@JesusDarwinex let me only clarify and confirm my understanding with one question about the value and chart of d-leverage per position shown. I think that it could help the understanding the concept of this chart for everybody.
We know that the d-leverage is calculated with the leverage (lots/equity) of the underlying strategy, corrected with the volatility and correlation between the pairs of the position.
This d-leverage (STRATEGY) with the time in market of this positions is used to the calculate the VAR of the underlying strategy.
After we can calculate the actual d-leverage of the darwin, correcting from the var of the strategy to the VAR10% (d-leverage DARWIN)
Let me one Example to clarify the question:
Suppose a value of 40 of the d-leverage of a strategy. This implies a VAR 80%.
Then to calculate the actual d-leverage of the darwin VAR10%, we have to calculate 40x10/80= 5 (d-leverage DARWIN)
In this example, I understand that the d-leverage shown in your new charts would be 5, isn’t it?
I would like to confirm because I think that it is the first time that the d-leverage of the darwin is shown, because in other places (chart Ra and the trading journal the d-leverage shown is the strategy’s d-leverage, in my example: 40)
By the way, I completely agree that the d-leverage that you have to shown in this new chart and value, is the d-leverage of the darwin, as you did, because if not, it wouldn’t be comparable between all the darwins.