ea · 100-run average
Ultimate Breakout System
🏆 5 wins / 100 · Profit rank #7 · DD rank #6
$12.11
4.04%
10.80%
26.51%
5 / 100
58.57%
$1210.93
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 — 5 wins, $12.11 average profit, 25 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 26.51%, spread 20.87%), though 61 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $158.93).
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 | 7.50 | 2.50% | 7.46% | 81.82% | 671 | #6 |
| #2 | 51.79 | 17.26% | 13.81% | 92.83% | 642 | #3 |
| #3 | -10.37 | -3.46% | 8.35% | 32.48% | 702 | #7 |
| #4 | -65.39 | -21.80% | 22.16% | 30.61% | 797 | #8 |
| #5 | -50.80 | -16.93% | 20.18% | 17.27% | 527 | #9 |
| #6 | -27.32 | -9.11% | 12.24% | 42.81% | 654 | #7 |
| #7 | 51.69 | 17.23% | 8.02% | 88.10% | 664 | #3 |
| #8 | 35.28 | 11.76% | 8.64% | 83.03% | 713 | #5 |
| #9 | -42.29 | -14.10% | 14.75% | 9.29% | 678 | #10 |
| #10 | 1.99 | 0.66% | 9.57% | 43.58% | 436 | #3 |
| #11 | -41.58 | -13.86% | 15.99% | 22.40% | 732 | #8 |
| #12 | -7.24 | -2.41% | 8.42% | 19.60% | 658 | #8 |
| #13 | 59.38 | 19.79% | 8.06% | 83.12% | 634 | #4 |
| #14 | 21.97 | 7.32% | 11.96% | 78.14% | 636 | #5 |
| #15 | 38.41 | 12.80% | 12.52% | 93.34% | 691 | #3 |
| #16 | 61.26 | 20.42% | 8.11% | 80.51% | 672 | #2 |
| #17 | 44.58 | 14.86% | 8.23% | 83.78% | 592 | #3 |
| #18 | -9.04 | -3.01% | 8.79% | 20.57% | 666 | #9 |
| #19 | -31.01 | -10.34% | 13.99% | 24.61% | 764 | #9 |
| #20 | 30.81 | 10.27% | 7.46% | 82.18% | 595 | #2 |
| #21 | -14.10 | -4.70% | 13.41% | 28.99% | 714 | #5 |
| #22 | -6.59 | -2.20% | 7.37% | 18.53% | 529 | #7 |
| #23 | 48.22 | 16.07% | 8.40% | 88.75% | 809 | #3 |
| #24 | -37.92 | -12.64% | 23.76% | 10.97% | 638 | #10 |
| #25 | 77.42 | 25.81% | 9.83% | 83.38% | 746 | Winner |
| #26 | -8.06 | -2.69% | 8.34% | 22.77% | 505 | #7 |
| #27 | 27.30 | 9.10% | 7.48% | 86.16% | 614 | #6 |
| #28 | -39.02 | -13.01% | 18.83% | 9.68% | 744 | #10 |
| #29 | 38.53 | 12.84% | 7.36% | 61.94% | 741 | #6 |
| #30 | -25.39 | -8.46% | 13.42% | 43.44% | 739 | #7 |
| #31 | -73.76 | -24.59% | 26.51% | 43.32% | 681 | #10 |
| #32 | 39.04 | 13.01% | 8.36% | 83.30% | 563 | #4 |
| #33 | -9.17 | -3.06% | 9.18% | 21.40% | 860 | #8 |
| #34 | 43.50 | 14.50% | 7.53% | 79.04% | 582 | #5 |
| #35 | 31.99 | 10.66% | 8.69% | 86.32% | 797 | #6 |
| #36 | 22.09 | 7.36% | 8.43% | 82.55% | 596 | #5 |
| #37 | -36.70 | -12.23% | 13.66% | 42.91% | 769 | #10 |
| #38 | -12.92 | -4.31% | 8.56% | 43.53% | 765 | #7 |
| #39 | 36.27 | 12.09% | 7.72% | 85.91% | 575 | #4 |
| #40 | 60.26 | 20.09% | 8.41% | 79.74% | 701 | #3 |
| #41 | 10.35 | 3.45% | 11.56% | 88.71% | 815 | #7 |
| #42 | 9.56 | 3.19% | 9.04% | 80.86% | 794 | #7 |
| #43 | 25.88 | 8.63% | 10.46% | 80.03% | 746 | #5 |
| #44 | 85.17 | 28.39% | 11.97% | 85.32% | 647 | Winner |
| #45 | 1.42 | 0.47% | 12.00% | 31.14% | 806 | #7 |
| #46 | -13.71 | -4.57% | 11.03% | 19.41% | 438 | #8 |
| #47 | 53.05 | 17.68% | 8.91% | 85.90% | 837 | #2 |
| #48 | 44.56 | 14.85% | 8.35% | 79.78% | 549 | #4 |
| #49 | -34.82 | -11.61% | 21.76% | 21.58% | 732 | #9 |
| #50 | 35.77 | 11.92% | 9.43% | 85.30% | 660 | #4 |
| #51 | 8.56 | 2.85% | 8.82% | 53.04% | 560 | #4 |
| #52 | 20.50 | 6.83% | 8.50% | 82.59% | 695 | #6 |
| #53 | 14.02 | 4.67% | 8.83% | 77.75% | 773 | #4 |
| #54 | 13.61 | 4.54% | 8.62% | 80.00% | 665 | #2 |
| #55 | 9.16 | 3.05% | 9.05% | 79.89% | 537 | #7 |
| #56 | 26.15 | 8.72% | 7.61% | 80.53% | 606 | #4 |
| #57 | -0.11 | -0.04% | 5.64% | 0.85% | 826 | #5 |
| #58 | 42.88 | 14.29% | 7.32% | 81.77% | 554 | #5 |
| #59 | 18.96 | 6.32% | 8.57% | 77.03% | 753 | #6 |
| #60 | -12.82 | -4.27% | 9.77% | 24.50% | 604 | #6 |
| #61 | 20.63 | 6.88% | 8.14% | 83.94% | 766 | #6 |
| #62 | 28.44 | 9.48% | 8.71% | 82.31% | 718 | #2 |
| #63 | -14.60 | -4.87% | 10.76% | 35.82% | 804 | #9 |
| #64 | -6.40 | -2.13% | 14.08% | 19.44% | 710 | #7 |
| #65 | 48.63 | 16.21% | 7.91% | 77.41% | 487 | #3 |
| #66 | -2.18 | -0.73% | 7.54% | 25.15% | 493 | #5 |
| #67 | -5.34 | -1.78% | 11.74% | 14.98% | 621 | #5 |
| #68 | 49.26 | 16.42% | 7.81% | 81.68% | 764 | #4 |
| #69 | -32.48 | -10.83% | 17.46% | 9.35% | 834 | #10 |
| #70 | 54.35 | 18.12% | 12.44% | 85.02% | 681 | Winner |
| #71 | -9.84 | -3.28% | 9.64% | 18.56% | 652 | #6 |
| #72 | -50.77 | -16.92% | 21.22% | 44.80% | 692 | #9 |
| #73 | 28.61 | 9.54% | 8.29% | 82.33% | 815 | #5 |
| #74 | -9.91 | -3.30% | 9.66% | 2.10% | 714 | #7 |
| #75 | 17.49 | 5.83% | 8.78% | 81.21% | 708 | #6 |
| #76 | 31.42 | 10.47% | 11.70% | 84.51% | 710 | #7 |
| #77 | 19.98 | 6.66% | 10.16% | 79.48% | 614 | #3 |
| #78 | 73.71 | 24.57% | 11.34% | 84.76% | 689 | Winner |
| #79 | 35.41 | 11.80% | 7.91% | 95.03% | 765 | #4 |
| #80 | -35.31 | -11.77% | 21.06% | 4.86% | 740 | #9 |
| #81 | -36.53 | -12.18% | 13.38% | 43.55% | 581 | #7 |
| #82 | -18.67 | -6.22% | 12.23% | 28.59% | 689 | #8 |
| #83 | 13.90 | 4.63% | 8.40% | 77.96% | 776 | #7 |
| #84 | -48.20 | -16.07% | 16.07% | 12.33% | 730 | #10 |
| #85 | -12.86 | -4.29% | 13.11% | 30.95% | 824 | #7 |
| #86 | 41.00 | 13.67% | 8.69% | 82.24% | 715 | #2 |
| #87 | -5.67 | -1.89% | 9.77% | 25.82% | 674 | #7 |
| #88 | 52.56 | 17.52% | 8.35% | 90.10% | 616 | #3 |
| #89 | 39.60 | 13.20% | 8.31% | 79.12% | 589 | #3 |
| #90 | 70.54 | 23.51% | 9.45% | 84.36% | 697 | #2 |
| #91 | 52.24 | 17.41% | 14.57% | 82.73% | 747 | #2 |
| #92 | 21.45 | 7.15% | 8.07% | 80.00% | 660 | #6 |
| #93 | -10.10 | -3.37% | 8.14% | 38.29% | 551 | #5 |
| #94 | 20.86 | 6.95% | 8.58% | 80.96% | 478 | #5 |
| #95 | 15.54 | 5.18% | 8.14% | 76.40% | 627 | #7 |
| #96 | 64.07 | 21.36% | 11.66% | 81.18% | 473 | Winner |
| #97 | 66.45 | 22.15% | 7.65% | 84.04% | 520 | #2 |
| #98 | 22.49 | 7.50% | 8.29% | 81.16% | 775 | #6 |
| #99 | 12.93 | 4.31% | 7.19% | 77.96% | 726 | #5 |
| #100 | -30.52 | -10.17% | 12.34% | 18.31% | 590 | #8 |