ea · 100-run average
Ultimate Breakout System
🏆 8 wins / 100 · Profit rank #5 · DD rank #6
$11.95
1.20%
10.33%
31.93%
8 / 100
53.22%
$1195.13
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 #5, posting 8 wins and $11.95 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 31.93%, spread 26.68%), though 51 of 100 paths still finished profitable.
Path variation: Only 8 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 | -58.40 | -5.84% | 11.15% | 23.09% | 615 | #6 |
| #2 | 36.78 | 3.68% | 8.32% | 80.03% | 751 | #2 |
| #3 | 69.13 | 6.91% | 6.92% | 85.59% | 562 | #5 |
| #4 | -127.26 | -12.73% | 16.14% | 24.61% | 703 | #10 |
| #5 | 201.38 | 20.14% | 6.79% | 87.14% | 700 | Winner |
| #6 | 120.18 | 12.02% | 6.35% | 91.74% | 642 | #3 |
| #7 | 209.22 | 20.92% | 6.85% | 88.62% | 580 | #2 |
| #8 | -125.28 | -12.53% | 14.00% | 18.09% | 619 | #9 |
| #9 | 82.52 | 8.25% | 7.69% | 73.63% | 512 | #5 |
| #10 | 212.42 | 21.24% | 7.44% | 87.47% | 718 | Winner |
| #11 | 141.40 | 14.14% | 5.25% | 77.82% | 577 | #2 |
| #12 | -72.11 | -7.21% | 13.72% | 28.61% | 685 | #8 |
| #13 | 142.46 | 14.25% | 5.39% | 91.02% | 668 | Winner |
| #14 | -28.13 | -2.81% | 9.27% | 20.96% | 768 | #8 |
| #15 | 15.12 | 1.51% | 8.28% | 75.08% | 630 | #5 |
| #16 | 116.62 | 11.66% | 6.50% | 80.82% | 756 | #2 |
| #17 | 148.30 | 14.83% | 9.10% | 88.14% | 759 | #2 |
| #18 | -95.90 | -9.59% | 13.92% | 20.94% | 449 | #10 |
| #19 | 288.56 | 28.86% | 8.32% | 86.54% | 817 | Winner |
| #20 | -100.16 | -10.02% | 15.05% | 22.88% | 638 | #8 |
| #21 | -139.40 | -13.94% | 14.01% | 39.88% | 860 | #9 |
| #22 | 168.85 | 16.89% | 6.80% | 85.32% | 647 | Winner |
| #23 | -136.25 | -13.63% | 13.81% | 18.94% | 739 | #9 |
| #24 | -98.27 | -9.83% | 11.85% | 17.86% | 599 | #8 |
| #25 | -267.56 | -26.76% | 31.93% | 16.41% | 774 | #10 |
| #26 | 20.05 | 2.01% | 8.03% | 76.52% | 707 | #8 |
| #27 | -40.04 | -4.00% | 8.91% | 23.17% | 725 | #7 |
| #28 | 164.57 | 16.46% | 8.94% | 66.24% | 699 | #2 |
| #29 | -186.99 | -18.70% | 19.19% | 22.30% | 740 | #10 |
| #30 | -93.64 | -9.36% | 13.75% | 44.02% | 652 | #9 |
| #31 | -151.22 | -15.12% | 17.41% | 16.08% | 566 | #9 |
| #32 | -97.78 | -9.78% | 12.04% | 7.00% | 457 | #9 |
| #33 | 43.97 | 4.40% | 9.01% | 79.08% | 650 | #4 |
| #34 | -160.11 | -16.01% | 17.02% | 34.78% | 736 | #9 |
| #35 | -32.39 | -3.24% | 8.87% | 17.28% | 515 | #10 |
| #36 | 6.24 | 0.62% | 9.32% | 67.26% | 672 | #4 |
| #37 | 24.29 | 2.43% | 7.53% | 76.80% | 832 | #8 |
| #38 | 176.87 | 17.69% | 8.16% | 88.83% | 752 | #3 |
| #39 | -4.67 | -0.47% | 11.10% | 18.33% | 742 | #3 |
| #40 | 164.76 | 16.48% | 6.50% | 85.35% | 710 | #4 |
| #41 | 100.56 | 10.06% | 6.96% | 80.37% | 652 | #4 |
| #42 | 49.58 | 4.96% | 10.01% | 78.77% | 650 | #3 |
| #43 | -45.25 | -4.52% | 8.94% | 16.17% | 841 | #10 |
| #44 | 15.13 | 1.51% | 8.18% | 73.91% | 548 | #5 |
| #45 | -16.29 | -1.63% | 12.93% | 21.36% | 735 | #3 |
| #46 | -177.88 | -17.79% | 19.07% | 4.12% | 728 | #10 |
| #47 | -125.25 | -12.53% | 14.23% | 13.54% | 805 | #9 |
| #48 | 162.92 | 16.29% | 7.86% | 83.48% | 787 | Winner |
| #49 | -43.81 | -4.38% | 8.34% | 29.66% | 789 | #7 |
| #50 | 99.24 | 9.92% | 8.78% | 86.59% | 701 | #4 |
| #51 | 44.93 | 4.49% | 9.10% | 92.10% | 772 | #4 |
| #52 | 20.15 | 2.01% | 8.03% | 79.88% | 681 | #2 |
| #53 | 153.01 | 15.30% | 8.97% | 86.16% | 672 | #3 |
| #54 | 3.40 | 0.34% | 8.90% | 50.00% | 466 | #6 |
| #55 | 177.48 | 17.75% | 10.60% | 77.16% | 858 | #3 |
| #56 | -116.71 | -11.67% | 18.56% | 38.00% | 529 | #7 |
| #57 | -37.81 | -3.78% | 9.23% | 22.82% | 653 | #6 |
| #58 | -100.08 | -10.01% | 10.76% | 42.32% | 716 | #10 |
| #59 | -173.84 | -17.38% | 17.57% | 29.61% | 645 | #9 |
| #60 | 15.48 | 1.55% | 9.28% | 69.32% | 818 | #7 |
| #61 | 153.50 | 15.35% | 9.78% | 89.67% | 755 | #3 |
| #62 | 98.88 | 9.89% | 9.38% | 89.05% | 639 | #6 |
| #63 | 163.28 | 16.33% | 5.41% | 91.03% | 602 | #3 |
| #64 | 87.52 | 8.75% | 8.35% | 84.85% | 680 | #5 |
| #65 | -92.75 | -9.28% | 14.01% | 18.05% | 770 | #8 |
| #66 | 5.18 | 0.52% | 8.69% | 40.26% | 621 | #6 |
| #67 | -100.41 | -10.04% | 10.45% | 24.93% | 750 | #9 |
| #68 | -55.65 | -5.56% | 9.23% | 19.32% | 502 | #10 |
| #69 | 49.68 | 4.97% | 6.53% | 90.27% | 781 | #7 |
| #70 | -47.45 | -4.75% | 8.10% | 33.82% | 689 | #5 |
| #71 | -26.41 | -2.64% | 11.81% | 25.43% | 519 | #8 |
| #72 | 66.45 | 6.65% | 8.05% | 87.64% | 825 | #6 |
| #73 | -48.14 | -4.81% | 9.41% | 18.69% | 658 | #5 |
| #74 | -26.53 | -2.65% | 8.21% | 27.47% | 677 | #7 |
| #75 | -124.37 | -12.44% | 17.34% | 19.10% | 623 | #8 |
| #76 | -62.51 | -6.25% | 13.00% | 23.28% | 713 | #7 |
| #77 | -97.31 | -9.73% | 9.91% | 8.60% | 860 | #4 |
| #78 | 131.23 | 13.12% | 8.28% | 86.73% | 663 | #3 |
| #79 | -135.27 | -13.53% | 13.54% | 22.68% | 732 | #9 |
| #80 | -97.26 | -9.73% | 13.58% | 40.72% | 555 | #9 |
| #81 | -5.42 | -0.54% | 7.82% | 42.67% | 771 | #8 |
| #82 | -6.70 | -0.67% | 7.80% | 40.80% | 473 | #6 |
| #83 | 63.59 | 6.36% | 7.71% | 64.21% | 556 | #5 |
| #84 | 9.49 | 0.95% | 9.00% | 29.65% | 688 | #6 |
| #85 | 220.97 | 22.10% | 10.20% | 83.87% | 589 | Winner |
| #86 | 113.28 | 11.33% | 6.28% | 92.49% | 759 | #4 |
| #87 | -72.95 | -7.30% | 8.59% | 19.59% | 689 | #9 |
| #88 | -157.42 | -15.74% | 18.27% | 42.43% | 707 | #9 |
| #89 | 161.49 | 16.15% | 6.74% | 87.29% | 716 | #3 |
| #90 | 36.44 | 3.64% | 7.41% | 84.78% | 690 | #4 |
| #91 | -49.96 | -5.00% | 10.53% | 5.95% | 807 | #5 |
| #92 | 75.21 | 7.52% | 8.15% | 86.67% | 525 | #3 |
| #93 | 177.85 | 17.79% | 8.35% | 70.97% | 782 | #3 |
| #94 | -156.59 | -15.66% | 15.81% | 25.75% | 796 | #9 |
| #95 | -77.31 | -7.73% | 9.85% | 42.97% | 612 | #9 |
| #96 | -21.90 | -2.19% | 8.80% | 42.77% | 692 | #5 |
| #97 | 143.71 | 14.37% | 7.18% | 84.54% | 679 | #2 |
| #98 | 159.91 | 15.99% | 8.75% | 91.66% | 767 | #2 |
| #99 | -7.39 | -0.74% | 9.41% | 23.78% | 656 | #7 |
| #100 | 204.08 | 20.41% | 6.33% | 87.86% | 560 | Winner |