Dear Sergey, you are very clever and joyful person, But I can show you a proof for the failure of static linear expert advisors, compared to dynamic, non linear programmed expert advisors.
But once you see the proof you will need to answer the question, not by asking another question :-)
It also depends on timeframe for example and for how long the EA is making the trades. If EA is working/trading for few hours during a day so it can work in any market ...
Applying Set Theory to two of the groups of expert advisors, Most EAs, and All EAs. you will find that most EAs I am referring to are all of the EAs in the Metatrader Expert Advisors Market, Programmed by linear style code with MQL, There are no MQL experts in the Market which are dynamically programmed, because MQL code doesn't have the ability to change the code context in realtime. Now, the other group of EAs which are not programmed by MQL might have the ability to change the context code in real time but they are not within our market.
Do you understand the proof?
If you would not consider this as proof you can read more here :