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darwin discussion

  • #2,001
  • Apr 23, 2026 10:43am Apr 23, 2026 10:43am
Quoting notabdullah1
{quote} seems like you are doing pretty well and haven't quitted good luck bro for future
Yes. Fall seven times, stand up eight. Wishing you success too in whatever you’re working on
  • #2,002
  • Apr 23, 2026 11:08am Apr 23, 2026 11:08am
Quoting TraderDuff
{quote} 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. {image}
Have you had any feedback from other Well-known Darwins that have decided to split their orders up?
(Green Diamond) Pip Impact Member (top 1%)
  • #2,003
  • Apr 23, 2026 11:33am Apr 23, 2026 11:33am
Quoting TraderDuff
{quote} 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...
Just out of curiosity. Couldn't Darwinex directly implement the necessary techniques/tactics to solve capacity problems? If I understand correctly that you have to use some kind of order splitting technique in your underlying strategy, isn't that something the risk engine could also do directly instead?
  • #2,004
  • Apr 23, 2026 2:21pm Apr 23, 2026 2:21pm
Hello TraderDuff,

nice to see you in our thread

What happened to the spread on the sp500 ?! It used to fluctuate between 0.2 and 0.3 , now it is at 0.6
all the other indices spreads have stayed the same….
  • #2,005
  • Apr 24, 2026 7:50pm Apr 24, 2026 7:50pm
Having a tough battle with the market lately. Pleasing to see the risk engine locking in some profit when the market has been very volatile for my signal account. Here is my first 6-month track record:
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Thought I'd do it now before the candle duration selection changes from daily to weekly like so:
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Would be good in future to be able to at least select the last 6-month daily candle duration (or even have a slider) no matter how long the track record is so similar future comparisons can be made.

It would also be a nice feature/enhancement for DZero to do daily equity candle duration for signal account! Although Juan might have to hire bodyguards to protect himself from all the Martin-Galers :-)
(Green Diamond) Pip Impact Member (top 1%)
  • #2,006
  • Apr 26, 2026 6:54am Apr 26, 2026 6:54am
Reading these Darwin posts over the last few years, there comes a point that traders might start thinking it would be better to work with a prop firm where you buy an account and they double the funding every time you make 10% up to a max size of 5 million dollars. All this guessing and program changes and trying to figure things out removes the focus from actually trading. Just not worth it when you can build up to a 5 million dollar cfd and a 5 million futures accounts. Add 25 million from an actual Wall Street prop firm (not cfd's) and keep stacking AUM and copy trading it and make money instead of wasting time on all this junk. It's getting old.
  • #2,007
  • Apr 26, 2026 11:04am Apr 26, 2026 11:04am
Quoting CashBox
Reading these Darwin posts over the last few years, there comes a point that traders might start thinking it would be better to work with a prop firm where you buy an account and they double the funding every time you make 10% up to a max size of 5 million dollars.
Why not do both? I'm not a scalper and never have much luck with prop firms. I like trading my own personal accounts across multiple brokers and compounding the profits as well as Darwinex Zero.
(Green Diamond) Pip Impact Member (top 1%)
  • #2,008
  • Apr 27, 2026 5:00am Apr 27, 2026 5:00am
Okay. My Darwin has now been created.

Return (since inception): 1.40%
Max. drawdown: -2.41%
Return (last 6 months): 1.40%
DARWIN risk: x2.51

Maximum VaR: 2.60%
Minimum VaR: 2.28%
Max./Min. VaR: 1.14
1 month max. variation: 14.57%
Annualised volatility: 14.72%
ATH quote: 103.90

Return per month
March: 0.89%
April: 0.51%

My current rating is 55.06. Based on the rating calculator, a return of 5.22% is needed for a rating of 75. That's quite a lot. I don't think I'll reach the missing 3.82% by the end of April. Started today with a 2 losses, but let's see what happens by Thursday evening.
  • #2,009
  • Edited 8:50am Apr 27, 2026 8:35am | Edited 8:50am
Quoting TraderDuff
{quote} 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. {image}
Might of spoke too soon, I'm seeing used capacity of 10.94%. So that's just under 20 million actual max capacity which is still great compared to your rising 32 million max estimated capacity. I know you got rid of the SP500 strategy, but I'm seeing slippage of -7.95 pips on the GBPJPY at volume 613.5K. Is that about 6 contracts? I see your other yen pairs with much better slippage of no more that -0.65 pips for around the same volume. Could this be a mistake? That one trade (latency 0.06s) has practically reduced your max capacity by about 75%. What was the slippage on your previous SP500 order?

Is it possible that the latency reported by Darwinex is incorrect and that that particular order was delayed or there was an actual problem? You might want to check this because you don't want to be continuously deleting strategies every time an unexpected outlier occurs which has a horrific effect on used capacity.

Edit: I wonder if Darwinex should put more weight on the median slippage compared to average slippage in its calculations if it hasn't already done so! or use some kind of std dev :-)
(Green Diamond) Pip Impact Member (top 1%)
  • #2,010
  • Apr 27, 2026 11:46am Apr 27, 2026 11:46am
Can one generally say that a reward:risk ratio of slightly more than 2:1 is needed for a minimum rating of 75?. If I take the figures that the rating calculator gives me one could assume that. A 5.22% required to achieve a rating of 75.02 where my max. drawdown is currently at -2.41% for my Darwin (5.22/2.41=2.16).
  • #2,011
  • Apr 27, 2026 12:16pm Apr 27, 2026 12:16pm
Quoting Noisy
Can one generally say that a reward:risk ratio of slightly more than 2:1 is needed for a minimum rating of 75?. If I take the figures that the rating calculator gives me one could assume that. A 5.22% required to achieve a rating of 75.02 where my max. drawdown is currently at -2.41% for my Darwin (5.22/2.41=2.16).
Risk reward is irrelevant. Just make the percent needed without going outside the Var parameters

Based on a 100K

If I risk $500 to win $500 and win 10 straight trades I make 5%

if I risk $500 to win $1000 and win 50% of my trades I make 5%

Why do you need to make something sooooo simple soooo complicated
Pride always comes before destruction.... -Proverbs 16:18
  • #2,012
  • Edited 2:23pm Apr 27, 2026 1:06pm | Edited 2:23pm
Quoting Expo33
{quote} Risk reward is irrelevant. Just make the percent needed without going outside the Var parameters Based on a 100K If I risk $500 to win $500 and win 10 straight trades I make 5% if I risk $500 to win $1000 and win 50% of my trades I make 5% Why do you need to make something sooooo simple soooo complicated

Thanks, but I don't think you quite understood my actual question. The question did not refer to risk/reward in general, but rather whether and how this affects the rating one receives/needs to obtain a certain DarwinIA allocation or level.

Looking at the rating calculator, its conclusion indicates that I need a minimum return of 5.22% this month, given my current maximum drawdown of 2.41%, which is how I exited the calibration phase today. This corresponds to a risk-reward ratio of approximately 2.17.

The question is, therefore, whether it can be said that achieving a minimum return of 2.17 times the risk would result in a minimum rating of 75 (as my current situation demonstrates). Another example would be a 10% return with a maximum drawdown of 4.60% (10 / 2.17 = 4.60) or a 0.5% return with a maximum drawdown of 0.23% (0.5 / 2.17 = 0.23).

For gold, for example, one of the requirements is that one has a return-to-drawdown ratio above 2.5 plus the 8-month minimum history and a return of over 20%. So a maximum drawdown of 8% given the 20% return.

My current ratio with which I finished the calibration is 0.58 (1.40% return / 2.41% max. dd.). That is 3.17 times away from what I needed for the minimum rating (2.17/0.58=3.17)

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  • #2,013
  • Edited 2:20pm Apr 27, 2026 1:44pm | Edited 2:20pm
Quoting Expo33
Risk reward is irrelevant
The statement could therefore not be further from the truth, and thus a very positive/strong risk/reward ratio would be THE decisive criterion for success with Darwinex.

From AI

Key Long-Term Performance Metrics

  1. Realistic Goal: A 15% annual return with a 15% maximum drawdown (RoMaD = 1.0) is considered superior over time compared to higher-return, higher-risk strategies, because it is sustainable and survivable.
  2. Institutional Standards: Many institutional investors or hedge funds consider a 20–25% drawdown a trigger for redemption, often setting an implicit maximum drawdown ceiling around that level.
  3. Excellent Performance: A ratio > 2.0 (e.g., 40% return with a 20% max drawdown) is exceptionally difficult to maintain long-term due to shifting market regimes.

Contextualizing the Ratio

  1. 0.5–1.0: Acceptable — adequate return for the risk.
  2. 1.0–2.0: Good — strong risk-adjusted performance.
  3. 2.0–3.0: Excellent.
  4. > 3.0: Exceptional (or likely unmanaged risk).

So if the minimum risk/reward ratio for a minimum allocation of 30k is already 2.17, and for gold it's at least 2.5, then what Darwinex expects/requires is quite high, considering that 2.0 is already considered excellent for long-term trading among professional traders and 0.5-1.0 already acceptable/adequate and therefor potentially more likely to maintain over the years (not just 1 or 2 lucky years or just 1 or 2 trades placed over this period)

Even FTMO doesn't require quite such high results (10% return with a 10% maximum total drawdown (1:1) or 10% return with a maximum daily drawdown of 5% (2:1) to complete the challenge.

  • #2,014
  • Apr 27, 2026 2:26pm Apr 27, 2026 2:26pm
Quoting Noisy
{quote} The statement could therefore not be further from the truth, and thus a very positive/strong risk/reward ratio would be THE decisive criterion for success with Darwinex. From AI Key Long-Term Performance Metrics Realistic Goal: A 15% annual return with a 15% maximum drawdown (RoMaD = 1.0) is considered superior over time compared to higher-return, higher-risk strategies, because it is sustainable and survivable. Institutional Standards: Many institutional investors or hedge funds consider a 20–25% drawdown a trigger for redemption, often...
When in silver, though, your prvious 5 months weigh heavy as well. There have been months I start the month at 75 without ever placing a trade. I could actually have negative return and still get allocated.
  • #2,015
  • Apr 27, 2026 2:31pm Apr 27, 2026 2:31pm
Quoting pipmaster77
{quote} When in silver, though, your prvious 5 months weigh heavy as well. There have been months I start the month at 75 without ever placing a trade. I could actually have negative return and still get allocated.
Yes, and that’s great (so at least it gets „easier“ over time)

However, Hayseed mentioned it’s entirely possible to come out at the calibration phase and receive the minimum silver allocation straight away in the first month. So I wondered while looking at my own results how that could have been possible and the answer seems to be with a 2.17x higher return to drawdown.
  • #2,016
  • Edited 11:18pm Apr 27, 2026 2:51pm | Edited 11:18pm
The amount of wasted energy is simply mind numbing
Pride always comes before destruction.... -Proverbs 16:18
  • #2,017
  • Apr 27, 2026 5:33pm Apr 27, 2026 5:33pm
Quoting Noisy
However, Hayseed mentioned it’s entirely possible to come out at the calibration phase and receive the minimum silver allocation straight away in the first month. .
yes absolutely...... have done it several times.....

the common saying is to just trade as normal...... that seems like a bad idea to me....... it's telling the traders that struggle to keep struggling.....

my approach, especially in calibration, is trade far far better than i normally do..... treat every trade with respect.....

your high risk multiple will help.....

take advantage of it.....h
to trade and code, keep both simple... no call to impress....h
  • #2,018
  • Apr 27, 2026 5:44pm Apr 27, 2026 5:44pm
Looks like this forum has become thesis instead of trading . Next topic of discusson is 1 + 1 = 2. Unless you will prove it I can't trade. I need to investigate how 1 + 1 = 2 instead of accepting it is. Just trade normally if you see any issue just focus on it. Trade small, dont martingale risk factor will remain good.
  • #2,019
  • Edited 6:57pm Apr 27, 2026 6:39pm | Edited 6:57pm
Quoting hayseed
{quote} yes absolutely...... have done it several times..... the common saying is to just trade as normal...... that seems like a bad idea to me....... it's telling the traders that struggle to keep struggling..... my approach, especially in calibration, is trade far far better than i normally do..... treat every trade with respect..... your high risk multiple will help..... take advantage of it.....h
So could you provide an concrete example of what percentage risk to reward was achieved for one of your Darwin’s that finished the calibration phase with a minimum rating of 75? Then I can figure out how this translates to a certain risk to reward ratio myself…

Like I said, i finished my calibration phase today at 1.40% return and a max. drawdown of 2.41% which gives me a rating of 55.6 for my Darwin (as of today).

There are 3 potential trading days left for the current month but it’s very unlikely I’ll still make up for the missing 2.8% that the rating calculator shows me would be needed for the minimum rating of 75.

I mean that’s ok, since I didn’t expect to achieve the 30k Silver Allocation for my second month. I also wanted to migrate to Darwinex classic anyway to save on the monthly fee but even here a 2% min. return for my zero Darwin is one of the requirements for that to happen (didn’t read before otherwise I would have started with classic right away). So i’ll likely have to pay for at least another month for a demo account and some metrics but otherwise giving me no benefits instead of costing me money each month while not knowing/seeing when/under what circumstances i’ll ever get out of it some money…
  • #2,020
  • Apr 27, 2026 11:09pm Apr 27, 2026 11:09pm
Quoting Noisy
{quote} So could you provide an concrete example of what percentage risk to reward was achieved for one of your Darwin’s that finished the calibration phase with a minimum rating of 75? …
//------

no i can not....... risk to reward never enters my mind....... my common sense entry's take care of that.....

think i posted the last one and it came out of calibration just a few days before the end of the month with a gain of slightly over 6%....... with a rating well above 75.....

a few days later, on the 1st, it received the 30k...... i started it on march 8th.....

there is nothing wrong with taking several months to get the 30k......

some never do......h
//------
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to trade and code, keep both simple... no call to impress....h
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