ea · 100-run average
Straddle
🏆 2 wins / 100 · Profit rank #9 · DD rank #9
$-17.27
-1.73%
10.40%
25.56%
2 / 100
42.36%
$-1727.40
0
Simulation Analysis
How this EA behaved across all 100 independent market paths.
Observed across 100 independent market paths: Straddle ranked #9 of 10 — 2 wins, $-17.27 average profit, 19 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 25.56%, spread 20.28%), though 45 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $483.89).
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 | -84.80 | -8.48% | 8.96% | 13.48% | 89 | #8 |
| #2 | 164.28 | 16.43% | 7.02% | 71.53% | 137 | #2 |
| #3 | -174.75 | -17.47% | 17.48% | 33.33% | 63 | #9 |
| #4 | -97.98 | -9.80% | 10.33% | 36.57% | 134 | #10 |
| #5 | -155.32 | -15.53% | 16.82% | 29.32% | 133 | #10 |
| #6 | -39.06 | -3.91% | 8.65% | 41.73% | 127 | #9 |
| #7 | 89.78 | 8.98% | 6.12% | 71.77% | 124 | #5 |
| #8 | -211.61 | -21.16% | 22.90% | 36.05% | 147 | #10 |
| #9 | -114.00 | -11.40% | 13.28% | 6.21% | 145 | #9 |
| #10 | -152.79 | -15.28% | 18.17% | 49.67% | 153 | #10 |
| #11 | -58.32 | -5.83% | 8.29% | 2.41% | 83 | #8 |
| #12 | 83.17 | 8.32% | 6.69% | 51.63% | 153 | #2 |
| #13 | 2.63 | 0.26% | 7.75% | 34.91% | 106 | #8 |
| #14 | -172.49 | -17.25% | 17.85% | 33.33% | 132 | #10 |
| #15 | 55.28 | 5.53% | 6.19% | 70.41% | 98 | #4 |
| #16 | 46.58 | 4.66% | 9.65% | 39.22% | 102 | #4 |
| #17 | -92.74 | -9.27% | 13.33% | 40.54% | 111 | #6 |
| #18 | -50.24 | -5.02% | 9.39% | 35.33% | 150 | #8 |
| #19 | -120.59 | -12.06% | 16.41% | 35.43% | 127 | #10 |
| #20 | 38.86 | 3.89% | 7.39% | 58.88% | 107 | #6 |
| #21 | -108.64 | -10.86% | 13.48% | 34.38% | 128 | #10 |
| #22 | -51.79 | -5.18% | 8.28% | 40.00% | 135 | #9 |
| #23 | -2.53 | -0.25% | 7.01% | 22.89% | 83 | #9 |
| #24 | -68.07 | -6.81% | 10.87% | 31.13% | 106 | #9 |
| #25 | -64.15 | -6.42% | 8.23% | 6.52% | 92 | #9 |
| #26 | 70.53 | 7.05% | 5.97% | 71.55% | 116 | #3 |
| #27 | 20.21 | 2.02% | 5.38% | 69.09% | 110 | #7 |
| #28 | 147.99 | 14.80% | 7.04% | 70.69% | 116 | #3 |
| #29 | -7.80 | -0.78% | 7.76% | 8.70% | 92 | #5 |
| #30 | 17.38 | 1.74% | 8.18% | 58.44% | 154 | #6 |
| #31 | 2.65 | 0.27% | 8.57% | 30.65% | 124 | #6 |
| #32 | -183.62 | -18.36% | 22.24% | 42.98% | 121 | #10 |
| #33 | -45.15 | -4.52% | 8.06% | 29.41% | 136 | #8 |
| #34 | 19.04 | 1.90% | 8.64% | 51.69% | 118 | #4 |
| #35 | -108.04 | -10.80% | 10.80% | 24.79% | 121 | #8 |
| #36 | 157.06 | 15.71% | 6.03% | 62.10% | 124 | #2 |
| #37 | -82.57 | -8.26% | 9.11% | 7.89% | 152 | #10 |
| #38 | 36.36 | 3.64% | 6.85% | 61.07% | 131 | #7 |
| #39 | -40.31 | -4.03% | 7.87% | 15.53% | 103 | #8 |
| #40 | -89.65 | -8.97% | 10.96% | 43.45% | 145 | #9 |
| #41 | -162.09 | -16.21% | 20.42% | 41.58% | 101 | #10 |
| #42 | -172.19 | -17.22% | 19.46% | 38.18% | 110 | #10 |
| #43 | -7.85 | -0.78% | 5.28% | 6.09% | 115 | #4 |
| #44 | -61.28 | -6.13% | 9.05% | 30.07% | 153 | #7 |
| #45 | 3.68 | 0.37% | 7.72% | 56.70% | 97 | #5 |
| #46 | 247.80 | 24.78% | 5.91% | 68.03% | 122 | #2 |
| #47 | -48.54 | -4.85% | 9.10% | 34.19% | 117 | #7 |
| #48 | -3.03 | -0.30% | 5.73% | 28.47% | 144 | #6 |
| #49 | 42.49 | 4.25% | 7.66% | 49.57% | 117 | #6 |
| #50 | 72.22 | 7.22% | 5.55% | 74.58% | 118 | #7 |
| #51 | -162.48 | -16.25% | 18.91% | 42.96% | 135 | #10 |
| #52 | -136.12 | -13.61% | 15.89% | 4.19% | 167 | #8 |
| #53 | -198.50 | -19.85% | 21.58% | 28.00% | 125 | #9 |
| #54 | -42.96 | -4.30% | 8.43% | 36.36% | 154 | #5 |
| #55 | 71.96 | 7.20% | 6.23% | 61.48% | 122 | #7 |
| #56 | 127.33 | 12.73% | 7.36% | 73.10% | 171 | #3 |
| #57 | -105.95 | -10.60% | 12.78% | 24.49% | 147 | #10 |
| #58 | 108.55 | 10.85% | 8.48% | 57.34% | 143 | #2 |
| #59 | 92.82 | 9.28% | 7.13% | 54.17% | 72 | #4 |
| #60 | -214.87 | -21.49% | 24.51% | 26.98% | 126 | #9 |
| #61 | -173.43 | -17.34% | 17.93% | 19.28% | 83 | #10 |
| #62 | 14.23 | 1.42% | 6.41% | 73.17% | 164 | #3 |
| #63 | 141.33 | 14.13% | 5.63% | 52.43% | 103 | #3 |
| #64 | 189.18 | 18.92% | 5.44% | 74.55% | 165 | #3 |
| #65 | -5.73 | -0.57% | 5.68% | 28.26% | 138 | #3 |
| #66 | 24.42 | 2.44% | 8.11% | 64.02% | 164 | #5 |
| #67 | 46.44 | 4.64% | 5.91% | 59.57% | 94 | #5 |
| #68 | -236.09 | -23.61% | 25.56% | 45.65% | 184 | #10 |
| #69 | 102.99 | 10.30% | 6.03% | 63.27% | 98 | #7 |
| #70 | 94.68 | 9.47% | 6.13% | 50.00% | 144 | #3 |
| #71 | -197.09 | -19.71% | 22.68% | 33.58% | 137 | #9 |
| #72 | 40.66 | 4.07% | 8.19% | 62.05% | 166 | #6 |
| #73 | 194.76 | 19.48% | 5.32% | 69.00% | 100 | Winner |
| #74 | 162.29 | 16.23% | 6.62% | 64.84% | 128 | #4 |
| #75 | 22.62 | 2.26% | 9.26% | 50.00% | 64 | #5 |
| #76 | 66.47 | 6.65% | 8.58% | 57.89% | 190 | #6 |
| #77 | 94.46 | 9.45% | 7.74% | 60.24% | 83 | #7 |
| #78 | -94.32 | -9.43% | 11.81% | 20.74% | 217 | #9 |
| #79 | 69.97 | 7.00% | 7.80% | 60.00% | 125 | #4 |
| #80 | 67.22 | 6.72% | 9.64% | 56.74% | 141 | #5 |
| #81 | 224.08 | 22.41% | 8.27% | 62.83% | 113 | #3 |
| #82 | 93.64 | 9.36% | 6.48% | 46.40% | 125 | #3 |
| #83 | -33.87 | -3.39% | 8.45% | 5.10% | 157 | #8 |
| #84 | -153.96 | -15.40% | 18.53% | 38.60% | 114 | #9 |
| #85 | -117.57 | -11.76% | 12.81% | 38.20% | 89 | #10 |
| #86 | 132.87 | 13.29% | 6.66% | 66.45% | 152 | #2 |
| #87 | 47.80 | 4.78% | 7.99% | 67.96% | 103 | #5 |
| #88 | -16.93 | -1.69% | 8.13% | 30.11% | 176 | #5 |
| #89 | 137.62 | 13.76% | 8.28% | 63.41% | 82 | Winner |
| #90 | -11.66 | -1.17% | 7.78% | 35.05% | 194 | #7 |
| #91 | -70.38 | -7.04% | 10.54% | 13.82% | 123 | #8 |
| #92 | 58.12 | 5.81% | 10.35% | 46.75% | 154 | #3 |
| #93 | -81.07 | -8.11% | 8.58% | 46.76% | 139 | #7 |
| #94 | 29.40 | 2.94% | 8.71% | 65.94% | 138 | #6 |
| #95 | -153.95 | -15.39% | 19.10% | 35.71% | 154 | #9 |
| #96 | -138.28 | -13.83% | 13.83% | 12.26% | 155 | #9 |
| #97 | -34.21 | -3.42% | 6.81% | 3.06% | 98 | #5 |
| #98 | -46.09 | -4.61% | 8.40% | 37.70% | 122 | #8 |
| #99 | -82.95 | -8.30% | 9.38% | 13.04% | 69 | #6 |
| #100 | -160.85 | -16.09% | 19.73% | 30.65% | 124 | #10 |