ea · 100-run average

Ultimate Breakout System

🏆 3 wins / 100 · Profit rank #9 · DD rank #8

$-2.49
-0.25%
10.44%
23.25%
3 / 100
49.06%
$-249.16
0

Simulation Analysis

How this EA behaved across all 100 independent market paths.

Observed across 100 independent market paths: Ultimate Breakout System ranked #9 of 10 — 3 wins, $-2.49 average profit, 20 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 23.25% coincided with weak recovery — risk outweighed reward in many paths.

Path variation: Results swung sharply between simulations (profit spread $509.96).

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
#1-68.80-6.88%8.86%25.98%535#8
#2111.3311.13%8.32%87.23%697#3
#389.558.95%7.63%84.23%666#4
#4-119.07-11.91%12.38%13.00%677#9
#574.877.49%7.90%86.39%742#4
#6113.9811.40%7.51%90.46%524#2
#798.239.82%7.95%85.57%707#3
#8309.1230.91%10.01%86.11%763#2
#9132.0213.20%7.37%86.56%744Winner
#10-138.82-13.88%14.24%23.40%799#10
#1158.115.81%8.47%88.19%711#3
#12-101.09-10.11%10.12%1.08%647#7
#13-94.15-9.42%12.70%44.49%699#8
#1453.335.33%9.68%83.60%756#7
#15-161.38-16.14%17.95%36.16%744#10
#16-144.17-14.42%20.66%17.60%608#9
#1770.327.03%7.63%76.52%511#4
#18-195.75-19.58%22.64%28.15%739#10
#19-7.84-0.78%8.28%19.37%728#5
#2066.106.61%9.64%90.74%702#4
#21-74.33-7.43%9.76%17.42%729#8
#22-28.04-2.80%8.06%16.61%626#9
#2326.072.61%9.81%82.76%615#4
#24-84.58-8.46%12.44%45.40%718#9
#25-8.98-0.90%8.58%39.94%636#5
#26-37.00-3.70%8.91%42.07%694#9
#27-63.83-6.38%10.23%16.30%724#8
#28-144.44-14.44%15.55%4.26%658#9
#2984.038.40%7.37%82.82%745#3
#30-191.39-19.14%20.04%18.00%539#10
#31-101.57-10.16%11.65%43.45%702#10
#32-50.45-5.05%8.15%25.07%678#7
#33-45.92-4.59%8.19%22.16%731#10
#34203.6220.36%6.45%82.91%632#2
#3532.803.28%7.19%77.16%648#6
#36118.5211.85%11.19%83.51%679#3
#37150.3115.03%7.91%82.55%636#3
#38-127.35-12.74%12.74%3.42%672#9
#39112.7111.27%8.04%85.28%652#5
#40222.0122.20%9.27%87.30%677Winner
#4195.409.54%8.00%76.43%649#5
#42163.1516.32%11.26%88.89%720#2
#43-160.22-16.02%17.31%24.18%765#9
#44-10.25-1.03%8.08%20.71%589#6
#45-82.17-8.22%9.81%22.66%693#8
#46-16.84-1.68%6.76%19.68%691#6
#47-80.49-8.05%9.14%24.88%611#10
#48101.6310.16%7.96%83.18%553#2
#49-138.89-13.89%14.89%19.25%696#8
#50136.6713.67%9.89%92.57%700#2
#51-176.29-17.63%17.63%16.97%666#10
#5286.498.65%10.75%86.91%718#5
#53-32.72-3.27%9.92%15.38%585#10
#54-112.88-11.29%13.27%28.41%704#9
#55-82.64-8.26%9.12%43.74%551#7
#56-163.19-16.32%17.70%14.19%606#10
#57148.6214.86%7.67%78.92%702#4
#58-33.86-3.39%9.38%19.66%651#8
#592.880.29%7.89%27.38%650#8
#60-84.96-8.50%13.17%36.76%642#10
#61-70.58-7.06%9.27%37.20%672#9
#62192.2019.22%7.06%88.66%644Winner
#63-15.45-1.55%8.95%20.88%680#4
#6492.769.28%8.28%91.80%805#4
#65-55.96-5.60%9.48%25.65%694#7
#66-102.35-10.24%12.41%7.57%727#8
#67-109.27-10.93%12.61%44.10%703#10
#6879.557.95%8.39%89.67%600#4
#6969.646.96%7.06%86.86%662#4
#70-12.82-1.28%10.31%19.24%712#6
#71-39.28-3.93%8.67%4.18%622#7
#7228.562.86%7.69%75.86%609#6
#73127.7412.77%9.29%83.96%717#4
#74-25.25-2.53%8.15%35.51%673#9
#75-154.71-15.47%15.47%0.77%647#10
#76-37.93-3.79%8.12%22.29%803#8
#77-105.28-10.53%12.18%20.59%714#9
#78-93.21-9.32%10.79%30.52%711#10
#79175.4117.54%7.69%85.35%744#2
#80-87.04-8.70%13.12%44.25%669#9
#81-63.20-6.32%8.61%22.89%603#7
#82-3.22-0.32%9.72%10.91%449#7
#8359.986.00%7.96%78.21%670#4
#8413.831.38%9.26%67.74%682#5
#85168.2016.82%9.13%86.63%673#3
#8697.099.71%6.85%83.15%712#5
#87-45.94-4.59%8.77%20.78%669#7
#88-120.10-12.01%14.85%15.04%685#9
#89115.4711.55%7.85%85.57%693#3
#90-86.18-8.62%14.64%30.44%634#7
#91-36.43-3.64%8.52%21.34%778#7
#92179.9918.00%8.44%85.92%703#2
#93-200.84-20.08%23.25%25.44%684#10
#942.050.20%7.48%37.66%555#7
#95-147.10-14.71%14.85%20.66%668#10
#9649.114.91%10.83%75.57%573#5
#9776.387.64%9.31%86.40%691#4
#98167.1116.71%10.87%88.03%660#2
#99-50.88-5.09%8.77%20.74%699#4
#10021.272.13%8.04%74.08%571#7