ea · 100-run average
Ultimate Breakout System
🏆 6 wins / 100 · Profit rank #7 · DD rank #7
$9.70
3.23%
10.93%
29.45%
6 / 100
58.26%
$969.54
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, $9.70 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 29.45%, spread 23.11%), though 57 of 100 paths still finished profitable.
Path variation: Only 6 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 | -10.08 | -3.36% | 10.31% | 26.64% | 762 | #8 |
| #2 | -23.77 | -7.92% | 8.49% | 40.61% | 618 | #8 |
| #3 | 34.04 | 11.35% | 8.24% | 80.96% | 788 | #4 |
| #4 | 82.22 | 27.41% | 7.91% | 83.38% | 710 | Winner |
| #5 | 42.86 | 14.29% | 8.07% | 82.23% | 698 | #2 |
| #6 | -32.36 | -10.79% | 11.65% | 37.71% | 655 | #8 |
| #7 | 40.62 | 13.54% | 8.46% | 81.71% | 700 | #3 |
| #8 | 66.86 | 22.29% | 11.86% | 87.88% | 652 | Winner |
| #9 | 24.27 | 8.09% | 9.99% | 78.27% | 695 | #6 |
| #10 | 10.77 | 3.59% | 8.47% | 61.12% | 733 | #5 |
| #11 | -25.87 | -8.62% | 8.70% | 43.92% | 765 | #7 |
| #12 | 56.24 | 18.75% | 9.18% | 85.17% | 681 | #2 |
| #13 | -16.44 | -5.48% | 8.93% | 27.45% | 572 | #8 |
| #14 | 34.36 | 11.45% | 7.90% | 86.26% | 655 | #5 |
| #15 | -6.59 | -2.20% | 12.55% | 25.80% | 748 | #6 |
| #16 | -3.15 | -1.05% | 8.41% | 17.32% | 514 | #6 |
| #17 | -83.30 | -27.77% | 29.45% | 28.67% | 694 | #10 |
| #18 | 53.55 | 17.85% | 12.91% | 96.57% | 728 | #3 |
| #19 | 5.78 | 1.93% | 7.25% | 76.70% | 528 | #4 |
| #20 | -35.13 | -11.71% | 20.59% | 9.96% | 683 | #10 |
| #21 | 15.13 | 5.04% | 9.32% | 76.70% | 704 | #4 |
| #22 | 26.83 | 8.94% | 8.62% | 97.43% | 777 | #5 |
| #23 | 3.70 | 1.23% | 8.79% | 46.46% | 749 | #6 |
| #24 | 30.43 | 10.14% | 7.40% | 81.67% | 633 | #6 |
| #25 | -56.88 | -18.96% | 21.22% | 43.12% | 749 | #9 |
| #26 | -2.97 | -0.99% | 9.69% | 25.92% | 710 | #7 |
| #27 | 83.27 | 27.76% | 10.18% | 95.52% | 714 | #2 |
| #28 | -14.16 | -4.72% | 8.08% | 18.10% | 525 | #9 |
| #29 | 4.19 | 1.40% | 9.31% | 53.86% | 687 | #5 |
| #30 | -15.30 | -5.10% | 9.68% | 13.71% | 518 | #7 |
| #31 | -10.35 | -3.45% | 9.46% | 43.62% | 752 | #9 |
| #32 | -34.75 | -11.58% | 15.28% | 40.82% | 752 | #9 |
| #33 | -16.48 | -5.49% | 9.31% | 19.22% | 692 | #9 |
| #34 | 23.30 | 7.77% | 8.58% | 77.78% | 504 | #6 |
| #35 | 55.23 | 18.41% | 8.47% | 80.88% | 816 | #2 |
| #36 | -42.11 | -14.04% | 14.21% | 43.76% | 761 | #6 |
| #37 | -9.17 | -3.06% | 8.03% | 18.16% | 501 | #7 |
| #38 | 33.45 | 11.15% | 7.96% | 88.12% | 665 | #3 |
| #39 | 82.31 | 27.44% | 9.30% | 84.67% | 685 | #2 |
| #40 | 21.41 | 7.14% | 8.96% | 80.98% | 631 | #5 |
| #41 | -19.76 | -6.59% | 9.89% | 47.17% | 672 | #8 |
| #42 | -13.43 | -4.48% | 8.62% | 36.13% | 703 | #8 |
| #43 | 19.72 | 6.57% | 8.39% | 78.59% | 682 | #8 |
| #44 | 17.26 | 5.75% | 7.82% | 87.36% | 696 | #6 |
| #45 | 60.21 | 20.07% | 14.55% | 85.80% | 697 | #2 |
| #46 | -41.30 | -13.77% | 16.74% | 13.67% | 739 | #9 |
| #47 | 44.21 | 14.74% | 9.77% | 84.68% | 555 | #3 |
| #48 | 35.92 | 11.97% | 7.58% | 83.12% | 711 | #5 |
| #49 | 31.71 | 10.57% | 8.25% | 84.54% | 776 | #7 |
| #50 | 6.06 | 2.02% | 10.32% | 73.05% | 653 | #6 |
| #51 | 6.52 | 2.17% | 9.37% | 81.70% | 552 | #6 |
| #52 | 45.92 | 15.31% | 6.34% | 89.07% | 494 | Winner |
| #53 | 53.17 | 17.72% | 8.54% | 83.98% | 699 | #2 |
| #54 | -9.07 | -3.02% | 8.71% | 34.63% | 719 | #6 |
| #55 | 80.54 | 26.85% | 10.03% | 82.11% | 654 | Winner |
| #56 | 57.53 | 19.18% | 12.58% | 79.52% | 669 | #2 |
| #57 | 6.56 | 2.19% | 7.81% | 73.62% | 508 | #6 |
| #58 | -50.33 | -16.78% | 17.97% | 30.48% | 689 | #10 |
| #59 | 17.94 | 5.98% | 7.99% | 77.19% | 675 | #3 |
| #60 | 51.73 | 17.24% | 9.65% | 79.68% | 689 | #3 |
| #61 | 27.96 | 9.32% | 12.27% | 84.56% | 667 | #3 |
| #62 | 11.46 | 3.82% | 9.93% | 63.65% | 674 | #9 |
| #63 | -42.39 | -14.13% | 21.62% | 14.98% | 621 | #8 |
| #64 | 30.09 | 10.03% | 8.03% | 80.04% | 551 | #3 |
| #65 | -28.07 | -9.36% | 10.10% | 10.62% | 791 | #7 |
| #66 | 22.55 | 7.52% | 8.36% | 86.49% | 666 | #3 |
| #67 | 15.01 | 5.00% | 9.49% | 77.32% | 701 | #5 |
| #68 | -38.04 | -12.68% | 16.33% | 39.71% | 700 | #9 |
| #69 | -13.36 | -4.45% | 15.70% | 8.84% | 713 | #7 |
| #70 | -8.14 | -2.71% | 14.95% | 26.78% | 519 | #8 |
| #71 | 52.38 | 17.46% | 11.43% | 81.93% | 642 | #2 |
| #72 | 28.80 | 9.60% | 9.96% | 81.52% | 633 | #3 |
| #73 | 68.92 | 22.97% | 9.94% | 82.86% | 671 | #2 |
| #74 | 40.82 | 13.61% | 7.82% | 85.52% | 594 | #3 |
| #75 | -49.42 | -16.47% | 17.46% | 22.60% | 739 | #9 |
| #76 | -46.35 | -15.45% | 16.01% | 29.08% | 760 | #10 |
| #77 | -30.96 | -10.32% | 12.86% | 42.88% | 709 | #10 |
| #78 | -18.09 | -6.03% | 10.72% | 46.19% | 734 | #8 |
| #79 | 28.51 | 9.50% | 9.01% | 77.07% | 676 | #3 |
| #80 | -12.97 | -4.32% | 10.76% | 10.10% | 604 | #6 |
| #81 | 13.49 | 4.50% | 8.22% | 81.50% | 665 | #6 |
| #82 | 42.11 | 14.04% | 12.21% | 80.57% | 736 | #2 |
| #83 | 12.44 | 4.15% | 8.40% | 57.87% | 610 | #3 |
| #84 | -25.36 | -8.45% | 12.43% | 19.41% | 711 | #9 |
| #85 | -9.17 | -3.06% | 8.52% | 21.75% | 754 | #8 |
| #86 | -27.48 | -9.16% | 12.23% | 46.04% | 782 | #7 |
| #87 | -19.71 | -6.57% | 9.60% | 42.98% | 719 | #7 |
| #88 | -53.59 | -17.86% | 19.98% | 7.28% | 618 | #9 |
| #89 | 30.20 | 10.07% | 11.21% | 83.21% | 697 | #4 |
| #90 | -60.79 | -20.26% | 20.54% | 33.08% | 535 | #8 |
| #91 | -35.74 | -11.91% | 13.61% | 34.23% | 704 | #9 |
| #92 | 20.89 | 6.96% | 8.09% | 81.78% | 472 | #6 |
| #93 | 56.51 | 18.84% | 7.87% | 81.86% | 623 | #3 |
| #94 | -7.51 | -2.50% | 8.19% | 36.35% | 531 | #9 |
| #95 | 25.64 | 8.55% | 8.38% | 81.31% | 685 | #6 |
| #96 | -9.28 | -3.09% | 8.48% | 19.03% | 536 | #6 |
| #97 | 35.21 | 11.74% | 7.28% | 94.06% | 673 | #3 |
| #98 | 73.26 | 24.42% | 13.06% | 88.57% | 586 | Winner |
| #99 | 80.54 | 26.85% | 15.07% | 85.05% | 689 | Winner |
| #100 | -3.90 | -1.30% | 14.35% | 22.20% | 635 | #8 |