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 | 13 | 10 | +$83.47 | 8.53% | View | |
| 2 | 16 | 14 | 8 | +$59.72 | 9.62% | View | |
| 3 | 11 | 18 | 8 | +$83.96 | 8.52% | View | |
| 4 | 10 | 12 | 12 | +$47.96 | 9.57% | View | |
| 5 | 10 | 4 | 13 | +$16.48 | 10.03% | View | |
| 6 | 9 | 9 | 14 | +$29.10 | 10.80% | View | |
| 7 | 8 | 9 | 11 | $-3.62 | 11.75% | View | |
| 8 | 8 | 9 | 5 | $-14.34 | 12.15% | View | |
| 9 | 5 | 6 | 12 | +$19.81 | 9.95% | View | |
| 10 | 5 | 6 | 7 | $-37.04 | 12.43% | 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 — Lizard
While several EAs posted strong individual runs, Lizard led the batch with 18 outright victories and the highest average profit.
Consistent upper-tier rankings — top three in 41 paths — explain why it outpaced more volatile competitors.
Average drawdown remained contained at 8.53%, supporting a favourable balance between profitability and capital stress.
🛡 Most Consistent — Gold Vanguard EA
Gold Vanguard EA showed the most stable profit path across the batch, with smaller swings between individual market scenarios.
It stayed profitable in 77 of 100 scenarios and placed top-three 37 times — steady without needing to dominate every run.
It rarely finished first (11 wins), trading peak performance for repeatability.
⚖ Best Risk-Adjusted Performance — Gold Vanguard EA
With a profit-to-drawdown ratio of 9.9, Gold Vanguard EA 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 — XAU Marti H1Trend
No other EA matched the drawdown dispersion of XAU Marti H1Trend, making it the most path-dependent in this test.
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.
Lizard
Observed across 100 independent market paths: Lizard ranked first overall with 18 simulation wins and the highest average return at $83.47.
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 27.57%, exposing sensitivity to sustained hostile regimes.
Path variation: High path sensitivity produced wide outcome dispersion across the batch.
GoldStorm Pro EA
Observed across 100 independent market paths: GoldStorm Pro EA finished second with 16 wins and an average return of $59.72 across 100 paths.
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 32.49%, exposing sensitivity to sustained hostile regimes.
Path variation: High path sensitivity produced wide outcome dispersion across the batch.
Gold Vanguard EA
Observed across 100 independent market paths: Gold Vanguard EA took third place (11 wins, $83.96 average) and stayed competitive in 37 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: Severe equity declines were avoided in every simulation, with peak drawdown remaining under 20%.
Path variation: Results swung sharply between simulations (profit spread $388.49).
Vex Gold EA
Observed across 100 independent market paths: Vex Gold EA landed in the upper half at rank #4, posting 10 wins and $47.96 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 27.27% 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.
Gold House
Observed across 100 independent market paths: Gold House landed in the upper half at rank #5, posting 10 wins and $16.48 average profit.
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 26.34%, spread 21.27%), though 54 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $553.49).
GoldSpire
Observed across 100 independent market paths: GoldSpire ranked #6 of 10 — 9 wins, $29.10 average profit, 32 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 36.48% 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.
Impulse
Observed across 100 independent market paths: Impulse ranked #7 of 10 — 8 wins, $-3.62 average profit, 28 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 34.19%, exposing sensitivity to sustained hostile regimes.
Path variation: High path sensitivity produced wide outcome dispersion across the batch.
LNT Gold X100
Observed across 100 independent market paths: LNT Gold X100 ranked #8 of 10 — 8 wins, $-14.34 average profit, 22 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 34.73%, spread 28.93%), though 48 of 100 paths still finished profitable.
Path variation: Results swung sharply between simulations (profit spread $701.94).
Range Breakout EA with Range Filters
Observed across 100 independent market paths: Range Breakout EA with Range Filters ranked #9 of 10 — 5 wins, $19.81 average profit, 23 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 22.16% 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.
XAU Marti H1Trend
Observed across 100 independent market paths: XAU Marti H1Trend ranked #10 of 10 — 5 wins, $-37.04 average profit, 18 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 45.31% 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.