ea · 100-run average
Ultimate Breakout System
🏆 4 wins / 100 · Profit rank #9 · DD rank #9
$20.54
2.05%
9.96%
23.93%
4 / 100
55.85%
$2054.15
0
Simulation Analysis
How this EA behaved across all 100 independent market paths.
Observed across 100 independent market paths: Ultimate Breakout System ranked #9 of 10 — 4 wins, $20.54 average profit, 28 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 23.93%, spread 18.58%), though 59 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $411.31).
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 | 2.33 | 0.23% | 7.34% | 25.92% | 706 | #6 |
| #2 | 49.37 | 4.94% | 10.68% | 84.68% | 692 | #3 |
| #3 | 109.65 | 10.97% | 7.62% | 87.57% | 676 | #2 |
| #4 | -203.58 | -20.36% | 20.36% | 15.74% | 737 | #10 |
| #5 | -36.02 | -3.60% | 7.79% | 22.01% | 618 | #6 |
| #6 | 195.20 | 19.52% | 5.35% | 75.53% | 707 | #2 |
| #7 | 24.82 | 2.48% | 7.99% | 78.10% | 685 | #8 |
| #8 | 107.31 | 10.73% | 8.08% | 76.71% | 700 | #2 |
| #9 | -68.68 | -6.87% | 8.03% | 19.12% | 706 | #8 |
| #10 | 14.83 | 1.48% | 9.29% | 42.31% | 676 | #6 |
| #11 | -183.07 | -18.31% | 23.93% | 30.72% | 599 | #10 |
| #12 | 30.84 | 3.08% | 9.68% | 81.77% | 724 | #4 |
| #13 | 185.78 | 18.58% | 5.74% | 85.73% | 708 | Winner |
| #14 | 92.91 | 9.29% | 10.26% | 91.53% | 720 | #3 |
| #15 | 100.77 | 10.08% | 7.27% | 84.59% | 714 | #5 |
| #16 | -154.21 | -15.42% | 18.21% | 2.62% | 724 | #9 |
| #17 | -40.68 | -4.07% | 9.29% | 22.38% | 621 | #9 |
| #18 | -48.45 | -4.85% | 12.98% | 20.30% | 739 | #9 |
| #19 | 33.17 | 3.32% | 8.94% | 72.69% | 553 | #5 |
| #20 | -103.93 | -10.39% | 14.74% | 28.32% | 678 | #8 |
| #21 | -120.61 | -12.06% | 14.73% | 33.64% | 642 | #10 |
| #22 | 21.64 | 2.16% | 9.40% | 74.89% | 697 | #5 |
| #23 | -115.63 | -11.56% | 14.07% | 19.57% | 608 | #9 |
| #24 | 177.85 | 17.79% | 11.07% | 81.98% | 677 | #2 |
| #25 | -43.73 | -4.37% | 9.04% | 26.40% | 606 | #7 |
| #26 | 61.69 | 6.17% | 9.28% | 84.40% | 814 | #5 |
| #27 | -72.95 | -7.30% | 12.09% | 12.22% | 581 | #10 |
| #28 | 43.99 | 4.40% | 7.71% | 79.23% | 775 | #4 |
| #29 | 62.35 | 6.24% | 7.42% | 85.56% | 547 | #5 |
| #30 | -156.78 | -15.68% | 19.20% | 26.71% | 775 | #8 |
| #31 | 139.52 | 13.95% | 5.53% | 77.97% | 708 | #3 |
| #32 | -29.37 | -2.94% | 8.16% | 7.27% | 770 | #8 |
| #33 | 81.60 | 8.16% | 7.75% | 84.40% | 840 | #6 |
| #34 | 168.28 | 16.83% | 6.74% | 85.95% | 719 | #3 |
| #35 | 207.73 | 20.77% | 10.47% | 86.72% | 595 | #2 |
| #36 | 42.82 | 4.28% | 8.90% | 83.10% | 799 | #8 |
| #37 | 90.77 | 9.08% | 8.75% | 78.74% | 541 | #7 |
| #38 | 106.08 | 10.61% | 7.28% | 92.48% | 745 | #3 |
| #39 | 124.34 | 12.43% | 9.35% | 81.80% | 478 | #2 |
| #40 | -51.58 | -5.16% | 9.42% | 18.17% | 644 | #10 |
| #41 | 135.61 | 13.56% | 9.43% | 88.68% | 742 | #3 |
| #42 | 124.16 | 12.42% | 7.71% | 91.90% | 839 | #3 |
| #43 | -139.84 | -13.98% | 15.05% | 21.26% | 635 | #9 |
| #44 | 68.02 | 6.80% | 8.14% | 88.15% | 650 | #6 |
| #45 | -102.20 | -10.22% | 20.07% | 27.82% | 737 | #8 |
| #46 | 158.30 | 15.83% | 6.80% | 85.61% | 702 | #2 |
| #47 | 60.53 | 6.05% | 9.94% | 81.17% | 478 | #5 |
| #48 | -45.10 | -4.51% | 9.27% | 21.16% | 761 | #8 |
| #49 | 67.98 | 6.80% | 10.93% | 87.02% | 601 | #3 |
| #50 | 101.40 | 10.14% | 9.03% | 58.73% | 659 | #6 |
| #51 | 100.27 | 10.03% | 7.95% | 78.62% | 650 | #3 |
| #52 | -17.24 | -1.72% | 8.02% | 43.71% | 723 | #7 |
| #53 | 174.09 | 17.41% | 8.12% | 83.68% | 668 | #2 |
| #54 | 22.07 | 2.21% | 7.73% | 79.03% | 787 | #5 |
| #55 | -133.86 | -13.39% | 13.76% | 1.66% | 721 | #10 |
| #56 | -131.72 | -13.17% | 13.18% | 12.03% | 723 | #8 |
| #57 | 39.47 | 3.95% | 6.59% | 83.10% | 574 | #5 |
| #58 | -102.60 | -10.26% | 12.22% | 4.99% | 722 | #9 |
| #59 | -52.53 | -5.25% | 10.16% | 17.90% | 620 | #10 |
| #60 | -159.45 | -15.94% | 16.76% | 27.51% | 818 | #10 |
| #61 | 96.41 | 9.64% | 8.98% | 82.61% | 696 | #5 |
| #62 | -16.09 | -1.61% | 8.31% | 38.19% | 796 | #9 |
| #63 | 122.75 | 12.28% | 7.53% | 77.92% | 702 | #2 |
| #64 | -21.37 | -2.14% | 8.47% | 19.92% | 788 | #9 |
| #65 | 56.13 | 5.61% | 7.65% | 78.01% | 532 | #6 |
| #66 | 111.19 | 11.12% | 7.24% | 85.38% | 465 | Winner |
| #67 | -45.94 | -4.59% | 8.09% | 15.43% | 622 | #9 |
| #68 | 26.38 | 2.64% | 8.66% | 75.25% | 691 | #6 |
| #69 | 1.35 | 0.14% | 8.01% | 28.17% | 639 | #5 |
| #70 | -102.70 | -10.27% | 11.52% | 38.25% | 651 | #9 |
| #71 | -36.70 | -3.67% | 9.17% | 18.55% | 550 | #7 |
| #72 | 115.02 | 11.50% | 9.18% | 84.52% | 549 | #2 |
| #73 | 93.35 | 9.33% | 8.87% | 90.06% | 624 | #4 |
| #74 | -59.83 | -5.98% | 8.87% | 39.23% | 775 | #8 |
| #75 | 81.52 | 8.15% | 9.77% | 89.34% | 591 | #3 |
| #76 | -120.20 | -12.02% | 14.74% | 15.55% | 791 | #10 |
| #77 | 36.76 | 3.68% | 8.93% | 80.18% | 651 | #5 |
| #78 | -78.55 | -7.85% | 12.99% | 43.38% | 740 | #8 |
| #79 | 105.36 | 10.54% | 8.10% | 75.59% | 762 | #5 |
| #80 | -168.51 | -16.85% | 18.86% | 3.26% | 582 | #10 |
| #81 | -42.44 | -4.24% | 8.30% | 24.65% | 722 | #9 |
| #82 | 159.70 | 15.97% | 7.54% | 77.76% | 760 | Winner |
| #83 | -94.48 | -9.45% | 14.86% | 42.61% | 704 | #8 |
| #84 | 187.12 | 18.71% | 7.30% | 79.97% | 754 | #2 |
| #85 | 69.55 | 6.96% | 8.03% | 78.63% | 655 | #6 |
| #86 | 109.08 | 10.91% | 11.31% | 84.83% | 633 | #3 |
| #87 | 78.31 | 7.83% | 8.11% | 87.29% | 582 | #8 |
| #88 | 91.03 | 9.10% | 7.16% | 89.10% | 468 | #2 |
| #89 | 23.87 | 2.39% | 8.74% | 45.57% | 700 | #7 |
| #90 | -89.24 | -8.92% | 13.69% | 30.43% | 539 | #7 |
| #91 | -21.42 | -2.14% | 7.74% | 8.53% | 715 | #6 |
| #92 | -41.77 | -4.18% | 8.71% | 18.05% | 543 | #9 |
| #93 | 16.88 | 1.69% | 8.11% | 73.66% | 672 | #8 |
| #94 | -29.00 | -2.90% | 9.58% | 22.25% | 719 | #7 |
| #95 | -42.24 | -4.22% | 10.61% | 20.38% | 682 | #8 |
| #96 | 159.38 | 15.94% | 8.65% | 88.69% | 548 | #3 |
| #97 | 118.18 | 11.82% | 9.09% | 74.30% | 642 | #5 |
| #98 | 26.05 | 2.61% | 7.91% | 73.08% | 587 | #7 |
| #99 | 181.31 | 18.13% | 7.45% | 85.81% | 599 | Winner |
| #100 | -15.78 | -1.58% | 8.27% | 46.89% | 482 | #9 |