It is not specifically a matter of the lenght of your trades but the nº of winning/losing pips per trade that affects the Cp the most.
Let's imagine that you get an average winning trade of 10 pips and you have 1MM of AuM meaning that Darwinex would need to buy a significant volume in order to fill all of them.
Let's say that Darwinex needs to buy 1 lot of the underlying asset every 50K invested in its Darwin (20 lots in total). When doing so, the order suffers a slippage of 0.1 pips when compared to the trader's trade. 0.1 pips may sound ridiculous at first sight. However, if your average winning trade is 10 pips, it'd represent 1%. Therefore, your investors will get, on average, a return of 1% worse than the Dawrin. If your winning average trade were 100 pips that'd represent 0.1%, etc.
This is not true. In MT4 we are all liquidity takers and not providers. Limit orders become market orders when triggered. I highly encourage you to take a look at this webinar.
Wish you a great weekend