69 | -7.06 | -0.71% | 8.44% | 40.19% | 754 | #8 |
| #70 | -118.47 | -11.85% | 12.86% | 16.44% | 663 | #8 |
| #71 | -69.79 | -6.98% | 12.75% | 38.27% | 648 | #7 |
| #72 | -33.65 | -3.36% | 8.19% | 24.83% | 717 | #7 |
| #73 | 0.90 | 0.09% | 6.39% | 23.44% | 691 | #5 |
| #74 | 29.02 | 2.90% | 12.05% | 80.57% | 705 | #6 |
| #75 | -77.30 | -7.73% | 10.50% | 21.29% | 667 | #9 |
| #76 | -184.33 | -18.43% | 20.59% | 16.09% | 665 | #10 |
| #77 | 44.50 | 4.45% | 9.05% | 81.83% | 644 | #6 |
| #78 | 62.80 | 6.28% | 8.28% | 79.07% | 731 | #5 |
| #79 | -68.83 | -6.88% | 10.31% | 23.87% | 754 | #5 |
| #80 | -42.35 | -4.23% | 7.86% | 19.45% | 725 | #5 |
| #81 | 38.60 | 3.86% | 6.76% | 89.74% | 585 | #6 |
| #82 | 45.58 | 4.56% | 9.39% | 83.44% | 616 | #3 |
| #83 | 118.13 | 11.81% | 11.67% | 88.82% | 778 | #3 |
| #84 | -124.37 | -12.44% | 12.46% | 12.55% | 693 | #10 |
| #85 | 116.08 | 11.61% | 8.17% | 87.80% | 754 | #4 |
| #86 | 17.62 | 1.76% | 8.47% | 78.40% | 648 | #6 |
| #87 | 108.59 | 10.86% | 8.09% | 90.54% | 740 | Winner |
| #88 | 41.38 | 4.14% | 8.28% | 91.51% | 707 | #4 |
| #89 | -27.03 | -2.70% | 6.45% | 45.19% | 624 | #6 |
| #90 | 168.48 | 16.85% | 7.35% | 64.27% | 655 | Winner |
| #91 | 131.14 | 13.11% | 8.44% | 73.86% | 616 | #2 |
| #92 | 215.93 | 21.59% | 6.44% | 85.05% | 689 | Winner |
| #93 | -83.11 | -8.31% | 8.33% | 17.01% | 676 | #9 |
| #94 | 36.87 | 3.69% | 9.52% | 73.89% | 674 | #7 |
| #95 | 47.62 | 4.76% | 9.39% | 74.63% | 682 | #2 |
| #96 | -46.11 | -4.61% | 9.48% | 22.66% | 693 | #5 |
| #97 | -80.44 | -8.04% | 10.71% | 43.55% | 737 | #8 |
| #98 | -69.77 | -6.98% | 9.56% | 35.43% | 683 | #6 |
| #99 | -131.31 | -13.13% | 15.03% | 20.21% | 658 | #9 |
| #100 | -116.33 | -11.63% | 14.18% | 34.13% | 668 | #9 |