don’t worry. I just wasn’t sure about the question.
You are right that a log scale would offer a better perspective to compare the recent performance with the past performance. We are running the same strategy with slightly different risk parameters on an account that is tracked at myfxbook. Since the risk behaves linear the performance is comparable to the one of the underlying strategy of the Darwin.
However you need to keep in mind that the performance of our Darwin is the result of an evolution. We do not trade the same strategies that we did trade in 2014. We adapt parameters, gradually change the logic, add new (sub-)strategies or drop strategies that fall out of their expected behaviour. What every step in this evolution has in common is that it exploits the same market inefficiency, what distinguishes them is that each iteration in our development process approaches these inefficiencies from a different and hopefully more profitable or more risk tolerant angle.