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 | 100 | 0 | 0 | +$26.08 | 8.81% | 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 — Gold House
Gold House delivered the strongest overall performance across all 100 simulations, averaging $26.08 with 100 first-place finishes.
It remained among the top three in 100 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 19.99% while profitability led the field.
🛡 Most Consistent — Gold House
Gold House showed the most stable profit path across the batch, with smaller swings between individual market scenarios.
It stayed profitable in 56 of 100 scenarios and placed top-three 100 times — steady without needing to dominate every run.
It balanced repeatability with 100 outright wins — competitive without being the most aggressive in the batch.
⚖ Best Risk-Adjusted Performance — Gold House
With a profit-to-drawdown ratio of 3.0, Gold House 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.
Its strong average return was achieved without proportionally high drawdown, giving it the most attractive risk-adjusted result in the batch.
⚠ Highest Drawdown Variability — Gold House
Equity swings were widest here — drawdown ranged from 4.60% to 19.99% across 100 simulations.
Hostile regime combinations — trend reversals, volatility spikes, or range extensions — hit this strategy harder than peers.
Favourable paths still delivered standout peaks — the trade-off is higher drawdown variability, not absence of upside.
Simulation Analysis by Expert Advisor
Observed across 100 independent market paths. Strategy-family context is explanatory, not a forecast.
Gold House
Observed across 100 independent market paths: Gold House ranked first overall with 100 simulation wins and the highest average return at $26.08.
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: Downside risk stayed controlled across all simulated market paths.
Path variation: Outperformed peers most often, with 100 outright victories across independent paths.