[DARWIN] DKM by portola

[CavaliereVerde]

Welcome to @portola
He is a very experienced trader and here we have a long and robust trackrecord.
->https://www.darwinex.com/darwin/DKM
Old discussion
->https://community.darwinex.com/t/dkm-by-portola-investors-discussion/8832

DKM is going really strong in 2021 !
Here is your space let's go!

 

[portola]

Thank you Cavaliere for your introduction.
And yes! The good results continues, from Jan. 2020 until now:

Earning Darwinia prizes in May, June, July, Aug 2020 and Jan, March, May 2021.

Compared with the european stock market: (DAX, CAC and IBEX)

DKM, offers a good alternative to the stock market with a much lower volatility (14% vs 35%)

 

[CavaliereVerde]

Congrats for your allocation!
->https://www.darwinex.com/darwinia/07/2021

 

[portola]

Congrats for your allocation!
->https://www.darwinex.com/darwinia/07/2021

Yes! 4 times this year. And not only investment from Darwinia, I also have some external investors that trust in my work.

 

[CavaliereVerde]

Hi @portola , congrats for you results and consistency.
Can you give us any update on your strategy portfolio?
The topic on old Community was very detailed, I would like to have something like that updated here.
Thanx!

 

[portola]

Hello dear investors,
Q3 has finished and my darwin DKM grew only 1,1%.
But actually the darwin is in trouble falling 4,5% since 26th July when it reached the max value of 139,51. Now the value is 133,20
What is happening? Since 25th August, one of the EA entered in a drawdown, placing 5 bad trades and loosing 270 pips:

Concerned with this behaviour, I've reviewed the optimization done (Walk Foward Optimization) and I've compared the results In-sample with Out-sample data:

Looking the whole picture, the actual drawdown is part of the game and I expect to exit soon.
And compared with the european stock market, despite the drawdown, the investment in DKM is a very good alternative:

Let's see what happens in Q4!

 

[portola]

Let me show you the DarwinIA prizes won by this darwin (indicated by yellow circles):

Would you invest in this darwin?

 

[CavaliereVerde]

Congrats!
Despite the many victories you earned only 160
>> https://www.darwinex.com/username/portola
This is not a criticism to you, it is just to prove how insanelly dificult is to make money with Darwinia.

 

[portola]

Congrats!
Despite the many victories you earned only 160
>> https://www.darwinex.com/username/portola
This is not a criticism to you, it is just to prove how insanelly dificult is to make money with Darwinia.

Exactly, difficult to make money from the trader side.
But also, from the investor side, it's also very difficult. If you analyze how today performs past winners, you'll see a lot of darwins with very negative results, but one month they won a super prize.
In pop music, it's a one-hit wonder.

 

[portola]

Hello everybody,

I would like to talk in this post about the reliability of backtesting.

I have recently analysed an EA using a Walk Forward analysis over a 5 year period. I optimised using a 10 year insample with a 1 year outsample data, repeating the process 5 times. The aggregate results for the 5 years are quite good:

Before going live, I put the EA to work for 3 months on 10 demo accounts from 10 different brokers. From 23/8/21 to 26/11/2021 (weeks 35 to 48) and the results on the 10 accounts are very similar between them:

The surprise comes when I try to repeat these results in backtest with 3 different historical data (Metaquotes, Darwinex and Dukascopy). The results of the 3 backtests are also similar to each other, but do not match to those obtained during the forward test. Of the 13 weeks, only in 5 weeks, the results are the same (marked in yellow). I show you the previous table, but with the backtest data added to the table:

Graphically, the equity curves are totally different:

Despite the positive results obtained in these 13 weeks of forward testing, the disparity of results between Forward Test and Backtest invalidates the whole preliminary study and therefore I discard the EA.

I encourage all of you to perform this kind of analysis with your EAs, especially if you are trading with real money. I perform this analysis since summer 2019 and it allowed me to improve my results a lot.

Have a good trading!

 

[portola]

Hello, I would like to share with you a report on the results of my darwin DKM for the Q4-2021 quarter.

 

[portola]

Hello, I would like to share with you a report on the results of my darwin DKM for the Q1-2022 quarter.

 

[portola]

Hello, I would like to share with you a report on the results of my darwin DKM for the 2022 year.

 

[portola]

Hello, I would like to share with you a report on the results of my darwin DKM for the first half of 2023.