ea · 100-run average
Straddle
🏆 2 wins / 100 · Profit rank #10 · DD rank #10
$-23.81
-2.38%
11.06%
29.64%
2 / 100
41.78%
$-2380.70
0
Simulation Analysis
How this EA behaved across all 100 independent market paths.
Observed across 100 independent market paths: Straddle ranked #10 of 10 — 2 wins, $-23.81 average profit, 12 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 29.64%, spread 24.58%), though 44 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $430.58).
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 | -6.72 | -0.67% | 6.37% | 27.13% | 129 | #7 |
| #2 | 76.59 | 7.66% | 6.82% | 69.88% | 166 | #2 |
| #3 | -33.31 | -3.33% | 9.14% | 27.61% | 134 | #7 |
| #4 | -94.46 | -9.45% | 11.04% | 34.23% | 111 | #8 |
| #5 | -52.32 | -5.23% | 8.03% | 41.18% | 102 | #7 |
| #6 | -238.90 | -23.89% | 24.47% | 45.71% | 140 | #10 |
| #7 | 109.01 | 10.90% | 5.06% | 61.70% | 94 | #7 |
| #8 | 24.03 | 2.40% | 8.27% | 47.92% | 144 | #6 |
| #9 | 167.99 | 16.80% | 6.61% | 67.23% | 119 | Winner |
| #10 | -21.68 | -2.17% | 8.48% | 7.19% | 153 | #9 |
| #11 | -42.19 | -4.22% | 8.62% | 32.59% | 135 | #6 |
| #12 | -28.61 | -2.86% | 8.77% | 8.47% | 177 | #8 |
| #13 | -123.89 | -12.39% | 12.91% | 3.20% | 125 | #9 |
| #14 | -253.71 | -25.37% | 29.64% | 41.36% | 162 | #10 |
| #15 | -158.57 | -15.86% | 17.78% | 28.95% | 114 | #10 |
| #16 | -169.73 | -16.97% | 18.40% | 17.36% | 144 | #10 |
| #17 | 99.38 | 9.94% | 7.25% | 47.87% | 94 | #3 |
| #18 | 28.91 | 2.89% | 7.91% | 52.63% | 114 | #5 |
| #19 | 41.09 | 4.11% | 7.29% | 61.45% | 83 | #4 |
| #20 | 114.69 | 11.47% | 7.59% | 66.48% | 176 | #5 |
| #21 | 82.69 | 8.27% | 5.82% | 59.18% | 98 | #3 |
| #22 | 24.55 | 2.46% | 8.06% | 61.38% | 145 | #4 |
| #23 | -18.19 | -1.82% | 6.23% | 24.04% | 104 | #6 |
| #24 | 130.82 | 13.08% | 8.37% | 61.84% | 152 | #5 |
| #25 | -106.82 | -10.68% | 11.24% | 4.86% | 144 | #9 |
| #26 | -137.01 | -13.70% | 13.70% | 4.43% | 158 | #10 |
| #27 | 51.81 | 5.18% | 8.03% | 58.40% | 125 | #7 |
| #28 | -214.60 | -21.46% | 24.10% | 23.21% | 168 | #10 |
| #29 | -44.77 | -4.48% | 8.72% | 39.08% | 87 | #9 |
| #30 | 26.95 | 2.70% | 7.32% | 65.49% | 142 | #4 |
| #31 | 27.97 | 2.80% | 7.16% | 60.53% | 114 | #6 |
| #32 | 150.02 | 15.00% | 8.09% | 61.27% | 142 | Winner |
| #33 | -85.84 | -8.58% | 10.65% | 46.15% | 91 | #9 |
| #34 | -72.94 | -7.29% | 9.24% | 26.45% | 155 | #10 |
| #35 | -153.99 | -15.40% | 17.02% | 37.63% | 93 | #10 |
| #36 | 68.47 | 6.85% | 5.84% | 55.80% | 181 | #5 |
| #37 | 102.44 | 10.24% | 6.59% | 48.75% | 80 | #6 |
| #38 | -128.07 | -12.81% | 14.18% | 42.34% | 137 | #10 |
| #39 | 97.29 | 9.73% | 8.09% | 48.10% | 79 | #4 |
| #40 | 26.60 | 2.66% | 8.18% | 59.82% | 112 | #7 |
| #41 | 157.25 | 15.73% | 7.43% | 66.13% | 124 | #2 |
| #42 | 49.99 | 5.00% | 10.39% | 49.61% | 127 | #5 |
| #43 | -40.81 | -4.08% | 8.04% | 34.95% | 103 | #7 |
| #44 | -48.31 | -4.83% | 8.64% | 16.78% | 149 | #9 |
| #45 | -103.29 | -10.33% | 10.91% | 29.52% | 105 | #9 |
| #46 | -143.95 | -14.40% | 18.89% | 9.49% | 158 | #9 |
| #47 | -32.74 | -3.27% | 10.41% | 28.43% | 102 | #10 |
| #48 | -11.01 | -1.10% | 7.87% | 36.22% | 196 | #7 |
| #49 | -152.86 | -15.29% | 17.76% | 31.78% | 129 | #10 |
| #50 | 128.62 | 12.86% | 6.88% | 67.48% | 123 | #5 |
| #51 | -110.82 | -11.08% | 13.20% | 45.59% | 136 | #9 |
| #52 | 85.75 | 8.58% | 8.02% | 65.54% | 148 | #4 |
| #53 | 153.98 | 15.40% | 6.91% | 63.78% | 127 | #4 |
| #54 | 172.24 | 17.22% | 8.39% | 68.59% | 191 | #2 |
| #55 | -26.55 | -2.66% | 7.98% | 23.30% | 103 | #7 |
| #56 | -89.52 | -8.95% | 8.95% | 3.87% | 181 | #7 |
| #57 | 21.08 | 2.11% | 6.54% | 44.58% | 83 | #7 |
| #58 | -210.99 | -21.10% | 21.10% | 40.88% | 181 | #10 |
| #59 | 125.45 | 12.55% | 5.69% | 69.79% | 96 | #4 |
| #60 | 97.14 | 9.71% | 8.25% | 68.18% | 176 | #4 |
| #61 | 49.42 | 4.94% | 7.37% | 57.66% | 137 | #7 |
| #62 | 169.60 | 16.96% | 6.17% | 66.11% | 180 | #2 |
| #63 | -92.58 | -9.26% | 9.26% | 13.73% | 102 | #9 |
| #64 | -181.00 | -18.10% | 20.71% | 14.18% | 141 | #10 |
| #65 | 59.69 | 5.97% | 6.89% | 45.87% | 109 | #5 |
| #66 | -3.12 | -0.31% | 7.01% | 21.67% | 120 | #9 |
| #67 | -185.09 | -18.51% | 19.58% | 30.95% | 84 | #10 |
| #68 | -217.45 | -21.74% | 24.40% | 39.22% | 153 | #10 |
| #69 | -154.01 | -15.40% | 20.13% | 16.67% | 90 | #10 |
| #70 | -217.42 | -21.74% | 22.11% | 32.00% | 125 | #10 |
| #71 | -197.58 | -19.76% | 19.76% | 43.75% | 96 | #10 |
| #72 | 18.55 | 1.86% | 8.70% | 46.90% | 113 | #8 |
| #73 | 90.81 | 9.08% | 7.69% | 68.09% | 141 | #5 |
| #74 | 119.74 | 11.97% | 7.52% | 54.44% | 180 | #2 |
| #75 | 75.02 | 7.50% | 6.32% | 64.06% | 128 | #5 |
| #76 | 143.21 | 14.32% | 7.02% | 66.67% | 171 | #2 |
| #77 | -195.66 | -19.57% | 20.35% | 20.00% | 120 | #10 |
| #78 | -188.06 | -18.81% | 20.70% | 25.00% | 152 | #10 |
| #79 | -95.63 | -9.56% | 11.20% | 41.35% | 133 | #9 |
| #80 | -28.85 | -2.89% | 9.32% | 35.07% | 134 | #5 |
| #81 | -199.67 | -19.97% | 21.13% | 31.62% | 117 | #10 |
| #82 | -13.78 | -1.38% | 7.70% | 26.43% | 140 | #3 |
| #83 | -124.21 | -12.42% | 13.28% | 43.57% | 140 | #10 |
| #84 | 65.87 | 6.59% | 8.09% | 66.14% | 189 | #8 |
| #85 | -97.10 | -9.71% | 14.15% | 15.29% | 157 | #9 |
| #86 | -162.48 | -16.25% | 18.78% | 40.30% | 134 | #10 |
| #87 | 109.25 | 10.93% | 7.30% | 56.64% | 143 | #7 |
| #88 | 29.53 | 2.95% | 8.40% | 62.26% | 106 | #5 |
| #89 | -154.36 | -15.44% | 18.56% | 45.00% | 140 | #10 |
| #90 | -185.39 | -18.54% | 20.53% | 5.98% | 117 | #9 |
| #91 | -99.32 | -9.93% | 10.38% | 25.53% | 94 | #8 |
| #92 | 103.98 | 10.40% | 6.93% | 66.91% | 139 | #4 |
| #93 | 176.87 | 17.69% | 7.45% | 59.29% | 113 | #2 |
| #94 | 46.43 | 4.64% | 8.07% | 61.04% | 154 | #4 |
| #95 | -70.62 | -7.06% | 8.06% | 42.37% | 118 | #9 |
| #96 | -69.17 | -6.92% | 8.29% | 23.91% | 138 | #9 |
| #97 | 110.96 | 11.10% | 8.56% | 58.16% | 141 | #6 |
| #98 | -149.35 | -14.93% | 16.90% | 16.45% | 152 | #10 |
| #99 | -10.87 | -1.09% | 5.58% | 27.86% | 140 | #6 |
| #100 | 57.51 | 5.75% | 5.97% | 56.47% | 85 | #6 |