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 | 22 | 13 | 7 | +$50.77 | 9.45% | View | |
| 2 | 16 | 24 | 9 | +$90.39 | 8.42% | View | |
| 3 | 16 | 4 | 18 | +$52.78 | 8.75% | View | |
| 4 | 14 | 11 | 10 | +$26.32 | 9.74% | View | |
| 5 | 11 | 8 | 11 | +$27.59 | 9.68% | View | |
| 6 | 6 | 13 | 7 | +$25.44 | 9.75% | View | |
| 7 | 6 | 7 | 5 | +$4.71 | 9.71% | View | |
| 8 | 4 | 9 | 9 | $-4.70 | 10.00% | View | |
| 9 | 4 | 4 | 12 | $-9.58 | 10.58% | View | |
| 10 | 1 | 7 | 12 | $-16.31 | 10.40% | 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 $50.77 with 22 first-place finishes.
It remained among the top three in 42 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 25.76% while profitability led the field.
🛡 Most Consistent — Dark Gold
Dark Gold showed the most stable profit path across the batch, with smaller swings between individual market scenarios.
It stayed profitable in 84 of 100 scenarios and placed top-three 49 times — steady without needing to dominate every run.
It balanced repeatability with 16 outright wins — competitive without being the most aggressive in the batch.
⚖ Best Risk-Adjusted Performance — Dark Gold
With a profit-to-drawdown ratio of 10.7, Dark Gold delivered the strongest return relative to capital stress in this test.
Returns scaled favourably versus drawdown, suggesting conditions aligned with its strategy without excessive recovery pressure.
Maximum upside was moderate compared with the batch winner, yet the profit-to-drawdown trade-off was the most attractive.
⚠ 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 22 simulation wins and the highest average return at $50.77.
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 25.76%, spread 21.55%), though 55 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $575.00).
Dark Gold
Observed across 100 independent market paths: Dark Gold finished second with 16 wins and an average return of $90.39 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 stayed controlled across all simulated market paths.
Path variation: Results swung sharply between simulations (profit spread $350.61).
BB Return
Observed across 100 independent market paths: BB Return took third place (16 wins, $52.78 average) and stayed competitive in 38 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: Average drawdown reached 8.75% with peaks near 21.08%, but recovery completed in most profitable paths.
Path variation: High path sensitivity produced wide outcome dispersion across the batch.
Quantum Valkyrie
Observed across 100 independent market paths: Quantum Valkyrie landed in the upper half at rank #4, posting 14 wins and $26.32 average profit.
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 27.47% 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 landed in the upper half at rank #5, posting 11 wins and $27.59 average profit.
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 25.71%, spread 21.07%), though 61 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $591.67).
Nexorion Initium Novum EA
Observed across 100 independent market paths: Nexorion Initium Novum EA ranked #6 of 10 — 6 wins, $25.44 average profit, 26 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 9.75% 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.
SixtyNine EA
Observed across 100 independent market paths: SixtyNine EA ranked #7 of 10 — 6 wins, $4.71 average profit, 18 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: Severe equity declines were avoided in every simulation, with peak drawdown remaining under 20%.
Path variation: High path sensitivity produced wide outcome dispersion across the batch.
Cortex Aurex
Observed across 100 independent market paths: Cortex Aurex ranked #8 of 10 — 4 wins, $-4.70 average profit, 22 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: Peak drawdown of 22.15% coincided with weak recovery — risk outweighed reward in many paths.
Path variation: Results swung sharply between simulations (profit spread $431.71).
Obsidian Flow Atlas EA
Observed across 100 independent market paths: Obsidian Flow Atlas EA ranked #9 of 10 — 4 wins, $-9.58 average profit, 20 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 30.94%, 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 — 1 wins, $-16.31 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 28.57%, spread 24.29%), though 44 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $522.15).