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 | 16 | 14 | 7 | +$45.29 | 9.27% | View | |
| 2 | 13 | 10 | 9 | +$46.60 | 9.17% | View | |
| 3 | 13 | 7 | 11 | +$37.66 | 9.01% | View | |
| 4 | 12 | 6 | 10 | +$29.58 | 9.29% | View | |
| 5 | 11 | 8 | 14 | +$24.87 | 9.70% | View | |
| 6 | 10 | 13 | 6 | +$14.23 | 10.09% | View | |
| 7 | 9 | 9 | 9 | +$29.06 | 9.22% | View | |
| 8 | 9 | 10 | 10 | +$22.52 | 8.63% | View | |
| 9 | 5 | 16 | 8 | +$10.58 | 10.22% | View | |
| 10 | 2 | 7 | 16 | +$2.86 | 9.96% | 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 — Sharkyra Gold
Sharkyra Gold delivered the strongest overall performance across all 100 simulations, averaging $45.29 with 16 first-place finishes.
It remained among the top three in 37 of 100 runs, showing that its lead was not dependent on only a few exceptional outcomes.
Downside stayed controlled throughout the batch — peak drawdown was 19.87% while profitability led the field.
🛡 Most Consistent — Aurum AI
Aurum AI produced the lowest variation in profitability between simulations (spread $412.23, std. dev. $104.67).
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 — Quantum Valkyrie
Profit of $46.60 per unit of average drawdown (9.17%) 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 (13 wins), but each unit of drawdown produced more profit than competitors.
⚠ Highest Drawdown Variability — Quantum Valkyrie
No other EA matched the drawdown dispersion of Quantum Valkyrie, 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.
Sharkyra Gold
Observed across 100 independent market paths: Sharkyra Gold ranked first overall with 16 simulation wins and the highest average return at $45.29.
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: Capital preservation remained strong — none of the simulations exceeded a 20% drawdown threshold.
Path variation: Results swung sharply between simulations (profit spread $486.73).
Quantum Valkyrie
Observed across 100 independent market paths: Quantum Valkyrie finished second with 13 wins and an average return of $46.60 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 34.36% 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.
XG Gold Robot
Observed across 100 independent market paths: XG Gold Robot took third place (13 wins, $37.66 average) and stayed competitive in 31 simulations.
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 25.28%, spread 21.36%), though 64 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $525.59).
SixtyNine EA
Observed across 100 independent market paths: SixtyNine EA landed in the upper half at rank #4, posting 12 wins and $29.58 average profit.
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 9.29% with peaks near 21.15%, but recovery completed in most profitable paths.
Path variation: High path sensitivity produced wide outcome dispersion across the batch.
BB Return
Observed across 100 independent market paths: BB Return landed in the upper half at rank #5, posting 11 wins and $24.87 average profit.
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 28.93%, exposing sensitivity to sustained hostile regimes.
Path variation: High path sensitivity produced wide outcome dispersion across the batch.
Cortex Aurex
Observed across 100 independent market paths: Cortex Aurex ranked #6 of 10 — 10 wins, $14.23 average profit, 29 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 33.81%, spread 28.84%), though 57 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $547.58).
Nexorion Initium Novum EA
Observed across 100 independent market paths: Nexorion Initium Novum EA ranked #7 of 10 — 9 wins, $29.06 average profit, 27 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: Drawdown averaged 9.22% with wider peaks, acceptable given net profitability across the batch.
Path variation: Performance depended heavily on which market path appeared — strong in some, weak in others.
Aurum AI
Observed across 100 independent market paths: Aurum AI ranked #8 of 10 — 9 wins, $22.52 average profit, 29 top-three finishes.
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.
Obsidian Flow Atlas EA
Observed across 100 independent market paths: Obsidian Flow Atlas EA ranked #9 of 10 — 5 wins, $10.58 average profit, 29 top-three finishes.
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 32.21%, exposing sensitivity to sustained hostile regimes.
Path variation: High path sensitivity produced wide outcome dispersion across the batch.
XIRO Robot
Observed across 100 independent market paths: XIRO Robot ranked #10 of 10 — 2 wins, $2.86 average profit, 25 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 30.66%, spread 25.60%), though 54 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $531.53).