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 | $-5.19 | 11.70% | 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 — Mad Turtle
While several EAs posted strong individual runs, Mad Turtle led the batch with 100 outright victories and the highest average profit.
Consistent upper-tier rankings — top three in 100 paths — explain why it outpaced more volatile competitors.
Downside stayed controlled throughout the batch — peak drawdown was 24.60% while profitability led the field.
🛡 Most Consistent — Mad Turtle
Mad Turtle produced the lowest variation in profitability between simulations (spread $484.84, std. dev. $103.10).
Rather than relying on a few exceptional runs, it maintained competitive performance across a wide variety of market conditions.
It balanced repeatability with 100 outright wins — competitive without being the most aggressive in the batch.
⚖ Best Risk-Adjusted Performance — Mad Turtle
Mad Turtle achieved the best risk-adjusted performance in this batch — $-5.19 average profit against 11.70% average drawdown.
It generated meaningful upside without proportionally large equity swings — efficient capital use across 100 independent paths.
Its strong average return was achieved without proportionally high drawdown, giving it the most attractive risk-adjusted result in the batch.
⚠ Highest Drawdown Variability — Mad Turtle
Mad Turtle showed the largest variation in drawdown across the batch (17.06% spread, peak 24.60%).
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.
Mad Turtle
Observed across 100 independent market paths: Mad Turtle ranked first overall with 100 simulation wins and the highest average return at $-5.19.
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: Drawdown pressure stayed elevated (avg 11.70%, peak 24.60%) and recovery was inconsistent.
Path variation: Dominated individual runs (100 wins), showing clear strength when conditions aligned.