ea · 100-run average
Ultimate Breakout System
🏆 7 wins / 100 · Profit rank #6 · DD rank #6
$23.70
2.37%
10.14%
32.99%
7 / 100
53.55%
$2370.49
0
Simulation Analysis
How this EA behaved across all 100 independent market paths.
Observed across 100 independent market paths: Ultimate Breakout System ranked #6 of 10 — 7 wins, $23.70 average profit, 27 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 32.99%, spread 28.72%), though 54 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $600.61).
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 | 27.23 | 2.72% | 8.10% | 75.77% | 652 | #4 |
| #2 | 11.74 | 1.17% | 10.97% | 77.46% | 692 | #8 |
| #3 | 21.07 | 2.11% | 6.71% | 68.79% | 644 | #7 |
| #4 | 109.82 | 10.98% | 9.21% | 75.25% | 788 | #2 |
| #5 | 140.95 | 14.09% | 8.31% | 87.45% | 685 | #4 |
| #6 | -2.95 | -0.30% | 7.80% | 20.68% | 740 | #5 |
| #7 | -12.07 | -1.21% | 9.32% | 43.21% | 567 | #7 |
| #8 | 194.13 | 19.41% | 10.84% | 80.35% | 687 | Winner |
| #9 | -119.56 | -11.96% | 16.11% | 25.12% | 617 | #7 |
| #10 | -178.08 | -17.81% | 21.16% | 7.64% | 589 | #10 |
| #11 | 97.67 | 9.77% | 7.27% | 79.39% | 689 | #6 |
| #12 | 141.33 | 14.13% | 7.68% | 61.84% | 718 | #3 |
| #13 | 71.44 | 7.14% | 8.30% | 80.94% | 682 | #5 |
| #14 | 18.99 | 1.90% | 7.36% | 67.50% | 717 | #6 |
| #15 | -153.42 | -15.34% | 16.65% | 9.55% | 649 | #9 |
| #16 | -50.87 | -5.09% | 8.51% | 25.62% | 730 | #8 |
| #17 | -23.60 | -2.36% | 9.35% | 21.79% | 624 | #7 |
| #18 | 26.75 | 2.68% | 8.23% | 75.49% | 616 | #3 |
| #19 | -59.17 | -5.92% | 9.54% | 43.38% | 733 | #6 |
| #20 | -38.17 | -3.82% | 9.09% | 23.10% | 632 | #4 |
| #21 | 172.19 | 17.22% | 7.70% | 83.38% | 734 | #5 |
| #22 | 112.97 | 11.30% | 10.44% | 77.34% | 684 | #7 |
| #23 | -25.93 | -2.59% | 10.20% | 16.84% | 689 | #5 |
| #24 | 13.08 | 1.31% | 7.22% | 78.34% | 674 | #6 |
| #25 | 289.05 | 28.91% | 7.81% | 92.79% | 777 | #4 |
| #26 | 71.84 | 7.18% | 8.60% | 88.19% | 542 | #3 |
| #27 | 41.29 | 4.13% | 8.18% | 81.36% | 617 | #6 |
| #28 | -18.72 | -1.87% | 8.98% | 18.05% | 676 | #5 |
| #29 | 139.49 | 13.95% | 9.80% | 86.02% | 665 | #3 |
| #30 | -138.72 | -13.87% | 17.53% | 19.29% | 731 | #8 |
| #31 | 40.65 | 4.06% | 8.30% | 80.74% | 779 | #2 |
| #32 | -28.57 | -2.86% | 10.08% | 23.24% | 469 | #8 |
| #33 | 218.23 | 21.82% | 8.10% | 77.03% | 762 | Winner |
| #34 | 116.75 | 11.68% | 7.40% | 85.87% | 630 | #3 |
| #35 | -158.36 | -15.84% | 17.73% | 30.21% | 801 | #9 |
| #36 | 20.46 | 2.05% | 8.97% | 73.11% | 714 | #6 |
| #37 | 4.83 | 0.48% | 7.64% | 23.10% | 762 | #8 |
| #38 | -64.31 | -6.43% | 8.87% | 15.89% | 604 | #2 |
| #39 | 60.46 | 6.05% | 10.12% | 78.34% | 674 | #5 |
| #40 | 7.12 | 0.71% | 9.41% | 45.48% | 730 | #5 |
| #41 | -162.81 | -16.28% | 16.73% | 25.63% | 710 | #10 |
| #42 | 76.09 | 7.61% | 8.17% | 87.86% | 651 | #7 |
| #43 | -46.35 | -4.64% | 9.55% | 20.73% | 820 | #7 |
| #44 | 188.82 | 18.88% | 12.53% | 90.11% | 637 | #3 |
| #45 | 205.79 | 20.58% | 8.06% | 89.81% | 795 | #2 |
| #46 | 156.62 | 15.66% | 7.84% | 87.67% | 681 | #3 |
| #47 | 138.52 | 13.85% | 9.59% | 82.20% | 618 | #8 |
| #48 | 106.07 | 10.61% | 8.23% | 87.65% | 818 | #6 |
| #49 | 224.99 | 22.50% | 4.27% | 88.38% | 740 | Winner |
| #50 | -26.92 | -2.69% | 7.99% | 37.95% | 672 | #7 |
| #51 | -89.52 | -8.95% | 9.04% | 23.09% | 732 | #8 |
| #52 | -15.49 | -1.55% | 8.12% | 14.20% | 789 | #6 |
| #53 | -3.80 | -0.38% | 9.71% | 17.49% | 749 | #5 |
| #54 | 123.92 | 12.39% | 7.02% | 86.29% | 642 | #4 |
| #55 | 137.62 | 13.76% | 9.51% | 86.28% | 736 | #2 |
| #56 | -142.53 | -14.25% | 15.24% | 40.53% | 644 | #8 |
| #57 | 39.59 | 3.96% | 8.00% | 73.24% | 695 | #3 |
| #58 | -113.64 | -11.36% | 13.93% | 21.80% | 633 | #8 |
| #59 | 27.85 | 2.79% | 8.97% | 74.30% | 860 | #6 |
| #60 | -5.10 | -0.51% | 7.45% | 37.09% | 728 | #6 |
| #61 | -54.47 | -5.45% | 8.39% | 4.33% | 508 | #9 |
| #62 | -107.79 | -10.78% | 10.82% | 30.97% | 733 | #7 |
| #63 | 126.28 | 12.63% | 7.95% | 88.61% | 808 | #2 |
| #64 | -4.62 | -0.46% | 8.43% | 33.80% | 568 | #5 |
| #65 | 108.45 | 10.85% | 9.06% | 88.37% | 705 | #3 |
| #66 | -8.47 | -0.85% | 7.63% | 16.03% | 599 | #5 |
| #67 | -138.45 | -13.84% | 15.30% | 43.25% | 793 | #8 |
| #68 | -44.42 | -4.44% | 12.00% | 32.39% | 568 | #7 |
| #69 | -307.45 | -30.75% | 32.99% | 21.05% | 860 | #10 |
| #70 | 152.51 | 15.25% | 6.09% | 78.34% | 628 | #3 |
| #71 | 112.84 | 11.28% | 6.52% | 88.58% | 744 | #4 |
| #72 | -10.04 | -1.00% | 7.30% | 17.94% | 680 | #5 |
| #73 | -98.44 | -9.84% | 10.93% | 3.79% | 819 | #6 |
| #74 | -59.36 | -5.94% | 9.21% | 16.17% | 606 | #7 |
| #75 | 97.24 | 9.72% | 9.69% | 77.28% | 691 | #5 |
| #76 | -125.91 | -12.59% | 13.62% | 38.79% | 807 | #9 |
| #77 | 174.13 | 17.41% | 8.36% | 73.90% | 751 | #4 |
| #78 | 169.18 | 16.92% | 8.52% | 89.64% | 676 | #5 |
| #79 | -83.30 | -8.33% | 10.41% | 21.23% | 603 | #9 |
| #80 | -86.14 | -8.61% | 9.36% | 45.07% | 548 | #6 |
| #81 | -165.89 | -16.59% | 16.71% | 3.84% | 755 | #8 |
| #82 | -39.10 | -3.91% | 9.50% | 21.45% | 550 | #8 |
| #83 | -117.96 | -11.80% | 12.92% | 7.10% | 789 | #8 |
| #84 | -17.94 | -1.79% | 8.84% | 20.00% | 735 | #5 |
| #85 | 192.66 | 19.27% | 7.19% | 76.23% | 732 | Winner |
| #86 | 218.51 | 21.85% | 6.83% | 90.58% | 711 | Winner |
| #87 | 98.62 | 9.86% | 10.25% | 89.58% | 787 | #2 |
| #88 | 89.46 | 8.95% | 5.99% | 79.02% | 610 | #4 |
| #89 | -222.55 | -22.26% | 30.73% | 17.25% | 800 | #9 |
| #90 | 231.05 | 23.11% | 7.01% | 65.84% | 770 | #3 |
| #91 | 174.61 | 17.46% | 7.22% | 88.18% | 804 | Winner |
| #92 | 184.16 | 18.42% | 7.52% | 88.15% | 675 | #2 |
| #93 | -147.99 | -14.80% | 17.41% | 40.45% | 707 | #10 |
| #94 | -134.02 | -13.40% | 14.33% | 24.88% | 643 | #10 |
| #95 | -116.38 | -11.64% | 13.74% | 46.75% | 676 | #9 |
| #96 | -45.62 | -4.56% | 8.03% | 18.42% | 733 | #8 |
| #97 | 293.16 | 29.32% | 9.55% | 82.26% | 733 | Winner |
| #98 | 88.92 | 8.89% | 7.22% | 84.93% | 730 | #4 |
| #99 | 0.35 | 0.03% | 6.69% | 22.53% | 719 | #6 |
| #100 | 77.92 | 7.79% | 10.12% | 81.15% | 716 | #3 |