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SUG SuperDarwin @bendex

Mechanisms are in place to detect low liquidity and trading is automatically halted when this occurs, the lower time frame strategies are more sensitive and will halt at a smaller reduction in liquidity than the D1 for instance. (The performance of D1 strategies are less prone to slipping a few fractions of a pip or even a few pips.) This is to minimize slippage and to prevent entry during low liquidity around news etc. With the safety mechanism no unexpectedly large losses because of slippages have occurred in the last several years. My EA produce slippage logs and stores slippage data in GV which enables me to track accurately.

No scalpers. A collection of fully automated breakout strategies H1 to D1.

No martingale or grids here. All trades always have a reasonable SL and TP plus alternate exit signals including trailing stops. All trades use a stable risk amount based on the strategy, total equity in account and current volatility. I do NOT increase risk in any way because of losses or short term winning positions, profits or streaks. I have made some anti-martingale and illusions of profitability posts on various forums complete with simple mathematical explanation as to why the risk vs reward is always better when you use a stable risk. Cav’s post sums it up nicely here.

As of 2020 Jan, SUG is a 5 time prize winner of the Darwinia Contest and currently are awarded 347,921.65 € Darwinia funding. (Most recent prize win)

About 8.5 Risk Stability, the score itself is reasonably stable at this point over time. Darwinex does not seem to differentiate between risk fluctuations from hourly strategies to the D1 strategies. One will be a little larger risk size but normally held for only hours with a tighter stop-loss and one will be smaller risk size but held for possibly several days or longer. Some strategies are slightly larger positioned because of their slightly higher edge. Another reason for fluctuating leverage is that some trades from different markets or different time-frames do overlap. The different strategies across different time-frames sometimes have an overall small amount of correlation but this is factored in while I’m selecting strategies and calculating for risk sizing. Each strategy has a static stable risk size but since Darwinex does not differentiate by Magic Number. I have to settle for a non-perfect Risk Stability score. (At this time, a 10 for Risk Adjustment though!)

About 5 or 6 for consistency of return and duration. Multiple time frames, trailing stops and additional exit strategies seem to be penalized. ( Each strategy has preset static exit strategies but since they are all on the same account the over all timing and P/L of exits are varying and the scores reflect that.

And lastly the OS and CS scores, another attribute is quite low due to a penalized trading style. Some breakout entry levels may appear to the Darwinex system to be “late” but the strategies are designed to enter later once a breakout is more certain to minimize fake-out losses. Even a simple trailing stop hurts the CS. I think it is the accuracy, risk and performance that matters most (PF,EX etc). Here’s a supporting thread about os/cs.

These are the notes but I leave the judgement to you if SUG is a good fit for your portfolio:

Please feel free to post any questions, comments or concerns.


Hi @bendex, welcome to the Community.

I agree with your comments on Risk Stability and share your ‘sadness’ that Darwinex has trouble identifying the actual risk a trader is taking due to not taking in account the StopLoss. It kind of ‘forces’ the trader to trade with fixed pip values, instead of fixed Risk per trade, but that’s a discussion to be had in another thread :slight_smile:
To get a better score here, you would need to split up your strategy over multiple accounts where each account only trades one timeframe, but that’s a lot of effort for little reward I think.

A poor OS is just inherent to breakout strategies, or any other strategy that waits for some kind of confirmation before entering the market. You can’t really argue that it would be more profitable to have entered sooner :wink: so the poor OS is justified. But smart investors know this too, so I wouldn’t worry too much about the OS score.

Also, the good thing is that Darwinex actually adjusts the weights of attributes depending on the type of strategy. For example, if Darwinex detects your account is ‘scalping’ with short term trades, OS and CS are more heavily weighted and LA is less weighted. With longer term strategies, like yours, the LA (and possibly some others) becomes more important and the OS and CS become less important to the overall D-score.

All that said, keep up the good work! Your strategy seems to be a healthy one from my perspective.


I’d say in HINDSIGHT having entered at a better price would have always been more profitable but I think we can argue something like “Waiting for confirmation can lead to a better performance over-all for some methods, strategies or people trading live or OOS.”

OK, you’re right, I’ll try not to sweat it anymore. Thanks for the vote of confidence, hopefully investors do know this. I guess investors that like breakouts will be used to the low OS. Darwinex generally does an awesome job of giving investors information and they seem to be improving. I guess this one is so curious to me because waiting for confirmation seems to be so common.

This is fantastic, I didn’t know this. Thanks for the heads up and kind words.

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That’s how the OS and CS scores work :slight_smile: They look in hindsight.

Yup, I agree completely. This will show in your PF score, which imo is a lot more important than OS and CS (and Darwinex agrees, as it also gets a lot more weight in the total D-score, at least for long term strategies).

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Investors do not care about OS CS R+ R- …
SYO always had a very low OS and reached 4 millions.
Same story about THA .
These rates are cool but have not predictive value.
PF is good when you come from a lucky semester. :smiley_cat:


5 posts were merged into an existing topic: Filtering out marti-grids