FX EA Tester Report
Consistency across 100 independent AI market scenarios — averaged performance, market gallery, and per-EA breakdown
Overview
One chart can flatter. 100 different futures cannot. This book stress-tests your EAs on XAUUSD across 25 bull, 25 bear, 25 range, and 25 mixed paths — then ranks what held up. Open every scenario in the 100 Market Conditions table.
The simulations are generated using deterministic rules and random seeds. AI controls market generation, while all reported statistics are calculated directly from the resulting trade data.
Why this report differs. Unlike a historical backtest, every simulation begins from a different AI-generated market path rather than replaying the same historical price movement.
Same EAs. Same deposit. Same lot size. Only the market story changes — so the rankings below show consistency, not a lucky streak.
100 Market Conditions
Leaderboard
Medal counts show how often each EA finished 1st, 2nd, or 3rd across all simulations. Ranked by gold medals, then average profit.
| Rank | EA | 🥇 Gold | 🥈 Silver | 🥉 Bronze | Avg Profit | Avg Max DD | View |
|---|---|---|---|---|---|---|---|
| 1 | 18 | 11 | 4 | $-9.35 | 12.68% | View | |
| 2 | 15 | 12 | 10 | +$35.21 | 7.51% | View | |
| 3 | 14 | 14 | 4 | +$23.56 | 9.87% | View | |
| 4 | 14 | 3 | 6 | $-55.13 | 14.62% | View | |
| 5 | 11 | 18 | 26 | +$84.67 | 8.00% | View | |
| 6 | 11 | 10 | 5 | $-19.43 | 11.38% | View | |
| 7 | 9 | 7 | 9 | +$5.35 | 6.62% | View | |
| 8 | 3 | 11 | 13 | +$9.54 | 8.83% | View | |
| 9 | 3 | 9 | 13 | $-13.35 | 11.21% | View | |
| 10 | 2 | 5 | 10 | $-11.60 | 9.21% | View |
Simulation Data
Scale of computation behind this 100-simulation batch — every trade, bar, and ranking across all market paths.
Simulation Highlights
The strongest, most repeatable, best risk-adjusted, and highest-variability results across 100 independent market scenarios.
🏆 Overall Winner — ArtQuant Gold
ArtQuant Gold separated itself from the field by combining frequent wins with an average return of $-9.35.
Strong alignment with trending and volatile phases allowed it to stay near the front across 33 top-three finishes.
Downside stayed controlled throughout the batch — peak drawdown was 34.43% while profitability led the field.
🛡 Most Consistent — Mavrik Scalper
Mavrik Scalper produced the lowest variation in profitability between simulations (spread $424.82, std. dev. $96.59).
Rather than relying on a few exceptional runs, it maintained competitive performance across a wide variety of market conditions.
This consistency came at the cost of fewer outright wins than more aggressive competitors.
⚖ Best Risk-Adjusted Performance — Adaptive Gold Scalper
Profit of $84.67 per unit of average drawdown (8.00%) ranked highest among all tested systems.
Peers with similar profits often accepted higher average drawdowns; this EA did not.
It may not have won the most simulations (11 wins), but each unit of drawdown produced more profit than competitors.
⚠ Highest Drawdown Variability — Yukon
No other EA matched the drawdown dispersion of Yukon, making it the most path-dependent in this test.
Hostile regime combinations — trend reversals, volatility spikes, or range extensions — hit this strategy harder than peers.
Favourable paths still produced positive outcomes, but the trade-off was substantially higher drawdown variability.
Simulation Analysis by Expert Advisor
Observed across 100 independent market paths. Strategy-family context is explanatory, not a forecast.
ArtQuant Gold
Observed across 100 independent market paths: ArtQuant Gold ranked first overall with 18 simulation wins and the highest average return at $-9.35.
Strategy-family context: Responded to the market conditions present during this simulation, but hostile regime mixes outweighed favourable opportunities.
Observed risk across the sample: Peak drawdown hit 34.43% when trends ran without sufficient recovery — a defining risk characteristic of this batch.
Path variation: Performance depended heavily on which market path appeared — strong in some, weak in others.
Prisma
Observed across 100 independent market paths: Prisma finished second with 15 wins and an average return of $35.21 across 100 paths.
Strategy-family context: Responded to the market conditions present during this simulation, producing positive average returns despite uneven paths.
Observed risk across the sample: Peak drawdown hit 22.96% when trends ran without sufficient recovery — a defining risk characteristic of this batch.
Path variation: Performance depended heavily on which market path appeared — strong in some, weak in others.
Gold Zilla AI
Observed across 100 independent market paths: Gold Zilla AI took third place (14 wins, $23.56 average) and stayed competitive in 32 simulations.
Strategy-family context: trading responded to the market conditions present during this simulation, with profitability concentrated in favourable regime combinations.
Observed risk across the sample: Extended adverse movement drove drawdowns toward 30.35%, exposing sensitivity to sustained hostile regimes.
Path variation: High path sensitivity produced wide outcome dispersion across the batch.
Yukon
Observed across 100 independent market paths: Yukon landed in the upper half at rank #4, posting 14 wins and $-55.13 average profit.
Strategy-family context: Responded to the market conditions present during this simulation, but hostile regime mixes outweighed favourable opportunities.
Observed risk across the sample: Peak drawdown hit 36.44% when trends ran without sufficient recovery — a defining risk characteristic of this batch.
Path variation: Performance depended heavily on which market path appeared — strong in some, weak in others.
Adaptive Gold Scalper
Observed across 100 independent market paths: Adaptive Gold Scalper landed in the upper half at rank #5, posting 11 wins and $84.67 average profit.
Strategy-family context: Responded to the market conditions present during this simulation with comparatively controlled drawdowns across diverse regimes.
Observed risk across the sample: Despite an aggressive style, drawdown never breached 20% — placing it among the safer directional systems in this batch.
Path variation: Performance depended heavily on which market path appeared — strong in some, weak in others.
Helios Gold AI
Observed across 100 independent market paths: Helios Gold AI ranked #6 of 10 — 11 wins, $-19.43 average profit, 26 top-three finishes.
Strategy-family context: trading responded to the market conditions present during this simulation — yet adverse scenarios dominated the batch average.
Observed risk across the sample: Extended adverse movement drove drawdowns toward 26.38%, exposing sensitivity to sustained hostile regimes.
Path variation: High path sensitivity produced wide outcome dispersion across the batch.
Mosquito
Observed across 100 independent market paths: Mosquito ranked #7 of 10 — 9 wins, $5.35 average profit, 25 top-three finishes.
Strategy-family context: Responded to the market conditions present during this simulation, producing positive average returns despite uneven paths.
Observed risk across the sample: Peak drawdown hit 24.86% when trends ran without sufficient recovery — a defining risk characteristic of this batch.
Path variation: Performance depended heavily on which market path appeared — strong in some, weak in others.
The Buster XAU Single Entry
Observed across 100 independent market paths: The Buster XAU Single Entry ranked #8 of 10 — 3 wins, $9.54 average profit, 27 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 21.50%, spread 20.14%), though 51 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $382.66).
Prime Execution AI EA
Observed across 100 independent market paths: Prime Execution AI EA ranked #9 of 10 — 3 wins, $-13.35 average profit, 25 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 25.99%, spread 20.73%), though 49 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $456.98).
Mavrik Scalper
Observed across 100 independent market paths: Mavrik Scalper ranked #10 of 10 — 2 wins, $-11.60 average profit, 17 top-three finishes.
Strategy-family context: trading responded to the market conditions present during this simulation — yet adverse scenarios dominated the batch average.
Observed risk across the sample: Drawdown pressure stayed elevated (avg 9.21%, peak 22.18%) and recovery was inconsistent.
Path variation: High path sensitivity produced wide outcome dispersion across the batch.