ea · 100-run average
Ultimate Breakout System
🏆 6 wins / 100 · Profit rank #8 · DD rank #4
$15.75
5.25%
9.82%
22.77%
6 / 100
61.47%
$1574.59
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 — 6 wins, $15.75 average profit, 26 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 22.77%, spread 18.42%), though 63 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $146.12).
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 | 3.46 | 1.15% | 8.86% | 46.13% | 659 | #6 |
| #2 | 59.30 | 19.77% | 9.33% | 97.11% | 726 | #2 |
| #3 | -29.94 | -9.98% | 10.84% | 44.04% | 679 | #7 |
| #4 | 3.14 | 1.05% | 8.66% | 48.08% | 624 | #7 |
| #5 | 45.13 | 15.04% | 12.83% | 80.18% | 656 | #6 |
| #6 | 45.14 | 15.05% | 7.97% | 84.69% | 640 | #3 |
| #7 | -3.39 | -1.13% | 8.44% | 22.74% | 598 | #6 |
| #8 | -16.93 | -5.64% | 11.02% | 41.45% | 538 | #9 |
| #9 | 40.50 | 13.50% | 11.87% | 81.82% | 660 | #4 |
| #10 | 33.65 | 11.22% | 8.16% | 84.67% | 685 | #2 |
| #11 | -0.24 | -0.08% | 5.10% | 13.62% | 705 | #7 |
| #12 | -31.52 | -10.51% | 18.69% | 44.09% | 728 | #8 |
| #13 | 30.92 | 10.31% | 8.77% | 83.33% | 678 | #6 |
| #14 | 24.54 | 8.18% | 8.93% | 81.77% | 757 | #7 |
| #15 | -14.82 | -4.94% | 8.72% | 42.02% | 633 | #8 |
| #16 | 31.84 | 10.61% | 8.82% | 85.31% | 701 | #6 |
| #17 | 34.89 | 11.63% | 8.53% | 84.56% | 693 | #5 |
| #18 | 40.21 | 13.40% | 9.48% | 83.12% | 634 | #5 |
| #19 | -3.43 | -1.14% | 7.73% | 34.75% | 659 | #6 |
| #20 | 58.45 | 19.48% | 9.17% | 80.35% | 677 | #3 |
| #21 | 41.05 | 13.68% | 8.47% | 82.71% | 717 | #2 |
| #22 | -26.51 | -8.84% | 9.83% | 37.07% | 634 | #9 |
| #23 | -5.40 | -1.80% | 9.40% | 26.49% | 619 | #7 |
| #24 | 37.23 | 12.41% | 9.29% | 83.87% | 744 | #3 |
| #25 | 50.04 | 16.68% | 10.07% | 84.84% | 673 | #2 |
| #26 | 45.73 | 15.24% | 8.77% | 81.57% | 635 | #5 |
| #27 | 59.21 | 19.74% | 7.69% | 97.09% | 688 | #2 |
| #28 | 47.32 | 15.77% | 7.95% | 82.00% | 750 | #4 |
| #29 | 18.94 | 6.31% | 6.53% | 78.01% | 482 | #4 |
| #30 | -8.45 | -2.82% | 9.01% | 39.54% | 483 | #5 |
| #31 | 41.37 | 13.79% | 9.16% | 95.45% | 682 | #4 |
| #32 | 55.92 | 18.64% | 8.04% | 83.06% | 602 | #4 |
| #33 | 6.48 | 2.16% | 7.97% | 77.96% | 667 | #10 |
| #34 | -3.97 | -1.32% | 8.45% | 16.12% | 707 | #8 |
| #35 | 26.58 | 8.86% | 8.05% | 90.90% | 725 | #4 |
| #36 | 19.11 | 6.37% | 7.35% | 76.85% | 704 | #6 |
| #37 | -11.12 | -3.71% | 9.50% | 36.87% | 499 | #9 |
| #38 | 12.04 | 4.01% | 7.49% | 69.94% | 702 | #6 |
| #39 | 61.98 | 20.66% | 9.93% | 86.01% | 686 | Winner |
| #40 | -14.74 | -4.91% | 8.23% | 15.75% | 635 | #6 |
| #41 | 29.92 | 9.97% | 4.35% | 83.99% | 712 | #3 |
| #42 | -19.81 | -6.60% | 12.34% | 24.96% | 653 | #6 |
| #43 | 26.76 | 8.92% | 8.04% | 59.90% | 616 | #5 |
| #44 | -38.15 | -12.72% | 17.47% | 1.78% | 673 | #9 |
| #45 | -2.97 | -0.99% | 8.32% | 26.09% | 506 | #9 |
| #46 | 3.92 | 1.31% | 9.33% | 54.28% | 654 | #5 |
| #47 | 26.70 | 8.90% | 8.49% | 84.00% | 625 | #4 |
| #48 | -40.30 | -13.43% | 14.89% | 41.19% | 721 | #9 |
| #49 | 43.86 | 14.62% | 10.33% | 86.14% | 642 | #2 |
| #50 | 20.83 | 6.94% | 8.57% | 91.02% | 679 | #4 |
| #51 | 18.34 | 6.11% | 10.63% | 82.29% | 706 | #6 |
| #52 | 75.66 | 25.22% | 8.13% | 83.49% | 636 | #2 |
| #53 | 2.66 | 0.89% | 8.09% | 43.22% | 678 | #3 |
| #54 | 19.81 | 6.60% | 9.93% | 83.99% | 681 | #5 |
| #55 | -58.06 | -19.35% | 20.54% | 24.10% | 722 | #9 |
| #56 | 31.92 | 10.64% | 11.61% | 77.69% | 726 | #5 |
| #57 | -25.76 | -8.59% | 15.94% | 6.25% | 544 | #8 |
| #58 | 76.17 | 25.39% | 7.46% | 86.78% | 537 | Winner |
| #59 | 56.01 | 18.67% | 7.17% | 85.31% | 524 | #3 |
| #60 | 14.99 | 5.00% | 9.25% | 77.95% | 771 | #7 |
| #61 | 38.23 | 12.74% | 8.13% | 89.28% | 709 | #4 |
| #62 | -2.94 | -0.98% | 7.89% | 25.00% | 588 | #8 |
| #63 | -13.13 | -4.38% | 13.78% | 38.88% | 751 | #10 |
| #64 | -18.09 | -6.03% | 11.29% | 21.30% | 676 | #8 |
| #65 | 33.80 | 11.27% | 8.03% | 91.09% | 595 | #3 |
| #66 | -49.61 | -16.54% | 21.84% | 18.10% | 641 | #8 |
| #67 | 67.58 | 22.53% | 9.16% | 85.57% | 679 | Winner |
| #68 | 26.63 | 8.88% | 8.55% | 92.02% | 451 | #3 |
| #69 | 24.01 | 8.00% | 8.25% | 90.17% | 712 | #6 |
| #70 | 71.87 | 23.96% | 7.56% | 80.53% | 714 | Winner |
| #71 | -63.15 | -21.05% | 22.77% | 35.60% | 722 | #9 |
| #72 | -7.47 | -2.49% | 9.32% | 42.42% | 679 | #7 |
| #73 | 29.91 | 9.97% | 7.67% | 82.23% | 698 | #3 |
| #74 | 49.65 | 16.55% | 8.37% | 91.15% | 599 | #4 |
| #75 | 22.40 | 7.47% | 8.47% | 85.29% | 707 | #7 |
| #76 | -21.33 | -7.11% | 17.29% | 47.57% | 658 | #10 |
| #77 | -22.19 | -7.40% | 12.29% | 33.98% | 518 | #7 |
| #78 | -16.23 | -5.41% | 10.05% | 33.16% | 763 | #8 |
| #79 | 0.08 | 0.03% | 9.09% | 45.56% | 676 | #7 |
| #80 | 38.28 | 12.76% | 6.30% | 83.46% | 677 | #5 |
| #81 | -12.47 | -4.16% | 8.22% | 24.54% | 546 | #9 |
| #82 | 14.88 | 4.96% | 10.45% | 79.69% | 635 | #6 |
| #83 | 54.06 | 18.02% | 8.32% | 84.03% | 808 | #2 |
| #84 | -45.09 | -15.03% | 16.71% | 9.00% | 711 | #10 |
| #85 | 27.15 | 9.05% | 8.41% | 83.57% | 560 | #4 |
| #86 | 9.35 | 3.12% | 9.68% | 63.86% | 534 | #5 |
| #87 | -12.59 | -4.20% | 8.11% | 14.43% | 575 | #9 |
| #88 | 20.46 | 6.82% | 7.94% | 68.60% | 774 | #6 |
| #89 | -23.99 | -8.00% | 9.84% | 35.19% | 628 | #7 |
| #90 | -29.77 | -9.92% | 10.67% | 44.43% | 619 | #7 |
| #91 | 82.97 | 27.66% | 10.74% | 79.58% | 715 | Winner |
| #92 | -8.82 | -2.94% | 8.95% | 37.60% | 609 | #8 |
| #93 | -0.75 | -0.25% | 7.85% | 25.60% | 711 | #6 |
| #94 | 59.31 | 19.77% | 9.47% | 92.78% | 748 | #3 |
| #95 | 45.09 | 15.03% | 9.86% | 80.78% | 796 | #2 |
| #96 | -26.27 | -8.76% | 10.63% | 22.05% | 830 | #8 |
| #97 | -5.70 | -1.90% | 8.34% | 20.83% | 648 | #5 |
| #98 | 80.85 | 26.95% | 8.05% | 86.62% | 568 | Winner |
| #99 | 68.16 | 22.72% | 11.21% | 89.40% | 679 | #2 |
| #100 | 23.25 | 7.75% | 8.52% | 81.67% | 753 | #5 |