ea · 100-run average
Ultimate Breakout System
🏆 9 wins / 100 · Profit rank #6 · DD rank #7
$11.94
1.19%
10.42%
26.78%
9 / 100
55.77%
$1193.91
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 — 9 wins, $11.94 average profit, 30 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 26.78%, spread 21.34%), though 55 of 100 paths still finished profitable.
Path variation: Only 9 outright wins, but frequently stayed within reach of the leaders.
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 | -57.32 | -5.73% | 8.45% | 31.16% | 645 | #9 |
| #2 | 185.64 | 18.56% | 9.57% | 87.76% | 727 | #2 |
| #3 | 197.53 | 19.75% | 11.28% | 84.32% | 740 | Winner |
| #4 | -267.80 | -26.78% | 26.78% | 20.44% | 724 | #10 |
| #5 | 173.31 | 17.33% | 6.71% | 87.52% | 633 | #2 |
| #6 | -59.66 | -5.97% | 9.63% | 14.55% | 543 | #6 |
| #7 | -10.39 | -1.04% | 7.40% | 17.47% | 784 | #6 |
| #8 | 138.72 | 13.87% | 8.15% | 85.19% | 763 | #3 |
| #9 | 45.21 | 4.52% | 7.40% | 89.67% | 513 | #6 |
| #10 | 40.05 | 4.01% | 9.30% | 77.59% | 464 | #6 |
| #11 | -47.46 | -4.75% | 9.10% | 22.34% | 685 | #6 |
| #12 | 87.75 | 8.77% | 8.01% | 89.88% | 652 | #4 |
| #13 | 37.79 | 3.78% | 9.99% | 79.97% | 689 | #8 |
| #14 | 119.31 | 11.93% | 8.41% | 84.30% | 675 | #3 |
| #15 | -161.76 | -16.18% | 19.35% | 32.66% | 646 | #9 |
| #16 | 86.62 | 8.66% | 6.37% | 79.33% | 687 | #2 |
| #17 | -186.68 | -18.67% | 20.11% | 26.98% | 771 | #9 |
| #18 | 101.15 | 10.12% | 7.08% | 78.37% | 661 | #3 |
| #19 | 109.13 | 10.91% | 8.66% | 85.90% | 752 | #2 |
| #20 | 4.10 | 0.41% | 7.78% | 21.31% | 704 | #6 |
| #21 | -156.32 | -15.63% | 15.63% | 9.36% | 705 | #9 |
| #22 | -168.34 | -16.83% | 16.98% | 26.40% | 659 | #9 |
| #23 | -154.29 | -15.43% | 18.70% | 19.24% | 551 | #8 |
| #24 | 91.41 | 9.14% | 6.62% | 85.48% | 558 | #5 |
| #25 | 72.56 | 7.26% | 8.03% | 89.67% | 707 | #3 |
| #26 | 87.90 | 8.79% | 8.98% | 88.61% | 755 | #3 |
| #27 | 218.72 | 21.87% | 7.14% | 74.55% | 672 | #3 |
| #28 | -177.44 | -17.74% | 17.75% | 16.27% | 664 | #7 |
| #29 | 31.32 | 3.13% | 8.13% | 83.26% | 705 | #6 |
| #30 | -24.88 | -2.49% | 8.08% | 24.43% | 483 | #8 |
| #31 | 145.89 | 14.59% | 7.35% | 78.27% | 649 | #3 |
| #32 | 66.73 | 6.67% | 7.48% | 87.02% | 655 | #7 |
| #33 | -54.05 | -5.40% | 11.04% | 20.65% | 649 | #6 |
| #34 | 149.98 | 15.00% | 9.84% | 87.04% | 494 | #2 |
| #35 | 93.86 | 9.39% | 7.47% | 78.79% | 759 | #3 |
| #36 | 50.10 | 5.01% | 8.74% | 77.44% | 585 | #5 |
| #37 | -160.34 | -16.03% | 16.88% | 30.00% | 630 | #9 |
| #38 | -68.96 | -6.90% | 11.15% | 34.98% | 646 | #8 |
| #39 | 59.18 | 5.92% | 7.90% | 80.40% | 648 | #5 |
| #40 | 129.01 | 12.90% | 8.09% | 75.87% | 663 | Winner |
| #41 | 27.51 | 2.75% | 7.77% | 87.28% | 684 | #7 |
| #42 | -15.59 | -1.56% | 7.80% | 18.60% | 699 | #6 |
| #43 | -104.78 | -10.48% | 12.00% | 1.14% | 704 | #9 |
| #44 | 31.66 | 3.17% | 7.93% | 80.36% | 606 | #4 |
| #45 | 17.38 | 1.74% | 8.11% | 76.60% | 671 | #9 |
| #46 | 9.78 | 0.98% | 9.93% | 75.66% | 604 | #5 |
| #47 | -56.15 | -5.62% | 11.74% | 11.73% | 750 | #5 |
| #48 | -135.57 | -13.56% | 15.16% | 16.30% | 718 | #10 |
| #49 | 29.40 | 2.94% | 9.32% | 78.25% | 699 | #7 |
| #50 | -17.36 | -1.74% | 8.36% | 42.69% | 684 | #8 |
| #51 | 189.83 | 18.98% | 7.28% | 84.65% | 684 | Winner |
| #52 | -142.64 | -14.26% | 16.33% | 19.21% | 708 | #10 |
| #53 | 64.36 | 6.44% | 7.69% | 85.59% | 715 | #2 |
| #54 | -103.38 | -10.34% | 11.02% | 25.69% | 724 | #9 |
| #55 | 139.00 | 13.90% | 6.83% | 88.65% | 705 | #2 |
| #56 | 166.21 | 16.62% | 5.44% | 85.57% | 603 | #2 |
| #57 | 171.15 | 17.12% | 9.19% | 91.86% | 799 | Winner |
| #58 | 209.86 | 20.99% | 7.81% | 88.14% | 708 | #2 |
| #59 | 97.44 | 9.74% | 9.59% | 86.86% | 685 | #4 |
| #60 | 228.16 | 22.82% | 7.40% | 83.74% | 738 | Winner |
| #61 | 167.73 | 16.77% | 7.87% | 87.50% | 616 | Winner |
| #62 | -73.25 | -7.32% | 9.39% | 37.43% | 708 | #8 |
| #63 | -172.58 | -17.26% | 20.31% | 11.96% | 577 | #10 |
| #64 | 197.07 | 19.71% | 8.49% | 83.42% | 730 | Winner |
| #65 | -119.92 | -11.99% | 18.61% | 12.52% | 503 | #10 |
| #66 | -197.05 | -19.71% | 20.56% | 20.77% | 674 | #10 |
| #67 | 24.78 | 2.48% | 8.32% | 76.78% | 435 | #7 |
| #68 | -6.78 | -0.68% | 7.60% | 38.47% | 733 | #8 |
| #69 | 131.04 | 13.10% | 9.01% | 87.99% | 558 | #3 |
| #70 | 77.82 | 7.78% | 9.80% | 81.55% | 607 | #2 |
| #71 | -46.40 | -4.64% | 8.51% | 44.46% | 740 | #8 |
| #72 | 65.41 | 6.54% | 8.83% | 76.85% | 730 | #4 |
| #73 | 14.57 | 1.46% | 8.02% | 48.31% | 652 | #8 |
| #74 | -97.87 | -9.79% | 10.86% | 30.25% | 757 | #7 |
| #75 | -50.65 | -5.07% | 10.03% | 18.39% | 669 | #7 |
| #76 | 126.04 | 12.60% | 10.81% | 85.57% | 776 | #4 |
| #77 | -110.68 | -11.07% | 13.83% | 39.56% | 685 | #9 |
| #78 | -161.03 | -16.10% | 17.81% | 18.19% | 786 | #10 |
| #79 | 0.70 | 0.07% | 13.58% | 18.63% | 746 | #7 |
| #80 | 148.10 | 14.81% | 7.98% | 91.91% | 779 | Winner |
| #81 | -86.56 | -8.66% | 9.44% | 43.12% | 763 | #7 |
| #82 | -108.11 | -10.81% | 14.66% | 41.70% | 801 | #8 |
| #83 | -11.64 | -1.16% | 8.87% | 21.82% | 683 | #6 |
| #84 | -30.24 | -3.02% | 8.14% | 22.60% | 668 | #9 |
| #85 | -23.30 | -2.33% | 7.92% | 42.92% | 487 | #7 |
| #86 | 193.01 | 19.30% | 7.07% | 91.79% | 804 | Winner |
| #87 | -145.86 | -14.59% | 14.59% | 37.87% | 668 | #8 |
| #88 | 165.86 | 16.59% | 6.69% | 85.91% | 745 | #6 |
| #89 | 52.70 | 5.27% | 8.20% | 81.58% | 684 | #5 |
| #90 | 143.80 | 14.38% | 8.15% | 91.37% | 753 | #4 |
| #91 | -35.14 | -3.51% | 6.66% | 18.78% | 607 | #8 |
| #92 | -212.83 | -21.28% | 22.85% | 22.53% | 697 | #10 |
| #93 | -62.30 | -6.23% | 8.54% | 26.88% | 692 | #4 |
| #94 | -42.77 | -4.28% | 8.56% | 8.03% | 747 | #7 |
| #95 | 5.37 | 0.54% | 7.78% | 64.36% | 665 | #6 |
| #96 | -139.49 | -13.95% | 14.28% | 42.74% | 819 | #9 |
| #97 | 46.90 | 4.69% | 8.17% | 77.01% | 596 | #3 |
| #98 | -52.46 | -5.25% | 8.14% | 40.87% | 575 | #8 |
| #99 | 191.51 | 19.15% | 9.02% | 87.98% | 649 | #2 |
| #100 | -145.14 | -14.51% | 16.08% | 23.46% | 793 | #9 |