The VaR of your Strategy is now at 5.1%, its lowest level.
This implies a replication ratio of 1:4 between your Darwinex account and your Darwin.
So if Monday there is a DD of 10% on your account, your Darwin will undergo a DD of 40%.
I just re-read the entire topic, including your explanation of your money management since your master account.
I’m not sure that the fact that the Darwin is 400% more risky than your strategy be automatically integrated into your replication between source and destination accounts.
And my recent experience tells me that we must be concerned about this issue before the occurrence of the next major DD.
I have exactly the same problems as you in a project of Darwin. Namely, a number of trades, so an exposure that varies depending on market phases.
And yet, I have no magic formula to propose to solve this problem. And the more I get involved in understanding the functioning of RiskManager more I realize that it’s really complex.
What is certain is that increasing the capital during a phase with little exposure lowers your VaR.
I understand that you increase your capital to increase the number of trades that will be replicated from your master account.