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darwin discussion

  • #1,981
  • Apr 22, 2026 8:37am Apr 22, 2026 8:37am
Quoting pipmaster77
{quote} I am not limited by what others have accomplished. Think of ALL of the things in the world that have been done that WOULD NOT have been done because nobody did it before. I absolutely refuse to think that way.......
Yes, nothing against a positive attitude and ambitious goals. I'm just saying that the reality of most Darwinex traders' track records tell a different story, which isn't to say I don't believe you can't achieve 100% annual returns.

Have you actually managed to achieve a 100% annual return with one of your Darwin's and what was the maximum drawdown? Perhaps I'll should invest in your Darwin then. I currently have €7,500 of the €10,000 I've deposited spread across three Darwins, and I still have €2,500 to distribute. Yes, I know it's not much, but I wanted to test it out and sold some crypto for that purpose. Currently, I'm slightly in the red, but that's mostly due to the management fees. I'm curious to see what my net profit will be in a few months compared to my two ETFs.

My classic Darwinex trading account is also funded with €2500 and I'm now waiting for Monday and my Darwin to be created. I'll then try to migrate it to this classic account to save on the monthly fees with zero. The boosters can supposedly also be purchased for a Darwin classic account.
  • #1,982
  • Apr 22, 2026 8:55am Apr 22, 2026 8:55am
Quoting pipmaster77
If copying, who are you using?
https://t4t.fxblue.com/appstore/62/m...l-trade-copier

I've only had positive experiences with it so far. It's a very reliable trade copier that doesn't even cost anything. However, it only works locally with MetaTrader accounts but therefor there are no latency/execution/slippage problems like with many cloud copier solutions (I've tested several of them, and even the expensive services are very disappointing for the costs that some of them charge).

I've also used it to copy between futures and CFD accounts, which isn't a problem except that the position size conversion from a CFD to a futures account isn't a 1:1 conversion due to the standardized futures contract sizes. You would have to configure the receiver EA on the receiver terminal to specify the desired copy size, otherwise everything is the same, no problems. Keep in mind the futures broker has to provide MT5 - I use avafutures, which offer MT5. I have no idea about Future Prop companies that offer MT5; last time I checked, there weren't any.

I run all my MetaTrader terminals on an external remote server. My trading is automated, so I don't need to do anything manually, but even as a manual trader, you would benefit from having your sending terminal and all your receiving terminals in one place. You connect to the server via RDP, trade as you would locally in front of your screen in one terminal, and your trades would be copied to the other receiving terminals as configured.
  • #1,983
  • Apr 22, 2026 9:24am Apr 22, 2026 9:24am
Quoting Noisy
{quote} Yes, nothing against a positive attitude and ambitious goals. I'm just saying that the reality of most Darwinex traders' track records tell a different story, which isn't to say I don't believe you can't achieve 100% annual returns. Have you actually managed to achieve a 100% annual return with one of your Darwin's and what was the maximum drawdown? Perhaps I'll should invest in your Darwin then. I currently have €7,500 of the €10,000 I've deposited spread across three Darwins, and I still have €2,500 to distribute. Yes, I know it's not...
So, my futures darwin has an annualized return of just under 30% with a 6.6% DD. As I posted a couple of weeks back, I am simply doubling the size as I will take 12-13% DD for a 60% return. I believe I can flip the account annually by tightening up and using the risk controls I've used trading the props.
So far, 8 days in, pacing for a 6% month, so not quite the 8.3% required, but I am more geared toward 25% quaterly than trying to hit daily, weekly or monthly targets.
  • #1,984
  • Apr 22, 2026 10:13am Apr 22, 2026 10:13am
Quoting pipmaster77
{quote} I am not limited by what others have accomplished. Think of ALL of the things in the world that have been done that WOULD NOT have been done because nobody did it before. I absolutely refuse to think that way.......
Amazing isn't it.

It's like saying 50% of Americans are fat slobs, so I can't get chiseled because they're fat
Pride always comes before destruction.... -Proverbs 16:18
  • #1,985
  • Apr 22, 2026 10:20am Apr 22, 2026 10:20am
Quoting Expo33
{quote} Amazing isn't it. It's like saying 50% of Americans are fat slobs, so I can't get chiseled because they're fat
Exactly. Great analogy.
I was actually in the gym the other day and did legs with a LB from Colorado football team. Despite having 35 years on him, I pretty much kept up with the weights he was using.
Most folks my age are sitting around after work complaining about everything that hurts.
  • #1,986
  • Apr 22, 2026 1:32pm Apr 22, 2026 1:32pm
Hi, do you know what happened to the permanent $100,000 booster when starting the 3-year package? Was it discontinued?
  • #1,987
  • Apr 22, 2026 3:09pm Apr 22, 2026 3:09pm
Quoting Pwdi
Hi, do you know what happened to the permanent $100,000 booster when starting the 3-year package? Was it discontinued?
//----

yes, several months back.....h
to trade and code, keep both simple... no call to impress....h
  • #1,988
  • Apr 22, 2026 3:24pm Apr 22, 2026 3:24pm
Quoting pipmaster77
The other thing is your return is your signal account profit * your multiplier, but we are actually paid on the return we earn on our quote. If your quote is above 100, the return on the quote is always going to be smaller than the actual return * multiplier
//-----

i've been thinkin about that....... starting this afternoon at market close, i'm going to log all my quotes, risk ratios, target risk , end of day signal profit, estimated performance fees and such...... just out of curiosity.....

on may 4th i'll post something that clearly shows my attraction to boosters......h
to trade and code, keep both simple... no call to impress....h
  • #1,989
  • Apr 22, 2026 6:22pm Apr 22, 2026 6:22pm
Quoting hayseed
{quote} //----- i've been thinkin about that....... starting this afternoon at market close, i'm going to log all my quotes, risk ratios, target risk , end of day signal profit, estimated performance fees and such...... just out of curiosity..... on may 4th i'll post something that clearly shows my attraction to boosters......h
I didn't understand that part of the message either. Up until now, I was under the impression that the Darwin’s Quote reflect the net percentage return of the Darwin. So, if the Quote starts at 100, and the underlying strategy / signal account has made a 1% return, and with a risk multiplier of 2.0, you would have made a 2% return with the Darwin, the Quote would rise to 102, and so you would receive a payout of exactly that, a 15% performance fee based on the 2% return made with your Darwin, not anything less.
  • #1,990
  • Apr 22, 2026 7:35pm Apr 22, 2026 7:35pm
Quoting Noisy
{quote} I didn't understand that part of the message either. Up until now, I was under the impression that the Darwin’s Quote reflect the net percentage return of the Darwin. So, if the Quote starts at 100, and the underlying strategy / signal account has made a 1% return, and with a risk multiplier of 2.0, you would have made a 2% return with the Darwin, the Quote would rise to 102, and so you would receive a payout of exactly that, a 15% performance fee based on the 2% return made with your Darwin, not anything less.
So, let's say your quote is 110 and it goes to 120......you have made a risk adjusted return of 10%, your quote however has increased 9.09% (10/110).
This is where I am trying to warp my head around the numbers, because technically your account going from 110K to 120K is only a 9.09% gain .
This where I believe the HWM comes in...we are paid on the gain since the last HWM....otherwise, you could be getting paid multiple times on the same profit.
This is why I am considering sizing up as the balance compounds in the signal account. I mean you get to 500K and make 10K, that is 2%, not 10%.
  • #1,991
  • Apr 22, 2026 7:37pm Apr 22, 2026 7:37pm
Quoting pipmaster77
{quote} So, let's say your quote is 110 and it goes to 120......you have made a risk adjusted return of 10%, your quote however has increased 9.09% (10/110). This is where I am trying to warp my head around the numbers, because technically your account going from 110K to 120K is only a 9.09% gain . This where I believe the HWM comes in...we are paid on the gain since the last HWM....otherwise, you could be getting paid multiple times on the same profit. This is why I am considering sizing up as the balance compounds in the signal account. I mean...
Actually, I think I just solved my own puzzle as I was typing this post.
  • #1,992
  • Apr 23, 2026 5:32am Apr 23, 2026 5:32am
Quoting pipmaster77
{quote} Actually, I think I just solved my own puzzle as I was typing this post.
Hehe. So, if I understand correctly, there's no error in the calculation of how you're paid on the profits you made with your Darwin (thats all correct). Your concern is that without adjusting position sizes, you won't achieve a compound return as your signal account balance increases. So when trading futures and not being able to use a percentage risk per trade due to the standardized minimum contracts, you need a different strategy for compound returns. Something like increasing the position size after a certain amount of capital growth.
  • #1,993
  • Apr 23, 2026 6:44am Apr 23, 2026 6:44am
Quoting Noisy
{quote} Hehe. So, if I understand correctly, there's no error in the calculation of how you're paid on the profits you made with your Darwin (thats all correct). Your concern is that without adjusting position sizes, you won't achieve a compound return as your signal account balance increases. So when trading futures and not being able to use a percentage risk per trade due to the standardized minimum contracts, you need a different strategy for compound returns. Something like increasing the position size after a certain amount of capital growth....
Yes. However, if you don't size up, as was explained to me by Darwinex last week.....the risk engine should multiply you based on the smaller % of equity you have exposed. I believe, for me, the simplest is to size up and keep risk engine as close to 1.0 as possible.
As for sizing on futures, it is a 1,000,000 account, so pretty simple to manage risk in relation to sizing. Currently, I risk 0.5% per trade with a 200 point stop on YM and a 20 point(80 ticks) on ES.......I never let them grind there, they are there in case of a spike or liquidity grab.
  • #1,994
  • Apr 23, 2026 7:38am Apr 23, 2026 7:38am
Quoting pipmaster77
{quote} Yes. However, if you don't size up, as was explained to me by Darwinex last week.....the risk engine should multiply you based on the smaller % of equity you have exposed. I believe, for me, the simplest is to size up and keep risk engine as close to 1.0 as possible. As for sizing on futures, it is a 1,000,000 account, so pretty simple to manage risk in relation to sizing. Currently, I risk 0.5% per trade with a 200 point stop on YM and a 20 point(80 ticks) on ES.......I never let them grind there, they are there in case of a spike or liquidity...
Yes, I understand. Regarding "spikes," are you taking any additional measures to protect yourself from potential negative slippage situations? I recently read on the Darwinex Discord that someone experienced a 38-point slippage from their actual stop-loss order with a Dow CFD position. So for e.g the stop was -20 Points away, it was actually filled/executed at -58 Points instead. Darwinex explained that this was due to unpredictable volatility, which is almost impossible to prevent even if you try to completely avoid trading shortly before or after any announced news events.

I mean this is especially true in times like these, with Trump's unannounced social media posts leading to such situations almost daily. As far as I can tell, there's no real way to protect yourself against slippage except by generally keeping your position size very small so that such slippage doesn't wipe your account out with a single order or create a huge hole.

Anyhow, I said that 38 points seems like a very high amount of slippage to me, considering that the Dow should actually be very liquid. The order was placed during regular market hours in the EU session. So this is probably not a problem exclusive to CFDs. In the Dow futures chart I then looked at, there was the same rapid jump, and presumably, the slippage would have been similarly high had the order been placed through a centralized exchange instead of the CFD.

Limit orders don't seem to be of much help either, as they guarantee the price but don't guarantee that the order will actually be closed at that price if volatility is too high or liquidity is insufficient to guarantee the stop at that price. Darwinex doesn't offer guaranteed stop-loss orders, understandably, because they aren't a dealer broker. Apparently, all orders go directly to the market or, in the case of CFDs, to their liquidity provider, and aren't held internally like with most B-book brokers.
  • #1,995
  • Apr 23, 2026 8:02am Apr 23, 2026 8:02am
Quoting Noisy
{quote} Yes, I understand. Regarding "spikes," are you taking any additional measures to protect yourself from potential negative slippage situations? I recently read on the Darwinex Discord that someone experienced a 38-point slippage from their actual stop-loss order with a Dow CFD position. So for e.g the stop was -20 Points away, it was actually filled/executed at -58 Points instead. Darwinex explained that this was due to unpredictable volatility, which is almost impossible to prevent even if you try to completely avoid trading shortly before...
All inherent risks of trading. I don't waste any energy on one-offs or things I cannot control....no point.
  • #1,996
  • Apr 23, 2026 8:34am Apr 23, 2026 8:34am
Quoting Noisy
{quote} Yes, I understand. Regarding "spikes," are you taking any additional measures to protect yourself from potential negative slippage situations? I recently read on the Darwinex Discord that someone experienced a 38-point slippage from their actual stop-loss order with a Dow CFD position. So for e.g the stop was -20 Points away, it was actually filled/executed at -58 Points instead. Darwinex explained that this was due to unpredictable volatility, which is almost impossible to prevent even if you try to completely avoid trading shortly before...
seems like you are doing pretty well and haven't quitted good luck bro for future
  • #1,997
  • Apr 23, 2026 9:01am Apr 23, 2026 9:01am
Quoting codemaster75
Kieran's doing unbelievably well on his Darwin XAQP. Just wondering, if he continues to do this well over a year or more, what is the legal ruling on employees competing with clients for investors given Kieran works for the company and is a great public speaker? What if he has inside information on how the risk engine works? Wouldn't that be something like a conflict of interest? Would be interesting to see how many investors he gets when he turns gold compared to clients in the same situation and how quickly he gathers investors. Wouldn't Kieran...
Thanks for the kind words man.

Regarding the legal ruling, there's a line to draw as I don't have access to any broker/asset manager items on the backend, as we have our regulated and non-regulated parts of the business, my employment is under the technology business of Darwinex (ie. providing the tech + Zero) so I can't access any "insider" info outside of what is publicly available. Yes, I have a direct line to the development/product team and C-Suite, which is why I spend so much time trying to convey the conversations that I have behind closed doors to everybody in our Discord and on the live streams!

In all honesty, yes I probably have an advantages in regards to investors as part of my role is livestreaming (but I do have a very good network outside of my role at Darwinex too, which accounts for a lot of AuM - around 50% of my total AuM right now is provided by boutique funds external to Darwinex under a "signal provider" agreement), but to this point my performance has also backed that so yes I would agree there is an advantage, however over the past 12 months it's been warranted I would say, humbly. That may not always be the case, and remember there's a huge amount of pressure on my career now, as I manage a large pot of capital, so if my trading deteriorates over the coming months/years significantly it not only affects my trading, but potentially parts of my role at Darwinex as I am very client-facing!

Thanks again for your kind words and I apologise it's taken me so long to come back to you on this!
  • #1,998
  • Apr 23, 2026 9:12am Apr 23, 2026 9:12am
Quoting OutThere
I have talked to a few of the staff at Darwinex and the only time I was asked to send a detailed statement of my underlying account was when Kieran replied to me. The others know that such a thing is IP and don't ask. I didn't send him that info and then he no longer replied to me. I wonder how many traders' statements or even EA info he has asked other clients that he deals with?
Hey man, I've taken a look through our emails, this was early 2025.

I feel as though there's an underlying tone to your post here, insinuating that I was trying to steal IP for personal gain (could not be farther from the truth and I'm extremely disappointed if that's the impression that you gained of me). I invest an unholy amount of time into our community of traders and would never extract value from any of you for my own gain.

I asked to see your statement because you reached out asking about comms and I was trying to get an accurate read of your commissions (never did I want to analyse trades - bare in mind this was actually before I started building algorithms, so I wouldn't of been able to extract any value from a history report there anyway), I purely wanted to help as you had been passed to me by Juan.

In regards to not replying to you on email, I again don't like the insinuation that I didn't reply because I didn't get access to your statements (zero value to me, again), but it's because you signed off your email thanking me and that you were going to carry on with trading with Darwinex anyway and had come to an internal resolution to continue as is, so please if I gave an impression that I was trying to obtain privileged information from you, I apologise but it was absolutely not the case.

Would be happy to have a chat at some point as I would like to leave a better impression of me with you, if you were open to it.
  • #1,999
  • Apr 23, 2026 9:32am Apr 23, 2026 9:32am
Quoting codemaster75
Will be interesting to see in future what effect Kieran's splitting up of orders on XAQP will do for his capacity! He currently has over $1.5 million in investor capital, but when you look at his used capacity, it is almost at 50% Yikes, and those negative slippages are stacking up. So, what does that say about Maximum Capacity given that XAQP is currently just over 20 million? I think Maximum Capacity is for the original trading account (if it were real) and not the trading account that trades are being copied too. That would make more sense. So,...
Great question!

The used Capacity is pulled from real-time slippage (taking the divergence from any investor account in your DARWIN and what you experienced in your signal account - this is the metric to look at for real-time capacity, but it's important to note it takes the slippage from your last 100 orders (50 entries, 50 exits)).

The Max Capacity in the "Capacity" attribute is a hypothetical figure with a "look-forward" approach. It's not 100% accurate but it can give you an idea of where your max capacity should be.

In regards to my Used Capacity, it's now (as of today) sat at 2.72% used capacity, which is insane (I've shown on the screenshot, at it's peak it was 47%).

Things I've changed:
- Added the order splitting code to all of my strategies (Does NOT split orders on SL, only entries and TPs)
- Removed an SP500 strategy that was hindering my average slippage as it's entry was always on Sunday evening post-open with a very short avg. hold time.

Changing the above has had an incredible effect on my Capacity.
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  • #2,000
  • Edited 10:41am Apr 23, 2026 10:20am | Edited 10:41am
Quoting TraderDuff
{quote} Thanks for the kind words man. Regarding the legal ruling, there's a line to draw as I don't have access to any broker/asset manager items on the backend, as we have our regulated and non-regulated parts of the business, my employment is under the technology business of Darwinex (ie. providing the tech + Zero) so I can't access any "insider" info outside of what is publicly available. Yes, I have a direct line to the development/product team and C-Suite, which is why I spend so much time trying to convey the conversations that I have behind...
Good answers man! Where I was coming from was in Australia, I don't think employees of say news agencies that sell lotto tickets are allowed by law to buy or accept lotto tickets for themselves (hence competing with customers). And I don't think any Australian employee from the finance industry would be allowed to do what you're doing by law. I could be wrong though. Well, it's obvious that you can't hide what you're doing as a Darwinex/DZero employee from the FCA regulators, so if they're fine with it then good luck to you.
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