Mobile agent has attracted researchers in distributed computing for its features such as reactivity, autonomy and mobility. However, since mobile agent can react to the environment and migrate freely, it is very difficult to evaluate its performance. Further, the lack of a standard for the execution model of mobile agents also makes the performance issue ambiguous. In this paper, we build a direct execution simulation environment called MADESE for performance evaluation of mobile agents. The environment is built on a SMA model specifying mobile agent execution. Consisting of a parallel simulator with a set of built-in mobile agent systems in a LAN or one host, the environment can be used to simulate the behaviors of the mobile agents running in the Internet. We implement a prototype based on a modified Aglets platform and test the prototype with certain mobile agent-based algorithms.