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.

Return/Risk Historical Data - making available in deconstructed form?

Hi everyone! I cannot stress enough how in love I am with your Return/Risk metric.
I also really wish it was available through the api, preferably in deconstructed form, so that we could reconstruct Return/Risk value for any custom period.

My best guess would be that Return/Risk is Stored as:

Timestamp Ti, probably at 24 hour intervals
Ni: Total weight until Ti, maybe equaling number of trades
Ri: Nonstandardized total return value until Ti, from normal distribution with mean 0 and variance of Ni

So when we wish to reconstruct R/R value for time period Ti -> Tj
R/R value for period [Ti -> Tj] = (Rj - Ri) / sqrt(Nj - Ni)
R/R since inception = R(now) / sqrt(N(now))

So maybe api could have this Ti, Ni, Ri values for darwins entire history, maybe at 24 hour intervals, like current quotes? That would be lovely. Or maybe if I am wrong (quite likely) some other way to request R/R value for custom periods through API?

I think analyzing behavior of R/R could open very interesting pathways to analyzing behavior of Darwins, specifically their reaction to certain market conditions/cycles - perhaps even giving early signals to enter/leave darwins when tide has just begun turning.


Performance IA is much better, and does not consiter outdated return done 2 or 3 years ago. :slight_smile:

Oh I quite like that too, the only trouble I have with PF is that I have little control over what time period affects PF calculation - R/R in conjunction with PF lends itself to complete analysis.

1 Like