If you think you current parameters are profitable it means you testesd them on a sample of trades.
My parameters are tested on a sample of more than 200 trades, when I tested on smaller samples parameters didn't work. You invest if you have reliable parameters, they invest if they have reliable scores.
know they are(were) the most profitable, because I tested them for 10 years across approx ~10 currency pairs with spreads inflated well beyond averages - your 200 trade sample is very small in comparison - statistically insignificant even
Of course, this has zero bearing as to what will happen in the future, but the larger the sample size, the more market conditions contained within (up-trends, down-trends, ranges etc); the more confidence you can place in your system going forward. As for failing over smaller periods, that's definitely not a problem - I design and test with a preference for consistency and robustness. From memory, there was a single "meh" year, bordered by two in line/exceeding the 75%+ CAGR.
My suggestion is very reliable. It is similar to yours, but fixes the "only 24 trades" problem that caused you to retract. It is a slightly longer test to pass for scalpers, substantially shorter test for long term guys. Experience should be a pure measure of sample size and track record.
The problem is that Darwinex think that one position lasting 7 days is 7 times more representative....
It's what Darwinex think, but purhaps it's not true. Personaly I suppose it is mathsqrt(7) times more representative - may be less. You may have 10 trades winning 30 pips during 12 hours in average and one during four days. One cant say that there is a strong decision (the 4 days one) and nine other whitch dont realy count.
Exactly, these trades are outliers, they aren't at all representative - a "representative" trading decision would be modal, not an extreme. The algorithm assumes 2 x sqrt trade duration == 2x leverage - I think this is a fallacy that appears to ring true through language and repetition, but would not stand up to rigorous testing. There have been lots of studies done confirming a correlation between excessive leverage and poor performance/blown accounts, I'm yet to see anything proving a correlation between "excessive" trade duration on profitable excursions and a blown account. This stuff is firmly in the territory of the Loss Aversion, Duration Consistency, Risk Stability, R+ and R- IAs, it shouldn't have anything to do with Experience.
@JesusDarwinex the Experience IA does not respect the second rule of IAs:
"2. Each attribute is completely independent of any other attribute."
The Experience IA is clearly not independent of the Duration Consistency attribute: cet. par. traders with high scores in Dc collect experience faster than traders with low/average scores in Dc.
The same thing could be said for the Loss Aversion attribute, though I'm not about to defend traders with poor scores on that front