✦ ✦ ✦
100 Live Simulations

FX EA Tester Report

Consistency across 100 independent AI market scenarios — averaged performance, market gallery, and per-EA breakdown

Symbol
XAUUSD
Deposit
$1000.00
Lot size
0.01
Period
2026-07-04 → 2026-10-01 (90 days)
Simulations
100 markets
Generated
2026-10-01T08:12:25.000Z

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

100 independent market paths — open the table index to sort by run, family, volatility, or winner, then dive into any scenario.

View all 100 markets →

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 27 11 14 +$65.13 9.45% View
2 22 19 13 +$72.90 8.01% View
3 17 13 16 +$49.93 8.39% View
4 10 19 13 +$48.65 8.59% View
5 10 10 7 $-20.19 11.74% View
6 6 12 9 +$16.59 8.49% View
7 4 7 11 $-14.88 9.31% View
8 4 4 4 $-65.81 12.86% View
9 0 4 8 $-46.30 10.63% View
10 0 1 5 $-74.03 12.19% View

Simulation Data

Scale of computation behind this 100-simulation batch — every trade, bar, and ranking across all market paths.

100
10
419,091
1,000
0
0
5,867,274

Simulation Highlights

The strongest, most repeatable, best risk-adjusted, and highest-variability results across 100 independent market scenarios.

Simulation Highlights: Insights are derived from average and spread data across 100 AI market scenarios. Individual runs may differ.

🏆 Overall Winner — Gold Zilla AI

Confidence Low

While several EAs posted strong individual runs, Gold Zilla AI led the batch with 27 outright victories and the highest average profit.

Consistent upper-tier rankings — top three in 52 paths — explain why it outpaced more volatile competitors.

Downside stayed controlled throughout the batch — peak drawdown was 22.51% while profitability led the field.

🛡 Most Consistent — TNG Gold

Confidence Low

Profit outcomes clustered more tightly for TNG Gold than for any other EA in this test.

Consistent mid-to-upper rankings reflected an ability to adapt when regimes shifted, not just excel in one market type.

This consistency came at the cost of fewer outright wins than more aggressive competitors.

⚖ Best Risk-Adjusted Performance — Prisma

Profit-to-Drawdown Ratio 9.1Confidence Moderate

Profit of $72.90 per unit of average drawdown (8.01%) ranked highest among all tested systems.

Peers with similar profits often accepted higher average drawdowns; this EA did not.

Maximum upside was moderate compared with the batch winner, yet the profit-to-drawdown trade-off was the most attractive.

⚠ Highest Drawdown Variability — Mosquito

Confidence Low

No other EA matched the drawdown dispersion of Mosquito, making it the most path-dependent in this test.

Market paths that favoured other strategy types repeatedly punished this design.

Even its best run ($200.93) did not offset how widely drawdown outcomes diverged across paths.

Simulation Analysis by Expert Advisor

Observed across 100 independent market paths. Strategy-family context is explanatory, not a forecast.

Gold Zilla AI

Observed across 100 independent market paths: Gold Zilla AI ranked first overall with 27 simulation wins and the highest average return at $65.13.

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: Average drawdown reached 9.45% with peaks near 22.51%, but recovery completed in most profitable paths.

Path variation: High path sensitivity produced wide outcome dispersion across the batch.

Best EnvironmentBalanced conditions · Moderate volatility · Mixed regimes
Weakest EnvironmentExtreme trends · High volatility · Low liquidity phases
Suitable ForWell suited to active monitoring during trending or volatile phases.

Prisma

Observed across 100 independent market paths: Prisma finished second with 22 wins and an average return of $72.90 across 100 paths.

Strategy-family context: Responded to the market conditions present during this simulation with comparatively controlled drawdowns across diverse regimes.

Observed risk across the sample: Downside risk remained moderate. Maximum drawdown stayed below 20% throughout every simulation.

Path variation: Performance depended heavily on which market path appeared — strong in some, weak in others.

Best EnvironmentBalanced conditions · Moderate volatility · Mixed regimes
Weakest EnvironmentExtreme trends · High volatility · Low liquidity phases
Suitable ForA reasonable choice when drawdown control matters more than peak returns.

Aurum AI

Observed across 100 independent market paths: Aurum AI took third place (17 wins, $49.93 average) and stayed competitive in 46 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: Downside risk stayed controlled across all simulated market paths.

Path variation: High path sensitivity produced wide outcome dispersion across the batch.

Best EnvironmentBalanced conditions · Moderate volatility · Mixed regimes
Weakest EnvironmentExtreme trends · High volatility · Low liquidity phases
Suitable ForWorks best when paired with strategies covering different market regimes.

TNG Gold

Observed across 100 independent market paths: TNG Gold landed in the upper half at rank #4, posting 10 wins and $48.65 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: Capital preservation remained strong — none of the simulations exceeded a 20% drawdown threshold.

Path variation: Performance depended heavily on which market path appeared — strong in some, weak in others.

Best EnvironmentBalanced conditions · Moderate volatility · Mixed regimes
Weakest EnvironmentExtreme trends · High volatility · Low liquidity phases
Suitable ForA reasonable choice when drawdown control matters more than peak returns.

Helios Gold AI

Observed across 100 independent market paths: Helios Gold AI landed in the upper half at rank #5, posting 10 wins and $-20.19 average profit.

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 39.42%, exposing sensitivity to sustained hostile regimes.

Path variation: High path sensitivity produced wide outcome dispersion across the batch.

Best EnvironmentBalanced conditions · Moderate volatility · Mixed regimes
Weakest EnvironmentProlonged adverse trends · Extreme trends · High volatility
Suitable ForBest evaluated alongside stronger performers rather than as a standalone choice.

The Buster XAU Single Entry

Observed across 100 independent market paths: The Buster XAU Single Entry ranked #6 of 10 — 6 wins, $16.59 average profit, 27 top-three finishes.

Strategy-family context: Responded to the market conditions present during this simulation with comparatively controlled drawdowns across diverse regimes.

Observed risk across the sample: Capital preservation remained strong — none of the simulations exceeded a 20% drawdown threshold.

Path variation: Results swung sharply between simulations (profit spread $371.74).

Best EnvironmentBalanced conditions · Moderate volatility · Mixed regimes
Weakest EnvironmentExtreme trends · High volatility · Low liquidity phases
Suitable ForSuitable for conservative traders prioritizing capital preservation over maximum profit.

Mosquito

Observed across 100 independent market paths: Mosquito ranked #7 of 10 — 4 wins, $-14.88 average profit, 22 top-three finishes.

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 43.24% 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.

Best EnvironmentBalanced conditions · Moderate volatility · Mixed regimes
Weakest EnvironmentProlonged adverse trends · Extreme trends · High volatility
Suitable ForConsider only with strict risk limits if used at all.

Prime Execution AI EA

Observed across 100 independent market paths: Prime Execution AI EA ranked #8 of 10 — 4 wins, $-65.81 average profit, 12 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 38.52%, spread 32.42%), though 29 of 100 paths still finished profitable.

Path variation: Results swung sharply between simulations (profit spread $556.85).

Best EnvironmentBalanced conditions · Moderate volatility · Mixed regimes
Weakest EnvironmentProlonged adverse trends · Extreme trends · High volatility
Suitable ForMore suitable for comparison benchmarking than primary deployment in this batch.

Mavrik Scalper

Observed across 100 independent market paths: Mavrik Scalper ranked #9 of 10 — 0 wins, $-46.30 average profit, 12 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 10.63%, peak 22.63%) and recovery was inconsistent.

Path variation: High path sensitivity produced wide outcome dispersion across the batch.

Best EnvironmentBalanced conditions · Moderate volatility · Mixed regimes
Weakest EnvironmentProlonged adverse trends · Extreme trends · High volatility
Suitable ForBest evaluated alongside stronger performers rather than as a standalone choice.

Wave Rider EA

Observed across 100 independent market paths: Wave Rider EA ranked #10 of 10 — 0 wins, $-74.03 average profit, 6 top-three finishes.

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 29.35% 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.

Best EnvironmentBalanced conditions · Moderate volatility · Mixed regimes
Weakest EnvironmentProlonged adverse trends · Extreme trends · High volatility
Suitable ForConsider only with strict risk limits if used at all.