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 | 19 | 7 | 8 | +$27.87 | 9.32% | View | |
| 2 | 18 | 9 | 11 | +$54.91 | 9.09% | View | |
| 3 | 15 | 13 | 18 | +$40.33 | 8.83% | View | |
| 4 | 12 | 11 | 5 | +$26.11 | 9.63% | View | |
| 5 | 11 | 7 | 7 | +$16.84 | 10.06% | View | |
| 6 | 10 | 15 | 17 | +$36.44 | 9.42% | View | |
| 7 | 6 | 6 | 10 | $-10.47 | 10.53% | View | |
| 8 | 4 | 11 | 6 | $-9.65 | 10.34% | View | |
| 9 | 3 | 10 | 3 | $-34.52 | 11.79% | View | |
| 10 | 2 | 11 | 15 | +$9.05 | 9.70% | 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 — SixtyNine EA
While several EAs posted strong individual runs, SixtyNine EA led the batch with 19 outright victories and the highest average profit.
Consistent upper-tier rankings — top three in 34 paths — explain why it outpaced more volatile competitors.
Average drawdown remained contained at 9.32%, supporting a favourable balance between profitability and capital stress.
🛡 Most Consistent — Cortex Aurex
Cortex Aurex showed the most stable profit path across the batch, with smaller swings between individual market scenarios.
It stayed profitable in 53 of 100 scenarios and placed top-three 28 times — steady without needing to dominate every run.
It rarely finished first (2 wins), trading peak performance for repeatability.
⚖ Best Risk-Adjusted Performance — Sharkyra Gold
With a profit-to-drawdown ratio of 6.0, Sharkyra 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.
It may not have won the most simulations (18 wins), but each unit of drawdown produced more profit than competitors.
⚠ Highest Drawdown Variability — Obsidian Flow Atlas EA
Obsidian Flow Atlas EA showed the largest variation in drawdown across the batch (27.59% spread, peak 32.58%).
Market paths that favoured other strategy types repeatedly punished this design.
When volatility aligned, it occasionally produced some of the strongest individual simulation results (best run $326.14).
Simulation Analysis by Expert Advisor
Observed across 100 independent market paths. Strategy-family context is explanatory, not a forecast.
SixtyNine EA
Observed across 100 independent market paths: SixtyNine EA ranked first overall with 19 simulation wins and the highest average return at $27.87.
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 25.20%, 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 finished second with 18 wins and an average return of $54.91 across 100 paths.
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 $479.73).
XG Gold Robot
Observed across 100 independent market paths: XG Gold Robot took third place (15 wins, $40.33 average) and stayed competitive in 46 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 25.87%, spread 21.51%), though 61 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $483.38).
BB Return
Observed across 100 independent market paths: BB Return landed in the upper half at rank #4, posting 12 wins and $26.11 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 23.89%, exposing sensitivity to sustained hostile regimes.
Path variation: High path sensitivity produced wide outcome dispersion across the batch.
Nexorion Initium Novum EA
Observed across 100 independent market paths: Nexorion Initium Novum EA landed in the upper half at rank #5, posting 11 wins and $16.84 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: Drawdown averaged 10.06% 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.
Quantum Valkyrie
Observed across 100 independent market paths: Quantum Valkyrie ranked #6 of 10 — 10 wins, $36.44 average profit, 42 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: Peak drawdown hit 29.30% 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.
Obsidian Flow Atlas EA
Observed across 100 independent market paths: Obsidian Flow Atlas EA ranked #7 of 10 — 6 wins, $-10.47 average profit, 22 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 32.58%, 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 #8 of 10 — 4 wins, $-9.65 average profit, 21 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 23.87%, spread 19.71%), though 48 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $483.96).
Gold Snap
Observed across 100 independent market paths: Gold Snap ranked #9 of 10 — 3 wins, $-34.52 average profit, 16 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 30.86% 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.
Cortex Aurex
Observed across 100 independent market paths: Cortex Aurex ranked #10 of 10 — 2 wins, $9.05 average profit, 28 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: Temporary equity pressure peaked at 22.38% — elevated, yet recovery generally followed in winning simulations.
Path variation: Results swung sharply between simulations (profit spread $402.39).