I really think this discussion is going nowhere.
We are arguing about two different concepts.
- Consistency in pips / duratión, the only one measured in Darwinex
- Consistency in returs, mostly, consistency in negative excursions
Probably consistency as Darwinex call it is a bad name, but anyway, it is what we have.
What I would like to see is a new attribute as "consistency in negative excursions" in Darwinex, called whatever they like, but hopefully we'll see it in the "Darwinex reloaded".
At this point, their measure makes sense, but we are missing the "other one"
To me, I don't mind about consistency rate in a trader. All I look is stable negative excursions and stable VAR, and of course, a winning system.