ea · 100-run average
Ultimate Breakout System
🏆 6 wins / 100 · Profit rank #7 · DD rank #8
$-3.23
-0.32%
10.11%
28.90%
6 / 100
48.37%
$-322.93
0
Simulation Analysis
How this EA behaved across all 100 independent market paths.
Observed across 100 independent market paths: Ultimate Breakout System ranked #7 of 10 — 6 wins, $-3.23 average profit, 20 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 28.90%, spread 22.78%), though 45 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $451.93).
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 | -37.08 | -3.71% | 12.02% | 21.99% | 673 | #9 |
| #2 | -128.33 | -12.83% | 15.70% | 4.81% | 728 | #10 |
| #3 | 107.32 | 10.73% | 8.64% | 76.44% | 696 | Winner |
| #4 | -16.51 | -1.65% | 9.53% | 18.51% | 670 | #9 |
| #5 | 50.39 | 5.04% | 8.49% | 75.04% | 557 | #6 |
| #6 | 12.46 | 1.25% | 8.07% | 75.04% | 629 | #7 |
| #7 | 145.58 | 14.56% | 6.76% | 75.28% | 534 | #3 |
| #8 | 26.74 | 2.67% | 7.37% | 77.04% | 466 | #9 |
| #9 | -30.82 | -3.08% | 8.16% | 42.54% | 536 | #7 |
| #10 | 19.45 | 1.94% | 9.49% | 74.00% | 777 | #8 |
| #11 | -8.92 | -0.89% | 8.12% | 18.66% | 477 | #6 |
| #12 | -163.66 | -16.37% | 16.72% | 30.93% | 734 | #10 |
| #13 | -108.88 | -10.89% | 11.85% | 38.17% | 600 | #8 |
| #14 | -40.99 | -4.10% | 11.53% | 22.41% | 696 | #9 |
| #15 | 5.01 | 0.50% | 7.38% | 25.00% | 740 | #4 |
| #16 | 174.27 | 17.43% | 6.12% | 86.34% | 593 | #3 |
| #17 | 221.05 | 22.11% | 8.11% | 82.07% | 697 | Winner |
| #18 | 55.15 | 5.52% | 7.79% | 76.06% | 706 | #4 |
| #19 | -16.43 | -1.64% | 7.49% | 17.33% | 600 | #7 |
| #20 | -120.39 | -12.04% | 13.47% | 44.72% | 691 | #8 |
| #21 | 213.42 | 21.34% | 8.79% | 90.96% | 653 | #2 |
| #22 | -205.69 | -20.57% | 28.90% | 20.45% | 846 | #10 |
| #23 | 67.54 | 6.75% | 7.89% | 79.91% | 647 | #5 |
| #24 | 31.86 | 3.19% | 6.46% | 90.89% | 615 | #6 |
| #25 | 45.87 | 4.59% | 7.63% | 72.62% | 504 | #4 |
| #26 | -86.05 | -8.61% | 10.80% | 21.28% | 752 | #8 |
| #27 | -46.66 | -4.67% | 8.44% | 24.82% | 713 | #6 |
| #28 | -34.80 | -3.48% | 8.26% | 17.68% | 758 | #6 |
| #29 | 173.53 | 17.35% | 10.63% | 84.00% | 800 | Winner |
| #30 | -38.16 | -3.82% | 7.41% | 17.30% | 711 | #7 |
| #31 | -67.08 | -6.71% | 12.37% | 27.74% | 483 | #9 |
| #32 | -64.83 | -6.48% | 10.16% | 45.73% | 785 | #7 |
| #33 | 51.32 | 5.13% | 7.64% | 75.08% | 658 | #6 |
| #34 | 102.49 | 10.25% | 7.24% | 76.32% | 722 | #4 |
| #35 | -154.97 | -15.50% | 17.10% | 32.59% | 669 | #10 |
| #36 | -11.88 | -1.19% | 8.04% | 16.88% | 545 | #7 |
| #37 | 206.92 | 20.69% | 8.04% | 87.13% | 606 | Winner |
| #38 | -178.19 | -17.82% | 17.82% | 4.12% | 631 | #9 |
| #39 | 86.62 | 8.66% | 6.35% | 86.02% | 751 | #3 |
| #40 | -138.20 | -13.82% | 16.41% | 22.24% | 724 | #9 |
| #41 | -5.18 | -0.52% | 8.39% | 16.01% | 706 | #6 |
| #42 | -29.82 | -2.98% | 7.29% | 17.31% | 566 | #5 |
| #43 | -41.29 | -4.13% | 10.32% | 20.09% | 672 | #7 |
| #44 | 38.90 | 3.89% | 8.71% | 91.98% | 524 | #6 |
| #45 | 189.32 | 18.93% | 9.66% | 87.78% | 671 | #4 |
| #46 | -70.55 | -7.06% | 8.93% | 34.33% | 702 | #9 |
| #47 | -98.01 | -9.80% | 11.80% | 40.44% | 544 | #9 |
| #48 | 19.01 | 1.90% | 7.66% | 66.67% | 855 | #6 |
| #49 | -62.90 | -6.29% | 8.86% | 43.61% | 681 | #6 |
| #50 | 8.44 | 0.84% | 8.64% | 45.56% | 755 | #5 |
| #51 | 14.10 | 1.41% | 9.69% | 93.27% | 713 | #7 |
| #52 | -152.92 | -15.29% | 16.62% | 11.61% | 672 | #10 |
| #53 | -24.63 | -2.46% | 11.31% | 17.95% | 741 | #6 |
| #54 | 20.87 | 2.09% | 8.49% | 74.54% | 487 | #6 |
| #55 | -142.42 | -14.24% | 15.51% | 4.11% | 681 | #10 |
| #56 | -19.63 | -1.96% | 7.98% | 16.64% | 691 | #7 |
| #57 | -165.12 | -16.51% | 18.45% | 11.68% | 642 | #9 |
| #58 | -134.69 | -13.47% | 15.35% | 9.88% | 860 | #8 |
| #59 | 166.84 | 16.68% | 6.30% | 81.28% | 657 | #2 |
| #60 | -148.46 | -14.85% | 15.41% | 24.61% | 760 | #10 |
| #61 | 211.65 | 21.17% | 10.32% | 85.26% | 685 | #2 |
| #62 | 246.24 | 24.62% | 7.21% | 86.03% | 716 | #2 |
| #63 | -24.30 | -2.43% | 7.83% | 19.47% | 755 | #6 |
| #64 | 95.88 | 9.59% | 7.54% | 75.25% | 804 | #2 |
| #65 | 84.60 | 8.46% | 8.01% | 92.05% | 730 | #3 |
| #66 | 79.23 | 7.92% | 7.89% | 78.47% | 734 | #5 |
| #67 | 189.99 | 19.00% | 6.55% | 86.34% | 688 | #3 |
| #68 | 13.87 | 1.39% | 8.05% | 50.19% | 791 | #6 |
| #69 | -69.35 | -6.94% | 8.80% | 17.23% | 505 | #7 |
| #70 | -80.84 | -8.08% | 8.53% | 27.93% | 845 | #8 |
| #71 | 77.76 | 7.78% | 6.20% | 86.15% | 520 | #6 |
| #72 | -8.75 | -0.88% | 7.81% | 30.35% | 860 | #8 |
| #73 | -96.67 | -9.67% | 10.41% | 34.69% | 637 | #9 |
| #74 | -120.77 | -12.08% | 13.45% | 24.63% | 739 | #10 |
| #75 | 28.11 | 2.81% | 8.53% | 77.67% | 748 | #5 |
| #76 | -79.21 | -7.92% | 13.29% | 17.82% | 780 | #9 |
| #77 | 40.12 | 4.01% | 7.92% | 77.99% | 677 | #3 |
| #78 | -30.69 | -3.07% | 8.10% | 36.75% | 751 | #5 |
| #79 | 188.07 | 18.81% | 9.26% | 82.85% | 717 | Winner |
| #80 | -187.30 | -18.73% | 18.73% | 8.25% | 739 | #10 |
| #81 | 126.08 | 12.61% | 8.39% | 84.41% | 667 | Winner |
| #82 | -10.83 | -1.08% | 7.96% | 21.38% | 800 | #4 |
| #83 | -169.57 | -16.96% | 17.30% | 31.65% | 692 | #10 |
| #84 | -92.07 | -9.21% | 10.10% | 21.72% | 603 | #7 |
| #85 | 64.79 | 6.48% | 8.94% | 76.46% | 701 | #3 |
| #86 | 116.47 | 11.65% | 9.00% | 88.37% | 688 | #2 |
| #87 | 16.40 | 1.64% | 7.72% | 76.74% | 774 | #5 |
| #88 | -29.91 | -2.99% | 8.72% | 35.35% | 775 | #9 |
| #89 | -146.88 | -14.69% | 17.04% | 19.77% | 779 | #9 |
| #90 | -13.61 | -1.36% | 8.50% | 20.14% | 700 | #9 |
| #91 | -126.31 | -12.63% | 15.64% | 37.18% | 737 | #9 |
| #92 | -146.80 | -14.68% | 16.98% | 8.10% | 654 | #8 |
| #93 | -51.09 | -5.11% | 8.47% | 24.04% | 649 | #7 |
| #94 | 72.82 | 7.28% | 6.17% | 84.96% | 665 | #5 |
| #95 | 114.20 | 11.42% | 8.30% | 79.83% | 704 | #5 |
| #96 | 18.69 | 1.87% | 7.97% | 73.73% | 510 | #4 |
| #97 | -16.18 | -1.62% | 8.95% | 20.78% | 717 | #7 |
| #98 | -10.32 | -1.03% | 8.36% | 44.30% | 745 | #5 |
| #99 | 28.91 | 2.89% | 8.27% | 75.81% | 682 | #3 |
| #100 | -85.69 | -8.57% | 9.69% | 30.96% | 688 | #8 |