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 | 10 | 8 | +$122.87 | 8.25% | View | |
| 2 | 12 | 9 | 10 | +$116.94 | 7.55% | View | |
| 3 | 12 | 12 | 6 | +$106.83 | 8.34% | View | |
| 4 | 10 | 11 | 8 | +$106.43 | 6.93% | View | |
| 5 | 9 | 10 | 13 | +$92.02 | 7.78% | View | |
| 6 | 9 | 11 | 9 | +$82.51 | 8.56% | View | |
| 7 | 8 | 13 | 14 | +$173.63 | 7.85% | View | |
| 8 | 8 | 7 | 13 | +$105.64 | 8.00% | View | |
| 9 | 8 | 9 | 10 | +$33.90 | 8.48% | View | |
| 10 | 6 | 8 | 9 | +$85.45 | 8.07% | 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 — Deriv Karma Project EA
While several EAs posted strong individual runs, Deriv Karma Project EA led the batch with 18 outright victories and the highest average profit.
Consistent upper-tier rankings — top three in 36 paths — explain why it outpaced more volatile competitors.
Average drawdown remained contained at 8.25%, supporting a favourable balance between profitability and capital stress.
🛡 Most Consistent — Sharkyra Gold
Sharkyra Gold showed the most stable profit path across the batch, with smaller swings between individual market scenarios.
It stayed profitable in 61 of 100 scenarios and placed top-three 23 times — steady without needing to dominate every run.
This consistency came at the cost of fewer outright wins than more aggressive competitors.
⚖ Best Risk-Adjusted Performance — Cortex Aurex
With a profit-to-drawdown ratio of 22.1, Cortex Aurex 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 — Smart Gold Impulse
Smart Gold Impulse showed the largest variation in drawdown across the batch (22.20% spread, peak 26.45%).
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.
Deriv Karma Project EA
Observed across 100 independent market paths: Deriv Karma Project EA ranked first overall with 18 simulation wins and the highest average return at $122.87.
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 25.69%, exposing sensitivity to sustained hostile regimes.
Path variation: High path sensitivity produced wide outcome dispersion across the batch.
CasperIT Adaptive Market Intelligence Trader
Observed across 100 independent market paths: CasperIT Adaptive Market Intelligence Trader finished second with 12 wins and an average return of $116.94 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.
Nexorion Initium Novum EA
Observed across 100 independent market paths: Nexorion Initium Novum EA took third place (12 wins, $106.83 average) and stayed competitive in 30 simulations.
Strategy-family context: Responded to the market conditions present during this simulation, producing positive average returns despite uneven paths.
Observed risk across the sample: Severe equity declines were avoided in every simulation, with peak drawdown remaining under 20%.
Path variation: Performance depended heavily on which market path appeared — strong in some, weak in others.
Trend Catcher exp
Observed across 100 independent market paths: Trend Catcher exp landed in the upper half at rank #4, posting 10 wins and $106.43 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 22.28% 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.
Aureum Quant
Observed across 100 independent market paths: Aureum Quant landed in the upper half at rank #5, posting 9 wins and $92.02 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 23.76% when trends ran without sufficient recovery — a defining risk characteristic of this batch.
Path variation: Only 9 outright wins, but frequently stayed within reach of the leaders.
Smart Gold Impulse
Observed across 100 independent market paths: Smart Gold Impulse ranked #6 of 10 — 9 wins, $82.51 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 26.45%, 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 #7 of 10 — 8 wins, $173.63 average profit, 35 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: Downside risk remained moderate. Maximum drawdown stayed below 20% throughout every simulation.
Path variation: Only 8 outright wins, but frequently stayed within reach of the leaders.
Quantum Valkyrie
Observed across 100 independent market paths: Quantum Valkyrie ranked #8 of 10 — 8 wins, $105.64 average profit, 28 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: Severe equity declines were avoided in every simulation, with peak drawdown remaining under 20%.
Path variation: Performance depended heavily on which market path appeared — strong in some, weak in others.
Obsidian Flow Atlas EA
Observed across 100 independent market paths: Obsidian Flow Atlas EA ranked #9 of 10 — 8 wins, $33.90 average profit, 27 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 25.46%, exposing sensitivity to sustained hostile regimes.
Path variation: High path sensitivity produced wide outcome dispersion across the batch.
Sharkyra Gold
Observed across 100 independent market paths: Sharkyra Gold ranked #10 of 10 — 6 wins, $85.45 average profit, 23 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 23.83%, spread 20.19%), though 61 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $2393.21).