ea · 100-run average
Ultimate Breakout System
🏆 4 wins / 100 · Profit rank #8 · DD rank #5
$32.74
3.27%
9.42%
27.32%
4 / 100
58.15%
$3273.73
0
Simulation Analysis
How this EA behaved across all 100 independent market paths.
Observed across 100 independent market paths: Ultimate Breakout System ranked #8 of 10 — 4 wins, $32.74 average profit, 32 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 27.32%, spread 21.25%), though 63 of 100 paths still finished profitable.
Path variation: Only 4 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 | -133.77 | -13.38% | 14.77% | 4.49% | 779 | #10 |
| #2 | 84.08 | 8.41% | 6.07% | 87.66% | 689 | #5 |
| #3 | 130.12 | 13.01% | 10.12% | 81.45% | 798 | #4 |
| #4 | -37.12 | -3.71% | 8.03% | 19.61% | 663 | #7 |
| #5 | 70.32 | 7.03% | 8.05% | 89.17% | 822 | #5 |
| #6 | 65.63 | 6.56% | 9.86% | 85.74% | 554 | #4 |
| #7 | 101.03 | 10.10% | 7.84% | 61.40% | 772 | #4 |
| #8 | 158.73 | 15.87% | 7.57% | 87.91% | 761 | Winner |
| #9 | -84.46 | -8.45% | 8.86% | 16.45% | 529 | #9 |
| #10 | 135.85 | 13.58% | 7.38% | 85.09% | 751 | #2 |
| #11 | 180.45 | 18.05% | 8.57% | 83.38% | 740 | #2 |
| #12 | 34.24 | 3.42% | 8.69% | 75.04% | 705 | #7 |
| #13 | -102.62 | -10.26% | 12.29% | 7.21% | 860 | #10 |
| #14 | 173.64 | 17.36% | 8.36% | 85.53% | 705 | #2 |
| #15 | 112.51 | 11.25% | 7.97% | 88.55% | 760 | #4 |
| #16 | -151.18 | -15.12% | 15.40% | 45.94% | 677 | #10 |
| #17 | 14.53 | 1.45% | 10.49% | 47.89% | 497 | #7 |
| #18 | -192.10 | -19.21% | 19.29% | 19.39% | 624 | #10 |
| #19 | -85.50 | -8.55% | 14.21% | 22.43% | 575 | #6 |
| #20 | 14.81 | 1.48% | 9.25% | 70.65% | 569 | #3 |
| #21 | -19.65 | -1.96% | 8.34% | 41.19% | 607 | #5 |
| #22 | -55.30 | -5.53% | 10.10% | 5.56% | 504 | #7 |
| #23 | 96.56 | 9.66% | 8.14% | 84.17% | 840 | #2 |
| #24 | 132.37 | 13.24% | 7.86% | 89.49% | 723 | #3 |
| #25 | -73.87 | -7.39% | 9.06% | 19.86% | 836 | #7 |
| #26 | -60.32 | -6.03% | 10.38% | 19.69% | 767 | #10 |
| #27 | -51.25 | -5.13% | 10.89% | 21.59% | 778 | #10 |
| #28 | 109.83 | 10.98% | 7.62% | 71.65% | 508 | #3 |
| #29 | 88.36 | 8.84% | 9.30% | 81.66% | 736 | #4 |
| #30 | 180.49 | 18.05% | 7.55% | 76.10% | 590 | #3 |
| #31 | 180.42 | 18.04% | 8.65% | 88.79% | 767 | #2 |
| #32 | -64.99 | -6.50% | 14.35% | 21.84% | 824 | #8 |
| #33 | -150.51 | -15.05% | 16.71% | 36.58% | 708 | #10 |
| #34 | -110.00 | -11.00% | 13.37% | 20.51% | 751 | #9 |
| #35 | 81.53 | 8.15% | 8.08% | 83.57% | 791 | #2 |
| #36 | -87.63 | -8.76% | 11.24% | 20.34% | 654 | #5 |
| #37 | -5.75 | -0.58% | 7.33% | 20.15% | 784 | #8 |
| #38 | 49.18 | 4.92% | 8.51% | 84.07% | 615 | #6 |
| #39 | 178.90 | 17.89% | 7.24% | 75.38% | 784 | #3 |
| #40 | 63.24 | 6.32% | 7.04% | 83.11% | 687 | Winner |
| #41 | 4.57 | 0.46% | 7.74% | 52.52% | 655 | #4 |
| #42 | 113.23 | 11.32% | 7.75% | 86.12% | 670 | #2 |
| #43 | 202.59 | 20.26% | 7.24% | 84.26% | 648 | #2 |
| #44 | 59.96 | 6.00% | 8.16% | 75.94% | 823 | #5 |
| #45 | -108.05 | -10.81% | 11.68% | 45.18% | 633 | #9 |
| #46 | 110.51 | 11.05% | 8.40% | 87.61% | 678 | #4 |
| #47 | 5.52 | 0.55% | 8.43% | 38.91% | 735 | #7 |
| #48 | -57.49 | -5.75% | 8.07% | 14.46% | 588 | #6 |
| #49 | -12.62 | -1.26% | 8.57% | 19.42% | 685 | #5 |
| #50 | 221.90 | 22.19% | 9.05% | 82.57% | 677 | #2 |
| #51 | 85.12 | 8.51% | 8.84% | 62.79% | 680 | #4 |
| #52 | 51.01 | 5.10% | 7.97% | 75.50% | 694 | #7 |
| #53 | 14.91 | 1.49% | 7.87% | 71.39% | 720 | #5 |
| #54 | -57.48 | -5.75% | 8.27% | 15.04% | 605 | #7 |
| #55 | -22.24 | -2.22% | 8.55% | 27.97% | 597 | #6 |
| #56 | -247.11 | -24.71% | 27.32% | 4.63% | 821 | #10 |
| #57 | 53.65 | 5.36% | 7.43% | 91.24% | 696 | #6 |
| #58 | -155.58 | -15.56% | 17.66% | 26.97% | 786 | #8 |
| #59 | 95.41 | 9.54% | 7.23% | 77.48% | 604 | #4 |
| #60 | 65.93 | 6.59% | 7.88% | 77.83% | 442 | #5 |
| #61 | 122.12 | 12.21% | 7.21% | 89.99% | 689 | #4 |
| #62 | -117.55 | -11.76% | 12.34% | 24.88% | 611 | #10 |
| #63 | 184.20 | 18.42% | 7.16% | 91.83% | 722 | Winner |
| #64 | 182.72 | 18.27% | 7.28% | 76.03% | 655 | #3 |
| #65 | -13.16 | -1.32% | 7.77% | 15.10% | 543 | #5 |
| #66 | -129.64 | -12.96% | 14.91% | 2.20% | 727 | #9 |
| #67 | 35.18 | 3.52% | 9.04% | 89.22% | 603 | #5 |
| #68 | -74.64 | -7.46% | 8.78% | 28.48% | 611 | #8 |
| #69 | 69.03 | 6.90% | 7.99% | 84.59% | 785 | #7 |
| #70 | -142.53 | -14.25% | 14.25% | 7.46% | 818 | #9 |
| #71 | 85.34 | 8.53% | 8.23% | 88.91% | 667 | #2 |
| #72 | 102.80 | 10.28% | 6.22% | 93.71% | 461 | #2 |
| #73 | 63.02 | 6.30% | 11.19% | 87.74% | 726 | #6 |
| #74 | -21.02 | -2.10% | 9.41% | 21.02% | 647 | #6 |
| #75 | -12.33 | -1.23% | 8.89% | 16.28% | 688 | #7 |
| #76 | 75.52 | 7.55% | 7.40% | 87.70% | 496 | #6 |
| #77 | 20.13 | 2.01% | 7.80% | 74.58% | 720 | #3 |
| #78 | -37.53 | -3.75% | 9.13% | 23.15% | 553 | #7 |
| #79 | -88.24 | -8.82% | 11.17% | 21.58% | 584 | #7 |
| #80 | 1.59 | 0.16% | 6.16% | 31.53% | 685 | #4 |
| #81 | 127.34 | 12.73% | 7.76% | 83.13% | 409 | #2 |
| #82 | 152.83 | 15.28% | 8.53% | 68.65% | 724 | #2 |
| #83 | 193.64 | 19.36% | 8.27% | 65.28% | 723 | #2 |
| #84 | 27.46 | 2.75% | 8.74% | 77.76% | 715 | #3 |
| #85 | 54.62 | 5.46% | 8.03% | 75.65% | 538 | #6 |
| #86 | -81.95 | -8.20% | 11.03% | 43.05% | 590 | #7 |
| #87 | 50.11 | 5.01% | 8.10% | 77.14% | 573 | #4 |
| #88 | -71.15 | -7.12% | 8.48% | 2.65% | 678 | #7 |
| #89 | 140.10 | 14.01% | 6.94% | 85.73% | 771 | #2 |
| #90 | 279.47 | 27.95% | 7.43% | 90.09% | 696 | Winner |
| #91 | 58.71 | 5.87% | 7.37% | 87.18% | 468 | #3 |
| #92 | 196.63 | 19.66% | 7.53% | 87.98% | 682 | #2 |
| #93 | 140.07 | 14.01% | 9.35% | 89.67% | 687 | #3 |
| #94 | 138.09 | 13.81% | 8.51% | 89.45% | 597 | #3 |
| #95 | -0.14 | -0.01% | 7.50% | 19.41% | 706 | #3 |
| #96 | 73.91 | 7.39% | 10.23% | 85.11% | 591 | #5 |
| #97 | -131.81 | -13.18% | 13.34% | 47.05% | 644 | #10 |
| #98 | 102.33 | 10.23% | 8.60% | 73.93% | 491 | #5 |
| #99 | 15.88 | 1.59% | 6.27% | 93.95% | 512 | #7 |
| #100 | 108.04 | 10.80% | 9.15% | 87.92% | 662 | #4 |