ea · 100-run average

Ultimate Breakout System

🏆 6 wins / 100 · Profit rank #7 · DD rank #10

$-3.61
-0.36%
10.89%
21.96%
6 / 100
49.18%
$-361.05
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 — 6 wins, $-3.61 average profit, 24 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: Peak drawdown of 21.96% coincided with weak recovery — risk outweighed reward in many paths.

Path variation: Results swung sharply between simulations (profit spread $473.21).

Best EnvironmentBalanced conditions · Moderate volatility · Mixed regimes
Weakest EnvironmentProlonged adverse trends · Extreme trends · High volatility
Suitable ForMore suitable for comparison benchmarking than primary deployment in this batch.

Performance across 100 markets

Per-run results showing how this EA behaved in each independent market scenario.

RunNet P/LReturnMax DDWin %TradesPosition
#1-112.66-11.27%11.55%24.09%739#9
#2-137.58-13.76%14.11%26.34%691#10
#3-98.24-9.82%11.51%33.06%735#10
#4172.2817.23%6.27%60.68%646#2
#5-8.36-0.84%11.04%16.79%691#8
#6-118.74-11.87%12.31%21.73%764#9
#7-90.08-9.01%11.81%25.60%664#9
#849.914.99%8.02%80.09%693#4
#9-21.98-2.20%8.31%33.70%644#6
#1054.865.49%7.77%79.92%493#4
#1153.295.33%7.96%88.33%694#7
#12170.8417.08%11.13%89.43%719#2
#13-125.82-12.58%15.22%43.69%705#9
#1495.829.58%8.04%88.82%671Winner
#15266.1426.61%8.56%89.88%771Winner
#16241.6024.16%6.22%85.69%545#2
#17219.7021.97%10.50%83.64%703Winner
#18-25.72-2.57%12.34%19.87%634#8
#19-100.17-10.02%13.54%42.28%615#10
#20-62.34-6.23%8.03%0.93%536#9
#21-9.91-0.99%7.54%21.04%694#8
#2246.824.68%9.20%83.20%726#6
#23110.2211.02%7.33%86.04%652#2
#240.860.09%9.94%22.52%706#7
#25-109.22-10.92%10.92%12.76%713#10
#26178.3417.83%8.85%71.04%694#2
#27-18.37-1.84%10.38%40.91%616#6
#28-66.83-6.68%11.13%13.82%557#8
#29-52.86-5.29%8.60%44.16%711#7
#303.760.38%8.27%49.34%677#7
#31110.7511.08%10.15%81.45%636#4
#3249.074.91%9.42%81.52%698#3
#33-124.68-12.47%12.62%11.07%542#9
#34200.0220.00%8.86%71.05%798#3
#35-142.62-14.26%16.57%20.25%637#10
#36-162.40-16.24%17.20%3.47%721#10
#37-56.83-5.68%8.38%23.42%427#9
#38-92.02-9.20%11.32%27.02%766#10
#39-91.81-9.18%9.61%19.46%699#8
#4066.586.66%10.17%87.04%710#4
#4195.569.56%8.35%87.50%736#3
#42-170.33-17.03%20.57%2.62%762#10
#43-79.01-7.90%11.71%41.41%425#10
#44-137.92-13.79%17.11%46.51%832#10
#4591.719.17%9.97%86.12%713#4
#46-175.67-17.57%17.57%3.78%821#10
#47183.0718.31%7.91%87.29%653#3
#48121.4812.15%7.36%92.88%801#4
#49-15.17-1.52%7.96%18.74%651#9
#50144.4414.44%8.21%91.10%809#4
#51-188.60-18.86%18.91%15.79%722#10
#52119.5211.95%11.58%83.91%721#2
#53173.5917.36%10.02%61.13%692Winner
#54-120.45-12.05%12.55%15.08%723#10
#55-95.45-9.55%10.28%41.03%641#9
#5664.086.41%7.95%90.74%637#6
#5751.255.13%8.70%74.73%657#5
#58-155.83-15.58%15.58%4.70%744#10
#59-2.60-0.26%7.69%34.62%621#8
#60-149.65-14.97%16.90%39.22%816#10
#61156.9915.70%6.59%89.49%828#2
#6224.802.48%8.74%64.54%736#6
#63-60.83-6.08%9.78%15.88%466#9
#64-91.11-9.11%13.14%45.53%795#10
#65-69.96-7.00%9.04%15.12%516#9
#66175.0417.50%7.61%89.19%694#3
#67141.7414.17%9.44%81.72%662#4
#68-101.37-10.14%10.83%44.42%806#9
#69-142.22-14.22%15.41%42.30%513#10
#70-133.34-13.33%21.96%37.60%742#10
#716.990.70%7.38%20.88%680#7
#72-9.08-0.91%9.17%43.07%750#9
#7374.627.46%9.27%91.35%624#4
#74140.7614.08%6.91%79.30%633Winner
#75-125.96-12.60%17.95%16.25%800#10
#76176.7617.68%8.46%86.94%842Winner
#77-87.07-8.71%10.60%4.62%498#10
#78-22.09-2.21%9.66%20.55%798#7
#79-120.18-12.02%12.99%17.29%671#10
#80-102.49-10.25%12.14%23.76%829#9
#8150.685.07%6.40%88.77%472#6
#82-109.84-10.98%12.34%17.83%690#10
#83-207.07-20.71%20.71%18.13%662#10
#84140.5414.05%11.61%84.47%721#3
#8550.885.09%8.51%77.34%556#4
#86-169.81-16.98%17.38%5.75%713#10
#87-125.74-12.57%14.20%20.15%779#10
#88-113.45-11.35%14.49%29.11%718#10
#89-131.33-13.13%14.23%39.86%705#10
#90195.9719.60%6.25%92.49%719#3
#91-75.68-7.57%11.01%39.39%622#10
#92205.6320.56%9.23%91.93%855#3
#93-83.70-8.37%13.68%21.99%664#9
#9488.178.82%8.23%77.47%839#7
#95-109.75-10.98%11.22%42.61%643#9
#9666.286.63%7.68%83.14%516#2
#97-2.09-0.21%8.26%40.23%686#6
#98-30.31-3.03%8.21%20.78%693#7
#9967.736.77%10.14%86.49%740#2
#10084.208.42%10.70%86.60%627#3