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 | 13 | 9 | 7 | +$52.13 | 8.44% | View | |
| 2 | 13 | 11 | 9 | +$48.61 | 8.08% | View | |
| 3 | 11 | 10 | 10 | +$85.62 | 8.39% | View | |
| 4 | 11 | 9 | 9 | +$20.31 | 8.67% | View | |
| 5 | 11 | 8 | 9 | $-20.45 | 8.84% | View | |
| 6 | 10 | 7 | 10 | $-4.65 | 8.71% | View | |
| 7 | 9 | 11 | 9 | +$110.46 | 5.75% | View | |
| 8 | 8 | 11 | 12 | +$31.76 | 8.59% | View | |
| 9 | 8 | 10 | 11 | +$30.76 | 7.88% | View | |
| 10 | 6 | 14 | 14 | +$44.97 | 8.33% | 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 $52.13 with 13 first-place finishes.
It remained among the top three in 29 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 20.63% while profitability led the field.
🛡 Most Consistent — Range Breakout EA with Range Filters
Profit outcomes clustered more tightly for Range Breakout EA with Range Filters than for any other EA in this test.
Consistent mid-to-upper rankings reflected an ability to adapt when regimes shifted, not just excel in one market type.
It rarely finished first (11 wins), trading peak performance for repeatability.
⚖ Best Risk-Adjusted Performance — Trend Catcher exp
Profit of $110.46 per unit of average drawdown (5.75%) ranked highest among all tested systems.
Peers with similar profits often accepted higher average drawdowns; this EA did not.
It may not have won the most simulations (9 wins), but each unit of drawdown produced more profit than competitors.
⚠ Highest Drawdown Variability — CasperIT Adaptive Market Intelligence Trader
No other EA matched the drawdown dispersion of CasperIT Adaptive Market Intelligence Trader, making it the most path-dependent in this test.
Market paths that favoured other strategy types repeatedly punished this design.
Even its best run ($1050.43) did not offset how widely drawdown outcomes diverged across paths.
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 13 simulation wins and the highest average return at $52.13.
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 20.63% — elevated, yet recovery generally followed in winning simulations.
Path variation: Results swung sharply between simulations (profit spread $2443.28).
Aureum Quant
Observed across 100 independent market paths: Aureum Quant finished second with 13 wins and an average return of $48.61 across 100 paths.
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 22.32% 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.
Range Breakout EA with Range Filters
Observed across 100 independent market paths: Range Breakout EA with Range Filters took third place (11 wins, $85.62 average) and stayed competitive in 31 simulations.
Strategy-family context: Responded to the market conditions present during this simulation with comparatively controlled drawdowns across diverse regimes.
Observed risk across the sample: Capital preservation remained strong — none of the simulations exceeded a 20% drawdown threshold.
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 landed in the upper half at rank #4, posting 11 wins and $20.31 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: Downside risk stayed controlled across all simulated market 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 #5, posting 11 wins and $-20.45 average profit.
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 25.77% 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.
Smart Gold Impulse
Observed across 100 independent market paths: Smart Gold Impulse ranked #6 of 10 — 10 wins, $-4.65 average profit, 27 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: Drawdown pressure stayed elevated (avg 8.71%, peak 20.22%) and recovery was inconsistent.
Path variation: High path sensitivity produced wide outcome dispersion across the batch.
Trend Catcher exp
Observed across 100 independent market paths: Trend Catcher exp ranked #7 of 10 — 9 wins, $110.46 average profit, 29 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 stayed controlled across all simulated market paths.
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 ranked #8 of 10 — 8 wins, $31.76 average profit, 31 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: Severe equity declines were avoided in every simulation, with peak drawdown remaining under 20%.
Path variation: Only 8 outright wins, but frequently stayed within reach of the leaders.
CasperIT Adaptive Market Intelligence Trader
Observed across 100 independent market paths: CasperIT Adaptive Market Intelligence Trader ranked #9 of 10 — 8 wins, $30.76 average profit, 29 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 25.26% 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 — 6 wins, $44.97 average profit, 34 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 26.17%, spread 21.95%), though 52 of 100 paths still finished profitable.
Path variation: Only 6 outright wins, but frequently stayed within reach of the leaders.