CFDs are complex instruments and come with a high risk of losing money rapidly due to leverage. 66 % of retail investor accounts lose money when trading CFDs with this provider. You should consider whether you understand how CFDs work and whether you can afford to take the high risk of losing your money.

QUA - Quantessence

Thanks but I know how it works , at least this one.

But a RM has the goal to protect not to encrease the sirk.

So in theorie there is an RM but in facts it is absent.

It’s like an circus acrobat that play without net.

Hum… no. 12% on a single day is not an expected behaviour with Var(10,95%) especialy when it occurs few time after migration.

Var calculation depends of Darwinex, not yours.

But I am afraid that imported track record is a very very bad behaviour proxy of behaviour after migration. That comes from you.

Any explanations ?

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Hi @CondorcetInvestment,

I’m afraid I don’t see the question in your post. Could you please elaborate?

Regards

Well, sorry for my laconic question.

Despite the fact that a logaritmic scale would be better for studying an EC (because of compound return), the behaviour of the EC seems to be differrent between before and after migration.

It could be hasard, or an effect of Var simulation during import, anything else ?

Regards

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Hi @CondorcetInvestment,

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.

Regards

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Is this still applicable? The current DD is -28%

the clue was there :wink: