ea · 100-run average
Ultimate Breakout System
🏆 6 wins / 100 · Profit rank #5 · DD rank #7
$-39.70
-3.97%
11.22%
46.22%
6 / 100
50.86%
$-3969.55
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 6 wins and $-39.70 average profit.
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 46.22%, spread 44.51%), though 47 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $591.61).
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 | 105.39 | 10.54% | 4.80% | 45.64% | 241 | Winner |
| #2 | -262.65 | -26.27% | 26.33% | 56.88% | 218 | #10 |
| #3 | -17.18 | -1.72% | 4.33% | 55.07% | 207 | #6 |
| #4 | -260.03 | -26.00% | 26.00% | 52.89% | 242 | #10 |
| #5 | -168.94 | -16.89% | 16.97% | 51.06% | 188 | #8 |
| #6 | 129.38 | 12.94% | 2.96% | 46.67% | 270 | #2 |
| #7 | -124.59 | -12.46% | 12.46% | 46.83% | 252 | #9 |
| #8 | 114.14 | 11.41% | 2.05% | 53.75% | 253 | Winner |
| #9 | 117.48 | 11.75% | 7.98% | 51.38% | 218 | #3 |
| #10 | -462.23 | -46.22% | 46.22% | 52.14% | 234 | #10 |
| #11 | -123.12 | -12.31% | 13.43% | 50.20% | 253 | #9 |
| #12 | -284.49 | -28.45% | 28.46% | 48.12% | 266 | #9 |
| #13 | 11.36 | 1.14% | 2.72% | 53.67% | 177 | #5 |
| #14 | -48.34 | -4.83% | 4.94% | 55.20% | 250 | #5 |
| #15 | -249.61 | -24.96% | 25.15% | 53.00% | 200 | #9 |
| #16 | -21.19 | -2.12% | 7.03% | 51.17% | 256 | #6 |
| #17 | -110.37 | -11.04% | 11.25% | 49.13% | 287 | #6 |
| #18 | -215.23 | -21.52% | 21.52% | 47.01% | 251 | #10 |
| #19 | 129.38 | 12.94% | 1.75% | 53.39% | 221 | #2 |
| #20 | 129.38 | 12.94% | 2.47% | 51.92% | 287 | Winner |
| #21 | -307.57 | -30.76% | 38.39% | 52.08% | 265 | #10 |
| #22 | 114.05 | 11.41% | 5.74% | 46.30% | 162 | #3 |
| #23 | 129.38 | 12.94% | 6.94% | 45.99% | 287 | #2 |
| #24 | -188.49 | -18.85% | 18.85% | 56.83% | 227 | #7 |
| #25 | 121.30 | 12.13% | 4.04% | 52.38% | 231 | #3 |
| #26 | 20.51 | 2.05% | 3.36% | 50.00% | 212 | #7 |
| #27 | -103.68 | -10.37% | 10.57% | 51.20% | 250 | #7 |
| #28 | 114.88 | 11.49% | 4.06% | 47.04% | 287 | #6 |
| #29 | 129.38 | 12.94% | 13.61% | 46.81% | 235 | #2 |
| #30 | -260.57 | -26.06% | 26.29% | 56.03% | 282 | #9 |
| #31 | -88.22 | -8.82% | 11.32% | 54.01% | 287 | #6 |
| #32 | 18.43 | 1.84% | 4.83% | 52.06% | 267 | #8 |
| #33 | 105.91 | 10.59% | 5.28% | 50.20% | 251 | #6 |
| #34 | 41.54 | 4.15% | 3.09% | 45.07% | 213 | #4 |
| #35 | 25.32 | 2.53% | 1.71% | 55.05% | 287 | #6 |
| #36 | -14.86 | -1.49% | 3.94% | 52.42% | 248 | #8 |
| #37 | 72.67 | 7.27% | 1.83% | 49.73% | 183 | #6 |
| #38 | 34.94 | 3.49% | 2.57% | 48.31% | 236 | #4 |
| #39 | 129.38 | 12.94% | 2.78% | 45.76% | 177 | #3 |
| #40 | -304.11 | -30.41% | 31.03% | 47.04% | 287 | #10 |
| #41 | -122.62 | -12.26% | 12.45% | 56.02% | 216 | #7 |
| #42 | -138.08 | -13.81% | 15.93% | 53.98% | 176 | #9 |
| #43 | 129.38 | 12.94% | 9.60% | 51.89% | 264 | #2 |
| #44 | -296.73 | -29.67% | 29.67% | 50.18% | 271 | #10 |
| #45 | 122.73 | 12.27% | 5.82% | 47.54% | 284 | #6 |
| #46 | -45.52 | -4.55% | 5.45% | 56.81% | 213 | #5 |
| #47 | 22.19 | 2.22% | 4.23% | 52.44% | 246 | #4 |
| #48 | 44.41 | 4.44% | 2.89% | 49.08% | 163 | #6 |
| #49 | 115.77 | 11.58% | 4.11% | 50.85% | 236 | #2 |
| #50 | 86.81 | 8.68% | 3.59% | 46.35% | 233 | #4 |
| #51 | 129.38 | 12.94% | 5.93% | 47.18% | 248 | Winner |
| #52 | 103.82 | 10.38% | 4.53% | 53.99% | 276 | #5 |
| #53 | 22.77 | 2.28% | 5.23% | 50.98% | 204 | #3 |
| #54 | -52.43 | -5.24% | 6.02% | 52.16% | 255 | #7 |
| #55 | -293.23 | -29.32% | 29.42% | 50.00% | 204 | #10 |
| #56 | -120.45 | -12.05% | 12.37% | 48.12% | 239 | #8 |
| #57 | -116.47 | -11.65% | 12.82% | 56.96% | 230 | #7 |
| #58 | 120.58 | 12.06% | 11.12% | 51.93% | 181 | #3 |
| #59 | -13.86 | -1.39% | 5.05% | 50.00% | 208 | #5 |
| #60 | -86.31 | -8.63% | 8.86% | 50.92% | 218 | #6 |
| #61 | -61.69 | -6.17% | 6.35% | 49.13% | 287 | #8 |
| #62 | -59.74 | -5.97% | 10.42% | 46.92% | 211 | #5 |
| #63 | -105.26 | -10.53% | 12.07% | 55.87% | 247 | #6 |
| #64 | -188.97 | -18.90% | 18.90% | 53.77% | 212 | #7 |
| #65 | -187.22 | -18.72% | 21.61% | 51.94% | 258 | #8 |
| #66 | 77.08 | 7.71% | 3.37% | 47.22% | 216 | #5 |
| #67 | -5.48 | -0.55% | 3.96% | 45.49% | 233 | #4 |
| #68 | 129.38 | 12.94% | 1.90% | 54.00% | 200 | #2 |
| #69 | 31.65 | 3.16% | 4.91% | 53.00% | 283 | #4 |
| #70 | -206.16 | -20.62% | 20.68% | 52.91% | 189 | #8 |
| #71 | -284.66 | -28.47% | 28.47% | 50.87% | 287 | #10 |
| #72 | -308.59 | -30.86% | 30.99% | 48.89% | 135 | #10 |
| #73 | -12.91 | -1.29% | 4.21% | 47.04% | 287 | #9 |
| #74 | -60.54 | -6.05% | 6.07% | 55.74% | 183 | #5 |
| #75 | 33.73 | 3.37% | 3.48% | 51.33% | 226 | #7 |
| #76 | -36.23 | -3.62% | 5.61% | 52.07% | 217 | #5 |
| #77 | -42.95 | -4.30% | 4.75% | 50.22% | 223 | #7 |
| #78 | -293.09 | -29.31% | 29.31% | 48.17% | 191 | #8 |
| #79 | -11.73 | -1.17% | 3.49% | 54.71% | 276 | #7 |
| #80 | 119.07 | 11.91% | 7.28% | 55.07% | 227 | #5 |
| #81 | 41.03 | 4.10% | 1.96% | 49.74% | 193 | #6 |
| #82 | -137.11 | -13.71% | 14.01% | 51.27% | 158 | #8 |
| #83 | 129.38 | 12.94% | 7.98% | 46.41% | 237 | Winner |
| #84 | 129.38 | 12.94% | 7.66% | 45.45% | 154 | Winner |
| #85 | 119.33 | 11.93% | 1.73% | 53.36% | 238 | #5 |
| #86 | -14.76 | -1.48% | 4.64% | 53.68% | 136 | #7 |
| #87 | -41.89 | -4.19% | 5.18% | 52.13% | 282 | #3 |
| #88 | 119.05 | 11.91% | 5.29% | 46.26% | 147 | #3 |
| #89 | 116.48 | 11.65% | 5.91% | 45.63% | 263 | #3 |
| #90 | 129.38 | 12.94% | 5.09% | 56.90% | 174 | #2 |
| #91 | -346.54 | -34.65% | 34.72% | 54.98% | 251 | #10 |
| #92 | -267.89 | -26.79% | 26.79% | 53.05% | 164 | #8 |
| #93 | 28.74 | 2.87% | 4.40% | 51.09% | 229 | #4 |
| #94 | 128.34 | 12.83% | 4.62% | 44.44% | 126 | #5 |
| #95 | -232.98 | -23.30% | 23.39% | 47.06% | 221 | #8 |
| #96 | -219.95 | -21.99% | 22.14% | 56.25% | 144 | #8 |
| #97 | 120.74 | 12.07% | 2.01% | 51.75% | 257 | #3 |
| #98 | 105.19 | 10.52% | 6.52% | 47.79% | 136 | #2 |
| #99 | -321.41 | -32.14% | 38.91% | 50.17% | 287 | #8 |
| #100 | 129.38 | 12.94% | 6.91% | 47.01% | 134 | #2 |