ea · 100-run average
Ultimate Breakout System
🏆 1 wins / 100 · Profit rank #8 · DD rank #9
$-6.36
-2.12%
12.50%
62.90%
1 / 100
51.00%
$-635.68
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 — 1 wins, $-6.36 average profit, 28 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: Large equity declines clustered in prolonged one-directional markets (peak 62.90%, spread 58.95%), though 51 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $174.27).
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 | 35.67 | 11.89% | 6.59% | 48.36% | 213 | #3 |
| #2 | 35.59 | 11.86% | 7.43% | 48.87% | 133 | #2 |
| #3 | 35.33 | 11.78% | 6.28% | 47.22% | 216 | #5 |
| #4 | 38.81 | 12.94% | 6.20% | 50.44% | 113 | Winner |
| #5 | 38.81 | 12.94% | 10.84% | 51.60% | 250 | #3 |
| #6 | 29.66 | 9.89% | 7.24% | 48.05% | 154 | #4 |
| #7 | -32.60 | -10.87% | 10.93% | 50.22% | 227 | #7 |
| #8 | 3.66 | 1.22% | 6.75% | 44.03% | 159 | #6 |
| #9 | -70.73 | -23.58% | 23.77% | 56.82% | 264 | #9 |
| #10 | -72.77 | -24.26% | 33.66% | 54.90% | 153 | #8 |
| #11 | -38.47 | -12.82% | 13.04% | 52.87% | 244 | #9 |
| #12 | -85.05 | -28.35% | 38.82% | 51.33% | 113 | #10 |
| #13 | -75.86 | -25.29% | 37.66% | 48.96% | 241 | #10 |
| #14 | 35.95 | 11.98% | 9.17% | 46.67% | 120 | #3 |
| #15 | 37.97 | 12.66% | 7.65% | 54.01% | 287 | #5 |
| #16 | 20.88 | 6.96% | 6.48% | 50.00% | 162 | #5 |
| #17 | 21.49 | 7.16% | 6.47% | 49.83% | 287 | #4 |
| #18 | 38.37 | 12.79% | 6.44% | 46.93% | 179 | #5 |
| #19 | 31.80 | 10.60% | 7.42% | 47.43% | 253 | #6 |
| #20 | 38.19 | 12.73% | 6.02% | 52.94% | 153 | #4 |
| #21 | -9.30 | -3.10% | 11.36% | 52.67% | 262 | #6 |
| #22 | 16.95 | 5.65% | 8.42% | 49.39% | 164 | #4 |
| #23 | 38.81 | 12.94% | 5.68% | 48.80% | 250 | #2 |
| #24 | -5.48 | -1.83% | 5.82% | 49.17% | 181 | #8 |
| #25 | 38.81 | 12.94% | 6.05% | 44.53% | 247 | #5 |
| #26 | 21.80 | 7.27% | 5.49% | 52.05% | 146 | #4 |
| #27 | 37.23 | 12.41% | 5.82% | 53.66% | 287 | #2 |
| #28 | -46.80 | -15.60% | 15.60% | 51.69% | 89 | #10 |
| #29 | 38.81 | 12.94% | 4.85% | 47.81% | 251 | #5 |
| #30 | -5.84 | -1.95% | 8.29% | 43.87% | 155 | #7 |
| #31 | 34.15 | 11.38% | 3.95% | 56.85% | 197 | #3 |
| #32 | -65.32 | -21.77% | 21.94% | 54.84% | 186 | #9 |
| #33 | -17.15 | -5.72% | 6.25% | 52.94% | 204 | #5 |
| #34 | 38.81 | 12.94% | 4.96% | 51.15% | 174 | #5 |
| #35 | -86.95 | -28.98% | 29.54% | 48.81% | 252 | #8 |
| #36 | 35.27 | 11.76% | 12.79% | 46.51% | 86 | #3 |
| #37 | -8.31 | -2.77% | 5.15% | 56.10% | 287 | #8 |
| #38 | -49.66 | -16.55% | 16.55% | 53.85% | 156 | #8 |
| #39 | 38.74 | 12.91% | 7.95% | 49.82% | 279 | #6 |
| #40 | -83.15 | -27.72% | 27.72% | 50.30% | 165 | #9 |
| #41 | 3.85 | 1.28% | 6.09% | 45.79% | 273 | #3 |
| #42 | 36.26 | 12.09% | 5.20% | 56.91% | 188 | #3 |
| #43 | -134.70 | -44.90% | 62.90% | 55.00% | 260 | #9 |
| #44 | -38.69 | -12.90% | 18.20% | 52.88% | 104 | #8 |
| #45 | 11.04 | 3.68% | 5.36% | 51.20% | 250 | #6 |
| #46 | 6.12 | 2.04% | 8.50% | 45.61% | 171 | #6 |
| #47 | -67.69 | -22.56% | 22.56% | 47.17% | 212 | #8 |
| #48 | -10.52 | -3.51% | 5.38% | 56.25% | 144 | #3 |
| #49 | 36.88 | 12.29% | 5.39% | 54.01% | 287 | #4 |
| #50 | -23.10 | -7.70% | 7.70% | 51.88% | 160 | #8 |
| #51 | 38.81 | 12.94% | 6.21% | 50.17% | 287 | #3 |
| #52 | -17.53 | -5.84% | 5.84% | 47.73% | 132 | #6 |
| #53 | -49.33 | -16.44% | 22.97% | 57.14% | 287 | #9 |
| #54 | -7.47 | -2.49% | 8.98% | 50.00% | 112 | #8 |
| #55 | 37.70 | 12.57% | 6.74% | 52.99% | 234 | #3 |
| #56 | 38.81 | 12.94% | 5.99% | 51.22% | 164 | #3 |
| #57 | -39.39 | -13.13% | 13.21% | 48.95% | 239 | #9 |
| #58 | -23.10 | -7.70% | 7.72% | 47.06% | 136 | #9 |
| #59 | -25.56 | -8.52% | 10.50% | 56.15% | 187 | #8 |
| #60 | 38.81 | 12.94% | 7.12% | 53.85% | 195 | #2 |
| #61 | -40.28 | -13.43% | 13.66% | 52.17% | 276 | #9 |
| #62 | 29.18 | 9.73% | 6.00% | 50.27% | 183 | #2 |
| #63 | 27.85 | 9.28% | 8.90% | 45.99% | 287 | #3 |
| #64 | -3.54 | -1.18% | 6.92% | 52.74% | 146 | #8 |
| #65 | 38.81 | 12.94% | 11.08% | 52.85% | 263 | #3 |
| #66 | -74.43 | -24.81% | 35.43% | 53.23% | 186 | #9 |
| #67 | -34.21 | -11.40% | 15.37% | 51.22% | 205 | #9 |
| #68 | 38.81 | 12.94% | 4.33% | 48.82% | 211 | #3 |
| #69 | -16.80 | -5.60% | 8.59% | 46.85% | 222 | #7 |
| #70 | 38.81 | 12.94% | 6.02% | 53.09% | 194 | #3 |
| #71 | 33.62 | 11.21% | 9.92% | 51.20% | 209 | #4 |
| #72 | 17.06 | 5.69% | 5.78% | 49.74% | 193 | #5 |
| #73 | -62.66 | -20.89% | 20.93% | 50.22% | 227 | #9 |
| #74 | 38.81 | 12.94% | 6.09% | 47.83% | 184 | #5 |
| #75 | 22.47 | 7.49% | 5.78% | 55.40% | 287 | #6 |
| #76 | -33.11 | -11.04% | 11.04% | 55.03% | 189 | #9 |
| #77 | -20.96 | -6.99% | 8.84% | 52.96% | 287 | #6 |
| #78 | 38.81 | 12.94% | 4.96% | 50.86% | 175 | #3 |
| #79 | 31.26 | 10.42% | 8.01% | 46.77% | 248 | #5 |
| #80 | -15.47 | -5.16% | 6.53% | 46.97% | 198 | #8 |
| #81 | -39.77 | -13.26% | 20.49% | 55.91% | 279 | #5 |
| #82 | -57.87 | -19.29% | 19.29% | 54.03% | 248 | #10 |
| #83 | -73.66 | -24.55% | 24.55% | 52.06% | 267 | #9 |
| #84 | 38.81 | 12.94% | 7.78% | 47.54% | 244 | #4 |
| #85 | 38.81 | 12.94% | 5.54% | 48.16% | 272 | #2 |
| #86 | -13.72 | -4.57% | 5.79% | 57.14% | 210 | #8 |
| #87 | -56.12 | -18.71% | 23.79% | 55.04% | 278 | #10 |
| #88 | 38.42 | 12.81% | 8.34% | 52.73% | 165 | #3 |
| #89 | -38.52 | -12.84% | 14.62% | 50.93% | 269 | #8 |
| #90 | -52.77 | -17.59% | 19.82% | 48.28% | 203 | #9 |
| #91 | 33.57 | 11.19% | 4.08% | 46.92% | 211 | #3 |
| #92 | -135.46 | -45.15% | 53.70% | 55.96% | 277 | #9 |
| #93 | 16.79 | 5.60% | 6.92% | 52.22% | 203 | #2 |
| #94 | -91.39 | -30.46% | 30.46% | 51.83% | 218 | #9 |
| #95 | -73.79 | -24.60% | 24.60% | 50.00% | 216 | #8 |
| #96 | 32.14 | 10.71% | 6.50% | 45.56% | 259 | #2 |
| #97 | -27.07 | -9.02% | 11.24% | 57.09% | 282 | #10 |
| #98 | 38.81 | 12.94% | 7.30% | 52.32% | 237 | #3 |
| #99 | -53.13 | -17.71% | 17.78% | 52.87% | 261 | #9 |
| #100 | -53.11 | -17.70% | 17.87% | 50.85% | 177 | #10 |