My Darwin had a VAR over 90% in the early days as i was trialling Darwinex. I like Darwinex so decided to add more funds. My VAR greatly reduced as although I increased my trade size, the increase in the account size was proportionately larger.
So i went from a VAR > 90% to one now around 10%. My risk management score now sits at 1.5 having moved down from over 5 in the early days.
So this Risk mgt algo thinks it is better to have a consistent trade size as proportion of account size at over 90% VAR as opposed to having a sensible VAR around 10%.
Why am i penalised by reducing VAR from high risk to low risk?
I can understand if i took my VAR from 10% to 90% i would be penalised.
The answer cannot be the algo wants me to be consistent in trade size as surely this is what the consistency algo is measuring?